Volumes

  • Client Notional Cleared (USD)
    $1,096,805,461,696,269
    Client Notional Outstanding (USD)
    $60,593,596,092,354
    As of COB Aug 23, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,193,719,000,000,000
    Trades Compressed
    21,142,696
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50%* of all OTC interest rate swaps and more than 90%* of the overall cleared OTC interest rate swap market. We regularly clear in excess of $3 trillion* notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

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

As of COB Aug 23, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,308,297,397,010
$3,406,619,497,924
$115,642,240,224,380
$28,431,937,990,454
EUR
€105,060,603,659
€748,742,902,710
€38,946,348,145,344
€15,161,066,262,978
GBP
£123,297,567,835
£458,551,125,138
£15,538,559,541,252
£4,583,671,123,020
JPY
¥1,624,279,500,768
¥9,523,667,560,768
¥286,738,459,770,022
¥145,907,096,583,461
CHF
CHF1,195,416,830
CHF17,132,610,324
CHF576,871,810,390
CHF310,851,570,627
AUD
$37,233,502,100
$239,558,993,542
$21,398,527,750,386
$3,416,995,417,124
CAD
$31,155,712,900
$130,654,063,051
$6,021,340,966,256
$1,697,001,621,625
Other*
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$29,146,989,036
$225,108,309,870
$8,169,463,856,435
$4,342,702,836,153
BRL
BRL0
BRL0
BRL2,396,010,209
BRL48,323,016
CLP
CLP37,218,000,000
CLP44,913,450,000
CLP707,668,772,072
CLP330,979,200,000
CNY
CNY4,711,000,000
CNY76,949,100,000
CNY3,786,904,307,432
CNY868,263,022,667
COP
COP0
COP0
COP208,380,000,000
COP127,580,000,000
CZK
CZK44,110,797,034
CZK624,979,122,951
CZK14,410,254,145,391
CZK5,088,994,163,800
DKK
DKK211,383,245
DKK2,501,348,323
DKK373,039,319,155
DKK778,590,646,812
HKD
HKD11,277,880,777
HKD101,010,014,762
HKD6,018,408,114,405
HKD4,101,940,248,322
HUF
HUF82,259,981,306
HUF1,034,160,579,640
HUF83,100,209,399,338
HUF28,441,269,166,387
INR
INR14,060,000,000
INR312,543,256,500
INR16,915,611,012,682
INR5,839,750,954,144
KRW
KRW3,012,100,000,000
KRW18,603,019,650,000
KRW687,394,182,691,443
KRW348,191,089,672,198
MXN
MXN9,180,400,000
MXN33,556,693,000
MXN623,096,052,126
MXN206,801,028,152
NOK
NOK17,410,300,000
NOK153,512,544,424
NOK6,387,037,343,954
NOK2,508,082,742,193
NZD
NZD4,167,649,500
NZD44,407,412,282
NZD1,088,009,564,832
NZD687,116,084,697
PLN
PLN3,503,122,367
PLN49,113,579,568
PLN1,581,223,559,678
PLN1,017,656,904,315
SEK
SEK62,159,278,477
SEK392,027,369,233
SEK14,671,561,514,880
SEK6,693,756,017,121
SGD
SGD4,108,959,200
SGD21,065,158,488
SGD787,609,154,121
SGD751,155,728,759
THB
THB29,089,000,000
THB135,310,572,346
THB1,977,207,124,438
THB762,073,981,706
TWD
TWD29,735,000,000
TWD97,340,250,000
TWD1,270,722,644,586
TWD513,963,805,584
ZAR
ZAR73,917,000,000
ZAR424,340,170,732
ZAR12,376,701,961,378
ZAR9,638,991,544,253
Total in USD$1,671,272,970,985$5,389,545,988,110$210,287,174,157,015$60,593,596,092,354

