Volumes

  • Client Notional Cleared (USD)
    $1,501,561,570,032,392
    Client Notional Outstanding (USD)
    $56,395,699,848,638
    As of COB May 5, 2021
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $4,525,388,000,000,000
    Trades Compressed
    30,445,636
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50%* of all OTC interest rate swaps and more than 90%* of the overall cleared OTC interest rate swap market. We regularly clear in excess of $3 trillion* notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB May 5, 2021. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$309,481,726,773
$1,413,083,971,867
$29,610,135,043,489
$23,331,492,106,742
EUR
€127,862,052,133
€461,857,240,600
€11,204,670,492,562
€10,231,213,879,610
GBP
£67,094,809,688
£250,870,240,118
£12,747,218,206,155
£7,600,632,586,350
JPY
¥0
¥2,841,728,510,000
¥127,104,055,823,131
¥77,930,646,916,839
CHF
CHF4,638,772,104
CHF20,318,576,000
CHF354,662,561,561
CHF392,897,250,493
AUD
$23,307,765,608
$70,114,933,019
$2,225,537,634,281
$1,998,397,915,281
CAD
$15,318,709,064
$208,461,751,000
$2,865,368,719,116
$2,365,072,353,770
Other*
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$35,834,547,408
$219,325,939,176
$5,534,532,539,106
$5,597,389,093,167
BRL
BRL1,016,576,649
BRL6,142,169,043
BRL29,686,053,091
BRL12,227,642,117
CLP
CLP0
CLP170,682,000,000
CLP2,282,056,040,222
CLP1,087,539,922,222
CNY
CNY0
CNY95,455,022,001
CNY2,404,445,998,752
CNY2,237,662,624,343
COP
COP193,500,000,000
COP0
COP11,914,337,520,000
COP6,252,129,000,000
CZK
CZK70,969,978,562
CZK484,121,399,055
CZK7,172,245,985,571
CZK6,244,346,647,414
DKK
DKK4,817,000,000
DKK12,617,520,000
DKK278,191,914,438
DKK986,595,912,899
HKD
HKD12,319,473,000
HKD44,573,861,157
HKD1,230,646,153,144
HKD2,662,695,113,329
HUF
HUF69,414,766,000
HUF1,303,488,150,475
HUF31,434,395,794,884
HUF28,702,090,983,300
ILS
ILS2,968,716,000
ILS9,359,200,000
ILS246,978,582,829
ILS166,511,688,681
INR
INR191,020,920,000
INR1,415,848,375,000
INR17,063,925,720,280
INR10,954,346,465,101
KRW
KRW63,613,900,000
KRW29,219,867,510,000
KRW532,923,436,388,283
KRW471,222,992,319,308
MXN
MXN4,093,000,000
MXN41,896,089,000
MXN520,824,846,741
MXN299,596,057,422
NOK
NOK11,965,785,000
NOK150,670,701,000
NOK4,484,023,596,290
NOK2,834,922,442,590
NZD
NZD9,836,980,000
NZD19,494,180,983
NZD1,602,705,527,247
NZD1,706,320,265,692
PLN
PLN9,829,287,000
PLN61,938,366,214
PLN1,059,337,859,214
PLN1,262,891,441,252
SEK
SEK44,968,476,800
SEK177,749,171,668
SEK6,253,737,868,338
SEK5,022,898,259,194
SGD
SGD5,658,135,494
SGD27,117,582,437
SGD358,781,666,833
SGD457,322,831,019
THB
THB34,310,490,000
THB112,394,270,000
THB2,148,865,645,294
THB1,399,743,808,119
TWD
TWD8,595,940,000
TWD39,760,710,000
TWD1,049,675,512,842
TWD691,263,673,406
ZAR
ZAR56,107,040,089
ZAR325,096,984,698
ZAR9,122,450,649,899
ZAR11,801,046,614,799
Total in USD$627,680,359,959$2,811,562,841,494$71,770,028,091,554$56,395,699,848,638

