Volumes

  • Client Notional Cleared (USD)
    $855,643,555,480,063
    Client Notional Outstanding (USD)
    $51,760,522,884,576
    As of COB Nov 16, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,502,521,000,000,000
    Trades Compressed
    17,633,377
  • 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 trillion* notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

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

As of COB Nov 16, 2018. *Other: ZAR, NZD, HKD, DKK, SGD, TWD, KRW, PLN, NOK, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$596,982,305,293
$2,723,208,214,030
$129,042,079,409,399
$24,842,626,890,349
EUR
€153,530,640,014
€829,153,312,480
€35,681,539,772,102
€11,630,373,938,211
GBP
£196,299,864,412
£820,688,533,762
£21,305,950,905,037
£4,233,083,027,374
JPY
¥2,404,136,010,000
¥8,582,661,426,500
¥326,247,715,996,064
¥134,840,274,055,418
CHF
CHF1,251,720,000
CHF7,185,734,866
CHF1,017,964,751,263
CHF249,931,528,103
AUD
$5,783,592,037
$105,589,329,794
$6,362,929,866,213
$1,385,018,169,007
CAD
$110,251,954,000
$340,401,451,985
$12,402,083,662,120
$2,450,979,246,226
Other*
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$43,637,697,564
$202,968,801,808
$9,415,264,080,320
$3,893,978,826,272
CNY
CNY17,156,687,500
CNY78,392,584,500
CNY1,152,948,226,701
CNY411,623,451,023
CZK
CZK16,167,854,868
CZK172,088,098,012
CZK15,123,179,751,517
CZK4,224,189,943,563
DKK
DKK4,448,000,000
DKK8,059,000,000
DKK456,348,937,117
DKK723,225,369,060
HKD
HKD34,140,500,000
HKD140,304,654,794
HKD5,624,737,748,487
HKD3,219,296,365,589
HUF
HUF535,098,920,236
HUF1,665,648,713,832
HUF163,942,819,335,753
HUF32,599,923,681,050
INR
INR95,795,000,000
INR599,536,070,000
INR12,547,744,272,296
INR4,940,422,822,808
KRW
KRW1,970,246,000,000
KRW13,237,172,370,000
KRW547,163,708,200,302
KRW258,019,935,620,186
MXN
MXN3,619,487,556
MXN23,877,610,556
MXN735,126,949,546
MXN367,783,838,222
NOK
NOK10,695,072,423
NOK98,946,007,285
NOK6,821,620,558,390
NOK1,834,315,978,924
NZD
NZD2,529,626,429
NZD28,959,700,141
NZD1,354,934,435,244
NZD564,222,005,760
PLN
PLN22,629,392,592
PLN77,341,198,232
PLN2,224,804,133,985
PLN1,065,502,525,014
SEK
SEK121,078,928,800
SEK364,390,095,345
SEK22,472,350,106,067
SEK8,000,135,485,771
SGD
SGD7,574,303,689
SGD24,592,310,890
SGD850,805,794,790
SGD557,316,759,659
THB
THB0
THB0
THB0
THB0
TWD
TWD0
TWD0
TWD0
TWD0
ZAR
ZAR32,155,905,036
ZAR401,474,505,265
ZAR10,630,486,170,632
ZAR7,186,772,801,069
Total in USD$1,178,218,398,188$5,338,624,269,106$227,658,787,476,463$51,760,522,884,576

Figures as of COB Nov 16, 2018. Weekly figures as of COB Nov 16, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $189,447,648,476
OIS $233,965,971,461
Basis $56,149,900,000
Zeroes $0
FRAs $116,152,400,000
VNS $184,498,356
Inflation $1,081,887,000
Total$596,982,305,293
ProductVolume
EUR
USD
Equivalent
IRS €78,461,111,769 $89,528,051,584
OIS €73,023,600,000 $83,323,578,780
Basis €1,081,300,000 $1,233,817,365
Zeroes €0 $0
FRAs €0 $0
VNS €353,782,245 $403,683,230
Inflation €610,846,000 $697,005,828
Total€153,530,640,014$175,186,136,787
ProductVolume
GBP
USD
Equivalent
IRS £24,666,086,026 $31,649,054,980
OIS £145,915,207,210 $187,223,802,371
Basis £584,900,000 $750,485,190
Zeroes £330,000 $423,423
FRAs £22,220,000,000 $28,510,482,000
VNS £82,182,321 $105,448,136
Inflation £2,831,158,855 $3,632,659,927
Total£196,299,864,412$251,872,356,027
ProductVolume
JPY
USD
Equivalent
IRS ¥2,376,136,010,000 $21,054,769,483
OIS ¥0 $0
Basis ¥28,000,000,000 $248,105,977
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,404,136,010,000$21,302,875,460
ProductVolume
CHF
USD
Equivalent
IRS CHF1,251,720,000 $1,251,970,394
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,251,720,000$1,251,970,394
ProductVolume
AUD
USD
Equivalent
IRS $5,783,592,037 $4,238,794,604
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,783,592,037$4,238,794,604
ProductVolume
CAD
USD
Equivalent
IRS $13,119,320,000 $9,965,301,937
OIS $97,132,634,000 $73,780,960,122
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$110,251,954,000$83,746,262,059
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY17,156,687,500 $2,472,857,812
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY17,156,687,500$2,472,857,812
ProductVolume
CZK
USD
Equivalent
IRS CZK16,167,854,868 $710,222,270
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK16,167,854,868$710,222,270
ProductVolume
DKK
USD
Equivalent
IRS DKK4,448,000,000 $680,153,524
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,448,000,000$680,153,524
ProductVolume
HKD
USD
Equivalent
IRS HKD34,140,500,000 $4,360,217,114
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD34,140,500,000$4,360,217,114
ProductVolume
HUF
USD
Equivalent
IRS HUF421,098,920,236 $1,494,795,784
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF114,000,000,000 $404,671,471
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF535,098,920,236$1,899,467,255
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR95,795,000,000 $1,330,855,793
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR95,795,000,000$1,330,855,793
ProductVolume
KRW
USD
Equivalent
IRS KRW1,970,246,000,000 $1,757,586,787
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,970,246,000,000$1,757,586,787
ProductVolume
MXN
USD
Equivalent
IRS MXN3,619,487,556 $179,878,915
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,619,487,556$179,878,915
ProductVolume
NOK
USD
Equivalent
IRS NOK10,490,700,000 $1,241,855,675
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK204,372,423 $24,192,957
Inflation NOK0 $0
TotalNOK10,695,072,423$1,266,048,632
ProductVolume
NZD
USD
Equivalent
IRS NZD2,529,626,429 $1,740,382,983
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,529,626,429$1,740,382,983
ProductVolume
PLN
USD
Equivalent
IRS PLN10,129,392,592 $2,680,761,825
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,500,000,000 $3,308,147,305
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN22,629,392,592$5,988,909,130
ProductVolume
SEK
USD
Equivalent
IRS SEK39,901,310,000 $4,426,936,860
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK81,000,000,000 $8,986,719,625
VNS SEK177,618,800 $19,706,301
Inflation SEK0 $0
TotalSEK121,078,928,800$13,433,362,786
ProductVolume
SGD
USD
Equivalent
IRS SGD7,574,303,689 $5,520,428,329
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD7,574,303,689$5,520,428,329
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR32,155,905,036 $2,297,326,234
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR32,155,905,036$2,297,326,234
ProductUSD
Equivalent
IRS$376,698,995,570
OIS$579,625,168,527
Basis$58,382,308,532
Zeroes$423,423
FRAs$157,362,420,401
VNS$737,528,980
Inflation$5,411,552,755
Total$1,178,218,398,188
Show:
ProductUSD
Equivalent
IRS $663,352,640,523
OIS $1,251,552,717,846
Basis $108,958,359,276
Zeroes $0
FRAs $690,151,710,000
VNS $2,932,362,178
Inflation $6,260,424,207
Total$2,723,208,214,030
ProductVolume
EUR
USD
Equivalent
IRS €420,418,332,401 $476,312,145,983
OIS €285,790,813,660 $323,604,006,066
Basis €3,611,000,000 $4,080,638,605
Zeroes €0 $0
FRAs €113,900,000,000 $128,530,312,000
VNS €962,004,419 $1,092,318,391
Inflation €4,471,162,000 $5,058,371,111
Total€829,153,312,480$938,677,792,156
ProductVolume
GBP
USD
Equivalent
IRS £123,424,920,734 $158,977,340,353
OIS £558,742,599,201 $718,827,147,263
Basis £12,573,400,000 $16,190,366,630
Zeroes £40,867,000 $52,423,948
FRAs £117,440,000,000 $151,405,100,750
VNS £387,054,055 $496,202,340
Inflation £8,079,692,772 $10,422,181,735
Total£820,688,533,762$1,056,370,763,019
ProductVolume
JPY
USD
Equivalent
IRS ¥8,137,261,426,500 $71,738,862,472
OIS ¥394,800,000,000 $3,473,713,358
Basis ¥50,600,000,000 $447,058,395
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥8,582,661,426,500$75,659,634,225
ProductVolume
CHF
USD
Equivalent
IRS CHF6,494,734,866 $6,465,987,984
OIS CHF115,000,000 $114,435,565
Basis CHF576,000,000 $571,437,516
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,185,734,866$7,151,861,065
ProductVolume
AUD
USD
Equivalent
IRS $52,933,954,129 $38,345,430,313
OIS $52,504,000,000 $38,253,461,600
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $151,375,665 $109,159,648
Inflation $0 $0
Total$105,589,329,794$76,708,051,561
ProductVolume
CAD
USD
Equivalent
IRS $46,986,148,934 $35,601,666,955
OIS $293,179,134,000 $222,099,000,658
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $236,169,051 $178,483,629
Inflation $0 $0
Total$340,401,451,985$257,879,151,242
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY78,392,584,500 $11,284,037,797
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY78,392,584,500$11,284,037,797
ProductVolume
CZK
USD
Equivalent
IRS CZK128,888,098,012 $5,613,071,756
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK43,200,000,000 $1,884,369,580
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK172,088,098,012$7,497,441,336
ProductVolume
DKK
USD
Equivalent
IRS DKK8,059,000,000 $1,229,027,925
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,059,000,000$1,229,027,925
ProductVolume
HKD
USD
Equivalent
IRS HKD140,104,654,794 $17,890,960,323
OIS HKD0 $0
Basis HKD200,000,000 $25,541,316
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD140,304,654,794$17,916,501,639
