Volumes

  • Client Notional Cleared (USD)
    $2,246,592,199,396,957
    Client Notional Outstanding (USD)
    $78,301,433,184,013
    As of COB Oct 3, 2023
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $6,474,370,000,000,000
    Trades Compressed
    46,406,199
  • 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 Oct 3, 2023. *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
$664,776,117,218
$3,493,482,120,362
$134,005,034,082,246
$30,690,804,203,315
EUR
€497,990,898,992
€1,792,852,213,568
€80,075,652,792,280
€22,599,520,796,790
GBP
£56,638,246,607
£536,673,433,322
£27,428,838,654,021
£5,590,617,294,283
JPY
¥3,138,887,216,000
¥16,330,125,847,990
¥454,594,534,293,364
¥180,361,243,267,096
CHF
CHF4,773,358,000
CHF31,909,911,943
CHF1,359,608,347,886
CHF593,940,088,839
AUD
$311,520,098,823
$807,510,580,615
$24,630,604,438,998
$6,886,550,640,973
CAD
$71,095,321,062
$205,626,047,607
$10,710,601,532,195
$2,998,063,642,556
Other*
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$99,764,510,894
$425,458,959,148
$18,380,848,493,306
$8,795,233,049,313
BRL
BRL80,359,432
BRL5,008,400,466
BRL169,519,023,487
BRL36,259,738,422
CLP
CLP25,760,000,000
CLP326,624,100,000
CLP12,370,816,588,456
CLP5,081,819,871,914
CNY
CNY445,000,000
CNY115,255,923,558
CNY8,698,874,659,216
CNY3,830,134,575,365
COP
COP740,249,342,000
COP761,358,400,000
COP24,142,738,445,726
COP20,102,610,693,726
CZK
CZK207,724,955,434
CZK1,295,820,300,129
CZK36,632,120,675,749
CZK20,344,916,889,353
DKK
DKK2,657,300,000
DKK15,412,407,000
DKK479,122,358,000
DKK1,226,607,579,482
HKD
HKD31,612,105,500
HKD161,668,935,379
HKD5,637,752,232,274
HKD3,969,569,986,463
HUF
HUF708,913,844,689
HUF5,736,695,666,273
HUF110,849,861,698,815
HUF50,620,484,950,028
ILS
ILS15,014,132,000
ILS57,554,378,000
ILS2,687,675,455,914
ILS999,166,482,830
INR
INR402,759,127,000
INR1,574,637,410,500
INR65,187,032,515,262
INR18,413,695,244,822
KRW
KRW0
KRW34,232,351,380,402
KRW1,788,317,776,000,072
KRW791,409,597,079,502
MXN
MXN2,199,933,541
MXN63,918,022,768
MXN1,722,719,809,285
MXN883,718,411,856
NOK
NOK30,874,089,000
NOK216,414,536,733
NOK10,145,858,949,217
NOK2,849,017,078,174
NZD
NZD34,729,892,855
NZD93,755,770,320
NZD5,367,730,934,557
NZD2,568,149,551,337
PLN
PLN76,846,352,700
PLN167,031,441,781
PLN4,542,051,849,629
PLN2,628,904,159,745
SEK
SEK69,186,237,496
SEK318,386,132,933
SEK12,945,366,530,652
SEK4,386,179,963,138
SGD
SGD7,820,808,000
SGD26,971,645,000
SGD1,300,396,417,987
SGD628,596,604,246
THB
THB65,600,287,000
THB368,341,919,009
THB11,546,061,984,086
THB3,348,760,141,192
TWD
TWD36,206,633,000
TWD107,019,152,000
TWD5,674,095,335,700
TWD1,808,644,966,581
ZAR
ZAR383,659,028,000
ZAR1,420,762,876,853
ZAR60,341,995,270,112
ZAR40,252,190,129,362
Total in USD$1,629,171,176,453$7,280,195,994,996$302,188,007,974,140$78,301,433,184,013