Figures as of COB Aug 23, 2019. Weekly figures as of COB Aug 23, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $129,133,276,129
OIS $1,103,161,725,000
Basis $24,324,904,701
Zeroes $30,000,000
FRAs $49,742,000,000
VNS $937,741,180
Inflation $967,750,000
Total$1,308,297,397,010
ProductVolume
EUR
USD
Equivalent
IRS €63,814,630,489 $71,127,787,143
OIS €36,831,088,170 $41,051,930,874
Basis €900,000,000 $1,003,140,000
Zeroes €0 $0
FRAs €2,000,000,000 $2,229,200,000
VNS €111,235,000 $123,982,531
Inflation €1,403,650,000 $1,564,508,290
Total€105,060,603,659$117,100,548,838
ProductVolume
GBP
USD
Equivalent
IRS £25,947,274,805 $31,882,713,917
OIS £85,396,369,853 $104,930,789,457
Basis £128,000,000 $157,280,000
Zeroes £0 $0
FRAs £9,000,000,000 $11,058,750,000
VNS £912,277 $1,120,961
Inflation £2,825,010,900 $3,471,232,143
Total£123,297,567,835$151,501,886,478
ProductVolume
JPY
USD
Equivalent
IRS ¥1,422,249,500,768 $13,507,284,304
OIS ¥202,030,000,000 $1,918,704,592
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,624,279,500,768$15,425,988,896
ProductVolume
CHF
USD
Equivalent
IRS CHF1,195,416,830 $1,226,823,512
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,195,416,830$1,226,823,512
ProductVolume
AUD
USD
Equivalent
IRS $8,136,502,100 $5,493,766,218
OIS $25,908,000,000 $17,493,081,600
Basis $3,189,000,000 $2,153,212,800
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$37,233,502,100$25,140,060,618
ProductVolume
CAD
USD
Equivalent
IRS $8,551,712,900 $6,432,035,576
OIS $22,604,000,000 $17,001,241,021
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$31,155,712,900$23,433,276,597
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP37,218,000,000 $51,795,978
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP37,218,000,000$51,795,978
ProductVolume
CNY
USD
Equivalent
IRS CNY4,711,000,000 $663,890,474
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,711,000,000$663,890,474
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 CZK39,110,797,034 $1,683,850,563
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK5,000,000,000 $215,266,715
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK44,110,797,034$1,899,117,278
ProductVolume
DKK
USD
Equivalent
IRS DKK211,383,245 $31,593,592
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK211,383,245$31,593,592
ProductVolume
HKD
USD
Equivalent
IRS HKD10,277,880,777 $1,310,410,962
OIS HKD0 $0
Basis HKD1,000,000,000 $127,498,167
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD11,277,880,777$1,437,909,129
ProductVolume
HUF
USD
Equivalent
IRS HUF82,259,981,306 $278,347,313
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF82,259,981,306$278,347,313
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR14,060,000,000 $196,608,984
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR14,060,000,000$196,608,984
ProductVolume
KRW
USD
Equivalent
IRS KRW3,012,100,000,000 $2,474,959,533
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,012,100,000,000$2,474,959,533
ProductVolume
MXN
USD
Equivalent
IRS MXN9,180,400,000 $461,461,129
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN9,180,400,000$461,461,129
ProductVolume
NOK
USD
Equivalent
IRS NOK12,410,300,000 $1,384,614,526
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,000,000,000 $557,848,935
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK17,410,300,000$1,942,463,461
ProductVolume
NZD
USD
Equivalent
IRS NZD4,167,649,500 $2,663,544,795
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,167,649,500$2,663,544,795
ProductVolume
PLN
USD
Equivalent
IRS PLN3,103,122,367 $790,000,603
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN400,000,000 $101,832,994
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,503,122,367$891,833,597
ProductVolume
SEK
USD
Equivalent
IRS SEK58,359,278,477 $6,066,390,004
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,800,000,000 $395,006,289
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK62,159,278,477$6,461,396,293
ProductVolume
SGD
USD
Equivalent
IRS SGD4,108,959,200 $2,961,945,720
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,108,959,200$2,961,945,720
ProductVolume
THB
USD
Equivalent
IRS THB29,089,000,000 $950,310,356
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB29,089,000,000$950,310,356
ProductVolume
TWD
USD
Equivalent
IRS TWD29,735,000,000 $945,348,763
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD29,735,000,000$945,348,763
ProductVolume
ZAR
USD
Equivalent
IRS ZAR73,917,000,000 $4,834,462,641
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR73,917,000,000$4,834,462,641
ProductUSD
Equivalent
IRS$286,356,613,751
OIS$1,285,754,081,528
Basis$27,766,035,668
Zeroes$30,000,000
FRAs$64,299,904,933
VNS$1,062,844,672
Inflation$6,003,490,433
Total$1,671,272,970,985
Show:
ProductUSD
Equivalent
IRS $730,787,508,664
OIS $2,156,449,026,604
Basis $151,415,037,867
Zeroes $180,000,000
FRAs $358,074,000,000
VNS $2,434,168,739
Inflation $7,279,756,050
Total$3,406,619,497,924
ProductVolume
EUR
USD
Equivalent
IRS €369,907,012,803 $410,515,756,106
OIS €310,338,907,515 $344,280,687,626
Basis €3,870,700,000 $4,297,230,235
Zeroes €227,667,000 $252,633,086
FRAs €57,093,000,000 $63,311,750,300
VNS €1,003,257,392 $1,112,974,566
Inflation €6,302,358,000 $6,995,791,731
Total€748,742,902,710$830,766,823,650
ProductVolume
GBP
USD
Equivalent
IRS £173,524,484,363 $211,460,371,442
OIS £221,842,489,287 $271,111,298,964
Basis £8,114,000,000 $9,872,654,890
Zeroes £198,999,867 $241,498,367
FRAs £38,800,000,000 $47,349,545,000
VNS £28,723,329 $34,837,689
Inflation £16,042,428,292 $19,577,929,712
Total£458,551,125,138$559,648,136,064
ProductVolume
JPY
USD
Equivalent
IRS ¥7,198,017,560,768 $67,737,139,095
OIS ¥2,210,280,000,000 $20,791,917,209
Basis ¥115,370,000,000 $1,084,564,837
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥9,523,667,560,768$89,613,621,141
ProductVolume
CHF
USD
Equivalent
IRS CHF13,469,110,324 $13,735,071,534
OIS CHF50,000,000 $50,958,011
Basis CHF613,500,000 $625,009,342
Zeroes CHF0 $0
FRAs CHF3,000,000,000 $3,052,038,569
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,132,610,324$17,463,077,456
ProductVolume
AUD
USD
Equivalent
IRS $92,199,573,248 $62,391,452,129
OIS $135,923,030,000 $92,019,318,874
Basis $11,345,000,000 $7,674,713,300
Zeroes $0 $0
FRAs $0 $0
VNS $91,390,294 $61,833,561
Inflation $0 $0
Total$239,558,993,542$162,147,317,864
ProductVolume
CAD
USD
Equivalent
IRS $57,393,943,815 $43,127,227,745
OIS $73,252,700,000 $55,046,394,876
Basis $0 $0
Zeroes $7,419,236 $5,581,520
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$130,654,063,051$98,179,204,141
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP44,913,450,000 $62,629,117
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP44,913,450,000$62,629,117
ProductVolume
CNY
USD
Equivalent
IRS CNY76,949,100,000 $10,889,954,786
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY76,949,100,000$10,889,954,786
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 CZK461,879,122,951 $19,864,317,839
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK163,100,000,000 $7,011,957,843
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK624,979,122,951$26,876,275,682
ProductVolume
DKK
USD
Equivalent
IRS DKK2,501,348,323 $372,039,776
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,501,348,323$372,039,776
ProductVolume
HKD
USD
Equivalent
IRS HKD90,950,014,762 $11,596,033,111
OIS HKD0 $0
Basis HKD10,060,000,000 $1,282,534,961
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD101,010,014,762$12,878,568,072
ProductVolume
HUF
USD
Equivalent
IRS HUF1,034,160,579,640 $3,502,485,896
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,034,160,579,640$3,502,485,896
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR312,543,256,500 $4,368,855,058
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR312,543,256,500$4,368,855,058
ProductVolume
KRW
USD
Equivalent
IRS KRW18,603,019,650,000 $15,368,822,765
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW18,603,019,650,000$15,368,822,765
ProductVolume
MXN
USD
Equivalent
IRS MXN33,556,693,000 $1,694,103,903
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN33,556,693,000$1,694,103,903
ProductVolume
NOK
USD
Equivalent
IRS NOK108,729,870,624 $12,126,000,330
OIS NOK0 $0
Basis NOK430,000,000 $48,024,034
Zeroes NOK0 $0
FRAs NOK44,185,000,000 $4,923,282,708
VNS NOK167,673,800 $18,662,165
Inflation NOK0 $0
TotalNOK153,512,544,424$17,115,969,237
ProductVolume
NZD
USD
Equivalent
IRS NZD44,407,412,282 $28,425,370,832
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD44,407,412,282$28,425,370,832
ProductVolume
PLN
USD
Equivalent
IRS PLN45,963,579,568 $11,699,851,203
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,150,000,000 $802,294,353
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN49,113,579,568$12,502,145,556
ProductVolume
SEK
USD
Equivalent
IRS SEK258,314,369,233 $26,762,696,695
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK133,698,000,000 $13,842,761,547
VNS SEK15,000,000 $1,557,632
Inflation SEK0 $0
TotalSEK392,027,369,233$40,607,015,874
ProductVolume
SGD
USD
Equivalent
IRS SGD21,065,158,488 $15,202,614,328
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,065,158,488$15,202,614,328
ProductVolume
THB
USD
Equivalent
IRS THB135,310,572,346 $4,397,546,620
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB135,310,572,346$4,397,546,620
ProductVolume
TWD
USD
Equivalent
IRS TWD97,340,250,000 $3,101,886,040
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD97,340,250,000$3,101,886,040
ProductVolume
ZAR
USD
Equivalent
IRS ZAR424,340,170,732 $27,742,026,328
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR424,340,170,732$27,742,026,328
ProductUSD
Equivalent
IRS$1,732,562,906,284
OIS$2,944,118,457,222
Basis$176,299,769,466
Zeroes$679,712,973
FRAs$498,367,630,320
VNS$3,664,034,352
Inflation$33,853,477,493
Total$5,389,545,988,110
Show:
ProductUSD
Equivalent
IRS $27,594,348,392,791
OIS $61,944,823,842,796
Basis $4,502,473,463,011
Zeroes $23,426,231,510
FRAs $21,257,922,988,673
VNS $53,261,478,220
Inflation $265,983,827,379
Total$115,642,240,224,380
ProductVolume
EUR
USD
Equivalent
IRS €13,654,755,161,306 $15,397,655,351,367
OIS €20,271,017,742,466 $22,814,338,566,078
Basis €171,139,640,000 $192,676,398,648
Zeroes €2,774,555,337 $3,134,294,074
FRAs €4,440,972,426,963 $5,012,299,746,832
VNS €33,327,204,055 $37,544,228,812
Inflation €372,361,415,217 $419,482,169,241
Total€38,946,348,145,344$43,877,130,755,052
ProductVolume
GBP
USD
Equivalent
IRS £3,760,353,556,098 $4,790,396,725,373
OIS £9,767,346,398,850 $12,464,329,379,669
Basis £336,146,281,710 $429,752,111,193
Zeroes £7,991,427,678 $10,147,410,128
FRAs £1,354,277,100,000 $1,735,274,282,365
VNS £10,007,397,925 $12,877,916,662
Inflation £302,437,378,991 $387,471,900,812
Total£15,538,559,541,252$19,830,249,726,202
ProductVolume
JPY
USD
Equivalent
IRS ¥247,679,276,366,496 $2,268,086,176,138
OIS ¥21,705,423,403,526 $198,798,022,111
Basis ¥16,173,860,000,000 $147,830,166,205
Zeroes ¥0 $0
FRAs ¥1,179,900,000,000 $10,713,723,804
VNS ¥0 $0
Inflation ¥0 $0
Total¥286,738,459,770,022$2,625,428,088,258
ProductVolume
CHF
USD
Equivalent
IRS CHF462,816,998,390 $465,011,142,059
OIS CHF47,762,700,000 $47,231,645,919
Basis CHF11,317,267,000 $11,431,975,925
Zeroes CHF0 $0
FRAs CHF54,874,650,000 $55,426,155,274
VNS CHF100,195,000 $100,793,610
Inflation CHF0 $0
TotalCHF576,871,810,390$579,201,712,787
ProductVolume
AUD
USD
Equivalent
IRS $2,901,418,358,623 $2,034,048,662,120
OIS $18,214,793,225,357 $12,803,315,039,803
Basis $280,877,752,600 $196,360,571,730
Zeroes $100,000,000 $69,155,000
FRAs $0 $0
VNS $1,338,413,806 $941,496,246
Inflation $0 $0
Total$21,398,527,750,386$15,034,734,924,899
ProductVolume
CAD
USD
Equivalent
IRS $2,796,772,160,628 $2,103,507,012,935
OIS $3,195,011,769,004 $2,402,999,767,798
Basis $27,853,400,000 $20,952,687,562
Zeroes $247,902,189 $184,961,868
FRAs $0 $0
VNS $1,455,734,435 $1,080,438,839
Inflation $0 $0
Total$6,021,340,966,256$4,528,724,869,002
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,396,010,209 $607,596,307
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,396,010,209$607,596,307
ProductVolume
CLP
USD
Equivalent
IRS CLP707,668,772,072 $1,026,690,336
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP707,668,772,072$1,026,690,336
ProductVolume
CNY
USD
Equivalent
IRS CNY3,786,904,307,432 $555,974,518,481
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,786,904,307,432$555,974,518,481
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP208,380,000,000 $64,836,856
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP208,380,000,000$64,836,856
ProductVolume
CZK
USD
Equivalent
IRS CZK8,927,123,999,391 $392,103,578,218
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK5,482,980,146,000 $240,684,989,399
VNS CZK150,000,000 $6,730,381
Inflation CZK0 $0
TotalCZK14,410,254,145,391$632,795,297,998
ProductVolume
DKK
USD
Equivalent
IRS DKK372,511,877,234 $56,277,890,690
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK400,000,000 $60,931,954
VNS DKK127,441,921 $19,254,511
Inflation DKK0 $0
TotalDKK373,039,319,155$56,358,077,155
ProductVolume
HKD
USD
Equivalent
IRS HKD5,861,093,014,405 $747,503,835,939
OIS HKD0 $0
Basis HKD156,708,000,000 $19,985,242,456
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD607,100,000 $77,385,006
Inflation HKD0 $0
TotalHKD6,018,408,114,405$767,566,463,401
ProductVolume
HUF
USD
Equivalent
IRS HUF60,276,274,749,338 $211,576,454,556
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF51,000,000,000 $181,246,314
FRAs HUF22,752,963,250,000 $80,472,936,160
VNS HUF19,971,400,000 $69,874,659
Inflation HUF0 $0
TotalHUF83,100,209,399,338$292,300,511,689
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR16,915,611,012,682 $241,663,397,061
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR16,915,611,012,682$241,663,397,061
ProductVolume
KRW
USD
Equivalent
IRS KRW687,394,182,691,443 $593,947,323,043
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW687,394,182,691,443$593,947,323,043
ProductVolume
MXN
USD
Equivalent
IRS MXN623,096,052,126 $32,386,120,040
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN623,096,052,126$32,386,120,040
ProductVolume
NOK
USD
Equivalent
IRS NOK3,202,159,731,920 $370,090,476,348
OIS NOK0 $0
Basis NOK104,235,000,000 $12,115,486,182
Zeroes NOK0 $0
FRAs NOK3,075,604,998,774 $355,979,850,426
VNS NOK5,037,613,260 $581,472,077
Inflation NOK0 $0
TotalNOK6,387,037,343,954$738,767,285,033
ProductVolume
NZD
USD
Equivalent
IRS NZD1,087,987,737,035 $725,540,364,088
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD21,827,797 $14,667,813
Inflation NZD0 $0
TotalNZD1,088,009,564,832$725,555,031,901
ProductVolume
PLN
USD
Equivalent
IRS PLN1,212,344,559,678 $318,134,402,343
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN368,879,000,000 $97,085,435,505
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,581,223,559,678$415,219,837,848
ProductVolume
SEK
USD
Equivalent
IRS SEK9,356,234,077,169 $1,000,005,605,997