ProductVolume
HUF
USD
Equivalent
IRS HUF1,417,648,713,832 $4,992,683,215
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF248,000,000,000 $877,209,600
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,665,648,713,832$5,869,892,815
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR599,536,070,000 $8,288,647,746
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR599,536,070,000$8,288,647,746
ProductVolume
KRW
USD
Equivalent
IRS KRW13,237,172,370,000 $11,730,430,923
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW13,237,172,370,000$11,730,430,923
ProductVolume
MXN
USD
Equivalent
IRS MXN23,877,610,556 $1,178,215,742
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN23,877,610,556$1,178,215,742
ProductVolume
NOK
USD
Equivalent
IRS NOK58,508,480,000 $6,901,879,115
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK40,153,500,000 $4,738,416,199
VNS NOK284,027,285 $33,611,484
Inflation NOK0 $0
TotalNOK98,946,007,285$11,673,906,798
ProductVolume
NZD
USD
Equivalent
IRS NZD28,953,723,589 $19,632,764,021
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD5,976,552 $4,059,033
Inflation NZD0 $0
TotalNZD28,959,700,141$19,636,823,054
ProductVolume
PLN
USD
Equivalent
IRS PLN55,091,198,232 $14,566,793,489
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN22,250,000,000 $5,882,654,187
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN77,341,198,232$20,449,447,676
ProductVolume
SEK
USD
Equivalent
IRS SEK138,351,976,545 $15,287,693,302
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK225,850,000,000 $24,968,173,181
VNS SEK188,118,800 $20,864,436
Inflation SEK0 $0
TotalSEK364,390,095,345$40,276,730,919
ProductVolume
SGD
USD
Equivalent
IRS SGD24,592,310,890 $17,876,451,692
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD24,592,310,890$17,876,451,692
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR401,474,505,265 $28,061,245,746
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR401,474,505,265$28,061,245,746
ProductUSD
Equivalent
IRS$1,607,039,329,629
OIS$2,566,213,130,102
Basis$130,273,401,738
Zeroes$52,423,948
FRAs$1,008,437,945,497
VNS$4,867,061,139
Inflation$21,740,977,053
Total$5,338,624,269,106
Show:
ProductUSD
Equivalent
IRS $34,892,416,524,401
OIS $59,884,514,192,144
Basis $7,775,905,793,246
Zeroes $7,860,882,749
FRAs $26,200,438,544,000
VNS $86,322,446,205
Inflation $194,621,026,654
Total$129,042,079,409,399
ProductVolume
EUR
USD
Equivalent
IRS €16,539,946,302,508 $19,613,936,503,752
OIS €15,378,119,968,313 $18,167,261,788,088
Basis €157,581,815,182 $186,233,316,545
Zeroes €9,215,940,084 $10,933,976,921
FRAs €3,285,520,844,592 $3,848,950,982,691
VNS €43,381,545,668 $51,322,782,307
Inflation €267,773,355,755 $318,166,167,970
Total€35,681,539,772,102$42,196,805,518,274
ProductVolume
GBP
USD
Equivalent
IRS £5,065,014,564,875 $6,811,990,726,233
OIS £13,519,065,639,941 $18,153,960,870,661
Basis £395,896,004,238 $532,779,012,031
Zeroes £14,663,062,624 $19,917,526,384
FRAs £2,048,322,002,970 $2,745,666,158,019
VNS £21,945,637,378 $29,497,270,108
Inflation £241,043,993,011 $322,118,615,503
Total£21,305,950,905,037$28,615,930,178,939
ProductVolume
JPY
USD
Equivalent
IRS ¥268,429,629,178,201 $2,432,325,146,448
OIS ¥29,401,031,800,000 $267,634,907,569
Basis ¥24,783,535,017,863 $224,788,467,334
Zeroes ¥0 $0
FRAs ¥3,630,480,000,000 $32,722,640,327
VNS ¥3,040,000,000 $27,331,985
Inflation ¥0 $0
Total¥326,247,715,996,064$2,957,498,493,663
ProductVolume
CHF
USD
Equivalent
IRS CHF691,821,939,263 $711,985,464,678
OIS CHF11,038,500,000 $11,274,510,230
Basis CHF25,715,612,000 $26,629,267,743
Zeroes CHF0 $0
FRAs CHF289,246,400,000 $296,682,017,874
VNS CHF142,300,000 $144,598,500
Inflation CHF0 $0
TotalCHF1,017,964,751,263$1,046,715,859,025
ProductVolume
AUD
USD
Equivalent
IRS $2,739,567,003,009 $2,050,753,301,484
OIS $3,518,689,809,405 $2,676,575,089,241
Basis $98,876,319,850 $74,071,772,604
Zeroes $3,130,000,000 $2,281,263,000
FRAs $0 $0
VNS $2,666,733,949 $2,003,245,915
Inflation $0 $0
Total$6,362,929,866,213$4,805,684,672,244
ProductVolume
CAD
USD
Equivalent
IRS $3,493,713,384,149 $2,709,684,393,977
OIS $8,884,110,353,999 $6,850,274,071,707
Basis $22,112,490,000 $17,183,829,218
Zeroes $171,869,942 $132,588,890
FRAs $0 $0
VNS $1,975,564,030 $1,534,380,807
Inflation $0 $0
Total$12,402,083,662,120$9,578,809,264,599
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY1,152,948,226,701 $168,951,244,437
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,152,948,226,701$168,951,244,437
ProductVolume
CZK
USD
Equivalent
IRS CZK9,084,072,324,357 $422,972,462,213
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK6,038,465,000,000 $277,905,382,614
VNS CZK642,427,160 $29,574,982
Inflation CZK0 $0
TotalCZK15,123,179,751,517$700,907,419,809
ProductVolume
DKK
USD
Equivalent
IRS DKK442,778,437,117 $71,174,460,230
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,500,000,000 $2,240,284,564
VNS DKK70,500,000 $11,080,450
Inflation DKK0 $0
TotalDKK456,348,937,117$73,425,825,244
ProductVolume
HKD
USD
Equivalent
IRS HKD5,489,341,148,487 $700,032,505,188
OIS HKD0 $0
Basis HKD135,183,000,000 $17,244,169,330
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD213,600,000 $27,217,917
Inflation HKD0 $0
TotalHKD5,624,737,748,487$717,303,892,435
ProductVolume
HUF
USD
Equivalent
IRS HUF106,957,325,729,378 $405,330,686,931
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF56,981,776,328,000 $212,728,716,951
VNS HUF3,717,278,375 $13,908,463
Inflation HUF0 $0
TotalHUF163,942,819,335,753$618,073,312,345
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR12,547,744,272,296 $175,515,859,907
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR12,547,744,272,296$175,515,859,907
ProductVolume
KRW
USD
Equivalent
IRS KRW547,163,708,200,302 $487,777,685,759
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW547,163,708,200,302$487,777,685,759
ProductVolume
MXN
USD
Equivalent
IRS MXN735,126,949,546 $38,531,089,448
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN735,126,949,546$38,531,089,448
ProductVolume
NOK
USD
Equivalent
IRS NOK3,148,918,579,085 $389,167,641,282
OIS NOK0 $0
Basis NOK92,581,300,000 $11,666,777,219
Zeroes NOK0 $0
FRAs NOK3,572,183,514,534 $444,149,477,461
VNS NOK7,937,164,771 $975,026,246
Inflation NOK0 $0
TotalNOK6,821,620,558,390$845,958,922,208
ProductVolume
NZD
USD
Equivalent
IRS NZD1,354,709,752,825 $937,806,450,730
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD224,682,419 $149,076,420
Inflation NZD0 $0
TotalNZD1,354,934,435,244$937,955,527,150
ProductVolume
PLN
USD
Equivalent
IRS PLN1,663,732,980,979 $465,124,578,925
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN561,071,153,006 $155,799,003,936
