Volumes

  • Client Notional Cleared (USD)
    $1,293,355,095,742,852
    Client Notional Outstanding (USD)
    $67,863,994,498,188
    As of COB Apr 6, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,812,543,000,000,000
    Trades Compressed
    24,763,258
  • 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 Apr 6, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$334,689,398,302
$2,170,903,060,213
$50,667,656,285,279
$31,675,130,865,197
EUR
€134,952,938,596
€434,166,441,898
€12,429,914,134,397
€11,980,543,405,810
GBP
£100,331,313,666
£340,412,743,148
£16,652,988,540,146
£7,220,699,683,026
JPY
¥700,930,295,000
¥5,841,864,257,000
¥112,940,757,219,830
¥143,752,884,019,448
CHF
CHF2,780,169,560
CHF20,197,128,500
CHF253,448,927,409
CHF349,180,896,110
AUD
$37,111,871,000
$174,154,260,818
$14,281,298,392,088
$8,935,524,138,965
CAD
$55,245,529,000
$163,543,475,759
$5,516,697,704,776
$3,322,388,846,008
Other*
Show All
Hide
$29,969,772,847
$182,358,687,534
$5,097,469,629,362
$4,901,159,241,697
BRL
BRL2,171,227,753
BRL1,714,642,781
BRL37,346,543,123
BRL8,512,334,907
CLP
CLP50,826,700,000
CLP40,000,000,000
CLP2,726,406,750,000
CLP1,462,588,923,142
CNY
CNY1,988,948,500
CNY112,839,690,503
CNY1,783,263,381,799
CNY1,442,567,002,811
COP
COP0
COP412,000,000,000
COP6,988,508,200,000
COP2,890,194,876,944
CZK
CZK32,049,500,000
CZK381,729,224,000
CZK8,350,170,414,746
CZK6,944,624,405,860
DKK
DKK687,470,000
DKK11,607,493,998
DKK236,977,860,157
DKK970,427,378,021
HKD
HKD7,373,100,000
HKD76,892,098,368
HKD1,626,356,711,377
HKD3,485,794,090,154
HUF
HUF437,065,600,000
HUF1,942,074,185,146
HUF46,844,969,377,546
HUF39,146,000,513,078
INR
INR4,649,840,000
INR260,896,930,000
INR7,298,380,652,776
INR5,696,719,249,884
KRW
KRW3,681,596,200,000
KRW14,826,012,148,894
KRW527,444,389,847,730
KRW453,873,797,704,549
MXN
MXN5,040,202,638
MXN21,207,966,000
MXN292,146,152,931
MXN173,104,065,173
NOK
NOK13,503,702,190
NOK130,515,299,159
NOK3,150,847,801,099
NOK2,116,207,599,531
NZD
NZD3,451,875,333
NZD25,355,063,840
NZD2,228,551,606,141
NZD1,690,295,374,339
PLN
PLN18,850,174,161
PLN31,262,421,829
PLN951,774,232,397
PLN1,166,603,533,629
SEK
SEK35,792,949,037
SEK370,515,834,659
SEK6,480,797,338,662
SEK5,552,649,205,693
SGD
SGD3,582,544,100
SGD21,406,346,095
SGD369,741,465,815
SGD869,608,450,666
THB
THB780,000,000
THB102,215,886,000
THB1,566,816,476,556
THB844,478,536,741
TWD
TWD600,000,000
TWD15,706,500,000
TWD818,783,556,258
TWD454,495,643,912
ZAR
ZAR157,320,115,081
ZAR491,269,028,116
ZAR7,773,130,649,977
ZAR10,862,480,568,785
Total in USD$704,786,956,217$3,545,839,593,164$105,890,981,173,829$67,863,994,498,188

