Volumes

  • Client Notional Cleared (USD)
    $2,495,830,019,394,509
    Client Notional Outstanding (USD)
    $91,816,224,643,771
    As of COB Apr 11, 2024
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $7,019,831,000,000,000
    Trades Compressed
    50,657,815
  • 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

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

As of COB Apr 11, 2024. *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
$958,477,059,493
$2,331,169,880,692
$62,180,346,049,178
$32,409,081,671,790
EUR
€916,845,976,394
€1,366,403,775,585
€43,893,474,028,030
€27,508,177,000,531
GBP
£353,624,970,090
£607,207,540,237
£13,020,831,813,368
£8,053,489,486,344
JPY
¥8,867,383,390,628
¥26,107,494,321,372
¥430,643,788,214,122
¥351,110,135,394,164
CHF
CHF4,034,704,000
CHF31,287,475,679
CHF569,320,496,101
CHF621,922,943,807
AUD
$180,332,285,894
$416,854,929,546
$8,344,247,509,649
$7,421,279,093,570
CAD
$37,699,104,677
$252,405,518,715
$3,783,995,901,232
$2,665,453,039,407
Other*
Show All
Hide
$192,295,374,951
$459,822,534,904
$8,523,349,279,653
$10,015,779,674,176
BRL
BRL1,531,430,179
BRL7,281,120,890
BRL56,317,807,691
BRL64,305,206,479
CLP
CLP36,501,600,000
CLP1,135,075,090,000
CLP9,752,041,434,058
CLP2,726,988,850,227
CNY
CNY56,198,045,048
CNY134,118,690,870
CNY4,207,608,467,800
CNY4,588,496,443,735
COP
COP374,883,000,000
COP1,968,384,000,000
COP16,437,992,055,713
COP25,932,842,168,646
CZK
CZK374,880,323,322
CZK1,044,876,034,274
CZK19,757,838,730,008
CZK24,221,643,370,219
DKK
DKK12,671,110,000
DKK10,994,427,000
DKK258,214,911,000
DKK1,459,082,673,676
HKD
HKD47,247,768,000
HKD88,089,456,000
HKD1,900,916,914,352
HKD3,867,121,286,635
HUF
HUF1,038,485,426,751
HUF2,661,896,130,362
HUF75,392,938,585,639
HUF61,686,675,232,652
ILS
ILS40,355,900,000
ILS82,730,897,000
ILS1,179,430,077,576
ILS1,289,610,344,182
INR
INR97,985,522,000
INR1,744,564,135,337
INR26,450,290,634,891
INR16,845,173,992,317
KRW
KRW28,921,862,593,719
KRW28,725,562,885,097
KRW708,891,215,528,800
KRW818,478,765,723,665
MXN
MXN5,626,389,459
MXN38,435,723,751
MXN886,984,255,419
MXN928,214,091,778
NOK
NOK55,332,015,146
NOK376,674,604,136
NOK5,159,866,205,871
NOK3,462,512,548,293
NZD
NZD87,003,331,854
NZD193,160,035,000
NZD2,947,742,320,379
NZD3,422,648,423,588
PLN
PLN37,828,020,922
PLN108,780,995,154
PLN2,054,830,507,171
PLN2,635,614,869,640
SEK
SEK108,373,065,966
SEK399,416,765,500
SEK6,878,688,008,897
SEK5,657,932,513,590
SGD
SGD8,631,679,000
SGD41,936,218,928
SGD545,642,984,898
SGD619,553,861,454
THB
THB255,419,654,000
THB432,298,811,734
THB8,317,315,151,443
THB4,836,178,311,257
TWD
TWD52,009,947,000
TWD99,221,052,000
TWD3,664,393,399,790
TWD2,588,961,321,047
ZAR
ZAR603,259,920,362
ZAR829,086,910,055
ZAR21,251,186,080,644
ZAR37,978,591,604,168
Total in USD$2,785,900,340,517$5,702,019,682,899$146,674,487,263,532$91,816,224,643,771

Figures as of COB Apr 11, 2024. Weekly figures as of COB Apr 5, 2024. *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 $0
OIS $954,068,629,058
Basis $1,542,000,000
Zeroes $0
FRAs $0
VNS $1,138,897
Inflation $2,865,291,538
Total$958,477,059,493
ProductVolume
EUR
USD
Equivalent
IRS €70,666,690,130 $75,800,625,168
OIS €828,910,078,258 $889,130,395,443
Basis €884,300,000 $948,544,395
Zeroes €2,042,500,000 $2,190,887,625
FRAs €9,440,000,000 $10,125,816,000
VNS €112,643,000 $120,826,514
Inflation €4,789,765,006 $5,137,741,434
Total€916,845,976,394$983,454,836,579
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £351,933,917,460 $441,782,646,588
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £30,000,000 $37,659,000
Inflation £1,661,052,630 $2,085,119,366
Total£353,624,970,090$443,905,424,954
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥8,867,383,390,628 $57,867,872,161
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥8,867,383,390,628$57,867,872,161
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF4,034,704,000 $4,433,740,659
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,034,704,000$4,433,740,659
ProductVolume
AUD
USD
Equivalent
IRS $40,206,904,854 $26,291,295,084
OIS $133,025,837,000 $86,985,594,814
Basis $6,849,000,000 $4,478,561,100
Zeroes $0 $0
FRAs $0 $0
VNS $250,544,040 $163,830,748
Inflation $0 $0
Total$180,332,285,894$117,919,281,746
ProductVolume
CAD
USD
Equivalent
IRS $8,000,000 $5,845,603
OIS $37,691,104,677 $27,540,904,371
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$37,699,104,677$27,546,749,974
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,531,430,179 $300,817,179
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,531,430,179$300,817,179
ProductVolume
CLP
USD
Equivalent
IRS CLP36,501,600,000 $38,284,309
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP36,501,600,000$38,284,309
ProductVolume
CNY
USD
Equivalent
IRS CNY56,198,045,048 $7,764,949,436
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY56,198,045,048$7,764,949,436
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP374,883,000,000 $98,111,227
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP374,883,000,000$98,111,227
ProductVolume
CZK
USD
Equivalent
IRS CZK162,220,323,322 $6,863,273,114
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK19,500,000,000 $825,012,693
FRAs CZK193,160,000,000 $8,172,279,574
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK374,880,323,322$15,860,565,381
ProductVolume
DKK
USD
Equivalent
IRS DKK10,331,110,000 $1,485,592,879
OIS DKK2,340,000,000 $336,487,303
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK12,671,110,000$1,822,080,182
ProductVolume
HKD
USD
Equivalent
IRS HKD45,346,768,000 $5,785,539,331
OIS HKD0 $0
Basis HKD1,901,000,000 $242,537,909
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD47,247,768,000$6,028,077,240
ProductVolume
HUF
USD
Equivalent
IRS HUF522,535,426,751 $1,438,718,668
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF515,950,000,000 $1,420,586,737
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,038,485,426,751$2,859,305,405
ProductVolume
ILS
USD
Equivalent
IRS ILS17,407,900,000 $4,647,001,508
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS390,000,000 $104,109,662
FRAs ILS22,558,000,000 $6,021,809,639
VNS ILS0 $0
Inflation ILS0 $0
TotalILS40,355,900,000$10,772,920,809
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR97,985,522,000 $1,175,822,501
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR97,985,522,000$1,175,822,501
ProductVolume
KRW
USD
Equivalent
IRS KRW28,921,862,593,719 $21,145,654,046
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW28,921,862,593,719$21,145,654,046
ProductVolume
MXN
USD
Equivalent
IRS MXN5,626,389,459 $342,224,271
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,626,389,459$342,224,271
ProductVolume
NOK
USD
Equivalent
IRS NOK34,762,015,146 $3,209,433,410
OIS NOK370,000,000 $34,160,573
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK20,200,000,000 $1,864,982,643
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK55,332,015,146$5,108,576,626
ProductVolume
NZD
USD
Equivalent
IRS NZD9,618,294,164 $5,766,648,266
OIS NZD77,373,000,000 $46,388,982,150
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD12,037,690 $7,217,197
Inflation NZD0 $0
TotalNZD87,003,331,854$52,162,847,613
ProductVolume
PLN
USD
Equivalent
IRS PLN15,687,520,922 $3,951,267,785
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN22,140,500,000 $5,576,600,970
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN37,828,020,922$9,527,868,755
ProductVolume
SEK
USD
Equivalent
IRS SEK104,373,065,966 $9,725,270,888
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK4,000,000,000 $372,711,898
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK108,373,065,966$10,097,982,786
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD8,631,679,000 $6,379,659,276
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,631,679,000$6,379,659,276
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB255,419,654,000 $7,000,675,730
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB255,419,654,000$7,000,675,730
ProductVolume
TWD
USD
Equivalent
IRS TWD52,009,947,000 $1,614,914,830
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD52,009,947,000$1,614,914,830
ProductVolume
ZAR
USD
Equivalent
IRS ZAR603,259,920,362 $32,194,037,349
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR603,259,920,362$32,194,037,349
ProductUSD
Equivalent
IRS$208,371,393,124
OIS$2,523,223,681,854
Basis$7,211,643,404
Zeroes$3,120,009,980
FRAs$33,554,787,461
VNS$330,672,356
Inflation$10,088,152,338
Total$2,785,900,340,517
Show:
ProductUSD
Equivalent
IRS $120,000,000
OIS $2,182,772,374,022
Basis $122,575,100,000
Zeroes $0
FRAs $0
VNS $823,162,170
Inflation $24,879,244,500
Total$2,331,169,880,692
ProductVolume
EUR
USD
Equivalent
IRS €304,302,840,965 $329,196,708,175
OIS €929,518,409,988 $1,004,867,467,423
Basis €7,944,404,000 $8,604,873,680
Zeroes €0 $0
FRAs €96,285,100,000 $104,306,350,850
VNS €151,049,632 $163,622,931
Inflation €28,201,971,000 $30,500,131,119
Total€1,366,403,775,585$1,477,639,154,178
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £595,136,309,489 $751,764,001,882
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £851,250,000 $1,072,266,775
Inflation £11,219,980,748 $14,171,778,413
Total£607,207,540,237$767,008,047,070
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥26,107,494,321,372 $172,328,146,201
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥26,107,494,321,372$172,328,146,201
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF31,287,475,679 $34,609,872,258
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF31,287,475,679$34,609,872,258
ProductVolume
AUD
USD
Equivalent
IRS $117,492,449,546 $77,054,911,469
OIS $239,565,846,000 $157,109,024,183
Basis $59,571,634,000 $39,122,855,500
Zeroes $225,000,000 $147,937,500
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$416,854,929,546$273,434,728,652
ProductVolume
CAD
USD
Equivalent
IRS $127,326,050 $94,021,248
OIS $252,278,192,665 $185,913,297,696
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$252,405,518,715$186,007,318,944
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL7,281,120,890 $1,442,386,825
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL7,281,120,890$1,442,386,825
ProductVolume
CLP
USD
Equivalent
IRS CLP1,135,075,090,000 $1,190,876,732
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,135,075,090,000$1,190,876,732
ProductVolume
CNY
USD
Equivalent
IRS CNY134,118,690,870 $18,542,915,896
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY134,118,690,870$18,542,915,896
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,968,384,000,000 $517,922,479
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,968,384,000,000$517,922,479
ProductVolume
CZK
USD
Equivalent
IRS CZK494,327,534,274 $21,148,079,093
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK550,548,500,000 $23,535,526,460
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,044,876,034,274$44,683,605,553
ProductVolume
DKK
USD
Equivalent
IRS DKK9,544,427,000 $1,386,894,789
OIS DKK1,450,000,000 $209,259,366
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,994,427,000$1,596,154,155
ProductVolume
HKD
USD
Equivalent
IRS HKD87,189,456,000 $11,137,058,448
OIS HKD0 $0
Basis HKD900,000,000 $114,959,413
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD88,089,456,000$11,252,017,861
ProductVolume
HUF
USD
Equivalent
IRS HUF1,987,095,736,362 $5,484,516,486
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF674,800,394,000 $1,865,069,546
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,661,896,130,362$7,349,586,032
ProductVolume
ILS
USD
Equivalent
IRS ILS33,357,897,000 $8,952,361,876
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS49,373,000,000 $13,248,120,081
VNS ILS0 $0
Inflation ILS0 $0
TotalILS82,730,897,000$22,200,481,957
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,744,564,135,337 $20,919,029,596
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,744,564,135,337$20,919,029,596
ProductVolume
KRW
USD
Equivalent
IRS KRW28,725,562,885,097 $21,282,319,674
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW28,725,562,885,097$21,282,319,674
ProductVolume
MXN
USD
Equivalent
IRS MXN38,435,723,751 $2,325,250,183
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN38,435,723,751$2,325,250,183
ProductVolume
NOK
USD
Equivalent
IRS NOK199,943,434,136 $18,601,051,048
OIS NOK99,100,000,000 $9,252,035,483
Basis NOK0 $0
Zeroes NOK1,531,170,000 $142,813,705
FRAs NOK76,070,000,000 $7,100,828,770
VNS NOK30,000,000 $2,795,404
Inflation NOK0 $0
TotalNOK376,674,604,136$35,099,524,410
ProductVolume
NZD
USD
Equivalent
IRS NZD61,311,285,000 $36,783,988,151
OIS NZD128,488,750,000 $77,391,663,325
Basis NZD0 $0
Zeroes NZD3,360,000,000 $2,003,736,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD193,160,035,000$116,179,387,476
ProductVolume
PLN
USD
Equivalent
IRS PLN66,677,745,154 $16,794,082,942
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN42,103,250,000 $10,642,538,793
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN108,780,995,154$27,436,621,735
ProductVolume
SEK
USD
Equivalent
IRS SEK316,966,765,500 $29,757,935,662
OIS SEK35,500,000,000 $3,339,346,937
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK46,950,000,000 $4,392,604,723
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK399,416,765,500$37,489,887,322
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD41,936,218,928 $31,087,320,584
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD41,936,218,928$31,087,320,584
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB432,298,811,734 $11,806,638,421
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB432,298,811,734$11,806,638,421
ProductVolume
TWD
USD
Equivalent
IRS TWD99,221,052,000 $3,096,418,363
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD99,221,052,000$3,096,418,363
ProductVolume
ZAR
USD
Equivalent
IRS ZAR829,086,910,055 $44,324,189,650
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR829,086,910,055$44,324,189,650
ProductUSD
Equivalent
IRS$648,715,966,710
OIS$4,643,887,399,856
Basis$170,417,788,593
Zeroes$2,294,487,205
FRAs$165,091,039,223
VNS$2,061,847,280
Inflation$69,551,154,032
Total$5,702,019,682,899
Show:
ProductUSD
Equivalent
IRS $3,691,112,880
OIS $60,522,286,861,611
Basis $1,259,237,496,000
Zeroes $0
FRAs $0
VNS $34,097,018,589
Inflation $361,033,560,098
Total$62,180,346,049,178
ProductVolume
EUR
USD
Equivalent
IRS €7,152,444,903,454 $7,765,792,516,693
OIS €32,700,366,560,822 $35,499,711,721,287
Basis €269,463,032,000 $293,307,475,149
Zeroes €34,884,998,188 $37,487,576,655
FRAs €3,335,514,505,000 $3,619,676,270,900
VNS €17,174,510,459 $18,662,531,410
Inflation €383,625,518,107 $416,431,808,627
Total€43,893,474,028,030$47,651,069,900,721
ProductVolume
GBP
USD
Equivalent
IRS £289,000,000 $364,590,150
OIS £12,783,358,172,207 $16,198,545,745,475
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £10,402,864,598 $13,185,082,222
Inflation £226,781,776,563 $287,435,331,987
Total£13,020,831,813,368$16,499,530,749,834
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥430,643,788,214,122 $2,881,341,680,345
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥430,643,788,214,122$2,881,341,680,345
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF569,315,996,101 $647,885,359,830
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF4,500,000 $5,187,320
Inflation CHF0 $0
TotalCHF569,320,496,101$647,890,547,150
ProductVolume
AUD
USD
Equivalent
IRS $2,138,479,118,925 $1,406,620,333,011
OIS $5,398,011,900,700 $3,551,243,190,058
Basis $805,421,700,000 $529,746,470,172
Zeroes $1,731,000,000 $1,141,788,650
FRAs $0 $0
VNS $603,790,024 $394,914,338
Inflation $0 $0
Total$8,344,247,509,649$5,489,146,696,229
ProductVolume
CAD
USD
Equivalent
IRS $160,147,289,713 $118,561,451,180
OIS $3,606,699,012,550 $2,670,543,518,835
Basis $12,807,610,000 $9,482,397,889
Zeroes $0 $0
FRAs $0 $0
VNS $4,341,988,969 $3,224,992,518
Inflation $0 $0
Total$3,783,995,901,232$2,801,812,360,422
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL56,317,807,691 $11,289,387,644
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL56,317,807,691$11,289,387,644
ProductVolume
CLP
USD
Equivalent
IRS CLP9,752,041,434,058 $10,362,850,075
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,752,041,434,058$10,362,850,075
ProductVolume
CNY
USD
Equivalent
IRS CNY4,207,608,467,800 $585,133,987,913
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,207,608,467,800$585,133,987,913
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP16,437,992,055,713 $4,234,614,400
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP16,437,992,055,713$4,234,614,400
ProductVolume
CZK
USD
Equivalent
IRS CZK7,636,859,890,814 $329,423,516,279
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK30,689,457,000 $1,306,678,951
FRAs CZK12,090,289,382,194 $520,746,216,762
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK19,757,838,730,008$851,476,411,992
ProductVolume
DKK
USD
Equivalent
IRS DKK138,232,711,000 $20,123,874,049
OIS DKK119,982,200,000 $17,443,062,218
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK258,214,911,000$37,566,936,267
ProductVolume
HKD
USD
Equivalent
IRS HKD1,871,435,714,352 $239,256,546,975
OIS HKD0 $0
Basis HKD27,598,000,000 $3,527,372,214
Zeroes HKD1,564,200,000 $199,955,259
FRAs HKD0 $0
VNS HKD319,000,000 $40,794,010
Inflation HKD0 $0
TotalHKD1,900,916,914,352$243,024,668,458
ProductVolume
HUF
USD
Equivalent
IRS HUF38,321,431,669,639 $106,555,080,491
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF19,500,000,000 $53,926,991
FRAs HUF37,052,006,916,000 $102,959,893,526
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF75,392,938,585,639$209,568,901,008
ProductVolume
ILS
USD
Equivalent
IRS ILS648,606,357,576 $176,824,876,491
OIS ILS6,329,000,000 $1,723,479,355
Basis ILS0 $0
Zeroes ILS390,000,000 $104,109,662
FRAs ILS524,104,720,000 $142,619,120,414
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,179,430,077,576$321,271,585,922
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR26,450,290,634,891 $318,484,671,634
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR26,450,290,634,891$318,484,671,634
ProductVolume
KRW
USD
Equivalent
IRS KRW708,891,215,528,800 $532,175,520,506
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW708,891,215,528,800$532,175,520,506
ProductVolume
MXN
USD
Equivalent
IRS MXN886,984,255,419 $52,386,413,363
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN886,984,255,419$52,386,413,363
ProductVolume
NOK
USD
Equivalent
IRS NOK2,878,249,469,872 $273,338,523,775
OIS NOK586,866,100,000 $55,794,987,924
Basis NOK15,348,000,000 $1,457,064,221
Zeroes NOK6,301,212,000 $597,330,532
FRAs NOK1,672,186,000,000 $158,600,041,210
VNS NOK915,423,999 $87,535,747
Inflation NOK0 $0
TotalNOK5,159,866,205,871$489,875,483,409
ProductVolume
NZD
USD
Equivalent
IRS NZD810,139,462,430 $494,531,938,795
OIS NZD2,112,154,154,377 $1,288,568,494,376
Basis NZD22,075,000,000 $13,511,944,250
Zeroes NZD3,360,000,000 $2,003,736,000
FRAs NZD0 $0
VNS NZD13,703,572 $8,216,810
Inflation NZD0 $0
TotalNZD2,947,742,320,379$1,798,624,330,231
ProductVolume
PLN
USD
Equivalent
IRS PLN1,247,564,637,171 $313,207,999,723
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,653,320,000 $917,016,163
FRAs PLN803,112,550,000 $201,743,286,186
VNS PLN500,000,000 $124,300,808
Inflation PLN0 $0
TotalPLN2,054,830,507,171$515,992,602,880
ProductVolume
SEK
USD
Equivalent
IRS SEK4,324,561,118,897 $415,208,325,319
OIS SEK369,840,000,000 $35,069,846,767
Basis SEK0 $0
Zeroes SEK15,082,900,000 $1,425,170,340
FRAs SEK2,168,936,000,000 $208,829,038,130
VNS SEK267,990,000 $25,534,952
Inflation SEK0 $0
TotalSEK6,878,688,008,897$660,557,915,508
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD545,251,867,249 $406,609,617,847
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD391,117,649 $291,096,791
Inflation SGD0 $0
TotalSGD545,642,984,898$406,900,714,638
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB8,317,315,151,443 $232,846,867,096
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB8,317,315,151,443$232,846,867,096
ProductVolume
TWD
USD
Equivalent
IRS TWD3,664,393,399,790 $116,249,044,375
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,664,393,399,790$116,249,044,375
ProductVolume
ZAR
USD
Equivalent
IRS ZAR21,238,788,451,792 $1,124,668,321,660
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,927,489,255 $102,042,557
FRAs ZAR0 $0
VNS ZAR10,470,139,597 $556,008,117
Inflation ZAR0 $0
TotalZAR21,251,186,080,644$1,125,326,372,334
ProductUSD
Equivalent
IRS$14,095,766,211,347
OIS$124,332,333,719,058
Basis$2,110,270,219,895
Zeroes$45,339,331,760
FRAs$4,955,173,867,128
VNS$70,703,213,632
Inflation$1,064,900,700,712
Total$146,674,487,263,532
Show:
ProductUSD
Equivalent
IRS $1,419,300,000
OIS $30,218,639,999,485
Basis $1,254,928,837,260
Zeroes $0
FRAs $0
VNS $382,659,855,772
Inflation $551,433,679,273
Total$32,409,081,671,790
ProductVolume
EUR
USD
Equivalent
IRS €9,823,007,780,255 $10,536,649,295,490
OIS €13,322,607,044,674 $14,290,494,446,470
Basis €511,764,260,655 $548,943,934,192
Zeroes €70,288,628,110 $75,395,096,942
FRAs €3,087,588,577,764 $3,311,901,887,938
VNS €239,156,487,844 $256,531,206,685
Inflation €453,764,221,230 $486,730,191,902
Total€27,508,177,000,532$29,506,646,059,619
ProductVolume
GBP
USD
Equivalent
IRS £474,400,000 $595,514,320
OIS £7,451,211,315,491 $9,353,505,564,335
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £89,741,489,105 $112,652,491,274
Inflation £512,062,281,748 $642,791,782,278
Total£8,053,489,486,344$10,109,545,352,207
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥351,075,678,155,813 $2,291,093,276,052
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥34,457,238,351 $224,865,327
Inflation ¥0 $0
Total¥351,110,135,394,164$2,291,318,141,379
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF621,378,121,557 $682,833,100,612
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF544,822,250 $598,705,769
Inflation CHF0 $0
TotalCHF621,922,943,807$683,431,806,381
ProductVolume
AUD
USD
Equivalent
IRS $3,287,907,354,040 $2,149,962,618,807
OIS $3,019,459,611,729 $1,974,424,640,110
Basis $1,089,483,696,948 $712,413,389,435
Zeroes $1,791,079,647 $1,171,186,981
FRAs $0 $0
VNS $22,637,351,206 $14,802,563,953
Inflation $0 $0
Total$7,421,279,093,570$4,852,774,399,286
ProductVolume
CAD
USD
Equivalent
IRS $527,353,615,326 $385,337,485,167
OIS $2,012,241,851,735 $1,470,345,878,291
Basis $105,388,294,280 $77,007,266,289
Zeroes $140,000,000 $102,298,053
FRAs $0 $0
VNS $20,329,278,067 $14,854,611,134
Inflation $0 $0
Total$2,665,453,039,408$1,947,647,538,934
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL64,305,206,479 $12,631,402,400
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL64,305,206,479$12,631,402,400
ProductVolume
CLP
USD
Equivalent
IRS CLP2,726,988,850,227 $2,860,172,796
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,726,988,850,227$2,860,172,796
ProductVolume
CNY
USD
Equivalent
IRS CNY4,588,496,443,735 $633,997,905,841
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,588,496,443,735$633,997,905,841
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP25,932,842,168,646 $6,786,925,456
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP25,932,842,168,646$6,786,925,456
ProductVolume
CZK
USD
Equivalent
IRS CZK12,803,090,446,485 $541,677,544,698
OIS CZK0 $0
Basis CZK5,964,000,000 $252,326,959
Zeroes CZK36,089,457,000 $1,526,885,133
FRAs CZK11,346,088,227,700 $480,034,194,775
VNS CZK30,411,239,034 $1,286,649,138
Inflation CZK0 $0
TotalCZK24,221,643,370,219$1,024,777,600,703
ProductVolume
DKK
USD
Equivalent
IRS DKK1,201,040,395,668 $172,707,197,905
OIS DKK249,216,300,000 $35,836,803,658
Basis DKK5,150,000,000 $740,559,662
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK3,675,978,009 $528,598,258
Inflation DKK0 $0
TotalDKK1,459,082,673,677$209,813,159,483
ProductVolume
HKD
USD
Equivalent
IRS HKD3,559,495,539,676 $454,136,035,529
OIS HKD0 $0
Basis HKD305,283,103,396 $38,949,355,813
Zeroes HKD1,564,200,000 $199,567,489
FRAs HKD0 $0
VNS HKD778,443,563 $99,317,240
Inflation HKD0 $0
TotalHKD3,867,121,286,635$493,384,276,071
ProductVolume
HUF
USD
Equivalent
IRS HUF40,892,157,616,531 $112,590,089,667
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF9,200,000,000 $25,330,745
FRAs HUF20,541,004,522,000 $56,556,407,775
VNS HUF244,313,094,121 $672,677,471
Inflation HUF0 $0
TotalHUF61,686,675,232,652$169,844,505,658
ProductVolume
ILS
USD
Equivalent
IRS ILS974,686,044,182 $260,190,345,613
OIS ILS6,349,000,000 $1,694,851,911
Basis ILS0 $0
Zeroes ILS390,000,000 $104,109,662
FRAs ILS308,185,300,000 $82,269,403,772
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,289,610,344,182$344,258,710,958
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR16,845,173,992,317 $202,141,441,055
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR16,845,173,992,317$202,141,441,055
ProductVolume
KRW
USD
Equivalent
IRS KRW818,478,765,723,665 $598,414,737,925
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW818,478,765,723,665$598,414,737,925
ProductVolume
MXN
USD
Equivalent
IRS MXN928,214,091,778 $56,458,478,940
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN928,214,091,778$56,458,478,940
ProductVolume
NOK
USD
Equivalent
IRS NOK2,315,714,806,293 $213,800,392,043
OIS NOK593,616,192,936 $54,806,133,479
Basis NOK29,712,975,062 $2,743,276,374
Zeroes NOK0 $0
FRAs NOK472,450,887,103 $43,619,440,792
VNS NOK51,017,686,898 $4,710,252,502
Inflation NOK0 $0
TotalNOK3,462,512,548,292$319,679,495,190
ProductVolume
NZD
USD
Equivalent
IRS NZD1,332,891,418,538 $799,135,049,985
OIS NZD2,051,046,216,569 $1,229,704,759,144
Basis NZD38,000,250,000 $22,783,049,888
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD710,538,481 $426,003,346
Inflation NZD0 $0
TotalNZD3,422,648,423,588$2,052,048,862,363
ProductVolume
PLN
USD
Equivalent
IRS PLN1,886,181,394,309 $475,078,746,756
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN5,377,320,000 $1,354,403,375
FRAs PLN738,418,671,385 $185,987,953,249
VNS PLN5,637,483,947 $1,419,931,729
Inflation PLN0 $0
TotalPLN2,635,614,869,641$663,841,035,109
ProductVolume
SEK
USD
Equivalent
IRS SEK4,189,387,253,430 $390,358,619,049
OIS SEK275,100,000,000 $25,633,260,810
Basis SEK0 $0
Zeroes SEK15,082,900,000 $1,405,394,073
FRAs SEK1,163,287,000,000 $108,392,726,527
VNS SEK15,075,360,160 $1,404,691,526
Inflation SEK0 $0
TotalSEK5,657,932,513,590$527,194,691,985
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD618,159,107,266 $456,880,345,355
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD1,394,754,189 $1,030,860,450
Inflation SGD0 $0
TotalSGD619,553,861,455$457,911,205,805
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB4,836,178,311,257 $132,552,509,559
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB4,836,178,311,257$132,552,509,559
ProductVolume
TWD
USD
Equivalent
IRS TWD2,588,961,321,047 $80,387,546,452
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,588,961,321,047$80,387,546,452
ProductVolume
ZAR
USD
Equivalent
IRS ZAR37,943,799,583,477 $2,024,938,272,436
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR23,946,881,094 $1,277,967,852
FRAs ZAR0 $0
VNS ZAR10,845,139,597 $578,770,141
Inflation ZAR0 $0
TotalZAR37,978,591,604,168$2,026,795,010,429
ProductUSD
Equivalent
IRS$19,903,326,751,819
OIS$62,427,373,935,782
Basis$2,658,761,995,872
Zeroes$82,562,240,305
FRAs$4,268,762,014,828
VNS$794,482,051,715
Inflation$1,680,955,653,453
Total$91,816,224,643,774

Figures as of COB Apr 11, 2024.

Notional Outstanding by Product

As of COB Apr 11, 2024

Daily Notional by Tenor
 

As of COB Apr 11, 2024

Notional Outstanding by Tenor
 

As of COB Apr 11, 2024

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
$2,353,518,890,738
$6,443,324,317,309
$154,443,958,795,782
$141,431,347,526,238
EUR
€2,671,667,280,849
€6,004,909,246,868
€166,812,533,301,876
€149,159,618,810,012
GBP
£941,991,916,149
£1,875,395,115,735
£40,176,567,791,669
£35,088,528,778,005
JPY
¥25,552,752,101,256
¥55,670,645,514,744
¥948,250,627,504,488
¥1,473,935,654,357,423
CHF
CHF23,875,544,000
CHF82,229,712,716
CHF2,166,700,699,307
CHF3,391,239,878,671
AUD
$499,881,710,000
$1,445,695,816,055
$26,365,342,366,378
$41,400,299,885,277
CAD
$125,019,632,825
$837,660,702,574
$12,050,787,311,374
$23,641,049,064,800
Other*
Show All
Hide
$558,305,712,422
$1,328,330,401,614
$28,772,215,842,439
$44,982,591,518,453
BRL
BRL3,983,057,003
BRL16,193,698,746
BRL125,833,407,870
BRL431,572,969,654
CLP
CLP53,003,200,000
CLP2,576,150,180,000
CLP20,154,862,458,116
CLP46,725,022,803,764
CNY
CNY221,010,354,096
CNY376,038,025,740
CNY12,715,984,932,922
CNY22,387,595,050,798
COP
COP749,766,000,000
COP5,225,415,330,000
COP37,286,999,927,426
COP123,123,268,442,182
CZK
CZK1,368,317,805,870
CZK3,604,500,205,872
CZK80,665,537,660,820
CZK86,974,994,714,061
DKK
DKK21,722,220,000
DKK34,428,854,000
DKK762,828,409,562
DKK5,387,947,687,616
HKD
HKD150,563,070,000
HKD259,959,802,000
HKD6,877,732,459,734
HKD18,508,995,391,811
HUF
HUF3,997,934,429,502
HUF12,208,178,903,960
HUF355,356,933,513,704
HUF403,420,280,819,994
ILS
ILS127,089,120,000
ILS216,909,320,667
ILS3,344,412,075,544
ILS4,924,384,936,683
INR
INR200,704,044,000
INR6,436,383,922,674
INR106,747,783,559,782
INR193,354,242,961,866
KRW
KRW72,966,185,891,438
KRW90,961,931,942,274
KRW2,487,767,359,061,484
KRW5,112,567,965,309,265
MXN
MXN13,652,778,918
MXN79,956,647,502
MXN1,886,554,772,234
MXN4,929,772,158,145
NOK
NOK208,914,270,292
NOK943,720,310,272
NOK17,606,305,468,096
NOK29,329,467,491,503
NZD
NZD167,183,743,708
NZD388,903,766,000
NZD7,534,670,399,160
NZD11,940,187,790,115
PLN
PLN140,008,231,844
PLN431,250,556,016
PLN8,995,422,986,158
PLN12,253,082,521,239
SEK
SEK337,756,515,932
SEK1,342,008,644,000
SEK26,729,783,833,473
SEK52,115,588,530,048
SGD
SGD26,969,858,000
SGD137,555,967,856
SGD1,740,750,184,801
SGD2,479,908,995,720
THB
THB1,019,835,584,000
THB1,506,201,989,468
THB26,060,456,420,600
THB29,407,607,770,872
TWD
TWD135,919,894,000
TWD339,992,104,000
TWD9,655,093,545,580
TWD20,812,292,943,415
ZAR
ZAR1,997,955,893,248
ZAR2,344,168,603,322
ZAR73,361,167,616,211
ZAR94,251,709,394,523
Total in USD$7,571,287,692,947$18,661,901,846,221$450,292,166,857,936$448,148,243,514,756

Figures as of COB Apr 11, 2024. Weekly figures as of COB Apr 5, 2024. *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 $1,941,546,600
OIS $2,340,887,821,269
Basis $3,384,000,000
Zeroes $0
FRAs $0
VNS $202,277,793
Inflation $7,103,245,076
Total$2,353,518,890,738
ProductVolume
EUR
USD
Equivalent
IRS €434,571,876,260 $466,143,523,070
OIS €2,087,367,594,237 $2,239,014,849,959
Basis €3,812,200,000 $4,089,156,330
Zeroes €4,085,000,000 $4,381,775,250
FRAs €113,404,000,000 $121,642,800,600
VNS €1,467,866,000 $1,574,506,465
Inflation €26,958,744,352 $28,917,297,129
Total€2,671,667,280,849$2,865,763,908,803
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £936,340,648,889 $1,175,388,416,551
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £60,000,000 $75,318,000
Inflation £5,591,267,260 $7,018,717,791
Total£941,991,916,149$1,182,482,452,342
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥25,552,752,101,256 $166,755,324,183
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥25,552,752,101,256$166,755,324,183
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF23,875,544,000 $26,236,861,538
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF23,875,544,000$26,236,861,538
ProductVolume
AUD
USD
Equivalent
IRS $128,654,617,920 $84,127,254,658
OIS $345,006,004,000 $225,599,426,016
Basis $25,720,000,000 $16,818,308,000
Zeroes $0 $0
FRAs $0 $0
VNS $501,088,080 $327,661,496
Inflation $0 $0
Total$499,881,710,000$326,872,650,170
ProductVolume
CAD
USD
Equivalent
IRS $46,000,000 $33,612,217
OIS $123,836,947,353 $90,487,704,032
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $1,136,685,472 $830,576,502
Inflation $0 $0
Total$125,019,632,825$91,351,892,751
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,983,057,003 $782,387,594
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,983,057,003$782,387,594
ProductVolume
CLP
USD
Equivalent
IRS CLP53,003,200,000 $55,591,834
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP53,003,200,000$55,591,834
ProductVolume
CNY
USD
Equivalent
IRS CNY221,010,354,096 $30,537,258,421
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY221,010,354,096$30,537,258,421
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP749,766,000,000 $196,222,455
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP749,766,000,000$196,222,455
ProductVolume
CZK
USD
Equivalent
IRS CZK459,137,805,870 $19,425,359,869
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK39,000,000,000 $1,650,025,385
FRAs CZK870,180,000,000 $36,815,874,090
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,368,317,805,870$57,891,259,344
ProductVolume
DKK
USD
Equivalent
IRS DKK19,042,220,000 $2,738,233,010
OIS DKK2,680,000,000 $385,378,620
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK21,722,220,000$3,123,611,630
ProductVolume
HKD
USD
Equivalent
IRS HKD137,217,070,000 $17,506,754,955
OIS HKD0 $0
Basis HKD13,346,000,000 $1,702,741,150
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD150,563,070,000$19,209,496,105
ProductVolume
HUF
USD
Equivalent
IRS HUF1,743,634,429,502 $4,800,821,678
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,254,300,000,000 $6,206,858,575
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,997,934,429,502$11,007,680,253
ProductVolume
ILS
USD
Equivalent
IRS ILS48,937,120,000 $13,063,659,054
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS780,000,000 $208,219,324
FRAs ILS77,372,000,000 $20,654,289,185
VNS ILS0 $0
Inflation ILS0 $0
TotalILS127,089,120,000$33,926,167,563
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR200,704,044,000 $2,408,440,821
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR200,704,044,000$2,408,440,821
ProductVolume
KRW
USD
Equivalent
IRS KRW72,966,185,891,438 $53,347,799,401
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW72,966,185,891,438$53,347,799,401
ProductVolume
MXN
USD
Equivalent
IRS MXN13,652,778,918 $830,428,172
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN13,652,778,918$830,428,172
ProductVolume
NOK
USD
Equivalent
IRS NOK86,274,270,292 $7,965,347,357
OIS NOK8,740,000,000 $806,928,134
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK113,900,000,000 $10,515,916,981
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK208,914,270,292$19,288,192,472
ProductVolume
NZD
USD
Equivalent
IRS NZD21,333,668,328 $12,790,600,846
OIS NZD145,826,000,000 $87,429,978,300
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD24,075,380 $14,434,394
Inflation NZD0 $0
TotalNZD167,183,743,708$100,235,013,540
ProductVolume
PLN
USD
Equivalent
IRS PLN49,908,231,844 $12,570,551,437
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN90,100,000,000 $22,693,785,026
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN140,008,231,844$35,264,336,463
ProductVolume
SEK
USD
Equivalent
IRS SEK251,756,515,932 $23,458,162,244
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK86,000,000,000 $8,013,305,815
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK337,756,515,932$31,471,468,059
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD26,969,858,000 $19,933,376,201
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD26,969,858,000$19,933,376,201
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB1,019,835,584,000 $27,952,188,132
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,019,835,584,000$27,952,188,132
ProductVolume
TWD
USD
Equivalent
IRS TWD135,919,894,000 $4,220,328,324
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD135,919,894,000$4,220,328,324
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,997,955,893,248 $106,624,465,638
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,997,955,893,248$106,624,465,638
ProductUSD
Equivalent
IRS$862,963,686,379
OIS$6,403,482,916,211
Basis$25,994,205,480
Zeroes$6,240,019,959
FRAs$226,542,830,272
VNS$3,024,774,650
Inflation$43,039,259,996
Total$7,571,287,692,947
Show:
ProductUSD
Equivalent
IRS $7,444,071,400
OIS $6,081,718,834,013
Basis $292,650,818,000
Zeroes $0
FRAs $0
VNS $1,776,835,296
Inflation $59,733,758,600
Total$6,443,324,317,309
ProductVolume
EUR
USD
Equivalent
IRS €1,493,982,940,269 $1,616,559,662,665
OIS €3,132,235,957,035 $3,386,718,949,359
Basis €22,416,888,994 $24,280,937,079
Zeroes €3,027,600,000 $3,280,404,600
FRAs €1,262,095,900,000 $1,367,469,813,188
VNS €2,475,410,570 $2,673,420,620
Inflation €88,674,550,000 $95,919,434,087
Total€6,004,909,246,868$6,496,902,621,598
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £1,837,183,488,073 $2,320,462,144,214
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £1,724,500,000 $2,172,372,350
Inflation £36,487,127,662 $46,051,961,441
Total£1,875,395,115,735$2,368,686,478,005
ProductVolume
JPY
USD
Equivalent
IRS ¥21,000,000,000 $138,561,382
OIS ¥55,649,645,514,744 $367,289,519,324
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥55,670,645,514,744$367,428,080,706
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF82,229,712,716 $90,965,746,812
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF82,229,712,716$90,965,746,812
ProductVolume
AUD
USD
Equivalent
IRS $448,952,715,932 $294,566,584,223
OIS $806,350,956,000 $529,239,393,468
Basis $189,893,068,000 $124,745,260,981
Zeroes $450,000,000 $295,875,000
FRAs $0 $0
VNS $49,076,123 $31,953,464
Inflation $0 $0
Total$1,445,695,816,055$948,879,067,136
ProductVolume
CAD
USD
Equivalent
IRS $13,677,052,100 $10,101,511,873
OIS $819,737,777,330 $604,150,876,028
Basis $2,800,000,000 $2,064,268,808
Zeroes $0 $0
FRAs $0 $0
VNS $1,445,873,144 $1,068,476,332
Inflation $0 $0
Total$837,660,702,574$617,385,133,041
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL16,193,698,746 $3,206,509,267
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL16,193,698,746$3,206,509,267
ProductVolume
CLP
USD
Equivalent
IRS CLP2,576,150,180,000 $2,703,266,429
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,576,150,180,000$2,703,266,429
ProductVolume
CNY
USD
Equivalent
IRS CNY376,038,025,740 $51,989,348,340
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY376,038,025,740$51,989,348,340
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP5,225,415,330,000 $1,374,398,378
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP5,225,415,330,000$1,374,398,378
ProductVolume
CZK
USD
Equivalent
IRS CZK1,313,918,205,872 $56,210,666,743
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,290,582,000,000 $97,846,058,815
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,604,500,205,872$154,056,725,558
ProductVolume
DKK
USD
Equivalent
IRS DKK24,798,854,000 $3,602,715,508
OIS DKK9,630,000,000 $1,397,484,781
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK34,428,854,000$5,000,200,289
ProductVolume
HKD
USD
Equivalent
IRS HKD257,759,802,000 $32,924,771,551
OIS HKD0 $0
Basis HKD2,200,000,000 $281,013,204
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD259,959,802,000$33,205,784,755
ProductVolume
HUF
USD
Equivalent
IRS HUF5,951,178,115,960 $16,427,520,898
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,257,000,788,000 $17,248,480,501
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF12,208,178,903,960$33,676,001,399
ProductVolume
ILS
USD
Equivalent
IRS ILS82,697,320,667 $22,200,991,643
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS134,212,000,000 $35,998,818,654
VNS ILS0 $0
Inflation ILS0 $0
TotalILS216,909,320,667$58,199,810,297
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,436,383,922,674 $77,177,716,680
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,436,383,922,674$77,177,716,680
ProductVolume
KRW
USD
Equivalent
IRS KRW90,961,931,942,274 $67,389,482,490
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW90,961,931,942,274$67,389,482,490
ProductVolume
MXN
USD
Equivalent
IRS MXN79,956,647,502 $4,837,029,874
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN79,956,647,502$4,837,029,874
ProductVolume
NOK
USD
Equivalent
IRS NOK447,057,970,272 $41,595,516,567
OIS NOK258,200,000,000 $24,104,095,526
Basis NOK0 $0
Zeroes NOK3,062,340,000 $285,627,410
FRAs NOK235,340,000,000 $21,930,312,709
VNS NOK60,000,000 $5,590,809
Inflation NOK0 $0
TotalNOK943,720,310,272$87,921,143,021
ProductVolume
NZD
USD
Equivalent
IRS NZD148,520,766,000 $89,102,512,756
OIS NZD232,823,000,000 $140,234,071,100
Basis NZD840,000,000 $505,092,000
Zeroes NZD6,720,000,000 $4,007,472,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD388,903,766,000$233,849,147,856
ProductVolume
PLN
USD
Equivalent
IRS PLN219,056,056,016 $55,179,117,829
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN212,194,500,000 $53,550,826,357
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN431,250,556,016$108,729,944,186
ProductVolume
SEK
USD
Equivalent
IRS SEK788,782,644,000 $74,046,530,105
OIS SEK55,000,000,000 $5,175,153,507
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK498,226,000,000 $46,749,998,184
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,342,008,644,000$125,971,681,796
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD137,555,967,856 $101,967,698,003
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD137,555,967,856$101,967,698,003
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB1,506,201,989,468 $41,131,434,567
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,506,201,989,468$41,131,434,567
ProductVolume
TWD
USD
Equivalent
IRS TWD339,992,104,000 $10,611,713,039
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD339,992,104,000$10,611,713,039
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,344,168,603,322 $125,331,365,390
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,344,168,603,322$125,331,365,390
ProductUSD
Equivalent
IRS$2,586,169,449,972
OIS$13,773,107,515,760
Basis$444,527,390,072
Zeroes$7,869,379,010
FRAs$1,640,794,308,408
VNS$7,728,648,871
Inflation$201,705,154,128
Total$18,661,901,846,221
Show:
ProductUSD
Equivalent
IRS $368,418,614,179
OIS $149,320,721,282,325
Basis $3,724,950,184,491
Zeroes $0
FRAs $0
VNS $109,176,521,539
Inflation $920,692,193,248
Total$154,443,958,795,782
ProductVolume
EUR
USD
Equivalent
IRS €35,871,106,091,834 $38,932,542,451,901
OIS €95,870,869,005,205 $104,074,388,277,688
Basis €706,093,132,082 $768,325,412,764
Zeroes €84,926,964,606 $91,477,715,955
FRAs €32,712,601,428,000 $35,510,797,279,345
VNS €126,195,502,512 $137,547,682,778
Inflation €1,440,741,177,637 $1,563,895,064,672
Total€166,812,533,301,876$181,078,973,885,103
ProductVolume
GBP
USD
Equivalent
IRS £1,930,900,000 $2,458,010,610
OIS £39,376,597,232,280 $49,898,754,981,121
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £26,319,821,519 $33,367,234,862
Inflation £771,719,837,870 $978,089,485,926
Total£40,176,567,791,669$50,912,669,712,519
ProductVolume
JPY
USD
Equivalent
IRS ¥426,031,860,000 $2,849,305,652
OIS ¥947,824,595,644,488 $6,345,366,116,825
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥948,250,627,504,488$6,348,215,422,477
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF2,166,691,699,307 $2,471,431,873,587
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF9,000,000 $10,374,640
Inflation CHF0 $0
TotalCHF2,166,700,699,307$2,471,442,248,227
ProductVolume
AUD
USD
Equivalent
IRS $9,242,449,744,564 $6,084,833,892,418
OIS $14,582,696,385,400 $9,585,537,925,147
Basis $2,511,385,800,000 $1,652,194,743,453
Zeroes $18,613,400,000 $12,182,443,890
FRAs $0 $0
VNS $10,197,036,414 $6,675,259,565
Inflation $0 $0
Total$26,365,342,366,378$17,341,424,264,473
ProductVolume
CAD
USD
Equivalent
IRS $844,782,254,212 $625,635,505,882
OIS $10,972,747,594,239 $8,124,594,112,892
Basis $183,463,220,000 $136,112,235,112
Zeroes $0 $0
FRAs $0 $0
VNS $49,794,242,923 $36,924,833,030
Inflation $0 $0
Total$12,050,787,311,374$8,923,266,686,916
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL125,833,407,870 $25,216,532,812
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL125,833,407,870$25,216,532,812
ProductVolume
CLP
USD
Equivalent
IRS CLP20,154,862,458,116 $21,418,104,649
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP20,154,862,458,116$21,418,104,649
ProductVolume
CNY
USD
Equivalent
IRS CNY12,715,984,932,922 $1,768,445,742,465
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,715,984,932,922$1,768,445,742,465
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP37,286,999,927,426 $9,604,326,272
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP37,286,999,927,426$9,604,326,272
ProductVolume
CZK
USD
Equivalent
IRS CZK22,019,991,707,882 $949,870,938,097
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK61,378,914,000 $2,613,357,902
FRAs CZK58,583,860,128,776 $2,523,825,801,339
VNS CZK306,910,162 $13,679,537
Inflation CZK0 $0
TotalCZK80,665,537,660,820$3,476,323,776,875
ProductVolume
DKK
USD
Equivalent
IRS DKK410,331,166,814 $59,693,850,105
OIS DKK306,297,000,000 $44,575,847,101
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK42,620,000,000 $6,221,314,012
VNS DKK3,580,242,748 $521,915,749
Inflation DKK0 $0
TotalDKK762,828,409,562$111,012,926,967
ProductVolume
HKD
USD
Equivalent
IRS HKD6,739,420,059,734 $861,593,757,151
OIS HKD1,400,000,000 $178,927,625
Basis HKD133,146,000,000 $17,016,838,873
Zeroes HKD3,128,400,000 $399,910,517
FRAs HKD0 $0
VNS HKD638,000,000 $81,588,021
Inflation HKD0 $0
TotalHKD6,877,732,459,734$879,271,022,187
ProductVolume
HUF
USD
Equivalent
IRS HUF121,092,870,135,174 $336,811,537,823
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF39,000,000,000 $107,853,982
FRAs HUF234,097,415,229,664 $651,440,714,520
VNS HUF127,648,148,866 $357,152,323
Inflation HUF0 $0
TotalHUF355,356,933,513,704$988,717,258,648
ProductVolume
ILS
USD
Equivalent
IRS ILS1,664,822,835,544 $453,826,683,617
OIS ILS6,334,000,000 $1,724,845,811
Basis ILS0 $0
Zeroes ILS780,000,000 $208,219,324
FRAs ILS1,672,475,240,000 $454,882,446,373
VNS ILS0 $0
Inflation ILS0 $0
TotalILS3,344,412,075,544$910,642,195,125
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR106,747,783,559,782 $1,285,273,876,115
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR106,747,783,559,782$1,285,273,876,115
ProductVolume
KRW
USD
Equivalent
IRS KRW2,487,767,359,061,484 $1,867,503,805,274
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,487,767,359,061,484$1,867,503,805,274
ProductVolume
MXN
USD
Equivalent
IRS MXN1,886,554,772,234 $111,407,159,836
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,886,554,772,234$111,407,159,836
ProductVolume
NOK
USD
Equivalent
IRS NOK6,649,633,996,098 $631,549,366,717
OIS NOK2,204,652,200,000 $209,457,774,506
Basis NOK27,904,000,000 $2,654,728,004
Zeroes NOK12,602,424,000 $1,194,661,064
FRAs NOK8,709,682,000,000 $825,605,801,165
VNS NOK1,830,847,998 $175,071,494
Inflation NOK0 $0
TotalNOK17,606,305,468,096$1,670,637,402,950
ProductVolume
NZD
USD
Equivalent
IRS NZD2,428,234,980,062 $1,483,173,881,110
OIS NZD4,991,815,677,836 $3,046,710,102,241
Basis NZD107,874,000,000 $65,889,984,400
Zeroes NZD6,720,000,000 $4,007,472,000
FRAs NZD0 $0
VNS NZD25,741,262 $15,434,007
Inflation NZD0 $0
TotalNZD7,534,670,399,160$4,599,796,873,758
ProductVolume
PLN
USD
Equivalent
IRS PLN3,712,851,767,768 $931,898,172,665
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN7,706,640,000 $1,934,318,392
FRAs PLN5,273,212,100,000 $1,322,618,004,340
VNS PLN1,652,478,390 $409,566,299
Inflation PLN0 $0
TotalPLN8,995,422,986,158$2,256,860,061,696
ProductVolume
SEK
USD
Equivalent
IRS SEK12,505,942,053,473 $1,200,575,977,539
OIS SEK829,080,000,000 $79,013,351,151
Basis SEK0 $0
Zeroes SEK30,165,800,000 $2,850,340,680
FRAs SEK13,364,060,000,000 $1,286,690,597,847
VNS SEK535,980,000 $51,069,904
Inflation SEK0 $0
TotalSEK26,729,783,833,473$2,569,181,337,121
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD1,739,967,949,504 $1,297,322,159,362
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD782,235,297 $582,193,582
Inflation SGD0 $0
TotalSGD1,740,750,184,801$1,297,904,352,944
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB26,060,456,420,600 $729,715,631,443
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB26,060,456,420,600$729,715,631,443
ProductVolume
TWD
USD
Equivalent
IRS TWD9,655,093,545,580 $306,284,921,473
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD9,655,093,545,580$306,284,921,473
ProductVolume
ZAR
USD
Equivalent
IRS ZAR73,304,578,633,441 $3,883,983,569,890
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR43,185,889,132 $2,304,274,351
FRAs ZAR0 $0
VNS ZAR13,403,093,638 $710,689,588
Inflation ZAR0 $0
TotalZAR73,361,167,616,211$3,886,998,533,829
ProductUSD
Equivalent
IRS$60,909,991,781,865
OIS$336,524,371,411,212
Basis$6,367,144,127,097
Zeroes$119,280,568,057
FRAs$42,582,081,958,941
VNS$326,620,266,918
Inflation$3,462,676,743,846
Total$450,292,166,857,936
Show:
ProductUSD
Equivalent
IRS $4,829,410,727
OIS $122,480,088,691,886
Basis $12,492,688,971,704
Zeroes $0
FRAs $0
VNS $1,974,322,922,316
Inflation $4,479,417,529,605
Total$141,431,347,526,238
ProductVolume
EUR
USD
Equivalent
IRS €64,012,857,701,315 $68,663,391,813,316
OIS €47,866,793,481,181 $51,344,316,027,589
Basis €1,489,260,514,211 $1,597,455,290,569
Zeroes €209,025,911,161 $224,211,643,607
FRAs €30,147,167,316,181 $32,337,359,021,701
VNS €1,377,624,129,483 $1,477,708,522,490
Inflation €4,056,889,756,479 $4,351,622,797,288
Total€149,159,618,810,011$159,996,065,116,560
ProductVolume
GBP
USD
Equivalent
IRS £474,400,000 $595,514,320
OIS £31,802,405,300,712 $39,921,559,373,984
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £526,954,682,686 $661,486,213,175
Inflation £2,758,694,394,607 $3,462,989,073,550
Total£35,088,528,778,005$44,046,630,175,029
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,473,702,436,441,464 $9,617,270,443,707
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥233,217,915,959 $1,521,962,450
Inflation ¥0 $0
Total¥1,473,935,654,357,423$9,618,792,406,157
ProductVolume
CHF
USD
Equivalent
IRS CHF105,900,000 $116,373,626
OIS CHF3,387,559,772,296 $3,722,593,156,369
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,574,206,375 $3,927,699,313
Inflation CHF0 $0
TotalCHF3,391,239,878,671$3,726,637,229,308
ProductVolume
AUD
USD
Equivalent
IRS $23,613,005,277,129 $15,440,544,150,715
OIS $9,983,364,327,683 $6,528,121,933,872
Basis $7,684,804,665,031 $5,025,093,770,464
Zeroes $22,924,160,669 $14,990,108,661
FRAs $0 $0
VNS $96,201,454,765 $62,906,131,271
Inflation $0 $0
Total$41,400,299,885,277$27,071,656,094,983
ProductVolume
CAD
USD
Equivalent
IRS $9,145,759,545,007 $6,682,809,941,183
OIS $12,440,076,041,536 $9,089,968,244,884
Basis $1,589,700,575,266 $1,161,594,808,568
Zeroes $13,239,740,336 $9,674,283,245
FRAs $0 $0
VNS $452,273,162,655 $330,476,170,148
Inflation $0 $0
Total$23,641,049,064,800$17,274,523,448,028
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL431,572,969,654 $84,773,413,277
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL431,572,969,654$84,773,413,277
ProductVolume
CLP
USD
Equivalent
IRS CLP46,725,022,803,764 $49,007,035,408
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP46,725,022,803,764$49,007,035,408
ProductVolume
CNY
USD
Equivalent
IRS CNY22,387,595,050,798 $3,093,320,121,977
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY22,387,595,050,798$3,093,320,121,977
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP123,123,268,442,182 $32,222,786,821
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP123,123,268,442,182$32,222,786,821
ProductVolume
CZK
USD
Equivalent
IRS CZK43,804,200,249,394 $1,853,283,137,984
OIS CZK0 $0
Basis CZK11,928,000,000 $504,653,918
Zeroes CZK77,178,914,000 $3,265,311,982
FRAs CZK42,832,293,397,598 $1,812,163,369,335
VNS CZK249,394,153,069 $10,551,453,421
Inflation CZK0 $0
TotalCZK86,974,994,714,061$3,679,767,926,640
ProductVolume
DKK
USD
Equivalent
IRS DKK4,754,410,976,292 $683,674,754,291
OIS DKK578,343,800,000 $83,164,677,461
Basis DKK11,320,000,000 $1,627,793,276
Zeroes DKK0 $0
FRAs DKK23,060,000,000 $3,315,981,709
VNS DKK20,812,911,324 $2,992,854,868
Inflation DKK0 $0
TotalDKK5,387,947,687,616$774,776,061,605
ProductVolume
HKD
USD
Equivalent
IRS HKD17,252,688,311,135 $2,201,173,560,834
OIS HKD2,840,000,000 $362,339,642
Basis HKD1,242,462,913,550 $158,518,861,890
Zeroes HKD3,128,400,000 $399,134,978
FRAs HKD0 $0
VNS HKD7,875,767,126 $1,004,824,875
Inflation HKD0 $0
TotalHKD18,508,995,391,811$2,361,458,722,219
ProductVolume
HUF
USD
Equivalent
IRS HUF237,762,567,666,420 $654,641,632,364
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF210,095,817,418 $578,465,611
FRAs HUF162,962,911,277,190 $448,692,606,664
VNS HUF2,484,706,058,966 $6,841,245,224
Inflation HUF0 $0
TotalHUF403,420,280,819,994$1,110,753,949,863
ProductVolume
ILS
USD
Equivalent
IRS ILS3,777,017,152,291 $1,008,266,614,778
OIS ILS6,354,000,000 $1,696,186,650
Basis ILS0 $0
Zeroes ILS780,000,000 $208,219,324
FRAs ILS1,140,233,784,392 $304,382,959,222
VNS ILS0 $0
Inflation ILS0 $0
TotalILS4,924,384,936,683$1,314,553,979,974
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR193,354,242,961,866 $2,320,243,490,763
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR193,354,242,961,866$2,320,243,490,763
ProductVolume
KRW
USD
Equivalent
IRS KRW5,112,567,965,309,265 $3,737,954,052,334
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,112,567,965,309,265$3,737,954,052,334
ProductVolume
MXN
USD
Equivalent
IRS MXN4,929,772,158,145 $299,852,631,018
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,929,772,158,145$299,852,631,018
ProductVolume
NOK
USD
Equivalent
IRS NOK16,929,126,283,130 $1,562,996,370,036
OIS NOK2,484,711,221,507 $229,403,133,679
Basis NOK121,069,231,669 $11,177,822,556
Zeroes NOK6,301,212,000 $581,764,901
FRAs NOK9,648,768,957,436 $890,831,021,257
VNS NOK139,490,585,761 $12,878,590,162
Inflation NOK0 $0
TotalNOK29,329,467,491,503$2,707,868,702,591
ProductVolume
NZD
USD
Equivalent
IRS NZD7,017,876,869,867 $4,207,568,077,329
OIS NZD4,701,218,113,997 $2,818,615,320,247
Basis NZD216,101,848,148 $129,563,863,057
Zeroes NZD3,460,000,000 $2,074,443,000
FRAs NZD0 $0
VNS NZD1,530,958,103 $917,885,930
Inflation NZD0 $0
TotalNZD11,940,187,790,115$7,158,739,589,563
ProductVolume
PLN
USD
Equivalent
IRS PLN7,346,663,888,403 $1,850,428,534,325
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN12,054,640,007 $3,036,242,052
FRAs PLN4,877,354,261,388 $1,228,475,350,768
VNS PLN17,009,731,441 $4,284,297,321
Inflation PLN0 $0
TotalPLN12,253,082,521,239$3,086,224,424,466
ProductVolume
SEK
USD
Equivalent
IRS SEK39,530,357,718,346 $3,683,358,667,028
OIS SEK552,840,000,000 $51,512,511,473
Basis SEK0 $0
Zeroes SEK30,165,800,000 $2,810,788,146
FRAs SEK11,959,024,298,999 $1,114,317,662,258
VNS SEK43,200,712,703 $4,025,354,911
Inflation SEK0 $0
TotalSEK52,115,588,530,048$4,856,024,983,816
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD2,475,609,682,575 $1,829,718,908,038
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD4,299,313,146 $3,177,615,037
Inflation SGD0 $0
TotalSGD2,479,908,995,721$1,832,896,523,075
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB29,407,607,770,872 $806,019,124,870
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB29,407,607,770,872$806,019,124,870
ProductVolume
TWD
USD
Equivalent
IRS TWD20,812,292,943,415 $646,224,086,922
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD20,812,292,943,415$646,224,086,922
ProductVolume
ZAR
USD
Equivalent
IRS ZAR94,123,810,546,903 $5,023,084,362,035
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR108,645,753,982 $5,798,073,672
FRAs ZAR0 $0
VNS ZAR19,253,093,638 $1,027,475,545
Inflation ZAR0 $0
TotalZAR94,251,709,394,523$5,029,909,911,252
ProductUSD
Equivalent
IRS$121,431,894,255,827
OIS$250,876,876,351,935
Basis$20,578,225,836,002
Zeroes$267,628,479,179
FRAs$38,139,537,972,914
VNS$4,560,051,218,457
Inflation$12,294,029,400,443
Total$448,148,243,514,757

Figures as of COB Apr 11, 2024.

Notional Outstanding by Product

As of COB Apr 11, 2024

Daily Notional by Tenor

As of COB Apr 11, 2024

Notional Outstanding by Currency

As of COB Apr 11, 2024. *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.

Sign Up for Clearing Volumes Updates

Receive regular volumes updates from LCH, straight to your inbox.