Figures as of COB Oct 3, 2023. Weekly figures as of COB Sep 29, 2023. *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 $637,833,996,680
Basis $17,301,500,968
Zeroes $0
FRAs $0
VNS $820,214,570
Inflation $8,820,405,000
Total$664,776,117,218
ProductVolume
EUR
USD
Equivalent
IRS €78,754,812,110 $82,495,665,685
OIS €144,823,310,882 $151,702,418,149
Basis €9,514,900,000 $9,966,857,750
Zeroes €0 $0
FRAs €255,088,300,000 $267,204,994,250
VNS €0 $0
Inflation €9,809,576,000 $10,275,530,860
Total€497,990,898,992$521,645,466,694
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £50,280,660,607 $60,774,234,476
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £0 $0
Inflation £6,357,586,000 $7,684,414,198
Total£56,638,246,607$68,458,648,674
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥3,138,887,216,000 $21,085,461,431
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,138,887,216,000$21,085,461,431
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF4,773,358,000 $5,182,799,131
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,773,358,000$5,182,799,131
ProductVolume
AUD
USD
Equivalent
IRS $29,562,467,823 $18,637,657,839
OIS $253,909,281,000 $160,077,106,206
Basis $28,048,350,000 $17,683,082,258
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$311,520,098,823$196,397,846,303
ProductVolume
CAD
USD
Equivalent
IRS $2,192,498,062 $1,599,312,905
OIS $63,484,223,000 $46,308,427,311
Basis $5,418,600,000 $3,952,585,892
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$71,095,321,062$51,860,326,108
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL80,359,432 $15,609,684
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL80,359,432$15,609,684
ProductVolume
CLP
USD
Equivalent
IRS CLP25,760,000,000 $28,074,764
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP25,760,000,000$28,074,764
ProductVolume
CNY
USD
Equivalent
IRS CNY445,000,000 $60,946,381
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY445,000,000$60,946,381
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP740,249,342,000 $175,192,432
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP740,249,342,000$175,192,432
ProductVolume
CZK
USD
Equivalent
IRS CZK132,484,083,434 $5,663,407,149
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK73,697,000,000 $3,150,386,868
VNS CZK1,543,872,000 $65,997,179
Inflation CZK0 $0
TotalCZK207,724,955,434$8,879,791,196
ProductVolume
DKK
USD
Equivalent
IRS DKK324,300,000 $45,543,915
OIS DKK2,333,000,000 $327,640,929
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,657,300,000$373,184,844
ProductVolume
HKD
USD
Equivalent
IRS HKD30,512,105,500 $3,895,676,302
OIS HKD0 $0
Basis HKD1,100,000,000 $140,444,059
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD31,612,105,500$4,036,120,361
ProductVolume
HUF
USD
Equivalent
IRS HUF496,913,844,689 $1,336,346,716
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF212,000,000,000 $570,130,027
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF708,913,844,689$1,906,476,743
ProductVolume
ILS
USD
Equivalent
IRS ILS4,576,232,000 $1,189,295,841
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS10,437,900,000 $2,712,657,718
VNS ILS0 $0
Inflation ILS0 $0
TotalILS15,014,132,000$3,901,953,559
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR402,759,127,000 $4,838,894,907
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR402,759,127,000$4,838,894,907
ProductVolume
KRW
USD
Equivalent
IRS KRW0 $0
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN2,199,933,541 $122,512,219
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,199,933,541$122,512,219
ProductVolume
NOK
USD
Equivalent
IRS NOK24,122,089,000 $2,199,746,394
OIS NOK5,852,000,000 $533,656,762
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK900,000,000 $82,072,981
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK30,874,089,000$2,815,476,137
ProductVolume
NZD
USD
Equivalent
IRS NZD16,298,892,855 $9,630,200,843
OIS NZD18,431,000,000 $10,889,956,350
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD34,729,892,855$20,520,157,193
ProductVolume
PLN
USD
Equivalent
IRS PLN25,359,602,700 $5,739,609,289
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN51,486,750,000 $11,652,936,051
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN76,846,352,700$17,392,545,340
ProductVolume
SEK
USD
Equivalent
IRS SEK64,186,237,496 $5,787,079,738
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK5,000,000,000 $450,803,783
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK69,186,237,496$6,237,883,521
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD7,820,808,000 $5,695,523,432
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD7,820,808,000$5,695,523,432
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB65,600,287,000 $1,768,440,140
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB65,600,287,000$1,768,440,140
ProductVolume
TWD
USD
Equivalent
IRS TWD36,206,633,000 $1,119,596,555
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD36,206,633,000$1,119,596,555
ProductVolume
ZAR
USD
Equivalent
IRS ZAR383,659,028,000 $19,876,131,486
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR383,659,028,000$19,876,131,486
ProductUSD
Equivalent
IRS$159,442,413,705
OIS$1,107,193,748,336
Basis$49,044,470,927
Zeroes$0
FRAs$285,823,981,678
VNS$886,211,749
Inflation$26,780,350,058
Total$1,629,171,176,453
Show:
ProductUSD
Equivalent
IRS $208,000,000
OIS $3,362,601,013,414
Basis $104,134,692,000
Zeroes $0
FRAs $0
VNS $1,913,398,948
Inflation $24,625,016,000
Total$3,493,482,120,362
ProductVolume
EUR
USD
Equivalent
IRS €399,944,661,024 $422,249,253,444
OIS €1,121,683,245,724 $1,184,900,373,647
Basis €18,033,516,000 $19,035,414,609
Zeroes €0 $0
FRAs €228,992,000,000 $241,894,387,150
VNS €2,337,244,820 $2,467,635,774
Inflation €21,861,546,000 $23,094,299,165
Total€1,792,852,213,568$1,893,641,363,789
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £525,716,204,822 $640,342,739,578
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £996,090,000 $1,213,499,591
Inflation £9,961,138,500 $12,127,987,271
Total£536,673,433,322$653,684,226,440
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥16,330,125,847,990 $109,507,947,744
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥16,330,125,847,990$109,507,947,744
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF31,909,911,943 $34,814,869,440
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF31,909,911,943$34,814,869,440
ProductVolume
AUD
USD
Equivalent
IRS $156,778,953,115 $100,400,938,039
OIS $613,693,627,500 $393,279,566,270
Basis $37,038,000,000 $23,711,059,011
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$807,510,580,615$517,391,563,320
ProductVolume
CAD
USD
Equivalent
IRS $28,499,866,000 $21,119,280,740
OIS $175,234,787,852 $129,698,612,947
Basis $800,000,000 $590,101,055
Zeroes $0 $0
FRAs $0 $0
VNS $1,091,393,755 $806,950,011
Inflation $0 $0
Total$205,626,047,607$152,214,944,753
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL5,008,400,466 $993,808,955
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,008,400,466$993,808,955
ProductVolume
CLP
USD
Equivalent
IRS CLP326,624,100,000 $361,070,691
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP326,624,100,000$361,070,691
ProductVolume
CNY
USD
Equivalent
IRS CNY115,255,923,558 $15,772,687,890
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY115,255,923,558$15,772,687,890
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP761,358,400,000 $187,045,464
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP761,358,400,000$187,045,464
ProductVolume
CZK
USD
Equivalent
IRS CZK397,040,135,621 $17,199,841,730
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK898,780,164,508 $38,940,832,536
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,295,820,300,129$56,140,674,266
ProductVolume
DKK
USD
Equivalent
IRS DKK8,482,407,000 $1,200,376,351
OIS DKK6,930,000,000 $981,426,132
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK15,412,407,000$2,181,802,483
ProductVolume
HKD
USD
Equivalent
IRS HKD156,855,935,379 $20,046,628,928
OIS HKD0 $0
Basis HKD4,813,000,000 $615,725,283
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD161,668,935,379$20,662,354,211
ProductVolume
HUF
USD
Equivalent
IRS HUF2,715,627,766,273 $7,322,636,726
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,021,067,900,000 $8,161,723,600
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF5,736,695,666,273$15,484,360,326
ProductVolume
ILS
USD
Equivalent
IRS ILS46,737,978,000 $12,200,607,062
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS10,816,400,000 $2,824,499,170
VNS ILS0 $0
Inflation ILS0 $0
TotalILS57,554,378,000$15,025,106,232
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,574,637,410,500 $18,934,469,545
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,574,637,410,500$18,934,469,545
ProductVolume
KRW
USD
Equivalent
IRS KRW34,232,351,380,402 $25,352,190,589
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW34,232,351,380,402$25,352,190,589
ProductVolume
MXN
USD
Equivalent
IRS MXN63,918,022,768 $3,639,797,767
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN63,918,022,768$3,639,797,767
ProductVolume
NOK
USD
Equivalent
IRS NOK122,860,011,733 $11,415,983,152
OIS NOK62,645,000,000 $5,814,872,665
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK30,885,400,000 $2,866,140,544
VNS NOK24,125,000 $2,227,763
Inflation NOK0 $0
TotalNOK216,414,536,733$20,099,224,124
ProductVolume
NZD
USD
Equivalent
IRS NZD51,961,770,320 $30,959,033,788
OIS NZD41,794,000,000 $24,810,981,650
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD93,755,770,320$55,770,015,438
ProductVolume
PLN
USD
Equivalent
IRS PLN100,968,591,781 $23,076,993,378
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN66,062,850,000 $15,068,678,078
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN167,031,441,781$38,145,671,456
ProductVolume
SEK
USD
Equivalent
IRS SEK184,731,432,933 $16,800,977,565
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK133,654,700,000 $12,164,423,724
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK318,386,132,933$28,965,401,289
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD26,971,645,000 $19,715,854,241
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD26,971,645,000$19,715,854,241
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB368,341,919,009 $10,080,524,407
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB368,341,919,009$10,080,524,407
ProductVolume
TWD
USD
Equivalent
IRS TWD107,019,152,000 $3,325,621,612
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD107,019,152,000$3,325,621,612
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,420,762,876,853 $74,621,278,162
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,420,762,876,853$74,621,278,162
ProductUSD
Equivalent
IRS$808,267,006,569
OIS$5,935,670,297,144
Basis$148,086,991,958
Zeroes$0
FRAs$321,920,684,802
VNS$6,403,712,087
Inflation$59,847,302,436
Total$7,280,195,994,996
Show:
ProductUSD
Equivalent
IRS $1,599,847,851,008
OIS $127,440,966,554,749
Basis $3,527,372,223,120
Zeroes $1,803,807,228
FRAs $388,593,500,000
VNS $135,520,956,299
Inflation $910,929,189,842
Total$134,005,034,082,246
ProductVolume
EUR
USD
Equivalent
IRS €13,570,838,690,884 $14,667,397,944,649
OIS €56,295,134,130,559 $60,856,635,570,805
Basis €551,375,049,980 $596,022,422,403
Zeroes €63,679,779,152 $69,484,102,591
FRAs €8,700,791,930,000 $9,391,858,568,127
VNS €47,367,626,300 $51,299,545,047
Inflation €846,465,585,405 $914,854,262,202
Total€80,075,652,792,280$86,547,552,415,824
ProductVolume
GBP
USD
Equivalent
IRS £713,000,000 $906,830,250
OIS £26,902,928,427,705 $33,409,296,709,245
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £25,531,019,424 $31,750,512,673
Inflation £499,666,206,892 $620,976,849,147
Total£27,428,838,654,021$34,062,930,901,315
ProductVolume
JPY
USD
Equivalent
IRS ¥42,544,000,000 $316,806,451
OIS ¥454,541,390,293,364 $3,274,753,460,004
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥10,600,000,000 $72,674,917
Inflation ¥0 $0
Total¥454,594,534,293,364$3,275,142,941,372
ProductVolume
CHF
USD
Equivalent
IRS CHF130,900,000 $145,526,265
OIS CHF1,359,462,247,886 $1,506,716,239,431
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF15,200,000 $17,526,665
Inflation CHF0 $0
TotalCHF1,359,608,347,886$1,506,879,292,361
ProductVolume
AUD
USD
Equivalent
IRS $4,912,033,432,181 $3,279,124,348,398
OIS $18,358,551,661,167 $12,267,400,486,728
Basis $1,358,976,414,590 $906,268,525,755
Zeroes $0 $0
FRAs $0 $0
VNS $1,042,931,060 $698,324,098
Inflation $0 $0
Total$24,630,604,438,998$16,453,491,684,979
ProductVolume
CAD
USD
Equivalent
IRS $2,115,494,159,927 $1,568,633,220,042
OIS $8,196,314,208,460 $6,090,967,563,002
Basis $392,758,115,400 $292,048,289,370
Zeroes $1,453,000,000 $1,076,774,863
FRAs $0 $0
VNS $4,582,048,408 $3,402,315,460
Inflation $0 $0
Total$10,710,601,532,195$7,956,128,162,737
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL169,519,023,487 $33,991,829,956
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL169,519,023,487$33,991,829,956
ProductVolume
CLP
USD
Equivalent
IRS CLP12,370,816,588,456 $14,908,889,834
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP12,370,816,588,456$14,908,889,834
ProductVolume
CNY
USD
Equivalent
IRS CNY8,698,874,659,216 $1,234,895,509,301
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,698,874,659,216$1,234,895,509,301
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP24,142,738,445,726 $5,687,626,950
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP24,142,738,445,726$5,687,626,950
ProductVolume
CZK
USD
Equivalent
IRS CZK17,403,150,017,107 $789,604,012,125
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK11,349,700,000 $508,587,778
FRAs CZK19,216,077,086,642 $869,232,704,277
VNS CZK1,543,872,000 $65,997,179
Inflation CZK0 $0
TotalCZK36,632,120,675,749$1,659,411,301,359
ProductVolume
DKK
USD
Equivalent
IRS DKK381,641,958,000 $55,224,872,679
OIS DKK95,116,400,000 $13,818,713,319
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $294,169,559
VNS DKK364,000,000 $53,611,340
Inflation DKK0 $0
TotalDKK479,122,358,000$69,391,366,897
ProductVolume
HKD
USD
Equivalent
IRS HKD5,315,977,142,799 $678,516,786,744
OIS HKD2,000,000,000 $256,162,304
Basis HKD319,692,000,000 $40,782,391,316
Zeroes HKD10,000,000 $1,280,844
FRAs HKD0 $0
VNS HKD73,089,475 $9,340,156
Inflation HKD0 $0
TotalHKD5,637,752,232,274$719,565,961,364
ProductVolume
HUF
USD
Equivalent
IRS HUF66,216,415,112,343 $187,515,322,084
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF147,000,000,000 $418,928,739
FRAs HUF44,485,162,136,000 $126,382,073,671
VNS HUF1,284,450,472 $3,745,846
Inflation HUF0 $0
TotalHUF110,849,861,698,815$314,320,070,340
ProductVolume
ILS
USD
Equivalent
IRS ILS1,683,665,255,914 $461,648,759,967
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS1,004,010,200,000 $275,959,059,310
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,687,675,455,914$737,607,819,277
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR65,187,032,515,262 $791,275,237,859
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR65,187,032,515,262$791,275,237,859
ProductVolume
KRW
USD
Equivalent
IRS KRW1,788,317,776,000,072 $1,373,178,047,791
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,788,317,776,000,072$1,373,178,047,791
ProductVolume
MXN
USD
Equivalent
IRS MXN1,722,719,809,285 $96,794,114,093
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,722,719,809,285$96,794,114,093
ProductVolume
NOK
USD
Equivalent
IRS NOK5,052,741,529,831 $479,611,520,413
OIS NOK1,602,680,000,000 $152,941,463,452
Basis NOK8,670,000,000 $812,218,542
Zeroes NOK28,480,000,000 $2,674,927,060
FRAs NOK3,449,375,000,000 $331,816,297,138
VNS NOK3,912,419,386 $375,014,014
Inflation NOK0 $0
TotalNOK10,145,858,949,217$968,231,440,619
ProductVolume
NZD
USD
Equivalent
IRS NZD2,047,762,288,249 $1,259,738,571,226
OIS NZD3,269,848,006,000 $2,009,210,040,001
Basis NZD50,065,250,000 $30,608,190,775
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD55,390,308 $34,731,608
Inflation NZD0 $0
TotalNZD5,367,730,934,557$3,299,591,533,610
ProductVolume
PLN
USD
Equivalent
IRS PLN2,971,716,943,877 $701,348,796,471
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,766,240,000 $441,034,418
FRAs PLN1,568,448,060,000 $370,575,175,205
VNS PLN120,605,752 $29,505,219
Inflation PLN0 $0
TotalPLN4,542,051,849,629$1,072,394,511,313
ProductVolume
SEK
USD
Equivalent
IRS SEK9,098,486,033,002 $857,231,492,922
OIS SEK80,570,000,000 $7,547,475,364
Basis SEK0 $0
Zeroes SEK30,100,000,000 $2,858,356,250
FRAs SEK3,735,436,174,000 $352,272,827,823
VNS SEK774,323,650 $73,683,250
Inflation SEK0 $0
TotalSEK12,945,366,530,652$1,219,983,835,609
ProductVolume
SGD
USD
Equivalent
IRS SGD18,482,043,393 $13,823,698,778
OIS SGD1,281,207,203,450 $955,102,000,368
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD707,171,144 $526,544,986
Inflation SGD0 $0
TotalSGD1,300,396,417,987$969,452,244,132
ProductVolume
THB
USD
Equivalent
IRS THB95,800,836,122 $2,799,052,525
OIS THB11,450,261,147,964 $329,730,794,239
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB11,546,061,984,086$332,529,846,764
ProductVolume
TWD
USD
Equivalent
IRS TWD5,674,095,335,700 $182,979,980,492
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,674,095,335,700$182,979,980,492
ProductVolume
ZAR
USD
Equivalent
IRS ZAR60,190,480,343,524 $3,276,536,370,599
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR151,514,926,588 $8,120,955,147
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR60,341,995,270,112$3,284,657,325,746
ProductUSD
Equivalent
IRS$32,816,720,155,063
OIS$249,112,306,097,820
Basis$5,393,914,261,281
Zeroes$87,388,754,918
FRAs$12,106,984,375,110
VNS$223,934,028,757
Inflation$2,446,760,301,191
Total$302,188,007,974,140
Show:
ProductUSD
Equivalent
IRS $30,374,867,459
OIS $28,276,390,346,688
Basis $1,549,919,521,189
Zeroes $0
FRAs $0
VNS $387,352,721,085
Inflation $446,766,746,894
Total$30,690,804,203,315
ProductVolume
EUR
USD
Equivalent
IRS €8,588,518,733,000 $8,996,473,372,817
OIS €10,481,632,428,608 $10,979,509,968,967
Basis €401,881,406,781 $420,970,773,603
Zeroes €78,676,558,600 $82,413,695,134
FRAs €2,367,966,711,506 $2,480,445,130,302
VNS €243,284,512,365 $254,840,526,702
Inflation €437,560,445,931 $458,344,567,112
Total€22,599,520,796,791$23,672,998,034,637
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £5,017,171,320,154 $6,064,254,974,670
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £85,045,961,714 $102,795,053,924
Inflation £488,400,012,415 $590,329,095,006
Total£5,590,617,294,283$6,757,379,123,600
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥180,326,786,028,745 $1,211,344,412,916
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥34,457,238,351 $231,466,351
Inflation ¥0 $0
Total¥180,361,243,267,096$1,211,575,879,267
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF593,385,071,589 $644,283,465,351
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF555,017,250 $602,624,593
Inflation CHF0 $0
TotalCHF593,940,088,839$644,886,089,944
ProductVolume
AUD
USD
Equivalent
IRS $2,565,915,136,522 $1,617,681,197,821
OIS $3,576,497,050,493 $2,254,802,565,483
Basis $725,824,348,544 $457,595,960,540
Zeroes $51,730,713 $32,613,628
FRAs $0 $0
VNS $18,262,374,700 $11,513,514,130
Inflation $0 $0
Total$6,886,550,640,972$4,341,625,851,602
ProductVolume
CAD
USD
Equivalent
IRS $1,168,794,977,584 $852,574,934,411
OIS $1,617,195,868,508 $1,179,659,981,405
Basis $189,991,436,316 $138,588,836,761
Zeroes $2,071,401,509 $1,510,979,290
FRAs $0 $0
VNS $20,009,958,638 $14,596,220,467
Inflation $0 $0
Total$2,998,063,642,555$2,186,930,952,334
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL36,259,738,422 $7,043,392,823
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL36,259,738,422$7,043,392,823
ProductVolume
CLP
USD
Equivalent
IRS CLP5,081,819,871,914 $5,538,466,429
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP5,081,819,871,914$5,538,466,429
ProductVolume
CNY
USD
Equivalent
IRS CNY3,830,134,575,365 $524,568,181,246
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,830,134,575,365$524,568,181,246
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP20,102,610,693,726 $4,757,620,243
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP20,102,610,693,726$4,757,620,243
ProductVolume
CZK
USD
Equivalent
IRS CZK11,865,907,559,064 $507,241,805,628
OIS CZK0 $0
Basis CZK5,964,000,000 $254,948,061
Zeroes CZK5,607,900,000 $239,725,559
FRAs CZK8,444,395,943,945 $360,979,606,889
VNS CZK23,041,486,344 $984,973,554
Inflation CZK0 $0
TotalCZK20,344,916,889,353$869,701,059,691
ProductVolume
DKK
USD
Equivalent
IRS DKK1,141,047,021,958 $160,245,909,328
OIS DKK74,922,400,000 $10,521,922,310
Basis DKK5,150,000,000 $723,253,658
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $280,875,207
VNS DKK3,488,157,525 $489,868,484
Inflation DKK0 $0
TotalDKK1,226,607,579,483$172,261,828,987
ProductVolume
HKD
USD
Equivalent
IRS HKD3,519,652,639,504 $449,376,637,706
OIS HKD0 $0
Basis HKD445,992,103,396 $56,942,673,722
Zeroes HKD10,000,000 $1,276,764
FRAs HKD0 $0
VNS HKD3,915,243,563 $499,884,269
Inflation HKD0 $0
TotalHKD3,969,569,986,463$506,820,472,461
ProductVolume
HUF
USD
Equivalent
IRS HUF35,635,667,766,803 $95,834,736,965
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF10,200,000,000 $27,430,784
FRAs HUF14,745,923,000,000 $39,656,101,333
VNS HUF228,694,183,225 $615,025,570
Inflation HUF0 $0
TotalHUF50,620,484,950,028$136,133,294,652
ProductVolume
ILS
USD
Equivalent
IRS ILS882,926,482,830 $229,459,693,811
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS116,240,000,000 $30,209,077,797
VNS ILS0 $0
Inflation ILS0 $0
TotalILS999,166,482,830$259,668,771,608
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR18,413,695,244,822 $221,228,844,144
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR18,413,695,244,822$221,228,844,144
ProductVolume
KRW
USD
Equivalent
IRS KRW791,409,597,079,502 $581,324,673,370
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW791,409,597,079,502$581,324,673,370
ProductVolume
MXN
USD
Equivalent
IRS MXN883,718,411,856 $49,213,442,884
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN883,718,411,856$49,213,442,884
ProductVolume
NOK
USD
Equivalent
IRS NOK1,845,335,200,362 $168,280,178,952
OIS NOK605,385,000,000 $55,206,390,749
Basis NOK35,789,950,124 $3,263,764,334
Zeroes NOK0 $0
FRAs NOK309,491,400,000 $28,223,202,032
VNS NOK53,015,527,688 $4,834,602,670
Inflation NOK0 $0
TotalNOK2,849,017,078,174$259,808,138,737
ProductVolume
NZD
USD
Equivalent
IRS NZD1,136,354,801,884 $671,415,234,693
OIS NZD1,398,784,445,066 $826,471,789,367
Basis NZD32,265,250,000 $19,063,922,963
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD745,054,388 $440,215,385
Inflation NZD0 $0
TotalNZD2,568,149,551,338$1,517,391,162,408
ProductVolume
PLN
USD
Equivalent
IRS PLN1,844,466,885,798 $417,456,038,068
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,766,040,000 $399,705,773
FRAs PLN777,533,750,000 $175,978,306,381
VNS PLN5,137,483,947 $1,162,760,747
Inflation PLN0 $0
TotalPLN2,628,904,159,745$594,996,810,969
ProductVolume
SEK
USD
Equivalent
IRS SEK3,811,510,942,237 $343,648,710,452
OIS SEK14,870,000,000 $1,340,690,451
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK542,916,000,000 $48,949,717,346
VNS SEK16,883,020,901 $1,522,185,939
Inflation SEK0 $0
TotalSEK4,386,179,963,138$395,461,304,188
ProductVolume
SGD
USD
Equivalent
IRS SGD10,257,931,274 $7,470,364,690
OIS SGD617,257,107,532 $449,519,067,496
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD1,081,565,440 $787,652,799
Inflation SGD0 $0
TotalSGD628,596,604,246$457,777,084,985
ProductVolume
THB
USD
Equivalent
IRS THB165,946,712,988 $4,473,560,129
OIS THB3,182,813,428,204 $85,801,682,928
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,348,760,141,192$90,275,243,057
ProductVolume
TWD
USD
Equivalent
IRS TWD1,808,644,966,581 $55,927,671,436
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,808,644,966,581$55,927,671,436
ProductVolume
ZAR
USD
Equivalent
IRS ZAR40,193,975,202,774 $2,082,319,658,219
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR57,839,926,588 $2,996,499,240
FRAs ZAR0 $0
VNS ZAR375,000,000 $19,427,535
Inflation ZAR0 $0
TotalZAR40,252,190,129,362$2,085,335,584,994
ProductUSD
Equivalent
IRS$17,857,942,729,337
OIS$52,265,093,723,168
Basis$2,647,323,654,831
Zeroes$87,621,926,172
FRAs$3,164,722,017,287
VNS$783,288,724,204
Inflation$1,495,440,409,012
Total$78,301,433,184,011

Figures as of COB Oct 3, 2023.

Notional Outstanding by Product

As of COB Oct 3, 2023

Daily Notional by Tenor
 

As of COB Oct 3, 2023

Notional Outstanding by Tenor
 

As of COB Oct 3, 2023

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,632,482,292,510
$9,628,096,969,515
$371,522,793,301,431
$132,206,507,701,208
EUR
€2,715,726,161,159
€8,520,752,652,372
€341,095,726,467,140
€133,737,095,796,023
GBP
£211,775,225,470
£1,915,221,808,833
£86,573,147,109,687
£32,707,798,877,569
JPY
¥7,440,890,232,000
¥36,635,347,871,980
¥1,189,496,617,857,670
¥1,037,037,739,735,886
CHF
CHF12,341,298,000
CHF99,627,979,886
CHF5,224,107,534,682
CHF2,981,587,332,197
AUD
$632,914,211,646
$2,401,116,870,539
$79,909,984,759,817
$39,222,554,705,595
CAD
$185,277,878,124
$599,462,854,428
$32,077,970,518,423
$23,317,463,126,377
Other*
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Hide
$296,376,832,109
$1,421,884,764,639
$59,576,077,566,060
$40,606,325,393,734
BRL
BRL160,718,864
BRL10,952,870,462
BRL355,610,165,874
BRL353,207,078,087
CLP
CLP72,549,412,000
CLP672,175,200,000
CLP27,425,014,542,762
CLP36,246,345,685,762
CNY
CNY890,000,000
CNY338,245,805,116
CNY26,692,356,126,794
CNY18,931,825,354,375
COP
COP2,730,997,368,000
COP1,880,797,000,000
COP61,555,822,623,452
COP91,587,584,970,756
CZK
CZK757,674,838,868
CZK4,322,552,790,258
CZK129,959,028,486,441
CZK83,243,542,568,998
DKK
DKK5,314,600,000
DKK40,974,814,000
DKK1,280,968,360,000
DKK5,113,508,710,801
HKD
HKD99,062,235,000
HKD535,935,006,476
HKD19,991,991,565,472
HKD20,244,974,503,919
HUF
HUF2,089,534,029,378
HUF24,364,208,609,092
HUF525,094,342,905,748
HUF312,255,892,874,296
ILS
ILS26,634,652,000
ILS150,198,966,000
ILS6,564,243,776,812
ILS4,093,490,927,437
INR
INR1,175,003,408,000
INR5,937,281,544,420
INR233,426,910,357,246
INR165,006,439,162,147
KRW
KRW0
KRW165,680,864,414,088
KRW5,244,264,333,250,926
KRW4,550,146,171,213,426
MXN
MXN4,965,867,082
MXN156,406,799,828
MXN3,888,178,334,114
MXN4,947,083,076,668
NOK
NOK92,715,998,000
NOK688,348,605,466
NOK38,125,140,353,356
NOK26,599,079,141,379
NZD
NZD96,962,446,710
NZD215,166,293,998
NZD15,091,696,465,076
NZD9,770,031,872,956
PLN
PLN199,769,905,400
PLN580,312,431,548
PLN16,545,357,448,569
PLN11,705,775,436,696
SEK
SEK305,894,518,993
SEK1,622,942,585,199
SEK58,949,360,723,291
SEK49,907,309,486,376
SGD
SGD24,364,416,000
SGD96,964,364,000
SGD4,089,247,993,163
SGD2,270,216,745,433
THB
THB227,499,574,000
THB1,319,937,245,808
THB39,838,750,611,550
THB26,162,004,854,676
TWD
TWD80,086,066,000
TWD245,740,704,000
TWD15,259,553,369,028
TWD15,378,260,116,009
ZAR
ZAR1,117,400,256,000
ZAR4,121,941,605,706
ZAR176,184,438,796,331
ZAR103,018,594,185,805
Total in USD$5,627,110,337,782$24,717,785,292,040$999,292,647,683,658$404,376,722,951,626

Figures as of COB Oct 3, 2023. Weekly figures as of COB Sep 29, 2023. *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 $1,775,900,600
OIS $1,563,828,610,202
Basis $45,329,589,936
Zeroes $0
FRAs $0
VNS $1,670,919,772
Inflation $19,877,272,000
Total$1,632,482,292,510
ProductVolume
EUR
USD
Equivalent
IRS €380,566,415,878 $398,643,320,632
OIS €477,269,993,281 $499,940,317,962
Basis €19,802,800,000 $20,743,433,000
Zeroes €200,000,000 $209,500,000
FRAs €1,806,253,000,000 $1,892,050,017,500
VNS €0 $0
Inflation €31,633,952,000 $33,136,564,720
Total€2,715,726,161,159$2,844,723,153,814
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £195,210,513,470 $235,950,947,631
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £0 $0
Inflation £16,564,712,000 $20,021,767,394
Total£211,775,225,470$255,972,715,025
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥7,440,890,232,000 $49,984,148,269
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,440,890,232,000$49,984,148,269
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF12,341,298,000 $13,399,889,251
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,341,298,000$13,399,889,251
ProductVolume
AUD
USD
Equivalent
IRS $80,852,221,646 $50,973,283,137
OIS $489,119,390,000 $308,365,319,426
Basis $62,942,600,000 $39,682,162,170
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$632,914,211,646$399,020,764,733
ProductVolume
CAD
USD
Equivalent
IRS $8,424,776,124 $6,145,434,477
OIS $166,015,902,000 $121,099,935,809
Basis $10,837,200,000 $7,905,171,785
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$185,277,878,124$135,150,542,071
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL160,718,864 $31,219,367
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL160,718,864$31,219,367
ProductVolume
CLP
USD
Equivalent
IRS CLP72,549,412,000 $79,068,620
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP72,549,412,000$79,068,620
ProductVolume
CNY
USD
Equivalent
IRS CNY890,000,000 $121,892,762
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY890,000,000$121,892,762
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP2,730,997,368,000 $646,336,367
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP2,730,997,368,000$646,336,367
ProductVolume
CZK
USD
Equivalent
IRS CZK332,316,966,868 $14,205,829,388
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK423,814,000,000 $18,117,129,056
VNS CZK1,543,872,000 $65,997,179
Inflation CZK0 $0
TotalCZK757,674,838,868$32,388,955,623
ProductVolume
DKK
USD
Equivalent
IRS DKK648,600,000 $91,087,830
OIS DKK4,666,000,000 $655,281,858
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,314,600,000$746,369,688
ProductVolume
HKD
USD
Equivalent
IRS HKD96,862,235,000 $12,367,023,097
OIS HKD0 $0
Basis HKD2,200,000,000 $280,888,117
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD99,062,235,000$12,647,911,214
ProductVolume
HUF
USD
Equivalent
IRS HUF1,345,534,029,378 $3,618,534,683
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF744,000,000,000 $2,000,833,681
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,089,534,029,378$5,619,368,364
ProductVolume
ILS
USD
Equivalent
IRS ILS9,468,852,000 $2,460,816,300
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS17,165,800,000 $4,461,140,637
VNS ILS0 $0
Inflation ILS0 $0
TotalILS26,634,652,000$6,921,956,937
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,175,003,408,000 $14,116,919,084
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,175,003,408,000$14,116,919,084
ProductVolume
KRW
USD
Equivalent
IRS KRW0 $0
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN4,965,867,082 $276,544,443
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,965,867,082$276,544,443
ProductVolume
NOK
USD
Equivalent
IRS NOK67,211,998,000 $6,129,210,048
OIS NOK11,704,000,000 $1,067,313,523
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK13,800,000,000 $1,258,452,377
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK92,715,998,000$8,454,975,948
ProductVolume
NZD
USD
Equivalent
IRS NZD37,216,446,710 $21,989,337,539
OIS NZD59,746,000,000 $35,300,924,100
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD96,962,446,710$57,290,261,639
ProductVolume
PLN
USD
Equivalent
IRS PLN69,178,405,400 $15,657,067,774
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN130,591,500,000 $29,556,621,816
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN199,769,905,400$45,213,689,590
ProductVolume
SEK
USD
Equivalent
IRS SEK237,894,518,993 $21,448,749,830
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK68,000,000,000 $6,130,931,451
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK305,894,518,993$27,579,681,281
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD24,364,416,000 $17,743,448,276
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD24,364,416,000$17,743,448,276
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB227,499,574,000 $6,132,890,524
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB227,499,574,000$6,132,890,524
ProductVolume
TWD
USD
Equivalent
IRS TWD80,086,066,000 $2,476,454,621
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD80,086,066,000$2,476,454,621
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,117,400,256,000 $57,888,887,761
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,117,400,256,000$57,888,887,761
ProductUSD
Equivalent
IRS$616,379,662,909
OIS$2,868,232,282,282
Basis$113,941,245,008
Zeroes$209,500,000
FRAs$1,953,575,126,518
VNS$1,736,916,951
Inflation$73,035,604,114
Total$5,627,110,337,782
Show:
ProductUSD
Equivalent
IRS $40,914,957,800
OIS $9,209,213,182,439
Basis $314,515,642,000
Zeroes $0
FRAs $0
VNS $7,458,674,476
Inflation $55,994,512,800
Total$9,628,096,969,515
ProductVolume
EUR
USD
Equivalent
IRS €2,299,896,331,999 $2,428,185,510,141
OIS €3,856,329,801,321 $4,072,846,987,229
Basis €41,839,832,000 $44,170,466,658
Zeroes €360,000,000 $380,164,000
FRAs €2,240,739,800,000 $2,366,905,570,120
VNS €5,430,863,052 $5,734,391,002
Inflation €76,156,024,000 $80,430,039,052
Total€8,520,752,652,372$8,998,653,128,202
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £1,872,471,202,290 $2,280,294,885,834
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £2,939,668,543 $3,582,954,713
Inflation £39,810,938,000 $48,466,237,041
Total£1,915,221,808,833$2,332,344,077,588
ProductVolume
JPY
USD
Equivalent
IRS ¥36,000,000,000 $241,004,962
OIS ¥36,599,347,871,980 $245,404,419,374
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥36,635,347,871,980$245,645,424,336
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF99,627,979,886 $108,698,517,178
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF99,627,979,886$108,698,517,178
ProductVolume
AUD
USD
Equivalent
IRS $765,447,635,539 $490,606,297,162
OIS $1,478,094,255,000 $947,312,994,141
Basis $157,574,980,000 $100,818,351,044
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,401,116,870,539$1,538,737,642,347
ProductVolume
CAD
USD
Equivalent
IRS $64,612,468,000 $47,875,757,072
OIS $524,168,893,508 $387,945,565,285
Basis $7,600,000,000 $5,623,988,215
Zeroes $0 $0
FRAs $0 $0
VNS $3,081,492,920 $2,279,457,663
Inflation $0 $0
Total$599,462,854,428$443,724,768,235
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,952,870,462 $2,173,928,212
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,952,870,462$2,173,928,212
ProductVolume
CLP
USD
Equivalent
IRS CLP672,175,200,000 $743,072,441
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP672,175,200,000$743,072,441
ProductVolume
CNY
USD
Equivalent
IRS CNY338,245,805,116 $46,288,079,466
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY338,245,805,116$46,288,079,466
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,880,797,000,000 $462,112,502
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,880,797,000,000$462,112,502
ProductVolume
CZK
USD
Equivalent
IRS CZK1,458,606,461,242 $63,169,803,585
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,863,946,329,016 $124,075,148,637
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,322,552,790,258$187,244,952,222
ProductVolume
DKK
USD
Equivalent
IRS DKK21,114,814,000 $2,989,333,289
OIS DKK13,860,000,000 $1,962,852,264
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK6,000,000,000 $845,403,821
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK40,974,814,000$5,797,589,374
ProductVolume
HKD
USD
Equivalent
IRS HKD524,609,006,476 $67,057,566,045
OIS HKD0 $0
Basis HKD11,326,000,000 $1,448,719,492
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD535,935,006,476$68,506,285,537
ProductVolume
HUF
USD
Equivalent
IRS HUF8,106,072,809,092 $21,858,844,675
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF16,258,135,800,000 $43,882,849,340
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF24,364,208,609,092$65,741,694,015
ProductVolume
ILS
USD
Equivalent
IRS ILS125,696,166,000 $32,803,717,297
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS24,502,800,000 $6,396,637,545
VNS ILS0 $0
Inflation ILS0 $0
TotalILS150,198,966,000$39,200,354,842
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,937,281,544,420 $71,395,254,222
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,937,281,544,420$71,395,254,222
ProductVolume
KRW
USD
Equivalent
IRS KRW165,680,864,414,088 $122,611,459,916
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW165,680,864,414,088$122,611,459,916
ProductVolume
MXN
USD
Equivalent
IRS MXN156,406,799,828 $8,913,137,502
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN156,406,799,828$8,913,137,502
ProductVolume
NOK
USD
Equivalent
IRS NOK284,239,555,466 $26,402,611,161
OIS NOK270,290,000,000 $25,104,415,068
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK133,770,800,000 $12,435,514,252
VNS NOK48,250,000 $4,455,526
Inflation NOK0 $0
TotalNOK688,348,605,466$63,946,996,007
ProductVolume
NZD
USD
Equivalent
IRS NZD138,149,293,998 $82,270,957,845
OIS NZD75,961,000,000 $45,135,389,800
Basis NZD1,056,000,000 $625,204,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD215,166,293,998$128,031,552,445
ProductVolume
PLN
USD
Equivalent
IRS PLN306,856,731,548 $70,099,919,609
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN273,455,700,000 $62,374,429,779
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN580,312,431,548$132,474,349,388
ProductVolume
SEK
USD
Equivalent
IRS SEK570,381,585,199 $51,886,327,125
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,052,561,000,000 $95,490,060,502
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,622,942,585,199$147,376,387,627
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD96,964,364,000 $70,882,029,449
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD96,964,364,000$70,882,029,449
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB1,319,937,245,808 $36,149,576,174
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,319,937,245,808$36,149,576,174
ProductVolume
TWD
USD
Equivalent
IRS TWD245,740,704,000 $7,636,121,805
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD245,740,704,000$7,636,121,805
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,121,941,605,706 $216,309,831,493
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,121,941,605,706$216,309,831,493
ProductUSD
Equivalent
IRS$3,831,038,238,603
OIS$17,502,808,180,959
Basis$467,202,372,209
Zeroes$380,164,000
FRAs$2,712,405,613,996
VNS$19,059,933,380
Inflation$184,890,788,893
Total$24,717,785,292,040
Show:
ProductUSD
Equivalent
IRS $17,695,279,491,995
OIS $337,560,753,525,924
Basis $10,560,595,464,830
Zeroes $24,407,614,455
FRAs $2,863,846,500,000
VNS $574,708,946,735
Inflation $2,243,201,757,492
Total$371,522,793,301,431
ProductVolume
EUR
USD
Equivalent
IRS €75,756,458,792,672 $81,917,290,988,886
OIS €179,293,900,473,560 $193,902,119,129,268
Basis €1,469,073,309,053 $1,586,924,269,530
Zeroes €222,554,637,080 $241,953,332,891
FRAs €81,016,301,576,368 $87,662,182,590,329
VNS €167,014,731,009 $180,967,441,890
Inflation €3,170,422,947,398 $3,428,378,924,713
Total€341,095,726,467,140$368,919,816,677,507
ProductVolume
GBP
USD
Equivalent
IRS £4,525,780,000 $5,566,846,180
OIS £84,633,446,006,150 $105,139,615,396,486
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £91,931,023,526 $114,251,574,065
Inflation £1,843,244,300,011 $2,292,251,954,542
Total£86,573,147,109,687$107,551,685,771,273
ProductVolume
JPY
USD
Equivalent
IRS ¥2,278,219,460,000 $16,580,958,673
OIS ¥1,187,175,263,237,670 $8,577,525,075,830
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥43,135,160,000 $300,603,731
Inflation ¥0 $0
Total¥1,189,496,617,857,670$8,594,406,638,234
ProductVolume
CHF
USD
Equivalent
IRS CHF361,800,000 $403,627,585
OIS CHF5,223,138,434,682 $5,791,973,769,049
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF607,300,000 $679,663,078
Inflation CHF0 $0
TotalCHF5,224,107,534,682$5,793,057,059,712
ProductVolume
AUD
USD
Equivalent
IRS $21,161,260,033,523 $14,154,310,688,732
OIS $53,220,198,047,998 $35,645,976,761,341
Basis $5,513,091,154,180 $3,692,862,245,934
Zeroes $4,470,000,000 $3,010,419,890
FRAs $0 $0
VNS $10,965,524,116 $7,257,934,295
Inflation $0 $0
Total$79,909,984,759,817$53,503,418,050,192
ProductVolume
CAD
USD
Equivalent
IRS $7,848,668,031,227 $5,824,371,429,882
OIS $22,271,842,091,950 $16,552,742,111,402
Basis $1,829,591,430,800 $1,358,569,146,698
Zeroes $3,056,000,000 $2,263,810,138
FRAs $0 $0
VNS $124,812,964,446 $93,446,121,129
Inflation $0 $0
Total$32,077,970,518,423$23,831,392,619,249
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL355,610,165,874 $71,217,498,554
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL355,610,165,874$71,217,498,554
ProductVolume
CLP
USD
Equivalent
IRS CLP27,425,014,542,762 $33,095,491,540
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP27,425,014,542,762$33,095,491,540
ProductVolume
CNY
USD
Equivalent
IRS CNY26,692,356,126,794 $3,788,808,147,180
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY26,692,356,126,794$3,788,808,147,180
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP61,555,822,623,452 $14,415,171,368
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP61,555,822,623,452$14,415,171,368
ProductVolume
CZK
USD
Equivalent
IRS CZK52,372,614,126,685 $2,376,323,068,808
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK22,699,400,000 $1,017,175,557
FRAs CZK77,559,994,767,502 $3,509,651,912,227
VNS CZK3,720,192,254 $165,874,677
Inflation CZK0 $0
TotalCZK129,959,028,486,441$5,887,158,031,269
ProductVolume
DKK
USD
Equivalent
IRS DKK917,527,560,000 $132,926,673,647
OIS DKK221,038,800,000 $32,158,036,410
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK140,574,000,000 $20,528,993,744
VNS DKK1,828,000,000 $267,257,282
Inflation DKK0 $0
TotalDKK1,280,968,360,000$185,880,961,083
ProductVolume
HKD
USD
Equivalent
IRS HKD19,279,789,386,523 $2,460,806,003,483
OIS HKD4,040,000,000 $517,421,871
Basis HKD707,996,000,000 $90,339,892,449
Zeroes HKD20,000,000 $2,561,689
FRAs HKD0 $0
VNS HKD146,178,949 $18,680,312
Inflation HKD0 $0
TotalHKD19,991,991,565,472$2,551,684,559,804
ProductVolume
HUF
USD
Equivalent
IRS HUF208,293,917,631,860 $590,373,539,796
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF294,000,000,000 $837,857,479
FRAs HUF316,250,287,472,000 $894,759,333,319
VNS HUF256,137,801,888 $724,597,151
Inflation HUF0 $0
TotalHUF525,094,342,905,748$1,486,695,327,745
ProductVolume
ILS
USD
Equivalent
IRS ILS4,081,016,256,812 $1,119,339,903,388
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS2,483,227,520,000 $682,129,844,888
VNS ILS0 $0
Inflation ILS0 $0
TotalILS6,564,243,776,812$1,801,469,748,276
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR233,426,910,357,246 $2,833,504,926,848
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR233,426,910,357,246$2,833,504,926,848
ProductVolume
KRW
USD
Equivalent
IRS KRW5,244,264,333,250,926 $4,027,838,385,657
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,244,264,333,250,926$4,027,838,385,657
ProductVolume
MXN
USD
Equivalent
IRS MXN3,888,178,334,114 $218,667,170,340
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,888,178,334,114$218,667,170,340
ProductVolume
NOK
USD
Equivalent
IRS NOK12,194,887,000,418 $1,158,828,194,767
OIS NOK6,286,672,000,000 $602,080,217,962
Basis NOK27,340,000,000 $2,545,717,005
Zeroes NOK56,960,000,000 $5,349,854,120
FRAs NOK19,551,262,200,000 $1,868,848,088,749
VNS NOK8,019,152,938 $768,264,875
Inflation NOK0 $0
TotalNOK38,125,140,353,356$3,638,420,337,478
ProductVolume
NZD
USD
Equivalent
IRS NZD6,386,602,952,460 $3,934,715,073,612
OIS NZD8,436,096,732,000 $5,192,986,006,548
Basis NZD268,886,000,000 $165,239,183,775
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD110,780,616 $69,463,215
Inflation NZD0 $0
TotalNZD15,091,696,465,076$9,293,009,727,150
ProductVolume
PLN
USD
Equivalent
IRS PLN9,123,343,500,255 $2,153,418,537,614
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,532,480,000 $882,068,836
FRAs PLN7,415,564,420,000 $1,747,432,579,938
VNS PLN2,917,048,314 $670,654,534
Inflation PLN0 $0
TotalPLN16,545,357,448,569$3,902,403,840,922
ProductVolume
SEK
USD
Equivalent
IRS SEK26,220,753,727,991 $2,471,445,318,004
OIS SEK863,284,000,000 $80,535,830,180
Basis SEK0 $0
Zeroes SEK40,600,000,000 $3,823,221,376
