Volumes

  • Client Notional Cleared (USD)
    $1,925,591,888,951,888
    Client Notional Outstanding (USD)
    $68,118,580,069,041
    As of COB Dec 1, 2022
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $5,724,019,000,000,000
    Trades Compressed
    40,402,043
  • Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

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

As of COB Dec 1, 2022. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$910,446,437,248
$1,898,071,260,929
$121,309,548,669,004
$28,555,561,460,535
EUR
€385,986,758,896
€1,448,224,100,636
€77,662,070,111,220
€19,432,292,477,018
GBP
£108,389,982,358
£358,501,254,729
£26,260,593,197,744
£5,497,039,934,467
JPY
¥1,524,242,891,000
¥4,199,916,508,502
¥272,277,083,283,676
¥85,783,284,517,746
CHF
CHF4,737,164,000
CHF13,924,903,000
CHF1,262,903,087,765
CHF666,319,651,713
AUD
$60,975,469,101
$287,197,857,667
$16,005,170,022,078
$3,565,365,760,943
CAD
$43,818,921,000
$174,033,106,594
$9,719,950,786,930
$2,882,611,618,769
Other*
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$88,271,413,459
$351,400,722,144
$16,039,830,916,149
$6,459,306,453,051
BRL
BRL1,109,183,442
BRL10,937,462,308
BRL126,333,726,012
BRL63,435,743,429
CLP
CLP100,277,200,000
CLP618,063,670,000
CLP18,038,876,852,572
CLP6,105,449,002,444
CNY
CNY43,941,962,400
CNY197,928,241,036
CNY9,469,495,676,065
CNY3,819,689,516,948
COP
COP0
COP30,837,920,000
COP33,531,304,257,304
COP16,552,221,652,608
CZK
CZK160,906,787,000
CZK469,737,189,412
CZK36,060,374,182,768
CZK13,338,927,494,481
DKK
DKK691,250,000
DKK3,044,700,000
DKK585,025,085,902
DKK1,136,831,768,875
HKD
HKD26,590,290,000
HKD110,049,086,126
HKD4,725,629,603,389
HKD3,436,390,307,666
HUF
HUF372,459,924,757
HUF2,213,596,296,000
HUF100,577,199,595,060
HUF43,743,842,225,477
ILS
ILS18,878,300,000
ILS41,132,910,000
ILS1,691,726,054,051
ILS926,893,460,439
INR
INR145,508,182,801
INR702,881,059,431
INR66,526,803,503,984
INR19,936,998,256,569
KRW
KRW9,800,766,277,000
KRW46,938,922,697,793
KRW1,814,146,511,019,557
KRW718,743,233,072,590
MXN
MXN7,371,213,825
MXN23,757,635,010
MXN1,475,178,741,026
MXN661,930,799,769
NOK
NOK70,254,678,494
NOK145,637,486,358
NOK9,040,690,157,038
NOK2,487,288,400,142
NZD
NZD12,001,353,500
NZD103,645,732,502
NZD2,946,451,516,818
NZD954,915,891,638
PLN
PLN24,712,410,000
PLN80,696,358,622
PLN5,003,558,702,932
PLN2,114,768,926,544
SEK
SEK88,978,454,285
SEK250,900,734,300
SEK16,539,727,061,098
SEK3,711,417,971,057
SGD
SGD3,891,996,200
SGD27,913,171,600
SGD1,356,098,474,337
SGD718,062,712,261
THB
THB62,669,733,000
THB206,875,844,000
THB10,077,364,040,579
THB2,506,262,265,580
TWD
TWD18,097,930,000
TWD154,431,260,473
TWD6,845,655,119,143
TWD1,857,747,514,937
ZAR
ZAR363,838,312,875
ZAR1,255,572,187,722
ZAR34,969,722,892,404
ZAR19,976,772,394,142
Total in USD$1,628,161,241,895$4,543,308,583,891$273,397,027,449,634$68,118,580,069,041