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK5,311,843,000,000 $568,298,006,886
VNS SEK3,484,437,711 $376,057,826
Inflation SEK0 $0
TotalSEK14,671,561,514,880$1,568,679,670,709
ProductVolume
SGD
USD
Equivalent
IRS SGD786,818,663,699 $578,076,327,055
OIS SGD0 $0
Basis SGD157,500,000 $115,740,741
Zeroes SGD630,000,000 $465,237,201
FRAs SGD0 $0
VNS SGD2,990,422 $2,210,542
Inflation SGD0 $0
TotalSGD787,609,154,121$578,659,515,539
ProductVolume
THB
USD
Equivalent
IRS THB1,977,207,124,438 $63,132,446,410
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,977,207,124,438$63,132,446,410
ProductVolume
TWD
USD
Equivalent
IRS TWD1,270,722,644,586 $40,780,727,295
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,270,722,644,586$40,780,727,295
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,376,701,961,378 $863,978,509,333
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,376,701,961,378$863,978,509,333
ProductUSD
Equivalent
IRS$61,204,196,329,262
OIS$112,917,564,498,091
Basis$5,533,693,843,653
Zeroes$37,608,536,095
FRAs$29,414,219,047,278
VNS$106,954,005,204
Inflation$1,072,937,897,432
Total$210,287,174,157,015
Show:
ProductUSD
Equivalent
IRS $11,211,555,798,806
OIS $9,822,973,312,219
Basis $3,201,164,361,192
Zeroes $9,358,301,638
FRAs $3,807,454,927,484
VNS $250,155,057,677
Inflation $129,276,231,439
Total$28,431,937,990,455
ProductVolume
EUR
USD
Equivalent
IRS €6,286,384,912,227 $7,006,804,623,169
OIS €7,437,598,802,784 $8,289,947,625,583
Basis €163,866,446,828 $182,645,541,635
Zeroes €9,852,636,387 $10,981,748,516
FRAs €921,818,984,722 $1,027,459,440,371
VNS €152,418,416,537 $169,885,567,072
Inflation €189,126,063,494 $210,799,910,370
Total€15,161,066,262,979$16,898,524,456,716
ProductVolume
GBP
USD
Equivalent
IRS £1,503,468,578,323 $1,847,387,015,614
OIS £2,160,273,915,477 $2,654,436,573,643
Basis £251,706,169,758 $309,283,956,090
Zeroes £11,832,352,164 $14,539,002,721
FRAs £366,218,443,826 $449,990,912,851
VNS £55,290,956,948 $67,938,763,350
Inflation £234,880,706,525 $288,609,668,142
Total£4,583,671,123,021$5,632,185,892,411
ProductVolume
JPY
USD
Equivalent
IRS ¥114,065,958,553,891 $1,083,298,908,342
OIS ¥15,467,517,944,252 $146,896,984,133
Basis ¥16,063,867,000,000 $152,560,586,922
Zeroes ¥0 $0
FRAs ¥302,000,000,000 $2,868,132,390
VNS ¥7,753,085,318 $73,632,037
Inflation ¥0 $0
Total¥145,907,096,583,461$1,385,698,243,824
ProductVolume
CHF
USD
Equivalent
IRS CHF252,067,643,943 $258,690,110,779
OIS CHF8,235,831,684 $8,452,208,214
Basis CHF30,350,850,000 $31,148,245,074
Zeroes CHF0 $0
FRAs CHF19,428,400,000 $19,938,834,154
VNS CHF768,845,000 $789,044,540
Inflation CHF0 $0
TotalCHF310,851,570,627$319,018,442,761
ProductVolume
AUD
USD
Equivalent
IRS $1,027,178,185,036 $693,550,710,537
OIS $2,226,554,334,024 $1,503,369,486,333
Basis $158,310,710,000 $106,891,391,392
Zeroes $123,102,501 $83,118,809
FRAs $0 $0
VNS $4,829,085,562 $3,260,598,572
Inflation $0 $0
Total$3,416,995,417,123$2,307,155,305,643
ProductVolume
CAD
USD
Equivalent
IRS $1,091,055,578,643 $820,620,193,782
OIS $568,065,140,952 $427,261,209,396
Basis $29,847,861,646 $22,449,596,966
Zeroes $464,960,060 $349,712,354
FRAs $0 $0
VNS $7,568,080,324 $5,692,211,895
Inflation $0 $0
Total$1,697,001,621,625$1,276,372,924,393
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL48,323,016 $11,735,866
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL48,323,016$11,735,866
ProductVolume
CLP
USD
Equivalent
IRS CLP330,979,200,000 $460,620,973
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP330,979,200,000$460,620,973
ProductVolume
CNY
USD
Equivalent
IRS CNY868,263,022,667 $122,358,639,337
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY868,263,022,667$122,358,639,337
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP127,580,000,000 $37,255,183
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP127,580,000,000$37,255,183
ProductVolume
CZK
USD
Equivalent
IRS CZK3,985,319,764,934 $171,581,339,171
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,101,955,031,816 $47,442,848,057
VNS CZK1,719,367,050 $74,024,500
Inflation CZK0 $0
TotalCZK5,088,994,163,800$219,098,211,728
ProductVolume
DKK
USD
Equivalent
IRS DKK772,814,144,860 $115,505,723,595
OIS DKK0 $0
Basis DKK3,350,000,000 $500,694,995
Zeroes DKK0 $0
FRAs DKK400,000,000 $59,784,477
VNS DKK2,026,501,952 $302,883,398
Inflation DKK0 $0
TotalDKK778,590,646,812$116,369,086,465
ProductVolume
HKD
USD
Equivalent
IRS HKD3,806,655,948,322 $485,341,656,625
OIS HKD0 $0
Basis HKD294,491,000,000 $37,547,062,761
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD793,300,000 $101,144,296
Inflation HKD0 $0
TotalHKD4,101,940,248,322$522,989,863,682
ProductVolume
HUF
USD
Equivalent
IRS HUF23,274,350,021,962 $78,754,610,435
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF30,700,000,000 $103,881,163
FRAs HUF5,108,472,424,946 $17,285,799,834
VNS HUF27,746,719,479 $93,887,996
Inflation HUF0 $0
TotalHUF28,441,269,166,387$96,238,179,428
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,839,750,954,144 $81,660,562,197
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,839,750,954,144$81,660,562,197
ProductVolume
KRW
USD
Equivalent
IRS KRW348,191,089,672,198 $286,099,019,475
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW348,191,089,672,198$286,099,019,475
ProductVolume
MXN
USD
Equivalent
IRS MXN206,801,028,152 $10,395,041,175
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN206,801,028,152$10,395,041,175
ProductVolume
NOK
USD
Equivalent
IRS NOK1,345,038,213,713 $150,065,626,879
OIS NOK0 $0
Basis NOK114,790,840,000 $12,807,189,557
Zeroes NOK0 $0
FRAs NOK1,023,306,856,808 $114,170,127,949
VNS NOK24,946,831,672 $2,783,312,694
Inflation NOK0 $0
TotalNOK2,508,082,742,193$279,826,257,079
ProductVolume
NZD
USD
Equivalent
IRS NZD686,151,916,446 $438,519,689,801
OIS NZD0 $0
Basis NZD700,000,000 $447,370,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD264,168,251 $168,829,929
Inflation NZD0 $0
TotalNZD687,116,084,697$439,135,889,730
ProductVolume
PLN
USD
Equivalent
IRS PLN845,684,339,265 $215,296,420,383
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN170,753,002,250 $43,470,723,587
VNS PLN1,219,562,800 $310,479,328
Inflation PLN0 $0
TotalPLN1,017,656,904,315$259,077,623,298
ProductVolume
SEK
USD
Equivalent
IRS SEK4,462,035,429,383 $463,824,225,256
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,007,174
FRAs SEK2,216,592,812,450 $230,412,658,127
VNS SEK14,867,963,579 $1,545,510,294
Inflation SEK0 $0
TotalSEK6,693,756,017,122$695,809,400,851
ProductVolume
SGD
USD
Equivalent
IRS SGD749,643,538,337 $540,380,997,179
OIS SGD0 $0
Basis SGD619,200,000 $446,350,694
Zeroes SGD770,000,000 $555,054,965
FRAs SGD0 $0
VNS SGD122,990,422 $88,657,720
Inflation SGD0 $0
TotalSGD751,155,728,759$541,471,060,558
ProductVolume
THB
USD
Equivalent
IRS THB762,073,981,706 $24,896,242,460
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB762,073,981,706$24,896,242,460
ProductVolume
TWD
USD
Equivalent
IRS TWD513,963,805,584 $16,340,173,129
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD513,963,805,584$16,340,173,129
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,638,991,544,253 $630,427,973,541
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR9,638,991,544,253$630,427,973,541
ProductUSD
Equivalent
IRS$26,672,167,096,309
OIS$22,935,035,216,901
Basis$4,057,892,347,278
Zeroes$35,997,827,340
FRAs$5,760,554,189,281
VNS$503,263,605,298
Inflation$628,685,809,951
Total$60,593,596,092,358

Figures as of COB Aug 23, 2019.

Notional Outstanding by Product

As of COB Aug 23, 2019

Daily Notional by Tenor
 

As of COB Aug 23, 2019

Notional Outstanding by Tenor
 

As of COB Aug 23, 2019

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
$3,397,172,046,494
$12,502,709,613,823
$440,381,978,521,316
$145,868,695,464,856
EUR
€593,364,382,835
€4,026,688,982,273
€184,366,982,025,309
€89,279,426,875,565
GBP
£354,862,787,137
£1,588,239,332,298
£71,203,131,672,874
£35,638,322,398,944
JPY
¥3,655,509,141,024
¥31,293,296,181,024
¥1,202,530,999,923,628
¥1,200,845,246,066,040
CHF
CHF4,740,207,322
CHF63,781,528,308
CHF3,949,886,373,538
CHF3,029,946,907,244
AUD
$133,947,304,200
$1,370,028,982,270
$75,775,389,793,204
$35,783,326,898,996
CAD
$130,052,241,800
$575,817,370,364
$20,805,065,313,646
$17,330,020,368,858
Other*
Show All
Hide
$104,755,119,698
$906,669,977,563
$33,862,592,396,371
$29,846,948,288,866
BRL
BRL0
BRL0
BRL8,757,603,962
BRL6,384,343,940
CLP
CLP74,436,000,000
CLP89,826,900,000
CLP1,762,458,144,144
CLP1,365,608,572,072
CNY
CNY16,040,000,000
CNY284,735,000,000
CNY13,615,193,193,465
CNY11,244,059,281,727
COP
COP0
COP0
COP736,762,000,000
COP655,962,000,000
CZK
CZK403,569,594,068
CZK2,202,390,956,603
CZK55,754,546,571,297
CZK35,951,770,686,606
DKK
DKK8,981,844,326
DKK23,639,704,639
DKK1,276,546,509,949
DKK4,414,907,144,057
HKD
HKD55,523,814,508
HKD538,974,084,576
HKD25,825,675,391,096
HKD25,811,007,478,218
HUF
HUF613,259,962,612
HUF3,992,746,959,280
HUF413,064,928,633,024
HUF267,329,070,032,724
INR
INR33,275,795,530
INR1,489,034,715,516
INR72,962,562,435,522
INR75,604,220,058,191
KRW
KRW6,535,240,000,000
KRW55,668,969,300,000
KRW2,278,606,389,324,985
KRW2,155,641,619,265,290
MXN
MXN18,360,800,000
MXN68,968,836,000
MXN1,464,464,904,308
MXN1,572,188,136,167
NOK
NOK40,748,600,000
NOK596,532,371,365
NOK27,701,750,563,456
NOK23,355,944,424,294
NZD
NZD15,095,762,000
NZD215,450,453,710
NZD5,522,408,944,311
NZD6,728,747,496,187
PLN
PLN23,722,204,734
PLN218,329,168,035
PLN5,188,728,085,238
PLN5,333,451,590,361
SEK
SEK215,434,500,477
SEK1,783,731,882,681
SEK65,062,993,573,216
SEK50,724,402,027,974
SGD
SGD11,566,718,400
SGD68,137,586,319
SGD3,296,145,695,647
SGD3,623,549,498,714
THB
THB102,988,400,000
THB1,176,469,544,692
THB11,453,751,753,851
THB8,102,467,485,237
TWD
TWD83,685,000,000
TWD247,555,500,000
TWD3,740,089,056,383
TWD2,526,892,744,385
ZAR
ZAR164,682,000,000
ZAR1,150,231,306,820
ZAR46,321,063,728,570
ZAR37,526,123,757,058
Total in USD$4,827,168,292,915$21,534,342,870,893$856,999,032,878,565$370,726,615,967,316