Figures as of COB May 5, 2021. Weekly figures as of COB Apr 30, 2021. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $119,783,677,346
OIS $96,497,174,000
Basis $18,442,300,000
Zeroes $1,000,000,000
FRAs $67,406,000,000
VNS $71,336,327
Inflation $6,281,239,100
Total$309,481,726,773
ProductVolume
EUR
USD
Equivalent
IRS €30,733,042,059 $36,879,650,471
OIS €74,337,642,363 $89,205,170,835
Basis €0 $0
Zeroes €542,000,000 $650,400,000
FRAs €8,940,000,000 $10,728,000,000
VNS €20,497,711 $24,597,253
Inflation €13,288,870,000 $15,946,644,000
Total€127,862,052,133$153,434,462,559
ProductVolume
GBP
USD
Equivalent
IRS £6,290,467,144 $8,749,410,751
OIS £58,552,442,744 $81,440,592,613
Basis £355,500,000 $494,464,950
Zeroes £0 $0
FRAs £0 $0
VNS £0 $0
Inflation £1,896,399,800 $2,637,702,482
Total£67,094,809,688$93,322,170,796
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥0$0
ProductVolume
CHF
USD
Equivalent
IRS CHF4,611,272,104 $5,047,916,917
OIS CHF27,500,000 $30,103,996
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,638,772,104$5,078,020,913
ProductVolume
AUD
USD
Equivalent
IRS $21,234,765,608 $16,446,325,963
OIS $1,000,000,000 $774,500,000
Basis $1,073,000,000 $831,038,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$23,307,765,608$18,051,864,463
ProductVolume
CAD
USD
Equivalent
IRS $13,673,709,064 $11,137,663,162
OIS $1,025,000,000 $834,894,518
Basis $620,000,000 $505,009,367
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$15,318,709,064$12,477,567,047
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,016,576,649 $189,659,822
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,016,576,649$189,659,822
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY0 $0
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP193,500,000,000 $50,246,624
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP193,500,000,000$50,246,624
ProductVolume
CZK
USD
Equivalent
IRS CZK49,709,978,562 $2,312,145,797
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK21,260,000,000 $988,860,206
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK70,969,978,562$3,301,006,003
ProductVolume
DKK
USD
Equivalent
IRS DKK4,817,000,000 $777,349,234
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,817,000,000$777,349,234
ProductVolume
HKD
USD
Equivalent
IRS HKD12,319,473,000 $1,585,527,964
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD12,319,473,000$1,585,527,964
ProductVolume
HUF
USD
Equivalent
IRS HUF69,414,766,000 $232,164,173
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF69,414,766,000$232,164,173
ProductVolume
ILS
USD
Equivalent
IRS ILS2,968,716,000 $908,892,631
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,968,716,000$908,892,631
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR191,020,920,000 $2,587,833,367
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR191,020,920,000$2,587,833,367
ProductVolume
KRW
USD
Equivalent
IRS KRW63,613,900,000 $56,550,967
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW63,613,900,000$56,550,967
ProductVolume
MXN
USD
Equivalent
IRS MXN4,093,000,000 $202,023,692
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,093,000,000$202,023,692
ProductVolume
NOK
USD
Equivalent
IRS NOK3,965,785,000 $474,512,420
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK8,000,000,000 $957,212,597
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK11,965,785,000$1,431,725,017
ProductVolume
NZD
USD
Equivalent
IRS NZD7,236,980,000 $5,212,796,694
OIS NZD2,600,000,000 $1,872,780,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD9,836,980,000$7,085,576,694
ProductVolume
PLN
USD
Equivalent
IRS PLN9,829,287,000 $2,581,118,653
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN9,829,287,000$2,581,118,653
ProductVolume
SEK
USD
Equivalent
IRS SEK36,568,476,800 $4,304,705,921
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK8,400,000,000 $988,816,951
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK44,968,476,800$5,293,522,872
ProductVolume
SGD
USD
Equivalent
IRS SGD5,479,635,494 $4,101,984,125
OIS SGD178,500,000 $133,622,787
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,658,135,494$4,235,606,912
ProductVolume
THB
USD
Equivalent
IRS THB34,310,490,000 $1,101,814,066
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB34,310,490,000$1,101,814,066
ProductVolume
TWD
USD
Equivalent
IRS TWD8,595,940,000 $307,338,124
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD8,595,940,000$307,338,124
ProductVolume
ZAR
USD
Equivalent
IRS ZAR56,107,040,089 $3,906,590,593
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR56,107,040,089$3,906,590,593
ProductUSD
Equivalent
IRS$226,299,819,486
OIS$273,426,918,740
Basis$20,272,812,817
Zeroes$1,650,400,000
FRAs$81,068,889,754
VNS$95,933,580
Inflation$24,865,585,582
Total$627,680,359,959
Show:
ProductUSD
Equivalent
IRS $705,904,141,543
OIS $472,459,132,000
Basis $83,091,700,000
Zeroes $37,200,000
FRAs $130,110,200,000
VNS $1,666,149,974
Inflation $19,815,448,350
Total$1,413,083,971,867
ProductVolume
EUR
USD
Equivalent
IRS €282,913,665,147 $342,009,456,229
OIS €127,675,079,481 $154,437,900,445
Basis €8,376,000,000 $10,142,437,840
Zeroes €675,000,000 $816,110,000
FRAs €16,343,000,000 $19,705,632,400
VNS €735,584,603 $889,752,831
Inflation €25,138,911,369 $30,387,424,390
Total€461,857,240,600$558,388,714,135
ProductVolume
GBP
USD
Equivalent
IRS £40,371,529,343 $56,184,622,252
OIS £196,368,504,531 $272,992,906,492
Basis £517,036,000 $718,982,441
Zeroes £364,028,486 $506,097,200
FRAs £0 $0
VNS £960,017,234 $1,334,832,350
Inflation £12,289,124,524 $17,063,009,332
Total£250,870,240,118$348,800,450,067
ProductVolume
JPY
USD
Equivalent
IRS ¥2,599,478,510,000 $23,890,015,798
OIS ¥242,250,000,000 $2,216,296,760
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,841,728,510,000$26,106,312,558
ProductVolume
CHF
USD
Equivalent
IRS CHF17,380,940,000 $19,096,463,296
OIS CHF1,287,636,000 $1,412,994,170
Basis CHF1,150,000,000 $1,258,941,697
Zeroes CHF0 $0
FRAs CHF500,000,000 $546,926,274
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF20,318,576,000$22,315,325,437
ProductVolume
AUD
USD
Equivalent
IRS $59,101,470,969 $45,943,369,636
OIS $9,110,300,000 $7,102,789,225
Basis $1,901,700,000 $1,480,408,385
Zeroes $0 $0
FRAs $0 $0
VNS $1,462,050 $1,126,217
Inflation $0 $0
Total$70,114,933,019$54,527,693,463
ProductVolume
CAD
USD
Equivalent
IRS $202,367,051,000 $164,076,366,149
OIS $4,990,300,000 $4,042,274,538
Basis $1,104,400,000 $895,794,104
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$208,461,751,000$169,014,434,791
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL6,142,169,043 $1,135,779,642
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL6,142,169,043$1,135,779,642
ProductVolume
CLP
USD
Equivalent
IRS CLP170,682,000,000 $243,349,938
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP170,682,000,000$243,349,938
ProductVolume
CNY
USD
Equivalent
IRS CNY95,455,022,001 $14,732,483,969
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY95,455,022,001$14,732,483,969
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK313,287,399,055 $14,645,023,521
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK170,834,000,000 $7,983,547,611
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK484,121,399,055$22,628,571,132
ProductVolume
DKK
USD
Equivalent
IRS DKK12,587,520,000 $2,049,477,544
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK30,000,000 $4,876,939
Inflation DKK0 $0
TotalDKK12,617,520,000$2,054,354,483
ProductVolume
HKD
USD
Equivalent
IRS HKD41,102,861,157 $5,295,081,242
OIS HKD0 $0
Basis HKD3,421,000,000 $440,745,570
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD50,000,000 $6,441,182
Inflation HKD0 $0
TotalHKD44,573,861,157$5,742,267,994
ProductVolume
HUF
USD
Equivalent
IRS HUF1,303,488,150,475 $4,356,964,522
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,303,488,150,475$4,356,964,522
ProductVolume
ILS
USD
Equivalent
