Volumes

Client Notional Cleared (USD)

$1,850,559,239,517,598

Client Notional Outstanding (USD)

$63,653,109,504,434

As of COB Aug 31, 2022
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$5,475,613,000,000,000

Trades Compressed

37,992,992
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 $3.5 trillion* notional per day and have more than 3 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Aug 31, 2022. *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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$449,503,052,130	$1,862,459,342,768	$89,409,492,625,354	$26,865,435,562,070
EUR	€486,404,798,720	€1,415,647,988,849	€55,102,021,375,411	€19,300,678,593,845
GBP	£78,942,265,219	£520,438,501,191	£18,109,623,175,977	£5,358,295,673,288
JPY	¥482,888,935,000	¥4,917,134,686,000	¥197,599,042,424,283	¥77,996,209,431,669
CHF	CHF11,008,713,000	CHF17,271,430,612	CHF823,342,097,825	CHF572,137,469,373
AUD	$52,250,816,416	$336,327,625,841	$10,470,223,686,515	$2,790,139,803,130
CAD	$30,144,278,116	$155,608,894,432	$6,551,750,368,808	$2,692,398,424,116
Other* Show All Hide	$73,015,963,049	$293,280,386,986	$11,707,575,022,470	$6,066,799,197,425
BRL	BRL0	BRL2,439,464,273	BRL84,582,874,737	BRL37,014,623,346
CLP	CLP120,000,000,000	CLP134,828,150,000	CLP12,236,631,820,000	CLP3,812,640,220,000
CNY	CNY42,151,999,651	CNY134,942,217,606	CNY6,859,319,933,383	CNY3,657,416,012,260
COP	COP64,698,580,000	COP32,198,400,000	COP28,135,180,804,000	COP18,162,549,104,000
CZK	CZK193,474,667,528	CZK581,786,732,999	CZK26,940,105,733,127	CZK13,768,261,755,006
DKK	DKK662,231,000	DKK10,159,766,000	DKK477,846,668,902	DKK1,130,223,343,069
HKD	HKD16,316,708,166	HKD65,209,372,288	HKD3,477,885,175,164	HKD3,305,406,979,599
HUF	HUF231,252,759,000	HUF1,206,762,363,785	HUF67,857,873,339,586	HUF43,320,936,709,587
ILS	ILS14,554,931,000	ILS61,246,130,191	ILS1,189,772,874,124	ILS790,264,638,991
INR	INR3,499,935,000	INR1,618,742,044,080	INR48,641,563,402,317	INR19,483,724,355,640
KRW	KRW8,156,366,490,000	KRW40,601,369,944,212	KRW1,243,950,347,485,082	KRW725,085,708,788,249
MXN	MXN1,223,820,000	MXN11,167,060,840	MXN1,026,438,112,448	MXN622,599,906,505
NOK	NOK73,952,258,000	NOK125,192,736,533	NOK5,990,158,979,535	NOK2,396,335,727,985
NZD	NZD11,510,001,000	NZD40,945,498,424	NZD2,054,491,227,600	NZD773,537,244,889
PLN	PLN28,996,947,258	PLN109,688,913,614	PLN3,552,025,777,864	PLN2,016,953,740,879
SEK	SEK65,784,126,000	SEK293,417,934,459	SEK12,571,829,047,882	SEK4,415,999,913,907
SGD	SGD3,484,015,609	SGD23,078,629,096	SGD968,422,268,560	SGD690,660,961,769
THB	THB82,822,013,617	THB166,972,009,724	THB6,909,932,909,229	THB2,578,672,153,310
TWD	TWD45,596,220,000	TWD153,712,170,000	TWD4,798,604,214,601	TWD1,941,727,052,509
ZAR	ZAR213,043,425,000	ZAR880,989,578,092	ZAR24,281,012,131,543	ZAR17,699,987,386,800
Total in USD	$1,176,286,821,857	$4,584,830,010,360	$198,364,378,015,351	$63,653,109,504,434

Figures as of COB Aug 31, 2022. Weekly figures as of COB Aug 26, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$35,836,640,063
OIS	$388,464,726,539
Basis	$16,905,678,000
Zeroes	$26,173,712
FRAs	$0
VNS	$319,200,816
Inflation	$7,950,633,000
Total	$449,503,052,130

Product	Volume EUR	USD Equivalent
IRS	€99,131,340,483	$99,572,474,948
OIS	€360,459,017,637	$362,063,060,266
Basis	€1,377,000,000	$1,383,127,650
Zeroes	€0	$0
FRAs	€20,299,000,000	$20,389,330,550
VNS	€154,747,600	$155,436,226
Inflation	€4,983,693,000	$5,005,870,434
Total	€486,404,798,720	$488,569,300,074

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£73,738,064,419	$85,646,761,822
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£75,000,000	$87,112,500
Inflation	£5,129,200,800	$5,957,566,729
Total	£78,942,265,219	$91,691,441,051

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥482,888,935,000	$3,480,907,803
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥482,888,935,000	$3,480,907,803

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF11,008,713,000	$11,275,953,088
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF11,008,713,000	$11,275,953,088

Product	Volume AUD	USD Equivalent
IRS	$11,740,610,630	$8,038,796,098
OIS	$39,551,505,786	$27,080,916,012
Basis	$950,100,000	$650,533,470
Zeroes	$0	$0
FRAs	$0	$0
VNS	$8,600,000	$5,888,420
Inflation	$0	$0
Total	$52,250,816,416	$35,776,134,000

Product	Volume CAD	USD Equivalent
IRS	$14,937,278,116	$11,384,252,813
OIS	$15,207,000,000	$11,589,817,849
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$30,144,278,116	$22,974,070,662

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL0	$0
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL0	$0

Product	Volume CLP	USD Equivalent
IRS	CLP120,000,000,000	$133,853,876
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP120,000,000,000	$133,853,876

Product	Volume CNY	USD Equivalent
IRS	CNY42,151,999,651	$6,117,496,757
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY42,151,999,651	$6,117,496,757

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP64,698,580,000	$14,622,800
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP64,698,580,000	$14,622,800

Product	Volume CZK	USD Equivalent
IRS	CZK98,634,667,528	$4,041,824,637
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK94,840,000,000	$3,886,327,781
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK193,474,667,528	$7,928,152,418

Product	Volume DKK	USD Equivalent
IRS	DKK662,231,000	$89,437,497
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK662,231,000	$89,437,497

Product	Volume HKD	USD Equivalent
IRS	HKD15,511,708,166	$1,976,202,588
OIS	HKD0	$0
Basis	HKD805,000,000	$102,557,569
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD16,316,708,166	$2,078,760,157

Product	Volume HUF	USD Equivalent
IRS	HUF197,852,759,000	$496,587,210
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF33,400,000,000	$83,830,081
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF231,252,759,000	$580,417,291

Product	Volume ILS	USD Equivalent
IRS	ILS13,754,931,000	$4,129,989,791
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS800,000,000	$240,204,174
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS14,554,931,000	$4,370,193,965

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR3,499,935,000	$44,037,357
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR3,499,935,000	$44,037,357

Product	Volume KRW	USD Equivalent
IRS	KRW8,156,366,490,000	$6,082,210,922
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW8,156,366,490,000	$6,082,210,922

Product	Volume MXN	USD Equivalent
IRS	MXN1,223,820,000	$60,748,297
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,223,820,000	$60,748,297

Product	Volume NOK	USD Equivalent
IRS	NOK18,556,258,000	$1,865,897,566
OIS	NOK10,000,000,000	$1,005,535,473
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK45,396,000,000	$4,564,728,832
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK73,952,258,000	$7,436,161,871

Product	Volume NZD	USD Equivalent
IRS	NZD6,180,001,000	$3,784,323,612
OIS	NZD5,330,000,000	$3,263,825,500
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD11,510,001,000	$7,048,149,112

Product	Volume PLN	USD Equivalent
IRS	PLN19,070,947,258	$4,054,585,846
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN9,926,000,000	$2,110,320,928
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN28,996,947,258	$6,164,906,774

