Volumes

  • Client Notional Cleared (USD)
    $709,955,170,201,113
    Client Notional Outstanding (USD)
    $43,816,748,504,448
    As of COB Apr 20, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,058,037,000,000,000
    Trades Compressed
    15,174,207
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50% of all OTC interest rate swaps and more than 95% of the overall cleared OTC interest rate swap market. We regularly clear in excess of $1 trillion notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

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

As of COB Apr 20, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, INR, COP, SEK, PLN, NOK, CLP

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$742,588,664,867
$2,564,598,221,834
$51,669,351,131,871
$20,803,230,665,956
EUR
€65,278,148,852
€419,072,852,407
€10,648,195,121,276
€8,650,087,169,343
GBP
£293,171,551,270
£580,591,685,885
£5,964,757,585,994
£3,632,780,941,342
JPY
¥1,233,113,014,882
¥4,140,026,369,882
¥109,436,609,200,847
¥119,044,119,196,953
CHF
CHF6,697,446,476
CHF21,530,333,220
CHF426,565,661,507
CHF325,824,058,784
AUD
$24,191,223,110
$143,149,371,651
$2,570,807,277,049
$1,889,973,121,993
CAD
$32,444,670,400
$300,052,302,961
$2,857,594,507,039
$1,405,927,934,959
Other*
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$30,945,267,165
$178,424,223,760
$3,125,889,529,836
$3,301,132,701,540
CLP
CLP0
CLP0
CLP0
CLP0
COP
COP0
COP0
COP0
COP0
CZK
CZK37,590,000,000
CZK203,665,792,855
CZK5,050,608,747,525
CZK3,250,725,261,529
DKK
DKK30,000,000
DKK2,073,000,000
DKK226,270,051,726
DKK825,420,134,087
HKD
HKD26,292,900,000
HKD253,996,166,780
HKD1,919,456,694,256
HKD2,505,102,768,601
HUF
HUF770,285,324,434
HUF2,250,611,142,051
HUF73,463,830,914,955
HUF29,594,796,493,191
INR
INR0
INR0
INR0
INR0
MXN
MXN165,650,000
MXN23,450,175,000
MXN234,559,637,720
MXN197,485,725,096
NOK
NOK33,772,811,364
NOK89,167,320,261
NOK2,682,833,915,683
NOK1,462,031,769,451
NZD
NZD1,041,732,000
NZD21,232,752,378
NZD450,410,462,861
NZD550,313,236,069
PLN
PLN1,854,991,883
PLN18,555,264,875
PLN794,055,986,255
PLN753,404,740,460
SEK
SEK108,367,550,000
SEK553,965,015,558
SEK7,828,576,650,211
SEK7,205,812,368,647
SGD
SGD2,790,773,638
SGD13,961,369,281
SGD290,960,551,947
SGD603,351,044,249
ZAR
ZAR25,911,297,315
ZAR198,320,712,244
ZAR2,533,288,829,195
ZAR5,356,717,688,288
Total in USD$1,327,193,700,625$4,489,045,075,658$81,970,402,197,515$43,816,748,504,448