IRS ILS9,359,200,000 $2,885,235,263
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS9,359,200,000$2,885,235,263
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,415,848,375,000 $19,039,756,508
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,415,848,375,000$19,039,756,508
ProductVolume
KRW
USD
Equivalent
IRS KRW29,219,867,510,000 $26,270,285,902
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW29,219,867,510,000$26,270,285,902
ProductVolume
MXN
USD
Equivalent
IRS MXN41,896,089,000 $2,092,242,489
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN41,896,089,000$2,092,242,489
ProductVolume
NOK
USD
Equivalent
IRS NOK38,778,701,000 $4,714,268,945
OIS NOK0 $0
Basis NOK5,000,000,000 $603,675,174
Zeroes NOK320,000,000 $38,486,055
FRAs NOK106,572,000,000 $12,974,529,345
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK150,670,701,000$18,330,959,519
ProductVolume
NZD
USD
Equivalent
IRS NZD16,354,180,983 $11,822,153,669
OIS NZD2,090,000,000 $1,496,022,000
Basis NZD1,050,000,000 $751,590,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD19,494,180,983$14,069,765,669
ProductVolume
PLN
USD
Equivalent
IRS PLN46,298,366,214 $12,260,071,237
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN15,640,000,000 $4,133,117,265
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN61,938,366,214$16,393,188,502
ProductVolume
SEK
USD
Equivalent
IRS SEK159,709,171,668 $19,070,454,828
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK18,000,000,000 $2,146,199,705
VNS SEK40,000,000 $4,794,668
Inflation SEK0 $0
TotalSEK177,749,171,668$21,221,449,201
ProductVolume
SGD
USD
Equivalent
IRS SGD26,375,282,437 $19,889,221,659
OIS SGD642,300,000 $484,521,097
Basis SGD100,000,000 $75,423,313
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD27,117,582,437$20,449,166,069
ProductVolume
THB
USD
Equivalent
IRS THB112,394,270,000 $3,590,214,759
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB112,394,270,000$3,590,214,759
ProductVolume
TWD
USD
Equivalent
IRS TWD39,760,710,000 $1,426,601,148
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD39,760,710,000$1,426,601,148
ProductVolume
ZAR
USD
Equivalent
IRS ZAR325,096,984,698 $22,663,302,467
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR325,096,984,698$22,663,302,467
ProductUSD
Equivalent
IRS$1,526,246,647,647
OIS$935,684,593,235
Basis$99,459,698,524
Zeroes$1,397,893,255
FRAs$177,600,152,600
VNS$3,907,974,161
Inflation$67,265,882,072
Total$2,811,562,841,494
Show:
ProductUSD
Equivalent
IRS $13,713,815,788,638
OIS $10,389,587,490,994
Basis $2,682,386,847,032
Zeroes $25,028,538,600
FRAs $2,452,307,550,000
VNS $31,722,582,210
Inflation $315,286,246,015
Total$29,610,135,043,489
ProductVolume
EUR
USD
Equivalent
IRS €5,288,187,633,840 $6,364,374,807,188
OIS €4,141,166,675,100 $4,986,584,032,789
Basis €178,525,519,930 $215,700,037,359
Zeroes €11,884,701,000 $14,320,571,291
FRAs €1,139,698,500,000 $1,373,655,464,370
VNS €19,960,001,769 $24,103,882,184
Inflation €425,247,460,923 $510,804,369,011
Total€11,204,670,492,562$13,489,543,164,192
ProductVolume
GBP
USD
Equivalent
IRS £2,334,398,366,481 $3,225,020,631,725
OIS £8,997,110,583,333 $12,382,117,619,182
Basis £123,588,429,705 $170,540,209,557
Zeroes £8,296,240,370 $11,421,516,872
FRAs £1,048,374,900,000 $1,442,177,239,980
VNS £25,206,548,874 $34,895,232,620
Inflation £210,243,137,392 $290,133,068,106
Total£12,747,218,206,155$17,556,305,518,042
ProductVolume
JPY
USD
Equivalent
IRS ¥115,750,310,423,131 $1,084,220,048,045
OIS ¥9,459,934,000,000 $89,263,257,878
Basis ¥531,711,400,000 $4,999,555,556
Zeroes ¥0 $0
FRAs ¥1,362,100,000,000 $12,917,462,011
VNS ¥0 $0
Inflation ¥0 $0
Total¥127,104,055,823,131$1,191,400,323,490
ProductVolume
CHF
USD
Equivalent
IRS CHF308,892,825,561 $339,335,125,232
OIS CHF36,429,836,000 $40,066,233,053
Basis CHF3,265,000,000 $3,564,486,389
Zeroes CHF0 $0
FRAs CHF6,050,700,000 $6,582,817,591
VNS CHF24,200,000 $26,046,241
Inflation CHF0 $0
TotalCHF354,662,561,561$389,574,708,506
ProductVolume
AUD
USD
Equivalent
IRS $1,606,435,628,090 $1,244,171,021,683
OIS $420,158,697,750 $326,537,553,768
Basis $198,687,091,313 $153,623,319,820
Zeroes $0 $0
FRAs $0 $0
VNS $256,217,128 $198,353,385
Inflation $0 $0
Total$2,225,537,634,281$1,724,530,248,656
ProductVolume
CAD
USD
Equivalent
IRS $2,070,200,175,334 $1,644,068,305,998
OIS $704,221,323,569 $557,874,411,918
Basis $87,473,050,000 $69,326,712,607
Zeroes $2,015,154,146 $1,573,952,734
FRAs $0 $0
VNS $1,459,016,067 $1,163,162,816
Inflation $0 $0
Total$2,865,368,719,116$2,274,006,546,073
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL29,686,053,091 $5,431,773,382
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL29,686,053,091$5,431,773,382
ProductVolume
CLP
USD
Equivalent
IRS CLP2,282,056,040,222 $3,172,843,473
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,282,056,040,222$3,172,843,473
ProductVolume
CNY
USD
Equivalent
IRS CNY2,404,445,998,752 $370,278,385,053
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,404,445,998,752$370,278,385,053
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP11,914,337,520,000 $3,328,063,856
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP11,914,337,520,000$3,328,063,856
ProductVolume
CZK
USD
Equivalent
IRS CZK5,011,555,985,571 $231,841,707,965
OIS CZK0 $0
Basis CZK1,050,000,000 $49,117,062
Zeroes CZK0 $0
FRAs CZK2,157,140,000,000 $99,859,353,123
VNS CZK2,500,000,000 $115,694,944
Inflation CZK0 $0
TotalCZK7,172,245,985,571$331,865,873,094
ProductVolume
DKK
USD
Equivalent
IRS DKK238,800,227,956 $38,638,729,390
OIS DKK0 $0
Basis DKK2,002,000,000 $317,390,726
Zeroes DKK0 $0
FRAs DKK37,278,000,000 $6,044,733,929
VNS DKK111,686,482 $18,204,962
Inflation DKK0 $0
TotalDKK278,191,914,438$45,019,059,007
ProductVolume
HKD
USD
Equivalent
IRS HKD1,125,597,399,056 $145,040,302,791
OIS HKD0 $0
Basis HKD104,845,500,000 $13,507,461,024
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD203,254,088 $26,172,041
Inflation HKD0 $0
TotalHKD1,230,646,153,144$158,573,935,856
ProductVolume
HUF
USD
Equivalent
IRS HUF24,892,493,825,427 $82,824,679,396
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,521,020,000,000 $21,783,653,267
VNS HUF20,881,969,457 $70,664,998
Inflation HUF0 $0
TotalHUF31,434,395,794,884$104,678,997,661
ProductVolume
ILS
USD
Equivalent
IRS ILS237,478,582,829 $72,683,109,339
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS9,500,000,000 $2,911,508,649
VNS ILS0 $0
Inflation ILS0 $0
TotalILS246,978,582,829$75,594,617,988
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR17,063,925,720,280 $232,442,121,078
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR17,063,925,720,280$232,442,121,078
ProductVolume
KRW
USD
Equivalent
IRS KRW532,923,436,388,283 $477,213,535,628
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW532,923,436,388,283$477,213,535,628
ProductVolume
MXN
USD
Equivalent
IRS MXN520,824,846,741 $25,534,422,911
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN520,824,846,741$25,534,422,911
ProductVolume
NOK
USD
Equivalent
IRS NOK1,789,171,904,620 $211,045,506,963
OIS NOK0 $0
Basis NOK26,900,000,000 $3,174,941,108
Zeroes NOK640,000,000 $76,102,903
FRAs NOK2,663,898,000,000 $314,508,441,295
VNS NOK3,413,691,670 $402,767,983
Inflation NOK0 $0
TotalNOK4,484,023,596,290$529,207,760,252
ProductVolume
NZD
USD
Equivalent
IRS NZD595,067,770,243 $427,549,461,926
OIS NZD988,684,500,000 $714,793,281,750
Basis NZD18,867,000,000 $13,579,345,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD86,257,004 $62,437,990
Inflation NZD0 $0
TotalNZD1,602,705,527,247$1,155,984,527,166
ProductVolume
PLN
USD
Equivalent
IRS PLN865,302,359,214 $229,089,571,828
OIS PLN0 $0
Basis PLN68,500,000 $17,968,627
Zeroes PLN0 $0
FRAs PLN193,967,000,000 $51,487,194,092
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,059,337,859,214$280,594,734,547
ProductVolume
SEK
USD
Equivalent
IRS SEK4,231,998,861,465 $502,943,801,394