Product	Volume SEK	USD Equivalent
IRS	SEK52,784,126,000	$4,949,354,749
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK13,000,000,000	$1,218,957,604
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK65,784,126,000	$6,168,312,353

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD3,484,015,609	$2,493,658,955
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD3,484,015,609	$2,493,658,955

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB82,822,013,617	$2,264,752,902
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB82,822,013,617	$2,264,752,902

Product	Volume TWD	USD Equivalent
IRS	TWD45,596,220,000	$1,499,234,538
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD45,596,220,000	$1,499,234,538

Product	Volume ZAR	USD Equivalent
IRS	ZAR213,043,425,000	$12,440,855,207
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR213,043,425,000	$12,440,855,207

Product	USD Equivalent
IRS	$206,554,767,015
OIS	$898,688,576,366
Basis	$19,041,896,689
Zeroes	$26,173,712
FRAs	$32,493,699,950
VNS	$567,637,962
Inflation	$18,914,070,163
Total	$1,176,286,821,857

Show:

Product	USD Equivalent
IRS	$120,036,566,720
OIS	$1,665,276,887,561
Basis	$57,251,735,000
Zeroes	$0
FRAs	$75,000,000
VNS	$2,050,436,987
Inflation	$17,768,716,500
Total	$1,862,459,342,768

Product	Volume EUR	USD Equivalent
IRS	€348,446,833,242	$346,951,488,597
OIS	€967,670,838,824	$963,512,912,923
Basis	€3,159,700,000	$3,146,676,785
Zeroes	€250,250,000	$249,336,588
FRAs	€71,057,000,000	$70,696,798,200
VNS	€2,422,599,033	$2,413,155,290
Inflation	€22,640,767,750	$22,546,970,664
Total	€1,415,647,988,849	$1,409,517,339,047

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£508,467,761,567	$599,446,720,813
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£1,232,295,667	$1,455,134,335
Inflation	£10,738,443,957	$12,648,858,711
Total	£520,438,501,191	$613,550,713,859

Product	Volume JPY	USD Equivalent
IRS	¥11,630,000,000	$85,131,820
OIS	¥4,905,504,686,000	$35,827,017,421
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥4,917,134,686,000	$35,912,149,241

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF17,266,430,612	$17,885,964,501
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF5,000,000	$5,188,875
Inflation	CHF0	$0
Total	CHF17,271,430,612	$17,891,153,376

Product	Volume AUD	USD Equivalent
IRS	$117,110,398,000	$80,955,550,922
OIS	$190,323,290,025	$131,497,360,904
Basis	$28,433,500,000	$19,653,200,965
Zeroes	$0	$0
FRAs	$0	$0
VNS	$460,437,816	$317,331,934
Inflation	$0	$0
Total	$336,327,625,841	$232,423,444,725

Product	Volume CAD	USD Equivalent
IRS	$101,969,294,432	$78,497,315,124
OIS	$48,571,100,000	$37,395,729,259
Basis	$5,068,500,000	$3,902,435,975
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$155,608,894,432	$119,795,480,358

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL2,439,464,273	$477,272,464
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL2,439,464,273	$477,272,464

Product	Volume CLP	USD Equivalent
IRS	CLP134,828,150,000	$146,168,872
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP134,828,150,000	$146,168,872

Product	Volume CNY	USD Equivalent
IRS	CNY134,942,217,606	$19,691,284,877
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY134,942,217,606	$19,691,284,877

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP32,198,400,000	$7,325,477
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP32,198,400,000	$7,325,477

Product	Volume CZK	USD Equivalent
IRS	CZK248,911,732,999	$10,059,302,673
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK332,875,000,000	$13,455,593,052
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK581,786,732,999	$23,514,895,725

Product	Volume DKK	USD Equivalent
IRS	DKK10,123,766,000	$1,354,540,821
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK36,000,000	$4,825,576
Inflation	DKK0	$0
Total	DKK10,159,766,000	$1,359,366,397

Product	Volume HKD	USD Equivalent
IRS	HKD64,083,372,288	$8,166,870,815
OIS	HKD0	$0
Basis	HKD1,120,000,000	$142,740,978
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD6,000,000	$764,667
Inflation	HKD0	$0
Total	HKD65,209,372,288	$8,310,376,460

Product	Volume HUF	USD Equivalent
IRS	HUF1,115,762,363,785	$2,704,074,692
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF91,000,000,000	$221,249,696
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,206,762,363,785	$2,925,324,388

Product	Volume ILS	USD Equivalent
IRS	ILS45,425,130,191	$13,867,695,876
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS15,821,000,000	$4,828,904,217
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS61,246,130,191	$18,696,600,093

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,618,742,044,080	$20,263,664,252
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,618,742,044,080	$20,263,664,252

Product	Volume KRW	USD Equivalent
IRS	KRW40,601,369,944,212	$30,287,401,237
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW40,601,369,944,212	$30,287,401,237

Product	Volume MXN	USD Equivalent
IRS	MXN11,167,060,840	$558,955,712
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN11,167,060,840	$558,955,712

Product	Volume NOK	USD Equivalent
IRS	NOK67,092,071,533	$6,882,680,744
OIS	NOK20,250,000,000	$2,083,653,913
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK37,570,000,000	$3,860,108,838
VNS	NOK280,665,000	$28,510,697
Inflation	NOK0	$0
Total	NOK125,192,736,533	$12,854,954,192

Product	Volume NZD	USD Equivalent
IRS	NZD27,244,648,424	$16,847,623,278
OIS	NZD13,700,850,000	$8,468,873,445
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD40,945,498,424	$25,316,496,723

Product	Volume PLN	USD Equivalent
IRS	PLN61,164,413,614	$12,816,002,205
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN48,524,500,000	$10,141,561,226
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN109,688,913,614	$22,957,563,431

Product	Volume SEK	USD Equivalent
IRS	SEK236,649,319,459	$22,211,344,105
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK56,730,000,000	$5,339,719,716
VNS	SEK38,615,000	$3,600,433
Inflation	SEK0	$0
Total	SEK293,417,934,459	$27,554,664,254

Product	Volume SGD	USD Equivalent
IRS	SGD41,340,000	$29,657,971
OIS	SGD23,037,289,096	$16,528,447,340
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD23,078,629,096	$16,558,105,311

Product	Volume THB	USD Equivalent
IRS	THB4,080,000,000	$113,160,449
OIS	THB162,892,009,724	$4,516,877,253
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB166,972,009,724	$4,630,037,702

Product	Volume TWD	USD Equivalent
IRS	TWD153,712,170,000	$5,087,974,046
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD153,712,170,000	$5,087,974,046

Product	Volume ZAR	USD Equivalent
IRS	ZAR880,989,578,092	$52,081,955,373
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR880,989,578,092	$52,081,955,373

Product	USD Equivalent
IRS	$829,910,019,393
OIS	$3,502,711,435,062
Basis	$84,096,789,703
Zeroes	$249,336,588
FRAs	$108,618,934,945
VNS	$6,278,948,794
Inflation	$52,964,545,875
Total	$4,584,830,010,360

Show:

Product	USD Equivalent
IRS	$7,618,563,045,791
OIS	$76,799,862,917,985
Basis	$3,859,746,659,870
Zeroes	$49,113,173,712
FRAs	$414,960,500,000
VNS	$72,418,537,200
Inflation	$594,827,790,796
Total	$89,409,492,625,354

Product	Volume EUR	USD Equivalent
IRS	€14,158,939,733,700	$15,223,356,928,757
OIS	€36,046,857,679,235	$38,650,189,151,967
Basis	€302,917,806,000	$325,085,010,610
Zeroes	€120,133,926,052	$131,098,266,822
FRAs	€3,769,968,622,858	$4,027,687,606,769
VNS	€32,327,963,517	$34,674,308,903
Inflation	€670,875,644,049	$721,407,987,898
Total	€55,102,021,375,411	$59,113,499,261,726

Product	Volume GBP	USD Equivalent
IRS	£6,478,100,000	$8,488,092,010
OIS	£17,555,862,829,392	$22,378,713,788,472
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£20,214,260,282	$25,612,471,822
Inflation	£527,067,986,303	$673,081,194,484
Total	£18,109,623,175,977	$23,085,895,546,788