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,224,804,133,985$620,923,582,861
ProductVolume
SEK
USD
Equivalent
IRS SEK12,157,692,469,571 $1,407,290,586,876
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,309,815,055,312 $1,194,453,249,931
VNS SEK4,842,581,184 $557,870,278
Inflation SEK0 $0
TotalSEK22,472,350,106,067$2,602,301,707,085
ProductVolume
SGD
USD
Equivalent
IRS SGD849,949,794,790 $630,904,870,607
OIS SGD0 $0
Basis SGD642,000,000 $484,060,615
Zeroes SGD94,000,000 $69,256,254
FRAs SGD0 $0
VNS SGD120,000,000 $91,414,642
Inflation SGD0 $0
TotalSGD850,805,794,790$631,549,602,118
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,629,877,170,632 $796,042,605,305
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $45,048,153
FRAs ZAR0 $0
VNS ZAR9,000,000 $756,056
Inflation ZAR0 $0
TotalZAR10,630,486,170,632$796,088,409,514
ProductUSD
Equivalent
IRS$76,144,198,928,904
OIS$106,187,011,289,547
Basis$8,866,986,465,885
Zeroes$41,240,542,351
FRAs$35,411,736,458,368
VNS$172,707,981,281
Inflation$834,905,810,127
Total$227,658,787,476,463
Show:
ProductUSD
Equivalent
IRS $10,684,893,564,652
OIS $6,934,054,609,968
Basis $3,361,341,406,902
Zeroes $3,831,707,813
FRAs $3,563,150,464,094
VNS $223,884,961,669
Inflation $71,470,175,251
Total$24,842,626,890,349
ProductVolume
EUR
USD
Equivalent
IRS €5,721,712,212,233 $6,528,759,719,768
OIS €4,602,695,963,811 $5,251,906,229,506
Basis €139,814,206,828 $159,535,000,702
Zeroes €15,341,840,621 $17,505,807,240
FRAs €903,067,068,130 $1,030,444,678,090
VNS €121,056,261,283 $138,131,246,937
Inflation €126,686,385,306 $144,555,499,953
Total€11,630,373,938,212$13,270,838,182,196
ProductVolume
GBP
USD
Equivalent
IRS £1,366,187,303,158 $1,752,954,928,682
OIS £2,022,679,690,933 $2,595,300,311,436
Basis £177,776,574,748 $228,105,123,059
Zeroes £14,767,191,937 $18,947,783,974
FRAs £436,301,288,908 $559,818,183,798
VNS £53,404,134,469 $68,522,844,938
Inflation £161,966,843,222 $207,819,656,538
Total£4,233,083,027,375$5,431,468,832,425
ProductVolume
JPY
USD
Equivalent
IRS ¥105,552,556,247,600 $935,293,573,591
OIS ¥10,222,201,722,500 $90,578,190,798
Basis ¥18,403,763,000,000 $163,074,414,071
Zeroes ¥0 $0
FRAs ¥654,000,000,000 $5,795,046,741
VNS ¥7,753,085,318 $68,699,529
Inflation ¥0 $0
Total¥134,840,274,055,418$1,194,809,924,730
ProductVolume
CHF
USD
Equivalent
IRS CHF203,560,698,231 $203,601,418,515
OIS CHF6,556,131,684 $6,557,443,173
Basis CHF31,806,217,000 $31,812,579,516
Zeroes CHF0 $0
FRAs CHF7,328,731,188 $7,330,197,227
VNS CHF679,750,000 $679,885,977
Inflation CHF0 $0
TotalCHF249,931,528,103$249,981,524,408
ProductVolume
AUD
USD
Equivalent
IRS $853,728,712,317 $625,697,773,257
OIS $460,942,079,488 $337,824,450,057
Basis $64,579,500,150 $47,330,315,660
Zeroes $2,240,102,501 $1,641,771,123
FRAs $0 $0
VNS $3,527,774,551 $2,585,505,968
Inflation $0 $0
Total$1,385,018,169,007$1,015,079,816,065
ProductVolume
CAD
USD
Equivalent
IRS $1,072,673,113,606 $814,791,578,888
OIS $1,339,222,513,142 $1,017,259,789,701
Basis $33,264,461,646 $25,267,346,484
Zeroes $171,869,942 $130,550,659
FRAs $0 $0
VNS $5,647,287,890 $4,289,622,400
Inflation $0 $0
Total$2,450,979,246,226$1,861,738,888,132
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY411,623,451,023 $59,328,834,105
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY411,623,451,023$59,328,834,105
ProductVolume
CZK
USD
Equivalent
IRS CZK3,400,379,892,857 $149,372,043,878
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK822,240,683,656 $36,119,426,460
VNS CZK1,569,367,050 $68,939,228
Inflation CZK0 $0
TotalCZK4,224,189,943,563$185,560,409,566
ProductVolume
DKK
USD
Equivalent
IRS DKK716,164,210,602 $109,510,254,385
OIS DKK0 $0
Basis DKK5,050,000,000 $772,206,676
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,011,158,458 $307,530,691
Inflation DKK0 $0
TotalDKK723,225,369,060$110,589,991,752
ProductVolume
HKD
USD
Equivalent
IRS HKD3,014,064,165,589 $384,937,952,183
OIS HKD0 $0
Basis HKD205,046,000,000 $26,187,228,608
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD186,200,000 $23,780,332
Inflation HKD0 $0
TotalHKD3,219,296,365,589$411,148,961,123
ProductVolume
HUF
USD
Equivalent
IRS HUF23,024,016,573,787 $81,729,496,907
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $163,643,463
FRAs HUF9,523,145,876,888 $33,804,784,626
VNS HUF6,661,230,375 $23,645,701
Inflation HUF0 $0
TotalHUF32,599,923,681,050$115,721,570,697
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR4,940,422,822,808 $68,636,049,219
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR4,940,422,822,808$68,636,049,219
ProductVolume
KRW
USD
Equivalent
IRS KRW258,019,935,620,186 $230,170,460,725
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW258,019,935,620,186$230,170,460,725
ProductVolume
MXN
USD
Equivalent
IRS MXN367,783,838,222 $18,277,879,624
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN367,783,838,222$18,277,879,624
ProductVolume
NOK
USD
Equivalent
IRS NOK1,088,316,897,952 $128,831,490,358
OIS NOK0 $0
Basis NOK40,218,840,000 $4,760,978,266
Zeroes NOK0 $0
FRAs NOK688,445,314,256 $81,495,965,038
VNS NOK17,334,926,716 $2,052,053,449
Inflation NOK0 $0
TotalNOK1,834,315,978,924$217,140,487,111
ProductVolume
NZD
USD
Equivalent
IRS NZD562,637,306,304 $387,094,466,737
OIS NZD0 $0
Basis NZD1,300,000,000 $894,400,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD284,699,455 $195,873,225
Inflation NZD0 $0
TotalNZD564,222,005,759$388,184,739,962
ProductVolume
PLN
USD
Equivalent
IRS PLN844,074,616,894 $223,385,853,540
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN220,189,345,320 $58,273,503,148
VNS PLN1,238,562,800 $327,787,855
Inflation PLN0 $0
TotalPLN1,065,502,525,014$281,987,144,543
ProductVolume
SEK
USD
Equivalent
IRS SEK5,068,231,174,879 $562,305,834,143
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $28,825,370
FRAs SEK2,920,602,274,326 $324,032,515,763
VNS SEK11,042,224,856 $1,225,103,442
Inflation SEK0 $0
TotalSEK8,000,135,485,771$887,592,278,718
ProductVolume
SGD
USD
Equivalent
IRS SGD556,646,059,659 $405,703,917,247
OIS SGD0 $0
Basis SGD461,700,000 $336,503,772
Zeroes SGD89,000,000 $64,866,441
FRAs SGD0 $0
VNS SGD120,000,000 $87,460,370
Inflation SGD0 $0
TotalSGD557,316,759,659$406,192,747,830
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,186,172,801,069 $513,404,405,275
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $42,866,022
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,186,772,801,069$513,447,271,297
ProductUSD
Equivalent
IRS$24,800,045,446,460
OIS$16,302,117,073,858
Basis$4,049,417,503,716
Zeroes$42,357,822,105
FRAs$5,700,264,764,985
VNS$442,474,941,711
Inflation$423,845,331,742
Total$51,760,522,884,577

Figures as of COB Nov 16, 2018.

Notional Outstanding by Product

As of COB Nov 16, 2018

Daily Notional by Tenor
 

As of COB Nov 16, 2018

Notional Outstanding by Tenor
 

As of COB Nov 16, 2018

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,692,973,629,241
$9,437,124,182,003
$488,028,387,471,374
$134,991,411,216,772
EUR
€1,069,494,095,876
€5,001,703,976,482
€200,190,441,466,882
€80,204,183,887,091
GBP
£663,064,891,809
£3,087,206,709,218
£90,559,125,040,909
£34,246,193,403,441
JPY
¥5,804,875,420,000
¥27,315,207,653,600
¥1,387,841,357,817,516
¥1,227,118,418,149,400
CHF
CHF2,969,292,500
CHF68,444,689,964
CHF5,676,178,960,469
CHF3,072,189,499,569
AUD
$81,789,184,074
$703,520,859,588
$35,389,428,948,247
$21,643,880,366,295
CAD
$232,778,310,932
$842,805,162,691
$37,163,945,853,776
$17,795,967,028,138
Other*
Show All
Hide
$133,925,202,277
$746,975,149,244
$38,951,309,518,854
$27,438,240,575,728
CNY
CNY53,309,375,000
CNY278,351,769,000
CNY4,715,498,327,063
CNY3,522,450,294,145
CZK
CZK56,041,909,736
CZK680,783,196,024
CZK56,161,225,439,622
CZK31,498,025,515,280
DKK
DKK7,606,000,000
DKK22,660,000,000
DKK1,793,035,617,294
DKK4,048,544,534,406
HKD
HKD137,537,000,000
HKD587,135,775,316
HKD27,097,195,518,906
HKD22,683,992,875,762
HUF
HUF2,757,987,840,472
HUF9,910,959,427,664
HUF633,297,693,927,984
HUF317,674,242,951,953
INR
INR340,720,000,000
INR2,228,284,140,000
INR63,500,689,811,122
INR48,148,490,291,186
KRW
KRW7,362,588,000,000
KRW53,476,340,740,000
KRW1,764,787,571,978,758
KRW1,227,487,406,956,860
MXN
MXN7,238,975,112
MXN56,911,267,112
MXN2,014,209,197,698
MXN1,506,709,498,613
NOK
NOK24,048,144,846
NOK350,121,591,461
NOK28,509,118,162,142
NOK20,710,823,242,048
NZD
NZD11,786,652,858
NZD132,995,900,282
NZD6,178,546,246,589
NZD6,213,493,793,915
PLN
PLN55,792,785,184
PLN259,806,496,464
PLN6,957,438,566,976
PLN5,506,384,591,266
SEK
SEK315,519,822,210
SEK1,076,683,462,300
SEK90,627,650,770,865
SEK57,475,510,837,110
SGD
SGD19,206,532,108
SGD91,651,293,118
SGD4,587,960,983,736
SGD3,374,426,772,532
THB
THB0
THB0
THB0
THB0
TWD
TWD0
TWD0
TWD0
TWD0
ZAR
ZAR124,207,990,048
ZAR1,392,306,663,784
ZAR43,643,774,118,287
ZAR28,614,421,174,703
Total in USD$4,189,189,429,062$21,278,335,994,531$959,819,410,040,175$341,214,573,602,502

Figures as of COB Nov 16, 2018. Weekly figures as of COB Nov 16, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $609,095,415,606
OIS $594,760,842,922
Basis $192,412,600,000
Zeroes $0
FRAs $293,460,800,000
VNS $866,196,713
Inflation $2,377,774,000
Total$1,692,973,629,241
ProductVolume
EUR
USD
Equivalent
IRS €337,098,272,206 $384,645,983,501
OIS €326,293,800,000 $372,317,540,490
Basis €2,162,600,000 $2,467,634,730
Zeroes €0 $0
FRAs €398,500,000,000 $454,708,425,000
VNS €1,108,731,670 $1,265,118,272
Inflation €4,330,692,000 $4,941,536,107
Total€1,069,494,095,876$1,220,346,238,100
ProductVolume
GBP
USD
Equivalent
IRS £100,291,779,334 $128,684,382,063
OIS £446,638,039,420 $573,081,268,380
Basis £7,164,418,734 $9,192,665,678
Zeroes £47,087,137 $60,417,505
FRAs £92,760,000,000 $119,020,356,000
VNS £862,278,006 $1,106,388,909
Inflation £15,301,289,178 $19,633,084,144
Total£663,064,891,809$850,778,562,679
ProductVolume
JPY
USD
Equivalent
IRS ¥5,582,415,420,000 $49,465,379,646
OIS ¥14,000,000,000 $124,052,988
Basis ¥208,460,000,000 $1,847,148,996
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,804,875,420,000$51,436,581,630
ProductVolume
CHF
USD
Equivalent
IRS CHF2,969,292,500 $2,969,886,477
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,969,292,500$2,969,886,477
ProductVolume
AUD
USD
Equivalent
IRS $18,626,184,074 $13,651,130,308
OIS $59,195,000,000 $43,384,015,500
Basis $3,968,000,000 $2,908,147,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$81,789,184,074$59,943,293,008
ProductVolume
CAD
USD
Equivalent
IRS $35,278,572,000 $26,797,244,208
OIS $196,865,268,000 $149,536,853,779
Basis $400,000,000 $303,835,929
Zeroes $0 $0
FRAs $0 $0
VNS $234,470,932 $178,101,734
Inflation $0 $0
Total$232,778,310,932$176,816,035,650
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY53,309,375,000 $7,683,680,455
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY53,309,375,000$7,683,680,455
ProductVolume
CZK
USD
Equivalent
IRS CZK56,041,909,736 $2,461,811,581
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK56,041,909,736$2,461,811,581
ProductVolume
DKK
USD
Equivalent
IRS DKK7,606,000,000 $1,163,050,293
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,606,000,000$1,163,050,293
ProductVolume
HKD
USD
Equivalent
IRS HKD137,537,000,000 $17,565,389,527
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD137,537,000,000$17,565,389,527
ProductVolume
HUF
USD
Equivalent
IRS HUF1,240,787,840,472 $4,404,486,317
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,517,200,000,000 $5,385,680,310
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,757,987,840,472$9,790,166,627
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR340,720,000,000 $4,733,537,094
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR340,720,000,000$4,733,537,094
ProductVolume
KRW
USD
Equivalent
IRS KRW7,362,588,000,000 $6,567,904,406
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,362,588,000,000$6,567,904,406
ProductVolume
MXN
USD
Equivalent
IRS MXN7,238,975,112 $359,757,830
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN7,238,975,112$359,757,830
ProductVolume
NOK
USD
Equivalent
IRS NOK23,639,400,000 $2,798,356,930
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK408,744,846 $48,385,914
Inflation NOK0 $0
TotalNOK24,048,144,846$2,846,742,844
ProductVolume
NZD
USD
Equivalent
IRS NZD11,786,652,858 $8,109,217,166
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,786,652,858$8,109,217,166
ProductVolume
PLN
USD
Equivalent
IRS PLN29,792,785,184 $7,884,713,762
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN26,000,000,000 $6,880,946,395
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN55,792,785,184$14,765,660,157
ProductVolume
SEK
USD
Equivalent
IRS SEK133,322,584,610 $14,791,761,576
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK181,600,000,000 $20,148,003,506
VNS SEK597,237,600 $66,261,813
Inflation SEK0 $0
TotalSEK315,519,822,210$35,006,026,895
ProductVolume
SGD
USD
Equivalent
IRS SGD19,206,532,108 $13,998,419,961
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD19,206,532,108$13,998,419,961
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR124,207,990,048 $8,873,837,441
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR124,207,990,048$8,873,837,441
ProductUSD
Equivalent
IRS$1,311,971,809,054
OIS$1,737,938,111,153
Basis$209,132,032,533
Zeroes$60,417,505
FRAs$899,604,211,211
VNS$3,530,453,355
Inflation$26,952,394,251
Total$4,189,189,429,062
Show:
ProductUSD
Equivalent
IRS $2,499,970,528,784
OIS $3,229,982,906,546
Basis $565,691,918,552
Zeroes $0
FRAs $3,119,909,220,000
VNS $7,193,943,907
Inflation $14,375,664,214
Total$9,437,124,182,003
ProductVolume
EUR
USD
Equivalent
IRS €1,939,275,092,364 $2,196,944,975,850
OIS €1,169,330,390,745 $1,324,860,410,777
Basis €7,222,000,000 $8,161,277,210
Zeroes €0 $0
FRAs €1,854,940,240,000 $2,097,056,571,972
VNS €2,927,295,373 $3,324,744,904
Inflation €28,008,958,000 $31,714,883,115
Total€5,001,703,976,482$5,662,062,863,828
ProductVolume
GBP
USD
Equivalent
IRS £494,635,605,852 $637,258,221,631
OIS £1,665,124,947,402 $2,143,611,371,795
Basis £70,415,835,014 $90,850,038,427
Zeroes £1,810,144,751 $2,333,029,704
FRAs £809,828,000,000 $1,042,365,564,600
VNS £2,313,672,787 $2,967,579,401
Inflation £43,078,503,412 $55,572,340,130
Total£3,087,206,709,218$3,974,958,145,688
ProductVolume
JPY
USD
Equivalent
IRS ¥24,062,167,653,600 $212,014,776,927
OIS ¥1,707,980,000,000 $15,019,964,144
Basis ¥1,545,060,000,000 $13,612,239,699
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥27,315,207,653,600$240,646,980,770
ProductVolume
CHF
USD
Equivalent
IRS CHF43,392,489,964 $43,093,304,167
OIS CHF580,000,000 $577,285,844
Basis CHF4,472,200,000 $4,437,374,265
Zeroes CHF0 $0
FRAs CHF20,000,000,000 $19,862,624,562
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF68,444,689,964$67,970,588,838
ProductVolume
AUD
USD
Equivalent
IRS $425,896,708,258 $308,461,678,496
OIS $252,849,400,000 $183,782,255,660
Basis $24,472,000,000 $17,757,879,800
Zeroes $0 $0
FRAs $0 $0
VNS $302,751,330 $218,319,297
Inflation $0 $0
Total$703,520,859,588$510,220,133,253
ProductVolume
CAD
USD
Equivalent
IRS $186,438,883,193 $141,185,626,074
OIS $654,338,268,000 $495,657,126,366
Basis $400,000,000 $303,835,929
Zeroes $37,082,000 $28,025,966
FRAs $0 $0
VNS $1,590,929,498 $1,203,336,572
Inflation $0 $0
Total$842,805,162,691$638,377,950,907
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY278,351,769,000 $40,064,764,505
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY278,351,769,000$40,064,764,505
ProductVolume
CZK
USD
Equivalent
IRS CZK359,583,196,024 $15,670,746,033
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK321,200,000,000 $13,999,065,891
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK680,783,196,024$29,669,811,924
ProductVolume
DKK
USD
Equivalent
IRS DKK22,660,000,000 $3,447,708,138
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK22,660,000,000$3,447,708,138
ProductVolume
HKD
USD
Equivalent
IRS HKD586,135,775,316 $74,847,817,467
OIS HKD0 $0
Basis HKD1,000,000,000 $127,686,038
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD587,135,775,316$74,975,503,505
ProductVolume
HUF
USD
Equivalent
IRS HUF4,461,759,427,664 $15,714,338,472
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF5,449,200,000,000 $19,159,932,867
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF9,910,959,427,664$34,874,271,339
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,228,284,140,000 $30,828,402,148
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,228,284,140,000$30,828,402,148
ProductVolume
KRW
USD
Equivalent
IRS KRW53,476,340,740,000 $47,360,748,321
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW53,476,340,740,000$47,360,748,321
ProductVolume
MXN
USD
Equivalent
IRS MXN56,911,267,112 $2,806,643,090
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN56,911,267,112$2,806,643,090
ProductVolume
NOK
USD
Equivalent
IRS NOK137,818,657,000 $16,257,964,504
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK211,067,000,000 $24,852,797,538
VNS NOK1,235,934,461 $145,682,613
Inflation NOK0 $0
TotalNOK350,121,591,461$41,256,444,655
ProductVolume
NZD
USD
Equivalent
IRS NZD132,983,947,178 $90,209,498,727
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD11,953,104 $8,118,066
Inflation NZD0 $0
TotalNZD132,995,900,282$90,217,616,793
ProductVolume
PLN
USD
Equivalent
IRS PLN140,306,496,464 $37,088,693,193
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN119,500,000,000 $31,550,612,605
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN259,806,496,464$68,639,305,798
ProductVolume
SEK
USD
Equivalent
IRS SEK440,665,224,700 $48,686,767,572
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK635,400,000,000 $70,206,665,509
VNS SEK618,237,600 $68,578,083
Inflation SEK0 $0
TotalSEK1,076,683,462,300$118,962,011,164
ProductVolume
SGD
USD
Equivalent
IRS SGD91,251,293,118 $66,336,127,591
OIS SGD0 $0
Basis SGD400,000,000 $290,202,053
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD91,651,293,118$66,626,329,644
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,392,306,663,784 $97,245,588,220
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,392,306,663,784$97,245,588,220
ProductUSD
Equivalent
IRS$6,594,666,517,762
OIS$7,424,319,723,280
Basis$701,232,451,973
Zeroes$2,361,055,670
FRAs$6,438,963,055,544
VNS$15,130,302,843
Inflation$101,662,887,459
Total$21,278,335,994,531
Show:
ProductUSD
Equivalent
IRS $118,015,859,741,248
OIS $158,571,140,693,017
Basis $29,772,647,481,016
Zeroes $24,955,786,879
FRAs $180,593,089,593,844
VNS $367,825,342,182
Inflation $682,868,833,188
Total$488,028,387,471,374
ProductVolume
EUR
USD
Equivalent
IRS €86,889,785,972,575 $103,047,823,606,945
OIS €57,623,076,905,108 $68,189,459,020,991
Basis €469,622,212,795 $554,676,054,293
Zeroes €19,709,442,472 $23,350,808,246
FRAs €53,651,929,933,710 $63,696,808,059,581
VNS €185,232,312,483 $217,549,262,325
Inflation €1,351,084,687,739 $1,605,855,584,389
Total€200,190,441,466,882$237,335,522,396,770
ProductVolume
GBP
USD
Equivalent
IRS £19,743,005,470,193 $26,527,095,150,262
OIS £44,034,210,827,989 $59,170,404,810,563
Basis £3,302,201,915,817 $4,443,001,754,229
Zeroes £63,854,915,177 $85,681,013,545
FRAs £22,343,363,282,578 $30,021,933,834,407
VNS £84,015,747,938 $112,583,038,103
Inflation £988,472,881,217 $1,324,846,135,234
Total£90,559,125,040,909$121,685,545,736,343
ProductVolume
JPY
USD
Equivalent
IRS ¥1,191,696,318,029,652 $10,810,081,077,108
OIS ¥108,218,337,600,000 $983,780,620,530
Basis ¥78,784,462,035,726 $714,071,453,630
Zeroes ¥0 $0
FRAs ¥9,045,120,000,000 $81,849,063,596
VNS ¥97,120,152,138 $871,411,372
Inflation ¥0 $0
Total¥1,387,841,357,817,516$12,590,653,626,236
ProductVolume
CHF
USD
Equivalent
IRS CHF2,347,504,681,077 $2,411,531,838,983
OIS CHF214,443,240,000 $219,838,504,580
Basis CHF201,993,824,000 $207,773,931,709
Zeroes CHF0 $0
FRAs CHF2,911,079,400,000 $2,986,616,897,647
VNS CHF1,157,815,392 $1,177,895,988
Inflation CHF0 $0
TotalCHF5,676,178,960,469$5,826,939,068,907
ProductVolume
AUD
USD
Equivalent
IRS $18,066,707,252,993 $13,530,936,410,350
OIS $16,138,411,418,810 $12,248,407,614,561
Basis $1,160,685,355,332 $874,222,051,816
Zeroes $10,960,000,000 $8,052,771,000
FRAs $0 $0
VNS $12,664,921,112 $9,328,612,510
Inflation $0 $0
Total$35,389,428,948,247$26,670,947,460,237
ProductVolume
CAD
USD
Equivalent
IRS $14,034,658,761,551 $10,883,955,504,352
OIS $22,841,046,857,998 $17,622,061,191,364
Basis $236,373,230,000 $183,868,563,190
Zeroes $3,878,651,513 $3,008,197,984
FRAs $0 $0
VNS $47,988,352,714 $37,211,304,564
Inflation $0 $0
Total$37,163,945,853,776$28,730,104,761,454
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY4,715,498,327,063 $691,616,851,160
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,715,498,327,063$691,616,851,160
ProductVolume
CZK
USD
Equivalent
IRS CZK27,000,284,034,982 $1,253,118,306,674
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK29,158,854,010,000 $1,346,321,752,261
VNS CZK2,087,394,640 $95,148,485
Inflation CZK0 $0
TotalCZK56,161,225,439,622$2,599,535,207,420
ProductVolume
DKK
USD
Equivalent
IRS DKK1,602,694,617,294 $256,797,490,582
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK189,400,000,000 $30,546,104,773
VNS DKK941,000,000 $155,596,535
Inflation DKK0 $0
TotalDKK1,793,035,617,294$287,499,191,890
ProductVolume
HKD
USD
Equivalent
IRS HKD26,570,214,718,906 $3,388,307,791,370
OIS HKD0 $0
Basis HKD526,553,600,000 $67,171,484,409
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD427,200,000 $54,435,834
Inflation HKD0 $0
TotalHKD27,097,195,518,906$3,455,533,711,613
ProductVolume
HUF
USD
Equivalent
IRS HUF315,226,922,158,484 $1,192,375,892,931
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF317,534,902,656,000 $1,174,619,682,818
VNS HUF535,869,113,500 $2,022,084,415
Inflation HUF0 $0
TotalHUF633,297,693,927,984$2,369,017,660,164
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR63,500,689,811,122 $897,696,369,490
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR63,500,689,811,122$897,696,369,490
ProductVolume
KRW
USD
Equivalent
IRS KRW1,764,787,571,978,758 $1,571,727,759,042
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,764,787,571,978,758$1,571,727,759,042
ProductVolume
MXN
USD
Equivalent
IRS MXN2,014,209,197,698 $105,475,190,706
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,014,209,197,698$105,475,190,706
ProductVolume
NOK
USD
Equivalent
IRS NOK9,378,895,561,641 $1,158,189,521,748
OIS NOK0 $0
Basis NOK190,832,600,000 $24,084,012,407
Zeroes NOK0 $0
FRAs NOK18,922,275,029,068 $2,346,717,935,946
VNS NOK17,114,971,433 $2,097,818,512
Inflation NOK0 $0
TotalNOK28,509,118,162,142$3,531,089,288,613
ProductVolume
NZD
USD
Equivalent
IRS NZD6,175,490,487,671 $4,277,049,505,918
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD461,758,918 $306,816,302
Inflation NZD0 $0
TotalNZD6,178,546,246,589$4,279,240,214,720
ProductVolume
PLN
USD
Equivalent
IRS PLN4,800,496,260,964 $1,340,130,159,096
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,156,942,306,012 $599,202,237,566
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,957,438,566,976$1,939,332,396,662
ProductVolume
SEK
USD
Equivalent
IRS SEK36,317,328,294,465 $4,207,141,819,499
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK54,294,930,286,224 $6,293,119,699,998
VNS SEK15,392,190,176 $1,753,264,700
Inflation SEK0 $0
TotalSEK90,627,650,770,865$10,502,014,784,197
ProductVolume
SGD
USD
Equivalent
IRS SGD4,585,848,983,736 $3,412,056,182,518
OIS SGD0 $0
Basis SGD1,684,000,000 $1,258,323,284
Zeroes SGD188,000,000 $138,512,508
FRAs SGD0 $0
VNS SGD240,000,000 $182,829,283
Inflation SGD0 $0
TotalSGD4,587,960,983,736$3,413,635,847,593
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR43,642,556,118,287 $3,307,803,437,167
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $90,096,305
FRAs ZAR0 $0
VNS ZAR18,000,000 $1,512,112
Inflation ZAR0 $0
TotalZAR43,643,774,118,287$3,307,895,045,584
ProductUSD
Equivalent
IRS$311,389,073,237,659
OIS$317,902,788,825,096
Basis$36,844,659,002,483
Zeroes$145,277,186,467
FRAs$289,170,824,862,437
VNS$753,216,373,222
Inflation$3,613,570,552,811
Total$959,819,410,040,175
Show:
ProductUSD
Equivalent
IRS $45,855,945,183,544
OIS $25,585,729,701,834
Basis $24,103,829,127,591
Zeroes $85,061,763,158
FRAs $37,328,173,787,451
VNS $1,088,756,503,659
Inflation $943,915,149,536
Total$134,991,411,216,773
ProductVolume
EUR
USD
Equivalent
IRS €41,818,427,773,494 $47,716,917,010,946
OIS €19,364,555,439,001 $22,095,925,983,672
Basis €1,110,928,549,624 $1,267,625,021,548
Zeroes €208,470,039,168 $237,874,738,193
FRAs €15,235,118,213,406 $17,384,031,637,407
VNS €606,115,788,506 $691,608,420,474
Inflation €1,860,568,083,893 $2,123,001,212,126
Total€80,204,183,887,092$91,516,984,024,366
ProductVolume
GBP
USD
Equivalent
IRS £10,250,221,210,333 $13,152,058,834,978
OIS £9,687,813,331,563 $12,430,433,285,729
Basis £5,215,697,588,553 $6,692,261,575,873
Zeroes £270,770,879,440 $347,426,115,410
FRAs £7,000,598,943,768 $8,982,468,504,748
VNS £240,765,079,402 $308,925,673,381
Inflation £1,580,326,370,381 $2,027,716,765,836
Total£34,246,193,403,440$43,941,290,755,955
ProductVolume
JPY
USD
Equivalent
IRS ¥948,694,194,835,614 $8,406,310,706,975
OIS ¥73,679,782,343,218 $652,871,227,178
Basis ¥203,218,633,515,550 $1,800,705,626,827
Zeroes ¥0 $0
FRAs ¥1,398,000,000,000 $12,387,576,979
VNS ¥127,807,455,017 $1,132,492,623
Inflation ¥0 $0
Total¥1,227,118,418,149,399$10,873,407,630,582
ProductVolume
CHF
USD
Equivalent
IRS CHF1,492,207,482,444 $1,492,505,983,640
OIS CHF97,107,695,467 $97,127,120,891
Basis CHF562,755,986,000 $562,868,559,712
Zeroes CHF3,921,080,159 $3,921,864,532
FRAs CHF913,565,503,359 $913,748,253,010
VNS CHF2,631,752,140 $2,632,278,596
Inflation CHF0 $0
TotalCHF3,072,189,499,569$3,072,804,060,381
ProductVolume
AUD
USD
Equivalent
IRS $13,770,986,480,541 $10,092,755,991,589
OIS $5,018,269,928,462 $3,677,890,030,570
Basis $2,814,572,653,323 $2,062,800,297,620
Zeroes $11,748,041,539 $8,610,139,644
FRAs $0 $0
VNS $28,303,262,430 $20,743,461,035
Inflation $0 $0
Total$21,643,880,366,295$15,862,799,920,458
ProductVolume
CAD
USD
Equivalent
IRS $11,316,200,709,059 $8,595,670,876,612
OIS $5,746,276,828,052 $4,364,813,390,089
Basis $551,741,904,669 $419,097,534,880
Zeroes $10,951,221,446 $8,318,436,343
FRAs $0 $0
VNS $170,796,364,911 $129,735,180,335
Inflation $0 $0
Total$17,795,967,028,137$13,517,635,418,259
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY3,522,450,294,145 $507,703,991,661
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,522,450,294,145$507,703,991,661
ProductVolume
CZK
USD
Equivalent
IRS CZK22,360,013,806,754 $982,231,711,953
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,400,865,383
FRAs CZK9,102,982,974,426 $399,876,253,571
VNS CZK3,138,734,100 $137,878,455
Inflation CZK0 $0
TotalCZK31,498,025,515,280$1,383,646,709,362
ProductVolume
DKK
USD
Equivalent
IRS DKK3,975,150,708,321 $607,849,092,209
OIS DKK0 $0
Basis DKK10,100,000,000 $1,544,413,352
Zeroes DKK15,500,000,000 $2,370,139,303
FRAs DKK42,600,000,000 $6,514,060,278
VNS DKK5,193,826,085 $794,199,441
Inflation DKK0 $0
TotalDKK4,048,544,534,406$619,071,904,583
ProductVolume
HKD
USD
Equivalent
IRS HKD21,965,258,475,762 $2,805,269,281,706
OIS HKD0 $0
Basis HKD718,362,000,000 $91,744,827,586
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD372,400,000 $47,560,664
Inflation HKD0 $0
TotalHKD22,683,992,875,762$2,897,061,669,956
ProductVolume
HUF
USD
Equivalent
IRS HUF220,101,550,000,757 $781,305,420,471
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF92,200,000,000 $327,286,926
FRAs HUF96,937,470,490,446 $344,103,760,926
VNS HUF543,022,460,750 $1,927,593,840
Inflation HUF0 $0
TotalHUF317,674,242,951,953$1,127,664,062,163
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR48,148,490,291,186 $668,914,841,500
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR48,148,490,291,186$668,914,841,500
ProductVolume
KRW
USD
Equivalent
IRS KRW1,227,487,406,956,860 $1,094,998,110,569
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,227,487,406,956,860$1,094,998,110,569
ProductVolume
MXN
USD
Equivalent
IRS MXN1,506,709,498,613 $74,879,459,025
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,506,709,498,613$74,879,459,025
ProductVolume
NOK
USD
Equivalent
IRS NOK10,637,158,026,423 $1,259,192,909,989
OIS NOK0 $0
Basis NOK163,011,480,000 $19,296,780,151
Zeroes NOK0 $0
FRAs NOK9,873,486,662,650 $1,168,791,924,647
VNS NOK37,167,072,975 $4,399,719,799
Inflation NOK0 $0
TotalNOK20,710,823,242,048$2,451,681,334,586
ProductVolume
NZD
USD
Equivalent
IRS NZD6,206,401,453,221 $4,270,004,199,816
OIS NZD0 $0
Basis NZD6,240,000,000 $4,293,120,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD852,340,694 $586,410,398
Inflation NZD0 $0
TotalNZD6,213,493,793,915$4,274,883,730,214
ProductVolume
PLN
USD
Equivalent
IRS PLN4,381,489,299,569 $1,159,568,961,525
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,090,000,000 $817,774,014
FRAs PLN1,117,440,566,097 $295,732,639,795
VNS PLN4,364,725,600 $1,155,132,419
Inflation PLN0 $0
TotalPLN5,506,384,591,266$1,457,274,507,753
ProductVolume
SEK
USD
Equivalent
IRS SEK33,154,123,866,473 $3,678,355,748,336
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK38,284,403,420 $4,247,545,674
FRAs SEK24,237,998,388,492 $2,689,136,985,177
VNS SEK45,104,178,725 $5,004,180,347
Inflation SEK0 $0
TotalSEK57,475,510,837,110$6,376,744,459,534
ProductVolume
SGD
USD
Equivalent
IRS SGD3,371,413,372,532 $2,457,208,828,055
OIS SGD0 $0
Basis SGD2,595,400,000 $1,891,622,025
Zeroes SGD178,000,000 $129,732,881
FRAs SGD0 $0
VNS SGD240,000,000 $174,920,739
Inflation SGD0 $0
TotalSGD3,374,426,772,532$2,459,405,103,700
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR28,613,221,174,703 $2,044,224,959,077
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $85,732,044
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR28,614,421,174,703$2,044,310,691,121
ProductUSD
Equivalent
IRS$157,034,957,262,676
OIS$69,573,705,581,463
Basis$37,027,958,507,165
Zeroes$700,592,133,505
FRAs$69,524,965,383,989
VNS$2,257,761,606,205
Inflation$5,094,633,127,498
Total$341,214,573,602,501

Figures as of COB Nov 16, 2018.

Notional Outstanding by Product

As of COB Nov 16, 2018

Daily Notional by Tenor

As of COB Nov 16, 2018

Notional Outstanding by Currency

As of COB Nov 16, 2018. *Other: ZAR, NZD, HKD, DKK, SGD, TWD, KRW, PLN, NOK, CZK, 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 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • 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 trillion notional per day based on daily average over 2017.
  • "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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