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,021,166,000,000 $240,744,345,580
VNS SEK573,006,873 $67,827,132
Inflation SEK0 $0
TotalSEK6,253,737,868,338$743,755,974,106
ProductVolume
SGD
USD
Equivalent
IRS SGD349,960,058,833 $262,499,123,011
OIS SGD8,006,608,000 $5,996,987,613
Basis SGD815,000,000 $615,349,353
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD358,781,666,833$269,111,459,977
ProductVolume
THB
USD
Equivalent
IRS THB2,148,865,645,294 $70,452,746,548
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,148,865,645,294$70,452,746,548
ProductVolume
TWD
USD
Equivalent
IRS TWD1,049,675,512,842 $37,369,279,831
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,049,675,512,842$37,369,279,831
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,122,450,649,899 $614,922,427,692
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR9,122,450,649,899$614,922,427,692
ProductUSD
Equivalent
IRS$31,423,537,137,030
OIS$29,728,591,053,879
Basis$3,331,402,741,720
Zeroes$52,420,682,400
FRAs$6,024,979,763,887
VNS$92,873,029,506
Inflation$1,116,223,683,132
Total$71,770,028,091,554
Show:
ProductUSD
Equivalent
IRS $12,284,588,932,745
OIS $4,989,064,910,732
Basis $3,662,364,242,210
Zeroes $26,345,329,853
FRAs $1,754,263,423,814
VNS $336,904,327,250
Inflation $277,960,940,138
Total$23,331,492,106,742
ProductVolume
EUR
USD
Equivalent
IRS €5,860,496,105,313 $7,032,595,326,375
OIS €3,101,397,008,559 $3,721,676,410,271
Basis €114,764,410,763 $137,717,292,916
Zeroes €12,555,309,180 $15,066,371,015
FRAs €592,805,530,550 $711,366,636,660
VNS €170,882,091,347 $205,058,509,616
Inflation €378,313,423,899 $453,976,108,678
Total€10,231,213,879,611$12,277,456,655,531
ProductVolume
GBP
USD
Equivalent
IRS £1,652,742,981,557 $2,298,800,213,048
OIS £4,791,160,962,263 $6,664,025,782,412
Basis £389,823,827,575 $542,205,961,773
Zeroes £10,283,541,447 $14,303,377,799
FRAs £350,711,607,474 $487,804,774,836
VNS £64,237,363,659 $89,347,749,114
Inflation £341,672,302,374 $475,232,005,372
Total£7,600,632,586,349$10,571,719,864,354
ProductVolume
JPY
USD
Equivalent
IRS ¥62,637,638,169,781 $573,368,466,930
OIS ¥8,854,020,739,254 $81,047,377,356
Basis ¥5,388,734,922,486 $49,327,062,314
Zeroes ¥0 $0
FRAs ¥1,042,500,000,000 $9,542,770,836
VNS ¥7,753,085,318 $70,969,704
Inflation ¥0 $0
Total¥77,930,646,916,839$713,356,647,140
ProductVolume
CHF
USD
Equivalent
IRS CHF294,494,262,255 $322,380,144,778
OIS CHF63,134,006,988 $69,112,213,452
Basis CHF28,456,175,000 $31,150,711,549
Zeroes CHF0 $0
FRAs CHF6,050,700,000 $6,623,645,320
VNS CHF762,106,250 $834,270,662
Inflation CHF0 $0
TotalCHF392,897,250,493$430,100,985,761
ProductVolume
AUD
USD
Equivalent
IRS $1,316,357,012,656 $1,019,518,506,302
OIS $489,274,404,552 $378,943,026,326
Basis $185,644,775,094 $143,781,878,311
Zeroes $585,934,225 $453,806,057
FRAs $0 $0
VNS $6,535,788,753 $5,061,968,390
Inflation $0 $0
Total$1,998,397,915,280$1,547,759,185,386
ProductVolume
CAD
USD
Equivalent
IRS $1,899,420,219,572 $1,547,137,101,549
OIS $299,520,097,423 $243,968,475,542
Basis $149,212,104,356 $121,537,919,977
Zeroes $2,664,441,529 $2,170,270,855
FRAs $0 $0
VNS $14,255,490,890 $11,611,542,633
Inflation $0 $0
Total$2,365,072,353,770$1,926,425,310,556
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL12,227,642,117 $2,281,276,514
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL12,227,642,117$2,281,276,514
ProductVolume
CLP
USD
Equivalent
IRS CLP1,087,539,922,222 $1,544,252,641
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,087,539,922,222$1,544,252,641
ProductVolume
CNY
USD
Equivalent
IRS CNY2,237,662,624,343 $345,665,038,131
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,237,662,624,343$345,665,038,131
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP6,252,129,000,000 $1,623,505,812
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP6,252,129,000,000$1,623,505,812
ProductVolume
CZK
USD
Equivalent
IRS CZK4,946,275,791,744 $230,064,689,492
OIS CZK0 $0
Basis CZK3,675,000,000 $170,934,208
Zeroes CZK0 $0
FRAs CZK1,278,120,047,620 $59,448,826,606
VNS CZK16,275,808,050 $757,031,933
Inflation CZK0 $0
TotalCZK6,244,346,647,414$290,441,482,239
ProductVolume
DKK
USD
Equivalent
IRS DKK967,584,741,392 $156,145,164,586
OIS DKK0 $0
Basis DKK5,350,000,000 $863,362,758
Zeroes DKK0 $0
FRAs DKK11,400,000,000 $1,839,688,867
VNS DKK2,261,171,507 $364,899,302
Inflation DKK0 $0
TotalDKK986,595,912,899$159,213,115,513
ProductVolume
HKD
USD
Equivalent
IRS HKD2,317,247,906,155 $298,232,022,877
OIS HKD0 $0
Basis HKD342,777,753,086 $44,115,824,823
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD2,669,454,088 $343,561,296
Inflation HKD0 $0
TotalHKD2,662,695,113,329$342,691,408,996
ProductVolume
HUF
USD
Equivalent
IRS HUF23,445,431,264,958 $78,415,436,185
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF31,600,000,000 $105,689,153
FRAs HUF5,154,628,551,972 $17,240,136,968
VNS HUF70,431,166,370 $235,563,619
Inflation HUF0 $0
TotalHUF28,702,090,983,300$95,996,825,925
ProductVolume
ILS
USD
Equivalent
IRS ILS158,411,688,681 $48,498,817,831
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS8,100,000,000 $2,479,870,190
VNS ILS0 $0
Inflation ILS0 $0
TotalILS166,511,688,681$50,978,688,021
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR10,954,346,465,101 $148,402,715,777
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR10,954,346,465,101$148,402,715,777
ProductVolume
KRW
USD
Equivalent
IRS KRW471,222,992,319,308 $418,903,979,766
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW471,222,992,319,308$418,903,979,766
ProductVolume
MXN
USD
Equivalent
IRS MXN299,596,057,422 $14,787,564,532
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN299,596,057,422$14,787,564,532
ProductVolume
NOK
USD
Equivalent
IRS NOK1,525,854,948,754 $182,570,947,252
OIS NOK0 $0
Basis NOK94,806,061,876 $11,343,694,586
Zeroes NOK320,000,000 $38,288,504
FRAs NOK1,169,596,617,594 $139,944,076,959
VNS NOK44,344,814,366 $5,305,926,865
Inflation NOK0 $0
TotalNOK2,834,922,442,590$339,202,934,166
ProductVolume
NZD
USD
Equivalent
IRS NZD466,987,552,808 $336,371,134,287
OIS NZD1,228,535,841,286 $884,914,366,478
Basis NZD10,270,600,000 $7,397,913,180
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD526,271,598 $379,073,432
Inflation NZD0 $0
TotalNZD1,706,320,265,692$1,229,062,487,377
ProductVolume
PLN
USD
Equivalent
IRS PLN1,108,321,554,396 $291,039,364,100
OIS PLN0 $0
Basis PLN268,500,000 $70,506,676
Zeroes PLN0 $0
FRAs PLN146,565,288,556 $38,487,267,717
VNS PLN7,736,098,300 $2,031,458,398
Inflation PLN0 $0
TotalPLN1,262,891,441,252$331,628,596,891
ProductVolume
SEK
USD
Equivalent
IRS SEK3,938,810,097,971 $463,662,165,741
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $30,584,074
FRAs SEK1,063,678,521,081 $125,212,303,835
VNS SEK20,149,828,433 $2,371,963,323
Inflation SEK0 $0
TotalSEK5,022,898,259,195$591,277,016,973
ProductVolume
SGD
USD
Equivalent
IRS SGD449,518,415,301 $336,503,660,816
OIS SGD6,710,208,000 $5,023,174,758
Basis SGD496,217,296 $371,461,838
Zeroes SGD100,000,000 $74,858,704
FRAs SGD0 $0
VNS SGD497,990,422 $372,789,177
Inflation SGD0 $0
TotalSGD457,322,831,019$342,345,945,293
ProductVolume
THB
USD
Equivalent
IRS THB1,399,743,808,119 $44,950,025,951
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,399,743,808,119$44,950,025,951
ProductVolume
TWD
USD
Equivalent
IRS TWD691,263,673,406 $24,715,351,761
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD691,263,673,406$24,715,351,761
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,793,671,614,799 $821,163,378,380
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR7,000,000,000 $487,392,208
FRAs ZAR0 $0
VNS ZAR375,000,000 $26,110,297
Inflation ZAR0 $0
TotalZAR11,801,046,614,799$821,676,880,885
ProductUSD
Equivalent
IRS$29,173,902,962,570
OIS$17,187,801,958,916
Basis$4,752,418,767,119
Zeroes$59,075,968,222
FRAs$3,354,253,422,608
VNS$661,077,715,011
Inflation$1,207,169,054,188
Total$56,395,699,848,634

Figures as of COB May 5, 2021.

Notional Outstanding by Product

As of COB May 5, 2021

Daily Notional by Tenor
 

As of COB May 5, 2021

Notional Outstanding by Tenor
 

As of COB May 5, 2021

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,463,628,975,502
$7,043,813,991,324
$149,590,988,808,935
$131,818,218,341,445
EUR
€882,268,508,041
€3,715,072,324,070
€67,602,395,212,869
€80,876,188,626,497
GBP
£462,822,013,715
£1,061,971,591,010
£46,744,922,342,868
£40,444,585,860,200
JPY
¥0
¥13,440,646,056,000
¥504,810,734,752,372
¥1,018,141,098,781,990
CHF
CHF15,925,754,208
CHF103,009,543,696
CHF1,825,454,135,249
CHF2,862,810,318,415
AUD
$127,878,531,216
$455,317,766,038
$10,813,144,855,679
$21,989,765,197,817
CAD
$41,901,378,256
$463,252,940,000
$9,595,024,338,215
$18,854,220,679,178
Other*
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$119,420,592,431
$791,551,974,628
$20,123,419,927,785
$34,659,861,558,585
BRL
BRL1,355,409,071
BRL10,261,024,112
BRL56,218,001,844
BRL103,933,203,921
CLP
CLP0
CLP346,321,100,000
CLP5,789,057,656,444
CLP9,800,976,038,658
CNY
CNY0
CNY294,148,770,002
CNY7,653,211,864,020
CNY12,242,178,055,358
COP
COP387,000,000,000
COP0
COP26,393,292,040,000
COP32,618,984,904,260
CZK
CZK249,447,957,124
CZK1,660,188,986,300
CZK26,531,805,868,327
CZK36,590,717,179,704
DKK
DKK15,892,000,000
DKK33,876,265,999
DKK1,029,846,097,023
DKK5,262,473,974,872
HKD
HKD41,982,946,000
HKD154,586,048,484
HKD4,810,108,328,211
HKD14,415,468,678,480
HUF
HUF412,029,532,000
HUF4,803,175,300,950
HUF127,524,039,592,970
HUF183,359,076,321,699
ILS
ILS6,157,832,000
ILS18,428,702,000
ILS636,375,677,506
ILS572,667,818,334
INR
INR551,491,255,796
INR3,687,638,644,000
INR53,444,608,449,596
INR77,850,067,808,377
KRW
KRW443,987,800,000
KRW76,636,774,640,000
KRW1,643,226,777,893,486
KRW3,011,961,252,025,460
MXN
MXN7,195,000,000
MXN83,113,878,000
MXN1,154,439,926,970
MXN2,480,874,847,385
NOK
NOK25,661,570,000
NOK627,925,706,000
NOK15,529,239,787,328
NOK23,204,328,949,803
NZD
NZD32,513,800,000
NZD140,073,707,966
NZD6,244,056,088,911
NZD12,306,661,519,732
PLN
PLN37,143,374,000
PLN244,620,157,794
PLN3,728,317,748,137
PLN5,048,266,324,520
SEK
SEK139,366,785,600
SEK593,981,783,063
SEK25,986,148,226,267
SEK50,484,538,148,250
SGD
SGD19,805,370,988
SGD90,728,662,190
SGD1,267,299,530,235
SGD1,367,368,926,356
THB
THB96,235,071,040
THB500,498,540,000
THB7,916,932,660,604
THB15,312,374,440,942
TWD
TWD34,034,880,000
TWD114,401,420,000
TWD3,158,128,894,512
TWD9,018,936,037,548
ZAR
ZAR233,092,080,178
ZAR1,359,262,969,396
ZAR34,053,346,077,501
ZAR42,081,751,467,346
Total in USD$3,436,116,596,176$14,769,335,950,912$338,305,187,299,403$364,625,993,402,813

Figures as of COB May 5, 2021. Weekly figures as of COB Apr 30, 2021. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $547,072,295,411
OIS $229,976,261,180
Basis $82,037,600,000
Zeroes $2,000,000,000
FRAs $586,964,000,000
VNS $102,123,511
Inflation $15,476,695,400
Total$1,463,628,975,502
ProductVolume
EUR
USD
Equivalent
IRS €215,442,243,094 $258,530,691,713
OIS €245,034,222,726 $294,041,067,271
Basis €460,000,000 $552,000,000
Zeroes €1,222,816,800 $1,467,380,160
FRAs €389,350,000,000 $467,220,000,000
VNS €51,555,421 $61,866,506
Inflation €30,707,670,000 $36,849,204,000
Total€882,268,508,041$1,058,722,209,650
ProductVolume
GBP
USD
Equivalent
IRS £124,613,351,764 $173,324,710,969
OIS £233,388,671,406 $324,620,303,059
Basis £1,667,459,157 $2,319,268,941
Zeroes £0 $0
FRAs £98,356,000,000 $136,803,360,400
VNS £0 $0
Inflation £4,796,531,388 $6,671,495,508
Total£462,822,013,715$643,739,138,877
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥0$0
ProductVolume
CHF
USD
Equivalent
IRS CHF15,000,754,208 $16,421,186,872
OIS CHF925,000,000 $1,012,588,944
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF15,925,754,208$17,433,775,816
ProductVolume
AUD
USD
Equivalent
IRS $109,530,531,216 $84,831,396,427
OIS $12,000,000,000 $9,294,000,000
Basis $6,348,000,000 $4,916,526,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$127,878,531,216$99,041,922,427
ProductVolume
CAD
USD
Equivalent
IRS $36,861,378,256 $30,024,744,038
OIS $3,500,000,000 $2,850,859,330
Basis $1,540,000,000 $1,254,378,105
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$41,901,378,256$34,129,981,473
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,355,409,071 $252,874,827
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,355,409,071$252,874,827
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY0 $0
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP387,000,000,000 $100,493,248
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP387,000,000,000$100,493,248
ProductVolume
CZK
USD
Equivalent
IRS CZK155,867,957,124 $7,249,841,025
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK93,580,000,000 $4,352,659,364
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK249,447,957,124$11,602,500,389
ProductVolume
DKK
USD
Equivalent
IRS DKK15,892,000,000 $2,564,590,831
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK15,892,000,000$2,564,590,831
ProductVolume
HKD
USD
Equivalent
IRS HKD41,982,946,000 $5,403,245,323
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD41,982,946,000$5,403,245,323
ProductVolume
HUF
USD
Equivalent
IRS HUF172,029,532,000 $575,368,848
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF240,000,000,000 $802,702,432
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF412,029,532,000$1,378,071,280
ProductVolume
ILS
USD
Equivalent
IRS ILS6,157,832,000 $1,885,262,223
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS6,157,832,000$1,885,262,223
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR551,491,255,796 $7,471,262,695
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR551,491,255,796$7,471,262,695
ProductVolume
KRW
USD
Equivalent
IRS KRW443,987,800,000 $394,692,660
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW443,987,800,000$394,692,660
ProductVolume
MXN
USD
Equivalent
IRS MXN7,195,000,000 $355,133,268
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN7,195,000,000$355,133,268
ProductVolume
NOK
USD
Equivalent
IRS NOK9,661,570,000 $1,156,022,064
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK16,000,000,000 $1,914,425,194
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK25,661,570,000$3,070,447,258
ProductVolume
NZD
USD
Equivalent
IRS NZD22,113,800,000 $15,928,570,140
OIS NZD10,400,000,000 $7,491,120,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD32,513,800,000$23,419,690,140
ProductVolume
PLN
USD
Equivalent
IRS PLN32,133,374,000 $8,438,053,648
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,010,000,000 $1,315,599,438
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN37,143,374,000$9,753,653,086
ProductVolume
SEK
USD
Equivalent
IRS SEK82,566,785,600 $9,719,456,810
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK56,800,000,000 $6,686,286,051
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK139,366,785,600$16,405,742,861
ProductVolume
SGD
USD
Equivalent
IRS SGD19,448,370,988 $14,558,798,509
OIS SGD357,000,000 $267,245,574
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD19,805,370,988$14,826,044,083
ProductVolume
THB
USD
Equivalent
IRS THB96,235,071,040 $3,090,400,483
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB96,235,071,040$3,090,400,483
ProductVolume
TWD
USD
Equivalent
IRS TWD34,034,880,000 $1,216,878,687
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD34,034,880,000$1,216,878,687
ProductVolume
ZAR
USD
Equivalent
IRS ZAR233,092,080,178 $16,229,609,089
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR233,092,080,178$16,229,609,089
ProductUSD
Equivalent
IRS$1,199,223,823,865
OIS$877,125,201,301
Basis$91,079,773,046
Zeroes$3,467,380,160
FRAs$1,206,059,032,879
VNS$163,990,017
Inflation$58,997,394,908
Total$3,436,116,596,176
Show:
ProductUSD
Equivalent
IRS $3,154,884,614,268
OIS $1,639,326,491,600
Basis $365,697,366,000
Zeroes $74,400,000
FRAs $1,813,029,000,000
VNS $6,326,885,556
Inflation $64,475,233,900
Total$7,043,813,991,324
ProductVolume
EUR
USD
Equivalent
IRS €1,309,818,958,866 $1,583,857,968,972
OIS €1,022,774,190,967 $1,237,175,707,200
Basis €22,425,600,000 $27,140,669,280
Zeroes €1,980,000,000 $2,393,764,000
FRAs €1,257,942,580,000 $1,518,947,756,312
VNS €1,988,861,071 $2,405,000,186
Inflation €98,142,133,166 $118,663,187,427
Total€3,715,072,324,070$4,490,584,053,377
ProductVolume
GBP
USD
Equivalent
IRS £202,835,645,773 $282,317,765,438
OIS £706,841,341,412 $982,832,897,025
Basis £29,437,857,418 $41,026,898,621
Zeroes £820,798,633 $1,141,093,565
FRAs £84,690,000,000 $117,567,521,500
VNS £2,868,501,810 $3,988,650,810
Inflation £34,477,445,964 $47,862,378,542
Total£1,061,971,591,010$1,476,737,205,501
ProductVolume
JPY
USD
Equivalent
IRS ¥12,292,098,056,000 $113,093,702,760
OIS ¥1,108,548,000,000 $10,151,954,685
Basis ¥40,000,000,000 $367,934,536
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥13,440,646,056,000$123,613,591,981
ProductVolume
CHF
USD
Equivalent
IRS CHF41,081,271,696 $45,124,425,003
OIS CHF16,998,272,000 $18,622,767,680
Basis CHF2,626,000,000 $2,876,125,152
Zeroes CHF0 $0
FRAs CHF42,304,000,000 $46,467,957,216
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF103,009,543,696$113,091,275,051
ProductVolume
AUD
USD
Equivalent
IRS $372,579,115,938 $289,923,548,438
OIS $61,045,426,000 $47,521,545,990
Basis $21,690,300,000 $16,849,110,850
Zeroes $0 $0
FRAs $0 $0
VNS $2,924,100 $2,252,434
Inflation $0 $0
Total$455,317,766,038$354,296,457,712
ProductVolume
CAD
USD
Equivalent
IRS $434,746,820,000 $352,508,080,099
OIS $20,580,600,000 $16,717,240,212
Basis $7,908,800,000 $6,408,464,283
Zeroes $0 $0
FRAs $0 $0
VNS $16,720,000 $13,616,744
Inflation $0 $0
Total$463,252,940,000$375,647,401,338
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,261,024,112 $1,900,595,530
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,261,024,112$1,900,595,530
ProductVolume
CLP
USD
Equivalent
IRS CLP346,321,100,000 $493,735,680
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP346,321,100,000$493,735,680
ProductVolume
CNY
USD
Equivalent
IRS CNY294,148,770,002 $45,400,512,802
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY294,148,770,002$45,400,512,802
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK968,748,986,300 $45,275,852,055
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK691,440,000,000 $32,309,727,385
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,660,188,986,300$77,585,579,440
ProductVolume
DKK
USD
Equivalent
IRS DKK27,212,322,718 $4,431,741,032
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK6,663,943,281 $1,085,750,230
Inflation DKK0 $0
TotalDKK33,876,265,999$5,517,491,262
ProductVolume
HKD
USD
Equivalent
IRS HKD147,554,048,484 $19,009,437,194
OIS HKD0 $0
Basis HKD6,932,000,000 $893,059,175
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD100,000,000 $12,882,365
Inflation HKD0 $0
TotalHKD154,586,048,484$19,915,378,734
ProductVolume
HUF
USD
Equivalent
IRS HUF4,097,175,300,950 $13,685,793,453
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF706,000,000,000 $2,371,280,093
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF4,803,175,300,950$16,057,073,546
ProductVolume
ILS
USD
Equivalent
IRS ILS18,428,702,000 $5,681,240,792
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS18,428,702,000$5,681,240,792
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,687,638,644,000 $49,584,304,587
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,687,638,644,000$49,584,304,587
ProductVolume
KRW
USD
Equivalent
IRS KRW76,636,774,640,000 $68,906,577,570
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW76,636,774,640,000$68,906,577,570
ProductVolume
MXN
USD
Equivalent
IRS MXN83,113,878,000 $4,150,381,243
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN83,113,878,000$4,150,381,243
ProductVolume
NOK
USD
Equivalent
IRS NOK95,221,706,000 $11,565,049,712
OIS NOK0 $0
Basis NOK10,000,000,000 $1,207,350,349
Zeroes NOK640,000,000 $76,972,110
FRAs NOK522,064,000,000 $63,588,060,712
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK627,925,706,000$76,437,432,883
ProductVolume
NZD
USD
Equivalent
IRS NZD133,293,707,966 $96,242,484,030
OIS NZD4,680,000,000 $3,352,494,000
Basis NZD2,100,000,000 $1,503,180,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD140,073,707,966$101,098,158,030
ProductVolume
PLN
USD
Equivalent
IRS PLN141,142,157,794 $37,356,615,333
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN103,478,000,000 $27,357,524,513
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN244,620,157,794$64,714,139,846
ProductVolume
SEK
USD
Equivalent
IRS SEK473,017,783,063 $56,459,237,056
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK116,000,000,000 $13,850,184,681
VNS SEK4,964,000,000 $592,440,342
Inflation SEK0 $0
TotalSEK593,981,783,063$70,901,862,079
ProductVolume
SGD
USD
Equivalent
IRS SGD88,161,262,190 $66,482,741,567
OIS SGD2,367,400,000 $1,785,547,242
Basis SGD200,000,000 $150,846,627
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD90,728,662,190$68,419,135,436
ProductVolume
THB
USD
Equivalent
IRS THB500,498,540,000 $15,984,277,119
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB500,498,540,000$15,984,277,119
ProductVolume
TWD
USD
Equivalent
IRS TWD114,401,420,000 $4,104,984,963
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD114,401,420,000$4,104,984,963
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,359,262,969,396 $94,699,113,086
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,359,262,969,396$94,699,113,086
ProductUSD
Equivalent
IRS$6,413,540,475,195
OIS$4,007,070,950,221
Basis$464,121,004,873
Zeroes$3,686,229,675
FRAs$3,635,489,012,412
VNS$14,427,478,667
Inflation$231,000,799,869
Total$14,769,335,950,912
Show:
ProductUSD
Equivalent
IRS $64,184,623,396,233
OIS $30,768,982,371,718
Basis $9,353,353,973,530
Zeroes $56,505,536,083
FRAs $44,220,407,700,000
VNS $122,645,618,817
Inflation $884,470,212,554
Total$149,590,988,808,935
ProductVolume
EUR
USD
Equivalent
IRS €26,381,769,872,732 $31,759,745,126,100
OIS €15,502,209,639,453 $18,670,255,812,710
Basis €513,379,176,483 $619,434,743,798
Zeroes €27,476,102,028 $33,071,801,151
FRAs €23,550,647,380,000 $28,414,681,041,724
VNS €74,935,861,036 $90,430,510,354
Inflation €1,551,977,181,137 $1,865,013,365,355
Total€67,602,395,212,869$81,452,632,401,192
ProductVolume
GBP
USD
Equivalent
IRS £10,451,639,315,917 $14,438,494,609,909
OIS £25,783,271,618,969 $35,503,782,618,847
Basis £1,137,119,685,016 $1,571,843,151,891
Zeroes £20,111,440,934 $27,723,360,837
FRAs £8,561,150,420,000 $11,783,239,372,405
VNS £68,918,570,929 $95,342,384,501
Inflation £722,711,291,103 $997,493,401,343
Total£46,744,922,342,868$64,417,918,899,733
ProductVolume
JPY
USD
Equivalent
IRS ¥458,045,082,152,372 $4,306,155,590,143
OIS ¥38,402,857,800,000 $360,715,992,312
Basis ¥5,638,594,800,000 $53,301,286,594
Zeroes ¥0 $0
FRAs ¥2,724,200,000,000 $25,834,924,022
VNS ¥0 $0
Inflation ¥0 $0
Total¥504,810,734,752,372$4,746,007,793,071
ProductVolume
CHF
USD
Equivalent
IRS CHF965,533,589,249 $1,062,047,109,695
OIS CHF242,985,472,000 $266,878,598,715
Basis CHF21,064,000,000 $22,941,700,866
Zeroes CHF0 $0
FRAs CHF595,514,800,000 $655,840,314,975
VNS CHF356,274,000 $391,685,932
Inflation CHF0 $0
TotalCHF1,825,454,135,249$2,008,099,410,183
ProductVolume
AUD
USD
Equivalent
IRS $8,210,940,821,067 $6,345,546,693,001
OIS $1,538,202,777,000 $1,193,550,375,656
Basis $1,058,686,133,252 $818,830,784,834
Zeroes $1,004,000,000 $772,628,200
FRAs $0 $0
VNS $4,311,124,360 $3,343,096,861
Inflation $0 $0
Total$10,813,144,855,679$8,362,043,578,552
ProductVolume
CAD
USD
Equivalent
IRS $7,354,405,133,047 $5,829,420,723,748
OIS $1,774,894,328,518 $1,406,113,535,393
Basis $424,926,600,000 $336,275,190,559
Zeroes $4,030,308,291 $3,147,905,469
FRAs $0 $0
VNS $36,767,968,359 $29,119,124,783
Inflation $0 $0
Total$9,595,024,338,215$7,604,076,479,952
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL56,218,001,844 $10,280,303,845
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL56,218,001,844$10,280,303,845
ProductVolume
CLP
USD
Equivalent
IRS CLP5,789,057,656,444 $8,046,938,002
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP5,789,057,656,444$8,046,938,002
ProductVolume
CNY
USD
Equivalent
IRS CNY7,653,211,864,020 $1,178,740,605,853
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY7,653,211,864,020$1,178,740,605,853
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP26,393,292,040,000 $7,369,965,920
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP26,393,292,040,000$7,369,965,920
ProductVolume
CZK
USD
Equivalent
IRS CZK14,545,379,868,327 $672,930,469,424
OIS CZK0 $0
Basis CZK2,100,000,000 $98,234,125
Zeroes CZK0 $0
FRAs CZK11,970,966,000,000 $554,836,774,972
VNS CZK13,360,000,000 $617,648,236
Inflation CZK0 $0
TotalCZK26,531,805,868,327$1,228,483,126,757
ProductVolume
DKK
USD
Equivalent
IRS DKK661,310,780,777 $106,937,635,618
OIS DKK0 $0
Basis DKK4,004,000,000 $634,781,453
Zeroes DKK0 $0
FRAs DKK357,704,000,000 $57,867,456,796
VNS DKK6,827,316,246 $1,112,406,277
Inflation DKK0 $0
TotalDKK1,029,846,097,023$166,552,280,144
ProductVolume
HKD
USD
Equivalent
IRS HKD4,528,021,820,035 $583,501,916,713
OIS HKD0 $0
Basis HKD281,730,000,000 $36,300,165,753
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD356,508,176 $45,913,049
Inflation HKD0 $0
TotalHKD4,810,108,328,211$619,847,995,515
ProductVolume
HUF
USD
Equivalent
IRS HUF71,352,995,654,056 $237,679,886,520
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF55,597,080,000,000 $184,732,818,779
VNS HUF573,963,938,914 $1,919,524,900
Inflation HUF0 $0
TotalHUF127,524,039,592,970$424,332,230,199
ProductVolume
ILS
USD
Equivalent
IRS ILS604,635,677,506 $185,009,751,864
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS31,740,000,000 $9,691,538,108
VNS ILS0 $0
Inflation ILS0 $0
TotalILS636,375,677,506$194,701,289,972
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR53,444,608,449,596 $728,694,746,853
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR53,444,608,449,596$728,694,746,853
ProductVolume
KRW
USD
Equivalent
IRS KRW1,643,226,777,893,486 $1,471,557,332,787
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,643,226,777,893,486$1,471,557,332,787
ProductVolume
MXN
USD
Equivalent
IRS MXN1,154,439,926,970 $56,586,915,372
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,154,439,926,970$56,586,915,372
ProductVolume
NOK
USD
Equivalent
IRS NOK4,451,346,080,712 $524,914,121,732
OIS NOK0 $0
Basis NOK53,800,000,000 $6,349,882,217
Zeroes NOK1,280,000,000 $152,205,806
FRAs NOK11,015,436,000,000 $1,300,819,919,759
VNS NOK7,377,706,616 $869,060,209
Inflation NOK0 $0
TotalNOK15,529,239,787,328$1,833,105,189,723
ProductVolume
NZD
USD
Equivalent
IRS NZD3,216,515,074,902 $2,311,297,120,277
OIS NZD2,864,132,000,000 $2,070,781,911,650
Basis NZD163,236,500,000 $117,809,392,750
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD172,514,009 $124,875,979
Inflation NZD0 $0
TotalNZD6,244,056,088,911$4,500,013,300,656
ProductVolume
PLN
USD
Equivalent
IRS PLN2,580,378,673,137 $682,976,406,686
OIS PLN0 $0
Basis PLN137,000,000 $35,937,254
Zeroes PLN0 $0
FRAs PLN1,147,418,000,000 $304,352,003,546
VNS PLN384,075,000 $101,605,449
Inflation PLN0 $0
TotalPLN3,728,317,748,137$987,465,952,935
ProductVolume
SEK
USD
Equivalent
IRS SEK11,981,394,212,521 $1,424,590,532,085
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK13,998,810,000,000 $1,663,131,186,869
VNS SEK5,944,013,746 $708,128,822
Inflation SEK0 $0
TotalSEK25,986,148,226,267$3,088,429,847,776
ProductVolume
SGD
USD
Equivalent
IRS SGD1,240,782,114,235 $930,622,606,209
OIS SGD23,457,416,000 $17,565,689,132
Basis SGD3,060,000,000 $2,310,550,784
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,267,299,530,235$950,498,846,125
ProductVolume
THB
USD
Equivalent
IRS THB7,916,932,660,604 $259,878,065,412
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB7,916,932,660,604$259,878,065,412
ProductVolume
TWD
USD
Equivalent
IRS TWD3,158,128,894,512 $112,470,869,590
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,158,128,894,512$112,470,869,590
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,053,346,077,501 $2,296,364,124,349
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR34,053,346,077,501$2,296,364,124,349
ProductUSD
Equivalent
IRS$140,980,418,851,167
OIS$90,994,691,618,906
Basis$12,939,519,776,408
Zeroes$121,373,437,546
FRAs$89,175,435,051,955
VNS$346,771,584,169
Inflation$3,746,976,979,252
Total$338,305,187,299,403
Show:
ProductUSD
Equivalent
IRS $64,339,683,650,659
OIS $15,369,741,438,193
Basis $21,889,942,334,596
Zeroes $113,156,754,339
FRAs $26,245,363,981,522
VNS $1,492,073,426,937
Inflation $2,368,256,755,198
Total$131,818,218,341,444
ProductVolume
EUR
USD
Equivalent
IRS €45,673,727,866,268 $54,808,473,439,522
OIS €13,670,034,440,945 $16,404,041,329,134
Basis €843,210,672,009 $1,011,852,806,411
Zeroes €107,941,071,933 $129,529,286,320
FRAs €16,780,296,742,708 $20,136,356,091,250
VNS €997,553,363,640 $1,197,064,036,368
Inflation €2,803,424,468,994 $3,364,109,362,793
Total€80,876,188,626,497$97,051,426,351,798
ProductVolume
GBP
USD
Equivalent
IRS £12,569,152,505,095 $17,482,434,219,336
OIS £14,461,431,839,295 $20,114,405,545,275
Basis £5,706,390,711,162 $7,937,018,840,155
Zeroes £298,289,455,074 $414,890,803,062
FRAs £4,815,880,914,475 $6,698,408,763,943
VNS £387,625,732,978 $539,148,631,999
Inflation £2,205,814,702,122 $3,068,067,669,181
Total£40,444,585,860,201$56,254,374,472,951
ProductVolume
JPY
USD
Equivalent
IRS ¥827,595,040,309,171 $7,575,587,352,366
OIS ¥55,969,616,343,917 $512,331,148,738
Basis ¥131,537,579,726,352 $1,204,060,412,159
Zeroes ¥28,245,317,628 $258,550,209
FRAs ¥2,898,000,000,000 $26,527,529,864
VNS ¥112,617,084,923 $1,030,867,179
Inflation ¥0 $0
Total¥1,018,141,098,781,991$9,319,795,860,515
ProductVolume
CHF
USD
Equivalent
IRS CHF1,750,722,392,532 $1,916,499,608,683
OIS CHF312,085,806,023 $341,637,445,017
Basis CHF381,649,304,745 $417,787,963,596
Zeroes CHF7,052 $7,720
FRAs CHF415,321,262,716 $454,648,344,517
VNS CHF3,031,545,346 $3,318,604,648
Inflation CHF0 $0
TotalCHF2,862,810,318,414$3,133,891,974,181
ProductVolume
AUD
USD
Equivalent
IRS $15,570,181,010,994 $12,059,105,193,015
OIS $2,430,068,702,811 $1,882,088,210,327
Basis $3,946,831,117,636 $3,056,820,700,609
Zeroes $3,299,180,421 $2,555,215,236
FRAs $0 $0
VNS $39,385,185,955 $30,503,826,522
Inflation $0 $0
Total$21,989,765,197,817$17,031,073,145,709
ProductVolume
CAD
USD
Equivalent
IRS $15,826,001,674,273 $12,890,772,724,829
OIS $1,318,123,705,266 $1,073,652,932,529
Basis $1,369,493,637,565 $1,115,495,347,043
Zeroes $22,375,634,447 $18,225,653,211
FRAs $0 $0
VNS $318,226,027,626 $259,205,040,015
Inflation $0 $0
Total$18,854,220,679,177$15,357,351,697,627
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL103,933,203,921 $19,390,523,120
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL103,933,203,921$19,390,523,120
ProductVolume
CLP
USD
Equivalent
IRS CLP9,800,976,038,658 $13,916,898,883
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,800,976,038,658$13,916,898,883
ProductVolume
CNY
USD
Equivalent
IRS CNY12,242,178,055,358 $1,891,121,967,306
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,242,178,055,358$1,891,121,967,306
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP32,618,984,904,260 $8,470,252,546
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP32,618,984,904,260$8,470,252,546
ProductVolume
CZK
USD
Equivalent
IRS CZK26,484,876,658,589 $1,231,883,376,757
OIS CZK0 $0
Basis CZK7,350,000,000 $341,868,416
Zeroes CZK0 $0
FRAs CZK9,910,169,013,015 $460,948,813,368
VNS CZK188,321,508,100 $8,759,343,617
Inflation CZK0 $0
TotalCZK36,590,717,179,704$1,701,933,402,158
ProductVolume
DKK
USD
Equivalent
IRS DKK5,034,572,860,423 $812,460,319,270
OIS DKK0 $0
Basis DKK10,702,000,000 $1,727,048,268
Zeroes DKK15,500,000,000 $2,501,331,354
FRAs DKK190,552,000,000 $30,750,560,782
VNS DKK11,147,114,448 $1,798,879,153
Inflation DKK0 $0
TotalDKK5,262,473,974,871$849,238,138,827
ProductVolume
HKD
USD
Equivalent
IRS HKD13,277,255,949,210 $1,708,795,545,558
OIS HKD0 $0
Basis HKD1,132,003,821,094 $145,689,974,980
Zeroes HKD2,400,000,000 $308,882,297
FRAs HKD0 $0
VNS HKD3,808,908,176 $490,210,127
Inflation HKD0 $0
TotalHKD14,415,468,678,480$1,855,284,612,962
ProductVolume
HUF
USD
Equivalent
IRS HUF146,117,618,224,957 $488,704,030,988
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF61,015,817,418 $204,073,104
FRAs HUF35,895,656,345,640 $120,056,377,623
VNS HUF1,284,785,933,684 $4,297,086,637
Inflation HUF0 $0
TotalHUF183,359,076,321,699$613,261,568,352
ProductVolume
ILS
USD
Equivalent
IRS ILS551,727,818,334 $168,915,230,791
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,940,000,000 $6,410,923,675
VNS ILS0 $0
Inflation ILS0 $0
TotalILS572,667,818,334$175,326,154,466
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR77,850,067,808,377 $1,054,664,604,869
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR77,850,067,808,377$1,054,664,604,869
ProductVolume
KRW
USD
Equivalent
IRS KRW3,011,961,252,025,460 $2,677,548,795,244
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,011,961,252,025,460$2,677,548,795,244
ProductVolume
MXN
USD
Equivalent
IRS MXN2,480,874,847,385 $122,451,868,084
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,480,874,847,385$122,451,868,084
ProductVolume
NOK
USD
Equivalent
IRS NOK13,629,233,101,355 $1,630,759,201,368
OIS NOK0 $0
Basis NOK242,041,842,999 $28,960,687,637
Zeroes NOK960,000,000 $114,865,512
FRAs NOK9,218,751,195,554 $1,103,038,096,529
VNS NOK113,342,809,896 $13,561,645,675
Inflation NOK0 $0
TotalNOK23,204,328,949,804$2,776,434,496,721
ProductVolume
NZD
USD
Equivalent
IRS NZD7,404,757,577,258 $5,333,646,882,899
OIS NZD4,415,687,205,715 $3,180,619,494,276
Basis NZD484,526,098,836 $349,004,148,992
Zeroes NZD104,000,000 $74,911,200
FRAs NZD0 $0
VNS NZD1,586,637,923 $1,142,855,296
Inflation NZD0 $0
TotalNZD12,306,661,519,732$8,864,488,292,663
ProductVolume
PLN
USD
Equivalent
IRS PLN4,202,895,159,633 $1,103,657,986,065
OIS PLN0 $0
Basis PLN537,000,000 $141,013,353
Zeroes PLN500,000,000 $131,297,349
FRAs PLN828,864,378,739 $217,655,391,395
VNS PLN15,469,786,148 $4,062,283,825
Inflation PLN0 $0
TotalPLN5,048,266,324,520$1,325,647,971,987
ProductVolume
SEK
USD
Equivalent
IRS SEK36,988,215,579,604 $4,354,116,018,788
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK519,623,420 $61,168,148
FRAs SEK13,436,865,125,208 $1,581,738,095,963
VNS SEK58,937,820,018 $6,937,942,321
Inflation SEK0 $0
TotalSEK50,484,538,148,250$5,942,853,225,220
ProductVolume
SGD
USD
Equivalent
IRS SGD1,340,441,960,222 $1,003,437,481,920
OIS SGD19,736,287,335 $14,774,328,955
Basis SGD4,726,617,296 $3,538,284,460
Zeroes SGD1,100,000,000 $823,445,746
FRAs SGD0 $0
VNS SGD1,364,061,503 $1,021,118,766
Inflation SGD0 $0
TotalSGD1,367,368,926,356$1,023,594,659,847
ProductVolume
THB
USD
Equivalent
IRS THB15,312,374,440,942 $491,726,860,660
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB15,312,374,440,942$491,726,860,660
ProductVolume
TWD
USD
Equivalent
IRS TWD9,018,936,037,548 $322,461,869,840
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD9,018,936,037,548$322,461,869,840
ProductVolume
ZAR
USD
Equivalent
IRS ZAR42,067,001,467,346 $2,929,018,389,820
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $974,784,416
FRAs ZAR0 $0
VNS ZAR750,000,000 $52,220,594
Inflation ZAR0 $0
TotalZAR42,081,751,467,346$2,930,045,394,830
ProductUSD
Equivalent
IRS$197,376,569,435,771
OIS$59,956,426,729,859
Basis$37,162,381,430,675
Zeroes$683,811,029,223
FRAs$57,081,902,970,431
VNS$3,564,468,019,679
Inflation$8,800,433,787,172
Total$364,625,993,402,810

Figures as of COB May 5, 2021.

Notional Outstanding by Product

As of COB May 5, 2021

Daily Notional by Tenor

As of COB May 5, 2021

Notional Outstanding by Currency

As of COB May 5, 2021. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
  • $3 trillion notional per day based on daily average over 2017.
  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.

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