Product	Volume JPY	USD Equivalent
IRS	¥146,483,380,000	$1,218,701,048
OIS	¥197,452,559,044,283	$1,571,299,612,564
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥197,599,042,424,283	$1,572,518,313,612

Product	Volume CHF	USD Equivalent
IRS	CHF67,190,000	$72,517,283
OIS	CHF823,247,407,825	$860,767,577,242
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF27,500,000	$29,210,910
Inflation	CHF0	$0
Total	CHF823,342,097,825	$860,869,305,435

Product	Volume AUD	USD Equivalent
IRS	$3,435,726,395,725	$2,452,088,833,591
OIS	$6,630,438,866,834	$4,735,455,246,230
Basis	$395,266,679,491	$280,198,631,957
Zeroes	$0	$0
FRAs	$0	$0
VNS	$8,791,744,465	$6,208,776,506
Inflation	$0	$0
Total	$10,470,223,686,515	$7,473,951,488,284

Product	Volume CAD	USD Equivalent
IRS	$3,195,096,622,776	$2,504,820,991,458
OIS	$3,128,984,962,090	$2,457,759,832,260
Basis	$218,741,675,000	$171,039,307,905
Zeroes	$7,950,000,000	$6,183,642,515
FRAs	$0	$0
VNS	$977,108,942	$772,677,544
Inflation	$0	$0
Total	$6,551,750,368,808	$5,140,576,451,682

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL84,582,874,737	$16,457,521,902
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL84,582,874,737	$16,457,521,902

Product	Volume CLP	USD Equivalent
IRS	CLP12,236,631,820,000	$14,388,350,656
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP12,236,631,820,000	$14,388,350,656

Product	Volume CNY	USD Equivalent
IRS	CNY6,859,319,933,383	$1,046,458,703,827
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY6,859,319,933,383	$1,046,458,703,827

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP28,135,180,804,000	$7,153,950,425
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP28,135,180,804,000	$7,153,950,425

Product	Volume CZK	USD Equivalent
IRS	CZK12,736,631,723,943	$554,190,156,906
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK2,270,000,000	$100,668,494
FRAs	CZK14,199,128,249,000	$616,621,429,048
VNS	CZK2,075,760,184	$87,609,111
Inflation	CZK0	$0
Total	CZK26,940,105,733,127	$1,170,999,863,559

Product	Volume DKK	USD Equivalent
IRS	DKK463,472,460,902	$68,142,133,746
OIS	DKK0	$0
Basis	DKK1,020,000,000	$138,142,124
Zeroes	DKK0	$0
FRAs	DKK13,194,000,000	$2,004,827,411
VNS	DKK160,208,000	$23,380,310
Inflation	DKK0	$0
Total	DKK477,846,668,902	$70,308,483,591

Product	Volume HKD	USD Equivalent
IRS	HKD3,248,408,175,164	$414,668,850,268
OIS	HKD0	$0
Basis	HKD228,468,000,000	$29,172,786,397
Zeroes	HKD1,000,000,000	$127,389,346
FRAs	HKD0	$0
VNS	HKD9,000,000	$1,146,835
Inflation	HKD0	$0
Total	HKD3,477,885,175,164	$443,970,172,846

Product	Volume HUF	USD Equivalent
IRS	HUF52,283,424,808,815	$148,357,900,145
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF8,525,000,000	$24,154,951
FRAs	HUF15,539,423,600,000	$43,581,464,284
VNS	HUF26,499,930,771	$73,566,003
Inflation	HUF0	$0
Total	HUF67,857,873,339,586	$192,037,085,383

Product	Volume ILS	USD Equivalent
IRS	ILS1,003,391,907,124	$303,792,165,214
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS1,150,000,000	$346,267,471
FRAs	ILS185,230,967,000	$56,415,608,286
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,189,772,874,124	$360,554,040,971

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR48,641,563,402,317	$631,811,066,070
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR48,641,563,402,317	$631,811,066,070

Product	Volume KRW	USD Equivalent
IRS	KRW1,243,950,347,485,082	$994,827,438,178
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,243,950,347,485,082	$994,827,438,178

Product	Volume MXN	USD Equivalent
IRS	MXN1,026,438,112,448	$50,404,304,802
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,026,438,112,448	$50,404,304,802

Product	Volume NOK	USD Equivalent
IRS	NOK3,011,957,855,453	$323,373,627,275
OIS	NOK210,626,000,000	$21,654,535,238
Basis	NOK35,125,000,000	$3,819,693,176
Zeroes	NOK850,000,000	$93,573,294
FRAs	NOK2,721,761,000,000	$295,456,187,080
VNS	NOK9,839,124,082	$1,087,016,244
Inflation	NOK0	$0
Total	NOK5,990,158,979,535	$645,484,632,307

Product	Volume NZD	USD Equivalent
IRS	NZD899,654,926,324	$587,078,683,011
OIS	NZD1,128,548,210,290	$742,352,688,291
Basis	NZD26,034,000,000	$17,371,770,700
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD254,090,986	$169,063,753
Inflation	NZD0	$0
Total	NZD2,054,491,227,600	$1,346,972,205,755

Product	Volume PLN	USD Equivalent
IRS	PLN2,393,865,203,352	$551,242,082,721
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN1,156,845,655,461	$266,799,276,882
VNS	PLN1,314,919,051	$294,716,015
Inflation	PLN0	$0
Total	PLN3,552,025,777,864	$818,336,075,618

Product	Volume SEK	USD Equivalent
IRS	SEK6,489,723,841,394	$662,630,363,896
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK3,130,000,000	$342,923,505
FRAs	SEK6,077,851,000,000	$627,974,823,274
VNS	SEK1,124,206,488	$119,801,000
Inflation	SEK0	$0
Total	SEK12,571,829,047,882	$1,291,067,911,675

Product	Volume SGD	USD Equivalent
IRS	SGD24,688,734,000	$17,981,622,603
OIS	SGD943,476,692,907	$688,028,451,867
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD256,841,653	$185,966,069
Inflation	SGD0	$0
Total	SGD968,422,268,560	$706,196,040,539

Product	Volume THB	USD Equivalent
IRS	THB4,499,384,363,059	$133,664,191,557
OIS	THB2,410,548,546,170	$67,680,091,950
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB6,909,932,909,229	$201,344,283,507

Product	Volume TWD	USD Equivalent
IRS	TWD4,798,604,214,601	$164,537,972,370
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD4,798,604,214,601	$164,537,972,370

Product	Volume ZAR	USD Equivalent
IRS	ZAR24,281,012,131,543	$1,534,264,918,489
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR24,281,012,131,543	$1,534,264,918,489

Product	USD Equivalent
IRS	$35,395,070,097,504
OIS	$149,612,728,910,561
Basis	$4,686,572,002,739
Zeroes	$187,430,060,110
FRAs	$6,351,501,723,034
VNS	$141,758,248,225
Inflation	$1,989,316,973,178
Total	$198,364,378,015,351

Show:

Product	USD Equivalent
IRS	$8,531,551,540,970
OIS	$14,305,146,964,752
Basis	$3,139,273,055,043
Zeroes	$20,633,066,965
FRAs	$155,743,000,001
VNS	$372,975,529,088
Inflation	$340,112,405,251
Total	$26,865,435,562,070

Product	Volume EUR	USD Equivalent
IRS	€8,526,036,666,623	$8,563,977,529,790
OIS	€8,844,533,441,249	$8,883,891,615,062
Basis	€222,569,983,137	$223,560,419,562
Zeroes	€79,076,384,657	$79,428,274,569
FRAs	€985,990,804,294	$990,378,463,373
VNS	€221,538,089,573	$222,523,934,071
Inflation	€420,933,224,312	$422,806,377,161
Total	€19,300,678,593,845	$19,386,566,613,588

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£4,802,544,202,666	$5,578,155,091,396
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£73,399,002,425	$85,252,941,316
Inflation	£482,352,468,197	$560,252,391,811
Total	£5,358,295,673,288	$6,223,660,424,523