Figures as of COB Apr 20, 2018. Weekly figures as of COB Apr 20, 2018. *Other: CLP, COP, CZK, DKK, HKD, HUF, INR, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $148,629,656,603
OIS $301,374,094,000
Basis $148,463,800,000
Zeroes $200,000,000
FRAs $142,468,240,000
VNS $426,474,264
Inflation $1,026,400,000
Total$742,588,664,867
ProductVolume
EUR
USD
Equivalent
IRS €49,160,752,511 $60,384,152,309
OIS €11,874,631,341 $14,585,609,676
Basis €620,000,000 $761,546,000
Zeroes €0 $0
FRAs €2,955,000,000 $3,629,626,500
VNS €6,395,000 $7,854,979
Inflation €661,370,000 $812,360,771
Total€65,278,148,852$80,181,150,235
ProductVolume
GBP
USD
Equivalent
IRS £26,606,430,336 $37,312,857,903
OIS £250,356,493,303 $351,099,946,208
Basis £5,252,200,000 $7,365,685,280
Zeroes £0 $0
FRAs £10,295,000,000 $14,437,708,000
VNS £269,902,631 $378,511,450
Inflation £391,525,000 $549,074,660
Total£293,171,551,270$411,143,783,501
ProductVolume
JPY
USD
Equivalent
IRS ¥1,179,113,014,882 $10,958,808,633
OIS ¥0 $0
Basis ¥54,000,000,000 $501,882,058
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,233,113,014,882$11,460,690,691
ProductVolume
CHF
USD
Equivalent
IRS CHF5,697,446,476 $5,843,834,531
OIS CHF1,000,000,000 $1,025,693,625
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,697,446,476$6,869,528,156
ProductVolume
AUD
USD
Equivalent
IRS $6,164,523,110 $4,726,956,321
OIS $18,026,700,000 $13,822,873,560
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$24,191,223,110$18,549,829,881
ProductVolume
CAD
USD
Equivalent
IRS $11,305,590,400 $8,869,912,443
OIS $21,108,300,000 $16,560,724,933
Basis $30,780,000 $24,148,753
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$32,444,670,400$25,454,786,129
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
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 CZK25,510,000,000 $1,235,590,429
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK12,080,000,000 $585,101,230
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK37,590,000,000$1,820,691,659
ProductVolume
DKK
USD
Equivalent
IRS DKK30,000,000 $4,947,148
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK30,000,000$4,947,148
ProductVolume
HKD
USD
Equivalent
IRS HKD25,547,900,000 $3,257,165,077
OIS HKD0 $0
Basis HKD745,000,000 $94,981,896
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD26,292,900,000$3,352,146,973
ProductVolume
HUF
USD
Equivalent
IRS HUF225,285,324,434 $890,596,634
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF545,000,000,000 $2,154,490,829
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF770,285,324,434$3,045,087,463
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN165,650,000 $8,925,589
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN165,650,000$8,925,589
ProductVolume
NOK
USD
Equivalent
IRS NOK27,622,811,364 $3,531,786,857
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK6,150,000,000 $786,324,349
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK33,772,811,364$4,318,111,206
ProductVolume
NZD
USD
Equivalent
IRS NZD1,041,732,000 $750,151,213
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,041,732,000$750,151,213
ProductVolume
PLN
USD
Equivalent
IRS PLN1,854,991,883 $545,987,309
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,854,991,883$545,987,309
ProductVolume
SEK
USD
Equivalent
IRS SEK40,507,550,000 $4,796,347,167
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK67,860,000,000 $8,035,048,251
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK108,367,550,000$12,831,395,418
ProductVolume
SGD
USD
Equivalent
IRS SGD2,790,773,638 $2,121,293,431
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,790,773,638$2,121,293,431
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,911,297,315 $2,146,529,756
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR25,911,297,315$2,146,529,756
ProductUSD
Equivalent
IRS$296,015,499,353
OIS$698,468,942,002
Basis$157,212,043,987
Zeroes$200,000,000
FRAs$172,096,539,159
VNS$812,840,693
Inflation$2,387,835,431
Total$1,327,193,700,625
Show:
ProductUSD
Equivalent
IRS $735,437,750,737
OIS $938,658,451,000
Basis $352,539,655,553
Zeroes $300,000,000
FRAs $531,333,060,000
VNS $1,770,622,544
Inflation $4,558,682,000
Total$2,564,598,221,834
ProductVolume
EUR
USD
Equivalent
IRS €229,869,469,587 $283,784,989,070
OIS €169,090,216,623 $209,014,930,496
Basis €1,205,000,000 $1,483,289,750
Zeroes €35,567,919 $44,038,419
FRAs €13,117,500,000 $16,206,765,250
VNS €484,839,758 $599,318,333
Inflation €5,270,258,520 $6,510,377,263
Total€419,072,852,407$517,643,708,581
ProductVolume
GBP
USD
Equivalent
IRS £104,027,396,726 $147,127,691,358
OIS £416,688,118,483 $587,233,445,927
Basis £14,526,380,000 $20,578,460,507
Zeroes £504,798,670 $721,533,694
FRAs £40,505,000,000 $57,311,742,700
VNS £818,595,206 $1,157,577,947
Inflation £3,521,396,800 $5,000,629,912
Total£580,591,685,885$819,131,082,045
ProductVolume
JPY
USD
Equivalent
IRS ¥3,501,126,369,882 $32,633,307,124
OIS ¥339,000,000,000 $3,167,266,885
Basis ¥299,900,000,000 $2,794,598,357
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,140,026,369,882$38,595,172,366
ProductVolume
CHF
USD
Equivalent
IRS CHF15,760,633,220 $16,256,048,916
OIS CHF1,500,000,000 $1,539,991,095
Basis CHF2,322,700,000 $2,402,457,006
Zeroes CHF0 $0
FRAs CHF1,947,000,000 $2,010,532,838
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF21,530,333,220$22,209,029,855
ProductVolume
AUD
USD
Equivalent
IRS $35,097,079,681 $27,178,456,367
OIS $106,496,830,000 $82,516,628,272
Basis $1,023,000,000 $794,362,000
Zeroes $0 $0
FRAs $0 $0
VNS $532,461,970 $414,503,793
Inflation $0 $0
Total$143,149,371,651$110,903,950,432
ProductVolume
CAD
USD
Equivalent
IRS $45,974,722,961 $36,350,845,398
OIS $254,046,800,000 $201,164,692,634
Basis $30,780,000 $24,148,753
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$300,052,302,961$237,539,686,785
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
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 CZK126,285,792,855 $6,158,779,391
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK77,380,000,000 $3,775,631,482
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK203,665,792,855$9,934,410,873
ProductVolume
DKK
USD
Equivalent
IRS DKK2,073,000,000 $343,984,963
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,073,000,000$343,984,963
ProductVolume
HKD
USD
Equivalent
IRS HKD253,251,166,780 $32,265,674,502
OIS HKD0 $0
Basis HKD745,000,000 $94,981,896
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD253,996,166,780$32,360,656,398
ProductVolume
HUF
USD
Equivalent
IRS HUF1,108,611,142,051 $4,410,882,417
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,142,000,000,000 $4,534,291,975
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,250,611,142,051$8,945,174,392
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN23,450,175,000 $1,301,769,155
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN23,450,175,000$1,301,769,155
ProductVolume
NOK
USD
Equivalent
IRS NOK62,566,728,301 $8,019,487,544
OIS NOK0 $0
Basis NOK1,600,000,000 $205,621,582
Zeroes NOK0 $0
FRAs NOK24,806,000,000 $3,188,513,888
VNS NOK194,591,960 $25,051,678
Inflation NOK0 $0
TotalNOK89,167,320,261$11,438,674,692
ProductVolume
NZD
USD
Equivalent
IRS NZD21,232,752,378 $15,539,482,926
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD21,232,752,378$15,539,482,926
ProductVolume
PLN
USD
Equivalent
IRS PLN14,305,264,875 $4,246,397,513
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,250,000,000 $1,260,147,586
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN18,555,264,875$5,506,545,099
ProductVolume
SEK
USD
Equivalent
IRS SEK255,849,015,558 $30,409,027,399
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK298,085,000,000 $35,423,248,833
VNS SEK31,000,000 $3,689,344
Inflation SEK0 $0
TotalSEK553,965,015,558$65,835,965,576
ProductVolume
SGD
USD
Equivalent
IRS SGD13,869,369,281 $10,574,356,363
OIS SGD0 $0
Basis SGD92,000,000 $70,215,676
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,961,369,281$10,644,572,039
ProductVolume
ZAR
USD
Equivalent
IRS ZAR198,320,712,244 $16,572,987,647
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR198,320,712,244$16,572,987,647
ProductUSD
Equivalent
IRS$1,408,611,918,790
OIS$2,023,295,406,309
Basis$380,987,791,080
Zeroes$1,065,572,113
FRAs$655,043,934,552
VNS$3,970,763,639
Inflation$16,069,689,175
Total$4,489,045,075,658
Show:
ProductUSD
Equivalent
IRS $12,437,255,735,478
OIS $26,066,011,416,716
Basis $2,850,879,656,032
Zeroes $4,144,633,138
FRAs $10,212,710,460,000
VNS $25,672,282,716
Inflation $72,676,947,791
Total$51,669,351,131,871
ProductVolume
EUR
USD
Equivalent
IRS €5,657,671,419,802 $6,954,769,606,421
OIS €4,253,690,815,405 $5,232,784,978,668
Basis €49,726,365,182 $61,009,020,141
Zeroes €3,054,850,035 $3,766,542,963
FRAs €571,854,844,592 $703,562,729,431
VNS €13,003,073,242 $15,989,562,506
Inflation €99,193,753,018 $122,030,190,147
Total€10,648,195,121,276$13,093,912,630,277
ProductVolume
GBP
USD
Equivalent
IRS £1,781,241,807,622 $2,487,577,599,224
OIS £3,364,660,409,413 $4,709,335,890,279
Basis £139,355,882,000 $195,460,075,132
Zeroes £6,765,373,200 $9,470,577,741
FRAs £596,659,412,564 $835,157,573,684
VNS £6,584,264,638 $9,228,997,286
Inflation £69,490,436,557 $97,166,248,163
Total£5,964,757,585,994$8,343,396,961,509
ProductVolume
JPY
USD
Equivalent
IRS ¥87,814,740,382,984 $812,660,304,605
OIS ¥12,207,209,800,000 $112,908,850,716
Basis ¥9,146,579,017,863 $84,014,642,757
Zeroes ¥0 $0
FRAs ¥268,080,000,000 $2,496,289,439
VNS ¥0 $0
Inflation ¥0 $0
Total¥109,436,609,200,847$1,012,080,087,517
ProductVolume
CHF
USD
Equivalent
IRS CHF305,372,549,507 $321,409,038,269
OIS CHF3,175,000,000 $3,285,248,094
Basis CHF14,792,712,000 $15,544,479,707
Zeroes CHF0 $0
FRAs CHF103,213,000,000 $109,739,891,990
VNS CHF12,400,000 $13,243,746
Inflation CHF0 $0
TotalCHF426,565,661,507$449,991,901,806
ProductVolume
AUD
USD
Equivalent
IRS $839,265,211,964 $657,387,003,491
OIS $1,706,569,480,000 $1,340,288,196,048
Basis $23,805,340,000 $18,651,351,137
Zeroes $0 $0
FRAs $0 $0
VNS $1,167,245,085 $910,093,202
Inflation $0 $0
Total$2,570,807,277,049$2,017,236,643,878
ProductVolume
CAD
USD
Equivalent
IRS $1,244,457,954,396 $983,302,633,319
OIS $1,601,274,880,000 $1,265,884,056,084
Basis $11,036,630,000 $8,698,406,957
Zeroes $14,522,466 $11,793,938
FRAs $0 $0
VNS $810,520,177 $646,420,523
Inflation $0 $0
Total$2,857,594,507,039$2,258,543,310,821
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
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 CZK3,697,768,677,365 $179,360,967,463
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,352,779,000,000 $65,615,163,878
VNS CZK61,070,160 $2,954,817
Inflation CZK0 $0
TotalCZK5,050,608,747,525$244,979,086,158
ProductVolume
DKK
USD
Equivalent
IRS DKK212,748,551,726 $35,144,076,554
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,500,000,000 $2,240,284,564
VNS DKK21,500,000 $3,532,408
Inflation DKK0 $0
TotalDKK226,270,051,726$37,387,893,526
ProductVolume
HKD
USD
Equivalent
IRS HKD1,863,664,694,256 $237,816,325,117
OIS HKD0 $0
Basis HKD55,729,000,000 $7,113,272,392
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD63,000,000 $8,026,654
Inflation HKD0 $0
TotalHKD1,919,456,694,256$244,937,624,163
ProductVolume
HUF
USD
Equivalent
IRS HUF55,623,500,914,955 $219,994,521,790
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF17,839,130,000,000 $70,492,301,686
VNS HUF1,200,000,000 $4,763,795
Inflation HUF0 $0
TotalHUF73,463,830,914,955$290,491,587,271
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN234,559,637,720 $12,611,416,383
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN234,559,637,720$12,611,416,383
ProductVolume
NOK
USD
Equivalent
IRS NOK1,108,133,690,269 $141,465,581,338
OIS NOK0 $0
Basis NOK58,005,000,000 $7,420,827,568
Zeroes NOK0 $0
FRAs NOK1,514,973,070,524 $193,600,220,102
VNS NOK1,722,154,890 $221,012,847
Inflation NOK0 $0
TotalNOK2,682,833,915,683$342,707,641,855
ProductVolume
NZD
USD
Equivalent
IRS NZD450,406,971,190 $327,784,908,557
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,491,671 $2,544,791
Inflation NZD0 $0
TotalNZD450,410,462,861$327,787,453,348
ProductVolume
PLN
USD
Equivalent
IRS PLN628,819,986,255 $185,312,299,605
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN165,236,000,000 $48,637,029,880
