Volumes

Client Notional Cleared (USD)

$2,640,164,581,341,554

Client Notional Outstanding (USD)

$94,718,255,993,009

As of COB Jul 25, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,277,746,000,000,000

Trades Compressed

52,649,012
Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50%* of all OTC interest rate swaps and more than 90%* of the overall cleared OTC interest rate swap market. We regularly clear in excess of $3.5 trillion* notional per day and have more than 3 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Jul 25, 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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$995,517,026,481	$3,610,287,737,409	$115,416,019,752,792	$33,905,097,581,228
EUR	€672,622,809,072	€2,137,671,557,517	€83,208,888,059,713	€24,396,174,095,972
GBP	£236,574,153,278	£1,049,481,444,919	£29,731,430,934,777	£7,853,971,468,086
JPY	¥17,258,180,383,000	¥66,211,058,831,340	¥1,272,427,632,674,403	¥622,729,129,711,178
CHF	CHF8,048,609,000	CHF34,136,011,499	CHF1,161,638,976,488	CHF670,415,796,553
AUD	$206,829,203,000	$901,687,906,655	$21,363,210,505,263	$9,533,306,962,650
CAD	$117,092,970,997	$387,483,316,698	$8,582,202,971,777	$3,532,377,954,937
Other* Show All Hide	$130,169,520,379	$707,575,010,595	$17,958,830,843,761	$10,645,384,658,325
BRL	BRL3,052,674,781	BRL7,213,080,522	BRL600,298,029,824	BRL138,545,540,172
CLP	CLP0	CLP152,225,418,000	CLP17,027,614,196,118	CLP4,140,571,392,923
CNY	CNY34,270,993,773	CNY110,207,055,782	CNY8,095,876,823,562	CNY4,526,803,674,117
COP	COP61,000,000,000	COP367,218,900,000	COP33,852,372,729,359	COP27,172,573,881,962
CZK	CZK273,177,462,281	CZK1,184,527,445,342	CZK37,267,791,011,356	CZK23,343,947,102,598
DKK	DKK3,372,500,000	DKK8,293,900,000	DKK580,797,491,574	DKK1,541,734,251,167
HKD	HKD18,013,249,000	HKD119,013,407,024	HKD3,918,165,139,781	HKD3,849,180,905,768
HUF	HUF661,004,400,000	HUF3,777,901,778,321	HUF143,713,988,606,844	HUF60,486,000,631,219
ILS	ILS15,122,642,000	ILS76,739,649,000	ILS2,143,424,046,085	ILS1,408,388,464,975
INR	INR405,345,667,000	INR2,799,865,225,184	INR57,278,208,420,992	INR21,885,999,592,909
KRW	KRW8,171,644,845,665	KRW34,534,060,056,704	KRW1,494,170,540,960,775	KRW881,838,379,789,504
MXN	MXN5,280,902,154	MXN50,598,554,632	MXN1,958,440,491,674	MXN921,637,597,459
NOK	NOK114,434,336,028	NOK232,489,208,058	NOK12,043,465,735,373	NOK4,375,290,699,430
NZD	NZD48,915,432,726	NZD427,067,000,685	NZD7,196,917,892,126	NZD3,667,921,315,249
PLN	PLN21,230,022,561	PLN143,622,080,275	PLN3,747,579,798,627	PLN2,625,629,111,345
SEK	SEK118,597,787,700	SEK492,923,541,234	SEK15,386,564,805,485	SEK6,380,334,803,220
SGD	SGD12,284,584,000	SGD50,941,389,500	SGD1,057,581,418,334	SGD676,465,101,569
THB	THB41,783,976,000	THB395,487,358,179	THB15,523,405,159,640	THB5,195,935,126,724
TWD	TWD0	TWD184,656,823,000	TWD7,238,162,964,977	TWD3,146,958,086,464
ZAR	ZAR506,898,848,585	ZAR2,052,078,688,936	ZAR42,504,981,007,340	ZAR40,685,926,141,589
Total in USD	$2,500,945,928,364	$9,357,918,999,304	$291,009,049,210,577	$94,718,255,993,009

Figures as of COB Jul 25, 2024. Weekly figures as of COB Jul 19, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$0
OIS	$925,138,863,686
Basis	$61,432,600,000
Zeroes	$0
FRAs	$0
VNS	$292,973,695
Inflation	$8,652,589,100
Total	$995,517,026,481

Product	Volume EUR	USD Equivalent
IRS	€107,983,305,571	$117,140,289,883
OIS	€535,358,638,927	$580,757,051,508
Basis	€426,080,000	$462,211,584
Zeroes	€103,400,000	$112,168,320
FRAs	€23,246,600,000	$25,217,911,680
VNS	€280,553,704	$304,344,658
Inflation	€5,224,230,870	$5,667,245,648
Total	€672,622,809,072	$729,661,223,281

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£234,870,043,178	$302,019,388,523
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£0	$0
Inflation	£1,704,110,100	$2,191,315,178
Total	£236,574,153,278	$304,210,703,701

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥17,258,180,383,000	$112,215,484,138
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥17,258,180,383,000	$112,215,484,138

Product	Volume CHF	USD Equivalent
IRS	CHF265,000,000	$300,965,361
OIS	CHF7,783,609,000	$8,839,987,507
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF8,048,609,000	$9,140,952,868

Product	Volume AUD	USD Equivalent
IRS	$58,246,400,000	$38,110,619,520
OIS	$133,431,303,000	$87,304,101,553
Basis	$15,151,500,000	$9,913,626,450
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$206,829,203,000	$135,328,347,523

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$117,000,992,638	$84,636,134,721
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$91,978,359	$66,535,272
Inflation	$0	$0
Total	$117,092,970,997	$84,702,669,993

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

Product	Volume BRL	USD Equivalent
IRS	BRL3,052,674,781	$540,267,735
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL3,052,674,781	$540,267,735

Product	Volume CLP	USD Equivalent
IRS	CLP0	$0
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP0	$0

Product	Volume CNY	USD Equivalent
IRS	CNY34,270,993,773	$4,739,093,800
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY34,270,993,773	$4,739,093,800

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP61,000,000,000	$15,122,948
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP61,000,000,000	$15,122,948

Product	Volume CZK	USD Equivalent
IRS	CZK76,815,462,281	$3,282,992,661
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK196,362,000,000	$8,392,255,748
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK273,177,462,281	$11,675,248,409

Product	Volume DKK	USD Equivalent
IRS	DKK3,247,500,000	$472,047,793
OIS	DKK125,000,000	$18,169,661
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK3,372,500,000	$490,217,454

Product	Volume HKD	USD Equivalent
IRS	HKD17,013,249,000	$2,179,216,093
OIS	HKD0	$0
Basis	HKD1,000,000,000	$128,089,355
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD18,013,249,000	$2,307,305,448

Product	Volume HUF	USD Equivalent
IRS	HUF275,004,400,000	$759,764,615
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF386,000,000,000	$1,066,416,179
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF661,004,400,000	$1,826,180,794

Product	Volume ILS	USD Equivalent
IRS	ILS5,842,642,000	$1,592,651,492
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS9,280,000,000	$2,529,644,269
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS15,122,642,000	$4,122,295,761

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR405,345,667,000	$4,840,815,274
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR405,345,667,000	$4,840,815,274

Product	Volume KRW	USD Equivalent
IRS	KRW8,171,644,845,665	$5,905,669,129
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW8,171,644,845,665	$5,905,669,129

Product	Volume MXN	USD Equivalent
IRS	MXN5,280,902,154	$286,282,843
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,280,902,154	$286,282,843

Product	Volume NOK	USD Equivalent
IRS	NOK45,037,986,028	$4,085,578,373
OIS	NOK18,760,000,000	$1,701,795,685
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK50,592,700,000	$4,589,469,005
VNS	NOK43,650,000	$3,959,669
Inflation	NOK0	$0
Total	NOK114,434,336,028	$10,380,802,732