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥77,981,286,346,351	$562,128,573,410
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥14,923,085,318	$107,573,151
Inflation	¥0	$0
Total	¥77,996,209,431,669	$562,236,146,561

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF571,492,152,123	$585,365,309,969
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF645,317,250	$660,982,536
Inflation	CHF0	$0
Total	CHF572,137,469,373	$586,026,292,505

Product	Volume AUD	USD Equivalent
IRS	$1,576,017,630,644	$1,079,099,271,702
OIS	$951,234,578,030	$651,310,315,577
Basis	$245,987,459,104	$168,427,613,249
Zeroes	$620,784,768	$425,051,330
FRAs	$0	$0
VNS	$16,279,350,584	$11,146,471,345
Inflation	$0	$0
Total	$2,790,139,803,130	$1,910,408,723,203

Product	Volume CAD	USD Equivalent
IRS	$1,681,320,461,068	$1,281,396,586,440
OIS	$798,557,859,438	$608,610,517,063
Basis	$186,252,735,126	$141,950,106,795
Zeroes	$11,173,497,820	$8,515,736,468
FRAs	$0	$0
VNS	$15,093,870,664	$11,503,597,793
Inflation	$0	$0
Total	$2,692,398,424,116	$2,051,976,544,559

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL37,014,623,346	$7,111,358,952
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL37,014,623,346	$7,111,358,952

Product	Volume CLP	USD Equivalent
IRS	CLP3,812,640,220,000	$4,252,805,600
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP3,812,640,220,000	$4,252,805,600

Product	Volume CNY	USD Equivalent
IRS	CNY3,657,416,012,260	$530,798,794,302
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY3,657,416,012,260	$530,798,794,302

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP18,162,549,104,000	$4,104,994,712
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP18,162,549,104,000	$4,104,994,712

Product	Volume CZK	USD Equivalent
IRS	CZK7,958,366,026,662	$326,115,763,176
OIS	CZK0	$0
Basis	CZK5,964,000,000	$244,391,173
Zeroes	CZK1,200,000,000	$49,173,274
FRAs	CZK5,780,411,600,000	$236,868,137,767
VNS	CZK22,320,128,344	$914,628,162
Inflation	CZK0	$0
Total	CZK13,768,261,755,006	$564,192,093,552

Product	Volume DKK	USD Equivalent
IRS	DKK1,115,858,944,759	$150,702,142,612
OIS	DKK0	$0
Basis	DKK5,150,000,000	$695,532,386
Zeroes	DKK0	$0
FRAs	DKK6,632,000,000	$895,683,648
VNS	DKK2,582,398,311	$348,765,371
Inflation	DKK0	$0
Total	DKK1,130,223,343,070	$152,642,124,017

Product	Volume HKD	USD Equivalent
IRS	HKD2,893,366,069,029	$368,616,883,018
OIS	HKD0	$0
Basis	HKD406,545,356,482	$51,794,165,873
Zeroes	HKD1,000,000,000	$127,400,707
FRAs	HKD0	$0
VNS	HKD4,495,554,088	$572,736,770
Inflation	HKD0	$0
Total	HKD3,305,406,979,599	$421,111,186,368

Product	Volume HUF	USD Equivalent
IRS	HUF34,875,652,146,459	$87,533,794,683
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF27,600,000,000	$69,272,761
FRAs	HUF8,185,123,600,000	$20,543,699,818
VNS	HUF232,560,963,128	$583,700,729
Inflation	HUF0	$0
Total	HUF43,320,936,709,587	$108,730,467,991

Product	Volume ILS	USD Equivalent
IRS	ILS668,140,671,991	$200,612,722,411
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS1,150,000,000	$345,293,499
FRAs	ILS120,973,967,000	$36,323,064,705
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS790,264,638,991	$237,281,080,615

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR19,483,724,355,640	$245,150,759,729
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR19,483,724,355,640	$245,150,759,729

Product	Volume KRW	USD Equivalent
IRS	KRW725,085,708,788,249	$540,697,162,450
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW725,085,708,788,249	$540,697,162,450

Product	Volume MXN	USD Equivalent
IRS	MXN622,599,906,505	$30,904,776,765
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN622,599,906,505	$30,904,776,765

Product	Volume NOK	USD Equivalent
IRS	NOK1,346,170,471,241	$135,362,216,124
OIS	NOK173,026,000,000	$17,398,378,071
Basis	NOK51,215,950,124	$5,149,945,462
Zeroes	NOK550,000,000	$55,304,451
FRAs	NOK773,519,600,000	$77,780,139,669
VNS	NOK51,853,706,620	$5,214,074,140
Inflation	NOK0	$0
Total	NOK2,396,335,727,985	$240,960,057,917

Product	Volume NZD	USD Equivalent
IRS	NZD531,840,210,027	$325,672,352,610
OIS	NZD232,780,618,786	$142,543,211,914
Basis	NZD8,028,000,000	$4,915,945,800
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD888,416,076	$544,021,584
Inflation	NZD0	$0
Total	NZD773,537,244,889	$473,675,531,908

Product	Volume PLN	USD Equivalent
IRS	PLN1,512,549,571,574	$321,576,165,146
OIS	PLN0	$0
Basis	PLN428,500,000	$91,101,402
Zeroes	PLN0	$0
FRAs	PLN497,642,800,000	$105,801,532,885
VNS	PLN6,332,869,305	$1,346,402,038
Inflation	PLN0	$0
Total	PLN2,016,953,740,879	$428,815,201,471

Product	Volume SEK	USD Equivalent
IRS	SEK3,163,639,767,686	$296,641,750,019
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK1,234,923,562,190	$115,793,805,088
VNS	SEK17,436,584,031	$1,634,958,207
Inflation	SEK0	$0
Total	SEK4,415,999,913,907	$414,070,513,314

Product	Volume SGD	USD Equivalent
IRS	SGD143,927,703,256	$103,015,211,864
OIS	SGD545,360,645,698	$390,337,934,866
Basis	SGD420,217,296	$300,767,488
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD952,395,519	$681,670,200
Inflation	SGD0	$0
Total	SGD690,660,961,769	$494,335,584,418

Product	Volume THB	USD Equivalent
IRS	THB1,320,979,658,956	$36,121,948,563
OIS	THB1,257,692,494,354	$34,391,372,555
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB2,578,672,153,310	$70,513,321,118

Product	Volume TWD	USD Equivalent
IRS	TWD1,941,727,052,509	$63,845,298,146
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD1,941,727,052,509	$63,845,298,146

Product	Volume ZAR	USD Equivalent
IRS	ZAR17,699,612,386,800	$1,033,584,185,629
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR375,000,000	$21,898,450
Inflation	ZAR0	$0
Total	ZAR17,699,987,386,800	$1,033,606,084,079

Product	USD Equivalent
IRS	$24,019,190,260,972
OIS	$32,008,535,039,076
Basis	$3,736,403,044,233
Zeroes	$109,648,574,024
FRAs	$1,740,127,526,954
VNS	$716,033,884,951
Inflation	$1,323,171,174,223
Total	$63,653,109,504,433

Figures as of COB Aug 31, 2022.