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN794,055,986,255$233,949,329,485
ProductVolume
SEK
USD
Equivalent
IRS SEK4,241,694,185,646 $518,360,026,314
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,585,851,000,000 $439,364,617,063
VNS SEK1,031,464,565 $127,599,419
Inflation SEK0 $0
TotalSEK7,828,576,650,211$957,852,242,796
ProductVolume
SGD
USD
Equivalent
IRS SGD290,293,551,947 $220,349,309,337
OIS SGD0 $0
Basis SGD542,000,000 $410,808,592
Zeroes SGD5,000,000 $3,773,727
FRAs SGD0 $0
VNS SGD120,000,000 $91,414,642
Inflation SGD0 $0
TotalSGD290,960,551,947$220,855,306,298
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,533,279,829,195 $212,329,192,497
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR9,000,000 $756,056
Inflation ZAR0 $0
TotalZAR2,533,288,829,195$212,329,948,553
ProductUSD
Equivalent
IRS$26,944,890,545,762
OIS$38,730,498,636,605
Basis$3,249,202,540,415
Zeroes$17,397,321,507
FRAs$12,683,616,561,717
VNS$52,923,205,408
Inflation$291,873,386,101
Total$81,970,402,197,515
Show:
ProductUSD
Equivalent
IRS $9,468,377,761,711
OIS $6,143,095,373,483
Basis $2,726,379,607,498
Zeroes $6,586,358,202
FRAs $2,198,919,066,858
VNS $186,783,234,782
Inflation $73,089,263,422
Total$20,803,230,665,956
ProductVolume
EUR
USD
Equivalent
IRS €4,790,362,294,910 $5,884,002,006,838
OIS €3,048,070,483,478 $3,743,944,974,856
Basis €124,550,156,828 $152,984,957,632
Zeroes €16,754,778,880 $20,579,894,898
FRAs €478,093,324,678 $587,242,030,702
VNS €100,542,696,675 $123,496,594,326
Inflation €91,713,433,895 $112,651,610,853
Total€8,650,087,169,344$10,624,902,070,105
ProductVolume
GBP
USD
Equivalent
IRS £1,253,047,468,199 $1,757,273,769,402
OIS £1,675,797,394,155 $2,350,138,265,562
Basis £188,494,323,000 $264,344,438,575
Zeroes £17,728,963,304 $24,863,098,137
FRAs £351,598,004,852 $493,081,042,004
VNS £45,988,046,185 $64,493,635,969
Inflation £100,126,741,648 $140,417,742,487
Total£3,632,780,941,343$5,094,611,992,136
ProductVolume
JPY
USD
Equivalent
IRS ¥90,115,890,473,383 $837,547,195,254
OIS ¥11,049,214,638,252 $102,692,640,348
Basis ¥17,706,221,000,000 $164,563,604,257
Zeroes ¥0 $0
FRAs ¥168,080,000,000 $1,562,154,375
VNS ¥4,713,085,318 $43,803,944
Inflation ¥0 $0
Total¥119,044,119,196,953$1,106,409,398,178
ProductVolume
CHF
USD
Equivalent
IRS CHF221,426,241,784 $227,115,484,676
OIS CHF3,775,800,000 $3,872,813,990
Basis CHF30,997,417,000 $31,793,853,018
Zeroes CHF0 $0
FRAs CHF69,047,000,000 $70,821,067,747
VNS CHF577,600,000 $592,440,638
Inflation CHF0 $0
TotalCHF325,824,058,784$334,195,660,069
ProductVolume
AUD
USD
Equivalent
IRS $747,714,995,187 $573,347,858,309
OIS $1,078,498,662,540 $826,992,774,436
Basis $61,466,770,000 $47,132,719,236
Zeroes $110,102,501 $84,426,598
FRAs $0 $0
VNS $2,182,591,765 $1,673,611,366
Inflation $0 $0
Total$1,889,973,121,993$1,449,231,389,945
ProductVolume
CAD
USD
Equivalent
IRS $846,439,409,664 $664,082,386,368
OIS $517,455,308,936 $405,974,665,727
Basis $36,677,841,646 $28,775,962,377
Zeroes $545,322,466 $427,838,119
FRAs $0 $0
VNS $4,810,052,247 $3,773,773,927
Inflation $0 $0
Total$1,405,927,934,959$1,103,034,626,518
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
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 CZK2,444,070,589,299 $118,379,859,987
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK805,666,662,180 $39,022,893,644
VNS CZK988,010,050 $47,854,793
Inflation CZK0 $0
TotalCZK3,250,725,261,529$157,450,608,424
ProductVolume
DKK
USD
Equivalent
IRS DKK809,921,475,629 $133,560,046,112
OIS DKK0 $0
Basis DKK5,050,000,000 $832,769,908
Zeroes DKK0 $0
FRAs DKK8,400,000,000 $1,385,201,431
VNS DKK2,048,658,458 $337,833,884
Inflation DKK0 $0
TotalDKK825,420,134,087$136,115,851,335
ProductVolume
HKD
USD
Equivalent
IRS HKD2,326,608,768,601 $296,625,117,115
OIS HKD0 $0
Basis HKD178,431,000,000 $22,748,610,332
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD63,000,000 $8,032,026
Inflation HKD0 $0
TotalHKD2,505,102,768,601$319,381,759,473
ProductVolume
HUF
USD
Equivalent
IRS HUF19,873,722,541,191 $78,564,684,303
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $182,242,252
FRAs HUF9,670,830,000,000 $38,230,668,880
VNS HUF4,143,952,000 $16,381,847
Inflation HUF0 $0
TotalHUF29,594,796,493,191$116,993,977,282
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN197,485,725,096 $10,640,967,999
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN197,485,725,096$10,640,967,999
ProductVolume
NOK
USD
Equivalent
IRS NOK828,331,387,371 $105,908,477,902
OIS NOK0 $0
Basis NOK44,222,540,000 $5,654,188,616
Zeroes NOK0 $0
FRAs NOK577,776,878,675 $73,873,175,302
VNS NOK11,700,963,405 $1,496,057,306
Inflation NOK0 $0
TotalNOK1,462,031,769,451$186,931,899,126
ProductVolume
NZD
USD
Equivalent
IRS NZD548,949,727,361 $395,298,698,673
OIS NZD0 $0
Basis NZD1,300,000,000 $936,130,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD63,508,707 $45,732,620
Inflation NZD0 $0
TotalNZD550,313,236,068$396,280,561,293
ProductVolume
PLN
USD
Equivalent
IRS PLN615,415,802,432 $181,137,837,360
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $7,358,352
FRAs PLN136,714,375,228 $40,239,698,375
VNS PLN1,249,562,800 $367,788,904
Inflation PLN0 $0
TotalPLN753,404,740,460$221,752,682,991
ProductVolume
SEK
USD
Equivalent
IRS SEK4,805,526,469,140 $569,004,377,377
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $30,763,331
FRAs SEK2,392,761,779,560 $283,317,953,888
VNS SEK7,264,308,237 $860,139,511
Inflation SEK0 $0
TotalSEK7,205,812,368,647$853,213,234,107
ProductVolume
SGD
USD
Equivalent
IRS SGD602,664,344,249 $458,090,866,714
OIS SGD0 $0
Basis SGD561,700,000 $426,953,481
Zeroes SGD5,000,000 $3,800,547
FRAs SGD0 $0
VNS SGD120,000,000 $91,213,135
Inflation SGD0 $0
TotalSGD603,351,044,249$458,612,833,877
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,356,717,688,288 $443,758,325,632
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,356,717,688,288$443,758,325,632
ProductUSD
Equivalent
IRS$22,202,715,721,732
OIS$13,576,711,508,402
Basis$3,446,573,794,930
Zeroes$52,765,780,436
FRAs$3,827,694,953,206
VNS$384,128,128,978
Inflation$326,158,616,762
Total$43,816,748,504,446