Product	Volume NZD	USD Equivalent
IRS	NZD30,362,432,726	$17,886,509,119
OIS	NZD18,553,000,000	$10,929,572,300
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD48,915,432,726	$28,816,081,419

Product	Volume PLN	USD Equivalent
IRS	PLN9,170,022,561	$2,319,440,139
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN12,060,000,000	$3,050,423,038
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN21,230,022,561	$5,369,863,177

Product	Volume SEK	USD Equivalent
IRS	SEK93,374,787,700	$8,634,341,195
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK25,223,000,000	$2,332,363,942
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK118,597,787,700	$10,966,705,137

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD12,284,584,000	$9,143,376,875
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD12,284,584,000	$9,143,376,875

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB41,783,976,000	$1,152,979,470
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB41,783,976,000	$1,152,979,470

Product	Volume TWD	USD Equivalent
IRS	TWD0	$0
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD0	$0

Product	Volume ZAR	USD Equivalent
IRS	ZAR506,898,848,585	$27,591,211,974
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR506,898,848,585	$27,591,211,974

Product	USD Equivalent
IRS	$235,826,941,725
OIS	$2,128,712,843,849
Basis	$71,936,527,389
Zeroes	$112,168,320
FRAs	$47,178,483,861
VNS	$667,813,294
Inflation	$16,511,149,926
Total	$2,500,945,928,364

Show:

Product	USD Equivalent
IRS	$0
OIS	$3,455,096,471,162
Basis	$113,775,378,000
Zeroes	$0
FRAs	$0
VNS	$1,109,693,801
Inflation	$40,306,194,446
Total	$3,610,287,737,409

Product	Volume EUR	USD Equivalent
IRS	€665,660,415,310	$725,522,142,439
OIS	€1,404,166,143,481	$1,530,818,854,181
Basis	€17,740,300,000	$19,365,413,520
Zeroes	€1,610,000,000	$1,760,857,000
FRAs	€31,433,000,000	$34,279,982,800
VNS	€663,166,706	$723,129,728
Inflation	€16,398,532,020	$17,879,772,179
Total	€2,137,671,557,517	$2,330,350,151,847

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,040,230,573,075	$1,349,720,717,501
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£117,587,500	$152,248,503
Inflation	£9,133,284,344	$11,847,955,646
Total	£1,049,481,444,919	$1,361,720,921,650

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥66,211,058,831,340	$420,062,277,540
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥66,211,058,831,340	$420,062,277,540

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF34,136,011,499	$38,278,233,892
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF34,136,011,499	$38,278,233,892

Product	Volume AUD	USD Equivalent
IRS	$177,986,298,408	$119,784,112,116
OIS	$610,768,262,000	$410,860,828,482
Basis	$112,870,300,000	$75,956,968,175
Zeroes	$0	$0
FRAs	$0	$0
VNS	$63,046,247	$42,404,906
Inflation	$0	$0
Total	$901,687,906,655	$606,644,313,679

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$387,483,316,698	$283,000,352,692
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$387,483,316,698	$283,000,352,692

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

Product	Volume BRL	USD Equivalent
IRS	BRL7,213,080,522	$1,316,181,213
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL7,213,080,522	$1,316,181,213

Product	Volume CLP	USD Equivalent
IRS	CLP152,225,418,000	$162,434,556
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP152,225,418,000	$162,434,556

Product	Volume CNY	USD Equivalent
IRS	CNY110,207,055,782	$15,171,770,744
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY110,207,055,782	$15,171,770,744

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP367,218,900,000	$92,263,243
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP367,218,900,000	$92,263,243

Product	Volume CZK	USD Equivalent
IRS	CZK469,988,245,342	$20,259,100,623
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK714,539,200,000	$30,792,485,404
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,184,527,445,342	$51,051,586,027

Product	Volume DKK	USD Equivalent
IRS	DKK4,533,900,000	$663,587,262
OIS	DKK3,760,000,000	$550,326,117
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK8,293,900,000	$1,213,913,379

Product	Volume HKD	USD Equivalent
IRS	HKD116,481,407,024	$14,918,830,169
OIS	HKD0	$0
Basis	HKD2,532,000,000	$324,273,765
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD119,013,407,024	$15,243,103,934

Product	Volume HUF	USD Equivalent
IRS	HUF2,616,222,378,321	$7,288,624,031
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,152,600,000,000	$3,211,624,210
VNS	HUF9,079,400,000	$25,371,772
Inflation	HUF0	$0
Total	HUF3,777,901,778,321	$10,525,620,013

Product	Volume ILS	USD Equivalent
IRS	ILS38,411,489,000	$10,577,157,884
OIS	ILS191,000,000	$52,506,426
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS38,137,160,000	$10,508,459,405
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS76,739,649,000	$21,138,123,715

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,799,865,225,184	$33,496,325,924
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,799,865,225,184	$33,496,325,924

Product	Volume KRW	USD Equivalent
IRS	KRW34,534,060,056,704	$24,942,443,107
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW34,534,060,056,704	$24,942,443,107

Product	Volume MXN	USD Equivalent
IRS	MXN50,598,554,632	$2,823,822,181
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN50,598,554,632	$2,823,822,181

Product	Volume NOK	USD Equivalent
IRS	NOK155,192,508,058	$14,364,096,614
OIS	NOK40,890,000,000	$3,749,616,108
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK36,406,700,000	$3,378,226,528
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK232,489,208,058	$21,491,939,250

Product	Volume NZD	USD Equivalent
IRS	NZD131,141,489,685	$79,327,058,378
OIS	NZD295,708,511,000	$179,155,084,405
Basis	NZD217,000,000	$131,936,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD427,067,000,685	$258,614,078,783

Product	Volume PLN	USD Equivalent
IRS	PLN77,655,880,275	$19,764,499,671
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN65,966,200,000	$16,777,958,781
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN143,622,080,275	$36,542,458,452

Product	Volume SEK	USD Equivalent
IRS	SEK381,821,541,234	$35,994,612,946
OIS	SEK69,600,000,000	$6,599,158,038
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK41,502,000,000	$3,921,387,195
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK492,923,541,234	$46,515,158,179

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD50,941,389,500	$37,924,184,492
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD50,941,389,500	$37,924,184,492

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB395,487,358,179	$10,961,071,719
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB395,487,358,179	$10,961,071,719

Product	Volume TWD	USD Equivalent
IRS	TWD184,656,823,000	$5,652,376,351
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD184,656,823,000	$5,652,376,351

Product	Volume ZAR	USD Equivalent
IRS	ZAR2,050,104,198,936	$112,587,802,015
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR1,974,490,000	$108,353,318
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR2,052,078,688,936	$112,696,155,333

Product	USD Equivalent
IRS	$1,211,120,652,300
OIS	$7,760,418,271,922
Basis	$209,553,969,460
Zeroes	$1,869,210,318
FRAs	$102,870,124,323
VNS	$2,052,848,710
Inflation	$70,033,922,271
Total	$9,357,918,999,304

Show:

Product	USD Equivalent
IRS	$6,522,386,880
OIS	$111,248,315,099,623
Basis	$3,313,623,025,000
Zeroes	$0
FRAs	$0
VNS	$65,365,578,762
Inflation	$782,193,662,527
Total	$115,416,019,752,792

Product	Volume EUR	USD Equivalent
IRS	€15,044,490,710,731	$16,276,551,450,060
OIS	€60,713,781,027,668	$65,673,696,991,090
Basis	€537,903,134,686	$582,725,642,273
Zeroes	€72,303,868,439	$77,705,394,128
FRAs	€6,133,582,025,000	$6,632,243,517,549
VNS	€26,358,360,265	$28,543,426,372
Inflation	€680,468,932,924	$736,328,892,255
Total	€83,208,888,059,713	$90,007,795,313,727

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$935,114,650
OIS	£29,269,723,266,764	$37,090,164,758,087
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£17,059,994,051	$21,626,417,859
Inflation	£443,903,673,962	$562,461,284,656
Total	£29,731,430,934,777	$37,675,187,575,252

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,272,379,979,174,403	$8,237,242,264,726
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥47,653,500,000	$300,245,723
Inflation	¥0	$0
Total	¥1,272,427,632,674,403	$8,237,542,510,449

Product	Volume CHF	USD Equivalent
IRS	CHF478,000,000	$541,425,961
OIS	CHF1,161,126,476,488	$1,305,947,274,095
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF34,500,000	$38,861,133
Inflation	CHF0	$0
Total	CHF1,161,638,976,488	$1,306,527,561,189

Product	Volume AUD	USD Equivalent
IRS	$4,690,363,617,091	$3,097,398,238,064
OIS	$14,738,254,343,798	$9,727,773,977,408
Basis	$1,927,546,300,000	$1,273,762,431,997
Zeroes	$3,841,000,000	$2,545,685,400
FRAs	$0	$0
VNS	$3,205,244,374	$2,128,355,446
Inflation	$0	$0
Total	$21,363,210,505,263	$14,103,608,688,315

Product	Volume CAD	USD Equivalent
IRS	$291,812,780,309	$214,563,674,798
OIS	$8,265,811,566,988	$6,070,830,474,809
Basis	$13,192,010,000	$9,761,911,937
Zeroes	$2,360,800,000	$1,731,998,093
FRAs	$0	$0
VNS	$9,025,814,480	$6,648,905,455
Inflation	$0	$0
Total	$8,582,202,971,777	$6,303,536,965,092

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

Product	Volume BRL	USD Equivalent
IRS	BRL600,298,029,824	$111,911,246,499
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL600,298,029,824	$111,911,246,499

Product	Volume CLP	USD Equivalent
IRS	CLP17,027,614,196,118	$18,164,931,963
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP17,027,614,196,118	$18,164,931,963

Product	Volume CNY	USD Equivalent
IRS	CNY8,095,876,823,562	$1,121,724,245,626
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY8,095,876,823,562	$1,121,724,245,626

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP33,852,372,729,359	$8,636,744,914
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP33,852,372,729,359	$8,636,744,914

Product	Volume CZK	USD Equivalent
IRS	CZK15,847,600,195,162	$684,427,553,662
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK38,450,534,000	$1,645,690,045
FRAs	CZK21,381,740,282,194	$920,091,614,528
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK37,267,791,011,356	$1,606,164,858,235

Product	Volume DKK	USD Equivalent
IRS	DKK340,707,091,574	$49,378,961,782
OIS	DKK240,090,400,000	$34,791,507,838
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK580,797,491,574	$84,170,469,620

Product	Volume HKD	USD Equivalent
IRS	HKD3,845,146,439,781	$491,862,463,158
OIS	HKD0	$0
Basis	HKD71,135,500,000	$9,099,104,084
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD3,918,165,139,781	$501,202,316,511

Product	Volume HUF	USD Equivalent
IRS	HUF77,681,003,668,844	$214,888,032,366
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF66,004,405,538,000	$182,319,533,668
VNS	HUF9,079,400,000	$25,371,772
Inflation	HUF0	$0
Total	HUF143,713,988,606,844	$397,286,864,797

Product	Volume ILS	USD Equivalent
IRS	ILS1,256,295,147,287	$340,695,555,769
OIS	ILS6,711,000,000	$1,828,426,614
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS880,027,898,798	$238,546,848,137
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS2,143,424,046,085	$581,174,940,182

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR57,278,208,420,992	$687,773,451,165
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR57,278,208,420,992	$687,773,451,165

Product	Volume KRW	USD Equivalent
IRS	KRW1,494,170,540,960,775	$1,102,434,348,485
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,494,170,540,960,775	$1,102,434,348,485

Product	Volume MXN	USD Equivalent
IRS	MXN1,958,440,491,674	$113,566,119,976
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,958,440,491,674	$113,566,119,976

Product	Volume NOK	USD Equivalent
IRS	NOK6,178,274,421,280	$581,227,732,318
OIS	NOK2,229,736,100,000	$208,109,720,156
Basis	NOK16,848,000,000	$1,597,555,754
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK3,610,755,400,000	$338,480,962,820
VNS	NOK1,550,602,093	$146,326,718
Inflation	NOK0	$0
Total	NOK12,043,465,735,373	$1,130,159,628,298

Product	Volume NZD	USD Equivalent
IRS	NZD1,955,346,430,433	$1,188,852,003,776
OIS	NZD5,197,453,758,121	$3,158,616,662,174
Basis	NZD40,744,000,000	$24,836,022,150
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD7,196,917,892,126	$4,374,316,640,910

Product	Volume PLN	USD Equivalent
IRS	PLN2,377,950,269,768	$596,832,009,324
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN4,133,320,000	$1,038,964,002
FRAs	PLN1,364,927,014,184	$342,683,840,576
VNS	PLN569,194,675	$141,841,539
Inflation	PLN0	$0
Total	PLN3,747,579,798,627	$940,696,655,441

Product	Volume SEK	USD Equivalent
IRS	SEK9,393,400,978,119	$891,964,676,328
OIS	SEK2,158,091,000,000	$203,396,602,895
Basis	SEK0	$0
Zeroes	SEK17,819,346,000	$1,684,616,830
FRAs	SEK3,816,143,000,000	$362,835,154,197
VNS	SEK1,110,481,366	$104,645,333
Inflation	SEK0	$0
Total	SEK15,386,564,805,485	$1,459,985,695,583

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD1,057,190,300,685	$785,485,542,753
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD1,057,581,418,334	$785,776,639,544

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB15,523,405,159,640	$429,559,862,599
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB15,523,405,159,640	$429,559,862,599

Product	Volume TWD	USD Equivalent
IRS	TWD7,238,162,964,977	$226,483,159,268
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD7,238,162,964,977	$226,483,159,268

Product	Volume ZAR	USD Equivalent
IRS	ZAR42,484,520,604,711	$2,276,547,348,277
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR9,990,263,032	$538,667,751
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR42,504,981,007,340	$2,277,642,024,145

Product	USD Equivalent
IRS	$29,607,472,678,990
OIS	$244,872,169,360,946
Basis	$5,215,405,693,195
Zeroes	$89,850,074,693
FRAs	$9,017,201,471,475
VNS	$125,966,091,840
Inflation	$2,080,983,839,438
Total	$291,009,049,210,577

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$31,330,157,082,157
Basis	$1,575,857,236,260
Zeroes	$0
FRAs	$0
VNS	$387,335,550,559
Inflation	$610,328,412,252
Total	$33,905,097,581,228

Product	Volume EUR	USD Equivalent
IRS	€9,977,095,441,520	$10,823,153,134,960
OIS	€10,208,017,161,140	$11,073,657,016,404
Basis	€539,142,893,419	$584,862,210,781
Zeroes	€45,630,791,669	$49,500,282,803
FRAs	€2,923,150,023,794	$3,171,033,145,812
VNS	€243,044,613,683	$263,654,796,924
Inflation	€460,093,170,747	$499,109,071,626
Total	€24,396,174,095,972	$26,464,969,659,310

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$956,709,600
OIS	£7,237,003,539,997	$9,306,062,852,083
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£92,020,863,292	$118,329,628,107
Inflation	£524,203,064,796	$674,072,721,022
Total	£7,853,971,468,085	$10,099,421,910,812

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥622,678,787,972,827	$4,048,758,333,969
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥50,341,738,351	$327,330,137
Inflation	¥0	$0
Total	¥622,729,129,711,178	$4,049,085,664,106

