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

All Clearing Volumes
Client Clearing Volumes

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

Currency	Daily	Weekly	YTD	Notional 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* Show All Hide	$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

Show:

Product	USD 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

Product	Volume 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

Product	Volume 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

Product	Volume 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

Product	Volume 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
Total	CHF4,773,358,000	$5,182,799,131

Product	Volume 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

Product	Volume 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

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	BRL80,359,432	$15,609,684
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL80,359,432	$15,609,684

Product	Volume 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
Total	CLP25,760,000,000	$28,074,764

Product	Volume 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
Total	CNY445,000,000	$60,946,381

Product	Volume 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
Total	COP740,249,342,000	$175,192,432

Product	Volume 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
Total	CZK207,724,955,434	$8,879,791,196

Product	Volume 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
Total	DKK2,657,300,000	$373,184,844

Product	Volume 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
Total	HKD31,612,105,500	$4,036,120,361

Product	Volume 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
Total	HUF708,913,844,689	$1,906,476,743

Product	Volume 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
Total	ILS15,014,132,000	$3,901,953,559

Product	Volume 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
Total	INR402,759,127,000	$4,838,894,907

Product	Volume KRW	USD Equivalent
IRS	KRW0	$0
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW0	$0

Product	Volume 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
Total	MXN2,199,933,541	$122,512,219

Product	Volume 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
Total	NOK30,874,089,000	$2,815,476,137

Product	Volume 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
Total	NZD34,729,892,855	$20,520,157,193

Product	Volume 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
Total	PLN76,846,352,700	$17,392,545,340

Product	Volume 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
Total	SEK69,186,237,496	$6,237,883,521

Product	Volume 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
Total	SGD7,820,808,000	$5,695,523,432

Product	Volume 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
Total	THB65,600,287,000	$1,768,440,140

Product	Volume 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
Total	TWD36,206,633,000	$1,119,596,555

Product	Volume 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
Total	ZAR383,659,028,000	$19,876,131,486

Product	USD 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:

Product	USD 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

Product	Volume 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

Product	Volume 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

Product	Volume 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

Product	Volume 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
Total	CHF31,909,911,943	$34,814,869,440

Product	Volume 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

Product	Volume 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

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	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
Total	BRL5,008,400,466	$993,808,955

Product	Volume 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
Total	CLP326,624,100,000	$361,070,691

Product	Volume 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
Total	CNY115,255,923,558	$15,772,687,890

Product	Volume 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
Total	COP761,358,400,000	$187,045,464

Product	Volume 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
Total	CZK1,295,820,300,129	$56,140,674,266

Product	Volume 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
Total	DKK15,412,407,000	$2,181,802,483

Product	Volume 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
Total	HKD161,668,935,379	$20,662,354,211

Product	Volume 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
Total	HUF5,736,695,666,273	$15,484,360,326

Product	Volume 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
Total	ILS57,554,378,000	$15,025,106,232

Product	Volume 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
Total	INR1,574,637,410,500	$18,934,469,545

Product	Volume 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
Total	KRW34,232,351,380,402	$25,352,190,589

Product	Volume 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
Total	MXN63,918,022,768	$3,639,797,767

Product	Volume 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
Total	NOK216,414,536,733	$20,099,224,124

Product	Volume 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
Total	NZD93,755,770,320	$55,770,015,438

Product	Volume 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
Total	PLN167,031,441,781	$38,145,671,456

Product	Volume 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
Total	SEK318,386,132,933	$28,965,401,289

Product	Volume 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
Total	SGD26,971,645,000	$19,715,854,241

Product	Volume 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
Total	THB368,341,919,009	$10,080,524,407

Product	Volume 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
Total	TWD107,019,152,000	$3,325,621,612

Product	Volume 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
Total	ZAR1,420,762,876,853	$74,621,278,162

Product	USD 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:

Product	USD 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

Product	Volume 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

Product	Volume 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

Product	Volume 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

Product	Volume 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
Total	CHF1,359,608,347,886	$1,506,879,292,361

Product	Volume 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

Product	Volume 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

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	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
Total	BRL169,519,023,487	$33,991,829,956

Product	Volume 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
Total	CLP12,370,816,588,456	$14,908,889,834

Product	Volume 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
Total	CNY8,698,874,659,216	$1,234,895,509,301

Product	Volume 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
Total	COP24,142,738,445,726	$5,687,626,950

Product	Volume 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
Total	CZK36,632,120,675,749	$1,659,411,301,359

Product	Volume 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
Total	DKK479,122,358,000	$69,391,366,897

Product	Volume 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
Total	HKD5,637,752,232,274	$719,565,961,364

Product	Volume 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
Total	HUF110,849,861,698,815	$314,320,070,340

Product	Volume 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
Total	ILS2,687,675,455,914	$737,607,819,277

Product	Volume 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
Total	INR65,187,032,515,262	$791,275,237,859

Product	Volume 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
Total	KRW1,788,317,776,000,072	$1,373,178,047,791

Product	Volume 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
Total	MXN1,722,719,809,285	$96,794,114,093

Product	Volume 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
Total	NOK10,145,858,949,217	$968,231,440,619

Product	Volume 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
Total	NZD5,367,730,934,557	$3,299,591,533,610

Product	Volume 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
Total	PLN4,542,051,849,629	$1,072,394,511,313

Product	Volume 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
Total	SEK12,945,366,530,652	$1,219,983,835,609

Product	Volume 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
Total	SGD1,300,396,417,987	$969,452,244,132

Product	Volume 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
Total	THB11,546,061,984,086	$332,529,846,764

Product	Volume 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
Total	TWD5,674,095,335,700	$182,979,980,492

Product	Volume 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
Total	ZAR60,341,995,270,112	$3,284,657,325,746

Product	USD 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:

Product	USD 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

Product	Volume 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

Product	Volume 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

Product	Volume 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

Product	Volume 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
Total	CHF593,940,088,839	$644,886,089,944

Product	Volume 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

Product	Volume 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

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	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
Total	BRL36,259,738,422	$7,043,392,823

Product	Volume 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
Total	CLP5,081,819,871,914	$5,538,466,429

Product	Volume 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
Total	CNY3,830,134,575,365	$524,568,181,246

Product	Volume 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
Total	COP20,102,610,693,726	$4,757,620,243

Product	Volume 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
Total	CZK20,344,916,889,353	$869,701,059,691

Product	Volume 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
Total	DKK1,226,607,579,483	$172,261,828,987

Product	Volume 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
Total	HKD3,969,569,986,463	$506,820,472,461

Product	Volume 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
Total	HUF50,620,484,950,028	$136,133,294,652

Product	Volume 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
Total	ILS999,166,482,830	$259,668,771,608

Product	Volume 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
Total	INR18,413,695,244,822	$221,228,844,144

Product	Volume 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
Total	KRW791,409,597,079,502	$581,324,673,370

Product	Volume 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
Total	MXN883,718,411,856	$49,213,442,884

Product	Volume 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
Total	NOK2,849,017,078,174	$259,808,138,737

Product	Volume 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
Total	NZD2,568,149,551,338	$1,517,391,162,408

Product	Volume 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
Total	PLN2,628,904,159,745	$594,996,810,969

Product	Volume 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
Total	SEK4,386,179,963,138	$395,461,304,188

Product	Volume 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
Total	SGD628,596,604,246	$457,777,084,985

Product	Volume 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
Total	THB3,348,760,141,192	$90,275,243,057

Product	Volume 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
Total	TWD1,808,644,966,581	$55,927,671,436

Product	Volume 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
Total	ZAR40,252,190,129,362	$2,085,335,584,994

Product	USD 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

Currency	Daily	Weekly	YTD	Notional 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* Show All 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

Daily
YTD
Notional Outstanding

Show:

Product	USD 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

Product	Volume 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

Product	Volume 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

Product	Volume 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

Product	Volume 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
Total	CHF12,341,298,000	$13,399,889,251

Product	Volume 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

Product	Volume 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

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	BRL160,718,864	$31,219,367
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL160,718,864	$31,219,367

Product	Volume 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
Total	CLP72,549,412,000	$79,068,620

Product	Volume 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
Total	CNY890,000,000	$121,892,762

Product	Volume 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
Total	COP2,730,997,368,000	$646,336,367

Product	Volume 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
Total	CZK757,674,838,868	$32,388,955,623

Product	Volume 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
Total	DKK5,314,600,000	$746,369,688

Product	Volume 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
Total	HKD99,062,235,000	$12,647,911,214

Product	Volume 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
Total	HUF2,089,534,029,378	$5,619,368,364

Product	Volume 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
Total	ILS26,634,652,000	$6,921,956,937

Product	Volume 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
Total	INR1,175,003,408,000	$14,116,919,084

Product	Volume KRW	USD Equivalent
IRS	KRW0	$0
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW0	$0

Product	Volume 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
Total	MXN4,965,867,082	$276,544,443

Product	Volume 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
Total	NOK92,715,998,000	$8,454,975,948

Product	Volume 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
Total	NZD96,962,446,710	$57,290,261,639

Product	Volume 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
Total	PLN199,769,905,400	$45,213,689,590

Product	Volume 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
Total	SEK305,894,518,993	$27,579,681,281

Product	Volume 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
Total	SGD24,364,416,000	$17,743,448,276

Product	Volume 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
Total	THB227,499,574,000	$6,132,890,524

Product	Volume 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
Total	TWD80,086,066,000	$2,476,454,621

Product	Volume 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
Total	ZAR1,117,400,256,000	$57,888,887,761

Product	USD 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:

Product	USD 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

Product	Volume 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

Product	Volume 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

Product	Volume 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

Product	Volume 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
Total	CHF99,627,979,886	$108,698,517,178

Product	Volume 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

Product	Volume 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

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	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
Total	BRL10,952,870,462	$2,173,928,212

Product	Volume 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
Total	CLP672,175,200,000	$743,072,441

Product	Volume 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
Total	CNY338,245,805,116	$46,288,079,466

Product	Volume 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
Total	COP1,880,797,000,000	$462,112,502

Product	Volume 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
Total	CZK4,322,552,790,258	$187,244,952,222

Product	Volume 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
Total	DKK40,974,814,000	$5,797,589,374

Product	Volume 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
Total	HKD535,935,006,476	$68,506,285,537

Product	Volume 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
Total	HUF24,364,208,609,092	$65,741,694,015

Product	Volume 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
Total	ILS150,198,966,000	$39,200,354,842

Product	Volume 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
Total	INR5,937,281,544,420	$71,395,254,222

Product	Volume 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
Total	KRW165,680,864,414,088	$122,611,459,916

Product	Volume 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
Total	MXN156,406,799,828	$8,913,137,502

Product	Volume 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
Total	NOK688,348,605,466	$63,946,996,007

Product	Volume 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
Total	NZD215,166,293,998	$128,031,552,445

Product	Volume 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
Total	PLN580,312,431,548	$132,474,349,388

Product	Volume 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
Total	SEK1,622,942,585,199	$147,376,387,627

Product	Volume 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
Total	SGD96,964,364,000	$70,882,029,449

Product	Volume 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
Total	THB1,319,937,245,808	$36,149,576,174

Product	Volume 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
Total	TWD245,740,704,000	$7,636,121,805

Product	Volume 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
Total	ZAR4,121,941,605,706	$216,309,831,493

Product	USD 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:

Product	USD 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

Product	Volume 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

Product	Volume 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

Product	Volume 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

Product	Volume 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
Total	CHF5,224,107,534,682	$5,793,057,059,712

Product	Volume 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

Product	Volume 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

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	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
Total	BRL355,610,165,874	$71,217,498,554

Product	Volume 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
Total	CLP27,425,014,542,762	$33,095,491,540

Product	Volume 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
Total	CNY26,692,356,126,794	$3,788,808,147,180

Product	Volume 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
Total	COP61,555,822,623,452	$14,415,171,368

Product	Volume 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
Total	CZK129,959,028,486,441	$5,887,158,031,269

Product	Volume 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
Total	DKK1,280,968,360,000	$185,880,961,083

Product	Volume 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
Total	HKD19,991,991,565,472	$2,551,684,559,804

Product	Volume 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
Total	HUF525,094,342,905,748	$1,486,695,327,745

Product	Volume 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
Total	ILS6,564,243,776,812	$1,801,469,748,276

Product	Volume 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
Total	INR233,426,910,357,246	$2,833,504,926,848

Product	Volume 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
Total	KRW5,244,264,333,250,926	$4,027,838,385,657

Product	Volume 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
Total	MXN3,888,178,334,114	$218,667,170,340

Product	Volume 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
Total	NOK38,125,140,353,356	$3,638,420,337,478

Product	Volume 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
Total	NZD15,091,696,465,076	$9,293,009,727,150

Product	Volume 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
Total	PLN16,545,357,448,569	$3,902,403,840,922

Product	Volume 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
Total	SEK58,949,360,723,291	$5,557,106,866,338

Product	Volume 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
Total	SGD4,089,247,993,163	$3,049,046,709,819

Product	Volume 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
Total	THB39,838,750,611,550	$1,148,836,990,783

Product	Volume 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
Total	TWD15,259,553,369,028	$492,831,340,228

Product	Volume 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
Total	ZAR176,184,438,796,331	$9,593,986,333,678

Product	USD 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:

Product	USD 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

Product	Volume 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

Product	Volume 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

Product	Volume 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

Product	Volume 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
Total	CHF2,981,587,332,197	$3,237,336,951,354

Product	Volume 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

Product	Volume 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

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	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
Total	BRL353,207,078,087	$68,609,877,155

Product	Volume 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
Total	CLP36,246,345,685,762	$39,503,401,107

Product	Volume 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
Total	CNY18,931,825,354,375	$2,592,867,952,390

Product	Volume 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
Total	COP91,587,584,970,756	$21,675,739,281

Product	Volume 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
Total	CZK83,243,542,568,998	$3,558,480,851,921

Product	Volume 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
Total	DKK5,113,508,710,801	$718,128,909,193

Product	Volume 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
Total	HKD20,244,974,503,920	$2,584,805,804,670

Product	Volume 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
Total	HUF312,255,892,874,296	$839,747,456,263

Product	Volume 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
Total	ILS4,093,490,927,437	$1,063,838,488,361

Product	Volume 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
Total	INR165,006,439,162,147	$1,982,447,484,158

Product	Volume 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
Total	KRW4,550,146,171,213,426	$3,342,279,707,662

Product	Volume 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
Total	MXN4,947,083,076,668	$275,498,379,541

Product	Volume 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
Total	NOK26,599,079,141,378	$2,425,628,577,938

Product	Volume 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
Total	NZD9,770,031,872,956	$5,772,623,332,135

Product	Volume 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
Total	PLN11,705,775,436,696	$2,649,354,495,841

Product	Volume 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
Total	SEK49,907,309,486,376	$4,499,680,784,613

Product	Volume 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
Total	SGD2,270,216,745,434	$1,653,291,152,047

Product	Volume 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
Total	THB26,162,004,854,676	$705,270,382,927

Product	Volume 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
Total	TWD15,378,260,116,009	$475,532,951,421

Product	Volume 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
Total	ZAR103,018,594,185,806	$5,337,059,665,111

Product	USD 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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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