RFR Volumes

SwapClear RFR Statistics

Monthly Registration Volume (USD BN)

Month	Tenor Bucket	€STR	SARON	SOFR	SORA
Oct 2020	<1 Yr	96.58	61.48	117.53
	1-2 Yrs	10.55	1.31	172.84	0.05
	2+ Yrs	37.79	3.33	337.64	1.14
	Total	144.92	66.12	628.01	1.19
Sep 2020	<1 Yr	41.56	89.48	64.17	0.03
	1-2 Yrs	3.29		150.43	0.01
	2+ Yrs	23.63	5.95	167.04	0.33
	Total	68.48	95.43	381.64	0.38
Aug 2020	<1 Yr	41.38	83.51	63.37	0.16
	1-2 Yrs	6.04	0.88	7.42
	2+ Yrs	17.68	7.22	45.13	0.02
	Total	65.11	91.60	115.92	0.18
Jul 2020	<1 Yr	51.75	93.71	56.90	0.03
	1-2 Yrs	6.17		11.69	0.01
	2+ Yrs	18.04	5.08	84.22
	Total	75.96	98.79	152.80	0.04
Jun 2020	<1 Yr	54.10	91.86	121.32	0.17
	1-2 Yrs	4.73	1.07	21.40	0.01
	2+ Yrs	13.03	8.30	65.56	0.01
	Total	71.87	101.23	208.28	0.19
May 2020	<1 Yr	6.64	69.57	179.27	0.15
	1-2 Yrs	0.14	1.33	34.67	0.28
	2+ Yrs	2.68	7.11	43.79
	Total	9.45	78.01	257.73	0.43
Apr 2020	<1 Yr	33.16	89.01	127.59
	1-2 Yrs	3.40	1.96	39.04
	2+ Yrs	6.30	6.25	40.72
	Total	42.87	97.22	207.36
Mar 2020	<1 Yr	32.46	103.01	85.99
	1-2 Yrs	5.50	6.96	52.73
	2+ Yrs	12.61	6.18	87.75
	Total	50.57	116.14	226.46
Feb 2020	<1 Yr	188.21	124.25	165.02
	1-2 Yrs	1.67	0.72	35.50
	2+ Yrs	8.22	5.09	97.15
	Total	198.10	130.06	297.67
Jan 2020	<1 Yr	179.98	78.32	95.79
	1-2 Yrs	2.97	4.12	64.72
	2+ Yrs	8.81	8.34	48.56
	Total	191.76	90.78	209.06
Dec 2019	<1 Yr	93.20	45.49	134.84
	1-2 Yrs		0.70	36.54
	2+ Yrs	3.05	4.41	20.63
	Total	96.25	50.60	192.01
Nov 2019	<1 Yr	43.63	65.20	202.50
	1-2 Yrs	1.92	2.92	26.91
	2+ Yrs	1.09	3.54	14.63
	Total	46.64	71.65	244.04

Notional amounts outstanding at month end (USD BN)

Month	Tenor Bucket	€STR	SARON	SOFR	SORA
Oct 2020	<1 Yr	230.16	249.89	674.84	0.89
	1-2 Yrs	19.36	21.45	594.93
	2+ Yrs	110.81	74.25	847.85	1.43
	Total	360.33	345.59	2117.62	2.32
Sep 2020	<1 Yr	187.17	290.33	612.38	0.84
	1-2 Yrs	15.24	20.11	327.68	0.01
	2+ Yrs	83.01	72.13	512.29	0.36
	Total	285.42	382.57	1452.35	1.22
Aug 2020	<1 Yr	200.05	320.42	625.51	0.83
	1-2 Yrs	12.66	20.15	199.54
	2+ Yrs	68.07	69.78	397.47	0.03
	Total	280.77	410.34	1222.52	0.86
Jul 2020	<1 Yr	175.19	277.37	618.52	0.67
	1-2 Yrs	12.18	17.73	215.78
	2+ Yrs	51.57	64.32	357.66	0.01
	Total	238.94	359.42	1191.96	0.68
Jun 2020	<1 Yr	148.78	271.57	650.40	0.61
	1-2 Yrs	13.00	17.22	225.74	0.01
	2+ Yrs	39.92	59.85	279.39	0.01
	Total	201.71	348.65	1155.53	0.63
May 2020	<1 Yr	117.22	284.39	642.43	0.44
	1-2 Yrs	7.84	15.44	236.03
	2+ Yrs	30.46	53.63	258.95
	Total	155.52	353.46	1137.41	0.44
Apr 2020	<1 Yr	121.09	293.54	542.74
	1-2 Yrs	8.17	15.32	229.61
	2+ Yrs	27.88	48.14	245.25
	Total	157.15	356.99	1017.61
Mar 2020	<1 Yr	143.38	297.17	516.91
	1-2 Yrs	6.90	15.36	220.83
	2+ Yrs	25.77	42.80	229.88
	Total	176.05	355.33	967.62
Feb 2020	<1 Yr	285.65	297.23	473.48
	1-2 Yrs	5.11	11.99	196.01
	2+ Yrs	17.27	40.28	179.92
	Total	308.03	349.50	849.41
Jan 2020	<1 Yr	225.75	208.79	314.90
	1-2 Yrs	4.62	12.27	163.98
	2+ Yrs	9.62	36.02	123.44
	Total	239.99	257.08	602.32
Dec 2019	<1 Yr	142.14	164.82	412.27
	1-2 Yrs	2.62	9.16	139.96
	2+ Yrs	3.03	31.09	87.23
	Total	147.80	205.07	639.46
Nov 2019	<1 Yr	63.36	196.64	450.15
	1-2 Yrs	2.31	7.93	118.58
	2+ Yrs	0.85	27.57	85.26
	Total	66.53	232.13	654.00