Product	Volume CHF	USD Equivalent
IRS	CHF478,000,000	$542,873,367
OIS	CHF669,386,874,303	$760,234,950,940
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF550,922,250	$625,692,504
Inflation	CHF0	$0
Total	CHF670,415,796,553	$761,403,516,811

Product	Volume AUD	USD Equivalent
IRS	$3,523,410,369,976	$2,305,367,405,075
OIS	$4,646,378,955,084	$3,040,125,750,311
Basis	$1,336,962,969,248	$874,774,870,779
Zeroes	$2,501,079,647	$1,636,456,413
FRAs	$0	$0
VNS	$24,053,588,695	$15,738,263,083
Inflation	$0	$0
Total	$9,533,306,962,650	$6,237,642,745,661

Product	Volume CAD	USD Equivalent
IRS	$69,927,913,502	$50,584,428,170
OIS	$3,430,945,884,962	$2,481,876,363,543
Basis	$7,761,800,000	$5,614,728,009
Zeroes	$2,360,800,000	$1,707,754,630
FRAs	$0	$0
VNS	$21,381,556,473	$15,466,982,402
Inflation	$0	$0
Total	$3,532,377,954,937	$2,555,250,256,754

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

Product	Volume BRL	USD Equivalent
IRS	BRL138,545,540,172	$24,520,032,595
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL138,545,540,172	$24,520,032,595

Product	Volume CLP	USD Equivalent
IRS	CLP4,140,571,392,923	$4,352,082,608
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,140,571,392,923	$4,352,082,608

Product	Volume CNY	USD Equivalent
IRS	CNY4,526,803,674,117	$625,979,724,142
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,526,803,674,117	$625,979,724,142

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP27,172,573,881,962	$6,736,548,046
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP27,172,573,881,962	$6,736,548,046

Product	Volume CZK	USD Equivalent
IRS	CZK12,737,634,620,296	$544,389,888,892
OIS	CZK0	$0
Basis	CZK5,964,000,000	$254,893,581
Zeroes	CZK17,823,380,000	$761,748,013
FRAs	CZK10,555,585,097,268	$451,131,938,510
VNS	CZK26,940,005,034	$1,151,380,675
Inflation	CZK0	$0
Total	CZK23,343,947,102,598	$997,689,849,671

Product	Volume DKK	USD Equivalent
IRS	DKK1,225,517,996,746	$178,137,972,665
OIS	DKK307,439,276,412	$44,688,539,510
Basis	DKK5,150,000,000	$748,590,034
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,626,978,009	$527,207,688
Inflation	DKK0	$0
Total	DKK1,541,734,251,167	$224,102,309,897

Product	Volume HKD	USD Equivalent
IRS	HKD3,600,484,158,809	$461,183,694,073
OIS	HKD0	$0
Basis	HKD246,554,103,396	$31,580,956,110
Zeroes	HKD1,564,200,000	$200,357,369
FRAs	HKD0	$0
VNS	HKD578,443,563	$74,092,463
Inflation	HKD0	$0
Total	HKD3,849,180,905,768	$493,039,100,015

Product	Volume HUF	USD Equivalent
IRS	HUF44,684,416,066,366	$123,451,254,466
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF8,200,000,000	$22,654,437
FRAs	HUF15,539,992,070,732	$42,932,898,858
VNS	HUF253,392,494,121	$700,056,620
Inflation	HUF0	$0
Total	HUF60,486,000,631,219	$167,106,864,381

Product	Volume ILS	USD Equivalent
IRS	ILS1,023,103,146,177	$278,888,686,432
OIS	ILS789,000,000	$215,074,281
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS384,496,318,798	$104,810,227,286
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,408,388,464,975	$383,913,987,999

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR21,885,999,592,909	$261,372,181,202
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR21,885,999,592,909	$261,372,181,202

Product	Volume KRW	USD Equivalent
IRS	KRW881,838,379,789,504	$637,306,906,355
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW881,838,379,789,504	$637,306,906,355

Product	Volume MXN	USD Equivalent
IRS	MXN921,637,597,459	$49,962,870,767
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN921,637,597,459	$49,962,870,767

Product	Volume NOK	USD Equivalent
IRS	NOK2,253,908,577,111	$204,461,188,183
OIS	NOK1,319,682,222,060	$119,713,726,584
Basis	NOK23,176,159,744	$2,102,403,446
Zeroes	NOK0	$0
FRAs	NOK727,415,470,334	$65,986,807,485
VNS	NOK51,108,270,182	$4,636,238,467
Inflation	NOK0	$0
Total	NOK4,375,290,699,431	$396,900,364,165

Product	Volume NZD	USD Equivalent
IRS	NZD1,542,242,394,682	$908,534,994,707
OIS	NZD2,085,399,462,561	$1,228,508,823,395
Basis	NZD39,644,374,846	$23,354,501,222
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD635,083,160	$374,127,489
Inflation	NZD0	$0
Total	NZD3,667,921,315,249	$2,160,772,446,813

Product	Volume PLN	USD Equivalent
IRS	PLN1,911,867,735,370	$483,582,536,042
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,050,120,000	$771,488,915
FRAs	PLN705,004,577,354	$178,321,907,489
VNS	PLN5,706,678,622	$1,443,431,504
Inflation	PLN0	$0
Total	PLN2,625,629,111,346	$664,119,363,950

Product	Volume SEK	USD Equivalent
IRS	SEK4,335,632,294,962	$400,914,737,822
OIS	SEK1,164,316,963,772	$107,664,072,623
Basis	SEK0	$0
Zeroes	SEK14,605,000,000	$1,350,520,373
FRAs	SEK850,036,142,960	$78,602,610,694
VNS	SEK15,744,401,526	$1,455,880,522
Inflation	SEK0	$0
Total	SEK6,380,334,803,220	$589,987,822,034

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD675,113,517,380	$502,484,847,888
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,351,584,189	$1,005,979,821
Inflation	SGD0	$0
Total	SGD676,465,101,569	$503,490,827,709

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB5,195,935,126,724	$143,375,693,342
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB5,195,935,126,724	$143,375,693,342

Product	Volume TWD	USD Equivalent
IRS	TWD3,146,958,086,464	$96,063,924,005
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD3,146,958,086,464	$96,063,924,005

Product	Volume ZAR	USD Equivalent
IRS	ZAR40,655,192,387,581	$2,212,918,877,493
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR19,888,614,411	$1,082,565,047
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$590,316,088
Inflation	ZAR0	$0
Total	ZAR40,685,926,141,589	$2,214,591,758,628

Product	USD Equivalent
IRS	$20,416,673,222,419
OIS	$64,455,631,856,278
Basis	$3,099,150,390,222
Zeroes	$57,033,828,000
FRAs	$4,092,819,536,134
VNS	$813,436,955,053
Inflation	$1,783,510,204,900
Total	$94,718,255,993,006

Figures as of COB Jul 25, 2024.

Notional Outstanding by Product

As of COB Jul 25, 2024

Daily Notional by Tenor

As of COB Jul 25, 2024

Notional Outstanding by Tenor

As of COB Jul 25, 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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$2,492,160,114,577	$9,449,961,000,536	$288,531,334,501,318	$145,697,936,551,712
EUR	€2,642,100,661,720	€8,944,770,156,005	€314,715,058,255,041	€148,586,449,651,112
GBP	£643,492,590,366	£3,053,036,074,296	£89,094,734,380,511	£37,721,945,931,297
JPY	¥35,310,356,208,000	¥105,038,724,778,698	¥2,654,937,138,336,890	¥2,103,979,872,176,148
CHF	CHF21,975,947,354	CHF102,487,627,828	CHF4,222,414,694,743	CHF3,638,995,714,401
AUD	$626,881,890,500	$2,374,225,572,791	$63,233,946,549,490	$48,042,145,598,301
CAD	$267,458,796,095	$988,885,206,506	$25,846,157,941,775	$28,538,215,028,325
Other* Show All Hide	$421,554,621,784	$2,038,350,597,617	$57,855,368,696,626	$48,214,751,587,999
BRL	BRL8,758,262,418	BRL14,426,161,044	BRL1,606,930,634,457	BRL988,623,477,071
CLP	CLP0	CLP304,450,836,000	CLP36,432,339,638,236	CLP52,063,771,126,948
CNY	CNY95,367,987,546	CNY335,376,306,964	CNY24,445,593,408,546	CNY24,575,733,308,103
COP	COP122,000,000,000	COP921,514,460,000	COP77,430,997,470,718	COP141,481,846,065,144
CZK	CZK806,407,944,562	CZK4,356,308,360,900	CZK150,184,276,967,218	CZK97,540,456,820,207
DKK	DKK8,391,000,000	DKK26,048,904,000	DKK1,534,265,866,818	DKK5,611,655,637,770
HKD	HKD105,021,898,000	HKD386,002,110,048	HKD14,613,909,775,994	HKD19,810,023,938,361
HUF	HUF4,899,293,800,000	HUF12,702,139,232,272	HUF626,565,987,261,676	HUF334,095,328,312,752
ILS	ILS34,319,284,000	ILS241,675,558,000	ILS5,950,352,020,202	ILS5,015,308,935,620
INR	INR1,178,276,334,000	INR8,611,067,862,368	INR229,301,811,345,558	INR197,695,580,048,887
KRW	KRW25,746,885,691,330	KRW147,700,867,553,408	KRW4,951,844,713,281,440	KRW5,224,981,093,146,419
MXN	MXN10,561,804,308	MXN105,415,723,264	MXN4,225,334,199,938	MXN5,280,536,228,989
NOK	NOK253,750,371,638	NOK821,605,406,116	NOK36,380,972,974,146	NOK32,627,953,387,847
NZD	NZD144,814,785,242	NZD853,919,648,180	NZD17,138,085,177,882	NZD13,013,102,181,538
PLN	PLN104,442,529,122	PLN632,255,564,488	PLN16,793,008,286,782	PLN13,978,556,730,949
SEK	SEK418,097,901,400	SEK1,748,079,004,395	SEK52,156,128,531,663	SEK54,702,056,282,092
SGD	SGD45,967,984,000	SGD155,476,427,000	SGD3,425,398,871,425	SGD2,701,654,088,611
THB	THB119,047,952,000	THB1,192,075,472,358	THB47,316,931,798,754	THB26,092,448,178,568
TWD	TWD0	TWD608,311,746,000	TWD19,198,939,480,820	TWD19,403,358,188,531
ZAR	ZAR1,664,501,497,170	ZAR6,256,478,565,872	ZAR150,676,637,384,650	ZAR106,064,765,965,892
Total in USD	$7,465,527,863,691	$28,302,381,254,604	$882,444,776,301,656	$473,497,150,363,602

Figures as of COB Jul 25, 2024. Weekly figures as of COB Jul 19, 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

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$1,320,000,000
OIS	$2,334,819,634,195
Basis	$133,202,406,000
Zeroes	$0
FRAs	$0
VNS	$719,356,182
Inflation	$22,098,718,200
Total	$2,492,160,114,577

Product	Volume EUR	USD Equivalent
IRS	€610,428,397,910	$662,192,726,053
OIS	€1,615,700,554,816	$1,752,711,961,864
Basis	€1,593,520,000	$1,728,650,496
Zeroes	€384,800,000	$417,431,040
FRAs	€395,587,200,000	$429,132,994,560
VNS	€622,605,254	$675,402,179
Inflation	€17,783,583,740	$19,291,631,641
Total	€2,642,100,661,720	$2,866,150,797,833

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£634,815,356,298	$816,309,066,664
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£0	$0
Inflation	£8,677,234,068	$11,158,055,288
Total	£643,492,590,366	$827,467,121,952

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥35,310,356,208,000	$229,593,655,242
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥35,310,356,208,000	$229,593,655,242

Product	Volume CHF	USD Equivalent
IRS	CHF530,000,000	$601,930,721
OIS	CHF21,411,481,354	$24,317,412,100
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF34,466,000	$39,143,668
Inflation	CHF0	$0
Total	CHF21,975,947,354	$24,958,486,489

Product	Volume AUD	USD Equivalent
IRS	$142,879,484,500	$93,486,046,708
OIS	$411,702,406,000	$269,376,884,246
Basis	$72,300,000,000	$47,305,890,000
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$626,881,890,500	$410,168,820,954

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$267,152,653,276	$193,252,787,381
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$306,142,819	$221,457,479
Inflation	$0	$0
Total	$267,458,796,095	$193,474,244,860

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

Product	Volume BRL	USD Equivalent
IRS	BRL8,758,262,418	$1,550,052,638
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL8,758,262,418	$1,550,052,638

Product	Volume CLP	USD Equivalent
IRS	CLP0	$0
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP0	$0

Product	Volume CNY	USD Equivalent
IRS	CNY95,367,987,546	$13,187,765,769
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY95,367,987,546	$13,187,765,769

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP122,000,000,000	$30,245,897
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP122,000,000,000	$30,245,897

Product	Volume CZK	USD Equivalent
IRS	CZK223,763,944,562	$9,563,379,116
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK582,644,000,000	$24,901,444,568
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK806,407,944,562	$34,464,823,684

Product	Volume DKK	USD Equivalent
IRS	DKK8,141,000,000	$1,183,353,683
OIS	DKK250,000,000	$36,339,322
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK8,391,000,000	$1,219,693,005

Product	Volume HKD	USD Equivalent
IRS	HKD99,769,898,000	$12,779,461,897
OIS	HKD0	$0
Basis	HKD5,252,000,000	$672,725,293
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD105,021,898,000	$13,452,187,190

Product	Volume HUF	USD Equivalent
IRS	HUF793,293,800,000	$2,191,661,510
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF4,106,000,000,000	$11,343,794,894
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF4,899,293,800,000	$13,535,456,404

Product	Volume ILS	USD Equivalent
IRS	ILS15,759,284,000	$4,295,838,626
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS18,560,000,000	$5,059,288,538
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS34,319,284,000	$9,355,127,164

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,178,276,334,000	$14,071,491,419
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,178,276,334,000	$14,071,491,419

Product	Volume KRW	USD Equivalent
IRS	KRW25,746,885,691,330	$18,607,341,713
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW25,746,885,691,330	$18,607,341,713

Product	Volume MXN	USD Equivalent
IRS	MXN10,561,804,308	$572,565,687
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN10,561,804,308	$572,565,687

Product	Volume NOK	USD Equivalent
IRS	NOK112,167,671,638	$10,175,184,412
OIS	NOK37,520,000,000	$3,403,591,369
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK103,975,400,000	$9,432,030,226
VNS	NOK87,300,000	$7,919,337
Inflation	NOK0	$0
Total	NOK253,750,371,638	$23,018,725,344

Product	Volume NZD	USD Equivalent
IRS	NZD61,196,785,242	$36,051,026,186
OIS	NZD83,618,000,000	$49,259,363,800
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD144,814,785,242	$85,310,389,986

Product	Volume PLN	USD Equivalent
IRS	PLN36,892,529,122	$9,331,494,258
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN67,550,000,000	$17,085,910,131
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN104,442,529,122	$26,417,404,389

Product	Volume SEK	USD Equivalent
IRS	SEK268,651,901,400	$24,842,168,175
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK149,446,000,000	$13,819,230,929
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK418,097,901,400	$38,661,399,104