Notional Outstanding by Product

As of COB Aug 31, 2022

Daily Notional by Tenor

As of COB Aug 31, 2022

Notional Outstanding by Tenor

As of COB Aug 31, 2022

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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$2,014,078,247,241	$7,885,421,447,313	$336,354,699,287,657	$158,817,336,509,198
EUR	€1,672,849,586,991	€5,393,539,764,782	€224,982,889,375,116	€112,135,455,199,000
GBP	£304,961,242,735	£2,166,753,894,078	£59,246,020,151,160	£31,843,269,397,477
JPY	¥1,223,507,870,000	¥16,810,014,708,000	¥560,399,181,910,392	¥686,862,778,443,766
CHF	CHF40,817,066,000	CHF76,569,915,224	CHF3,165,086,544,831	CHF2,758,905,281,743
AUD	$190,447,332,832	$1,187,616,918,541	$41,936,930,238,202	$32,121,449,928,054
CAD	$119,257,126,232	$525,182,212,559	$21,392,878,467,590	$23,599,311,844,664
Other* Show All Hide	$264,605,347,531	$1,050,524,789,584	$41,874,056,272,807	$35,063,710,721,628
BRL	BRL0	BRL4,904,604,962	BRL165,105,751,425	BRL216,659,533,278
CLP	CLP320,000,000,000	CLP393,226,400,000	CLP27,361,890,040,000	CLP28,006,230,433,592
CNY	CNY130,726,681,002	CNY400,680,527,266	CNY22,151,499,036,655	CNY19,277,155,588,875
COP	COP129,397,160,000	COP64,396,800,000	COP59,364,601,608,000	COP78,392,287,169,254
CZK	CZK719,025,335,056	CZK2,503,986,061,998	CZK100,220,407,432,470	CZK66,025,928,999,529
DKK	DKK3,126,490,000	DKK19,545,332,000	DKK1,308,086,484,985	DKK5,498,206,502,739
HKD	HKD123,956,716,332	HKD344,145,071,312	HKD12,491,408,881,797	HKD15,612,092,941,466
HUF	HUF1,510,705,518,000	HUF10,345,492,727,570	HUF314,706,658,862,540	HUF233,977,253,183,273
ILS	ILS32,155,862,000	ILS147,545,406,382	ILS3,116,589,513,913	ILS2,751,650,615,695
INR	INR6,999,870,000	INR5,885,639,408,160	INR154,299,058,726,664	INR134,961,111,053,722
KRW	KRW24,065,932,980,000	KRW115,724,597,473,696	KRW3,692,034,003,719,573	KRW4,201,025,651,692,040
MXN	MXN2,601,494,000	MXN22,334,121,680	MXN2,009,284,342,895	MXN3,706,914,507,629
NOK	NOK582,134,516,000	NOK531,999,381,642	NOK26,531,734,302,734	NOK26,814,730,867,878
NZD	NZD24,475,838,800	NZD143,414,346,848	NZD8,450,580,155,169	NZD7,426,588,035,405
PLN	PLN91,946,494,516	PLN372,793,463,228	PLN13,503,463,257,237	PLN9,522,188,057,509
SEK	SEK217,256,872,000	SEK1,868,769,283,918	SEK51,427,310,911,092	SEK52,908,872,883,867
SGD	SGD20,915,191,218	SGD57,511,370,854	SGD2,952,536,787,602	SGD2,361,357,609,079
THB	THB208,443,907,234	THB636,764,780,860	THB27,154,090,653,195	THB22,646,141,596,043
TWD	TWD127,616,440,000	TWD434,748,340,000	TWD13,840,367,557,040	TWD14,649,128,300,589
ZAR	ZAR507,734,562,000	ZAR2,389,225,494,184	ZAR81,098,477,802,071	ZAR56,330,160,609,890
Total in USD	$4,585,106,984,331	$18,289,259,879,005	$749,611,266,681,200	$391,258,061,958,291

Figures as of COB Aug 31, 2022. Weekly figures as of COB Aug 26, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$857,179,628,326
OIS	$1,040,420,464,278
Basis	$91,773,356,000
Zeroes	$52,347,424
FRAs	$8,000,000,000
VNS	$1,270,423,213
Inflation	$15,382,028,000
Total	$2,014,078,247,241

Product	Volume EUR	USD Equivalent
IRS	€365,790,691,060	$367,418,459,635
OIS	€969,711,894,732	$974,027,112,664
Basis	€2,754,000,000	$2,766,255,300
Zeroes	€0	$0
FRAs	€321,809,020,000	$323,241,070,139
VNS	€312,495,199	$313,885,803
Inflation	€12,471,486,000	$12,526,984,113
Total	€1,672,849,586,991	$1,680,293,767,654

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£285,552,026,479	$331,668,678,755
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£169,612,648	$197,005,091
Inflation	£19,239,603,608	$22,346,799,591
Total	£304,961,242,735	$354,212,483,437

Product	Volume JPY	USD Equivalent
IRS	¥14,000,000,000	$100,919,085
OIS	¥1,209,507,870,000	$8,718,744,783
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥1,223,507,870,000	$8,819,663,868

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF40,817,066,000	$41,807,913,551
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF40,817,066,000	$41,807,913,551

Product	Volume AUD	USD Equivalent
IRS	$64,847,321,260	$44,400,960,867
OIS	$113,329,011,572	$77,596,374,223
Basis	$12,213,800,000	$8,362,788,860
Zeroes	$0	$0
FRAs	$0	$0
VNS	$57,200,000	$39,164,840
Inflation	$0	$0
Total	$190,447,332,832	$130,399,288,790

Product	Volume CAD	USD Equivalent
IRS	$53,103,126,232	$40,471,859,029
OIS	$61,954,000,000	$47,217,437,695
Basis	$4,200,000,000	$3,200,975,535
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$119,257,126,232	$90,890,272,259

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL0	$0
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL0	$0

Product	Volume CLP	USD Equivalent
IRS	CLP320,000,000,000	$356,943,670
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP320,000,000,000	$356,943,670

Product	Volume CNY	USD Equivalent
IRS	CNY130,726,681,002	$18,972,292,030
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY130,726,681,002	$18,972,292,030

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP129,397,160,000	$29,245,601
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP129,397,160,000	$29,245,601

Product	Volume CZK	USD Equivalent
IRS	CZK242,033,335,056	$9,917,976,317
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK476,992,000,000	$19,546,048,723
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK719,025,335,056	$29,464,025,040

Product	Volume DKK	USD Equivalent
IRS	DKK3,126,490,000	$422,247,583
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK3,126,490,000	$422,247,583

Product	Volume HKD	USD Equivalent
IRS	HKD122,346,716,332	$15,587,058,169
OIS	HKD0	$0
Basis	HKD1,610,000,000	$205,115,138
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD123,956,716,332	$15,792,173,307

Product	Volume HUF	USD Equivalent
IRS	HUF475,505,518,000	$1,193,463,056
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,035,200,000,000	$2,598,230,533
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,510,705,518,000	$3,791,693,589

Product	Volume ILS	USD Equivalent
IRS	ILS28,635,862,000	$8,598,066,957
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS3,520,000,000	$1,056,898,364
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS32,155,862,000	$9,654,965,321

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR6,999,870,000	$88,074,714
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR6,999,870,000	$88,074,714

Product	Volume KRW	USD Equivalent
IRS	KRW24,065,932,980,000	$17,945,991,096
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW24,065,932,980,000	$17,945,991,096

Product	Volume MXN	USD Equivalent
IRS	MXN2,601,494,000	$129,133,639
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,601,494,000	$129,133,639

Product	Volume NOK	USD Equivalent
IRS	NOK41,928,516,000	$4,216,061,016
OIS	NOK38,000,000,000	$3,821,034,797
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK502,206,000,000	$50,498,594,764
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK582,134,516,000	$58,535,690,577

Product	Volume NZD	USD Equivalent
IRS	NZD16,475,838,800	$10,088,979,889
OIS	NZD8,000,000,000	$4,898,800,000
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD24,475,838,800	$14,987,779,889

Product	Volume PLN	USD Equivalent
IRS	PLN56,444,494,516	$12,000,402,784
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN35,502,000,000	$7,547,915,936
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN91,946,494,516	$19,548,318,720

Product	Volume SEK	USD Equivalent
IRS	SEK142,256,872,000	$13,338,853,523
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK75,000,000,000	$7,032,447,714
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK217,256,872,000	$20,371,301,237

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD20,915,191,218	$14,969,896,731
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD20,915,191,218	$14,969,896,731

Product	Volume THB	USD Equivalent
IRS	THB3,346,080,000	$91,497,949
OIS	THB205,097,827,234	$5,608,362,790
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB208,443,907,234	$5,699,860,739

Product	Volume TWD	USD Equivalent
IRS	TWD127,616,440,000	$4,196,114,819
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD127,616,440,000	$4,196,114,819

Product	Volume ZAR	USD Equivalent
IRS	ZAR507,734,562,000	$29,649,599,229
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR507,734,562,000	$29,649,599,229