Figures as of COB Apr 20, 2018.

Notional Outstanding by Product

As of COB Apr 20, 2018

Daily Notional by Tenor
 

As of COB Apr 20, 2018

Notional Outstanding by Tenor
 

As of COB Apr 20, 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
$2,125,408,835,579
$10,581,026,118,958
$190,481,898,903,149
$132,164,594,872,721
EUR
€558,838,327,248
€2,920,815,258,529
€67,014,900,313,632
€83,441,993,559,585
GBP
£1,062,806,925,127
£2,469,082,947,933
£27,297,509,977,725
£30,145,729,808,526
JPY
¥4,937,307,659,528
¥18,020,162,389,528
¥491,048,266,873,634
¥1,254,401,816,310,750
CHF
CHF26,200,244,952
CHF88,846,870,440
CHF2,117,199,923,219
CHF3,569,874,380,029
AUD
$187,308,503,493
$1,041,288,394,404
$13,493,029,203,393
$22,504,327,269,163
CAD
$92,312,296,445
$1,095,415,064,406
$9,499,381,230,168
$13,136,287,101,403
Other*
Show All
Hide
$116,762,265,515
$716,573,648,663
$12,886,667,267,797
$23,056,217,603,812
CLP
CLP0
CLP0
CLP0
CLP0
COP
COP0
COP0
COP0
COP0
CZK
CZK250,938,000,000
CZK784,714,930,710
CZK17,922,787,175,041
CZK28,250,777,010,271
DKK
DKK1,960,000,000
DKK31,794,000,000
DKK785,985,150,396
DKK4,269,134,774,687
HKD
HKD155,583,900,000
HKD1,163,473,233,560
HKD8,577,521,367,991
HKD14,991,981,195,292
HUF
HUF1,925,312,648,868
HUF6,815,981,884,102
HUF232,753,628,862,674
HUF254,805,931,545,742
INR
INR0
INR0
INR0
INR0
MXN
MXN331,300,000
MXN84,226,150,000
MXN645,906,022,046
MXN970,132,245,205
NOK
NOK75,967,622,728
NOK511,206,760,522
NOK10,605,337,944,076
NOK17,589,707,969,567
NZD
NZD5,038,264,000
NZD101,901,514,756
NZD2,053,082,075,722
NZD5,563,633,195,711
PLN
PLN8,951,983,766
PLN72,822,669,750
PLN2,435,198,611,445
PLN4,759,959,416,120
SEK
SEK356,150,142,000
SEK1,695,967,438,230
SEK30,889,684,896,881
SEK48,957,280,171,180
SGD
SGD9,281,347,276
SGD77,378,338,562
SGD1,912,983,857,002
SGD3,090,737,722,039
ZAR
ZAR140,252,994,630
ZAR845,704,284,488
ZAR12,297,212,678,292
ZAR26,682,582,035,790
Total in USD$4,707,886,648,767$20,328,276,014,303$348,784,104,806,194$342,871,654,987,900

Figures as of COB Apr 20, 2018. Weekly figures as of COB Apr 20, 2018. *Other: CLP, COP, CZK, DKK, HKD, HUF, INR, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $527,646,768,702
OIS $641,220,988,000
Basis $510,532,800,000
Zeroes $400,000,000
FRAs $439,136,480,000
VNS $1,251,998,877
Inflation $5,219,800,000
Total$2,125,408,835,579
ProductVolume
EUR
USD
Equivalent
IRS €346,915,225,022 $426,115,970,895
OIS €169,060,562,682 $207,657,089,143
Basis €1,272,000,000 $1,562,397,600
Zeroes €0 $0
FRAs €35,880,000,000 $44,071,404,000
VNS €134,919,544 $165,721,676
Inflation €5,575,620,000 $6,848,534,046
Total€558,838,327,248$686,421,117,360
ProductVolume
GBP
USD
Equivalent
IRS £113,574,364,211 $159,276,688,370
OIS £843,146,335,972 $1,182,428,421,567
Basis £19,842,293,108 $27,826,831,855
Zeroes £415,790,790 $583,105,004
FRAs £82,672,000,000 $115,939,212,800
VNS £820,664,976 $1,150,900,563
Inflation £2,335,476,070 $3,275,271,641
Total£1,062,806,925,127$1,490,480,431,800
ProductVolume
JPY
USD
Equivalent
IRS ¥4,090,307,659,528 $38,015,778,238
OIS ¥600,000,000,000 $5,576,467,308
Basis ¥247,000,000,000 $2,295,645,708
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,937,307,659,528$45,887,891,254
ProductVolume
CHF
USD
Equivalent
IRS CHF14,900,244,952 $15,283,086,263
OIS CHF5,000,000,000 $5,128,468,127
Basis CHF6,300,000,000 $6,461,869,839
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF26,200,244,952$26,873,424,229
ProductVolume
AUD
USD
Equivalent
IRS $34,455,803,493 $26,420,710,118
OIS $147,266,200,000 $112,923,722,160
Basis $5,586,500,000 $4,283,728,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$187,308,503,493$143,628,160,478
ProductVolume
CAD
USD
Equivalent
IRS $33,502,380,800 $26,284,623,254
OIS $57,090,600,000 $44,790,993,253
Basis $1,061,560,000 $832,857,367
Zeroes $7,344,000 $5,761,808
FRAs $0 $0
VNS $650,411,645 $510,286,870
Inflation $0 $0
Total$92,312,296,445$72,424,522,552
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
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 CZK62,778,000,000 $3,040,685,847
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK188,160,000,000 $9,113,629,759
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK250,938,000,000$12,154,315,606
ProductVolume
DKK
USD
Equivalent
IRS DKK1,960,000,000 $323,213,667
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,960,000,000$323,213,667
ProductVolume
HKD
USD
Equivalent
IRS HKD150,467,900,000 $19,183,525,422
OIS HKD0 $0
Basis HKD5,116,000,000 $652,251,517
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD155,583,900,000$19,835,776,939
ProductVolume
HUF
USD
Equivalent
IRS HUF775,312,648,868 $3,064,961,452
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,090,000,000,000 $4,308,981,657
VNS HUF60,000,000,000 $237,191,651
Inflation HUF0 $0
TotalHUF1,925,312,648,868$7,611,134,760
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN331,300,000 $17,851,177
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN331,300,000$17,851,177
ProductVolume
NOK
USD
Equivalent
IRS NOK59,667,622,728 $7,628,960,099
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK16,300,000,000 $2,084,079,169
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK75,967,622,728$9,713,039,268
ProductVolume
NZD
USD
Equivalent
IRS NZD5,038,264,000 $3,628,053,906
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD5,038,264,000$3,628,053,906
ProductVolume
PLN
USD
Equivalent
IRS PLN4,951,983,766 $1,457,537,532
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,000,000,000 $1,177,336,277
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN8,951,983,766$2,634,873,809
ProductVolume
SEK
USD
Equivalent
IRS SEK108,430,142,000 $12,838,806,702
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK247,720,000,000 $29,331,596,708
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK356,150,142,000$42,170,403,410
ProductVolume
SGD
USD
Equivalent
IRS SGD9,281,347,276 $7,054,839,827
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD9,281,347,276$7,054,839,827
ProductVolume
ZAR
USD
Equivalent
IRS ZAR140,252,994,630 $11,618,763,146
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR140,252,994,630$11,618,763,146
ProductUSD
Equivalent
IRS$1,288,900,824,617
OIS$2,199,726,149,558
Basis$554,448,382,086
Zeroes$988,866,812
FRAs$645,162,720,370
VNS$3,316,099,637
Inflation$15,343,605,687
Total$4,707,886,648,767
Show:
ProductUSD
Equivalent
IRS $2,629,960,457,470
OIS $2,581,457,602,000
Basis $1,358,950,611,106
Zeroes $1,038,400,000
FRAs $3,984,464,120,000
VNS $6,057,097,182
Inflation $19,097,831,200
Total$10,581,026,118,958
ProductVolume
EUR
USD
Equivalent
IRS €1,593,770,720,936 $1,967,543,135,176
OIS €886,170,133,247 $1,094,286,256,623
Basis €2,442,000,000 $3,005,885,100
Zeroes €71,135,838 $88,076,838
FRAs €410,408,000,000 $507,200,059,400
VNS €1,460,651,468 $1,804,269,967
Inflation €26,492,617,040 $32,715,493,595
Total€2,920,815,258,529$3,606,643,176,699
ProductVolume
GBP
USD
Equivalent
IRS £461,812,686,664 $653,583,999,915
OIS £1,505,728,166,332 $2,123,704,523,055
Basis £97,620,510,692 $138,435,479,910
Zeroes £1,425,861,730 $2,026,849,048
FRAs £381,302,000,000 $541,287,927,300
VNS £5,213,252,469 $7,389,818,809
Inflation £15,980,470,046 $22,717,733,631
Total£2,469,082,947,933$3,489,146,331,668
ProductVolume
JPY
USD
Equivalent
IRS ¥15,348,362,389,528 $143,120,295,440
OIS ¥1,869,300,000,000 $17,429,511,587
Basis ¥802,500,000,000 $7,475,103,014
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥18,020,162,389,528$168,024,910,041
ProductVolume
CHF
USD
Equivalent
IRS CHF50,698,430,440 $52,322,392,140
OIS CHF15,223,040,000 $15,649,822,512
Basis CHF11,031,400,000 $11,355,713,049
Zeroes CHF0 $0
FRAs CHF11,894,000,000 $12,301,781,957
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF88,846,870,440$91,629,709,658
ProductVolume
AUD
USD
Equivalent
IRS $447,613,790,465 $347,687,957,389
OIS $550,693,860,000 $426,244,627,774
Basis $41,915,820,000 $32,468,321,862
Zeroes $0 $0
FRAs $0 $0
VNS $1,064,923,939 $829,007,586
Inflation $0 $0
Total$1,041,288,394,404$807,229,914,611
ProductVolume
CAD
USD
Equivalent
IRS $254,518,017,922 $201,833,270,429
OIS $831,435,600,000 $658,692,433,393
Basis $8,179,560,000 $6,463,534,384
Zeroes $32,240,000 $25,562,584
FRAs $0 $0
VNS $1,249,646,484 $987,403,215
Inflation $0 $0
Total$1,095,415,064,406$868,002,204,005
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
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 CZK374,754,930,710 $18,285,828,119
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK409,960,000,000 $19,958,314,667
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK784,714,930,710$38,244,142,786
ProductVolume
DKK
USD
Equivalent
IRS DKK31,794,000,000 $5,276,629,522
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK31,794,000,000$5,276,629,522
ProductVolume
HKD
USD
Equivalent
IRS HKD1,153,211,233,560 $146,929,393,873
OIS HKD0 $0
Basis HKD10,262,000,000 $1,307,833,368
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,163,473,233,560$148,237,227,241
ProductVolume
HUF
USD
Equivalent
IRS HUF3,729,981,884,102 $14,838,395,505
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,026,000,000,000 $12,021,135,950
VNS HUF60,000,000,000 $237,191,651
Inflation HUF0 $0
TotalHUF6,815,981,884,102$27,096,723,106
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN84,226,150,000 $4,677,421,783
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN84,226,150,000$4,677,421,783
ProductVolume
NOK
USD
Equivalent
IRS NOK171,003,576,602 $21,929,410,671
OIS NOK0 $0
Basis NOK3,200,000,000 $411,243,163
Zeroes NOK0 $0
FRAs NOK336,614,000,000 $43,341,235,782
VNS NOK389,183,920 $50,103,355
Inflation NOK0 $0
TotalNOK511,206,760,522$65,731,992,971
ProductVolume
NZD
USD
Equivalent
IRS NZD99,307,514,756 $72,668,643,344
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD101,901,514,756$74,552,535,844
ProductVolume
PLN
USD
Equivalent
IRS PLN56,322,669,750 $16,717,258,857
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN16,500,000,000 $4,886,215,102
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN72,822,669,750$21,603,473,959
ProductVolume
SEK
USD
Equivalent
IRS SEK697,535,438,230 $82,906,586,583
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK998,370,000,000 $118,621,931,962
VNS SEK62,000,000 $7,378,689
Inflation SEK0 $0
TotalSEK1,695,967,438,230$201,535,897,234
ProductVolume
SGD
USD
Equivalent
IRS SGD77,194,338,562 $58,861,416,116
OIS SGD0 $0
Basis SGD184,000,000 $140,431,351
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD77,378,338,562$59,001,847,467
ProductVolume
ZAR
USD
Equivalent
IRS ZAR845,704,284,488 $70,615,756,750
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR845,704,284,488$70,615,756,750
ProductUSD
Equivalent
IRS$6,509,758,249,082
OIS$6,917,464,776,944
Basis$1,561,898,048,807
Zeroes$3,178,888,470
FRAs$5,244,082,722,120
VNS$17,362,270,454
Inflation$74,531,058,426
Total$20,328,276,014,303
Show:
ProductUSD
Equivalent
IRS $41,755,368,792,192
OIS $67,216,815,991,066
Basis $10,613,623,238,406
Zeroes $11,365,469,077
FRAs $70,511,765,032,162
VNS $112,501,914,542
Inflation $260,458,465,704
Total$190,481,898,903,149
ProductVolume
EUR
USD
Equivalent
IRS €29,510,801,397,492 $36,289,733,703,750
OIS €16,957,483,205,371 $20,868,676,890,416
Basis €135,843,130,364 $166,834,733,052
Zeroes €6,213,585,270 $7,661,154,210
FRAs €19,848,859,778,368 $24,374,120,599,143
VNS €38,793,210,931 $47,712,301,380
Inflation €516,906,005,836 $635,760,707,895
Total€67,014,900,313,632$82,390,500,089,846
ProductVolume
GBP
USD
Equivalent
IRS £6,490,021,394,677 $9,070,501,342,669
OIS £11,483,498,119,055 $16,080,848,860,741
Basis £1,129,395,403,354 $1,582,638,187,981
Zeroes £19,927,377,405 $27,905,790,962
FRAs £7,820,698,425,128 $10,908,338,937,478
VNS £25,201,704,932 $35,378,503,453
Inflation £328,767,553,174 $459,390,225,245
Total£27,297,509,977,725$38,165,001,848,529
ProductVolume
JPY
USD
Equivalent
IRS ¥419,610,965,589,284 $3,879,237,310,904
OIS ¥41,626,603,600,000 $385,245,009,669
Basis ¥28,209,748,035,726 $259,057,880,325
Zeroes ¥0 $0
FRAs ¥1,600,320,000,000 $14,898,543,479
VNS ¥629,648,624 $5,718,620
Inflation ¥0 $0
Total¥491,048,266,873,634$4,538,444,462,997
ProductVolume
CHF
USD
Equivalent
IRS CHF946,429,859,219 $996,306,775,808
OIS CHF74,235,040,000 $78,124,783,444
Basis CHF79,620,224,000 $83,683,412,328
Zeroes CHF0 $0
FRAs CHF1,016,890,000,000 $1,075,668,652,511
VNS CHF24,800,000 $26,487,492
Inflation CHF0 $0
TotalCHF2,117,199,923,219$2,233,810,111,583
ProductVolume
AUD
USD
Equivalent
IRS $5,538,678,000,342 $4,333,942,021,599
OIS $7,507,984,960,000 $5,891,313,753,005
Basis $443,542,300,000 $347,625,011,662
Zeroes $0 $0
FRAs $0 $0
VNS $2,823,943,051 $2,197,247,622
Inflation $0 $0
Total$13,493,029,203,393$10,575,078,033,888
ProductVolume
CAD
USD
Equivalent
IRS $4,863,714,471,909 $3,847,749,575,168
OIS $4,520,867,090,000 $3,574,244,039,590
Basis $99,586,060,000 $78,615,859,667
Zeroes $1,296,785,379 $1,026,588,103
FRAs $0 $0
VNS $13,916,822,880 $11,068,025,877
Inflation $0 $0
Total$9,499,381,230,168$7,512,704,088,405
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
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 CZK9,865,674,884,401 $478,379,482,217
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK8,056,868,010,000 $390,423,842,951
VNS CZK244,280,640 $11,819,268
Inflation CZK0 $0
TotalCZK17,922,787,175,041$868,815,144,436
ProductVolume
DKK
USD
Equivalent
IRS DKK676,142,150,396 $111,764,277,011
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK109,000,000,000 $18,048,813,259
VNS DKK843,000,000 $140,500,450
Inflation DKK0 $0
TotalDKK785,985,150,396$129,953,590,720
ProductVolume
HKD
USD
Equivalent
IRS HKD8,355,947,767,991 $1,066,339,824,965
OIS HKD0 $0
Basis HKD221,447,600,000 $28,268,273,151
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD126,000,000 $16,053,307
Inflation HKD0 $0
TotalHKD8,577,521,367,991$1,094,624,151,423
ProductVolume
HUF
USD
Equivalent
IRS HUF154,350,488,862,674 $610,440,144,190
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF78,298,340,000,000 $308,928,848,845
VNS HUF104,800,000,000 $414,675,222
Inflation HUF0 $0
TotalHUF232,753,628,862,674$919,783,668,257
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN645,906,022,046 $34,739,331,922
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN645,906,022,046$34,739,331,922
ProductVolume
NOK
USD
Equivalent
IRS NOK3,054,845,493,248 $390,195,632,421
OIS NOK0 $0
Basis NOK126,740,000,000 $16,217,524,782
Zeroes NOK0 $0
FRAs NOK7,420,308,141,048 $948,479,925,970
VNS NOK3,444,309,780 $442,025,694
Inflation NOK0 $0
TotalNOK10,605,337,944,076$1,355,335,108,867
ProductVolume
NZD
USD
Equivalent
IRS NZD2,050,481,092,379 $1,492,186,991,535
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD6,983,343 $5,089,581
Inflation NZD0 $0
TotalNZD2,053,082,075,722$1,494,075,973,616
ProductVolume
PLN
USD
Equivalent
IRS PLN1,747,704,611,445 $514,744,745,389
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN687,494,000,000 $201,917,223,414
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,435,198,611,445$716,661,968,803
ProductVolume
SEK
USD
Equivalent
IRS SEK12,852,083,417,751 $1,574,355,677,883
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK18,035,490,000,000 $2,216,050,520,718
VNS SEK2,111,479,130 $261,094,884
Inflation SEK0 $0
TotalSEK30,889,684,896,881$3,790,667,293,485
ProductVolume
SGD
USD
Equivalent
IRS SGD1,911,649,857,002 $1,449,783,118,530
OIS SGD0 $0
Basis SGD1,084,000,000 $821,617,184
Zeroes SGD10,000,000 $7,547,455
FRAs SGD0 $0
VNS SGD240,000,000 $182,829,283
Inflation SGD0 $0
TotalSGD1,912,983,857,002$1,450,795,112,452
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,297,194,678,292 $1,031,214,411,704
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR18,000,000 $1,512,112
Inflation ZAR0 $0
TotalZAR12,297,212,678,292$1,031,215,923,816
ProductUSD
Equivalent
IRS$108,926,983,159,857
OIS$114,095,269,327,931
Basis$13,179,269,631,038
Zeroes$47,966,549,807
FRAs$110,968,640,939,930
VNS$210,365,798,787
Inflation$1,355,609,398,844
Total$348,784,104,806,194
Show:
ProductUSD
Equivalent
IRS $44,862,281,911,449
OIS $25,867,214,585,033
Basis $21,877,382,837,656
Zeroes $97,419,975,027
FRAs $37,773,233,849,503
VNS $906,530,945,525
Inflation $780,530,768,528
Total$132,164,594,872,721
ProductVolume
EUR
USD
Equivalent
IRS €43,790,296,594,555 $53,787,621,307,091
OIS €17,639,568,039,952 $21,666,681,423,473
Basis €1,189,256,477,256 $1,460,763,731,014
Zeroes €312,633,535,628 $384,007,771,812
FRAs €18,432,623,732,733 $22,640,791,730,916
VNS €523,054,980,362 $642,468,432,378
Inflation €1,554,560,199,099 $1,909,466,292,553
Total€83,441,993,559,585$102,491,800,689,237
ProductVolume
GBP
USD
Equivalent
IRS £9,303,622,902,098 $13,047,400,757,902
OIS £8,402,328,890,773 $11,783,426,036,421
Basis £4,562,128,896,734 $6,397,929,564,779
Zeroes £262,547,447,376 $368,196,540,201
FRAs £6,274,465,525,093 $8,799,310,452,390
VNS £196,318,196,272 $275,316,638,452
Inflation £1,144,317,950,179 $1,604,791,493,332
Total£30,145,729,808,525$42,276,371,483,477
ProductVolume
JPY
USD
Equivalent
IRS ¥983,705,090,128,652 $9,142,665,459,628
OIS ¥67,634,521,183,285 $628,602,827,114
Basis ¥201,516,312,795,550 $1,872,915,217,209
Zeroes ¥800,000,000,000 $7,435,289,744
FRAs ¥680,160,000,000 $6,321,483,340
VNS ¥65,732,203,260 $610,922,471
Inflation ¥0 $0
Total¥1,254,401,816,310,747$11,658,551,199,506
ProductVolume
CHF
USD
Equivalent
IRS CHF1,835,323,912,191 $1,882,480,037,120
OIS CHF73,741,600,921 $75,636,289,985
Basis CHF533,857,486,000 $547,574,220,216
Zeroes CHF6,647,980,159 $6,818,790,870
FRAs CHF1,118,673,164,010 $1,147,415,933,135
VNS CHF1,630,236,748 $1,672,123,440
Inflation CHF0 $0
TotalCHF3,569,874,380,029$3,661,597,394,766
ProductVolume
AUD
USD
Equivalent
IRS $12,394,398,106,044 $9,504,024,467,714
OIS $7,561,096,693,109 $5,797,848,944,276
Basis $2,527,632,144,102 $1,938,188,328,098
Zeroes $2,688,041,539 $2,061,190,252
FRAs $0 $0
VNS $18,512,284,369 $14,195,219,654
Inflation $0 $0
Total$22,504,327,269,163$17,256,318,149,994
ProductVolume
CAD
USD
Equivalent
IRS $9,783,265,162,062 $7,675,557,164,649
OIS $2,645,066,556,901 $2,075,213,052,645
Basis $547,767,975,269 $429,756,767,040
Zeroes $11,831,853,312 $9,282,797,201
FRAs $0 $0
VNS $148,355,553,860 $116,393,812,851
Inflation $0 $0
Total$13,136,287,101,404$10,306,203,594,386
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
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 CZK19,964,062,156,703 $966,969,977,560
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,544,609,125
FRAs CZK8,252,848,833,468 $399,731,126,294
VNS CZK1,976,020,100 $95,709,585
Inflation CZK0 $0
TotalCZK28,250,777,010,271$1,368,341,422,564
ProductVolume
DKK
USD
Equivalent
IRS DKK3,932,457,948,601 $648,481,711,812
OIS DKK0 $0
Basis DKK10,100,000,000 $1,665,539,816
Zeroes DKK15,500,000,000 $2,556,026,451
FRAs DKK305,808,000,000 $50,429,247,539
VNS DKK5,268,826,085 $868,855,409
Inflation DKK0 $0
TotalDKK4,269,134,774,686$704,001,381,027
ProductVolume
HKD
USD
Equivalent
IRS HKD14,369,997,595,292 $1,832,066,601,470
OIS HKD0 $0
Basis HKD621,857,600,000 $79,282,166,352
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD126,000,000 $16,064,052
Inflation HKD0 $0
TotalHKD14,991,981,195,292$1,911,364,831,874
ProductVolume
HUF
USD
Equivalent
IRS HUF192,545,887,852,111 $761,171,283,413
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF194,400,000,000 $768,500,949
FRAs HUF61,780,755,789,631 $244,231,324,279
VNS HUF284,887,904,000 $1,126,217,204
Inflation HUF0 $0
TotalHUF254,805,931,545,742$1,007,297,325,845
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN970,132,245,205 $52,272,872,741
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN970,132,245,205$52,272,872,741
ProductVolume
NOK
USD
Equivalent
IRS NOK8,493,420,372,764 $1,085,948,495,469
OIS NOK0 $0
Basis NOK176,818,880,000 $22,607,640,771
Zeroes NOK2,770,764,490 $354,263,347
FRAs NOK8,892,082,279,491 $1,136,920,457,154
VNS NOK24,615,672,822 $3,147,301,286
Inflation NOK0 $0
TotalNOK17,589,707,969,567$2,248,978,158,027
ProductVolume
NZD
USD
Equivalent
IRS NZD5,542,363,630,593 $3,991,056,050,390
OIS NZD0 $0
Basis NZD20,872,000,000 $15,029,927,200
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD397,565,119 $286,286,642
Inflation NZD0 $0
TotalNZD5,563,633,195,712$4,006,372,264,232
ProductVolume
PLN
USD
Equivalent
IRS PLN3,846,358,031,322 $1,132,114,210,838
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,290,000,000 $968,359,088
FRAs PLN905,924,659,198 $266,644,491,302
VNS PLN4,386,725,600 $1,291,162,796
Inflation PLN0 $0
TotalPLN4,759,959,416,120$1,401,018,224,024
ProductVolume
SEK
USD
Equivalent
IRS SEK27,576,579,845,425 $3,265,239,458,342
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK65,837,393,405 $7,795,558,985
FRAs SEK21,281,827,047,084 $2,519,901,373,167
VNS SEK33,035,885,266 $3,911,655,351
Inflation SEK0 $0
TotalSEK48,957,280,171,180$5,796,848,045,845
ProductVolume
SGD
USD
Equivalent
IRS SGD3,087,876,322,039 $2,347,123,990,604
OIS SGD0 $0
Basis SGD2,611,400,000 $1,984,949,833
Zeroes SGD10,000,000 $7,601,095
FRAs SGD0 $0
VNS SGD240,000,000 $182,426,269
Inflation SGD0 $0
TotalSGD3,090,737,722,039$2,349,298,967,801
ProductVolume
ZAR
USD
Equivalent
IRS ZAR26,682,582,035,790 $2,210,424,109,830
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR26,682,582,035,790$2,210,424,109,830
ProductUSD
Equivalent
IRS$158,194,899,868,022
OIS$67,894,623,158,947
Basis$34,645,080,889,984
Zeroes$889,217,274,147
FRAs$74,984,931,469,019
VNS$1,968,113,773,365
Inflation$4,294,788,554,413
Total$342,871,654,987,897

Figures as of COB Apr 20, 2018.

Notional Outstanding by Product

As of COB Apr 20, 2018

Daily Notional by Tenor

As of COB Apr 20, 2018

Notional Outstanding by Currency

As of COB Apr 20, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, INR, COP, SEK, PLN, NOK, CLP

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

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.
  • 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.
  • "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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