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD45,967,984,000	$34,213,824,569
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD45,967,984,000	$34,213,824,569

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB119,047,952,000	$3,284,987,638
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB119,047,952,000	$3,284,987,638

Product	Volume TWD	USD Equivalent
IRS	TWD0	$0
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD0	$0

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,664,501,497,170	$90,601,140,184
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,664,501,497,170	$90,601,140,184

Product	USD Equivalent
IRS	$992,533,137,336
OIS	$5,724,681,245,706
Basis	$182,909,671,789
Zeroes	$417,431,040
FRAs	$510,774,693,846
VNS	$1,663,278,845
Inflation	$52,548,405,129
Total	$7,465,527,863,691

Show:

Product	USD Equivalent
IRS	$13,460,580,800
OIS	$9,007,877,940,892
Basis	$331,144,756,000
Zeroes	$0
FRAs	$0
VNS	$8,106,985,552
Inflation	$89,370,737,292
Total	$9,449,961,000,536

Product	Volume EUR	USD Equivalent
IRS	€2,727,912,470,116	$2,973,572,354,893
OIS	€4,813,939,481,437	$5,248,846,709,940
Basis	€46,386,200,000	$50,639,556,080
Zeroes	€9,826,200,000	$10,724,851,380
FRAs	€1,276,389,335,737	$1,391,317,106,669
VNS	€1,934,650,273	$2,109,153,672
Inflation	€68,381,818,442	$74,559,653,013
Total	€8,944,770,156,005	$9,751,769,385,647

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£3,007,673,219,679	$3,902,386,201,620
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£736,294,056	$954,575,677
Inflation	£44,626,560,561	$57,876,281,310
Total	£3,053,036,074,296	$3,961,217,058,607

Product	Volume JPY	USD Equivalent
IRS	¥81,000,000,000	$513,243,704
OIS	¥104,957,724,778,698	$666,236,769,935
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥105,038,724,778,698	$666,750,013,639

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF102,487,627,828	$114,938,193,242
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF102,487,627,828	$114,938,193,242

Product	Volume AUD	USD Equivalent
IRS	$530,602,168,900	$357,316,992,765
OIS	$1,631,557,076,000	$1,097,160,981,884
Basis	$211,866,500,000	$142,547,075,975
Zeroes	$0	$0
FRAs	$0	$0
VNS	$199,827,891	$134,249,395
Inflation	$0	$0
Total	$2,374,225,572,791	$1,597,159,300,019

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$988,390,639,948	$721,874,090,973
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$494,566,558	$361,614,324
Inflation	$0	$0
Total	$988,885,206,506	$722,235,705,297

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

Product	Volume BRL	USD Equivalent
IRS	BRL14,426,161,044	$2,632,362,427
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL14,426,161,044	$2,632,362,427

Product	Volume CLP	USD Equivalent
IRS	CLP304,450,836,000	$324,869,112
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP304,450,836,000	$324,869,112

Product	Volume CNY	USD Equivalent
IRS	CNY335,376,306,964	$46,171,894,507
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY335,376,306,964	$46,171,894,507

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP921,514,460,000	$231,512,964
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP921,514,460,000	$231,512,964

Product	Volume CZK	USD Equivalent
IRS	CZK1,098,277,960,900	$47,343,356,703
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK3,258,030,400,000	$140,467,806,882
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK4,356,308,360,900	$187,811,163,585

Product	Volume DKK	USD Equivalent
IRS	DKK18,528,904,000	$2,711,128,243
OIS	DKK7,520,000,000	$1,100,652,235
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK26,048,904,000	$3,811,780,478

Product	Volume HKD	USD Equivalent
IRS	HKD380,838,110,048	$48,775,794,866
OIS	HKD0	$0
Basis	HKD5,164,000,000	$661,355,153
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD386,002,110,048	$49,437,150,019

Product	Volume HUF	USD Equivalent
IRS	HUF7,033,387,841,072	$19,597,610,101
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF5,467,800,000,000	$15,242,492,882
VNS	HUF200,951,391,200	$560,889,627
Inflation	HUF0	$0
Total	HUF12,702,139,232,272	$35,400,992,610

Product	Volume ILS	USD Equivalent
IRS	ILS93,499,238,000	$25,744,283,696
OIS	ILS382,000,000	$105,012,852
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS147,794,320,000	$40,724,085,320
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS241,675,558,000	$66,573,381,868

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR8,611,067,862,368	$103,017,252,758
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR8,611,067,862,368	$103,017,252,758

Product	Volume KRW	USD Equivalent
IRS	KRW147,700,867,553,408	$106,677,656,477
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW147,700,867,553,408	$106,677,656,477

Product	Volume MXN	USD Equivalent
IRS	MXN105,415,723,264	$5,885,239,171
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN105,415,723,264	$5,885,239,171

Product	Volume NOK	USD Equivalent
IRS	NOK345,532,006,116	$31,991,329,894
OIS	NOK94,780,000,000	$8,718,781,318
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK381,293,400,000	$35,461,605,569
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK821,605,406,116	$76,171,716,781

Product	Volume NZD	USD Equivalent
IRS	NZD269,720,026,180	$163,193,618,342
OIS	NZD583,765,622,000	$353,754,047,491
Basis	NZD434,000,000	$263,872,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD853,919,648,180	$517,211,537,833

Product	Volume PLN	USD Equivalent
IRS	PLN262,237,164,488	$66,766,813,071
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN370,018,400,000	$94,146,415,387
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN632,255,564,488	$160,913,228,458

Product	Volume SEK	USD Equivalent
IRS	SEK1,464,943,004,395	$138,239,829,839
OIS	SEK92,800,000,000	$8,798,877,385
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK190,336,000,000	$17,958,951,685
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,748,079,004,395	$164,997,658,909

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD155,476,427,000	$115,745,773,857
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD155,476,427,000	$115,745,773,857

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB1,192,075,472,358	$33,058,818,582
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,192,075,472,358	$33,058,818,582

Product	Volume TWD	USD Equivalent
IRS	TWD608,311,746,000	$18,614,840,993
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD608,311,746,000	$18,614,840,993

Product	Volume ZAR	USD Equivalent
IRS	ZAR6,248,580,605,872	$343,228,352,958
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR7,897,960,000	$433,413,270
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR6,256,478,565,872	$343,661,766,228

Product	USD Equivalent
IRS	$4,412,762,152,562
OIS	$21,383,851,617,928
Basis	$525,256,615,208
Zeroes	$11,158,264,650
FRAs	$1,735,318,464,394
VNS	$12,227,468,247
Inflation	$221,806,671,615
Total	$28,302,381,254,604

Show:

Product	USD Equivalent
IRS	$582,010,361,416
OIS	$276,410,250,243,966
Basis	$9,383,622,401,351
Zeroes	$0
FRAs	$0
VNS	$233,204,227,657
Inflation	$1,922,247,266,928
Total	$288,531,334,501,318

Product	Volume EUR	USD Equivalent
IRS	€72,961,298,406,025	$78,929,140,451,255
OIS	€177,531,838,167,117	$192,059,213,838,885
Basis	€1,400,585,678,848	$1,517,004,359,541
Zeroes	€174,636,102,516	$188,041,154,770
FRAs	€59,865,461,190,583	$64,755,321,671,130
VNS	€172,286,405,585	$187,076,910,753
Inflation	€2,608,952,304,367	$2,823,067,152,410
Total	€314,715,058,255,041	$340,458,865,538,744

Product	Volume GBP	USD Equivalent
IRS	£8,218,034,723	$10,447,153,439
OIS	£87,435,562,590,839	$110,802,280,232,666
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£55,829,558,509	$70,604,819,526
Inflation	£1,595,124,196,440	$2,021,875,767,659
Total	£89,094,734,380,511	$112,905,207,973,290

Product	Volume JPY	USD Equivalent
IRS	¥1,057,551,860,000	$6,875,242,787
OIS	¥2,653,749,600,561,658	$17,206,148,039,606
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥129,985,915,232	$824,515,447
Inflation	¥0	$0
Total	¥2,654,937,138,336,890	$17,213,847,797,840

Product	Volume CHF	USD Equivalent
IRS	CHF1,006,000,000	$1,138,739,700
OIS	CHF4,221,180,088,743	$4,748,727,026,841
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF228,606,000	$257,682,485
Inflation	CHF0	$0
Total	CHF4,222,414,694,743	$4,750,123,449,026

Product	Volume AUD	USD Equivalent
IRS	$18,490,469,109,116	$12,207,665,993,117
OIS	$39,148,337,013,856	$25,835,372,800,365
Basis	$5,551,305,010,000	$3,664,784,533,866
Zeroes	$23,616,600,000	$15,511,222,030
FRAs	$0	$0
VNS	$20,218,816,518	$13,316,085,743
Inflation	$0	$0
Total	$63,233,946,549,490	$41,736,650,635,121

Product	Volume CAD	USD Equivalent
IRS	$1,164,280,701,178	$858,631,605,427
OIS	$24,275,592,174,703	$17,835,186,924,141
Basis	$294,706,020,000	$217,436,651,635
Zeroes	$16,721,600,000	$12,256,493,254
FRAs	$0	$0
VNS	$94,857,445,894	$69,866,035,234
Inflation	$0	$0
Total	$25,846,157,941,775	$18,993,377,709,691

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

Product	Volume BRL	USD Equivalent
IRS	BRL1,606,930,634,457	$298,835,889,198
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,606,930,634,457	$298,835,889,198

Product	Volume CLP	USD Equivalent
IRS	CLP36,432,339,638,236	$38,883,980,095
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP36,432,339,638,236	$38,883,980,095

Product	Volume CNY	USD Equivalent
IRS	CNY24,445,593,408,546	$3,387,153,794,908
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY24,445,593,408,546	$3,387,153,794,908

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP77,430,997,470,718	$19,781,472,170
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP77,430,997,470,718	$19,781,472,170

Product	Volume CZK	USD Equivalent
IRS	CZK42,861,740,860,280	$1,850,345,750,772
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK76,901,068,000	$3,291,380,089
FRAs	CZK107,245,328,128,776	$4,622,209,671,863
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK150,184,276,967,218	$6,475,860,482,261

Product	Volume DKK	USD Equivalent
IRS	DKK855,838,224,070	$124,059,607,372
OIS	DKK632,227,400,000	$91,622,335,984
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
Total	DKK1,534,265,866,818	$222,425,173,117

Product	Volume HKD	USD Equivalent
IRS	HKD14,288,625,375,994	$1,827,727,723,012
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD320,118,000,000	$40,940,064,695
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD14,613,909,775,994	$1,869,328,213,870

Product	Volume HUF	USD Equivalent
IRS	HUF233,293,591,918,186	$645,636,223,527
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF392,822,384,477,664	$1,086,678,330,127
VNS	HUF411,010,865,826	$1,142,622,588
Inflation	HUF0	$0
Total	HUF626,565,987,261,676	$1,733,565,030,224

Product	Volume ILS	USD Equivalent
IRS	ILS3,248,092,822,606	$880,804,558,069
OIS	ILS7,098,000,000	$1,934,740,328
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS2,694,381,197,596	$730,592,397,714
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS5,950,352,020,202	$1,613,539,915,435

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR229,301,811,345,558	$2,753,540,953,410
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR229,301,811,345,558	$2,753,540,953,410

Product	Volume KRW	USD Equivalent
IRS	KRW4,951,844,713,281,440	$3,657,125,705,411
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,951,844,713,281,440	$3,657,125,705,411

Product	Volume MXN	USD Equivalent
IRS	MXN4,225,334,199,938	$245,146,863,722
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN4,225,334,199,938	$245,146,863,722

Product	Volume NOK	USD Equivalent
IRS	NOK14,024,960,345,960	$1,319,472,725,503
OIS	NOK6,086,452,200,000	$569,728,142,146
Basis	NOK30,904,000,000	$2,935,711,070
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK16,222,952,800,000	$1,525,376,762,032
VNS	NOK3,101,204,186	$292,653,435
Inflation	NOK0	$0
Total	NOK36,380,972,974,146	$3,419,000,655,250

Product	Volume NZD	USD Equivalent
IRS	NZD5,060,480,037,296	$3,080,082,197,806
OIS	NZD11,891,477,399,324	$7,226,273,976,958
Basis	NZD179,382,000,000	$109,144,283,500
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD17,138,085,177,882	$10,419,523,364,271

Product	Volume PLN	USD Equivalent
IRS	PLN7,038,682,917,642	$1,766,568,971,279
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN8,666,640,000	$2,178,214,071
FRAs	PLN9,743,741,028,368	$2,446,271,348,135
VNS	PLN1,917,700,772	$476,567,446
Inflation	PLN0	$0
Total	PLN16,793,008,286,782	$4,215,495,100,931

Product	Volume SEK	USD Equivalent
IRS	SEK26,651,774,876,931	$2,530,508,687,099
OIS	SEK3,627,224,000,000	$341,696,631,511
Basis	SEK0	$0
Zeroes	SEK35,638,692,000	$3,369,233,660
FRAs	SEK21,839,270,000,000	$2,081,446,939,678
VNS	SEK2,220,962,732	$209,290,666
Inflation	SEK0	$0
Total	SEK52,156,128,531,663	$4,957,230,782,614

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD3,424,616,636,128	$2,544,019,334,594
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD3,425,398,871,425	$2,544,601,528,176

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB47,316,931,798,754	$1,309,917,413,706
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB47,316,931,798,754	$1,309,917,413,706

Product	Volume TWD	USD Equivalent
IRS	TWD19,198,939,480,820	$600,626,947,159
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD19,198,939,480,820	$600,626,947,159

Product	Volume ZAR	USD Equivalent
IRS	ZAR150,577,939,386,772	$8,068,494,271,973
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR85,294,904,240	$4,580,469,137
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR150,676,637,384,650	$8,073,785,430,698

Product	USD Equivalent
IRS	$122,917,383,444,046
OIS	$659,755,873,034,902
Basis	$14,935,868,005,658
Zeroes	$235,146,283,898
FRAs	$77,254,118,434,691
VNS	$579,196,911,464
Inflation	$6,767,190,186,997
Total	$882,444,776,301,656

Show:

Product	USD Equivalent
IRS	$3,591,033,502
OIS	$126,189,431,563,951
Basis	$13,283,057,629,436
Zeroes	$0
FRAs	$0
VNS	$2,042,378,336,065
Inflation	$4,179,477,988,758
Total	$145,697,936,551,712

Product	Volume EUR	USD Equivalent
IRS	€68,687,706,821,527	$74,512,424,359,992
OIS	€42,505,607,082,813	$46,110,082,563,436
Basis	€1,601,074,458,263	$1,736,845,572,324
Zeroes	€167,852,856,042	$182,086,778,235
FRAs	€30,547,591,706,011	$33,138,027,482,681
VNS	€1,403,800,124,045	$1,522,842,374,564
Inflation	€3,672,816,602,411	$3,984,271,450,295
Total	€148,586,449,651,112	$161,186,580,581,527

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$956,709,600
OIS	£34,342,647,664,111	$44,161,210,631,281
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£541,126,223,257	$695,834,210,487
Inflation	£2,837,428,043,928	$3,648,648,721,687
Total	£37,721,945,931,296	$48,506,650,273,055

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥2,103,666,852,596,714	$13,678,382,604,094
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥313,019,579,434	$2,035,304,005
Inflation	¥0	$0
Total	¥2,103,979,872,176,148	$13,680,417,908,099

Product	Volume CHF	USD Equivalent
IRS	CHF1,061,900,000	$1,206,019,307
OIS	CHF3,634,220,730,526	$4,127,451,141,995
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,713,083,875	$4,217,017,462
Inflation	CHF0	$0
Total	CHF3,638,995,714,401	$4,132,874,178,764

Product	Volume AUD	USD Equivalent
IRS	$23,643,352,610,124	$15,469,845,612,804
OIS	$15,939,779,715,429	$10,429,397,867,805
Basis	$8,334,414,465,137	$5,453,207,384,539
Zeroes	$20,689,660,669	$13,537,244,976
FRAs	$0	$0
VNS	$103,909,146,943	$67,987,754,845
Inflation	$0	$0
Total	$48,042,145,598,302	$31,433,975,864,969

Product	Volume CAD	USD Equivalent
IRS	$1,084,335,659,515	$784,386,327,774
OIS	$26,664,570,283,573	$19,288,606,975,964
Basis	$306,317,183,521	$221,583,610,765
Zeroes	$5,183,907,527	$3,749,933,107
FRAs	$0	$0
VNS	$477,807,994,188	$345,636,569,870
Inflation	$0	$0
Total	$28,538,215,028,324	$20,643,963,417,480

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

Product	Volume BRL	USD Equivalent
IRS	BRL988,623,477,071	$174,968,316,208
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL988,623,477,071	$174,968,316,208

Product	Volume CLP	USD Equivalent
IRS	CLP52,063,771,126,948	$54,723,324,708
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP52,063,771,126,948	$54,723,324,708

Product	Volume CNY	USD Equivalent
IRS	CNY24,575,733,308,103	$3,398,404,672,318
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY24,575,733,308,103	$3,398,404,672,318

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP141,481,846,065,144	$35,075,781,110
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP141,481,846,065,144	$35,075,781,110

Product	Volume CZK	USD Equivalent
IRS	CZK48,769,274,577,771	$2,084,335,181,544
OIS	CZK0	$0
Basis	CZK11,928,000,000	$509,787,161
Zeroes	CZK66,673,914,000	$2,849,556,116
FRAs	CZK48,471,146,175,366	$2,071,593,562,500
VNS	CZK221,434,153,069	$9,463,806,867
Inflation	CZK0	$0
Total	CZK97,540,456,820,206	$4,168,751,894,188

Product	Volume DKK	USD Equivalent
IRS	DKK4,862,090,750,034	$706,740,326,477
OIS	DKK714,029,976,412	$103,789,461,075
Basis	DKK11,320,000,000	$1,645,444,503
Zeroes	DKK0	$0
FRAs	DKK3,500,000,000	$508,750,509
VNS	DKK20,714,911,324	$3,011,063,336
Inflation	DKK0	$0
Total	DKK5,611,655,637,770	$815,695,045,900

Product	Volume HKD	USD Equivalent
IRS	HKD18,583,328,779,474	$2,380,326,599,609
OIS	HKD2,840,000,000	$363,773,769
Basis	HKD1,213,250,991,761	$155,404,537,151
Zeroes	HKD3,128,400,000	$400,714,739
FRAs	HKD0	$0
VNS	HKD7,475,767,126	$957,566,190
Inflation	HKD0	$0
Total	HKD19,810,023,938,361	$2,537,453,191,458

Product	Volume HUF	USD Equivalent
IRS	HUF202,645,890,701,402	$559,857,140,848
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF161,215,817,418	$445,396,777
FRAs	HUF128,581,353,018,006	$355,236,360,421
VNS	HUF2,706,868,775,926	$7,478,364,394
Inflation	HUF0	$0
Total	HUF334,095,328,312,752	$923,017,262,440

Product	Volume ILS	USD Equivalent
IRS	ILS3,959,136,704,986	$1,079,224,943,434
OIS	ILS1,176,000,000	$320,566,989
Basis	ILS0	$0
Zeroes	ILS390,000,000	$106,310,481
FRAs	ILS1,054,606,230,634	$287,476,143,010
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS5,015,308,935,620	$1,367,127,963,914

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR197,695,580,048,887	$2,360,967,099,169
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR197,695,580,048,887	$2,360,967,099,169

Product	Volume KRW	USD Equivalent
IRS	KRW5,224,981,093,146,419	$3,776,107,518,743
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,224,981,093,146,419	$3,776,107,518,743

Product	Volume MXN	USD Equivalent
IRS	MXN5,280,536,228,989	$286,263,006,106
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,280,536,228,989	$286,263,006,106

Product	Volume NOK	USD Equivalent
IRS	NOK18,726,222,466,643	$1,698,731,587,690
OIS	NOK4,139,903,458,016	$375,547,432,839
Basis	NOK115,732,416,351	$10,498,556,862
Zeroes	NOK6,301,212,000	$571,608,496
FRAs	NOK9,500,626,432,008	$861,840,355,237
VNS	NOK139,167,402,829	$12,624,439,530
Inflation	NOK0	$0
Total	NOK32,627,953,387,847	$2,959,813,980,654

Product	Volume NZD	USD Equivalent
IRS	NZD7,288,609,152,752	$4,293,719,651,886
OIS	NZD5,543,192,656,481	$3,265,494,793,933
Basis	NZD176,460,324,846	$103,952,777,367
Zeroes	NZD3,460,000,000	$2,038,286,000
FRAs	NZD0	$0
VNS	NZD1,380,047,460	$812,985,959
Inflation	NZD0	$0
Total	NZD13,013,102,181,539	$7,666,018,495,145

Product	Volume PLN	USD Equivalent
IRS	PLN8,476,352,458,065	$2,143,985,141,977
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN8,125,440,007	$2,055,226,317
FRAs	PLN5,476,847,580,954	$1,385,298,676,115
VNS	PLN17,231,251,923	$4,358,425,193
Inflation	PLN0	$0
Total	PLN13,978,556,730,949	$3,535,697,469,602

Product	Volume SEK	USD Equivalent
IRS	SEK42,637,026,361,792	$3,942,634,218,588
OIS	SEK1,669,019,963,772	$154,333,821,614
Basis	SEK0	$0
Zeroes	SEK32,424,346,000	$2,998,270,446
FRAs	SEK10,319,046,815,094	$954,199,449,351
VNS	SEK44,538,795,435	$4,118,490,287
Inflation	SEK0	$0
Total	SEK54,702,056,282,093	$5,058,284,250,286

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,697,564,435,465	$2,007,788,646,098
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,089,653,146	$3,043,915,854
Inflation	SGD0	$0
Total	SGD2,701,654,088,611	$2,010,832,561,952

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB26,092,448,178,568	$719,990,291,903
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB26,092,448,178,568	$719,990,291,903

Product	Volume TWD	USD Equivalent
IRS	TWD19,403,358,188,531	$592,306,181,157
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD19,403,358,188,531	$592,306,181,157

Product	Volume ZAR	USD Equivalent
IRS	ZAR105,969,564,764,830	$5,768,071,346,760
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR75,948,107,424	$4,133,961,513
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,047,972,765
Inflation	ZAR0	$0
Total	ZAR106,064,765,965,892	$5,773,253,281,038

Product	USD Equivalent
IRS	$123,712,809,221,032
OIS	$273,008,235,017,025
Basis	$20,966,705,300,108
Zeroes	$214,973,287,203
FRAs	$39,054,180,779,824
VNS	$4,727,848,597,673
Inflation	$11,812,398,160,740
Total	$473,497,150,363,605

Figures as of COB Jul 25, 2024.

Notional Outstanding by Product

As of COB Jul 25, 2024

Daily Notional by Tenor

As of COB Jul 25, 2024

Notional Outstanding by Currency

As of COB Jul 25, 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.

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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression