Volumes

  • Client Notional Cleared (USD)
    $1,411,793,743,106,198
    Client Notional Outstanding (USD)
    $57,599,169,362,497
    As of COB Nov 27, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $4,202,094,000,000,000
    Trades Compressed
    27,760,477
  • 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 Nov 27, 2020. *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
$132,498,619,411
$1,085,374,802,598
$90,839,897,700,530
$21,790,069,644,428
EUR
€133,469,553,612
€665,614,256,730
€35,590,916,236,366
€10,350,325,977,274
GBP
£104,561,957,249
£399,306,756,624
£41,025,954,523,563
£8,835,603,726,287
JPY
¥1,414,895,062,880
¥6,836,290,609,561
¥312,671,666,690,581
¥100,019,637,746,242
CHF
CHF3,994,041,000
CHF20,378,333,146
CHF864,512,267,184
CHF355,950,097,905
AUD
$12,483,415,200
$112,625,279,248
$22,770,441,551,327
$3,782,112,505,936
CAD
$32,499,210,000
$229,985,491,772
$9,867,923,496,280
$2,298,690,689,873
Other*
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$51,940,538,244
$341,475,931,564
$14,049,671,828,019
$5,758,273,426,990
BRL
BRL0
BRL0
BRL75,814,390,432
BRL6,681,456,680
CLP
CLP35,780,000,000
CLP120,794,470,000
CLP3,942,861,293,142
CLP1,443,461,220,000
CNY
CNY13,812,580,000
CNY146,355,342,400
CNY6,187,150,269,821
CNY2,201,892,498,324
COP
COP0
COP115,000,000,000
COP11,926,091,476,944
COP2,643,063,000,000
CZK
CZK28,266,908,029
CZK324,189,668,799
CZK17,427,765,804,199
CZK4,671,185,866,406
DKK
DKK1,096,000,000
DKK20,367,500,000
DKK819,720,872,367
DKK964,047,449,783
HKD
HKD3,953,000,000
HKD57,748,334,062
HKD4,225,056,332,047
HKD2,961,468,249,093
HUF
HUF104,229,600,000
HUF1,068,356,437,175
HUF109,718,347,142,781
HUF28,930,661,136,857
ILS
ILS213,500,000
ILS6,998,500,000
ILS54,273,277,000
ILS43,572,227,000
INR
INR148,243,720,000
INR795,453,420,000
INR23,312,354,287,646
INR9,222,968,440,062
KRW
KRW4,056,840,000,000
KRW21,344,158,507,996
KRW1,175,282,743,755,322
KRW447,364,223,184,877
MXN
MXN962,200,000
MXN59,483,197,217
MXN965,222,526,138
MXN206,691,640,970
NOK
NOK35,033,782,000
NOK233,889,341,798
NOK7,604,819,626,326
NOK2,159,505,256,614
NZD
NZD33,316,900,000
NZD184,175,061,000
NZD6,863,308,784,479
NZD2,201,073,966,769
PLN
PLN2,754,914,000
PLN29,473,561,784
PLN2,454,165,197,191
PLN1,213,234,853,345
SEK
SEK29,394,984,570
SEK351,713,381,624
SEK16,484,601,376,091
SEK4,970,174,341,292
SGD
SGD1,352,950,000
SGD9,605,925,000
SGD947,306,174,615
SGD647,780,641,528
THB
THB21,597,000,000
THB137,118,000,000
THB4,473,794,943,378
THB1,335,996,064,137
TWD
TWD11,138,500,000
TWD56,942,200,000
TWD2,218,697,581,584
TWD602,819,627,964
ZAR
ZAR121,803,965,874
ZAR568,351,861,342
ZAR23,042,698,942,687
ZAR11,752,910,511,566
Total in USD$535,411,680,061$3,099,400,378,924$224,329,628,537,180$57,599,169,362,497

Figures as of COB Nov 27, 2020. Weekly figures as of COB Nov 27, 2020. *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 $81,227,916,411
OIS $48,928,263,000
Basis $500,000,000
Zeroes $0
FRAs $1,200,000,000
VNS $1,740,000
Inflation $640,700,000
Total$132,498,619,411
ProductVolume
EUR
USD
Equivalent
IRS €49,301,088,348 $58,954,241,446
OIS €39,112,452,551 $46,770,670,761
Basis €0 $0
Zeroes €0 $0
FRAs €41,850,000,000 $50,044,230,000
VNS €91,442,713 $109,347,196
Inflation €3,114,570,000 $3,724,402,806
Total€133,469,553,612$159,602,892,209
ProductVolume
GBP
USD
Equivalent
IRS £11,639,036,000 $15,483,991,543
OIS £48,586,863,260 $64,637,533,538
Basis £1,000,000,000 $1,330,350,000
Zeroes £0 $0
FRAs £39,908,000,000 $53,091,607,800
VNS £316,280,739 $420,764,082
Inflation £3,111,777,250 $4,139,752,865
Total£104,561,957,249$139,103,999,828
ProductVolume
JPY
USD
Equivalent
IRS ¥889,795,062,880 $8,552,843,398
OIS ¥215,000,000,000 $2,066,612,198
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥310,100,000,000 $2,980,727,640
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,414,895,062,880$13,600,183,236
ProductVolume
CHF
USD
Equivalent
IRS CHF3,480,041,000 $3,846,624,295
OIS CHF514,000,000 $568,144,136
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,994,041,000$4,414,768,431
ProductVolume
AUD
USD
Equivalent
IRS $11,194,753,200 $8,271,243,402
OIS $0 $0
Basis $1,288,662,000 $952,127,919
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$12,483,415,200$9,223,371,321
ProductVolume
CAD
USD
Equivalent
IRS $26,248,010,000 $20,213,322,552
OIS $6,100,000,000 $4,697,547,264
Basis $150,000,000 $115,513,457
Zeroes $0 $0
FRAs $0 $0
VNS $1,200,000 $924,108
Inflation $0 $0
Total$32,499,210,000$25,027,307,381
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP35,780,000,000 $46,549,145
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP35,780,000,000$46,549,145
ProductVolume
CNY
USD
Equivalent
IRS CNY13,812,580,000 $2,100,181,698
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,812,580,000$2,100,181,698
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 CZK28,266,908,029 $1,290,785,334
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK28,266,908,029$1,290,785,334
ProductVolume
DKK
USD
Equivalent
IRS DKK1,096,000,000 $176,088,301
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,096,000,000$176,088,301
ProductVolume
HKD
USD
Equivalent
IRS HKD3,053,000,000 $393,907,529
OIS HKD0 $0
Basis HKD900,000,000 $116,120,791
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD3,953,000,000$510,028,320
ProductVolume
HUF
USD
Equivalent
IRS HUF104,229,600,000 $344,452,486
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF104,229,600,000$344,452,486
ProductVolume
ILS
USD
Equivalent
IRS ILS213,500,000 $64,415,882
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS213,500,000$64,415,882
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR148,243,720,000 $2,004,913,701
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR148,243,720,000$2,004,913,701
ProductVolume
KRW
USD
Equivalent
IRS KRW4,056,840,000,000 $3,670,816,895
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,056,840,000,000$3,670,816,895
ProductVolume
MXN
USD
Equivalent
IRS MXN962,200,000 $47,960,125
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN962,200,000$47,960,125
ProductVolume
NOK
USD
Equivalent
IRS NOK14,833,782,000 $1,678,789,271
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK20,200,000,000 $2,286,102,309
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK35,033,782,000$3,964,891,580
ProductVolume
NZD
USD
Equivalent
IRS NZD3,336,900,000 $2,345,173,320
OIS NZD29,980,000,000 $21,069,944,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD33,316,900,000$23,415,117,320
ProductVolume
PLN
USD
Equivalent
IRS PLN2,754,914,000 $734,379,357
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,754,914,000$734,379,357
ProductVolume
SEK
USD
Equivalent
IRS SEK21,694,984,570 $2,554,169,093
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK7,700,000,000 $906,527,587
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK29,394,984,570$3,460,696,680
ProductVolume
SGD
USD
Equivalent
IRS SGD1,352,950,000 $1,011,400,164
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,352,950,000$1,011,400,164
ProductVolume
THB
USD
Equivalent
IRS THB21,597,000,000 $713,007,593
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB21,597,000,000$713,007,593
ProductVolume
TWD
USD
Equivalent
IRS TWD11,138,500,000 $390,605,274
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD11,138,500,000$390,605,274
ProductVolume
ZAR
USD
Equivalent
IRS ZAR121,803,965,874 $7,994,248,389
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR121,803,965,874$7,994,248,389
ProductUSD
Equivalent
IRS$222,107,112,903
OIS$190,743,628,598
Basis$3,014,112,167
Zeroes$0
FRAs$110,509,195,336
VNS$532,775,386
Inflation$8,504,855,671
Total$535,411,680,061
Show:
ProductUSD
Equivalent
IRS $498,647,681,644
OIS $374,613,340,375
Basis $105,352,800,000
Zeroes $0
FRAs $99,692,094,577
VNS $1,063,035,002
Inflation $6,005,851,000
Total$1,085,374,802,598
ProductVolume
EUR
USD
Equivalent
IRS €209,031,417,585 $248,777,814,547
OIS €345,763,157,894 $411,512,161,154
Basis €4,698,166,000 $5,586,724,789
Zeroes €1,815,200,000 $2,155,501,000
FRAs €83,230,000,000 $99,237,837,500
VNS €859,737,329 $1,024,012,291
Inflation €20,216,577,922 $24,049,824,697
Total€665,614,256,730$792,343,875,978
ProductVolume
GBP
USD
Equivalent
IRS £89,553,849,729 $119,566,648,963
OIS £187,142,678,825 $249,669,203,751
Basis £7,947,150,000 $10,620,887,493
Zeroes £1,290,608,044 $1,720,650,910
FRAs £94,728,000,000 $126,252,319,800
VNS £3,393,339,332 $4,532,791,401
Inflation £15,251,130,694 $20,348,974,860
Total£399,306,756,624$532,711,477,178
ProductVolume
JPY
USD
Equivalent
IRS ¥5,694,990,609,561 $54,563,010,253
OIS ¥335,000,000,000 $3,217,012,625
Basis ¥27,000,000,000 $258,558,774
Zeroes ¥0 $0
FRAs ¥779,300,000,000 $7,473,050,023
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,836,290,609,561$65,511,631,675
ProductVolume
CHF
USD
Equivalent
IRS CHF18,594,332,996 $20,464,048,638
OIS CHF1,784,000,150 $1,964,632,103
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF20,378,333,146$22,428,680,741
ProductVolume
AUD
USD
Equivalent
IRS $104,278,317,248 $76,589,405,974
OIS $4,350,000,000 $3,200,419,700
Basis $3,996,962,000 $2,946,275,109
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$112,625,279,248$82,736,100,783
ProductVolume
CAD
USD
Equivalent
IRS $203,898,791,772 $156,764,282,498
OIS $20,316,600,000 $15,616,501,847
Basis $5,761,900,000 $4,430,816,635
Zeroes $0 $0
FRAs $0 $0
VNS $8,200,000 $6,277,427
Inflation $0 $0
Total$229,985,491,772$176,817,878,407
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP120,794,470,000 $156,901,659
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP120,794,470,000$156,901,659
ProductVolume
CNY
USD
Equivalent
IRS CNY146,355,342,400 $22,235,476,031
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY146,355,342,400$22,235,476,031
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP115,000,000,000 $31,788,153
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP115,000,000,000$31,788,153
ProductVolume
CZK
USD
Equivalent
IRS CZK236,364,668,799 $10,731,735,743
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK87,825,000,000 $3,982,463,054
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK324,189,668,799$14,714,198,797
ProductVolume
DKK
USD
Equivalent
IRS DKK20,342,000,000 $3,247,065,911
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK25,500,000 $4,082,515
Inflation DKK0 $0
TotalDKK20,367,500,000$3,251,148,426
ProductVolume
HKD
USD
Equivalent
IRS HKD56,648,334,062 $7,308,187,538
OIS HKD0 $0
Basis HKD1,100,000,000 $141,922,416
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD57,748,334,062$7,450,109,954
ProductVolume
HUF
USD
Equivalent
IRS HUF1,057,556,437,175 $3,482,695,869
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF10,800,000,000 $35,566,679
Inflation HUF0 $0
TotalHUF1,068,356,437,175$3,518,262,548
ProductVolume
ILS
USD
Equivalent
IRS ILS6,998,500,000 $2,104,613,364
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS6,998,500,000$2,104,613,364
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR795,453,420,000 $10,745,750,045
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR795,453,420,000$10,745,750,045
ProductVolume
KRW
USD
Equivalent
IRS KRW21,344,158,507,996 $19,278,103,479
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW21,344,158,507,996$19,278,103,479
ProductVolume
MXN
USD
Equivalent
IRS MXN59,483,197,217 $2,972,653,594
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN59,483,197,217$2,972,653,594
ProductVolume
NOK
USD
Equivalent
IRS NOK210,582,648,548 $23,582,461,920
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK23,200,000,000 $2,619,570,161
VNS NOK106,693,250 $11,965,113
Inflation NOK0 $0
TotalNOK233,889,341,798$26,213,997,194
ProductVolume
NZD
USD
Equivalent
IRS NZD36,099,161,000 $25,223,298,140
OIS NZD147,860,900,000 $103,452,050,745
Basis NZD215,000,000 $150,725,750
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD184,175,061,000$128,826,074,635
ProductVolume
PLN
USD
Equivalent
IRS PLN29,473,561,784 $7,844,511,571
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN29,473,561,784$7,844,511,571
ProductVolume
SEK
USD
Equivalent
IRS SEK301,813,381,624 $35,314,142,798
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK49,900,000,000 $5,825,038,653
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK351,713,381,624$41,139,181,451
ProductVolume
SGD
USD
Equivalent
IRS SGD9,045,925,000 $6,750,170,112
OIS SGD0 $0
Basis SGD560,000,000 $416,682,168
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD9,605,925,000$7,166,852,280
ProductVolume
THB
USD
Equivalent
IRS THB137,118,000,000 $4,526,895,002
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB137,118,000,000$4,526,895,002
ProductVolume
TWD
USD
Equivalent
IRS TWD56,942,200,000 $1,996,796,270
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD56,942,200,000$1,996,796,270
ProductVolume
ZAR
USD
Equivalent
IRS ZAR568,351,861,342 $37,302,617,111
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR568,351,861,342$37,302,617,111
ProductUSD
Equivalent
IRS$1,389,431,218,629
OIS$1,174,022,860,498
Basis$129,905,393,134
Zeroes$3,876,151,910
FRAs$345,082,373,768
VNS$6,677,730,428
Inflation$50,404,650,557
Total$3,099,400,378,924
Show:
ProductUSD
Equivalent
IRS $28,845,716,704,969
OIS $38,648,800,954,329
Basis $6,446,498,113,182
Zeroes $31,325,641,774
FRAs $16,323,783,252,969
VNS $118,100,930,365
Inflation $425,672,102,942
Total$90,839,897,700,530
ProductVolume
EUR
USD
Equivalent
IRS €13,770,155,569,219 $15,548,912,928,930
OIS €18,667,922,620,923 $21,040,013,628,279
Basis €270,537,650,031 $305,132,030,839
Zeroes €35,804,620,207 $40,140,677,833
FRAs €2,230,871,428,268 $2,519,604,902,952
VNS €108,121,930,570 $120,410,958,270
Inflation €507,502,417,148 $575,740,255,210
Total€35,590,916,236,366$40,149,955,382,313
ProductVolume
GBP
USD
Equivalent
IRS £5,575,726,955,229 $7,143,047,512,301
OIS £31,123,406,994,286 $40,035,646,098,204
Basis £903,071,177,232 $1,155,296,585,399
Zeroes £31,213,839,189 $39,975,458,746
FRAs £2,931,784,663,633 $3,764,013,618,795
VNS £27,050,701,131 $34,641,601,991
Inflation £433,700,192,863 $554,494,064,567
Total£41,025,954,523,563$52,727,114,940,003
ProductVolume
JPY
USD
Equivalent
IRS ¥285,817,304,746,581 $2,669,705,778,747
OIS ¥20,095,419,944,000 $187,448,967,253
Basis ¥4,468,942,000,000 $41,688,709,030
Zeroes ¥0 $0
FRAs ¥2,290,000,000,000 $21,649,717,660
VNS ¥0 $0
Inflation ¥0 $0
Total¥312,671,666,690,581$2,920,493,172,690
ProductVolume
CHF
USD
Equivalent
IRS CHF770,186,049,784 $817,370,641,257
OIS CHF71,570,420,150 $75,545,017,557
Basis CHF4,500,475,000 $4,820,906,009
Zeroes CHF0 $0
FRAs CHF18,130,100,000 $18,900,594,608
VNS CHF125,222,250 $132,034,278
Inflation CHF0 $0
TotalCHF864,512,267,184$916,769,193,709
ProductVolume
AUD
USD
Equivalent
IRS $3,740,412,487,867 $2,551,701,515,239
OIS $18,605,539,141,849 $12,554,315,633,232
Basis $422,526,410,738 $282,352,119,990
Zeroes $674,883,724 $476,608,647
FRAs $0 $0
VNS $1,288,627,149 $884,409,523
Inflation $0 $0
Total$22,770,441,551,327$15,389,730,286,631
ProductVolume
CAD
USD
Equivalent
IRS $4,693,387,363,467 $3,484,434,603,405
OIS $5,017,733,688,676 $3,735,110,662,215
Basis $151,422,575,000 $112,433,591,599
Zeroes $183,625,608 $137,886,651
FRAs $0 $0
VNS $5,196,243,529 $3,879,289,415
Inflation $0 $0
Total$9,867,923,496,280$7,335,996,033,285
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL75,814,390,432 $15,179,931,714
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL75,814,390,432$15,179,931,714
ProductVolume
CLP
USD
Equivalent
IRS CLP3,942,861,293,142 $4,869,966,915
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,942,861,293,142$4,869,966,915
ProductVolume
CNY
USD
Equivalent
IRS CNY6,187,150,269,821 $893,460,352,590
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY6,187,150,269,821$893,460,352,590
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP11,926,091,476,944 $3,239,109,110
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP11,926,091,476,944$3,239,109,110
ProductVolume
CZK
USD
Equivalent
IRS CZK10,994,840,507,199 $472,555,284,453
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK6,410,531,440,000 $275,908,043,726
VNS CZK8,441,157,000 $366,976,207
Inflation CZK0 $0
TotalCZK17,427,765,804,199$749,427,119,902
ProductVolume
DKK
USD
Equivalent
IRS DKK724,836,864,415 $109,987,717,765
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK94,616,000,000 $13,945,927,840
VNS DKK268,007,952 $40,619,382
Inflation DKK0 $0
TotalDKK819,720,872,367$123,974,264,987
ProductVolume
HKD
USD
Equivalent
IRS HKD3,893,561,832,047 $501,799,665,787
OIS HKD0 $0
Basis HKD331,064,500,000 $42,678,524,478
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD430,000,000 $55,403,035
Inflation HKD0 $0
TotalHKD4,225,056,332,047$544,533,593,300
ProductVolume
HUF
USD
Equivalent
IRS HUF77,147,883,563,281 $250,144,034,618
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF7,000,000,000 $23,423,638
FRAs HUF32,544,084,000,000 $105,143,771,818
VNS HUF19,379,579,500 $63,869,480
Inflation HUF0 $0
TotalHUF109,718,347,142,781$355,375,099,554
ProductVolume
ILS
USD
Equivalent
IRS ILS52,173,277,000 $15,317,324,521
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS2,100,000,000 $620,466,709
VNS ILS0 $0
Inflation ILS0 $0
TotalILS54,273,277,000$15,937,791,230
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR23,312,354,287,646 $316,111,706,728
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR23,312,354,287,646$316,111,706,728
ProductVolume
KRW
USD
Equivalent
IRS KRW1,175,282,743,755,322 $992,772,892,051
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,175,282,743,755,322$992,772,892,051
ProductVolume
MXN
USD
Equivalent
IRS MXN965,222,526,138 $44,963,424,310
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN965,222,526,138$44,963,424,310
ProductVolume
NOK
USD
Equivalent
IRS NOK4,427,906,248,009 $469,832,276,338
OIS NOK0 $0
Basis NOK34,730,000,000 $3,666,550,850
Zeroes NOK0 $0
FRAs NOK3,132,482,300,000 $335,220,959,034
VNS NOK9,701,078,317 $1,013,315,834
Inflation NOK0 $0
TotalNOK7,604,819,626,326$809,733,102,056
ProductVolume
NZD
USD
Equivalent
IRS NZD1,442,694,852,851 $930,590,203,868
OIS NZD5,311,314,696,000 $3,471,599,673,549
Basis NZD109,139,400,000 $72,011,684,860
Zeroes NZD104,000,000 $69,024,800
FRAs NZD0 $0
VNS NZD55,835,628 $35,376,762
Inflation NZD0 $0
TotalNZD6,863,308,784,479$4,474,305,963,839
ProductVolume
PLN
USD
Equivalent
IRS PLN1,903,436,109,871 $487,949,237,900
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,058,337,660
FRAs PLN544,685,831,000 $139,623,992,426
VNS PLN1,887,456,320 $456,568,062
Inflation PLN0 $0
TotalPLN2,454,165,197,191$629,088,136,048
ProductVolume
SEK
USD
Equivalent
IRS SEK11,616,712,146,843 $1,252,107,111,561
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK4,864,076,000,000 $522,842,278,268
VNS SEK3,813,229,248 $411,779,526
Inflation SEK0 $0
TotalSEK16,484,601,376,091$1,775,361,169,355
ProductVolume
SGD
USD
Equivalent
IRS SGD941,746,169,615 $679,982,940,222
OIS SGD1,282,900,000 $934,246,572
Basis SGD3,290,000,000 $2,394,675,156
Zeroes SGD302,000,000 $217,662,956
FRAs SGD0 $0
VNS SGD685,105,000 $500,680,767
Inflation SGD0 $0
TotalSGD947,306,174,615$684,030,205,673
ProductVolume
THB
USD
Equivalent
IRS THB4,473,794,943,378 $143,066,528,768
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB4,473,794,943,378$143,066,528,768
ProductVolume
TWD
USD
Equivalent
IRS TWD2,218,697,581,584 $75,033,290,206
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,218,697,581,584$75,033,290,206
ProductVolume
ZAR
USD
Equivalent
IRS ZAR23,028,323,942,687 $1,398,343,865,326
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $841,793,863
FRAs ZAR0 $0
VNS ZAR375,000,000 $22,520,494
Inflation ZAR0 $0
TotalZAR23,042,698,942,687$1,399,208,179,683
ProductUSD
Equivalent
IRS$69,798,845,733,761
OIS$120,068,765,697,028
Basis$8,469,035,685,281
Zeroes$114,801,138,195
FRAs$24,041,257,526,805
VNS$281,016,333,391
Inflation$1,555,906,422,719
Total$224,329,628,537,180
Show:
ProductUSD
Equivalent
IRS $11,449,971,433,436
OIS $5,333,758,049,856
Basis $2,772,848,573,935
Zeroes $5,632,891,253
FRAs $1,685,736,969,270
VNS $320,725,381,361
Inflation $221,396,345,317
Total$21,790,069,644,428
ProductVolume
EUR
USD
Equivalent
IRS €5,770,293,600,097 $6,900,117,086,996
OIS €3,457,373,476,421 $4,134,327,203,104
Basis €184,618,879,499 $220,767,256,105
Zeroes €15,121,758,180 $18,082,598,431
FRAs €505,972,809,366 $605,042,285,440
VNS €172,032,265,846 $205,716,183,498
Inflation €244,913,187,866 $292,867,190,050
Total€10,350,325,977,275$12,376,919,803,624
ProductVolume
GBP
USD
Equivalent
IRS £1,425,571,446,606 $1,896,508,973,993
OIS £6,013,114,836,839 $7,999,547,323,189
Basis £482,819,735,796 $642,319,235,517
Zeroes £16,447,158,836 $21,880,477,757
FRAs £562,842,260,834 $748,777,201,701
VNS £52,728,012,545 $70,146,711,490
Inflation £282,080,274,830 $375,265,493,620
Total£8,835,603,726,286$11,754,445,417,267
ProductVolume
JPY
USD
Equivalent
IRS ¥82,646,315,702,677 $794,408,763,423
OIS ¥10,046,635,450,637 $96,569,764,508
Basis ¥5,940,933,507,610 $57,105,142,573
Zeroes ¥0 $0
FRAs ¥1,378,000,000,000 $13,245,542,366
VNS ¥7,753,085,318 $74,523,817
Inflation ¥0 $0
Total¥100,019,637,746,242$961,403,736,687
ProductVolume
CHF
USD
Equivalent
IRS CHF287,596,845,667 $317,891,948,344
OIS CHF35,043,570,988 $38,735,018,225
Basis CHF29,992,275,000 $33,151,624,848
Zeroes CHF0 $0
FRAs CHF2,586,000,000 $2,858,406,101
VNS CHF731,406,250 $808,451,697
Inflation CHF0 $0
TotalCHF355,950,097,905$393,445,449,215
ProductVolume
AUD
USD
Equivalent
IRS $1,143,808,277,230 $845,102,745,632
OIS $2,441,733,902,315 $1,804,075,093,725
Basis $189,546,956,226 $140,046,768,608
Zeroes $585,934,225 $432,917,502
FRAs $0 $0
VNS $6,437,435,940 $4,756,299,544
Inflation $0 $0
Total$3,782,112,505,936$2,794,413,825,011
ProductVolume
CAD
USD
Equivalent
IRS $1,734,344,775,205 $1,335,601,074,433
OIS $415,949,148,084 $320,318,161,090
Basis $134,914,149,032 $103,895,998,638
Zeroes $671,860,765 $517,393,066
FRAs $0 $0
VNS $12,810,756,788 $9,865,432,049
Inflation $0 $0
Total$2,298,690,689,874$1,770,198,059,276
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL6,681,456,680 $1,254,592,286
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL6,681,456,680$1,254,592,286
ProductVolume
CLP
USD
Equivalent
IRS CLP1,443,461,220,000 $1,877,917,414
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,443,461,220,000$1,877,917,414
ProductVolume
CNY
USD
Equivalent
IRS CNY2,201,892,498,324 $334,794,392,198
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,201,892,498,324$334,794,392,198
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP2,643,063,000,000 $732,779,672
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP2,643,063,000,000$732,779,672
ProductVolume
CZK
USD
Equivalent
IRS CZK3,643,461,124,854 $166,375,684,956
OIS CZK0 $0
Basis CZK2,625,000,000 $119,868,487
Zeroes CZK0 $0
FRAs CZK1,011,467,983,502 $46,187,861,706
VNS CZK13,631,758,050 $622,483,129
Inflation CZK0 $0
TotalCZK4,671,185,866,406$213,305,898,278
ProductVolume
DKK
USD
Equivalent
IRS DKK953,562,464,758 $153,203,644,635
OIS DKK0 $0
Basis DKK3,350,000,000 $538,226,103
Zeroes DKK0 $0
FRAs DKK5,000,000,000 $803,322,542
VNS DKK2,134,985,025 $343,016,319
Inflation DKK0 $0
TotalDKK964,047,449,783$154,888,209,599
ProductVolume
HKD
USD
Equivalent
IRS HKD2,603,899,696,007 $335,963,214,999
OIS HKD0 $0
Basis HKD356,175,253,086 $45,954,835,861
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,393,300,000 $179,767,887
Inflation HKD0 $0
TotalHKD2,961,468,249,093$382,097,818,747
ProductVolume
HUF
USD
Equivalent
IRS HUF21,640,433,012,024 $71,516,161,906
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF31,600,000,000 $104,430,014
FRAs HUF7,209,468,615,854 $23,825,471,722
VNS HUF49,159,508,979 $162,459,753
Inflation HUF0 $0
TotalHUF28,930,661,136,857$95,608,523,395
ProductVolume
ILS
USD
Equivalent
IRS ILS41,472,227,000 $12,512,740,466
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS2,100,000,000 $633,598,841
VNS ILS0 $0
Inflation ILS0 $0
TotalILS43,572,227,000$13,146,339,307
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR9,222,968,440,062 $124,735,508,425
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR9,222,968,440,062$124,735,508,425
ProductVolume
KRW
USD
Equivalent
IRS KRW447,364,223,184,877 $404,795,887,641
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW447,364,223,184,877$404,795,887,641
ProductVolume
MXN
USD
Equivalent
IRS MXN206,691,640,970 $10,302,387,089
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN206,691,640,970$10,302,387,089
ProductVolume
NOK
USD
Equivalent
IRS NOK1,470,193,882,348 $166,386,813,303
OIS NOK0 $0
Basis NOK79,971,043,494 $9,050,593,424
Zeroes NOK0 $0
FRAs NOK568,474,173,414 $64,336,144,569
VNS NOK40,866,157,358 $4,624,961,222
Inflation NOK0 $0
TotalNOK2,159,505,256,614$244,398,512,518
ProductVolume
NZD
USD
Equivalent
IRS NZD735,350,983,982 $516,804,671,543
OIS NZD1,441,086,130,098 $1,012,795,332,233
Basis NZD24,205,640,000 $17,011,723,792
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD431,212,689 $303,056,278
Inflation NZD0 $0
TotalNZD2,201,073,966,769$1,546,914,783,846
ProductVolume
PLN
USD
Equivalent
IRS PLN989,381,901,628 $263,740,227,286
OIS PLN0 $0
Basis PLN200,000,000 $53,314,140
Zeroes PLN0 $0
FRAs PLN218,957,300,000 $58,367,600,997
VNS PLN4,695,651,717 $1,251,723,171
Inflation PLN0 $0
TotalPLN1,213,234,853,345$323,412,865,594
ProductVolume
SEK
USD
Equivalent
IRS SEK3,913,121,201,031 $460,695,106,638
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $30,587,855
FRAs SEK1,037,264,930,646 $122,118,087,656
VNS SEK19,528,397,905 $2,299,094,992
Inflation SEK0 $0
TotalSEK4,970,174,341,292$585,142,877,141
ProductVolume
SGD
USD
Equivalent
IRS SGD642,970,745,211 $480,653,917,329
OIS SGD1,222,900,000 $914,181,057
Basis SGD2,799,005,896 $2,092,401,806
Zeroes SGD290,000,000 $216,790,013
FRAs SGD0 $0
VNS SGD497,990,422 $372,273,620
Inflation SGD0 $0
TotalSGD647,780,641,529$484,249,563,825
ProductVolume
THB
USD
Equivalent
IRS THB1,335,996,064,137 $44,106,836,056
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,335,996,064,137$44,106,836,056
ProductVolume
TWD
USD
Equivalent
IRS TWD602,819,627,964 $21,139,697,993
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD602,819,627,964$21,139,697,993
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,738,535,511,566 $770,424,574,725
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $918,849,207
FRAs ZAR0 $0
VNS ZAR375,000,000 $24,612,032
Inflation ZAR0 $0
TotalZAR11,752,910,511,566$771,368,035,964
ProductUSD
Equivalent
IRS$27,756,150,494,720
OIS$20,866,508,415,084
Basis$4,044,955,563,837
Zeroes$47,816,935,098
FRAs$3,371,932,492,911
VNS$622,276,431,859
Inflation$889,529,028,987
Total$57,599,169,362,496

Figures as of COB Nov 27, 2020.

Notional Outstanding by Product

As of COB Nov 27, 2020

Daily Notional by Tenor
 

As of COB Nov 27, 2020

Notional Outstanding by Tenor
 

As of COB Nov 27, 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
$379,875,165,446
$4,211,593,667,171
$423,591,994,059,460
$117,992,371,276,438
EUR
€521,935,994,212
€3,028,746,000,935
€211,824,108,432,582
€81,056,957,805,310
GBP
£342,624,737,491
£1,693,555,435,668
£145,589,765,272,739
£41,963,226,175,300
JPY
¥4,136,542,185,760
¥19,062,268,119,122
¥1,228,317,333,306,140
¥1,025,094,623,373,190
CHF
CHF10,649,662,000
CHF73,867,840,398
CHF5,616,458,076,059
CHF2,723,553,645,435
AUD
$49,609,831,824
$475,666,193,554
$71,896,533,841,986
$25,590,636,670,640
CAD
$87,694,220,000
$642,807,198,732
$31,138,045,840,187
$17,514,670,841,402
Other*
Show All
Hide
$191,448,936,985
$1,169,499,559,270
$53,688,387,814,053
$35,640,768,182,608
BRL
BRL0
BRL0
BRL151,742,836,819
BRL84,985,502,801
CLP
CLP71,560,000,000
CLP241,588,940,000
CLP10,335,561,826,284
CLP7,794,049,400,214
CNY
CNY102,355,890,820
CNY530,905,971,632
CNY21,827,599,657,996
CNY14,506,207,324,525
COP
COP0
COP230,000,000,000
COP27,278,439,753,888
COP19,120,320,284,260
CZK
CZK118,910,816,058
CZK1,111,323,337,598
CZK66,985,919,206,816
CZK32,037,502,432,545
DKK
DKK2,192,000,000
DKK44,231,000,000
DKK2,201,005,047,727
DKK4,873,699,190,552
HKD
HKD24,340,000,000
HKD264,756,036,248
HKD19,812,905,765,128
HKD16,320,309,012,531
HUF
HUF1,963,779,200,000
HUF5,774,388,322,648
HUF432,355,551,989,330
HUF169,935,881,136,015
ILS
ILS414,000,000
ILS16,634,000,000
ILS124,909,826,000
ILS102,657,151,856
INR
INR520,347,440,000
INR2,897,199,040,000
INR85,048,292,149,028
INR70,280,576,734,174
KRW
KRW10,527,680,000,000
KRW88,380,452,015,992
KRW3,950,822,369,634,440
KRW2,699,448,257,180,770
MXN
MXN1,924,400,000
MXN118,966,394,434
MXN2,287,584,660,018
MXN2,009,205,305,909
NOK
NOK73,649,664,000
NOK545,923,393,596
NOK32,812,067,242,971
NOK23,201,324,741,009
NZD
NZD109,751,700,000
NZD648,043,830,000
NZD24,991,007,709,091
NZD14,726,292,047,355
PLN
PLN7,938,428,000
PLN106,306,763,568
PLN8,741,228,461,801
PLN4,925,634,710,611
SEK
SEK217,045,121,564
SEK1,263,559,088,484
SEK77,586,994,697,524
SEK49,728,411,839,304
SGD
SGD6,671,900,000
SGD29,034,759,564
SGD3,656,750,153,277
SGD2,112,268,977,132
THB
THB48,284,000,000
THB598,372,000,000
THB21,120,192,561,460
THB14,233,671,534,011
TWD
TWD42,097,400,000
TWD180,023,406,168
TWD7,879,388,875,678
TWD7,622,012,660,616
ZAR
ZAR341,305,531,748
ZAR1,664,891,208,684
ZAR78,516,827,197,562
ZAR38,197,480,217,360
Total in USD$1,806,985,172,434$12,352,824,054,732$992,371,939,646,212$351,646,149,849,767

Figures as of COB Nov 27, 2020. Weekly figures as of COB Nov 27, 2020. *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 $223,418,075,318
OIS $141,211,866,000
Basis $3,568,000,000
Zeroes $0
FRAs $9,422,008,000
VNS $270,316,128
Inflation $1,984,900,000
Total$379,875,165,446
ProductVolume
EUR
USD
Equivalent
IRS €282,169,849,683 $337,418,706,251
OIS €134,440,359,103 $160,763,781,415
Basis €0 $0
Zeroes €400,000,000 $478,320,000
FRAs €87,700,000,000 $104,871,660,000
VNS €2,192,885,426 $2,622,252,392
Inflation €15,032,900,000 $17,976,341,820
Total€521,935,994,212$624,131,061,878
ProductVolume
GBP
USD
Equivalent
IRS £96,790,463,596 $128,765,193,245
OIS £139,319,327,720 $185,343,467,632
Basis £10,218,558,000 $13,594,258,635
Zeroes £0 $0
FRAs £84,316,000,000 $112,169,790,600
VNS £878,233,675 $1,168,358,169
Inflation £11,102,154,500 $14,769,751,239
Total£342,624,737,491$455,810,819,520
ProductVolume
JPY
USD
Equivalent
IRS ¥2,807,362,185,760 $26,984,785,752
OIS ¥687,120,000,000 $6,604,700,341
Basis ¥21,860,000,000 $210,121,594
Zeroes ¥0 $0
FRAs ¥620,200,000,000 $5,961,455,279
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,136,542,185,760$39,761,062,966
ProductVolume
CHF
USD
Equivalent
IRS CHF9,595,662,000 $10,606,457,389
OIS CHF1,054,000,000 $1,165,027,081
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,649,662,000$11,771,484,470
ProductVolume
AUD
USD
Equivalent
IRS $44,763,406,400 $33,073,442,819
OIS $0 $0
Basis $4,752,324,000 $3,511,254,587
Zeroes $0 $0
FRAs $0 $0
VNS $94,101,424 $69,526,837
Inflation $0 $0
Total$49,609,831,824$36,654,224,243
ProductVolume
CAD
USD
Equivalent
IRS $65,991,820,000 $50,819,621,886
OIS $20,700,000,000 $15,940,857,110
Basis $1,000,000,000 $770,089,715
Zeroes $0 $0
FRAs $0 $0
VNS $2,400,000 $1,848,215
Inflation $0 $0
Total$87,694,220,000$67,532,416,926
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP71,560,000,000 $93,098,289
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP71,560,000,000$93,098,289
ProductVolume
CNY
USD
Equivalent
IRS CNY102,355,890,820 $15,563,056,907
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY102,355,890,820$15,563,056,907
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 CZK101,310,816,058 $4,626,275,906
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK17,600,000,000 $803,689,666
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK118,910,816,058$5,429,965,572
ProductVolume
DKK
USD
Equivalent
IRS DKK2,192,000,000 $352,176,602
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,192,000,000$352,176,602
ProductVolume
HKD
USD
Equivalent
IRS HKD20,740,000,000 $2,675,939,127
OIS HKD0 $0
Basis HKD3,600,000,000 $464,483,166
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD24,340,000,000$3,140,422,293
ProductVolume
HUF
USD
Equivalent
IRS HUF631,779,200,000 $2,087,870,586
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,332,000,000,000 $4,401,923,363
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,963,779,200,000$6,489,793,949
ProductVolume
ILS
USD
Equivalent
IRS ILS414,000,000 $124,909,486
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS414,000,000$124,909,486
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR520,347,440,000 $7,037,409,150
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR520,347,440,000$7,037,409,150
ProductVolume
KRW
USD
Equivalent
IRS KRW10,527,680,000,000 $9,525,932,897
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW10,527,680,000,000$9,525,932,897
ProductVolume
MXN
USD
Equivalent
IRS MXN1,924,400,000 $95,920,249
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,924,400,000$95,920,249
ProductVolume
NOK
USD
Equivalent
IRS NOK33,249,664,000 $3,762,976,913
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK40,400,000,000 $4,572,204,617
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK73,649,664,000$8,335,181,530
ProductVolume
NZD
USD
Equivalent
IRS NZD9,391,700,000 $6,600,486,760
OIS NZD100,360,000,000 $70,533,008,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD109,751,700,000$77,133,494,760
ProductVolume
PLN
USD
Equivalent
IRS PLN7,938,428,000 $2,116,152,318
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN7,938,428,000$2,116,152,318
ProductVolume
SEK
USD
Equivalent
IRS SEK125,645,121,564 $14,792,307,650
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK91,400,000,000 $10,760,600,192
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK217,045,121,564$25,552,907,842
ProductVolume
SGD
USD
Equivalent
IRS SGD6,671,900,000 $4,987,590,641
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,671,900,000$4,987,590,641
ProductVolume
THB
USD
Equivalent
IRS THB48,284,000,000 $1,594,057,445
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB48,284,000,000$1,594,057,445
ProductVolume
TWD
USD
Equivalent
IRS TWD42,097,400,000 $1,476,272,970
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD42,097,400,000$1,476,272,970
ProductVolume
ZAR
USD
Equivalent
IRS ZAR341,305,531,748 $22,400,594,085
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR341,305,531,748$22,400,594,085
ProductUSD
Equivalent
IRS$903,961,901,491
OIS$588,600,116,729
Basis$22,118,207,697
Zeroes$478,320,000
FRAs$252,963,331,717
VNS$4,132,301,741
Inflation$34,730,993,059
Total$1,806,985,172,434
Show:
ProductUSD
Equivalent
IRS $1,526,445,044,014
OIS $1,122,634,506,750
Basis $320,389,954,000
Zeroes $546,000,000
FRAs $1,221,169,397,154
VNS $4,072,801,753
Inflation $16,335,963,500
Total$4,211,593,667,171
ProductVolume
EUR
USD
Equivalent
IRS €1,270,439,923,345 $1,512,251,118,873
OIS €1,097,018,431,788 $1,305,604,719,465
Basis €11,585,332,000 $13,773,181,078
Zeroes €4,030,400,000 $4,789,322,000
FRAs €561,706,000,000 $668,359,358,000
VNS €7,371,397,958 $8,790,621,439
Inflation €76,594,515,844 $91,162,538,677
Total€3,028,746,000,935$3,604,730,859,532
ProductVolume
GBP
USD
Equivalent
IRS £406,606,316,027 $542,661,011,551
OIS £567,582,335,833 $757,179,129,523
Basis £80,084,591,889 $106,875,637,754
Zeroes £3,011,142,776 $4,014,634,167
FRAs £567,764,000,000 $757,600,057,400
VNS £20,971,931,743 $28,038,795,278
Inflation £47,535,117,400 $63,417,629,478
Total£1,693,555,435,668$2,259,786,895,151
ProductVolume
JPY
USD
Equivalent
IRS ¥16,209,848,119,122 $155,311,756,021
OIS ¥1,063,120,000,000 $10,206,896,888
Basis ¥230,700,000,000 $2,211,441,167
Zeroes ¥0 $0
FRAs ¥1,558,600,000,000 $14,946,100,047
VNS ¥0 $0
Inflation ¥0 $0
Total¥19,062,268,119,122$182,676,194,123
ProductVolume
CHF
USD
Equivalent
IRS CHF59,952,840,098 $65,955,570,138
OIS CHF13,164,000,300 $14,503,927,963
Basis CHF751,000,000 $825,475,056
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF73,867,840,398$81,284,973,157
ProductVolume
AUD
USD
Equivalent
IRS $417,030,875,606 $305,949,653,123
OIS $28,700,000,000 $21,111,039,400
Basis $29,827,424,000 $21,953,305,492
Zeroes $0 $0
FRAs $0 $0
VNS $107,893,948 $79,682,272
Inflation $0 $0
Total$475,666,193,554$349,093,680,287
ProductVolume
CAD
USD
Equivalent
IRS $547,576,121,544 $420,935,798,829
OIS $74,977,800,000 $57,650,820,406
Basis $19,761,800,000 $15,194,138,335
Zeroes $0 $0
FRAs $0 $0
VNS $491,477,188 $377,468,471
Inflation $0 $0
Total$642,807,198,732$494,158,226,041
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP241,588,940,000 $313,803,317
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP241,588,940,000$313,803,317
ProductVolume
CNY
USD
Equivalent
IRS CNY530,905,971,632 $80,672,858,667
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY530,905,971,632$80,672,858,667
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP230,000,000,000 $63,576,305
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP230,000,000,000$63,576,305
ProductVolume
CZK
USD
Equivalent
IRS CZK690,223,337,598 $31,359,096,474
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK421,100,000,000 $19,091,359,797
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,111,323,337,598$50,450,456,271
ProductVolume
DKK
USD
Equivalent
IRS DKK44,180,000,000 $7,052,998,011
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK51,000,000 $8,165,030
Inflation DKK0 $0
TotalDKK44,231,000,000$7,061,163,041
ProductVolume
HKD
USD
Equivalent
IRS HKD260,756,036,248 $33,640,184,630
OIS HKD0 $0
Basis HKD4,000,000,000 $516,086,414
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD264,756,036,248$34,156,271,044
ProductVolume
HUF
USD
Equivalent
IRS HUF3,267,188,322,648 $10,766,000,210
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,464,000,000,000 $8,133,481,551
VNS HUF43,200,000,000 $142,266,717
Inflation HUF0 $0
TotalHUF5,774,388,322,648$19,041,748,478
ProductVolume
ILS
USD
Equivalent
IRS ILS16,634,000,000 $5,001,409,640
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS16,634,000,000$5,001,409,640
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,897,199,040,000 $39,142,681,220
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,897,199,040,000$39,142,681,220
ProductVolume
KRW
USD
Equivalent
IRS KRW88,380,452,015,992 $79,744,789,844
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW88,380,452,015,992$79,744,789,844
ProductVolume
MXN
USD
Equivalent
IRS MXN118,966,394,434 $5,945,307,189
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN118,966,394,434$5,945,307,189
ProductVolume
NOK
USD
Equivalent
IRS NOK423,310,007,096 $47,427,368,357
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK122,400,000,000 $13,836,035,875
VNS NOK213,386,500 $23,930,226
Inflation NOK0 $0
TotalNOK545,923,393,596$61,287,334,458
ProductVolume
NZD
USD
Equivalent
IRS NZD147,182,030,000 $102,788,846,485
OIS NZD451,371,800,000 $315,861,554,490
Basis NZD49,490,000,000 $34,656,708,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD648,043,830,000$453,307,109,475
ProductVolume
PLN
USD
Equivalent
IRS PLN83,222,763,568 $22,155,072,029
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN23,084,000,000 $6,144,033,163
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN106,306,763,568$28,299,105,192
ProductVolume
SEK
USD
Equivalent
IRS SEK887,559,983,780 $103,905,909,920
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK374,800,000,000 $43,872,366,069
VNS SEK1,199,104,704 $140,669,819
Inflation SEK0 $0
TotalSEK1,263,559,088,484$147,918,945,808
ProductVolume
SGD
USD
Equivalent
IRS SGD28,434,759,564 $21,223,898,220
OIS SGD40,000,000 $29,807,370
Basis SGD560,000,000 $416,682,168
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD29,034,759,564$21,670,387,758
ProductVolume
THB
USD
Equivalent
IRS THB598,372,000,000 $19,731,351,176
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB598,372,000,000$19,731,351,176
ProductVolume
TWD
USD
Equivalent
IRS TWD180,023,406,168 $6,313,709,043
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD180,023,406,168$6,313,709,043
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,664,891,208,684 $109,377,551,344
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,664,891,208,684$109,377,551,344
ProductUSD
Equivalent
IRS$5,216,930,107,105
OIS$3,643,988,659,780
Basis$516,812,609,964
Zeroes$9,349,956,167
FRAs$2,753,152,189,056
VNS$41,674,401,005
Inflation$170,916,131,655
Total$12,352,824,054,732
Show:
ProductUSD
Equivalent
IRS $105,115,787,444,457
OIS $109,571,410,191,602
Basis $25,263,516,215,225
Zeroes $103,154,229,992
FRAs $181,861,196,693,938
VNS $353,618,124,996
Inflation $1,323,311,159,250
Total$423,591,994,059,460
ProductVolume
EUR
USD
Equivalent
IRS €74,951,238,987,764 $84,648,676,116,779
OIS €66,699,559,917,648 $75,232,958,411,415
Basis €691,812,814,175 $781,938,754,034
Zeroes €75,005,118,058 $84,247,832,936
FRAs €66,884,100,093,070 $75,597,390,381,622
VNS €272,389,140,714 $305,540,444,302
Inflation €2,250,002,361,153 $2,551,643,141,565
Total€211,824,108,432,582$239,202,395,082,653
ProductVolume
GBP
USD
Equivalent
IRS £19,917,821,837,890 $25,521,753,741,954
OIS £82,580,744,964,022 $106,260,507,689,139
Basis £5,995,294,380,518 $7,656,679,580,737
Zeroes £80,104,566,454 $102,620,141,311
FRAs £35,284,421,094,532 $45,013,701,637,313
VNS £90,761,339,295 $116,777,798,484
Inflation £1,640,617,090,028 $2,097,742,719,278
Total£145,589,765,272,739$186,769,783,308,216
ProductVolume
JPY
USD
Equivalent
IRS ¥1,101,007,832,183,452 $10,268,538,424,041
OIS ¥96,136,412,328,000 $896,284,491,612
Basis ¥25,659,492,152,000 $239,417,812,628
Zeroes ¥28,245,317,628 $264,631,394
FRAs ¥5,484,000,000,000 $51,733,382,743
VNS ¥1,351,325,060 $12,540,721
Inflation ¥0 $0
Total¥1,228,317,333,306,140$11,456,251,283,139
ProductVolume
CHF
USD
Equivalent
IRS CHF3,085,313,898,757 $3,270,823,855,837
OIS CHF971,043,840,300 $1,025,754,199,505
Basis CHF84,501,400,000 $89,751,716,395
Zeroes CHF0 $0
FRAs CHF1,475,300,200,000 $1,538,803,014,824
VNS CHF298,737,002 $317,671,686
Inflation CHF0 $0
TotalCHF5,616,458,076,059$5,925,450,458,247
ProductVolume
AUD
USD
Equivalent
IRS $20,955,609,262,453 $14,258,539,272,101
OIS $48,602,956,483,698 $32,787,687,924,510
Basis $2,328,765,703,844 $1,574,640,088,847
Zeroes $2,055,623,841 $1,409,422,258
FRAs $0 $0
VNS $7,146,768,150 $4,920,358,804
Inflation $0 $0
Total$71,896,533,841,986$48,627,197,066,520
ProductVolume
CAD
USD
Equivalent
IRS $17,900,600,649,301 $13,262,501,358,776
OIS $12,248,864,755,292 $9,115,839,016,704
Basis $887,823,350,000 $657,363,693,130
Zeroes $4,987,065,302 $3,671,388,594
FRAs $0 $0
VNS $95,770,020,292 $71,105,116,720
Inflation $0 $0
Total$31,138,045,840,187$23,110,480,573,924
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL151,742,836,819 $30,382,251,943
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL151,742,836,819$30,382,251,943
ProductVolume
CLP
USD
Equivalent
IRS CLP10,335,561,826,284 $12,894,948,275
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP10,335,561,826,284$12,894,948,275
ProductVolume
CNY
USD
Equivalent
IRS CNY21,827,599,657,996 $3,147,088,502,904
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY21,827,599,657,996$3,147,088,502,904
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP27,278,439,753,888 $7,377,517,440
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP27,278,439,753,888$7,377,517,440
ProductVolume
CZK
USD
Equivalent
IRS CZK31,852,995,355,892 $1,370,993,004,633
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK35,050,481,822,924 $1,498,583,793,340
VNS CZK54,536,628,000 $2,350,826,230
Inflation CZK0 $0
TotalCZK66,985,919,206,816$2,873,121,255,236
ProductVolume
DKK
USD
Equivalent
IRS DKK1,735,044,383,822 $263,480,663,678
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK464,468,000,000 $68,058,603,455
VNS DKK1,492,663,905 $231,731,787
Inflation DKK0 $0
TotalDKK2,201,005,047,727$331,770,998,920
ProductVolume
HKD
USD
Equivalent
IRS HKD18,821,966,565,128 $2,425,967,094,127
OIS HKD0 $0
Basis HKD987,679,200,000 $127,318,055,751
Zeroes HKD2,400,000,000 $309,547,609
FRAs HKD0 $0
VNS HKD860,000,000 $110,806,070
Inflation HKD0 $0
TotalHKD19,812,905,765,128$2,553,705,503,557
ProductVolume
HUF
USD
Equivalent
IRS HUF223,536,547,093,574 $725,002,192,902
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF21,000,000,000 $70,166,438
FRAs HUF208,541,830,000,000 $674,333,519,808
VNS HUF256,174,895,756 $790,472,563
Inflation HUF0 $0
TotalHUF432,355,551,989,330$1,400,196,351,711
ProductVolume
ILS
USD
Equivalent
IRS ILS120,709,806,000 $35,537,171,342
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS4,200,020,000 $1,240,939,234
VNS ILS0 $0
Inflation ILS0 $0
TotalILS124,909,826,000$36,778,110,576
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR85,048,292,149,028 $1,153,018,866,288
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR85,048,292,149,028$1,153,018,866,288
ProductVolume
KRW
USD
Equivalent
IRS KRW3,950,822,369,634,440 $3,340,821,201,439
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,950,822,369,634,440$3,340,821,201,439
ProductVolume
MXN
USD
Equivalent
IRS MXN2,287,584,660,018 $106,514,685,695
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,287,584,660,018$106,514,685,695
ProductVolume
NOK
USD
Equivalent
IRS NOK11,224,073,781,360 $1,189,785,980,675
OIS NOK0 $0
Basis NOK63,920,000,000 $6,707,094,943
Zeroes NOK0 $0
FRAs NOK21,497,464,600,000 $2,281,922,716,496
VNS NOK26,608,861,611 $2,779,322,942
Inflation NOK0 $0
TotalNOK32,812,067,242,971$3,481,195,115,056
ProductVolume
NZD
USD
Equivalent
IRS NZD9,426,207,426,813 $6,083,407,010,021
OIS NZD15,089,116,064,000 $9,845,043,047,988
Basis NZD475,047,000,000 $318,093,381,380
Zeroes NZD208,000,000 $138,049,600
FRAs NZD0 $0
VNS NZD429,218,278 $279,652,776
Inflation NZD0 $0
TotalNZD24,991,007,709,091$16,246,961,141,765
ProductVolume
PLN
USD
Equivalent
IRS PLN5,708,257,399,415 $1,463,851,946,117
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN8,311,600,000 $2,116,675,320
FRAs PLN3,019,862,449,746 $770,587,759,898
VNS PLN4,797,012,640 $1,158,645,672
Inflation PLN0 $0
TotalPLN8,741,228,461,801$2,237,715,027,007
ProductVolume
SEK
USD
Equivalent
IRS SEK34,785,532,116,324 $3,742,035,691,254
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK42,793,182,000,000 $4,613,898,077,809
VNS SEK8,280,581,200 $907,011,473
Inflation SEK0 $0
TotalSEK77,586,994,697,524$8,356,840,780,536
ProductVolume
SGD
USD
Equivalent
IRS SGD3,644,002,802,618 $2,628,948,439,837