Figures as of COB Dec 1, 2022. Weekly figures as of COB Nov 25, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $15,396,419,000
OIS $856,246,675,052
Basis $13,993,261,000
Zeroes $0
FRAs $21,120,000,000
VNS $162,631,196
Inflation $3,527,451,000
Total$910,446,437,248
ProductVolume
EUR
USD
Equivalent
IRS €90,488,125,878 $95,184,459,611
OIS €246,662,612,099 $259,464,401,667
Basis €1,000,000,000 $1,051,900,000
Zeroes €0 $0
FRAs €41,313,000,000 $43,457,144,700
VNS €390,220,000 $410,472,418
Inflation €6,132,800,919 $6,451,093,287
Total€385,986,758,896$406,019,471,683
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £104,806,928,059 $128,493,293,800
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £12,847,954 $15,751,591
Inflation £3,570,206,345 $4,377,072,979
Total£108,389,982,358$132,886,118,370
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,524,242,891,000 $11,268,568,299
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,524,242,891,000$11,268,568,299
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF4,737,164,000 $5,057,560,455
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,737,164,000$5,057,560,455
ProductVolume
AUD
USD
Equivalent
IRS $16,194,433,040 $11,042,983,890
OIS $44,150,336,061 $30,106,114,160
Basis $630,700,000 $430,074,330
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$60,975,469,101$41,579,172,380
ProductVolume
CAD
USD
Equivalent
IRS $26,707,221,000 $19,889,202,413
OIS $14,984,700,000 $11,159,294,013
Basis $2,127,000,000 $1,584,003,575
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$43,818,921,000$32,632,500,001
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,109,183,442 $213,403,002
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,109,183,442$213,403,002
ProductVolume
CLP
USD
Equivalent
IRS CLP100,277,200,000 $114,003,183
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP100,277,200,000$114,003,183
ProductVolume
CNY
USD
Equivalent
IRS CNY43,941,962,400 $6,237,813,087
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY43,941,962,400$6,237,813,087
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK109,166,787,000 $4,709,423,308
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK51,740,000,000 $2,232,048,489
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK160,906,787,000$6,941,471,797
ProductVolume
DKK
USD
Equivalent
IRS DKK22,100,000 $3,126,017
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK669,150,000 $94,650,409
Inflation DKK0 $0
TotalDKK691,250,000$97,776,426
ProductVolume
HKD
USD
Equivalent
IRS HKD25,390,290,000 $3,263,365,637
OIS HKD0 $0
Basis HKD1,200,000,000 $154,233,715
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD26,590,290,000$3,417,599,352
ProductVolume
HUF
USD
Equivalent
IRS HUF372,459,924,757 $950,674,285
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF372,459,924,757$950,674,285
ProductVolume
ILS
USD
Equivalent
IRS ILS11,293,300,000 $3,329,785,352
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS7,585,000,000 $2,236,407,595
VNS ILS0 $0
Inflation ILS0 $0
TotalILS18,878,300,000$5,566,192,947
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR145,508,182,801 $1,793,518,832
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR145,508,182,801$1,793,518,832
ProductVolume
KRW
USD
Equivalent
IRS KRW9,800,766,277,000 $7,520,942,866
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW9,800,766,277,000$7,520,942,866
ProductVolume
MXN
USD
Equivalent
IRS MXN7,371,213,825 $384,641,595
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN7,371,213,825$384,641,595
ProductVolume
NOK
USD
Equivalent
IRS NOK20,754,678,494 $2,132,337,285
OIS NOK22,000,000,000 $2,260,281,713
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK27,500,000,000 $2,825,352,142
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK70,254,678,494$7,217,971,140
ProductVolume
NZD
USD
Equivalent
IRS NZD12,001,353,500 $7,652,062,992
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD12,001,353,500$7,652,062,992
ProductVolume
PLN
USD
Equivalent
IRS PLN14,825,410,000 $3,324,716,594
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,887,000,000 $2,217,238,711
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN24,712,410,000$5,541,955,305
ProductVolume
SEK
USD
Equivalent
IRS SEK36,466,454,285 $3,535,815,298
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK52,020,000,000 $5,043,898,986
VNS SEK492,000,000 $47,704,696
Inflation SEK0 $0
TotalSEK88,978,454,285$8,627,418,980
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD3,891,996,200 $2,875,717,600
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,891,996,200$2,875,717,600
ProductVolume
THB
USD
Equivalent
IRS THB1,750,000,000 $50,287,356
OIS THB60,919,733,000 $1,750,567,040
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB62,669,733,000$1,800,854,396
ProductVolume
TWD
USD
Equivalent
IRS TWD18,097,930,000 $591,300,356
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD18,097,930,000$591,300,356
ProductVolume
ZAR
USD
Equivalent
IRS ZAR363,838,312,875 $20,726,095,318
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR363,838,312,875$20,726,095,318
ProductUSD
Equivalent
IRS$206,252,858,445
OIS$1,310,475,992,631
Basis$17,213,472,620
Zeroes$0
FRAs$79,132,090,623
VNS$731,210,310
Inflation$14,355,617,266
Total$1,628,161,241,895
Show:
ProductUSD
Equivalent
IRS $73,004,939,209
OIS $1,744,235,867,996
Basis $58,458,508,000
Zeroes $0
FRAs $3,000,000,000
VNS $3,342,230,624
Inflation $16,029,715,100
Total$1,898,071,260,929
ProductVolume
EUR
USD
Equivalent
IRS €381,939,781,713 $394,980,063,927
OIS €779,713,841,375 $806,626,874,470
Basis €3,917,000,000 $4,026,621,575
Zeroes €0 $0
FRAs €261,134,900,000 $269,562,466,540
VNS €607,004,572 $628,987,221
Inflation €20,911,572,976 $21,648,777,417
Total€1,448,224,100,636$1,497,473,791,150
ProductVolume
GBP
USD
Equivalent
IRS £125,000,000 $151,487,500
OIS £348,788,209,230 $418,133,692,092
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £56,770,000 $67,323,755
Inflation £9,531,275,499 $11,440,390,064
Total£358,501,254,729$429,792,893,411
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥4,199,916,508,502 $30,033,920,762
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,199,916,508,502$30,033,920,762
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF13,924,903,000 $14,675,792,539
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF13,924,903,000$14,675,792,539
ProductVolume
AUD
USD
Equivalent
IRS $112,477,666,816 $75,200,475,474
OIS $163,630,736,650 $109,341,959,604
Basis $11,051,650,000 $7,365,742,105
Zeroes $0 $0
FRAs $0 $0
VNS $37,804,201 $25,502,714
Inflation $0 $0
Total$287,197,857,667$191,933,679,897
ProductVolume
CAD
USD
Equivalent
IRS $61,123,966,594 $45,647,209,038
OIS $112,909,140,000 $84,279,314,021
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$174,033,106,594$129,926,523,059
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,937,462,308 $2,045,665,400
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,937,462,308$2,045,665,400
ProductVolume
CLP
USD
Equivalent
IRS CLP618,063,670,000 $667,141,489
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP618,063,670,000$667,141,489
ProductVolume
CNY
USD
Equivalent
IRS CNY197,928,241,036 $27,657,679,304
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY197,928,241,036$27,657,679,304
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP30,837,920,000 $6,283,896
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP30,837,920,000$6,283,896
ProductVolume
CZK
USD
Equivalent
IRS CZK257,357,189,412 $10,922,278,150
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK750,000,000 $31,701,750
FRAs CZK211,630,000,000 $8,993,722,790
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK469,737,189,412$19,947,702,690
ProductVolume
DKK
USD
Equivalent
IRS DKK3,044,700,000 $422,462,033
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,044,700,000$422,462,033
ProductVolume
HKD
USD
Equivalent
IRS HKD108,649,086,126 $13,909,598,473
OIS HKD0 $0
Basis HKD1,400,000,000 $179,235,642
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD110,049,086,126$14,088,834,115
ProductVolume
HUF
USD
Equivalent
IRS HUF2,161,496,296,000 $5,461,802,760
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF52,100,000,000 $132,055,030
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,213,596,296,000$5,593,857,790
ProductVolume
ILS
USD
Equivalent
IRS ILS23,539,910,000 $6,826,781,378
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS17,593,000,000 $5,094,323,142
VNS ILS0 $0
Inflation ILS0 $0
TotalILS41,132,910,000$11,921,104,520
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR702,881,059,431 $8,604,038,420
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR702,881,059,431$8,604,038,420
ProductVolume
KRW
USD
Equivalent
IRS KRW46,938,922,697,793 $34,972,975,060
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW46,938,922,697,793$34,972,975,060
ProductVolume
MXN
USD
Equivalent
IRS MXN23,757,635,010 $1,221,260,479
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN23,757,635,010$1,221,260,479
ProductVolume
NOK
USD
Equivalent
IRS NOK87,500,951,000 $8,689,905,412
OIS NOK12,000,000,000 $1,191,737,856
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK46,050,000,000 $4,602,193,242
VNS NOK86,535,358 $8,736,913
Inflation NOK0 $0
TotalNOK145,637,486,358$14,492,573,423
ProductVolume
NZD
USD
Equivalent
IRS NZD49,458,690,502 $30,751,017,434
OIS NZD54,137,042,000 $33,218,889,879
Basis NZD50,000,000 $30,755,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD103,645,732,502$64,000,662,313
ProductVolume
PLN
USD
Equivalent
IRS PLN42,437,358,622 $9,333,390,821
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN38,259,000,000 $8,453,370,343
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN80,696,358,622$17,786,761,164
ProductVolume
SEK
USD
Equivalent
IRS SEK93,295,734,300 $8,886,352,109
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK157,605,000,000 $14,894,501,436
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK250,900,734,300$23,780,853,545
ProductVolume
SGD
USD
Equivalent
IRS SGD72,000,000 $52,344,602
OIS SGD27,841,171,600 $20,210,169,183
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD27,913,171,600$20,262,513,785
ProductVolume
THB
USD
Equivalent
IRS THB84,770,000,000 $2,348,928,386
OIS THB122,105,844,000 $3,396,554,886
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB206,875,844,000$5,745,483,272
ProductVolume
TWD
USD
Equivalent
IRS TWD154,431,260,473 $4,969,420,024
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD154,431,260,473$4,969,420,024
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,255,572,187,722 $73,213,449,422
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,255,572,187,722$73,213,449,422
ProductUSD
Equivalent
IRS$831,336,627,884
OIS$3,273,955,095,604
Basis$70,060,862,322
Zeroes$31,701,750
FRAs$314,732,632,523
VNS$4,072,781,227
Inflation$49,118,882,581
Total$4,543,308,583,891
Show:
ProductUSD
Equivalent
IRS $9,207,495,023,849
OIS $105,058,214,865,349
Basis $5,085,302,802,410
Zeroes $54,875,521,136
FRAs $979,494,500,000
VNS $106,636,201,169
Inflation $817,529,755,091
Total$121,309,548,669,004
ProductVolume
EUR
USD
Equivalent
IRS €20,037,074,290,531 $21,090,246,925,979
OIS €49,552,947,281,042 $52,164,495,310,903
Basis €388,930,074,000 $410,985,898,308
Zeroes €133,386,241,677 $144,294,514,973
FRAs €6,577,550,519,660 $6,833,996,289,021
VNS €52,248,255,508 $54,648,518,121
Inflation €919,933,448,802 $970,507,547,048
Total€77,662,070,111,220$81,669,175,004,353
ProductVolume
GBP
USD
Equivalent
IRS £7,773,100,000 $9,976,015,510
OIS £25,483,636,934,559 $31,422,536,513,515
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £28,543,778,259 $35,081,851,531
Inflation £740,639,384,926 $917,081,576,231
Total£26,260,593,197,744$32,384,675,956,787
ProductVolume
JPY
USD
Equivalent
IRS ¥174,495,880,000 $1,414,520,037
OIS ¥272,093,653,250,643 $2,091,153,223,042
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥8,934,153,033 $62,185,237
Inflation ¥0 $0
Total¥272,277,083,283,676$2,092,629,928,316
ProductVolume
CHF
USD
Equivalent
IRS CHF67,190,000 $72,517,283
OIS CHF1,262,791,397,765 $1,312,182,911,303
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF44,500,000 $46,406,022
Inflation CHF0 $0
TotalCHF1,262,903,087,765$1,312,301,834,608
ProductVolume
AUD
USD
Equivalent
IRS $4,654,137,645,351 $3,252,767,251,368
OIS $10,764,056,606,334 $7,437,736,280,614
Basis $575,824,349,491 $398,371,784,939
Zeroes $1,025,000,000 $688,748,750
FRAs $0 $0
VNS $10,126,420,902 $7,082,502,388
Inflation $0 $0
Total$16,005,170,022,078$11,096,646,568,059
ProductVolume
CAD
USD
Equivalent
IRS $4,291,553,914,491 $3,319,441,984,658
OIS $5,076,215,945,933 $3,902,495,623,746
Basis $341,599,460,000 $262,100,888,702
Zeroes $7,950,000,000 $6,183,642,515
FRAs $0 $0
VNS $2,631,466,506 $1,996,432,737
Inflation $0 $0
Total$9,719,950,786,930$7,492,218,572,358
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL126,333,726,012 $24,320,056,772
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL126,333,726,012$24,320,056,772
ProductVolume
CLP
USD
Equivalent
IRS CLP18,038,876,852,572 $20,690,798,549
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP18,038,876,852,572$20,690,798,549
ProductVolume
CNY
USD
Equivalent
IRS CNY9,469,495,676,065 $1,413,561,523,723
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY9,469,495,676,065$1,413,561,523,723
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP33,531,304,257,304 $8,303,312,077
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP33,531,304,257,304$8,303,312,077
ProductVolume
CZK
USD
Equivalent
IRS CZK17,099,499,806,917 $732,940,408,780
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK3,770,000,000 $164,175,511
FRAs CZK18,955,028,615,667 $809,576,487,502
VNS CZK2,075,760,184 $87,609,111
Inflation CZK0 $0
TotalCZK36,060,374,182,768$1,542,768,680,904
ProductVolume
DKK
USD
Equivalent
IRS DKK569,972,727,902 $82,476,452,568
OIS DKK0 $0
Basis DKK1,020,000,000 $138,142,124
Zeroes DKK0 $0
FRAs DKK13,194,000,000 $2,004,827,411
VNS DKK838,358,000 $119,250,628
Inflation DKK0 $0
TotalDKK585,025,085,902$84,738,672,731
ProductVolume
HKD
USD
Equivalent
IRS HKD4,391,567,603,389 $560,485,318,474
OIS HKD0 $0
Basis HKD333,029,000,000 $42,505,901,640
Zeroes HKD1,000,000,000 $127,389,346
FRAs HKD0 $0
VNS HKD33,000,000 $4,204,301
Inflation HKD0 $0
TotalHKD4,725,629,603,389$603,122,813,761
ProductVolume
HUF
USD
Equivalent
IRS HUF75,999,427,464,289 $206,609,581,569
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF8,525,000,000 $24,154,951
FRAs HUF24,542,747,200,000 $65,376,476,589
VNS HUF26,499,930,771 $73,566,003
Inflation HUF0 $0
TotalHUF100,577,199,595,060$272,083,779,112
ProductVolume
ILS
USD
Equivalent
IRS ILS1,311,748,257,051 $392,517,638,057
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS1,150,000,000 $346,267,471
FRAs ILS378,827,797,000 $112,008,202,722
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,691,726,054,051$504,872,108,250
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR66,526,803,503,984 $852,617,348,245
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR66,526,803,503,984$852,617,348,245
ProductVolume
KRW
USD
Equivalent
IRS KRW1,814,146,511,019,557 $1,405,657,329,909
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,814,146,511,019,557$1,405,657,329,909
ProductVolume
MXN
USD
Equivalent
IRS MXN1,475,178,741,026 $73,074,243,466
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,475,178,741,026$73,074,243,466
ProductVolume
NOK
USD
Equivalent
IRS NOK4,621,141,286,128 $479,733,101,870
OIS NOK692,301,000,000 $68,388,690,752
Basis NOK41,125,000,000 $4,384,967,119
Zeroes NOK850,000,000 $93,573,294
FRAs NOK3,674,239,500,000 $387,966,409,427
VNS NOK11,033,370,910 $1,200,995,247
Inflation NOK0 $0
TotalNOK9,040,690,157,038$941,767,737,709
ProductVolume
NZD
USD
Equivalent
IRS NZD1,423,352,678,978 $899,348,648,254
OIS NZD1,495,242,750,290 $957,562,082,619
Basis NZD27,584,000,000 $18,302,825,700
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD272,087,550 $179,803,742
Inflation NZD0 $0
TotalNZD2,946,451,516,818$1,875,393,360,315
ProductVolume
PLN
USD
Equivalent
IRS PLN3,272,783,973,420 $736,329,077,404
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN834,000,000 $177,832,712
FRAs PLN1,728,515,810,461 $386,802,228,706
VNS PLN1,424,919,051 $318,027,491
Inflation PLN0 $0
TotalPLN5,003,558,702,932$1,123,627,166,313
ProductVolume
SEK
USD
Equivalent
IRS SEK9,067,970,354,610 $899,347,498,751
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,130,000,000 $342,923,505
FRAs SEK7,466,871,000,000 $755,447,047,103
VNS SEK1,755,706,488 $180,505,224
Inflation SEK0 $0
TotalSEK16,539,727,061,098$1,655,317,974,583
ProductVolume
SGD
USD
Equivalent
IRS SGD34,344,427,380 $24,797,690,249
OIS SGD1,321,349,205,304 $956,642,676,169
Basis SGD148,000,000 $103,302,144
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD256,841,653 $185,966,069
Inflation SGD0 $0
TotalSGD1,356,098,474,337$981,729,634,631
ProductVolume
THB
USD
Equivalent
IRS THB4,660,105,251,059 $138,084,628,294
OIS THB5,417,258,789,520 $149,047,809,587
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB10,077,364,040,579$287,132,437,881
ProductVolume
TWD
USD
Equivalent
IRS TWD6,845,655,119,143 $229,732,999,845
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,845,655,119,143$229,732,999,845
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,966,604,892,404 $2,139,142,021,398
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR3,118,000,000 $176,915,975
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR34,969,722,892,404$2,139,318,937,373
ProductUSD
Equivalent
IRS$47,340,263,256,616
OIS$206,381,376,647,921
Basis$6,222,196,513,086
Zeroes$207,495,660,139
FRAs$10,332,672,468,481
VNS$207,904,025,021
Inflation$2,705,118,878,370
Total$273,397,027,449,634
Show:
ProductUSD
Equivalent
IRS $7,550,604,777,325
OIS $16,770,932,663,966
Basis $3,108,096,999,879
Zeroes $2,118,167,541
FRAs $402,834,000,000
VNS $383,957,016,368
Inflation $337,017,835,456
Total$28,555,561,460,535
ProductVolume
EUR
USD
Equivalent
IRS €8,619,402,991,406 $9,066,750,006,660
OIS €7,802,168,532,666 $8,207,101,079,511
Basis €240,972,851,137 $253,479,342,111
Zeroes €88,426,221,032 $93,015,541,904
FRAs €2,025,961,094,878 $2,131,108,475,702
VNS €236,155,446,705 $248,411,914,389
Inflation €419,205,339,194 $440,962,096,298
Total€19,432,292,477,018$20,440,828,456,575
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £4,946,377,673,308 $6,064,259,027,475
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £75,897,826,411 $93,050,735,180
Inflation £474,764,434,748 $582,061,197,001
Total£5,497,039,934,467$6,739,370,959,656
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥85,759,427,279,395 $634,010,477,798
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥23,857,238,351 $176,374,068
Inflation ¥0 $0
Total¥85,783,284,517,746$634,186,851,866
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF665,676,834,463 $710,699,657,784
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF642,817,250 $686,293,973
Inflation CHF0 $0
TotalCHF666,319,651,713$711,385,951,757
ProductVolume
AUD
USD
Equivalent
IRS $1,597,475,180,214 $1,089,318,325,388
OIS $1,694,023,637,800 $1,155,154,718,616
Basis $254,880,891,104 $173,803,279,644
Zeroes $1,622,682,267 $1,106,507,038
FRAs $0 $0
VNS $17,363,369,558 $11,840,081,702
Inflation $0 $0
Total$3,565,365,760,943$2,431,222,912,388
ProductVolume
CAD
USD
Equivalent
IRS $1,700,616,907,106 $1,266,470,738,089
OIS $946,650,840,388 $704,982,752,747
Basis $218,069,750,126 $162,399,277,723
Zeroes $663,497,820 $494,115,148
FRAs $0 $0
VNS $16,610,623,328 $12,370,139,506
Inflation $0 $0
Total$2,882,611,618,768$2,146,717,023,213
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL63,435,743,429 $12,204,814,420
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL63,435,743,429$12,204,814,420
ProductVolume
CLP
USD
Equivalent
IRS CLP6,105,449,002,444 $6,941,165,305
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,105,449,002,444$6,941,165,305
ProductVolume
CNY
USD
Equivalent
IRS CNY3,819,689,516,948 $542,226,790,870
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,819,689,516,948$542,226,790,870
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP16,552,221,652,608 $3,471,537,559
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP16,552,221,652,608$3,471,537,559
ProductVolume
CZK
USD
Equivalent
IRS CZK8,368,980,232,804 $361,035,363,034
OIS CZK0 $0
Basis CZK5,964,000,000 $257,285,218
Zeroes CZK1,200,000,000 $51,767,650
FRAs CZK4,940,463,133,333 $213,130,136,681
VNS CZK22,320,128,344 $962,883,818
Inflation CZK0 $0
TotalCZK13,338,927,494,481$575,437,436,401
ProductVolume
DKK
USD
Equivalent
IRS DKK1,121,886,611,351 $158,689,422,656
OIS DKK0 $0
Basis DKK5,150,000,000 $728,460,897
Zeroes DKK0 $0
FRAs DKK6,632,000,000 $938,087,896
VNS DKK3,163,157,525 $447,424,576
Inflation DKK0 $0
TotalDKK1,136,831,768,876$160,803,396,025
ProductVolume
HKD
USD
Equivalent
IRS HKD3,003,814,397,096 $386,074,545,923
OIS HKD0 $0
Basis HKD427,606,356,482 $54,959,430,940
Zeroes HKD1,000,000,000 $128,528,096
FRAs HKD0 $0
VNS HKD3,969,554,088 $510,199,230
Inflation HKD0 $0
TotalHKD3,436,390,307,666$441,672,704,189
ProductVolume
HUF
USD
Equivalent
IRS HUF35,328,768,887,717 $90,173,868,034
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF21,700,000,000 $55,387,521
FRAs HUF8,154,000,000,000 $20,812,435,392
VNS HUF239,373,337,760 $610,981,374
Inflation HUF0 $0
TotalHUF43,743,842,225,477$111,652,672,321
ProductVolume
ILS
USD
Equivalent
IRS ILS740,461,893,439 $218,322,294,327
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS500,000,000 $147,423,045
FRAs ILS185,931,567,000 $54,821,195,601
VNS ILS0 $0
Inflation ILS0 $0
TotalILS926,893,460,439$273,290,912,973
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR19,936,998,256,569 $245,741,381,198
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR19,936,998,256,569$245,741,381,198
ProductVolume
KRW
USD
Equivalent
IRS KRW718,743,233,072,590 $551,551,443,887
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW718,743,233,072,590$551,551,443,887
ProductVolume
MXN
USD
Equivalent
IRS MXN661,930,799,769 $34,540,595,954
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN661,930,799,769$34,540,595,954
ProductVolume
NOK
USD
Equivalent
IRS NOK1,395,067,087,656 $143,329,301,229
OIS NOK425,965,000,000 $43,763,677,273
Basis NOK52,570,950,124 $5,401,143,510
Zeroes NOK550,000,000 $56,507,043
FRAs NOK561,221,100,000 $57,659,899,520
VNS NOK51,914,262,362 $5,333,675,358
Inflation NOK0 $0
TotalNOK2,487,288,400,142$255,544,203,933
ProductVolume
NZD
USD
Equivalent
IRS NZD711,889,668,043 $453,900,852,344
OIS NZD238,448,961,451 $152,035,057,821
Basis NZD3,678,000,000 $2,345,092,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD899,262,144 $573,369,543
Inflation NZD0 $0
TotalNZD954,915,891,638$608,854,372,508
ProductVolume
PLN
USD
Equivalent
IRS PLN1,542,809,703,350 $345,987,397,452
OIS PLN0 $0
Basis PLN228,500,000 $51,242,950
Zeroes PLN30,000,000 $6,727,740
FRAs PLN565,662,845,000 $126,854,410,594
VNS PLN6,037,878,195 $1,354,042,406
Inflation PLN0 $0
TotalPLN2,114,768,926,545$474,253,821,142
ProductVolume
SEK
USD
Equivalent
IRS SEK2,883,663,880,321 $279,602,255,338
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK810,264,940,466 $78,563,908,340
VNS SEK17,489,150,271 $1,695,761,386
Inflation SEK0 $0
TotalSEK3,711,417,971,058$359,861,925,064
ProductVolume
SGD
USD
Equivalent
IRS SGD136,621,790,068 $100,947,088,864
OIS SGD580,559,309,378 $428,963,580,152
Basis SGD4,217,296 $3,116,075
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD877,395,519 $648,289,877
Inflation SGD0 $0
TotalSGD718,062,712,261$530,562,074,968
ProductVolume
THB
USD
Equivalent
IRS THB1,007,274,596,528 $28,944,672,314
OIS THB1,498,987,669,052 $43,074,358,306
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,506,262,265,580$72,019,030,620
ProductVolume
TWD
USD
Equivalent
IRS TWD1,857,747,514,937 $60,696,818,209
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,857,747,514,937$60,696,818,209
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,973,279,394,142 $1,137,780,376,320
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR3,118,000,000 $177,617,263
FRAs ZAR0 $0
VNS ZAR375,000,000 $21,361,922
Inflation ZAR0 $0
TotalZAR19,976,772,394,142$1,137,979,355,505
ProductUSD
Equivalent
IRS$23,886,092,913,942
OIS$35,164,189,970,206
Basis$3,761,524,671,747
Zeroes$97,358,289,989
FRAs$3,086,722,549,726
VNS$762,650,544,676
Inflation$1,360,041,128,755
Total$68,118,580,069,041

Figures as of COB Dec 1, 2022.

Notional Outstanding by Product

As of COB Dec 1, 2022

Daily Notional by Tenor
 

As of COB Dec 1, 2022

Notional Outstanding by Tenor
 

As of COB Dec 1, 2022

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$2,517,086,511,087
$5,765,790,751,408
$445,882,335,163,496
$157,158,581,319,924
EUR
€1,432,624,568,220
€6,045,032,533,730
€318,938,788,453,883
€116,219,747,639,555
GBP
£343,460,000,588
£1,225,631,179,124
£86,563,337,475,642
£32,943,958,647,605
JPY
¥3,735,988,582,000
¥10,973,993,367,004
¥770,428,954,493,482
¥668,410,840,897,949
CHF
CHF14,872,792,000
CHF71,234,410,000
CHF4,887,487,002,025
CHF3,280,962,787,118
AUD
$286,020,408,654
$1,173,334,554,753
$64,171,552,868,450
$33,853,008,125,349
CAD
$139,479,042,000
$578,630,454,934
$31,274,041,927,337
$23,904,468,414,586
Other*
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Hide
$268,422,687,054
$1,301,978,690,196
$56,733,259,561,219
$35,156,805,434,476
BRL
BRL2,218,366,885
BRL20,991,146,345
BRL242,398,226,286
BRL267,664,073,426
CLP
CLP200,554,400,000
CLP1,615,754,480,000
CLP39,919,923,625,144
CLP35,520,713,968,608
CNY
CNY129,435,718,800
CNY581,432,250,072
CNY29,974,807,979,622
CNY18,053,918,542,006
COP
COP0
COP61,675,840,000
COP71,007,613,514,608
COP79,778,968,173,402
CZK
CZK754,053,174,000
CZK2,209,855,155,090
CZK132,807,175,686,873
CZK55,964,438,137,328
DKK
DKK7,422,500,000
DKK45,064,400,000
DKK1,681,513,692,985
DKK5,061,527,243,300
HKD
HKD90,438,236,000
HKD327,992,730,252
HKD17,029,722,329,917
HKD16,863,947,362,234
HUF
HUF1,122,390,892,026
HUF9,913,769,460,000
HUF459,213,012,273,070
HUF225,442,873,277,697
ILS
ILS33,965,640,000
ILS105,565,820,000
ILS4,377,734,464,543
ILS3,172,840,368,432
INR
INR396,920,365,602
INR2,513,236,118,862
INR213,610,190,771,782
INR149,662,711,701,698
KRW
KRW25,826,764,794,000
KRW117,366,960,723,970
KRW5,357,295,947,387,919
KRW4,222,208,218,305,760
MXN
MXN18,852,827,650
MXN49,135,270,020
MXN2,911,151,151,852
MXN3,839,939,111,761
NOK
NOK220,643,670,988
NOK470,459,484,716
NOK38,095,861,820,156
NOK26,804,870,537,723
NZD
NZD32,225,507,000
NZD375,092,717,970
NZD11,587,093,281,171
NZD7,342,865,537,492
PLN
PLN90,155,840,000
PLN343,241,787,244
PLN19,142,302,814,796
PLN9,085,234,191,068
SEK
SEK344,600,784,570
SEK2,383,663,743,777
SEK70,180,186,078,845
SEK48,551,959,575,212
SGD
SGD16,520,832,400
SGD90,951,427,200
SGD4,192,811,611,324
SGD2,653,585,141,670
THB
THB195,496,666,000
THB709,406,676,000
THB38,211,351,794,333
THB17,142,548,786,502
TWD
TWD39,695,860,000
TWD383,978,520,946
TWD19,129,471,060,212
TWD16,432,494,142,233
ZAR
ZAR871,537,805,750
ZAR3,722,173,301,444
ZAR113,641,390,952,964
ZAR56,535,378,983,722
Total in USD$5,055,976,531,679$16,160,023,698,115$1,024,217,086,077,055$404,286,917,276,428

Figures as of COB Dec 1, 2022. Weekly figures as of COB Nov 25, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $309,513,719,000
OIS $2,067,574,517,636
Basis $78,906,142,000
Zeroes $0
FRAs $50,240,000,000
VNS $328,730,451
Inflation $10,523,402,000
Total$2,517,086,511,087
ProductVolume
EUR
USD
Equivalent
IRS €368,346,773,122 $387,463,970,647
OIS €799,029,285,260 $840,498,905,165
Basis €2,000,000,000 $2,103,800,000
Zeroes €0 $0
FRAs €244,694,280,000 $257,393,913,132
VNS €1,010,280,000 $1,062,713,532
Inflation €17,543,949,838 $18,454,480,835
Total€1,432,624,568,220$1,506,977,783,311
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £328,983,030,390 $403,333,195,258
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £25,695,908 $31,503,183
Inflation £14,451,274,290 $17,717,262,280
Total£343,460,000,588$421,081,960,721
ProductVolume
JPY
USD
Equivalent
IRS ¥9,200,000,000 $68,014,638
OIS ¥3,726,788,582,000 $27,551,758,267
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,735,988,582,000$27,619,772,905
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF14,872,792,000 $15,878,708,162
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF14,872,792,000$15,878,708,162
ProductVolume
AUD
USD
Equivalent
IRS $63,350,416,080 $43,198,648,725
OIS $219,508,672,122 $149,682,963,520
Basis $3,160,400,000 $2,155,076,760
Zeroes $0 $0
FRAs $0 $0
VNS $920,452 $627,656
Inflation $0 $0
Total$286,020,408,654$195,037,316,661
ProductVolume
CAD
USD
Equivalent
IRS $65,585,642,000 $48,842,450,104
OIS $69,139,400,000 $51,488,978,254
Basis $4,754,000,000 $3,540,363,420
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$139,479,042,000$103,871,791,778
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,218,366,885 $426,806,004
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,218,366,885$426,806,004
ProductVolume
CLP
USD
Equivalent
IRS CLP200,554,400,000 $228,006,367
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP200,554,400,000$228,006,367
ProductVolume
CNY
USD
Equivalent
IRS CNY129,435,718,800 $18,374,141,175
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY129,435,718,800$18,374,141,175
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK299,533,174,000 $12,921,773,646
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK454,520,000,000 $19,607,860,055
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK754,053,174,000$32,529,633,701
ProductVolume
DKK
USD
Equivalent
IRS DKK6,084,200,000 $860,602,289
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK1,338,300,000 $189,300,819
Inflation DKK0 $0
TotalDKK7,422,500,000$1,049,903,108
ProductVolume
HKD
USD
Equivalent
IRS HKD86,054,236,000 $11,060,387,127
OIS HKD0 $0
Basis HKD4,384,000,000 $563,467,174
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD90,438,236,000$11,623,854,301
ProductVolume
HUF
USD
Equivalent
IRS HUF1,122,390,892,026 $2,864,813,334
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,122,390,892,026$2,864,813,334
ProductVolume
ILS
USD
Equivalent
IRS ILS18,825,640,000 $5,550,666,352
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS15,140,000,000 $4,463,969,808
VNS ILS0 $0
Inflation ILS0 $0
TotalILS33,965,640,000$10,014,636,160
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR396,920,365,602 $4,892,399,428
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR396,920,365,602$4,892,399,428
ProductVolume
KRW
USD
Equivalent
IRS KRW25,826,764,794,000 $19,819,024,038
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW25,826,764,794,000$19,819,024,038
ProductVolume
MXN
USD
Equivalent
IRS MXN18,852,827,650 $983,770,362
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN18,852,827,650$983,770,362
ProductVolume
NOK
USD
Equivalent
IRS NOK57,643,670,988 $5,922,315,246
OIS NOK64,000,000,000 $6,575,364,984
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK99,000,000,000 $10,171,267,710
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK220,643,670,988$22,668,947,940
ProductVolume
NZD
USD
Equivalent
IRS NZD32,225,507,000 $20,546,983,263
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD32,225,507,000$20,546,983,263
ProductVolume
PLN
USD
Equivalent
IRS PLN44,507,840,000 $9,981,238,577
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN45,648,000,000 $10,236,928,563
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN90,155,840,000$20,218,167,140
ProductVolume
SEK
USD
Equivalent
IRS SEK99,246,784,570 $9,623,044,138
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK244,370,000,000 $23,694,302,101
VNS SEK984,000,000 $95,409,393
Inflation SEK0 $0
TotalSEK344,600,784,570$33,412,755,632
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD16,520,832,400 $12,206,910,300
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD16,520,832,400$12,206,910,300
ProductVolume
THB
USD
Equivalent
IRS THB3,500,000,000 $100,574,713
OIS THB191,996,666,000 $5,517,145,575
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB195,496,666,000$5,617,720,288
ProductVolume
TWD
USD
Equivalent
IRS TWD39,695,860,000 $1,296,953,638
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD39,695,860,000$1,296,953,638
ProductVolume
ZAR
USD
Equivalent
IRS ZAR871,537,805,750 $49,647,260,875
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR871,537,805,750$49,647,260,875
ProductUSD
Equivalent
IRS$959,295,164,258
OIS$3,585,200,846,549
Basis$87,268,849,354
Zeroes$0
FRAs$375,808,241,369
VNS$1,708,285,034
Inflation$46,695,145,115
Total$5,055,976,531,679
Show:
ProductUSD
Equivalent
IRS $740,778,794,817
OIS $4,676,451,620,890
Basis $243,935,195,556
Zeroes $0
FRAs $59,840,000,000
VNS $9,916,620,945
Inflation $34,868,519,200
Total$5,765,790,751,408
ProductVolume
EUR
USD
Equivalent
IRS €1,909,026,266,219 $1,975,100,587,245
OIS €2,708,145,254,329 $2,802,903,081,013
Basis €9,691,600,000 $9,963,841,780
Zeroes €200,000,000 $205,910,000
FRAs €1,348,848,060,000 $1,392,736,737,326
VNS €1,596,947,230 $1,651,647,804
Inflation €67,524,405,952 $69,879,142,518
Total€6,045,032,533,730$6,252,440,947,686
ProductVolume
GBP
USD
Equivalent
IRS £250,000,000 $302,975,000
OIS £1,175,486,579,136 $1,408,663,557,803
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £437,069,228 $520,154,764
Inflation £49,457,530,760 $59,524,350,765
Total£1,225,631,179,124$1,469,011,038,332
ProductVolume
JPY
USD
Equivalent
IRS ¥40,270,440,000 $284,484,324
OIS ¥10,933,722,927,004 $78,303,066,254
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,973,993,367,004$78,587,550,578
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF71,234,410,000 $75,076,892,703
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF71,234,410,000$75,076,892,703
ProductVolume
AUD
USD
Equivalent
IRS $522,703,027,632 $349,803,714,142
OIS $581,923,873,300 $389,076,292,258
Basis $68,174,200,000 $45,515,832,875
Zeroes $0 $0
FRAs $0 $0
VNS $533,453,821 $360,364,835
Inflation $0 $0
Total$1,173,334,554,753$784,756,204,110
ProductVolume
CAD
USD
Equivalent
IRS $318,396,861,146 $238,074,811,909
OIS $237,114,080,000 $177,007,449,230
Basis $23,089,000,000 $17,276,534,253
Zeroes $0 $0
FRAs $0 $0
VNS $30,513,788 $22,827,710
Inflation $0 $0
Total$578,630,454,934$432,381,623,102
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL20,991,146,345 $3,926,769,708
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL20,991,146,345$3,926,769,708
ProductVolume
CLP
USD
Equivalent
IRS CLP1,615,754,480,000 $1,744,420,205
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,615,754,480,000$1,744,420,205
ProductVolume
CNY
USD
Equivalent
IRS CNY581,432,250,072 $81,254,045,746
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY581,432,250,072$81,254,045,746
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP61,675,840,000 $12,567,792
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP61,675,840,000$12,567,792
ProductVolume
CZK
USD
Equivalent
IRS CZK810,735,155,090 $34,436,899,201
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK1,500,000,000 $63,403,500
FRAs CZK1,397,620,000,000 $59,434,070,715
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,209,855,155,090$93,934,373,416
ProductVolume
DKK
USD
Equivalent
IRS DKK17,064,400,000 $2,376,710,397
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK28,000,000,000 $3,876,022,647
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK45,064,400,000$6,252,733,044
ProductVolume
HKD
USD
Equivalent
IRS HKD324,232,730,252 $41,510,838,906
OIS HKD0 $0
Basis HKD3,760,000,000 $481,461,448
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD327,992,730,252$41,992,300,354
ProductVolume
HUF
USD
Equivalent
IRS HUF6,274,569,460,000 $15,853,227,367
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,626,000,000,000 $9,134,501,533