FRAs SEK31,823,174,348,000 $3,001,155,130,278
VNS SEK1,548,647,300 $147,366,500
Inflation SEK0 $0
TotalSEK58,949,360,723,291$5,557,106,866,338
ProductVolume
SGD
USD
Equivalent
IRS SGD62,154,204,402 $46,407,100,215
OIS SGD4,026,186,440,356 $3,001,962,985,579
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD907,348,405 $676,624,025
Inflation SGD0 $0
TotalSGD4,089,247,993,163$3,049,046,709,819
ProductVolume
THB
USD
Equivalent
IRS THB2,353,021,012,844 $68,978,899,592
OIS THB37,485,729,598,706 $1,079,858,091,191
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB39,838,750,611,550$1,148,836,990,783
ProductVolume
TWD
USD
Equivalent
IRS TWD15,259,553,369,028 $492,831,340,228
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD15,259,553,369,028$492,831,340,228
ProductVolume
ZAR
USD
Equivalent
IRS ZAR175,852,774,192,547 $9,576,214,249,349
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR331,664,603,784 $17,772,084,329
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR176,184,438,796,331$9,593,986,333,678
ProductUSD
Equivalent
IRS$154,336,038,627,707
OIS$716,008,724,457,257
Basis$17,457,075,920,221
Zeroes$301,320,000,760
FRAs$102,250,534,973,472
VNS$975,121,067,494
Inflation$7,963,832,636,747
Total$999,292,647,683,658
Show:
ProductUSD
Equivalent
IRS $294,174,936,637
OIS $112,002,198,691,270
Basis $13,878,286,390,391
Zeroes $0
FRAs $0
VNS $1,972,437,577,074
Inflation $4,059,410,105,836
Total$132,206,507,701,208
ProductVolume
EUR
USD
Equivalent
IRS €61,214,121,639,904 $64,121,792,417,799
OIS €39,425,482,867,007 $41,298,193,303,190
Basis €1,314,648,046,150 $1,377,093,828,343
Zeroes €231,670,416,072 $242,674,760,835
FRAs €26,473,408,098,534 $27,730,894,983,214
VNS €1,270,576,176,735 $1,330,928,545,130
Inflation €3,807,188,551,622 $3,988,030,007,824
Total€133,737,095,796,024$140,089,607,846,335
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £29,157,406,778,816 $35,242,557,573,555
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £505,764,017,489 $611,316,967,939
Inflation £3,044,628,081,264 $3,680,041,961,823
Total£32,707,798,877,569$39,533,916,503,317
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,036,804,521,819,927 $6,964,729,935,310
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥233,217,915,959 $1,566,640,352
Inflation ¥0 $0
Total¥1,037,037,739,735,886$6,966,296,575,662
ProductVolume
CHF
USD
Equivalent
IRS CHF105,900,000 $114,983,713
OIS CHF2,977,698,578,947 $3,233,114,635,122
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,782,853,250 $4,107,332,519
Inflation CHF0 $0
TotalCHF2,981,587,332,197$3,237,336,951,354
ProductVolume
AUD
USD
Equivalent
IRS $21,526,882,464,941 $13,571,623,050,022
OIS $10,800,182,055,291 $6,808,974,776,758
Basis $6,812,426,103,815 $4,294,894,037,150
Zeroes $5,519,459,971 $3,479,743,539
FRAs $0 $0
VNS $77,544,621,576 $48,888,006,673
Inflation $0 $0
Total$39,222,554,705,594$24,727,859,614,142
ProductVolume
CAD
USD
Equivalent
IRS $13,235,151,317,853 $9,654,352,117,480
OIS $7,641,441,556,092 $5,574,032,793,123
Basis $2,040,711,883,515 $1,488,592,810,208
Zeroes $15,411,611,347 $11,241,966,115
FRAs $0 $0
VNS $384,746,757,570 $280,652,678,948
Inflation $0 $0
Total$23,317,463,126,377$17,008,872,365,874
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL353,207,078,087 $68,609,877,155
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL353,207,078,087$68,609,877,155
ProductVolume
CLP
USD
Equivalent
IRS CLP36,246,345,685,762 $39,503,401,107
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP36,246,345,685,762$39,503,401,107
ProductVolume
CNY
USD
Equivalent
IRS CNY18,931,825,354,375 $2,592,867,952,390
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY18,931,825,354,375$2,592,867,952,390
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP91,587,584,970,756 $21,675,739,281
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP91,587,584,970,756$21,675,739,281
ProductVolume
CZK
USD
Equivalent
IRS CZK49,009,175,148,539 $2,095,035,914,527
OIS CZK0 $0
Basis CZK11,928,000,000 $509,896,123
Zeroes CZK15,852,200,000 $677,647,159
FRAs CZK33,966,157,721,873 $1,451,979,554,648
VNS CZK240,429,498,586 $10,277,839,464
Inflation CZK0 $0
TotalCZK83,243,542,568,998$3,558,480,851,921
ProductVolume
DKK
USD
Equivalent
IRS DKK4,872,061,550,124 $684,220,648,558
OIS DKK177,544,800,000 $24,933,966,239
Basis DKK11,320,000,000 $1,589,753,672
Zeroes DKK0 $0
FRAs DKK36,000,000,000 $5,055,753,729
VNS DKK16,582,360,677 $2,328,786,995
Inflation DKK0 $0
TotalDKK5,113,508,710,801$718,128,909,193
ProductVolume
HKD
USD
Equivalent
IRS HKD18,801,656,530,157 $2,400,528,137,349
OIS HKD2,040,000,000 $260,459,890
Basis HKD1,433,477,486,637 $183,021,269,185
Zeroes HKD20,000,000 $2,553,528
FRAs HKD0 $0
VNS HKD7,780,487,126 $993,384,718
Inflation HKD0 $0
TotalHKD20,244,974,503,920$2,584,805,804,670
ProductVolume
HUF
USD
Equivalent
IRS HUF200,524,649,227,780 $539,269,451,593
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF168,740,817,418 $453,793,428
FRAs HUF109,011,113,839,846 $293,162,779,760
VNS HUF2,551,388,989,252 $6,861,431,482
Inflation HUF0 $0
TotalHUF312,255,892,874,296$839,747,456,263
ProductVolume
ILS
USD
Equivalent
IRS ILS3,626,614,243,983 $942,504,059,146
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS466,876,683,454 $121,334,429,215
VNS ILS0 $0
Inflation ILS0 $0
TotalILS4,093,490,927,437$1,063,838,488,361
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR165,006,439,162,147 $1,982,447,484,158
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR165,006,439,162,147$1,982,447,484,158
ProductVolume
KRW
USD
Equivalent
IRS KRW4,550,146,171,213,426 $3,342,279,707,662
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,550,146,171,213,426$3,342,279,707,662
ProductVolume
MXN
USD
Equivalent
IRS MXN4,947,083,076,668 $275,498,379,541
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,947,083,076,668$275,498,379,541
ProductVolume
NOK
USD
Equivalent
IRS NOK16,780,683,443,820 $1,530,267,461,603
OIS NOK1,922,312,000,000 $175,299,862,756
Basis NOK137,103,700,274 $12,502,788,227
Zeroes NOK28,480,000,000 $2,597,153,891
FRAs NOK7,586,706,542,442 $691,848,469,790
VNS NOK143,793,454,842 $13,112,841,671
Inflation NOK0 $0
TotalNOK26,599,079,141,378$2,425,628,577,938
ProductVolume
NZD
USD
Equivalent
IRS NZD6,681,958,610,702 $3,948,035,245,133
OIS NZD2,909,339,458,836 $1,718,983,219,253
Basis NZD176,936,347,620 $104,542,840,991
Zeroes NZD195,800,000 $115,688,430
FRAs NZD0 $0
VNS NZD1,601,655,798 $946,338,328
Inflation NZD0 $0
TotalNZD9,770,031,872,956$5,772,623,332,135
ProductVolume
PLN
USD
Equivalent
IRS PLN8,211,146,728,933 $1,858,419,258,079
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,934,280,000 $890,441,002
FRAs PLN3,474,955,225,558 $786,482,561,490
VNS PLN15,739,202,205 $3,562,235,270
Inflation PLN0 $0
TotalPLN11,705,775,436,696$2,649,354,495,841
ProductVolume
SEK
USD
Equivalent
IRS SEK39,212,001,382,561 $3,535,383,713,592
OIS SEK175,140,000,000 $15,790,754,916
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,468,921,811,137 $943,885,911,583
VNS SEK51,246,292,678 $4,620,404,522
Inflation SEK0 $0
TotalSEK49,907,309,486,376$4,499,680,784,613
ProductVolume
SGD
USD
Equivalent
IRS SGD46,366,882,580 $33,766,800,845
OIS SGD2,220,448,772,162 $1,617,047,498,206
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD3,401,090,692 $2,476,852,996
Inflation SGD0 $0
TotalSGD2,270,216,745,434$1,653,291,152,047
ProductVolume
THB
USD
Equivalent
IRS THB1,201,285,324,018 $32,384,022,753
OIS THB24,960,719,530,658 $672,886,360,174
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB26,162,004,854,676$705,270,382,927
ProductVolume
TWD
USD
Equivalent
IRS TWD15,378,260,116,009 $475,532,951,421
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD15,378,260,116,009$475,532,951,421
ProductVolume
ZAR
USD
Equivalent
IRS ZAR102,881,909,582,022 $5,329,978,478,540
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR130,834,603,784 $6,778,117,020
FRAs ZAR0 $0
VNS ZAR5,850,000,000 $303,069,551
Inflation ZAR0 $0
TotalZAR103,018,594,185,806$5,337,059,665,111
ProductUSD
Equivalent
IRS$117,366,142,966,645
OIS$217,353,127,053,201
Basis$21,341,033,614,290
Zeroes$268,911,864,947
FRAs$32,024,644,443,429
VNS$4,295,380,933,632
Inflation$11,727,482,075,483
Total$404,376,722,951,627

Figures as of COB Oct 3, 2023.

Notional Outstanding by Product

As of COB Oct 3, 2023

Daily Notional by Tenor

As of COB Oct 3, 2023

Notional Outstanding by Currency

As of COB Oct 3, 2023. *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.

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