OIS SGD4,102,600,000 $2,993,018,193
Basis SGD5,662,040,000 $4,127,174,794
Zeroes SGD604,000,000 $435,325,912
FRAs SGD0 $0
VNS SGD2,378,710,659 $1,740,960,368
Inflation SGD0 $0
TotalSGD3,656,750,153,277$2,638,244,919,104
ProductVolume
THB
USD
Equivalent
IRS THB21,120,192,561,460 $674,045,961,394
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB21,120,192,561,460$674,045,961,394
ProductVolume
TWD
USD
Equivalent
IRS TWD7,879,388,875,678 $266,218,514,889
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD7,879,388,875,678$266,218,514,889
ProductVolume
ZAR
USD
Equivalent
IRS ZAR78,488,077,197,562 $4,791,767,531,606
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR28,000,000,000 $1,683,587,725
FRAs ZAR0 $0
VNS ZAR750,000,000 $45,040,987
Inflation ZAR0 $0
TotalZAR78,516,827,197,562$4,793,496,160,318
ProductUSD
Equivalent
IRS$288,645,363,006,676
OIS$345,898,874,374,396
Basis$36,719,677,955,643
Zeroes$301,190,242,343
FRAs$313,971,450,520,480
VNS$862,686,526,581
Inflation$5,972,697,020,093
Total$992,371,939,646,212
Show:
ProductUSD
Equivalent
IRS $48,705,013,217,738
OIS $15,283,168,756,388
Basis $19,537,292,241,322
Zeroes $67,424,110,478
FRAs $31,036,811,610,882
VNS $1,424,930,801,932
Inflation $1,937,730,537,697
Total$117,992,371,276,437
ProductVolume
EUR
USD
Equivalent
IRS €45,551,528,094,242 $54,470,517,295,095
OIS €15,305,320,036,316 $18,302,101,699,427
Basis €920,469,170,264 $1,100,697,033,801
Zeroes €115,626,785,328 $138,266,509,895
FRAs €15,888,384,036,863 $18,999,329,631,281
VNS €939,081,072,409 $1,122,953,146,387
Inflation €2,336,548,609,889 $2,794,044,827,705
Total€81,056,957,805,311$96,927,910,143,591
ProductVolume
GBP
USD
Equivalent
IRS £10,974,515,541,301 $14,599,946,750,370
OIS £15,116,630,008,503 $20,110,408,731,812
Basis £6,178,844,269,772 $8,220,025,474,292
Zeroes £310,605,467,559 $413,213,983,768
FRAs £6,889,437,987,721 $9,165,363,826,965
VNS £343,782,305,773 $457,350,790,485
Inflation £2,149,410,594,669 $2,859,468,384,618
Total£41,963,226,175,298$55,825,777,942,310
ProductVolume
JPY
USD
Equivalent
IRS ¥813,997,066,977,094 $7,824,261,709,781
OIS ¥62,159,611,091,009 $597,487,490,662
Basis ¥146,041,082,902,538 $1,403,768,759,576
Zeroes ¥28,245,317,628 $271,498,223
FRAs ¥2,756,000,000,000 $26,491,084,731
VNS ¥112,617,084,923 $1,082,492,286
Inflation ¥0 $0
Total¥1,025,094,623,373,192$9,853,363,035,259
ProductVolume
CHF
USD
Equivalent
IRS CHF1,694,985,853,524 $1,873,533,606,194
OIS CHF272,475,772,747 $301,178,039,955
Basis CHF449,151,611,612 $496,464,697,261
Zeroes CHF7,052 $7,795
FRAs CHF304,035,872,107 $336,062,641,878
VNS CHF2,904,528,394 $3,210,487,890
Inflation CHF0 $0
TotalCHF2,723,553,645,436$3,010,449,480,973
ProductVolume
AUD
USD
Equivalent
IRS $14,610,161,835,043 $10,794,718,071,821
OIS $7,045,856,630,100 $5,205,831,171,150
Basis $3,897,484,503,592 $2,879,656,425,479
Zeroes $2,257,379,028 $1,667,864,495
FRAs $0 $0
VNS $34,876,322,876 $25,768,371,157
Inflation $0 $0
Total$25,590,636,670,639$18,907,641,904,102
ProductVolume
CAD
USD
Equivalent
IRS $14,436,431,935,105 $11,117,347,761,045
OIS $1,546,523,688,966 $1,190,961,987,575
Basis $1,223,573,931,940 $942,261,701,082
Zeroes $19,737,673,338 $15,199,779,245
FRAs $0 $0
VNS $288,403,612,053 $222,096,655,541
Inflation $0 $0
Total$17,514,670,841,402$13,487,867,884,488
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL84,985,502,801 $15,957,920,760
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL84,985,502,801$15,957,920,760
ProductVolume
CLP
USD
Equivalent
IRS CLP7,794,049,400,214 $10,139,919,860
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,794,049,400,214$10,139,919,860
ProductVolume
CNY
USD
Equivalent
IRS CNY14,506,207,324,525 $2,205,646,673,487
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY14,506,207,324,525$2,205,646,673,487
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP19,120,320,284,260 $5,301,039,753
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP19,120,320,284,260$5,301,039,753
ProductVolume
CZK
USD
Equivalent
IRS CZK23,757,928,259,237 $1,084,886,445,008
OIS CZK0 $0
Basis CZK5,250,000,000 $239,736,974
Zeroes CZK6,250,000,000 $285,401,160
FRAs CZK8,152,621,125,208 $372,282,804,019
VNS CZK115,453,048,100 $5,272,069,414
Inflation CZK0 $0
TotalCZK32,037,502,432,545$1,462,966,456,575
ProductVolume
DKK
USD
Equivalent
IRS DKK4,823,422,899,439 $774,952,868,976
OIS DKK0 $0
Basis DKK6,700,000,000 $1,076,452,206
Zeroes DKK15,500,000,000 $2,490,299,880
FRAs DKK22,960,000,000 $3,688,857,113
VNS DKK5,116,291,113 $822,006,396
Inflation DKK0 $0
TotalDKK4,873,699,190,552$783,030,484,571
ProductVolume
HKD
USD
Equivalent
IRS HKD15,167,908,068,079 $1,957,010,543,520
OIS HKD0 $0
Basis HKD1,147,614,344,452 $148,068,762,146
Zeroes HKD2,400,000,000 $309,655,444
FRAs HKD0 $0
VNS HKD2,386,600,000 $307,926,534
Inflation HKD0 $0
TotalHKD16,320,309,012,531$2,105,696,887,644
ProductVolume
HUF
USD
Equivalent
IRS HUF128,143,705,873,532 $423,482,562,083
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF87,015,817,418 $287,565,285
FRAs HUF40,827,727,138,229 $134,925,319,778
VNS HUF877,432,306,836 $2,899,692,020
Inflation HUF0 $0
TotalHUF169,935,881,136,015$561,595,139,166
ProductVolume
ILS
USD
Equivalent
IRS ILS98,457,131,856 $29,705,868,892
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS4,200,020,000 $1,267,203,717
VNS ILS0 $0
Inflation ILS0 $0
TotalILS102,657,151,856$30,973,072,609
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR70,280,576,734,174 $950,505,634,745
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR70,280,576,734,174$950,505,634,745
ProductVolume
KRW
USD
Equivalent
IRS KRW2,699,448,257,180,770 $2,442,585,921,659
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,699,448,257,180,770$2,442,585,921,659
ProductVolume
MXN
USD
Equivalent
IRS MXN2,009,205,305,909 $100,147,304,967
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,009,205,305,909$100,147,304,967
ProductVolume
NOK
USD
Equivalent
IRS NOK12,892,976,312,070 $1,459,141,728,392
OIS NOK0 $0
Basis NOK197,501,130,533 $22,351,870,816
Zeroes NOK0 $0
FRAs NOK10,004,065,519,344 $1,132,193,924,779
VNS NOK106,781,779,062 $12,084,855,032
Inflation NOK0 $0
TotalNOK23,201,324,741,009$2,625,772,379,019
ProductVolume
NZD
USD
Equivalent
IRS NZD8,473,981,315,544 $5,955,514,068,565
OIS NZD5,902,013,621,706 $4,147,935,173,335
Basis NZD348,674,340,000 $245,048,326,152
Zeroes NZD104,000,000 $73,091,200
FRAs NZD0 $0
VNS NZD1,518,770,104 $1,067,391,629
Inflation NZD0 $0
TotalNZD14,726,292,047,354$10,349,638,050,881
ProductVolume
PLN
USD
Equivalent
IRS PLN3,978,826,668,674 $1,060,638,615,078
OIS PLN0 $0
Basis PLN400,000,000 $106,628,280
Zeroes PLN500,000,000 $133,285,351
FRAs PLN935,003,169,628 $249,244,450,565
VNS PLN10,904,872,309 $2,906,919,458
Inflation PLN0 $0
TotalPLN4,925,634,710,611$1,313,029,898,732
ProductVolume
SEK
USD
Equivalent
IRS SEK36,049,254,827,810 $4,244,109,610,701
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK519,623,420 $61,175,710
FRAs SEK13,625,070,429,111 $1,604,091,197,748
VNS SEK53,566,958,962 $6,306,483,905
Inflation SEK0 $0
TotalSEK49,728,411,839,303$5,854,568,468,064
ProductVolume
SGD
USD
Equivalent
IRS SGD2,100,533,509,733 $1,570,257,538,860
OIS SGD3,423,200,000 $2,559,019,212
Basis SGD6,368,205,896 $4,760,563,576
Zeroes SGD580,000,000 $433,580,025
FRAs SGD0 $0
VNS SGD1,364,061,503 $1,019,706,588
Inflation SGD0 $0
TotalSGD2,112,268,977,132$1,579,030,408,261
ProductVolume
THB
USD
Equivalent
IRS THB14,233,671,534,011 $469,913,223,308
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB14,233,671,534,011$469,913,223,308
ProductVolume
TWD
USD
Equivalent
IRS TWD7,622,012,660,616 $267,288,983,750
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD7,622,012,660,616$267,288,983,750
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,168,730,217,360 $2,505,093,392,316
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR28,000,000,000 $1,837,698,414
FRAs ZAR0 $0
VNS ZAR750,000,000 $49,224,065
Inflation ZAR0 $0
TotalZAR38,197,480,217,360$2,506,980,314,795
ProductUSD
Equivalent
IRS$175,961,811,602,226
OIS$66,097,438,744,014
Basis$35,001,818,672,963
Zeroes$641,955,506,368
FRAs$63,061,752,553,456
VNS$3,290,129,020,719
Inflation$7,591,243,750,020
Total$351,646,149,849,766

Figures as of COB Nov 27, 2020.

Notional Outstanding by Product

As of COB Nov 27, 2020

Daily Notional by Tenor

As of COB Nov 27, 2020

Notional Outstanding by Currency

As of COB Nov 27, 2020. *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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