VNS HUF13,200,000,000 $33,381,745
Inflation HUF0 $0
TotalHUF9,913,769,460,000$25,021,110,645
ProductVolume
ILS
USD
Equivalent
IRS ILS60,429,820,000 $17,512,557,443
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS45,136,000,000 $13,064,345,943
VNS ILS0 $0
Inflation ILS0 $0
TotalILS105,565,820,000$30,576,903,386
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,513,236,118,862 $30,766,368,768
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,513,236,118,862$30,766,368,768
ProductVolume
KRW
USD
Equivalent
IRS KRW117,366,960,723,970 $87,436,103,620
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW117,366,960,723,970$87,436,103,620
ProductVolume
MXN
USD
Equivalent
IRS MXN49,135,270,020 $2,526,092,293
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN49,135,270,020$2,526,092,293
ProductVolume
NOK
USD
Equivalent
IRS NOK245,186,414,000 $24,407,370,413
OIS NOK62,000,000,000 $6,147,467,051
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK163,100,000,000 $16,299,377,195
VNS NOK173,070,716 $17,473,825
Inflation NOK0 $0
TotalNOK470,459,484,716$46,871,688,484
ProductVolume
NZD
USD
Equivalent
IRS NZD155,323,933,970 $96,244,156,131
OIS NZD218,860,784,000 $134,670,121,928
Basis NZD908,000,000 $562,270,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD375,092,717,970$231,476,548,859
ProductVolume
PLN
USD
Equivalent
IRS PLN145,211,787,244 $31,988,579,169
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN198,030,000,000 $43,793,037,879
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN343,241,787,244$75,781,617,048
ProductVolume
SEK
USD
Equivalent
IRS SEK338,329,743,777 $32,202,551,115
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,045,334,000,000 $195,160,530,248
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,383,663,743,777$227,363,081,363
ProductVolume
SGD
USD
Equivalent
IRS SGD432,000,000 $314,067,612
OIS SGD90,519,427,200 $65,711,953,768
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD90,951,427,200$66,026,021,380
ProductVolume
THB
USD
Equivalent
IRS THB172,980,000,000 $4,793,438,878
OIS THB536,426,676,000 $14,929,498,760
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB709,406,676,000$19,722,937,638
ProductVolume
TWD
USD
Equivalent
IRS TWD383,978,520,946 $12,357,471,443
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD383,978,520,946$12,357,471,443
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,722,173,301,444 $216,935,535,004
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,722,173,301,444$216,935,535,004
ProductUSD
Equivalent
IRS$4,012,166,202,088
OIS$9,859,719,938,218
Basis$317,735,136,712
Zeroes$269,313,500
FRAs$1,793,338,623,486
VNS$12,522,471,628
Inflation$164,272,012,483
Total$16,160,023,698,115
Show:
ProductUSD
Equivalent
IRS $119,092,079,042,174
OIS $295,102,031,264,442
Basis $22,519,343,258,461
Zeroes $188,866,909,372
FRAs $6,365,492,720,000
VNS $418,270,741,215
Inflation $2,196,251,227,832
Total$445,882,335,163,496
ProductVolume
EUR
USD
Equivalent
IRS €95,554,238,917,629 $100,633,186,651,566
OIS €150,880,193,594,305 $158,653,268,047,022
Basis €1,117,013,418,248 $1,184,465,806,391
Zeroes €297,348,301,643 $320,382,015,017
FRAs €67,855,554,456,122 $71,304,252,925,276
VNS €174,144,052,532 $182,007,770,949
Inflation €3,060,295,713,404 $3,228,745,955,477
Total€318,938,788,453,883$335,506,309,171,698
ProductVolume
GBP
USD
Equivalent
IRS £48,849,581,770 $63,752,360,509
OIS £83,718,410,462,957 $103,047,336,533,055
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £78,786,139,050 $96,406,173,406
Inflation £2,717,291,291,865 $3,368,701,551,445
Total£86,563,337,475,642$106,576,196,618,415
ProductVolume
JPY
USD
Equivalent
IRS ¥4,443,020,342,000 $34,874,517,024
OIS ¥765,968,065,845,416 $5,859,336,312,480
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥17,868,306,066 $124,370,474
Inflation ¥0 $0
Total¥770,428,954,493,482$5,894,335,199,978
ProductVolume
CHF
USD
Equivalent
IRS CHF209,380,000 $224,232,032
OIS CHF4,886,767,129,025 $5,072,332,570,605
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF510,493,000 $527,568,696
Inflation CHF0 $0
TotalCHF4,887,487,002,025$5,073,084,371,333
ProductVolume
AUD
USD
Equivalent
IRS $23,949,444,929,564 $16,664,429,864,585
OIS $36,542,494,840,334 $25,220,273,545,334
Basis $3,647,985,542,526 $2,533,943,828,528
Zeroes $4,769,270,501 $3,220,977,088
FRAs $0 $0
VNS $26,858,285,525 $18,859,576,375
Inflation $0 $0
Total$64,171,552,868,450$44,440,727,791,910
ProductVolume
CAD
USD
Equivalent
IRS $16,220,414,529,764 $12,538,314,560,959
OIS $13,240,547,920,864 $10,177,911,274,118
Basis $1,718,387,929,660 $1,321,730,048,318
Zeroes $27,583,812,177 $21,472,594,434
FRAs $0 $0
VNS $67,107,734,872 $51,409,721,177
Inflation $0 $0
Total$31,274,041,927,337$24,110,838,199,006
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL242,398,226,286 $46,630,781,814
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL242,398,226,286$46,630,781,814
ProductVolume
CLP
USD
Equivalent
IRS CLP39,919,923,625,144 $45,755,196,283
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP39,919,923,625,144$45,755,196,283
ProductVolume
CNY
USD
Equivalent
IRS CNY29,974,807,979,622 $4,480,760,135,681
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY29,974,807,979,622$4,480,760,135,681
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP71,007,613,514,608 $17,598,975,413
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP71,007,613,514,608$17,598,975,413
ProductVolume
CZK
USD
Equivalent
IRS CZK50,638,241,762,019 $2,172,311,889,737
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,570,000,000 $329,569,790
FRAs CZK82,134,788,164,670 $3,529,640,554,805
VNS CZK26,575,760,184 $1,170,892,127
Inflation CZK0 $0
TotalCZK132,807,175,686,873$5,703,452,906,459
ProductVolume
DKK
USD
Equivalent
IRS DKK1,530,762,235,804 $220,416,496,583
OIS DKK0 $0
Basis DKK2,040,000,000 $276,284,248
Zeroes DKK0 $0
FRAs DKK144,498,000,000 $20,340,144,575
VNS DKK4,213,457,181 $604,267,139
Inflation DKK0 $0
TotalDKK1,681,513,692,985$241,637,192,545
ProductVolume
HKD
USD
Equivalent
IRS HKD16,231,097,329,917 $2,071,529,209,815
OIS HKD0 $0
Basis HKD796,559,000,000 $101,634,899,968
Zeroes HKD2,000,000,000 $254,778,693
FRAs HKD0 $0
VNS HKD66,000,000 $8,408,603
Inflation HKD0 $0
TotalHKD17,029,722,329,917$2,173,427,297,079
ProductVolume
HUF
USD
Equivalent
IRS HUF227,640,186,147,222 $619,183,809,991
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF21,050,000,000 $59,503,724
FRAs HUF230,693,065,600,000 $614,172,593,122
VNS HUF858,710,525,848 $2,372,690,469
Inflation HUF0 $0
TotalHUF459,213,012,273,070$1,235,788,597,306
ProductVolume
ILS
USD
Equivalent
IRS ILS3,161,841,870,543 $946,599,284,095
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS2,300,000,000 $692,534,942
FRAs ILS1,213,592,594,000 $360,160,203,065
VNS ILS0 $0
Inflation ILS0 $0
TotalILS4,377,734,464,543$1,307,452,022,102
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR213,610,190,771,782 $2,735,735,750,967
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR213,610,190,771,782$2,735,735,750,967
ProductVolume
KRW
USD
Equivalent
IRS KRW5,357,295,947,387,919 $4,148,371,334,590
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,357,295,947,387,919$4,148,371,334,590
ProductVolume
MXN
USD
Equivalent
IRS MXN2,911,151,151,852 $144,368,709,936
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,911,151,151,852$144,368,709,936
ProductVolume
NOK
USD
Equivalent
IRS NOK11,706,271,899,098 $1,215,904,441,116
OIS NOK2,854,502,000,000 $283,300,902,278
Basis NOK82,250,000,000 $8,769,934,238
Zeroes NOK1,700,000,000 $187,146,588
FRAs NOK23,419,667,000,000 $2,472,104,468,781
VNS NOK31,470,921,058 $3,448,764,981
Inflation NOK0 $0
TotalNOK38,095,861,820,156$3,983,715,657,982
ProductVolume
NZD
USD
Equivalent
IRS NZD6,081,601,543,490 $3,868,052,220,112
OIS NZD5,282,343,062,580 $3,380,961,260,629
Basis NZD222,508,700,000 $144,630,729,885
Zeroes NZD95,800,000 $54,955,670
FRAs NZD0 $0
VNS NZD544,175,101 $359,607,483
Inflation NZD0 $0
TotalNZD11,587,093,281,171$7,394,058,773,779
ProductVolume
PLN
USD
Equivalent
IRS PLN10,002,256,649,312 $2,250,632,625,404
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,670,000,000 $356,091,990
FRAs PLN9,134,537,531,844 $2,050,513,566,461
VNS PLN3,838,633,640 $866,298,000
Inflation PLN0 $0
TotalPLN19,142,302,814,796$4,302,368,581,855
ProductVolume
SEK
USD
Equivalent
IRS SEK26,540,884,050,869 $2,633,108,814,962
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,260,000,000 $685,847,010
FRAs SEK43,628,700,000,000 $4,368,077,523,871
VNS SEK4,342,027,976 $439,261,097
Inflation SEK0 $0
TotalSEK70,180,186,078,845$7,002,311,446,940
ProductVolume
SGD
USD
Equivalent
IRS SGD142,327,704,652 $103,785,156,303
OIS SGD4,048,571,891,366 $2,932,049,644,287
Basis SGD1,621,400,000 $1,130,571,267
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD290,615,306 $210,854,766
Inflation SGD0 $0
TotalSGD4,192,811,611,324$3,037,176,226,623
ProductVolume
THB
USD
Equivalent
IRS THB21,895,164,703,095 $642,514,730,671
OIS THB16,316,187,091,238 $448,992,742,347
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB38,211,351,794,333$1,091,507,473,018
ProductVolume
TWD
USD
Equivalent
IRS TWD19,129,471,060,212 $643,610,232,296
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD19,129,471,060,212$643,610,232,296
ProductVolume
ZAR
USD
Equivalent
IRS ZAR113,617,078,952,964 $6,996,154,892,751
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR24,312,000,000 $1,377,375,800
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR113,641,390,952,964$6,997,532,268,551
ProductUSD
Equivalent
IRS$282,276,551,190,989
OIS$612,931,128,822,977
Basis$27,815,925,361,304
Zeroes$537,940,300,118
FRAs$91,084,754,699,956
VNS$777,086,966,957
Inflation$8,793,698,734,754
Total$1,024,217,086,077,055
Show:
ProductUSD
Equivalent
IRS $66,070,800,199,243
OIS $59,347,198,646,449
Basis $25,145,464,744,939
Zeroes $113,472,623,837
FRAs $1,080,046,626,655
VNS $1,777,913,703,795
Inflation $3,623,684,775,007
Total$157,158,581,319,925
ProductVolume
EUR
USD
Equivalent
IRS €57,281,047,580,829 $60,253,933,950,274
OIS €32,352,330,573,077 $34,031,416,529,820
Basis €994,219,904,152 $1,045,819,917,177
Zeroes €274,004,939,549 $288,225,795,911
FRAs €20,459,286,262,429 $21,521,123,219,449
VNS €1,163,103,714,605 $1,223,468,797,393
Inflation €3,695,754,664,914 $3,887,564,332,023
Total€116,219,747,639,555$122,251,552,542,047
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £29,344,311,328,161 $35,976,125,688,325
Basis £53,561,145 $65,665,964
Zeroes £0 $0
FRAs £0 $0
VNS £456,476,519,060 $559,640,212,368
Inflation £3,143,117,239,239 $3,853,461,735,307
Total£32,943,958,647,605$40,389,293,301,964
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥668,181,642,479,460 $4,939,797,009,422
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥229,198,418,489 $1,694,439,940
Inflation ¥0 $0
Total¥668,410,840,897,949$4,941,491,449,362
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF3,277,597,797,868 $3,499,276,995,535
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,364,989,250 $3,592,579,138
Inflation CHF0 $0
TotalCHF3,280,962,787,118$3,502,869,574,673
ProductVolume
AUD
USD
Equivalent
IRS $20,273,481,168,135 $13,824,486,808,551
OIS $8,246,114,523,826 $5,623,025,493,797
Basis $5,262,316,847,056 $3,588,373,858,008
Zeroes $6,183,553,884 $4,216,565,393
FRAs $0 $0
VNS $64,912,032,448 $44,263,514,926
Inflation $0 $0
Total$33,853,008,125,349$23,084,366,240,675
ProductVolume
CAD
USD
Equivalent
IRS $17,419,127,890,031 $12,972,242,992,278
OIS $4,053,406,628,266 $3,018,622,749,676
Basis $2,119,167,551,171 $1,578,170,651,751
Zeroes $18,286,868,900 $13,618,460,605
FRAs $0 $0
VNS $294,479,476,218 $219,302,558,995
Inflation $0 $0
Total$23,904,468,414,586$17,801,957,413,305
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL267,664,073,426 $51,497,628,410
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL267,664,073,426$51,497,628,410
ProductVolume
CLP
USD
Equivalent
IRS CLP35,520,713,968,608 $40,382,803,511
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP35,520,713,968,608$40,382,803,511
ProductVolume
CNY
USD
Equivalent
IRS CNY18,053,918,542,006 $2,562,857,077,842
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY18,053,918,542,006$2,562,857,077,842
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP79,778,968,173,402 $16,732,236,329
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP79,778,968,173,402$16,732,236,329
ProductVolume
CZK
USD
Equivalent
IRS CZK33,755,939,251,526 $1,456,221,360,692
OIS CZK0 $0
Basis CZK11,928,000,000 $514,570,436
Zeroes CZK5,000,000,000 $215,698,540
FRAs CZK21,953,216,551,470 $947,055,350,466
VNS CZK238,354,334,332 $10,282,536,370
Inflation CZK0 $0
TotalCZK55,964,438,137,328$2,414,289,516,504
ProductVolume
DKK
USD
Equivalent
IRS DKK4,976,712,757,678 $703,949,638,270
OIS DKK0 $0
Basis DKK11,320,000,000 $1,601,199,485
Zeroes DKK0 $0
FRAs DKK58,464,000,000 $8,269,657,836
VNS DKK15,030,485,623 $2,126,042,919
Inflation DKK0 $0
TotalDKK5,061,527,243,301$715,946,538,510
ProductVolume
HKD
USD
Equivalent
IRS HKD15,532,896,039,186 $1,996,413,557,039
OIS HKD0 $0
Basis HKD1,321,162,214,872 $169,806,464,304
Zeroes HKD2,000,000,000 $257,056,192
FRAs HKD0 $0
VNS HKD7,889,108,176 $1,013,972,055
Inflation HKD0 $0
TotalHKD16,863,947,362,234$2,167,491,049,590
ProductVolume
HUF
USD
Equivalent
IRS HUF159,360,676,628,595 $406,755,431,241
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF48,740,817,418 $124,407,053
FRAs HUF63,252,361,139,486 $161,446,612,656
VNS HUF2,781,094,692,198 $7,098,522,639
Inflation HUF0 $0
TotalHUF225,442,873,277,697$575,424,973,589
ProductVolume
ILS
USD
Equivalent
IRS ILS2,665,040,473,392 $785,776,764,180
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS1,000,000,000 $294,846,090
FRAs ILS506,799,895,040 $149,427,967,638
VNS ILS0 $0
Inflation ILS0 $0
TotalILS3,172,840,368,432$935,499,577,908
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR149,662,711,701,698 $1,844,727,125,622
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR149,662,711,701,698$1,844,727,125,622
ProductVolume
KRW
USD
Equivalent
IRS KRW4,222,208,218,305,760 $3,240,051,428,718
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,222,208,218,305,760$3,240,051,428,718
ProductVolume
MXN
USD
Equivalent
IRS MXN3,839,939,111,761 $200,374,095,589
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,839,939,111,761$200,374,095,589
ProductVolume
NOK
USD
Equivalent
IRS NOK15,010,774,637,772 $1,542,208,155,278
OIS NOK1,513,038,955,224 $155,449,740,091
Basis NOK213,677,476,056 $21,953,240,531
Zeroes NOK4,820,000,000 $495,207,175
FRAs NOK9,921,112,426,757 $1,019,295,863,351
VNS NOK141,447,041,914 $14,532,280,102
Inflation NOK0 $0
TotalNOK26,804,870,537,723$2,753,934,486,528
ProductVolume
NZD
USD
Equivalent
IRS NZD6,265,516,764,858 $3,994,893,489,274
OIS NZD907,262,875,214 $578,470,809,237
Basis NZD167,661,478,404 $106,900,958,630
Zeroes NZD195,800,000 $124,842,080
FRAs NZD0 $0
VNS NZD2,228,619,015 $1,420,967,484
Inflation NZD0 $0
TotalNZD7,342,865,537,491$4,681,811,066,705
ProductVolume
PLN
USD
Equivalent
IRS PLN6,350,436,986,086 $1,424,136,211,181
OIS PLN0 $0
Basis PLN457,000,000 $102,485,900
Zeroes PLN462,000,000 $103,607,190
FRAs PLN2,719,028,310,827 $609,763,813,917
VNS PLN14,849,894,155 $3,330,207,361
Inflation PLN0 $0
TotalPLN9,085,234,191,068$2,037,436,325,549
ProductVolume
SEK
USD
Equivalent
IRS SEK34,803,973,229,439 $3,374,619,863,328
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK9,208,000,000 $892,814,723
FRAs SEK13,684,383,042,563 $1,326,848,245,986
VNS SEK54,395,303,210 $5,274,210,202
Inflation SEK0 $0
TotalSEK48,551,959,575,212$4,707,635,134,239
ProductVolume
SGD
USD
Equivalent
IRS SGD359,116,731,818 $265,344,119,860
OIS SGD2,288,691,099,519 $1,691,067,754,928
Basis SGD3,206,017,296 $2,368,861,605
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD2,571,293,036 $1,899,876,634
Inflation SGD0 $0
TotalSGD2,653,585,141,669$1,960,680,613,027
ProductVolume
THB
USD
Equivalent
IRS THB9,424,846,192,020 $270,828,913,564
OIS THB7,717,702,594,482 $221,773,063,060
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB17,142,548,786,502$492,601,976,624
ProductVolume
TWD
USD
Equivalent
IRS TWD16,432,494,142,233 $536,886,795,251
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD16,432,494,142,233$536,886,795,251
ProductVolume
ZAR
USD
Equivalent
IRS ZAR56,507,502,983,722 $3,218,957,024,582
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR22,026,000,000 $1,254,713,864
FRAs ZAR0 $0
VNS ZAR5,850,000,000 $333,245,987
Inflation ZAR0 $0
TotalZAR56,535,378,983,722$3,220,544,984,433
ProductUSD
Equivalent
IRS$179,193,618,308,156
OIS$150,943,683,842,291
Basis$31,661,142,618,730
Zeroes$423,296,638,653
FRAs$26,823,277,357,954
VNS$3,877,187,668,308
Inflation$11,364,710,842,337
Total$404,286,917,276,429

Figures as of COB Dec 1, 2022.

Notional Outstanding by Product

As of COB Dec 1, 2022

Daily Notional by Tenor

As of COB Dec 1, 2022

Notional Outstanding by Currency

As of COB Dec 1, 2022. *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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