Figures as of COB Apr 6, 2020. Weekly figures as of COB Apr 3, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $134,100,612,465
OIS $94,752,020,000
Basis $52,159,400,000
Zeroes $0
FRAs $51,390,000,000
VNS $285,517,837
Inflation $2,001,848,000
Total$334,689,398,302
ProductVolume
EUR
USD
Equivalent
IRS €43,342,926,783 $46,797,358,048
OIS €47,138,650,889 $50,895,601,365
Basis €468,000,000 $505,299,600
Zeroes €0 $0
FRAs €33,740,000,000 $36,429,078,000
VNS €7,604,042,724 $8,210,084,929
Inflation €2,659,318,200 $2,871,265,861
Total€134,952,938,596$145,708,687,803
ProductVolume
GBP
USD
Equivalent
IRS £14,378,476,856 $17,686,964,381
OIS £81,363,981,410 $100,085,833,532
Basis £1,724,700,000 $2,121,553,470
Zeroes £0 $0
FRAs £2,000,000,000 $2,460,200,000
VNS £0 $0
Inflation £864,155,400 $1,062,997,558
Total£100,331,313,666$123,417,548,941
ProductVolume
JPY
USD
Equivalent
IRS ¥527,830,295,000 $4,840,037,550
OIS ¥123,100,000,000 $1,128,788,226
Basis ¥50,000,000,000 $458,484,251
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥700,930,295,000$6,427,310,027
ProductVolume
CHF
USD
Equivalent
IRS CHF2,780,169,560 $2,841,837,432
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,780,169,560$2,841,837,432
ProductVolume
AUD
USD
Equivalent
IRS $11,458,375,000 $6,978,150,375
OIS $24,840,000,000 $15,127,560,000
Basis $813,496,000 $495,419,064
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$37,111,871,000$22,601,129,439
ProductVolume
CAD
USD
Equivalent
IRS $27,133,029,000 $19,218,748,406
OIS $28,112,500,000 $19,912,523,020
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$55,245,529,000$39,131,271,426
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,171,227,753 $410,397,360
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,171,227,753$410,397,360
ProductVolume
CLP
USD
Equivalent
IRS CLP50,826,700,000 $59,637,902
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP50,826,700,000$59,637,902
ProductVolume
CNY
USD
Equivalent
IRS CNY1,988,948,500 $280,419,936
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,988,948,500$280,419,936
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 CZK22,749,500,000 $892,084,779
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK9,300,000,000 $364,684,430
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK32,049,500,000$1,256,769,209
ProductVolume
DKK
USD
Equivalent
IRS DKK687,470,000 $99,406,427
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK687,470,000$99,406,427
ProductVolume
HKD
USD
Equivalent
IRS HKD7,273,100,000 $938,276,861
OIS HKD0 $0
Basis HKD100,000,000 $12,900,646
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,373,100,000$951,177,507
ProductVolume
HUF
USD
Equivalent
IRS HUF437,065,600,000 $1,297,488,831
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF437,065,600,000$1,297,488,831
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR4,649,840,000 $61,202,238
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR4,649,840,000$61,202,238
ProductVolume
KRW
USD
Equivalent
IRS KRW3,681,596,200,000 $3,003,496,741
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,681,596,200,000$3,003,496,741
ProductVolume
MXN
USD
Equivalent
IRS MXN5,040,202,638 $203,233,977
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,040,202,638$203,233,977
ProductVolume
NOK
USD
Equivalent
IRS NOK13,256,029,782 $1,272,000,862
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK247,672,408 $23,765,752
Inflation NOK0 $0
TotalNOK13,503,702,190$1,295,766,614
ProductVolume
NZD
USD
Equivalent
IRS NZD598,080,000 $354,960,480
OIS NZD2,750,000,000 $1,632,125,000
Basis NZD101,952,000 $60,508,512
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,843,333 $1,094,018
Inflation NZD0 $0
TotalNZD3,451,875,333$2,048,688,010
ProductVolume
PLN
USD
Equivalent
IRS PLN4,915,174,161 $1,163,409,904
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN13,935,000,000 $3,298,380,988
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN18,850,174,161$4,461,790,892
ProductVolume
SEK
USD
Equivalent
IRS SEK30,792,949,037 $3,040,708,315
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK5,000,000,000 $493,734,509
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK35,792,949,037$3,534,442,824
ProductVolume
SGD
USD
Equivalent
IRS SGD3,582,544,100 $2,501,863,962
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,582,544,100$2,501,863,962
ProductVolume
THB
USD
Equivalent
IRS THB780,000,000 $23,787,740
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB780,000,000$23,787,740
ProductVolume
TWD
USD
Equivalent
IRS TWD600,000,000 $19,857,687
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD600,000,000$19,857,687
ProductVolume
ZAR
USD
Equivalent
IRS ZAR157,320,115,081 $8,460,344,990
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR157,320,115,081$8,460,344,990
ProductUSD
Equivalent
IRS$256,485,085,411
OIS$283,595,653,381
Basis$55,813,565,543
Zeroes$0
FRAs$94,436,077,927
VNS$8,520,462,536
Inflation$5,936,111,419
Total$704,786,956,217
Show:
ProductUSD
Equivalent
IRS $607,160,824,021
OIS $828,186,922,961
Basis $168,090,650,000
Zeroes $100,000,000
FRAs $553,243,300,000
VNS $3,010,429,031
Inflation $11,110,934,200
Total$2,170,903,060,213
ProductVolume
EUR
USD
Equivalent
IRS €211,775,415,326 $231,190,932,780
OIS €185,442,529,100 $202,412,326,060
Basis €4,054,810,000 $4,451,760,475
Zeroes €586,310,000 $646,169,415
FRAs €22,864,090,000 $24,837,682,290
VNS €469,719,440 $516,167,560
Inflation €8,973,568,032 $9,810,382,417
Total€434,166,441,898$473,865,420,997
ProductVolume
GBP
USD
Equivalent
IRS £78,682,743,375 $97,397,959,583
OIS £155,925,629,877 $193,415,960,942
Basis £9,609,400,000 $11,882,092,118
Zeroes £155,237,026 $192,407,690
FRAs £80,835,400,000 $100,379,781,652
VNS £624,854,077 $776,297,486
Inflation £14,579,478,793 $18,047,229,134
Total£340,412,743,148$422,091,728,605
ProductVolume
JPY
USD
Equivalent
IRS ¥5,320,964,257,000 $49,351,392,818
OIS ¥305,900,000,000 $2,838,557,485
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥215,000,000,000 $2,005,035,904
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,841,864,257,000$54,194,986,207
ProductVolume
CHF
USD
Equivalent
IRS CHF19,102,128,500 $19,702,444,352
OIS CHF595,000,000 $615,125,486
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF500,000,000 $517,063,082
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF20,197,128,500$20,834,632,920
ProductVolume
AUD
USD
Equivalent
IRS $70,449,482,818 $42,873,228,664
OIS $92,235,000,000 $56,213,292,750
Basis $11,453,200,000 $6,990,166,870
Zeroes $0 $0
FRAs $0 $0
VNS $16,578,000 $10,201,272
Inflation $0 $0
Total$174,154,260,818$106,086,889,556
ProductVolume
CAD
USD
Equivalent
IRS $112,047,137,227 $79,165,293,199
OIS $46,607,000,000 $32,888,764,848
Basis $4,888,200,000 $3,449,325,150
Zeroes $0 $0
FRAs $0 $0
VNS $1,138,532 $803,935
Inflation $0 $0
Total$163,543,475,759$115,504,187,132
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,714,642,781 $329,505,595
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,714,642,781$329,505,595
ProductVolume
CLP
USD
Equivalent
IRS CLP40,000,000,000 $46,401,290
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP40,000,000,000$46,401,290
ProductVolume
CNY
USD
Equivalent
IRS CNY112,839,690,503 $15,910,051,935
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY112,839,690,503$15,910,051,935
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP412,000,000,000 $101,180,141
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP412,000,000,000$101,180,141
ProductVolume
CZK
USD
Equivalent
IRS CZK298,429,224,000 $11,915,898,598
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK0 $0
FRAs CZK81,700,000,000 $3,238,397,681
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK381,729,224,000$15,216,490,168
ProductVolume
DKK
USD
Equivalent
IRS DKK11,607,493,998 $1,700,224,457
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK11,607,493,998$1,700,224,457
ProductVolume
HKD
USD
Equivalent
IRS HKD72,542,098,368 $9,357,078,817
OIS HKD0 $0
Basis HKD4,350,000,000 $561,148,408
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD76,892,098,368$9,918,227,225
ProductVolume
HUF
USD
Equivalent
IRS HUF1,638,574,185,146 $4,914,169,008
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF303,500,000,000 $921,173,199
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,942,074,185,146$5,835,342,207
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR260,896,930,000 $3,454,727,058
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR260,896,930,000$3,454,727,058
ProductVolume
KRW
USD
Equivalent
IRS KRW14,826,012,148,894 $12,087,035,781
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW14,826,012,148,894$12,087,035,781
ProductVolume
MXN
USD
Equivalent
IRS MXN21,207,966,000 $875,342,636
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN21,207,966,000$875,342,636
ProductVolume
NOK
USD
Equivalent
IRS NOK67,198,012,159 $6,411,452,108
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK63,100,000,000 $5,985,130,912
VNS NOK217,287,000 $20,762,164
Inflation NOK0 $0
TotalNOK130,515,299,159$12,417,345,184
ProductVolume
NZD
USD
Equivalent
IRS NZD14,799,463,840 $8,753,982,257
OIS NZD9,814,600,000 $5,844,431,380
Basis NZD738,000,000 $441,748,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,000,000 $1,799,100
Inflation NZD0 $0
TotalNZD25,355,063,840$15,041,961,337
ProductVolume
PLN
USD
Equivalent
IRS PLN25,887,421,829 $6,157,442,456
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,375,000,000 $1,271,438,306
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN31,262,421,829$7,428,880,762
ProductVolume
SEK
USD
Equivalent
IRS SEK230,039,834,659 $22,871,434,687
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK140,476,000,000 $13,938,052,133
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK370,515,834,659$36,809,486,820
ProductVolume
SGD
USD
Equivalent
IRS SGD21,396,241,095 $14,953,115,492
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD10,105,000 $7,021,994
Inflation SGD0 $0
TotalSGD21,406,346,095$14,960,137,486
ProductVolume
THB
USD
Equivalent
IRS THB102,215,886,000 $3,105,507,045
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB102,215,886,000$3,105,507,045
ProductVolume
TWD
USD
Equivalent
IRS TWD15,706,500,000 $518,846,976
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD15,706,500,000$518,846,976
ProductVolume
ZAR
USD
Equivalent
IRS ZAR491,269,028,116 $26,601,993,431
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR491,269,028,116$26,601,993,431
ProductUSD
Equivalent
IRS$1,273,351,557,986
OIS$1,325,971,289,111
Basis$195,929,085,510
Zeroes$938,577,105
FRAs$706,337,055,159
VNS$4,343,482,542
Inflation$38,968,545,751
Total$3,545,839,593,164
Show:
ProductUSD
Equivalent
IRS $10,467,639,298,171
OIS $27,452,867,548,495
Basis $2,017,110,015,235
Zeroes $8,826,734,514
FRAs $10,571,061,430,360
VNS $36,871,672,281
Inflation $113,279,586,223
Total$50,667,656,285,279
ProductVolume
EUR
USD
Equivalent
IRS €5,223,300,077,776 $5,769,377,350,038
OIS €6,150,795,684,506 $6,802,147,110,069
Basis €83,528,510,000 $92,309,704,905
Zeroes €18,607,276,000 $20,600,060,538
FRAs €716,499,190,000 $791,984,527,499
VNS €68,817,495,363 $75,575,773,549
Inflation €168,365,900,752 $184,952,264,185
Total€12,429,914,134,397$13,736,946,790,783
ProductVolume
GBP
USD
Equivalent
IRS £1,963,151,492,444 $2,518,761,174,818
OIS £13,139,721,297,400 $16,978,265,256,171
Basis £371,195,162,781 $477,718,729,656
Zeroes £15,782,867,816 $20,216,822,820
FRAs £1,002,091,000,000 $1,276,226,187,942
VNS £2,774,390,525 $3,553,009,905
Inflation £158,272,329,180 $201,997,608,527
Total£16,652,988,540,146$21,476,738,789,839
ProductVolume
JPY
USD
Equivalent
IRS ¥100,124,064,219,830 $922,385,035,390
OIS ¥10,387,428,000,000 $96,146,060,029
Basis ¥1,817,265,000,000 $16,697,044,864
Zeroes ¥0 $0
FRAs ¥612,000,000,000 $5,696,469,925
VNS ¥0 $0
Inflation ¥0 $0
Total¥112,940,757,219,830$1,040,924,610,208
ProductVolume
CHF
USD
Equivalent
IRS CHF225,734,084,909 $233,946,919,677
OIS CHF20,047,350,000 $20,704,804,464
Basis CHF421,100,000 $432,311,120
Zeroes CHF0 $0
FRAs CHF7,200,000,000 $7,368,138,485
VNS CHF46,392,500 $47,414,621
Inflation CHF0 $0
TotalCHF253,448,927,409$262,499,588,367
ProductVolume
AUD
USD
Equivalent
IRS $1,346,090,550,813 $880,253,995,085
OIS $12,716,129,078,048 $8,473,069,954,385
Basis $218,855,174,738 $142,303,027,166
Zeroes $0 $0
FRAs $0 $0
VNS $223,588,489 $148,029,273
Inflation $0 $0
Total$14,281,298,392,088$9,495,775,005,909
ProductVolume
CAD
USD
Equivalent
IRS $1,641,118,306,244 $1,217,199,056,360
OIS $3,824,857,132,000 $2,857,994,688,114
Basis $49,717,700,000 $37,021,050,657
Zeroes $39,544,471 $30,309,244
FRAs $0 $0
VNS $965,022,061 $725,369,707
Inflation $0 $0
Total$5,516,697,704,776$4,112,970,474,082
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL37,346,543,123 $8,098,646,072
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL37,346,543,123$8,098,646,072
ProductVolume
CLP
USD
Equivalent
IRS CLP2,726,406,750,000 $3,337,582,170
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,726,406,750,000$3,337,582,170
ProductVolume
CNY
USD
Equivalent
IRS CNY1,783,263,381,799 $255,186,460,770
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,783,263,381,799$255,186,460,770
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP6,988,508,200,000 $1,932,783,348
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP6,988,508,200,000$1,932,783,348
ProductVolume
CZK
USD
Equivalent
IRS CZK4,615,578,714,746 $199,308,943,951
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK3,720,639,000,000 $162,100,674,279
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,350,170,414,746$362,006,433,746
ProductVolume
DKK
USD
Equivalent
IRS DKK236,866,004,205 $34,829,085,487
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK111,855,952 $16,442,889
Inflation DKK0 $0
TotalDKK236,977,860,157$34,845,528,376
ProductVolume
HKD
USD
Equivalent
IRS HKD1,537,228,711,377 $197,801,748,858
OIS HKD0 $0
Basis HKD88,898,000,000 $11,435,961,484
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD1,626,356,711,377$209,267,317,576
ProductVolume
HUF
USD
Equivalent
IRS HUF32,342,269,377,546 $104,956,084,422
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $16,744,964
FRAs HUF14,497,700,000,000 $47,086,904,732
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF46,844,969,377,546$152,059,734,118
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR7,298,380,652,776 $101,138,308,082
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR7,298,380,652,776$101,138,308,082
ProductVolume
KRW
USD
Equivalent
IRS KRW527,444,389,847,730 $442,774,509,833
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW527,444,389,847,730$442,774,509,833
ProductVolume
MXN
USD
Equivalent
IRS MXN292,146,152,931 $14,475,835,650
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN292,146,152,931$14,475,835,650
ProductVolume
NOK
USD
Equivalent
IRS NOK1,585,270,855,249 $167,015,725,702
OIS NOK0 $0
Basis NOK25,580,000,000 $2,683,799,597
Zeroes NOK0 $0
FRAs NOK1,535,381,700,000 $164,610,304,299
VNS NOK4,615,245,850 $484,775,671
Inflation NOK0 $0
TotalNOK3,150,847,801,099$334,794,605,269
ProductVolume
NZD
USD
Equivalent
IRS NZD554,904,368,509 $351,700,481,922
OIS NZD1,667,381,990,000 $1,062,848,779,901
Basis NZD6,233,752,000 $3,877,348,274
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD31,495,632 $19,572,572
Inflation NZD0 $0
TotalNZD2,228,551,606,141$1,418,446,182,669
ProductVolume
PLN
USD
Equivalent
IRS PLN741,980,851,397 $190,226,436,992
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,077,900,000 $528,916,153
FRAs PLN206,016,031,000 $52,688,671,899
VNS PLN1,699,450,000 $407,401,490
Inflation PLN0 $0
TotalPLN951,774,232,397$243,851,426,534
ProductVolume
SEK
USD
Equivalent
IRS SEK4,489,391,570,840 $465,134,519,295
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,990,357,000,000 $206,093,529,090
VNS SEK1,048,767,822 $108,341,043
Inflation SEK0 $0
TotalSEK6,480,797,338,662$671,336,389,428
ProductVolume
SGD
USD
Equivalent
IRS SGD367,874,360,815 $265,446,349,055
OIS SGD0 $0
Basis SGD1,622,000,000 $1,183,943,109
Zeroes SGD160,000,000 $116,114,041
FRAs SGD0 $0
VNS SGD85,105,000 $62,563,150
Inflation SGD0 $0
TotalSGD369,741,465,815$266,808,969,355
ProductVolume
THB
USD
Equivalent
IRS THB1,566,816,476,556 $50,057,520,408
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,566,816,476,556$50,057,520,408
ProductVolume
TWD
USD
Equivalent
IRS TWD818,783,556,258 $27,168,545,399
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD818,783,556,258$27,168,545,399
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,773,130,649,977 $499,882,850,559
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,773,130,649,977$499,882,850,559
ProductUSD
Equivalent
IRS$25,286,964,156,084
OIS$63,847,115,293,058
Basis$2,802,835,129,956
Zeroes$50,870,323,901
FRAs$13,284,916,838,510
VNS$118,049,973,385
Inflation$500,229,458,935
Total$105,890,981,173,829
Show:
ProductUSD
Equivalent
IRS $12,868,719,460,711
OIS $12,131,162,677,655
Basis $3,026,953,627,855
Zeroes $9,755,293,282
FRAs $3,187,606,610,706
VNS $299,102,483,861
Inflation $151,830,711,128
Total$31,675,130,865,198
ProductVolume
EUR
USD
Equivalent
IRS €6,632,485,288,552 $7,161,094,366,049
OIS €4,132,433,283,871 $4,461,788,216,596
Basis €174,338,154,987 $188,232,905,940
Zeroes €37,588,677,939 $40,584,495,570
FRAs €582,444,550,000 $628,865,380,635
VNS €227,440,442,690 $245,567,445,973
Inflation €193,813,007,771 $209,259,904,490
Total€11,980,543,405,810$12,935,392,715,253
ProductVolume
GBP
USD
Equivalent
IRS £1,740,994,097,201 $2,141,596,838,966
OIS £4,354,401,962,902 $5,356,349,854,566
Basis £423,939,037,119 $521,487,409,560
Zeroes £21,321,912,199 $26,228,084,195
FRAs £360,815,701,108 $443,839,393,933
VNS £58,163,827,996 $71,547,324,818
Inflation £261,063,144,502 $321,133,774,051
Total£7,220,699,683,027$8,882,182,680,089
ProductVolume
JPY
USD
Equivalent
IRS ¥118,448,041,758,336 $1,086,131,234,316
OIS ¥14,247,473,471,610 $130,644,844,084
Basis ¥10,647,615,704,184 $97,635,282,235
Zeroes ¥0 $0
FRAs ¥402,000,000,000 $3,686,213,379
VNS ¥7,753,085,318 $71,093,350
Inflation ¥0 $0
Total¥143,752,884,019,448$1,318,168,667,364
ProductVolume
CHF
USD
Equivalent
IRS CHF291,635,398,622 $298,104,261,088
OIS CHF22,350,520,988 $22,846,285,381
Basis CHF29,052,600,000 $29,697,025,452
Zeroes CHF0 $0
FRAs CHF5,417,100,000 $5,537,258,510
VNS CHF725,276,500 $741,364,101
Inflation CHF0 $0
TotalCHF349,180,896,110$356,926,194,532
ProductVolume
AUD
USD
Equivalent
IRS $1,168,165,436,115 $711,412,750,594
OIS $7,544,034,187,986 $4,594,316,820,483
Basis $217,787,642,506 $132,632,674,286
Zeroes $23,102,501 $14,069,423
FRAs $0 $0
VNS $5,513,769,857 $3,357,885,843
Inflation $0 $0
Total$8,935,524,138,965$5,441,734,200,629
ProductVolume
CAD
USD
Equivalent
IRS $1,378,890,452,552 $976,689,653,316
OIS $1,844,937,586,110 $1,306,798,120,208
Basis $88,772,129,952 $62,878,686,749
Zeroes $649,431,248 $460,002,300
FRAs $0 $0
VNS $9,139,246,146 $6,473,470,850
Inflation $0 $0
Total$3,322,388,846,008$2,353,299,933,423
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL8,512,334,907 $1,608,969,749
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL8,512,334,907$1,608,969,749
ProductVolume
CLP
USD
Equivalent
IRS CLP1,462,588,923,142 $1,716,140,032
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,462,588,923,142$1,716,140,032
ProductVolume
CNY
USD
Equivalent
IRS CNY1,442,567,002,811 $203,386,134,124
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,442,567,002,811$203,386,134,124
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP2,890,194,876,944 $725,931,560
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP2,890,194,876,944$725,931,560
ProductVolume
CZK
USD
Equivalent
IRS CZK4,561,741,274,110 $178,881,292,242
OIS CZK0 $0
Basis CZK2,625,000,000 $102,935,121
Zeroes CZK12,352,700,000 $484,391,114
FRAs CZK2,362,714,830,700 $92,650,033,555
VNS CZK5,190,601,050 $203,541,009
Inflation CZK0 $0
TotalCZK6,944,624,405,860$272,322,193,041
ProductVolume
DKK
USD
Equivalent
IRS DKK964,992,821,146 $139,535,527,043
OIS DKK0 $0
Basis DKK3,350,000,000 $484,401,547
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,084,556,874 $301,421,664
Inflation DKK0 $0
TotalDKK970,427,378,020$140,321,350,254
ProductVolume
HKD
USD
Equivalent
IRS HKD3,151,664,037,068 $406,585,010,362
OIS HKD0 $0
Basis HKD332,936,753,086 $42,950,990,845
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,943,405
Inflation HKD0 $0
TotalHKD3,485,794,090,154$449,689,944,612
ProductVolume
HUF
USD
Equivalent
IRS HUF28,073,324,333,599 $83,339,491,275
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,300,000,000 $113,698,772
FRAs HUF11,004,596,250,000 $32,668,644,521
VNS HUF29,779,929,479 $88,405,781
Inflation HUF0 $0
TotalHUF39,146,000,513,078$116,210,240,349
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,696,719,249,884 $74,981,497,202
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,696,719,249,884$74,981,497,202
ProductVolume
KRW
USD
Equivalent
IRS KRW453,873,797,704,549 $370,276,477,402
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW453,873,797,704,549$370,276,477,402
ProductVolume
MXN
USD
Equivalent
IRS MXN173,104,065,173 $6,980,002,628
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN173,104,065,173$6,980,002,628
ProductVolume
NOK
USD
Equivalent
IRS NOK1,356,453,651,144 $130,160,405,622
OIS NOK0 $0
Basis NOK130,301,714,206 $12,503,283,072
Zeroes NOK0 $0
FRAs NOK592,585,905,030 $56,862,408,604
VNS NOK36,866,329,151 $3,537,560,131
Inflation NOK0 $0
TotalNOK2,116,207,599,531$203,063,657,429
ProductVolume
NZD
USD
Equivalent
IRS NZD767,709,026,586 $455,635,307,279
OIS NZD917,243,483,060 $544,384,007,196
Basis NZD4,925,992,000 $2,923,576,252
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD416,872,693 $247,413,943
Inflation NZD0 $0
TotalNZD1,690,295,374,339$1,003,190,304,670
ProductVolume
PLN
USD
Equivalent
IRS PLN928,022,760,832 $219,660,755,736
OIS PLN0 $0
Basis PLN1,300,000,000 $307,706,874
Zeroes PLN2,077,900,000 $491,833,933
FRAs PLN230,648,031,000 $54,593,834,264
VNS PLN4,554,841,797 $1,078,120,100
Inflation PLN0 $0
TotalPLN1,166,603,533,629$276,132,250,907
ProductVolume
SEK
USD
Equivalent
IRS SEK4,253,399,976,717 $420,010,069,885
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $25,655,601
FRAs SEK1,281,990,440,787 $126,592,584,185
VNS SEK16,998,976,479 $1,678,596,261
Inflation SEK0 $0
TotalSEK5,552,649,205,693$548,306,905,932
ProductVolume
SGD
USD
Equivalent
IRS SGD866,272,349,348 $604,959,914,346
OIS SGD0 $0
Basis SGD2,818,005,896 $1,967,949,926
Zeroes SGD310,000,000 $216,488,006
FRAs SGD0 $0
VNS SGD208,095,422 $145,323,106
Inflation SGD0 $0
TotalSGD869,608,450,666$607,289,675,384
ProductVolume
THB
USD
Equivalent
IRS THB844,478,536,741 $25,754,148,726
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB844,478,536,741$25,754,148,726
ProductVolume
TWD
USD
Equivalent
IRS TWD454,495,643,912 $15,042,053,414
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD454,495,643,912$15,042,053,414
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,862,210,568,785 $584,146,844,248
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $14,520,032
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,862,480,568,785$584,161,364,280
ProductUSD
Equivalent
IRS$29,091,427,109,153
OIS$28,623,998,254,931
Basis$4,120,758,455,714
Zeroes$78,388,532,228
FRAs$4,632,902,362,292
VNS$634,295,394,196
Inflation$682,224,389,669
Total$67,863,994,498,183

Figures as of COB Apr 6, 2020.

Notional Outstanding by Product

As of COB Apr 6, 2020

Daily Notional by Tenor
 

As of COB Apr 6, 2020

Notional Outstanding by Tenor
 

As of COB Apr 6, 2020

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
$1,179,536,499,315
$12,169,474,286,802
$199,458,206,547,664
$151,151,650,076,032
EUR
€553,747,421,949
€4,697,617,538,793
€69,476,495,436,172
€83,541,086,289,799
GBP
£314,497,667,454
£2,348,102,125,719
£58,050,775,622,934
£41,967,454,223,124
JPY
¥5,363,730,990,000
¥42,704,845,114,000
¥426,158,269,511,668
¥1,224,825,539,651,710
CHF
CHF6,112,899,120
CHF119,779,666,901
CHF1,732,017,234,091
CHF3,165,401,365,981
AUD
$335,638,602,000
$943,555,912,266
$43,545,820,947,847
$41,658,213,828,515
CAD
$159,869,676,636
$657,044,770,739
$14,937,909,192,436
$21,028,076,201,918
Other*
Show All
Hide
$120,686,778,305
$933,976,485,195
$18,890,612,757,981
$30,851,497,576,621
BRL
BRL4,342,455,506
BRL3,429,285,561
BRL74,700,007,019
BRL60,089,635,062
CLP
CLP101,653,400,000
CLP80,000,000,000
CLP7,244,952,800,000
CLP9,354,028,120,214
CNY
CNY5,411,897,000
CNY417,773,237,984
CNY6,328,309,722,602
CNY11,126,156,509,424
COP
COP0
COP824,000,000,000
COP13,977,016,400,000
COP14,502,434,561,204
CZK
CZK243,715,000,000
CZK1,663,565,382,000
CZK29,974,590,034,462
CZK45,246,983,431,184
DKK
DKK1,310,940,000
DKK35,303,525,997
DKK619,954,532,986
DKK4,731,015,029,528
HKD
HKD109,078,200,000
HKD582,171,734,093
HKD7,482,991,369,264
HKD20,751,854,135,931
HUF
HUF1,199,764,800,000
HUF12,524,687,606,584
HUF191,492,161,872,332
HUF247,765,130,301,771
INR
INR42,484,691,354
INR866,146,806,414
INR26,109,881,204,576
INR52,587,398,167,211
KRW
KRW9,132,592,400,000
KRW52,673,195,502,012
KRW1,495,228,365,410,752
KRW2,825,316,960,393,810
MXN
MXN10,864,405,276
MXN47,989,236,000
MXN693,210,851,274
MXN1,828,879,468,511
NOK
NOK39,803,404,380
NOK442,984,453,370
NOK12,302,680,882,549
NOK23,664,576,883,787
NZD
NZD33,876,250,666
NZD278,036,016,752
NZD7,783,863,055,884
NZD10,748,591,473,754
PLN
PLN48,004,020,322
PLN117,279,716,499
PLN3,097,467,471,454
PLN5,838,921,750,012
SEK
SEK106,480,982,074
SEK2,252,581,294,656
SEK29,945,582,303,495
SEK53,224,255,647,460
SGD
SGD11,168,088,200
SGD97,303,455,954
SGD1,425,894,545,985
SGD3,273,482,415,261
THB
THB1,560,000,000
THB728,335,016,000
THB6,735,507,558,162
THB13,713,501,564,402
TWD
TWD4,000,000,000
TWD47,813,000,000
TWD2,708,860,451,326
TWD5,226,327,241,230
ZAR
ZAR546,224,230,162
ZAR1,533,828,992,874
ZAR28,627,431,307,385
ZAR39,977,627,307,239
Total in USD$2,658,042,263,547$22,726,518,966,343$415,591,202,094,656$378,557,869,726,663

Figures as of COB Apr 6, 2020. Weekly figures as of COB Apr 3, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $523,558,053,729
OIS $233,501,618,000
Basis $164,673,000,000
Zeroes $0
FRAs $248,480,000,000
VNS $1,469,100,786
Inflation $7,854,726,800
Total$1,179,536,499,315
ProductVolume
EUR
USD
Equivalent
IRS €215,837,661,566 $233,039,923,193
OIS €197,834,371,778 $213,601,771,209
Basis €1,060,600,000 $1,145,129,820
Zeroes €0 $0
FRAs €112,880,000,000 $121,876,536,000
VNS €15,580,352,205 $16,822,106,276
Inflation €10,554,436,400 $11,395,624,981
Total€553,747,421,949$597,881,091,479
ProductVolume
GBP
USD
Equivalent
IRS £66,801,212,324 $82,172,171,280
OIS £192,360,207,354 $236,622,291,066
Basis £22,534,419,448 $27,719,589,363
Zeroes £0 $0
FRAs £30,800,000,000 $37,887,080,000
VNS £0 $0
Inflation £2,001,828,328 $2,462,449,026
Total£314,497,667,454$386,863,580,735
ProductVolume
JPY
USD
Equivalent
IRS ¥3,657,530,990,000 $33,538,407,134
OIS ¥1,566,200,000,000 $14,361,560,680
Basis ¥140,000,000,000 $1,283,755,903
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,363,730,990,000$49,183,723,717
ProductVolume
CHF
USD
Equivalent
IRS CHF6,112,899,120 $6,248,491,383
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,112,899,120$6,248,491,383
ProductVolume
AUD
USD
Equivalent
IRS $266,300,510,000 $162,177,010,590
OIS $61,940,000,000 $37,721,460,000
Basis $7,398,092,000 $4,505,438,028
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$335,638,602,000$204,403,908,618
ProductVolume
CAD
USD
Equivalent
IRS $88,431,160,000 $62,637,172,404
OIS $65,925,000,000 $46,695,707,607
Basis $4,020,000,000 $2,847,428,814
Zeroes $315,133,000 $223,213,628
FRAs $0 $0
VNS $1,178,383,636 $834,667,542
Inflation $0 $0
Total$159,869,676,636$113,238,189,995
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL4,342,455,506 $820,794,720
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL4,342,455,506$820,794,720
ProductVolume
CLP
USD
Equivalent
IRS CLP101,653,400,000 $119,275,804
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP101,653,400,000$119,275,804
ProductVolume
CNY
USD
Equivalent
IRS CNY5,411,897,000 $763,018,152
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY5,411,897,000$763,018,152
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 CZK71,515,000,000 $2,804,344,842
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK172,200,000,000 $6,752,543,968
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK243,715,000,000$9,556,888,810
ProductVolume
DKK
USD
Equivalent
IRS DKK1,310,940,000 $189,558,616
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,310,940,000$189,558,616
ProductVolume
HKD
USD
Equivalent
IRS HKD107,878,200,000 $13,916,984,345
OIS HKD0 $0
Basis HKD1,200,000,000 $154,807,748
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD109,078,200,000$14,071,792,093
ProductVolume
HUF
USD
Equivalent
IRS HUF1,199,764,800,000 $3,561,665,405
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,199,764,800,000$3,561,665,405
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR42,484,691,354 $559,193,042
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR42,484,691,354$559,193,042
ProductVolume
KRW
USD
Equivalent
IRS KRW9,132,592,400,000 $7,450,494,302
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW9,132,592,400,000$7,450,494,302
ProductVolume
MXN
USD
Equivalent
IRS MXN10,864,405,276 $438,080,858
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN10,864,405,276$438,080,858
ProductVolume
NOK
USD
Equivalent
IRS NOK39,308,059,564 $3,771,859,785
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK495,344,816 $47,531,504
Inflation NOK0 $0
TotalNOK39,803,404,380$3,819,391,289
ProductVolume
NZD
USD
Equivalent
IRS NZD3,668,660,000 $2,177,349,710
OIS NZD30,000,000,000 $17,805,000,000
Basis NZD203,904,000 $121,017,024
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,686,666 $2,188,036
Inflation NZD0 $0
TotalNZD33,876,250,666$20,105,554,770
ProductVolume
PLN
USD
Equivalent
IRS PLN15,434,020,322 $3,653,195,494
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN32,570,000,000 $7,709,240,674
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN48,004,020,322$11,362,436,168
ProductVolume
SEK
USD
Equivalent
IRS SEK72,480,982,074 $7,157,272,420
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK34,000,000,000 $3,357,394,662
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK106,480,982,074$10,514,667,082
ProductVolume
SGD
USD
Equivalent
IRS SGD11,168,088,200 $7,799,216,593
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,168,088,200$7,799,216,593
ProductVolume
THB
USD
Equivalent
IRS THB1,560,000,000 $47,575,480
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,560,000,000$47,575,480
ProductVolume
TWD
USD
Equivalent
IRS TWD4,000,000,000 $132,384,577
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,000,000,000$132,384,577
ProductVolume
ZAR
USD
Equivalent
IRS ZAR546,224,230,162 $29,374,790,544
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR546,224,230,162$29,374,790,544
ProductUSD
Equivalent
IRS$1,187,549,091,360
OIS$800,868,601,604
Basis$202,450,166,700
Zeroes$223,213,628
FRAs$426,062,795,304
VNS$19,175,594,144
Inflation$21,712,800,807
Total$2,658,042,263,547
Show:
ProductUSD
Equivalent
IRS $2,183,074,669,761
OIS $2,214,557,083,922
Basis $688,535,300,000
Zeroes $200,000,000
FRAs $7,038,923,800,000
VNS $10,454,516,919
Inflation $33,728,916,200
Total$12,169,474,286,802
ProductVolume
EUR
USD
Equivalent
IRS €1,397,764,593,134 $1,526,940,555,363
OIS €1,022,619,146,854 $1,117,539,900,979
Basis €9,362,760,000 $10,282,785,743
Zeroes €1,185,500,000 $1,306,264,077
FRAs €2,215,642,180,000 $2,436,761,525,180
VNS €1,550,742,741 $1,698,708,354
Inflation €49,492,616,064 $54,195,932,355
Total€4,697,617,538,793$5,148,725,672,051
ProductVolume
GBP
USD
Equivalent
IRS £304,331,146,740 $376,659,270,456
OIS £481,291,914,794 $596,270,156,489
Basis £112,234,734,348 $138,904,354,873
Zeroes £588,015,268 $728,830,648
FRAs £1,399,232,800,000 $1,738,663,108,704
VNS £1,424,554,701 $1,768,978,335
Inflation £48,998,959,868 $60,645,428,421
Total£2,348,102,125,719$2,913,640,127,926
ProductVolume
JPY
USD
Equivalent
IRS ¥39,065,525,114,000 $363,189,747,002
OIS ¥2,771,800,000,000 $25,655,067,954
Basis ¥437,520,000,000 $4,057,235,243
Zeroes ¥0 $0
FRAs ¥430,000,000,000 $4,010,071,808
VNS ¥0 $0
Inflation ¥0 $0
Total¥42,704,845,114,000$396,912,122,007
ProductVolume
CHF
USD
Equivalent
IRS CHF47,463,666,901 $48,975,845,786
OIS CHF4,870,000,000 $5,026,574,657
Basis CHF590,000,000 $606,630,720
Zeroes CHF0 $0
FRAs CHF66,856,000,000 $69,137,538,780
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF119,779,666,901$123,746,589,943
ProductVolume
AUD
USD
Equivalent
IRS $612,129,545,636 $374,123,540,421
OIS $265,236,000,000 $162,036,878,600
Basis $65,873,900,000 $40,111,842,565
Zeroes $0 $0
FRAs $0 $0
VNS $316,466,630 $194,052,741
Inflation $0 $0
Total$943,555,912,266$576,466,314,327
ProductVolume
CAD
USD
Equivalent
IRS $488,540,775,816 $344,585,274,975
OIS $127,854,000,000 $90,294,597,456
Basis $38,768,400,000 $27,371,000,317
Zeroes $139,965,280 $98,877,071
FRAs $0 $0
VNS $1,741,629,643 $1,227,618,273
Inflation $0 $0
Total$657,044,770,739$463,577,368,092
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,429,285,561 $659,011,191
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,429,285,561$659,011,191
ProductVolume
CLP
USD
Equivalent
IRS CLP80,000,000,000 $92,802,580
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP80,000,000,000$92,802,580
ProductVolume
CNY
USD
Equivalent
IRS CNY417,773,237,984 $58,907,033,927
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY417,773,237,984$58,907,033,927
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP824,000,000,000 $202,360,282
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP824,000,000,000$202,360,282
ProductVolume
CZK
USD
Equivalent
IRS CZK886,809,382,000 $35,302,746,850
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK0 $0
FRAs CZK773,556,000,000 $30,763,276,518
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,663,565,382,000$66,190,411,147
ProductVolume
DKK
USD
Equivalent
IRS DKK35,303,525,997 $5,156,783,552
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK35,303,525,997$5,156,783,552
ProductVolume
HKD
USD
Equivalent
IRS HKD561,495,734,093 $72,424,853,875
OIS HKD0 $0
Basis HKD20,676,000,000 $2,667,188,540
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD582,171,734,093$75,092,042,415
ProductVolume
HUF
USD
Equivalent
IRS HUF5,062,487,606,584 $15,202,710,747
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,342,200,000,000 $21,894,913,113
VNS HUF120,000,000,000 $358,850,736
Inflation HUF0 $0
TotalHUF12,524,687,606,584$37,456,474,596
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR866,146,806,414 $11,467,845,763
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR866,146,806,414$11,467,845,763
ProductVolume
KRW
USD
Equivalent
IRS KRW52,673,195,502,012 $42,940,763,579
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW52,673,195,502,012$42,940,763,579
ProductVolume
MXN
USD
Equivalent
IRS MXN47,989,236,000 $1,981,382,782
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN47,989,236,000$1,981,382,782
ProductVolume
NOK
USD
Equivalent
IRS NOK198,749,879,370 $18,951,825,442
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK243,800,000,000 $23,187,693,059
VNS NOK434,574,000 $41,524,328
Inflation NOK0 $0
TotalNOK442,984,453,370$42,181,042,829
ProductVolume
NZD
USD
Equivalent
IRS NZD199,620,816,752 $118,569,895,956
OIS NZD76,933,200,000 $45,908,406,360
Basis NZD1,476,000,000 $883,497,200
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD6,000,000 $3,598,200
Inflation NZD0 $0
TotalNZD278,036,016,752$165,365,397,716
ProductVolume
PLN
USD
Equivalent
IRS PLN83,729,716,499 $19,929,450,849
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN33,550,000,000 $7,986,806,550
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN117,279,716,499$27,916,257,399
ProductVolume
SEK
USD
Equivalent
IRS SEK814,675,294,656 $80,961,190,667
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,437,906,000,000 $142,931,291,284
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,252,581,294,656$223,892,481,951
ProductVolume
SGD
USD
Equivalent
IRS SGD97,242,825,954 $67,889,886,385
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD60,630,000 $42,290,956
Inflation SGD0 $0
TotalSGD97,303,455,954$67,932,177,341
ProductVolume
THB
USD
Equivalent
IRS THB728,335,016,000 $22,185,276,322
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB728,335,016,000$22,185,276,322
ProductVolume
TWD
USD
Equivalent
IRS TWD47,813,000,000 $1,579,767,669
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD47,813,000,000$1,579,767,669
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,533,828,992,874 $82,777,172,154
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,533,828,992,874$82,777,172,154
ProductUSD
Equivalent
IRS$5,863,061,458,291
OIS$4,268,958,872,462
Basis$913,544,222,980
Zeroes$2,333,971,796
FRAs$11,514,260,024,996
VNS$15,790,138,842
Inflation$148,570,276,976
Total$22,726,518,966,343
Show:
ProductUSD
Equivalent
IRS $37,286,335,288,310
OIS $74,058,424,054,528
Basis $8,076,611,260,587
Zeroes $32,953,469,028
FRAs $79,540,053,860,720
VNS $102,543,615,894
Inflation $361,284,998,597
Total$199,458,206,547,664
ProductVolume
EUR
USD
Equivalent
IRS €26,386,776,601,122 $29,106,178,381,493
OIS €23,659,622,103,631 $26,141,464,378,416
Basis €187,378,060,000 $206,935,489,143
Zeroes €38,615,151,710 $42,736,734,015
FRAs €18,301,388,220,000 $20,185,565,277,420
VNS €145,155,716,359 $159,488,393,737
Inflation €757,559,583,350 $832,087,784,264
Total€69,476,495,436,172$76,674,456,438,488
ProductVolume
GBP
USD
Equivalent
IRS £6,749,656,647,732 $8,651,952,516,670
OIS £37,135,986,169,480 $47,997,167,053,795
Basis £2,122,533,030,259 $2,718,115,475,571
Zeroes £37,261,345,881 $47,815,552,633
FRAs £11,385,748,740,000 $14,584,004,248,296
VNS £12,215,995,663 $15,510,484,322
Inflation £607,373,693,919 $775,093,063,443
Total£58,050,775,622,934$74,789,658,394,730
ProductVolume
JPY
USD
Equivalent
IRS ¥365,372,069,179,668 $3,360,160,181,168
OIS ¥48,124,626,000,000 $445,211,801,709
Basis ¥11,437,574,332,000 $105,727,282,301
Zeroes ¥0 $0
FRAs ¥1,224,000,000,000 $11,392,939,849
VNS ¥0 $0
Inflation ¥0 $0
Total¥426,158,269,511,668$3,922,492,205,027
ProductVolume
CHF
USD
Equivalent
IRS CHF971,401,849,091 $1,008,551,440,936
OIS CHF330,620,900,000 $341,334,833,625
Basis CHF15,694,700,000 $16,189,245,997
Zeroes CHF0 $0
FRAs CHF414,228,000,000 $426,554,822,787
VNS CHF71,785,000 $73,655,798
Inflation CHF0 $0
TotalCHF1,732,017,234,091$1,792,703,999,143
ProductVolume
AUD
USD
Equivalent
IRS $7,558,500,957,888 $4,949,840,776,052
OIS $34,891,359,256,096 $23,265,755,129,992
Basis $1,093,832,374,092 $717,232,421,406
Zeroes $0 $0
FRAs $0 $0
VNS $2,128,359,771 $1,411,966,234
Inflation $0 $0
Total$43,545,820,947,847$28,934,240,293,684
ProductVolume
CAD
USD
Equivalent
IRS $5,514,216,213,815 $4,088,585,185,135
OIS $9,073,617,864,000 $6,780,883,112,175
Basis $328,853,400,000 $243,673,739,580
Zeroes $2,700,789,755 $1,988,127,432
FRAs $0 $0
VNS $18,520,924,866 $13,701,293,617
Inflation $0 $0
Total$14,937,909,192,436$11,128,831,457,939
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL74,700,007,019 $16,198,867,608
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL74,700,007,019$16,198,867,608
ProductVolume
CLP
USD
Equivalent
IRS CLP7,244,952,800,000 $8,989,942,463
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,244,952,800,000$8,989,942,463
ProductVolume
CNY
USD
Equivalent
IRS CNY6,328,309,722,602 $904,922,841,854
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY6,328,309,722,602$904,922,841,854
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP13,977,016,400,000 $3,865,566,697
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP13,977,016,400,000$3,865,566,697
ProductVolume
CZK
USD
Equivalent
IRS CZK13,625,090,634,462 $588,154,864,258
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK16,321,594,000,000 $704,133,068,546
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK29,974,590,034,462$1,293,481,563,837
ProductVolume
DKK
USD
Equivalent
IRS DKK600,730,821,081 $88,364,806,077
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK19,000,000,000 $2,814,319,785
VNS DKK223,711,905 $32,885,777
Inflation DKK0 $0
TotalDKK619,954,532,986$91,212,011,639
ProductVolume
HKD
USD
Equivalent
IRS HKD7,186,839,369,264 $924,866,084,117
OIS HKD0 $0
Basis HKD295,692,000,000 $38,042,354,380
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD7,482,991,369,264$962,967,652,966
ProductVolume
HUF
USD
Equivalent
IRS HUF102,417,561,872,332 $332,960,840,149
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF13,000,000,000 $43,451,740
FRAs HUF88,881,600,000,000 $287,899,039,518
VNS HUF180,000,000,000 $540,718,841
Inflation HUF0 $0
TotalHUF191,492,161,872,332$621,444,050,248
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR26,109,881,204,576 $361,858,329,951
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR26,109,881,204,576$361,858,329,951
ProductVolume
KRW
USD
Equivalent
IRS KRW1,495,228,365,410,752 $1,254,427,782,543
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,495,228,365,410,752$1,254,427,782,543
ProductVolume
MXN
USD
Equivalent
IRS MXN693,210,851,274 $34,451,741,018
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN693,210,851,274$34,451,741,018
ProductVolume
NOK
USD
Equivalent
IRS NOK3,924,644,190,850 $413,805,319,816
OIS NOK0 $0
Basis NOK45,620,000,000 $4,741,592,437
Zeroes NOK0 $0
FRAs NOK8,323,053,400,000 $886,650,172,268
VNS NOK9,363,291,699 $983,479,616
Inflation NOK0 $0
TotalNOK12,302,680,882,549$1,306,180,564,137
ProductVolume
NZD
USD
Equivalent
IRS NZD2,847,972,280,621 $1,806,589,054,522
OIS NZD4,922,520,880,000 $3,130,267,003,641
Basis NZD13,306,904,000 $8,288,560,598
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD62,991,263 $39,145,144
Inflation NZD0 $0
TotalNZD7,783,863,055,884$4,945,183,763,905
ProductVolume
PLN
USD
Equivalent
IRS PLN2,205,134,809,454 $564,720,670,692
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,057,832,307
FRAs PLN884,051,062,000 $224,551,403,122
VNS PLN4,125,800,000 $985,757,336
Inflation PLN0 $0
TotalPLN3,097,467,471,454$791,315,663,457
ProductVolume
SEK
USD
Equivalent
IRS SEK13,783,790,749,851 $1,426,844,361,622
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK16,159,982,000,000 $1,678,059,199,260
VNS SEK1,809,553,644 $186,688,600
Inflation SEK0 $0
TotalSEK29,945,582,303,495$3,105,090,249,482
ProductVolume
SGD
USD
Equivalent
IRS SGD1,422,472,915,985 $1,026,585,329,181
OIS SGD0 $0
Basis SGD2,966,000,000 $2,161,975,545
Zeroes SGD320,000,000 $232,228,082
FRAs SGD0 $0
VNS SGD135,630,000 $97,832,112
Inflation SGD0 $0
TotalSGD1,425,894,545,985$1,029,077,364,920
ProductVolume
THB
USD
Equivalent
IRS THB6,735,507,558,162 $215,420,971,570
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB6,735,507,558,162$215,420,971,570
ProductVolume
TWD
USD
Equivalent
IRS TWD2,708,860,451,326 $89,831,842,731
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,708,860,451,326$89,831,842,731
ProductVolume
ZAR
USD
Equivalent
IRS ZAR28,627,431,307,385 $1,854,691,986,955
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR28,627,431,307,385$1,854,691,986,955
ProductUSD
Equivalent
IRS$100,003,431,076,940
OIS$182,526,231,264,529
Basis$12,137,843,785,324
Zeroes$127,896,638,491
FRAs$118,531,678,351,571
VNS$295,655,131,497
Inflation$1,968,465,846,304
Total$415,591,202,094,656
Show:
ProductUSD
Equivalent
IRS $56,565,667,935,399
OIS $28,981,337,653,789
Basis $20,451,101,097,002
Zeroes $95,217,235,723
FRAs $42,258,234,740,578
VNS $1,314,273,056,012
Inflation $1,485,818,357,528
Total$151,151,650,076,031
ProductVolume
EUR
USD
Equivalent
IRS €48,323,497,153,165 $52,174,879,876,272
OIS €17,164,288,075,955 $18,532,281,835,609
Basis €979,026,603,707 $1,057,055,024,023
Zeroes €170,191,761,769 $183,756,045,182
FRAs €13,709,757,240,088 $14,802,424,892,123
VNS €877,130,807,313 $947,038,132,656
Inflation €2,317,194,647,802 $2,501,875,061,231
Total€83,541,086,289,799$90,199,310,867,096
ProductVolume
GBP
USD
Equivalent
IRS £12,521,410,032,233 $15,402,586,480,649
OIS £12,946,939,915,758 $15,926,030,790,374
Basis £6,676,424,998,000 $8,212,670,390,040
Zeroes £332,582,818,628 $409,110,125,195
FRAs £6,963,103,303,995 $8,565,313,374,244
VNS £308,740,904,074 $379,782,186,102
Inflation £2,218,252,250,435 $2,728,672,093,260
Total£41,967,454,223,123$51,624,165,439,864
ProductVolume
JPY
USD
Equivalent
IRS ¥959,933,673,126,419 $8,802,289,423,928
OIS ¥90,562,813,109,727 $830,432,470,861
Basis ¥173,413,111,993,166 $1,590,143,615,544
Zeroes ¥0 $0
FRAs ¥804,000,000,000 $7,372,426,757
VNS ¥111,941,422,393 $1,026,467,584
Inflation ¥0 $0
Total¥1,224,825,539,651,705$11,231,264,404,674
ProductVolume
CHF
USD
Equivalent
IRS CHF1,853,142,188,352 $1,894,247,355,977
OIS CHF339,569,964,454 $347,102,079,581
Basis CHF469,877,481,178 $480,299,990,982
Zeroes CHF7,052 $7,208
FRAs CHF499,859,292,554 $510,946,838,959
VNS CHF2,952,432,392 $3,017,921,284
Inflation CHF0 $0
TotalCHF3,165,401,365,982$3,235,614,193,991
ProductVolume
AUD
USD
Equivalent
IRS $16,654,005,284,270 $10,142,289,218,120
OIS $20,611,475,885,349 $12,552,388,814,178
Basis $4,355,879,359,825 $2,652,730,530,133
Zeroes $6,571,700,771 $4,002,165,769
FRAs $0 $0
VNS $30,281,598,300 $18,441,493,365
Inflation $0 $0
Total$41,658,213,828,515$25,369,852,221,565
ProductVolume
CAD
USD
Equivalent
IRS $14,133,062,637,245 $10,010,669,101,321
OIS $5,546,880,693,381 $3,928,942,267,588
Basis $1,097,623,336,028 $777,463,759,759
Zeroes $19,275,793,128 $13,653,345,465
FRAs $0 $0
VNS $231,233,742,136 $163,786,472,685
Inflation $0 $0
Total$21,028,076,201,918$14,894,514,946,818
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL60,089,635,062 $11,357,918,376
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL60,089,635,062$11,357,918,376
ProductVolume
CLP
USD
Equivalent
IRS CLP9,354,028,120,214 $10,975,621,287
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,354,028,120,214$10,975,621,287
ProductVolume
CNY
USD
Equivalent
IRS CNY11,126,156,509,424 $1,568,666,104,039
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY11,126,156,509,424$1,568,666,104,039
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,502,434,561,204 $3,642,583,077
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,502,434,561,204$3,642,583,077
ProductVolume
CZK
USD
Equivalent
IRS CZK29,323,558,126,395 $1,149,875,816,183
OIS CZK0 $0
Basis CZK5,250,000,000 $205,870,243
Zeroes CZK30,955,400,000 $1,213,865,851
FRAs CZK15,825,821,170,689 $620,583,933,129
VNS CZK61,398,734,100 $2,407,651,868
Inflation CZK0 $0
TotalCZK45,246,983,431,184$1,774,287,137,274
ProductVolume
DKK
USD
Equivalent
IRS DKK4,682,756,242,716 $677,114,737,045
OIS DKK0 $0
Basis DKK6,700,000,000 $968,803,094
Zeroes DKK15,500,000,000 $2,241,260,890
FRAs DKK22,000,000,000 $3,181,144,489
VNS DKK4,058,786,812 $586,890,332
Inflation DKK0 $0
TotalDKK4,731,015,029,528$684,092,835,850
ProductVolume
HKD
USD
Equivalent
IRS HKD19,640,610,576,791 $2,533,765,579,373
OIS HKD0 $0
Basis HKD1,109,256,959,140 $143,101,309,950
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,284,227
Inflation HKD0 $0
TotalHKD20,751,854,135,931$2,677,123,173,550
ProductVolume
HUF
USD
Equivalent
IRS HUF188,706,407,533,636 $560,200,702,182
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF102,600,000,000 $304,582,090
FRAs HUF58,104,462,909,177 $172,491,021,090
VNS HUF851,659,858,958 $2,528,268,421
Inflation HUF0 $0
TotalHUF247,765,130,301,771$735,524,573,783
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR52,587,398,167,211 $692,167,136,127
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR52,587,398,167,211$692,167,136,127
ProductVolume
KRW
USD
Equivalent
IRS KRW2,825,316,960,393,810 $2,304,932,377,521
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,825,316,960,393,810$2,304,932,377,521
ProductVolume
MXN
USD
Equivalent
IRS MXN1,828,879,468,511 $73,745,139,859
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,828,879,468,511$73,745,139,859
ProductVolume
NOK
USD
Equivalent
IRS NOK12,217,979,047,957 $1,172,393,253,110
OIS NOK0 $0
Basis NOK269,927,941,020 $25,901,312,781
Zeroes NOK0 $0
FRAs NOK11,084,375,051,572 $1,063,616,697,524
VNS NOK92,294,843,238 $8,856,280,657
Inflation NOK0 $0
TotalNOK23,664,576,883,787$2,270,767,544,072
ProductVolume
NZD
USD
Equivalent
IRS NZD7,449,175,381,930 $4,421,085,589,176
OIS NZD3,280,634,304,734 $1,947,056,459,860
Basis NZD17,609,244,000 $10,451,086,314
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,172,543,089 $695,904,323
Inflation NZD0 $0
TotalNZD10,748,591,473,753$6,379,289,039,673
ProductVolume
PLN
USD
Equivalent
IRS PLN4,681,667,807,603 $1,108,139,511,362
OIS PLN0 $0
Basis PLN1,500,000,000 $355,046,393
Zeroes PLN5,855,800,000 $1,386,053,778
FRAs PLN1,139,422,489,940 $269,698,563,231
VNS PLN10,475,652,468 $2,479,561,747
Inflation PLN0 $0
TotalPLN5,838,921,750,011$1,382,058,736,511
ProductVolume
SEK
USD
Equivalent
IRS SEK36,081,660,574,733 $3,562,952,194,130
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK981,630,182 $96,932,939
FRAs SEK17,091,334,591,587 $1,687,716,338,819
VNS SEK50,278,850,957 $4,964,880,759
Inflation SEK0 $0
TotalSEK53,224,255,647,459$5,255,730,346,647
ProductVolume
SGD
USD
Equivalent
IRS SGD3,266,484,598,521 $2,281,144,312,666
OIS SGD0 $0
Basis SGD5,996,205,896 $4,187,440,830
Zeroes SGD620,000,000 $432,976,012
FRAs SGD0 $0
VNS SGD381,610,844 $266,497,324
Inflation SGD0 $0
TotalSGD3,273,482,415,261$2,286,031,226,832
ProductVolume
THB
USD
Equivalent
IRS THB13,713,501,564,402 $418,222,066,618
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB13,713,501,564,402$418,222,066,618
ProductVolume
TWD
USD
Equivalent
IRS TWD5,226,327,241,230 $172,971,280,531
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,226,327,241,230$172,971,280,531
ProductVolume
ZAR
USD
Equivalent
IRS ZAR39,977,357,307,239 $2,149,898,214,963
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $14,520,032
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR39,977,627,307,239$2,149,912,734,995
ProductUSD
Equivalent
IRS$179,170,069,810,087
OIS$83,741,382,091,044
Basis$35,406,635,277,088
Zeroes$711,429,116,134
FRAs$69,961,579,970,943
VNS$2,850,407,949,346
Inflation$6,716,365,512,019
Total$378,557,869,726,661

Figures as of COB Apr 6, 2020.

Notional Outstanding by Product

As of COB Apr 6, 2020

Daily Notional by Tenor

As of COB Apr 6, 2020

Notional Outstanding by Currency

As of COB Apr 6, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, 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.

Stay up to date