Figures as of COB Aug 23, 2019. Weekly figures as of COB Aug 23, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $454,360,375,732
OIS $2,604,803,396,000
Basis $103,109,909,403
Zeroes $60,000,000
FRAs $230,578,000,000
VNS $1,836,992,359
Inflation $2,423,373,000
Total$3,397,172,046,494
ProductVolume
EUR
USD
Equivalent
IRS €334,826,322,096 $373,197,418,608
OIS €194,118,456,339 $216,364,431,436
Basis €1,979,600,000 $2,206,462,160
Zeroes €0 $0
FRAs €54,500,000,000 $60,745,700,000
VNS €254,304,400 $283,447,684
Inflation €7,685,700,000 $8,566,481,220
Total€593,364,382,835$661,363,941,108
ProductVolume
GBP
USD
Equivalent
IRS £72,353,460,256 $88,904,314,290
OIS £215,387,078,006 $264,656,872,100
Basis £15,995,745,368 $19,654,772,121
Zeroes £2,097,400 $2,577,180
FRAs £44,300,000,000 $54,433,625,000
VNS £1,824,555 $2,241,922
Inflation £6,822,581,552 $8,383,247,082
Total£354,862,787,137$436,037,649,695
ProductVolume
JPY
USD
Equivalent
IRS ¥3,115,849,141,024 $29,591,615,376
OIS ¥446,500,000,000 $4,240,467,259
Basis ¥93,160,000,000 $884,752,362
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,655,509,141,024$34,716,834,997
ProductVolume
CHF
USD
Equivalent
IRS CHF4,340,207,322 $4,454,235,757
OIS CHF0 $0
Basis CHF400,000,000 $410,509,031
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,740,207,322$4,864,744,788
ProductVolume
AUD
USD
Equivalent
IRS $31,802,304,200 $21,472,915,796
OIS $94,214,000,000 $63,613,292,800
Basis $7,824,500,000 $5,283,102,400
Zeroes $0 $0
FRAs $0 $0
VNS $106,500,000 $71,908,800
Inflation $0 $0
Total$133,947,304,200$90,441,219,796
ProductVolume
CAD
USD
Equivalent
IRS $28,182,425,800 $21,196,965,740
OIS $74,868,000,000 $56,310,781,843
Basis $27,000,000,000 $20,307,622,880
Zeroes $1,816,000 $1,365,876
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$130,052,241,800$97,816,736,339
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP74,436,000,000 $103,591,956
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP74,436,000,000$103,591,956
ProductVolume
CNY
USD
Equivalent
IRS CNY16,040,000,000 $2,260,412,483
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY16,040,000,000$2,260,412,483
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 CZK158,369,594,068 $6,818,340,469
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK245,200,000,000 $10,556,679,726
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK403,569,594,068$17,375,020,195
ProductVolume
DKK
USD
Equivalent
IRS DKK8,981,844,326 $1,342,437,163
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,981,844,326$1,342,437,163
ProductVolume
HKD
USD
Equivalent
IRS HKD51,203,814,508 $6,528,392,504
OIS HKD0 $0
Basis HKD4,320,000,000 $550,792,082
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD55,523,814,508$7,079,184,586
ProductVolume
HUF
USD
Equivalent
IRS HUF493,259,962,612 $1,669,069,004
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF120,000,000,000 $406,050,147
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF613,259,962,612$2,075,119,151
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR33,275,795,530 $465,314,393
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR33,275,795,530$465,314,393
ProductVolume
KRW
USD
Equivalent
IRS KRW6,535,240,000,000 $5,369,826,545
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW6,535,240,000,000$5,369,826,545
ProductVolume
MXN
USD
Equivalent
IRS MXN18,360,800,000 $922,922,259
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN18,360,800,000$922,922,259
ProductVolume
NOK
USD
Equivalent
IRS NOK26,748,600,000 $2,984,335,602
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK14,000,000,000 $1,561,977,017
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK40,748,600,000$4,546,312,619
ProductVolume
NZD
USD
Equivalent
IRS NZD15,095,762,000 $9,647,701,494
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD15,095,762,000$9,647,701,494
ProductVolume
PLN
USD
Equivalent
IRS PLN13,722,204,734 $3,493,432,977
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN10,000,000,000 $2,545,824,847
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN23,722,204,734$6,039,257,824
ProductVolume
SEK
USD
Equivalent
IRS SEK191,834,500,477 $19,941,008,979
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK23,600,000,000 $2,453,196,952
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK215,434,500,477$22,394,205,931
ProductVolume
SGD
USD
Equivalent
IRS SGD11,566,718,400 $8,337,875,942
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,566,718,400$8,337,875,942
ProductVolume
THB
USD
Equivalent
IRS THB102,988,400,000 $3,364,534,466
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB102,988,400,000$3,364,534,466
ProductVolume
TWD
USD
Equivalent
IRS TWD83,685,000,000 $2,660,551,917
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD83,685,000,000$2,660,551,917
ProductVolume
ZAR
USD
Equivalent
IRS ZAR164,682,000,000 $10,770,850,774
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR164,682,000,000$10,770,850,774
ProductUSD
Equivalent
IRS$1,079,393,125,833
OIS$3,210,454,555,831
Basis$152,407,922,439
Zeroes$63,943,056
FRAs$363,281,053,689
VNS$2,194,590,765
Inflation$19,373,101,302
Total$4,827,168,292,915
Show:
ProductUSD
Equivalent
IRS $2,464,684,291,953
OIS $5,602,284,582,961
Basis $523,179,935,735
Zeroes $504,000,000
FRAs $3,884,012,000,000
VNS $6,968,397,874
Inflation $21,076,405,300
Total$12,502,709,613,823
ProductVolume
EUR
USD
Equivalent
IRS €1,913,210,547,726 $2,123,234,211,102
OIS €1,310,845,815,030 $1,454,535,406,364
Basis €11,790,000,000 $13,082,901,760
Zeroes €493,453,934 $547,525,931
FRAs €760,040,000,000 $843,412,495,500
VNS €3,180,069,583 $3,526,891,404
Inflation €27,129,096,000 $30,126,279,264
Total€4,026,688,982,273$4,468,465,711,325
ProductVolume
GBP
USD
Equivalent
IRS £510,488,027,096 $622,201,586,662
OIS £654,596,127,140 $799,416,832,282
Basis £59,929,325,960 $73,100,064,816
Zeroes £587,679,053 $713,546,874
FRAs £321,091,622,808 $391,184,334,146
VNS £115,509,141 $140,325,357
Inflation £41,431,041,100 $50,537,351,403
Total£1,588,239,332,298$1,937,294,041,540
ProductVolume
JPY
USD
Equivalent
IRS ¥24,962,476,181,024 $234,671,740,473
OIS ¥5,915,620,000,000 $55,629,816,929
Basis ¥415,200,000,000 $3,911,570,612
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥31,293,296,181,024$294,213,128,014
ProductVolume
CHF
USD
Equivalent
IRS CHF41,222,928,308 $42,041,508,797
OIS CHF10,477,600,000 $10,677,823,487
Basis CHF5,081,000,000 $5,180,095,634
Zeroes CHF0 $0
FRAs CHF7,000,000,000 $7,120,750,583
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF63,781,528,308$65,020,178,501
ProductVolume
AUD
USD
Equivalent
IRS $744,181,541,682 $503,561,090,307
OIS $578,660,660,000 $391,674,678,408
Basis $46,497,500,000 $31,468,521,100
Zeroes $400,000,000 $270,600,000
FRAs $0 $0
VNS $289,280,588 $195,575,921
Inflation $0 $0
Total$1,370,028,982,270$927,170,465,736
ProductVolume
CAD
USD
Equivalent
IRS $232,567,591,630 $174,790,657,427
OIS $290,201,800,000 $218,135,813,769
Basis $51,932,000,000 $39,034,647,499
Zeroes $70,632,472 $53,108,174
FRAs $0 $0
VNS $1,045,346,262 $785,527,522
Inflation $0 $0
Total$575,817,370,364$432,799,754,391
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP89,826,900,000 $125,258,234
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP89,826,900,000$125,258,234
ProductVolume
CNY
USD
Equivalent
IRS CNY284,735,000,000 $40,296,050,386
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY284,735,000,000$40,296,050,386
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 CZK1,261,990,956,603 $54,276,371,090
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK940,400,000,000 $40,441,893,201
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,202,390,956,603$94,718,264,291
ProductVolume
DKK
USD
Equivalent
IRS DKK23,639,704,639 $3,521,719,509
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK23,639,704,639$3,521,719,509
ProductVolume
HKD
USD
Equivalent
IRS HKD505,214,084,576 $64,413,186,840
OIS HKD0 $0
Basis HKD33,760,000,000 $4,304,151,251
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD538,974,084,576$68,717,338,091
ProductVolume
HUF
USD
Equivalent
IRS HUF3,032,746,959,280 $10,269,222,012
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF960,000,000,000 $3,247,106,185
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,992,746,959,280$13,516,328,197
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,489,034,715,516 $20,808,630,475
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,489,034,715,516$20,808,630,475
ProductVolume
KRW
USD
Equivalent
IRS KRW55,668,969,300,000 $46,024,774,992
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW55,668,969,300,000$46,024,774,992
ProductVolume
MXN
USD
Equivalent
IRS MXN68,968,836,000 $3,482,137,881
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN68,968,836,000$3,482,137,881
ProductVolume
NOK
USD
Equivalent
IRS NOK302,967,023,765 $33,790,188,531
OIS NOK0 $0
Basis NOK860,000,000 $96,048,069
Zeroes NOK0 $0
FRAs NOK292,370,000,000 $32,578,001,149
VNS NOK335,347,600 $37,324,329
Inflation NOK0 $0
TotalNOK596,532,371,365$66,501,562,078
ProductVolume
NZD
USD
Equivalent
IRS NZD215,450,453,710 $138,015,022,196
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD215,450,453,710$138,015,022,196
ProductVolume
PLN
USD
Equivalent
IRS PLN154,851,168,035 $39,418,284,816
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN63,478,000,000 $16,159,281,559
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN218,329,168,035$55,577,566,375
ProductVolume
SEK
USD
Equivalent
IRS SEK827,623,882,681 $85,731,549,003
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK956,078,000,000 $99,107,935,317
VNS SEK30,000,000 $3,115,265
Inflation SEK0 $0
TotalSEK1,783,731,882,681$184,842,599,585
ProductVolume
SGD
USD
Equivalent
IRS SGD68,137,586,319 $49,174,824,293
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD68,137,586,319$49,174,824,293
ProductVolume
THB
USD
Equivalent
IRS THB1,176,469,544,692 $38,225,247,892
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,176,469,544,692$38,225,247,892
ProductVolume
TWD
USD
Equivalent
IRS TWD247,555,500,000 $7,888,000,974
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD247,555,500,000$7,888,000,974
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,150,231,306,820 $75,234,652,114
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,150,231,306,820$75,234,652,114
ProductUSD
Equivalent
IRS$6,855,071,577,484
OIS$8,553,163,584,675
Basis$693,357,936,476
Zeroes$2,088,780,979
FRAs$5,317,263,797,640
VNS$11,657,157,672
Inflation$101,740,035,967
Total$21,534,342,870,893
Show:
ProductUSD
Equivalent
IRS $93,989,718,154,250
OIS $164,427,159,573,573
Basis $18,078,427,103,432
Zeroes $67,515,008,453
FRAs $162,893,316,522,060
VNS $177,189,636,343
Inflation $748,652,523,205
Total$440,381,978,521,316
ProductVolume
EUR
USD
Equivalent
IRS €68,683,879,368,820 $77,471,437,956,452
OIS €64,968,074,557,148 $73,142,087,618,145
Basis €412,928,873,228 $464,850,722,880
Zeroes €6,528,872,305 $7,372,895,067
FRAs €48,599,379,035,931 $54,839,738,582,008
VNS €106,072,453,598 $119,395,475,979
Inflation €1,590,118,864,279 $1,792,822,745,273
Total€184,366,982,025,309$207,837,705,995,804
ProductVolume
GBP
USD
Equivalent
IRS £13,863,857,605,720 $17,690,948,192,215
OIS £32,059,111,863,337 $40,987,018,735,463
Basis £3,044,846,389,169 $3,897,980,344,459
Zeroes £53,629,490,402 $68,535,571,372
FRAs £21,091,453,682,858 $27,055,923,321,025
VNS £44,541,747,003 $56,855,679,377
Inflation £1,045,690,894,385 $1,339,518,660,184
Total£71,203,131,672,874$91,096,780,504,095
ProductVolume
JPY
USD
Equivalent
IRS ¥1,071,128,581,622,922 $9,790,559,780,240
OIS ¥78,682,360,300,706 $720,715,041,471
Basis ¥49,724,258,000,000 $454,735,208,587
Zeroes ¥0 $0
FRAs ¥2,995,800,000,000 $27,265,054,428
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,202,530,999,923,628$10,993,275,084,726
ProductVolume
CHF
USD
Equivalent
IRS CHF1,679,739,922,232 $1,687,665,466,789
OIS CHF301,095,860,000 $300,709,280,869
Basis CHF84,002,208,554 $84,654,789,801
Zeroes CHF0 $0
FRAs CHF1,884,675,300,000 $1,888,272,752,825
VNS CHF373,082,752 $374,623,012
Inflation CHF0 $0
TotalCHF3,949,886,373,538$3,961,676,913,296
ProductVolume
AUD
USD
Equivalent
IRS $17,333,578,201,473 $12,155,223,211,176
OIS $56,801,725,617,506 $39,913,005,904,908
Basis $1,619,003,265,200 $1,135,200,146,466
Zeroes $16,650,000,000 $11,643,715,000
FRAs $0 $0
VNS $4,432,709,025 $3,103,565,311
Inflation $0 $0
Total$75,775,389,793,204$53,218,176,542,861
ProductVolume
CAD
USD
Equivalent
IRS $11,069,461,511,038 $8,327,589,325,812
OIS $9,300,634,848,004 $6,992,383,440,833
Basis $374,100,390,000 $281,026,278,934
Zeroes $4,996,832,386 $3,760,605,606
FRAs $0 $0
VNS $55,871,732,218 $42,087,268,911
Inflation $0 $0
Total$20,805,065,313,646$15,646,846,920,096
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL8,757,603,962 $2,202,004,106
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL8,757,603,962$2,202,004,106
ProductVolume
CLP
USD
Equivalent
IRS CLP1,762,458,144,144 $2,561,029,429
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,762,458,144,144$2,561,029,429
ProductVolume
CNY
USD
Equivalent
IRS CNY13,615,193,193,465 $1,998,862,109,503
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,615,193,193,465$1,998,862,109,503
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP736,762,000,000 $231,185,888
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP736,762,000,000$231,185,888
ProductVolume
CZK
USD
Equivalent
IRS CZK27,027,246,279,297 $1,186,553,334,320
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK28,697,000,292,000 $1,259,948,965,169
VNS CZK30,300,000,000 $1,325,452,365
Inflation CZK0 $0
TotalCZK55,754,546,571,297$2,447,827,751,854
ProductVolume
DKK
USD
Equivalent
IRS DKK1,218,291,626,107 $184,157,955,512
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK58,000,000,000 $8,692,864,641
VNS DKK254,883,842 $38,509,022
Inflation DKK0 $0
TotalDKK1,276,546,509,949$192,889,329,175
ProductVolume
HKD
USD
Equivalent
IRS HKD25,297,641,191,096 $3,226,741,160,727
OIS HKD0 $0
Basis HKD526,820,000,000 $67,198,402,847
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,214,200,000 $154,834,053
Inflation HKD0 $0
TotalHKD25,825,675,391,096$3,294,094,397,627
ProductVolume
HUF
USD
Equivalent
IRS HUF187,722,776,533,024 $658,652,617,507
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF102,000,000,000 $362,492,628
FRAs HUF224,937,266,500,000 $793,109,451,441
VNS HUF302,885,600,000 $1,070,125,570
Inflation HUF0 $0
TotalHUF413,064,928,633,024$1,453,194,687,146
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR72,962,562,435,522 $1,041,993,623,678
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR72,962,562,435,522$1,041,993,623,678
ProductVolume
KRW
USD
Equivalent
IRS KRW2,278,606,389,324,985 $1,970,022,796,894
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,278,606,389,324,985$1,970,022,796,894
ProductVolume
MXN
USD
Equivalent
IRS MXN1,464,464,904,308 $76,192,873,526
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,464,464,904,308$76,192,873,526
ProductVolume
NOK
USD
Equivalent
IRS NOK8,732,489,479,662 $1,009,734,049,819
OIS NOK0 $0
Basis NOK165,520,000,000 $19,243,199,429
Zeroes NOK0 $0
FRAs NOK18,782,325,997,548 $2,173,204,914,480
VNS NOK21,415,086,246 $2,492,527,957
Inflation NOK0 $0
TotalNOK27,701,750,563,456$3,204,674,691,685
ProductVolume
NZD
USD
Equivalent
IRS NZD5,522,297,038,717 $3,690,318,634,455
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD111,905,594 $74,544,427
Inflation NZD0 $0
TotalNZD5,522,408,944,311$3,690,393,178,882
ProductVolume
PLN
USD
Equivalent
IRS PLN3,603,613,885,238 $945,354,610,704
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,584,526,000,000 $416,492,552,682
VNS PLN588,200,000 $152,676,115
Inflation PLN0 $0
TotalPLN5,188,728,085,238$1,361,999,839,501
ProductVolume
SEK
USD
Equivalent
IRS SEK28,499,390,917,795 $3,049,602,003,448
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK36,556,612,000,000 $3,926,664,045,929
VNS SEK6,990,655,421 $754,455,084
Inflation SEK0 $0
TotalSEK65,062,993,573,216$6,977,020,504,461
ProductVolume
SGD
USD
Equivalent
IRS SGD3,295,089,714,803 $2,421,088,299,195
OIS SGD0 $0
Basis SGD210,000,000 $154,320,988
Zeroes SGD840,000,000 $619,282,611
FRAs SGD0 $0
VNS SGD5,980,844 $4,421,085
Inflation SGD0 $0
TotalSGD3,296,145,695,647$2,421,866,323,879
ProductVolume
THB
USD
Equivalent
IRS THB11,453,751,753,851 $365,455,679,417
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB11,453,751,753,851$365,455,679,417
ProductVolume
TWD
USD
Equivalent
IRS TWD3,740,089,056,383 $120,097,038,361
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,740,089,056,383$120,097,038,361
ProductVolume
ZAR
USD
Equivalent
IRS ZAR46,321,063,728,570 $3,241,013,351,359
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR46,321,063,728,570$3,241,013,351,359
ProductUSD
Equivalent
IRS$245,261,751,635,216
OIS$327,525,304,404,828
Basis$24,483,470,517,823
Zeroes$159,809,570,737
FRAs$255,282,629,026,688
VNS$405,073,794,611
Inflation$3,880,993,928,662
Total$856,999,032,878,565
Show:
ProductUSD
Equivalent
IRS $52,082,493,909,170
OIS $30,284,581,129,559
Basis $21,034,788,417,368
Zeroes $99,813,871,790
FRAs $39,874,920,612,909
VNS $1,209,390,004,169
Inflation $1,282,707,519,890
Total$145,868,695,464,855
ProductVolume
EUR
USD
Equivalent
IRS €46,081,598,468,567 $51,362,549,653,064
OIS €24,616,896,473,648 $27,437,992,809,528
Basis €1,030,726,060,910 $1,148,847,267,490
Zeroes €120,551,811,972 $134,367,049,624
FRAs €14,724,987,223,407 $16,412,470,759,209
VNS €686,881,926,850 $765,598,595,668
Inflation €2,017,784,910,212 $2,249,023,060,922
Total€89,279,426,875,566$99,510,849,195,505
ProductVolume
GBP
USD
Equivalent
IRS £11,487,263,194,363 $14,114,974,650,074
OIS £8,438,935,626,070 $10,369,342,150,533
Basis £6,128,276,930,133 $7,530,120,277,901
Zeroes £302,578,281,149 $371,793,062,962
FRAs £6,899,463,451,294 $8,477,715,715,777
VNS £284,915,729,872 $350,090,203,080
Inflation £2,096,889,186,064 $2,576,552,587,376
Total£35,638,322,398,945$43,790,588,647,703
ProductVolume
JPY
USD
Equivalent
IRS ¥919,246,711,642,768 $8,730,202,874,237
OIS ¥81,097,702,000,877 $770,195,184,965
Basis ¥199,180,891,000,000 $1,891,646,241,512
Zeroes ¥0 $0
FRAs ¥1,208,000,000,000 $11,472,529,560
VNS ¥111,941,422,393 $1,063,121,918
Inflation ¥0 $0
Total¥1,200,845,246,066,038$11,404,579,952,192
ProductVolume
CHF
USD
Equivalent
IRS CHF1,646,905,426,001 $1,690,173,877,258
OIS CHF119,947,430,744 $123,098,758,973
Basis CHF520,434,054,607 $534,107,198,899
Zeroes CHF1,092,378,193 $1,121,077,784
FRAs CHF738,608,542,308 $758,013,692,845
VNS CHF2,959,075,392 $3,036,817,931
Inflation CHF0 $0
TotalCHF3,029,946,907,245$3,109,551,423,690
ProductVolume
AUD
USD
Equivalent
IRS $16,370,979,562,711 $11,053,685,400,743
OIS $15,702,637,034,888 $10,602,420,525,956
Basis $3,668,477,395,741 $2,476,955,937,604
Zeroes $10,955,445,321 $7,397,116,680
FRAs $0 $0
VNS $30,277,460,335 $20,443,341,218
Inflation $0 $0
Total$35,783,326,898,996$24,160,902,322,201
ProductVolume
CAD
USD
Equivalent
IRS $13,372,851,701,533 $10,058,178,858,661
OIS $2,919,012,728,461 $2,195,489,247,084
Basis $819,106,721,777 $616,078,163,121
Zeroes $15,652,639,215 $11,772,884,972
FRAs $0 $0
VNS $203,396,577,872 $152,981,518,463
Inflation $0 $0
Total$17,330,020,368,858$13,034,500,672,301
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL6,384,343,940 $1,550,520,076
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL6,384,343,940$1,550,520,076
ProductVolume
CLP
USD
Equivalent
IRS CLP1,365,608,572,072 $1,900,505,980
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,365,608,572,072$1,900,505,980
ProductVolume
CNY
USD
Equivalent
IRS CNY11,244,059,281,727 $1,584,551,867,832
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY11,244,059,281,727$1,584,551,867,832
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP655,962,000,000 $191,550,275
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP655,962,000,000$191,550,275
ProductVolume
CZK
USD
Equivalent
IRS CZK23,994,613,930,914 $1,033,048,345,930
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK11,050,000,000 $475,739,441
FRAs CZK11,912,668,021,592 $512,880,183,476
VNS CZK33,438,734,100 $1,439,649,292
Inflation CZK0 $0
TotalCZK35,951,770,686,606$1,547,843,918,139
ProductVolume
DKK
USD
Equivalent
IRS DKK4,359,639,032,556 $651,596,848,245
OIS DKK0 $0
Basis DKK6,700,000,000 $1,001,389,989
Zeroes DKK15,500,000,000 $2,316,648,482
FRAs DKK29,200,000,000 $4,364,266,818
VNS DKK3,868,111,501 $578,132,557
Inflation DKK0 $0
TotalDKK4,414,907,144,057$659,857,286,091
ProductVolume
HKD
USD
Equivalent
IRS HKD24,841,156,878,218 $3,167,201,973,444
OIS HKD0 $0
Basis HKD968,664,000,000 $123,502,884,646
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,186,600,000 $151,289,325
Inflation HKD0 $0
TotalHKD25,811,007,478,218$3,290,856,147,415
ProductVolume
HUF
USD
Equivalent
IRS HUF213,036,170,147,471 $720,861,402,049
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF104,400,000,000 $353,263,628
FRAs HUF53,455,152,446,295 $180,878,937,659
VNS HUF733,347,438,958 $2,481,465,296
Inflation HUF0 $0
TotalHUF267,329,070,032,724$904,575,068,632
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR75,604,220,058,191 $1,057,216,851,015
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR75,604,220,058,191$1,057,216,851,015
ProductVolume
KRW
USD
Equivalent
IRS KRW2,155,641,619,265,290 $1,771,231,291,969
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,155,641,619,265,290$1,771,231,291,969
ProductVolume
MXN
USD
Equivalent
IRS MXN1,572,188,136,167 $79,027,462,083
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,572,188,136,167$79,027,462,083
ProductVolume
NOK
USD
Equivalent
IRS NOK10,618,219,827,866 $1,184,672,523,471
OIS NOK0 $0
Basis NOK244,531,480,000 $27,282,325,114
Zeroes NOK0 $0
FRAs NOK12,429,630,373,815 $1,386,771,212,074
VNS NOK63,562,742,613 $7,091,681,648
Inflation NOK0 $0
TotalNOK23,355,944,424,294$2,605,817,742,307
ProductVolume
NZD
USD
Equivalent
IRS NZD6,724,321,967,901 $4,297,514,169,685
OIS NZD0 $0
Basis NZD3,546,000,000 $2,266,248,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD879,528,287 $562,106,528
Inflation NZD0 $0
TotalNZD6,728,747,496,188$4,300,342,524,813
ProductVolume
PLN
USD
Equivalent
IRS PLN4,373,730,154,516 $1,113,475,090,254
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,700,000,000 $432,790,224
FRAs PLN955,240,460,245 $243,187,489,879
VNS PLN2,780,975,600 $707,987,678
Inflation PLN0 $0
TotalPLN5,333,451,590,361$1,357,803,358,035
ProductVolume
SEK
USD
Equivalent
IRS SEK31,250,756,090,447 $3,248,485,576,080
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,658,088,668 $276,305,721
FRAs SEK19,420,096,715,198 $2,018,700,087,857
VNS SEK50,891,133,662 $5,290,083,644
Inflation SEK0 $0
TotalSEK50,724,402,027,975$5,272,752,053,302
ProductVolume
SGD
USD
Equivalent
IRS SGD3,620,010,117,871 $2,609,486,478,912
OIS SGD0 $0
Basis SGD2,173,400,000 $1,566,696,702
Zeroes SGD1,120,000,000 $807,352,676
FRAs SGD0 $0
VNS SGD245,980,844 $177,315,440
Inflation SGD0 $0
TotalSGD3,623,549,498,715$2,612,037,843,730
ProductVolume
THB
USD
Equivalent
IRS THB8,102,467,485,237 $264,700,015,852
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB8,102,467,485,237$264,700,015,852
ProductVolume
TWD
USD
Equivalent
IRS TWD2,526,892,744,385 $80,336,133,541
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,526,892,744,385$80,336,133,541
ProductVolume
ZAR
USD
Equivalent
IRS ZAR37,526,123,757,058 $2,454,356,147,777
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR37,526,123,757,058$2,454,356,147,777
ProductUSD
Equivalent
IRS$173,356,255,576,387
OIS$82,840,528,207,888
Basis$35,388,163,048,946
Zeroes$630,927,163,984
FRAs$69,881,375,488,063
VNS$2,521,083,313,855
Inflation$6,108,283,168,188
Total$370,726,615,967,311

Figures as of COB Aug 23, 2019.

Notional Outstanding by Product

As of COB Aug 23, 2019

Daily Notional by Tenor

As of COB Aug 23, 2019

Notional Outstanding by Currency

As of COB Aug 23, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
  • $3 trillion notional per day based on daily average over 2017.
  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.

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