RFR Volumes

SwapClear RFR Statistics
 

Monthly Registration Volume (USD BN)

Month Tenor Bucket €STR SARON SOFR
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
Oct 2019 <1 Yr 27.11 83.90 140.66
1-2 Yrs 2.08 3.71 31.47
2+ Yrs 0.48 1.01 43.79
Total 29.66 88.62 215.92
Sep 2019 <1 Yr   56.84 40.12
1-2 Yrs   0.20 17.52
2+ Yrs   2.08 33.41
Total   59.11 91.05
Aug 2019 <1 Yr   44.91 13.06
1-2 Yrs   1.17 21.28
2+ Yrs   3.16 21.95
Total   49.24 56.29
Jul 2019 <1 Yr   35.74 147.52
1-2 Yrs   0.41 8.55
2+ Yrs   3.99 17.02
Total   40.14 173.10
Jun 2019 <1 Yr   16.21 60.26
1-2 Yrs   0.42 1.54
2+ Yrs   0.93 6.23
Total   17.56 68.04
May 2019 <1 Yr   107.58 169.09
1-2 Yrs   0.50 3.46
2+ Yrs   1.32 9.74
Total   109.40 182.29
Apr 2019 <1 Yr   30.98 31.23
1-2 Yrs     1.07
2+ Yrs   1.31 5.29
Total   32.29 37.59
Mar 2019 <1 Yr   28.94 2.50
1-2 Yrs   1.20 3.24
2+ Yrs   2.55 3.60
Total   32.69 9.34
Feb 2019 <1 Yr   9.02 23.42
1-2 Yrs   1.40 1.47
2+ Yrs   1.16 4.31
Total   11.57 29.20
Jan 2019 <1 Yr   23.29 8.03
1-2 Yrs     0.50
2+ Yrs   3.79 4.28
Total   27.08 12.81

Notional amounts outstanding at month end (USD BN)

Month Tenor Bucket €STR SARON SOFR
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
Oct 2019 <1 Yr 22.47 170.56 270.27
1-2 Yrs 2.11 4.80 100.11
2+ Yrs 0.38 26.09 78.61
Total 24.96 201.46 449.00
Sep 2019 <1 Yr   135.47 125.40
1-2 Yrs   5.20 77.35
2+ Yrs   25.12 58.20
Total   165.79 260.95
Aug 2019 <1 Yr   104.64 111.83
1-2 Yrs   5.04 49.05
2+ Yrs   24.45 44.72
Total   134.12 205.60
Jul 2019 <1 Yr   94.19 179.80
1-2 Yrs   4.89 26.71
2+ Yrs   21.41 36.14
Total   120.49 242.65
Jun 2019 <1 Yr   94.73 209.41
1-2 Yrs   4.05 16.62
2+ Yrs   19.68 21.59
Total   118.45 247.62
May 2019 <1 Yr   96.74 204.15
1-2 Yrs   4.14 11.83
2+ Yrs   18.62 19.89
Total   119.51 235.87
Apr 2019 <1 Yr   83.63 41.54
1-2 Yrs   4.12 6.65
2+ Yrs   17.18 16.12
Total   104.92 64.31
Mar 2019 <1 Yr   63.15 31.30
1-2 Yrs   4.41 5.32
2+ Yrs   16.63 12.30
Total   84.19 48.92
Feb 2019 <1 Yr   32.91 26.60
1-2 Yrs   5.63 3.90
2+ Yrs   15.16 9.60
Total   53.70 40.10
Jan 2019 <1 Yr   38.39 13.70
1-2 Yrs   4.64 3.10
2+ Yrs   14.85 5.40
Total   57.88 22.20