Product	USD Equivalent
IRS	$1,456,276,508,668
OIS	$2,550,872,140,582
Basis	$106,308,490,833
Zeroes	$52,347,424
FRAs	$419,521,206,173
VNS	$1,820,478,947
Inflation	$50,255,811,704
Total	$4,585,106,984,331

Show:

Product	USD Equivalent
IRS	$2,442,780,252,296
OIS	$5,006,799,850,680
Basis	$335,578,103,133
Zeroes	$0
FRAs	$44,550,000,000
VNS	$7,455,085,104
Inflation	$48,258,156,100
Total	$7,885,421,447,313

Product	Volume EUR	USD Equivalent
IRS	€1,674,782,415,337	$1,667,771,386,749
OIS	€2,751,835,299,427	$2,740,032,852,453
Basis	€7,054,400,000	$7,025,670,820
Zeroes	€500,500,000	$498,673,175
FRAs	€870,156,000,000	$866,548,649,800
VNS	€5,321,868,518	$5,300,893,675
Inflation	€83,889,281,500	$83,556,285,364
Total	€5,393,539,764,782	$5,370,734,412,036

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£2,107,572,305,650	$2,485,149,846,312
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£3,673,782,610	$4,339,290,624
Inflation	£55,507,805,818	$65,405,049,641
Total	£2,166,753,894,078	$2,554,894,186,577

Product	Volume JPY	USD Equivalent
IRS	¥84,878,940,000	$618,319,920
OIS	¥16,725,135,768,000	$122,075,395,098
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥16,810,014,708,000	$122,693,715,018

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF76,559,915,224	$79,306,251,003
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF10,000,000	$10,377,750
Inflation	CHF0	$0
Total	CHF76,569,915,224	$79,316,628,753

Product	Volume AUD	USD Equivalent
IRS	$561,273,561,544	$387,799,744,599
OIS	$534,268,180,050	$369,789,534,289
Basis	$90,757,300,000	$62,752,561,870
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,317,876,947	$907,901,682
Inflation	$0	$0
Total	$1,187,616,918,541	$821,249,742,440

Product	Volume CAD	USD Equivalent
IRS	$333,810,342,668	$257,041,257,308
OIS	$160,565,000,000	$123,652,611,439
Basis	$30,680,600,000	$23,633,874,645
Zeroes	$0	$0
FRAs	$0	$0
VNS	$126,269,891	$97,213,892
Inflation	$0	$0
Total	$525,182,212,559	$404,424,957,284

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL4,904,604,962	$959,567,799
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL4,904,604,962	$959,567,799

Product	Volume CLP	USD Equivalent
IRS	CLP393,226,400,000	$426,285,247
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP393,226,400,000	$426,285,247

Product	Volume CNY	USD Equivalent
IRS	CNY400,680,527,266	$58,475,925,680
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY400,680,527,266	$58,475,925,680

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP64,396,800,000	$14,650,953
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP64,396,800,000	$14,650,953

Product	Volume CZK	USD Equivalent
IRS	CZK768,542,061,998	$31,053,359,463
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK1,735,444,000,000	$70,129,242,640
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK2,503,986,061,998	$101,182,602,103

Product	Volume DKK	USD Equivalent
IRS	DKK19,473,332,000	$2,607,272,832
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK72,000,000	$9,651,151
Inflation	DKK0	$0
Total	DKK19,545,332,000	$2,616,923,983

Product	Volume HKD	USD Equivalent
IRS	HKD338,093,071,312	$43,087,301,699
OIS	HKD0	$0
Basis	HKD6,040,000,000	$769,769,442
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD12,000,000	$1,529,335
Inflation	HKD0	$0
Total	HKD344,145,071,312	$43,858,600,476

Product	Volume HUF	USD Equivalent
IRS	HUF3,215,892,727,570	$7,795,199,657
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF7,129,600,000,000	$17,286,347,169
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF10,345,492,727,570	$25,081,546,826

Product	Volume ILS	USD Equivalent
IRS	ILS103,315,406,382	$31,556,847,338
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS44,230,000,000	$13,492,293,628
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS147,545,406,382	$45,049,140,966

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR5,885,639,408,160	$73,678,578,684
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR5,885,639,408,160	$73,678,578,684

Product	Volume KRW	USD Equivalent
IRS	KRW115,724,597,473,696	$86,341,647,554
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW115,724,597,473,696	$86,341,647,554

Product	Volume MXN	USD Equivalent
IRS	MXN22,334,121,680	$1,117,911,423
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN22,334,121,680	$1,117,911,423

Product	Volume NOK	USD Equivalent
IRS	NOK187,718,485,066	$19,257,821,783
OIS	NOK104,500,000,000	$10,739,125,628
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK238,320,000,000	$24,477,089,245
VNS	NOK1,460,896,576	$149,813,308
Inflation	NOK0	$0
Total	NOK531,999,381,642	$54,623,849,964

Product	Volume NZD	USD Equivalent
IRS	NZD97,196,046,848	$60,162,980,875
OIS	NZD46,218,300,000	$28,580,435,235
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD143,414,346,848	$88,743,416,110

Product	Volume PLN	USD Equivalent
IRS	PLN160,343,463,228	$33,594,345,716
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN212,450,000,000	$44,469,131,427
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN372,793,463,228	$78,063,477,143

Product	Volume SEK	USD Equivalent
IRS	SEK660,447,438,918	$61,972,381,232
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK1,207,414,000,000	$113,682,631,760
VNS	SEK907,845,000	$85,451,515
Inflation	SEK0	$0
Total	SEK1,868,769,283,918	$175,740,464,507

Product	Volume SGD	USD Equivalent
IRS	SGD1,631,792,662	$1,170,261,732
OIS	SGD55,879,578,192	$40,091,820,799
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD57,511,370,854	$41,262,082,531

Product	Volume THB	USD Equivalent
IRS	THB150,132,000,000	$4,164,627,453
OIS	THB486,632,780,860	$13,493,114,628
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB636,764,780,860	$17,657,742,081

Product	Volume TWD	USD Equivalent
IRS	TWD434,748,340,000	$14,387,483,390
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD434,748,340,000	$14,387,483,390

Product	Volume ZAR	USD Equivalent
IRS	ZAR2,389,225,494,184	$141,242,892,164
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR2,389,225,494,184	$141,242,892,164

Product	USD Equivalent
IRS	$5,355,385,073,909
OIS	$11,093,404,067,201
Basis	$429,759,979,910
Zeroes	$498,673,175
FRAs	$1,194,635,385,669
VNS	$18,357,208,036
Inflation	$197,219,491,105
Total	$18,289,259,879,005

Show:

Product	USD Equivalent
IRS	$96,827,832,040,324
OIS	$217,083,729,691,982
Basis	$17,286,756,310,963
Zeroes	$140,694,214,524
FRAs	$3,144,680,120,000
VNS	$295,333,927,412
Inflation	$1,575,672,982,452
Total	$336,354,699,287,657

Product	Volume EUR	USD Equivalent
IRS	€67,756,234,801,834	$72,881,542,881,098
OIS	€107,798,230,923,614	$115,550,257,892,037
Basis	€862,174,360,248	$930,484,810,283
Zeroes	€254,689,339,831	$277,650,409,213
FRAs	€45,950,635,585,717	$49,380,169,054,548
VNS	€112,330,607,136	$120,174,047,223
Inflation	€2,248,593,756,736	$2,417,073,746,417
Total	€224,982,889,375,116	$241,557,352,840,819

Product	Volume GBP	USD Equivalent
IRS	£42,620,581,770	$56,703,801,909
OIS	£57,195,255,709,714	$72,788,931,787,208
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£53,081,026,687	$67,219,845,950
Inflation	£1,955,062,832,989	$2,494,422,549,456
Total	£59,246,020,151,160	$75,407,277,984,523

Product	Volume JPY	USD Equivalent
IRS	¥3,664,865,740,000	$29,515,297,299
OIS	¥556,734,316,170,392	$4,404,936,631,280
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥560,399,181,910,392	$4,434,451,928,579

Product	Volume CHF	USD Equivalent
IRS	CHF209,380,000	$224,232,032
OIS	CHF3,164,810,964,831	$3,308,427,265,582
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF66,200,000	$69,980,127
Inflation	CHF0	$0
Total	CHF3,165,086,544,831	$3,308,721,477,741

Product	Volume AUD	USD Equivalent
IRS	$17,101,811,097,199	$12,175,508,934,249
OIS	$22,272,277,584,334	$15,891,624,180,103
Basis	$2,538,659,302,526	$1,810,280,063,933
Zeroes	$1,049,270,501	$740,405,288
FRAs	$0	$0
VNS	$23,132,983,642	$16,416,173,147
Inflation	$0	$0
Total	$41,936,930,238,202	$29,894,569,756,720

Product	Volume CAD	USD Equivalent
IRS	$11,972,873,594,728	$9,387,347,342,377
OIS	$8,221,267,603,180	$6,454,208,285,240
Basis	$1,135,803,759,660	$889,138,680,491
Zeroes	$23,900,000,000	$18,686,880,647
FRAs	$0	$0
VNS	$39,033,510,022	$30,755,943,599
Inflation	$0	$0
Total	$21,392,878,467,590	$16,780,137,132,354

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL165,105,751,425	$32,054,537,183
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL165,105,751,425	$32,054,537,183

Product	Volume CLP	USD Equivalent
IRS	CLP27,361,890,040,000	$32,118,825,109
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP27,361,890,040,000	$32,118,825,109

Product	Volume CNY	USD Equivalent
IRS	CNY22,151,499,036,655	$3,381,214,987,902
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY22,151,499,036,655	$3,381,214,987,902

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP59,364,601,608,000	$15,123,950,725
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP59,364,601,608,000	$15,123,950,725

Product	Volume CZK	USD Equivalent
IRS	CZK37,283,015,574,284	$1,625,278,538,803
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK4,540,000,000	$201,336,987
FRAs	CZK62,906,276,098,002	$2,749,320,022,687
VNS	CZK26,575,760,184	$1,170,892,127
Inflation	CZK0	$0
Total	CZK100,220,407,432,470	$4,375,970,790,604

Product	Volume DKK	USD Equivalent
IRS	DKK1,224,585,871,804	$179,201,404,454
OIS	DKK0	$0
Basis	DKK2,040,000,000	$276,284,248
Zeroes	DKK0	$0
FRAs	DKK79,484,000,000	$11,547,040,869
VNS	DKK1,976,613,181	$292,123,549
Inflation	DKK0	$0
Total	DKK1,308,086,484,985	$191,316,853,120

Product	Volume HKD	USD Equivalent
IRS	HKD11,949,348,881,797	$1,525,377,740,634
OIS	HKD0	$0
Basis	HKD540,042,000,000	$68,918,198,067
Zeroes	HKD2,000,000,000	$254,778,693
FRAs	HKD0	$0
VNS	HKD18,000,000	$2,293,671
Inflation	HKD0	$0
Total	HKD12,491,408,881,797	$1,594,553,011,065

Product	Volume HUF	USD Equivalent
IRS	HUF158,870,943,136,692	$450,735,077,280
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF21,050,000,000	$59,503,724
FRAs	HUF154,969,155,200,000	$431,732,071,899
VNS	HUF845,510,525,848	$2,339,308,724
Inflation	HUF0	$0
Total	HUF314,706,658,862,540	$884,865,961,627

Product	Volume ILS	USD Equivalent
IRS	ILS2,433,423,579,913	$737,209,681,784
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS2,300,000,000	$692,534,942
FRAs	ILS680,865,934,000	$207,564,614,596
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,116,589,513,913	$945,466,831,322

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR154,299,058,726,664	$2,004,475,327,051
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR154,299,058,726,664	$2,004,475,327,051

Product	Volume KRW	USD Equivalent
IRS	KRW3,692,034,003,719,573	$2,950,668,726,575
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW3,692,034,003,719,573	$2,950,668,726,575

Product	Volume MXN	USD Equivalent
IRS	MXN2,009,284,342,895	$98,780,035,994
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,009,284,342,895	$98,780,035,994

Product	Volume NOK	USD Equivalent
IRS	NOK7,620,113,875,332	$819,033,393,040
OIS	NOK1,093,552,000,000	$112,248,049,166
Basis	NOK70,250,000,000	$7,639,386,353
Zeroes	NOK1,700,000,000	$187,146,588
FRAs	NOK17,717,036,000,000	$1,919,314,278,562
VNS	NOK29,082,427,402	$3,220,806,975
Inflation	NOK0	$0
Total	NOK26,531,734,302,734	$2,861,643,060,684

Product	Volume NZD	USD Equivalent
IRS	NZD4,181,237,856,617	$2,736,128,988,082
OIS	NZD4,101,136,616,580	$2,684,986,465,792
Basis	NZD167,697,500,000	$111,822,131,325
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD508,181,972	$338,127,505
Inflation	NZD0	$0
Total	NZD8,450,580,155,169	$5,533,275,712,704

Product	Volume PLN	USD Equivalent
IRS	PLN7,199,470,401,753	$1,660,952,784,913
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN2,000,000	$426,567
FRAs	PLN6,300,372,221,844	$1,457,766,055,815
VNS	PLN3,618,633,640	$819,675,048
Inflation	PLN0	$0
Total	PLN13,503,463,257,237	$3,119,538,942,343

Product	Volume SEK	USD Equivalent
IRS	SEK18,857,927,883,116	$1,928,182,931,339
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK6,260,000,000	$685,847,010
FRAs	SEK32,560,044,000,000	$3,346,817,660,331
VNS	SEK3,079,027,976	$317,852,651
Inflation	SEK0	$0
Total	SEK51,427,310,911,092	$5,276,004,291,331

Product	Volume SGD	USD Equivalent
IRS	SGD120,805,957,892	$88,558,432,774
OIS	SGD2,831,440,214,404	$2,066,472,131,103
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD290,615,306	$210,854,766
Inflation	SGD0	$0
Total	SGD2,952,536,787,602	$2,155,241,418,643

Product	Volume THB	USD Equivalent
IRS	THB20,072,543,322,057	$593,352,178,564
OIS	THB7,081,547,331,138	$198,616,557,945
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB27,154,090,653,195	$791,968,736,509

Product	Volume TWD	USD Equivalent
IRS	TWD13,840,367,557,040	$475,177,059,260
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD13,840,367,557,040	$475,177,059,260

Product	Volume ZAR	USD Equivalent
IRS	ZAR81,094,477,802,071	$5,154,360,798,752
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR4,000,000,000	$236,414,304
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR81,098,477,802,071	$5,154,597,213,056

Product	USD Equivalent
IRS	$215,827,060,651,730
OIS	$442,564,038,215,214
Basis	$21,105,315,865,663
Zeroes	$440,089,898,487
FRAs	$62,648,910,919,307
VNS	$538,681,852,474
Inflation	$6,487,169,278,325
Total	$749,611,266,681,200

Show:

Product	USD Equivalent
IRS	$74,511,501,753,392
OIS	$53,257,790,935,155
Basis	$25,223,870,754,542
Zeroes	$130,831,677,027
FRAs	$475,843,457,642
VNS	$1,754,029,610,627
Inflation	$3,463,468,320,812
Total	$158,817,336,509,197

Product	Volume EUR	USD Equivalent
IRS	€56,499,483,598,041	$56,750,906,300,052
OIS	€32,054,954,427,713	$32,197,598,974,917
Basis	€981,856,284,878	$986,225,545,346
Zeroes	€260,581,640,204	$261,741,228,503
FRAs	€17,769,487,204,539	$17,848,561,422,599
VNS	€1,126,158,504,702	$1,131,169,910,048
Inflation	€3,442,933,538,922	$3,458,254,593,170
Total	€112,135,455,198,999	$112,634,457,974,635

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£28,447,577,525,161	$33,041,861,295,474
Basis	£68,561,145	$79,633,770
Zeroes	£0	$0
FRAs	£0	$0
VNS	£453,104,145,772	$526,280,465,314
Inflation	£2,942,519,165,399	$3,417,736,010,611
Total	£31,843,269,397,477	$36,985,957,405,169

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥686,651,448,331,343	$4,949,731,110,696
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥211,330,112,423	$1,523,374,391
Inflation	¥0	$0
Total	¥686,862,778,443,766	$4,951,254,485,087

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF2,755,945,585,493	$2,822,847,060,835
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF2,959,696,250	$3,031,543,839
Inflation	CHF0	$0
Total	CHF2,758,905,281,743	$2,825,878,604,674

Product	Volume AUD	USD Equivalent
IRS	$19,521,956,781,679	$13,366,683,808,415
OIS	$7,612,036,371,549	$5,211,961,303,600
Basis	$4,921,455,622,783	$3,369,720,664,920
Zeroes	$3,391,963,888	$2,322,477,674
FRAs	$0	$0
VNS	$62,609,188,155	$42,868,511,130
Inflation	$0	$0
Total	$32,121,449,928,054	$21,993,556,765,739

Product	Volume CAD	USD Equivalent
IRS	$18,038,142,652,163	$13,747,536,508,012
OIS	$3,250,945,734,608	$2,477,666,134,142
Basis	$1,979,119,843,746	$1,508,360,524,157
Zeroes	$44,514,595,301	$33,926,221,554
FRAs	$0	$0
VNS	$286,589,018,846	$218,420,104,295
Inflation	$0	$0
Total	$23,599,311,844,664	$17,985,909,492,160

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL216,659,533,278	$41,625,270,563
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL216,659,533,278	$41,625,270,563

Product	Volume CLP	USD Equivalent
IRS	CLP28,006,230,433,592	$31,239,520,841
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP28,006,230,433,592	$31,239,520,841

Product	Volume CNY	USD Equivalent
IRS	CNY19,277,155,588,875	$2,797,683,093,706
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY19,277,155,588,875	$2,797,683,093,706

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP78,392,287,169,254	$17,717,773,120
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP78,392,287,169,254	$17,717,773,120

Product	Volume CZK	USD Equivalent
IRS	CZK38,375,823,187,111	$1,572,554,067,536
OIS	CZK0	$0
Basis	CZK11,928,000,000	$488,782,347
Zeroes	CZK3,470,000,000	$142,192,718
FRAs	CZK27,396,353,478,086	$1,122,640,337,578
VNS	CZK238,354,334,332	$9,767,219,224
Inflation	CZK0	$0
Total	CZK66,025,928,999,529	$2,705,592,599,403

Product	Volume DKK	USD Equivalent
IRS	DKK5,439,436,079,544	$734,622,127,322
OIS	DKK0	$0
Basis	DKK11,320,000,000	$1,528,820,701
Zeroes	DKK0	$0
FRAs	DKK34,462,000,000	$4,654,259,629
VNS	DKK12,988,423,195	$1,754,149,316
Inflation	DKK0	$0
Total	DKK5,498,206,502,739	$742,559,356,968

Product	Volume HKD	USD Equivalent
IRS	HKD14,336,691,357,185	$1,826,504,616,006
OIS	HKD0	$0
Basis	HKD1,264,460,476,104	$161,093,158,723
Zeroes	HKD2,000,000,000	$254,801,414
FRAs	HKD0	$0
VNS	HKD8,941,108,176	$1,139,103,504
Inflation	HKD0	$0
Total	HKD15,612,092,941,465	$1,988,991,679,647

Product	Volume HUF	USD Equivalent
IRS	HUF173,019,149,077,037	$434,257,762,633
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF60,540,817,418	$151,950,348
FRAs	HUF58,133,847,019,252	$145,909,134,766
VNS	HUF2,763,716,269,566	$6,936,603,550
Inflation	HUF0	$0
Total	HUF233,977,253,183,273	$587,255,451,297

Product	Volume ILS	USD Equivalent
IRS	ILS2,395,717,159,385	$719,326,575,405
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS2,300,000,000	$690,586,999
FRAs	ILS353,633,456,310	$106,180,290,140
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS2,751,650,615,695	$826,197,452,544

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR134,961,111,053,722	$1,698,126,000,185
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR134,961,111,053,722	$1,698,126,000,185

Product	Volume KRW	USD Equivalent
IRS	KRW4,201,025,651,692,040	$3,132,709,170,402
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,201,025,651,692,040	$3,132,709,170,402

Product	Volume MXN	USD Equivalent
IRS	MXN3,706,914,507,629	$184,004,790,471
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN3,706,914,507,629	$184,004,790,471

Product	Volume NOK	USD Equivalent
IRS	NOK14,361,354,653,515	$1,444,085,154,125
OIS	NOK728,152,000,000	$73,218,266,557
Basis	NOK211,687,476,056	$21,285,926,632
Zeroes	NOK5,460,000,000	$549,022,368
FRAs	NOK11,365,797,307,876	$1,142,871,236,947
VNS	NOK142,279,430,430	$14,306,701,434
Inflation	NOK0	$0
Total	NOK26,814,730,867,877	$2,696,316,308,063

Product	Volume NZD	USD Equivalent
IRS	NZD5,951,062,655,274	$3,644,133,216,957
OIS	NZD1,301,776,779,450	$797,143,010,896
Basis	NZD171,437,673,802	$104,979,859,553
Zeroes	NZD104,000,000	$63,684,400
FRAs	NZD0	$0
VNS	NZD2,206,926,879	$1,351,411,674
Inflation	NZD0	$0
Total	NZD7,426,588,035,405	$4,547,671,183,480

Product	Volume PLN	USD Equivalent
IRS	PLN6,812,350,265,709	$1,448,342,266,099
OIS	PLN0	$0
Basis	PLN857,000,000	$182,202,804
Zeroes	PLN2,000,000	$425,211
FRAs	PLN2,693,943,906,534	$572,746,947,845
VNS	PLN15,034,885,265	$3,196,497,383
Inflation	PLN0	$0
Total	PLN9,522,188,057,508	$2,024,468,339,342

Product	Volume SEK	USD Equivalent
IRS	SEK37,485,059,893,068	$3,514,822,983,264
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK9,208,000,000	$863,397,047
FRAs	SEK15,360,314,820,069	$1,440,274,811,185
VNS	SEK54,290,170,730	$5,090,570,494
Inflation	SEK0	$0
Total	SEK52,908,872,883,867	$4,961,051,761,990

Product	Volume SGD	USD Equivalent
IRS	SGD400,981,334,235	$286,999,487,696
OIS	SGD1,954,039,834,602	$1,398,589,868,376
Basis	SGD3,624,617,296	$2,594,293,595
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD2,711,822,946	$1,940,967,646
Inflation	SGD0	$0
Total	SGD2,361,357,609,079	$1,690,124,617,313

Product	Volume THB	USD Equivalent
IRS	THB17,473,098,721,659	$477,798,707,182
OIS	THB5,173,042,874,384	$141,455,916,718
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB22,646,141,596,043	$619,254,623,900

Product	Volume TWD	USD Equivalent
IRS	TWD14,649,128,300,589	$481,673,241,725
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD14,649,128,300,589	$481,673,241,725

Product	Volume ZAR	USD Equivalent
IRS	ZAR56,320,310,609,890	$3,288,873,287,389
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR4,000,000,000	$233,583,462
FRAs	ZAR0	$0
VNS	ZAR5,850,000,000	$341,615,814
Inflation	ZAR0	$0
Total	ZAR56,330,160,609,890	$3,289,448,486,665

Product	USD Equivalent
IRS	$184,437,883,709,193
OIS	$138,085,707,650,671
Basis	$31,380,410,167,090
Zeroes	$431,771,248,725
FRAs	$22,859,681,898,331
VNS	$3,723,148,359,683
Inflation	$10,339,458,924,593
Total	$391,258,061,958,286

Figures as of COB Aug 31, 2022.

Notional Outstanding by Product

As of COB Aug 31, 2022

Daily Notional by Tenor

As of COB Aug 31, 2022

Notional Outstanding by Currency

As of COB Aug 31, 2022. *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 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
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.
$3.5 trillion notional per day based on daily average over 2020.
"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.

Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression