Volumes

Client Notional Cleared (USD)

$2,513,333,733,220,323

Client Notional Outstanding (USD)

$90,549,623,990,490

As of COB Apr 24, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,019,831,000,000,000

Trades Compressed

50,657,815
Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Apr 24, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$661,363,726,656	$3,136,905,299,219	$68,005,845,780,803	$31,521,759,887,663
EUR	€473,591,803,741	€3,232,847,605,390	€49,093,649,826,202	€26,016,378,817,357
GBP	£215,762,755,615	£1,532,731,944,917	£15,698,972,277,936	£8,904,088,915,252
JPY	¥6,934,750,208,000	¥34,809,439,551,576	¥498,988,663,897,908	¥377,712,002,209,268
CHF	CHF3,422,730,808	CHF16,920,100,400	CHF604,542,152,573	CHF616,208,439,411
AUD	$623,131,753,329	$557,704,902,034	$9,768,920,769,509	$8,133,840,977,714
CAD	$32,603,670,906	$262,062,896,800	$4,179,912,017,202	$2,554,027,604,832
Other* Show All Hide	$120,148,770,972	$635,333,728,801	$9,643,066,424,122	$9,867,590,868,924
BRL	BRL154,188,257	BRL17,790,185,985	BRL82,576,741,536	BRL74,518,468,595
CLP	CLP138,015,000,000	CLP330,498,480,000	CLP10,641,594,796,058	CLP2,781,919,252,227
CNY	CNY26,356,155,000	CNY190,490,291,000	CNY4,532,701,504,346	CNY4,590,082,931,717
COP	COP60,000,000,000	COP860,242,705,000	COP17,528,259,165,713	COP24,802,068,078,646
CZK	CZK235,224,279,045	CZK1,503,233,481,797	CZK22,258,539,995,793	CZK24,762,381,956,048
DKK	DKK343,000,000	DKK17,934,990,000	DKK287,323,851,000	DKK1,471,077,282,676
HKD	HKD14,875,683,000	HKD119,362,857,982	HKD2,110,385,646,890	HKD3,922,766,573,513
HUF	HUF1,791,927,391,998	HUF8,191,576,446,178	HUF88,019,086,496,137	HUF63,880,624,703,872
ILS	ILS23,685,166,000	ILS97,140,921,000	ILS1,312,738,945,576	ILS1,312,398,367,422
INR	INR222,072,421,300	INR1,796,268,238,000	INR30,187,687,129,541	INR17,209,134,317,027
KRW	KRW9,427,864,583,000	KRW59,592,277,639,697	KRW822,064,602,763,552	KRW839,023,892,259,545
MXN	MXN9,955,553,146	MXN68,491,873,619	MXN1,006,350,826,638	MXN896,736,646,343
NOK	NOK75,673,433,000	NOK599,832,512,000	NOK6,046,320,183,871	NOK3,772,561,877,465
NZD	NZD67,263,785,027	NZD288,949,782,029	NZD3,477,619,329,936	NZD3,125,349,164,321
PLN	PLN19,840,334,000	PLN133,119,715,276	PLN2,294,381,163,290	PLN2,644,055,711,799
SEK	SEK61,329,925,000	SEK334,460,375,000	SEK7,682,233,890,897	SEK5,707,953,138,130
SGD	SGD5,153,515,000	SGD33,690,742,813	SGD604,517,798,349	SGD615,103,183,360
THB	THB136,485,777,200	THB644,459,732,881	THB9,300,430,681,248	THB4,825,182,713,614
TWD	TWD23,411,986,000	TWD219,713,176,000	TWD3,996,018,065,930	TWD2,778,104,511,311
ZAR	ZAR340,408,739,957	ZAR1,334,988,426,042	ZAR23,577,862,786,693	ZAR38,853,689,778,970
Total in USD	$2,033,510,630,331	$9,910,655,551,494	$164,178,201,089,345	$90,549,623,990,490

Figures as of COB Apr 24, 2024. Weekly figures as of COB Apr 19, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$0
OIS	$600,123,840,096
Basis	$57,743,400,000
Zeroes	$0
FRAs	$0
VNS	$433,672,662
Inflation	$3,062,813,898
Total	$661,363,726,656

Product	Volume EUR	USD Equivalent
IRS	€130,111,243,366	$139,127,952,531
OIS	€306,151,835,375	$327,368,157,566
Basis	€5,194,400,000	$5,554,371,920
Zeroes	€0	$0
FRAs	€28,312,000,000	$30,274,021,600
VNS	€24,000,000	$25,663,200
Inflation	€3,798,325,000	$4,061,548,923
Total	€473,591,803,741	$506,411,715,740

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£208,097,037,867	$259,153,646,108
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£38,000,000	$47,323,300
Inflation	£7,627,717,748	$9,499,178,297
Total	£215,762,755,615	$268,700,147,705

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥6,934,750,208,000	$44,663,962,954
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥6,934,750,208,000	$44,663,962,954

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF3,422,730,808	$3,741,507,223
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF3,422,730,808	$3,741,507,223

Product	Volume AUD	USD Equivalent
IRS	$36,242,485,155	$23,537,681,984
OIS	$574,677,268,174	$373,224,151,816
Basis	$12,087,000,000	$7,849,902,150
Zeroes	$125,000,000	$81,181,250
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$623,131,753,329	$404,692,917,200

Product	Volume CAD	USD Equivalent
IRS	$14,350,000	$10,469,867
OIS	$32,589,320,906	$23,777,412,014
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$32,603,670,906	$23,787,881,881

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL154,188,257	$29,931,040
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL154,188,257	$29,931,040

Product	Volume CLP	USD Equivalent
IRS	CLP138,015,000,000	$144,882,427
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP138,015,000,000	$144,882,427

Product	Volume CNY	USD Equivalent
IRS	CNY26,356,155,000	$3,637,313,433
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY26,356,155,000	$3,637,313,433

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP60,000,000,000	$15,217,863
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP60,000,000,000	$15,217,863

Product	Volume CZK	USD Equivalent
IRS	CZK147,114,279,045	$6,233,127,661
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK88,110,000,000	$3,733,158,207
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK235,224,279,045	$9,966,285,868

Product	Volume DKK	USD Equivalent
IRS	DKK343,000,000	$49,181,268
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK343,000,000	$49,181,268

Product	Volume HKD	USD Equivalent
IRS	HKD12,875,683,000	$1,644,068,007
OIS	HKD0	$0
Basis	HKD2,000,000,000	$255,375,658
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD14,875,683,000	$1,899,443,665

Product	Volume HUF	USD Equivalent
IRS	HUF382,325,769,998	$1,038,167,024
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,409,601,622,000	$3,827,630,874
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,791,927,391,998	$4,865,797,898

Product	Volume ILS	USD Equivalent
IRS	ILS13,555,166,000	$3,582,705,431
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS10,130,000,000	$2,677,415,092
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS23,685,166,000	$6,260,120,523

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR222,072,421,300	$2,665,138,768
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR222,072,421,300	$2,665,138,768

Product	Volume KRW	USD Equivalent
IRS	KRW9,427,864,583,000	$6,845,452,031
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW9,427,864,583,000	$6,845,452,031

Product	Volume MXN	USD Equivalent
IRS	MXN9,955,553,146	$583,397,001
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN9,955,553,146	$583,397,001

Product	Volume NOK	USD Equivalent
IRS	NOK28,211,433,000	$2,566,682,406
OIS	NOK4,650,000,000	$423,058,027
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK42,800,000,000	$3,893,953,455
VNS	NOK12,000,000	$1,091,763
Inflation	NOK0	$0
Total	NOK75,673,433,000	$6,884,785,651

Product	Volume NZD	USD Equivalent
IRS	NZD10,528,054,109	$6,243,136,087
OIS	NZD56,735,730,918	$33,644,288,434
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD67,263,785,027	$39,887,424,521

Product	Volume PLN	USD Equivalent
IRS	PLN18,988,334,000	$4,686,568,188
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN852,000,000	$210,284,699
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN19,840,334,000	$4,896,852,887

Product	Volume SEK	USD Equivalent
IRS	SEK42,029,925,000	$3,858,044,721
OIS	SEK11,300,000,000	$1,037,258,700
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK8,000,000,000	$734,342,442
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK61,329,925,000	$5,629,645,863

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD5,153,515,000	$3,783,784,875
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD5,153,515,000	$3,783,784,875

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB136,485,777,200	$3,681,342,608
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB136,485,777,200	$3,681,342,608

Product	Volume TWD	USD Equivalent
IRS	TWD23,411,986,000	$717,081,258
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD23,411,986,000	$717,081,258

Product	Volume ZAR	USD Equivalent
IRS	ZAR340,408,739,957	$17,705,691,524
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR340,408,739,957	$17,705,691,524

Product	USD Equivalent
IRS	$222,241,533,889
OIS	$1,677,302,767,052
Basis	$71,403,049,728
Zeroes	$81,181,250
FRAs	$45,350,806,369
VNS	$507,750,925
Inflation	$16,623,541,118
Total	$2,033,510,630,331

Show:

Product	USD Equivalent
IRS	$104,000,000
OIS	$2,849,757,156,307
Basis	$259,326,700,000
Zeroes	$0
FRAs	$0
VNS	$1,692,722,093
Inflation	$26,024,720,819
Total	$3,136,905,299,219

Product	Volume EUR	USD Equivalent
IRS	€570,024,673,070	$606,575,331,169
OIS	€2,450,097,789,248	$2,607,648,217,004
Basis	€7,587,452,000	$8,076,115,453
Zeroes	€2,240,000,000	$2,381,344,000
FRAs	€175,488,000,000	$186,656,733,900
VNS	€1,511,555,081	$1,612,347,525
Inflation	€25,898,135,991	$27,562,402,287
Total	€3,232,847,605,390	$3,440,512,491,338

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,512,431,720,658	$1,880,265,273,592
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£392,665,000	$488,515,039
Inflation	£19,907,559,259	$24,750,462,092
Total	£1,532,731,944,917	$1,905,504,250,723

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥34,809,439,551,576	$225,316,804,146
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥34,809,439,551,576	$225,316,804,146

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF16,920,100,400	$18,562,937,310
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF16,920,100,400	$18,562,937,310

Product	Volume AUD	USD Equivalent
IRS	$130,521,865,860	$83,876,255,068
OIS	$343,512,626,174	$220,804,920,637
Basis	$83,668,800,000	$53,745,664,520
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,610,000	$1,036,277
Inflation	$0	$0
Total	$557,704,902,034	$358,427,876,502

Product	Volume CAD	USD Equivalent
IRS	$29,749,060,000	$21,596,584,413
OIS	$232,313,836,800	$168,495,579,042
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$262,062,896,800	$190,092,163,455

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL17,790,185,985	$3,401,216,933
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL17,790,185,985	$3,401,216,933

Product	Volume CLP	USD Equivalent
IRS	CLP330,498,480,000	$343,790,172
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP330,498,480,000	$343,790,172

Product	Volume CNY	USD Equivalent
IRS	CNY190,490,291,000	$26,315,551,554
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY190,490,291,000	$26,315,551,554

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP860,242,705,000	$220,090,645
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP860,242,705,000	$220,090,645

Product	Volume CZK	USD Equivalent
IRS	CZK563,943,281,797	$23,774,557,377
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK939,290,200,000	$39,603,343,643
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,503,233,481,797	$63,377,901,020

Product	Volume DKK	USD Equivalent
IRS	DKK16,513,990,000	$2,354,629,386
OIS	DKK1,421,000,000	$202,463,188
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK17,934,990,000	$2,557,092,574

Product	Volume HKD	USD Equivalent
IRS	HKD119,062,857,982	$15,203,349,726
OIS	HKD0	$0
Basis	HKD300,000,000	$38,317,847
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD119,362,857,982	$15,241,667,573

Product	Volume HUF	USD Equivalent
IRS	HUF2,217,846,446,178	$5,991,083,593
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF5,973,730,000,000	$16,157,903,565
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF8,191,576,446,178	$22,148,987,158

Product	Volume ILS	USD Equivalent
IRS	ILS50,268,921,000	$13,321,943,284
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS46,872,000,000	$12,432,442,886
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS97,140,921,000	$25,754,386,170

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,796,268,238,000	$21,506,226,481
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,796,268,238,000	$21,506,226,481

Product	Volume KRW	USD Equivalent
IRS	KRW59,592,277,639,697	$43,076,272,545
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW59,592,277,639,697	$43,076,272,545

Product	Volume MXN	USD Equivalent
IRS	MXN68,491,873,619	$4,035,452,635
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN68,491,873,619	$4,035,452,635

Product	Volume NOK	USD Equivalent
IRS	NOK247,935,262,000	$22,517,878,584
OIS	NOK147,700,000,000	$13,458,366,255
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK204,130,000,000	$18,568,676,399
VNS	NOK67,250,000	$6,115,721
Inflation	NOK0	$0
Total	NOK599,832,512,000	$54,551,036,959

Product	Volume NZD	USD Equivalent
IRS	NZD73,743,332,029	$43,497,912,444
OIS	NZD214,521,450,000	$126,619,096,953
Basis	NZD685,000,000	$404,629,500
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD288,949,782,029	$170,521,638,897

Product	Volume PLN	USD Equivalent
IRS	PLN92,081,715,276	$22,615,959,201
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN41,038,000,000	$10,073,585,397
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN133,119,715,276	$32,689,544,598

Product	Volume SEK	USD Equivalent
IRS	SEK278,486,375,000	$25,473,270,680
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK55,974,000,000	$5,111,468,318
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK334,460,375,000	$30,584,738,998

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD33,690,742,813	$24,726,141,005
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD33,690,742,813	$24,726,141,005

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB644,459,732,881	$17,515,436,571
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB644,459,732,881	$17,515,436,571

Product	Volume TWD	USD Equivalent
IRS	TWD219,713,176,000	$6,765,530,627
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD219,713,176,000	$6,765,530,627

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,334,613,546,042	$69,981,276,138
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR374,880,000	$19,749,548
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,334,988,426,042	$70,001,025,686

Product	USD Equivalent
IRS	$1,040,821,845,529
OIS	$8,175,098,709,136
Basis	$321,591,427,320
Zeroes	$2,401,093,548
FRAs	$288,604,154,108
VNS	$3,800,736,655
Inflation	$78,337,585,198
Total	$9,910,655,551,494

Show:

Product	USD Equivalent
IRS	$3,927,112,880
OIS	$65,964,853,800,596
Basis	$1,598,444,696,000
Zeroes	$0
FRAs	$0
VNS	$36,448,081,924
Inflation	$402,172,089,403
Total	$68,005,845,780,803

Product	Volume EUR	USD Equivalent
IRS	€8,143,862,792,528	$8,822,240,726,115
OIS	€36,554,989,078,778	$39,606,348,214,263
Basis	€288,852,384,000	$313,975,220,147
Zeroes	€37,124,998,188	$39,868,920,655
FRAs	€3,626,163,905,000	$3,929,463,784,310
VNS	€18,988,942,610	$20,597,585,335
Inflation	€423,667,725,098	$459,088,528,689
Total	€49,093,649,826,202	$53,191,582,979,514

Product	Volume GBP	USD Equivalent
IRS	£289,000,000	$364,590,150
OIS	£15,428,824,986,786	$19,486,234,781,548
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£10,874,529,598	$13,771,731,311
Inflation	£258,983,761,552	$327,477,624,722
Total	£15,698,972,277,936	$19,827,848,727,731

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥498,988,663,897,908	$3,323,984,321,832
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥498,988,663,897,908	$3,323,984,321,832

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF604,537,652,573	$686,510,998,364
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF4,500,000	$5,187,320
Inflation	CHF0	$0
Total	CHF604,542,152,573	$686,516,185,684

Product	Volume AUD	USD Equivalent
IRS	$2,382,760,115,376	$1,564,173,853,058
OIS	$6,471,579,724,048	$4,245,740,167,763
Basis	$912,094,700,000	$598,393,966,117
Zeroes	$1,856,000,000	$1,222,969,900
FRAs	$0	$0
VNS	$630,230,085	$412,059,116
Inflation	$0	$0
Total	$9,768,920,769,509	$6,409,943,015,954

Product	Volume CAD	USD Equivalent
IRS	$212,013,382,977	$156,220,216,621
OIS	$3,950,468,435,256	$2,920,282,462,551
Basis	$13,088,210,000	$9,685,982,015
Zeroes	$0	$0
FRAs	$0	$0
VNS	$4,341,988,969	$3,224,992,518
Inflation	$0	$0
Total	$4,179,912,017,202	$3,089,413,653,705

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL82,576,741,536	$16,342,343,581
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL82,576,741,536	$16,342,343,581

Product	Volume CLP	USD Equivalent
IRS	CLP10,641,594,796,058	$11,291,213,703
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP10,641,594,796,058	$11,291,213,703

Product	Volume CNY	USD Equivalent
IRS	CNY4,532,701,504,346	$630,033,884,359
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,532,701,504,346	$630,033,884,359

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP17,528,259,165,713	$4,513,872,591
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP17,528,259,165,713	$4,513,872,591

Product	Volume CZK	USD Equivalent
IRS	CZK8,678,350,956,599	$373,379,344,911
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK30,689,457,000	$1,306,678,951
FRAs	CZK13,549,499,582,194	$582,285,913,256
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK22,258,539,995,793	$956,971,937,118

Product	Volume DKK	USD Equivalent
IRS	DKK164,754,751,000	$23,912,122,730
OIS	DKK122,569,100,000	$17,811,849,533
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK287,323,851,000	$41,723,972,263

Product	Volume HKD	USD Equivalent
IRS	HKD2,074,504,446,890	$265,181,477,245
OIS	HKD0	$0
Basis	HKD33,998,000,000	$4,344,305,290
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD2,110,385,646,890	$269,766,531,804

Product	Volume HUF	USD Equivalent
IRS	HUF42,550,010,958,137	$117,997,050,960
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF45,449,575,538,000	$125,695,503,450
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF88,019,086,496,137	$243,746,481,401

Product	Volume ILS	USD Equivalent
IRS	ILS720,163,225,576	$195,780,796,979
OIS	ILS6,329,000,000	$1,723,479,355
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS585,856,720,000	$158,991,336,210
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,312,738,945,576	$356,599,722,206

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR30,187,687,129,541	$363,257,556,241
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR30,187,687,129,541	$363,257,556,241

Product	Volume KRW	USD Equivalent
IRS	KRW822,064,602,763,552	$614,113,515,071
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW822,064,602,763,552	$614,113,515,071

Product	Volume MXN	USD Equivalent
IRS	MXN1,006,350,826,638	$59,428,343,787
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,006,350,826,638	$59,428,343,787

Product	Volume NOK	USD Equivalent
IRS	NOK3,254,354,197,872	$307,538,475,686
OIS	NOK757,856,100,000	$71,383,791,360
Basis	NOK15,348,000,000	$1,457,064,221
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK2,011,436,000,000	$189,521,179,676
VNS	NOK1,024,673,999	$97,491,037
Inflation	NOK0	$0
Total	NOK6,046,320,183,871	$570,595,332,512

Product	Volume NZD	USD Equivalent
IRS	NZD949,518,091,069	$576,964,712,601
OIS	NZD2,501,967,535,295	$1,519,162,035,513
Basis	NZD22,760,000,000	$13,916,573,750
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD3,477,619,329,936	$2,112,055,274,674

Product	Volume PLN	USD Equivalent
IRS	PLN1,427,966,293,290	$357,697,009,115
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,653,320,000	$917,016,163
FRAs	PLN862,261,550,000	$216,310,356,714
VNS	PLN500,000,000	$124,300,808
Inflation	PLN0	$0
Total	PLN2,294,381,163,290	$575,048,682,800

Product	Volume SEK	USD Equivalent
IRS	SEK4,810,833,000,897	$459,785,072,801
OIS	SEK468,140,000,000	$44,106,364,070
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,425,170,340
FRAs	SEK2,387,910,000,000	$228,889,359,613
VNS	SEK267,990,000	$25,534,952
Inflation	SEK0	$0
Total	SEK7,682,233,890,897	$734,231,501,776

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD604,126,680,700	$449,831,937,748
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD604,517,798,349	$450,123,034,539

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB9,300,430,681,248	$259,515,692,668
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB9,300,430,681,248	$259,515,692,668

Product	Volume TWD	USD Equivalent
IRS	TWD3,996,018,065,930	$126,460,371,037
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD3,996,018,065,930	$126,460,371,037

Product	Volume ZAR	USD Equivalent
IRS	ZAR23,564,143,052,841	$1,246,519,829,333
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR3,249,594,255	$171,322,541
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR23,577,862,786,693	$1,247,247,159,991

Product	USD Equivalent
IRS	$15,929,352,062,723
OIS	$138,965,261,325,996
Basis	$2,540,217,807,540
Zeroes	$47,871,136,994
FRAs	$5,431,157,433,229
VNS	$75,603,080,049
Inflation	$1,188,738,242,814
Total	$164,178,201,089,345

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$29,352,091,958,741
Basis	$1,247,340,877,260
Zeroes	$0
FRAs	$0
VNS	$372,596,404,099
Inflation	$548,311,347,564
Total	$31,521,759,887,664

Product	Volume EUR	USD Equivalent
IRS	€9,936,454,682,206	$10,625,050,991,683
OIS	€11,796,342,664,193	$12,613,829,210,822
Basis	€521,291,912,655	$557,417,442,202
Zeroes	€67,100,628,110	$71,750,701,638
FRAs	€3,004,966,285,300	$3,213,210,448,871
VNS	€240,567,710,723	$257,239,053,076
Inflation	€449,654,934,171	$480,816,021,109
Total	€26,016,378,817,358	$27,819,313,869,401

Product	Volume GBP	USD Equivalent
IRS	£474,400,000	$590,794,040
OIS	£8,296,371,003,933	$10,331,885,629,748
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£89,931,407,901	$111,996,078,830
Inflation	£517,312,103,418	$644,234,627,992
Total	£8,904,088,915,252	$11,088,707,130,610

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥377,677,544,970,917	$2,432,470,582,365
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,457,238,351	$221,925,343
Inflation	¥0	$0
Total	¥377,712,002,209,268	$2,432,692,507,708

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF615,663,617,161	$673,003,516,792
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF544,822,250	$595,564,331
Inflation	CHF0	$0
Total	CHF616,208,439,411	$673,599,081,123

Product	Volume AUD	USD Equivalent
IRS	$3,329,536,631,280	$2,162,367,565,185
OIS	$3,631,791,060,999	$2,358,666,704,566
Basis	$1,148,031,838,948	$745,589,277,805
Zeroes	$1,916,079,647	$1,244,397,927
FRAs	$0	$0
VNS	$22,565,366,839	$14,655,077,494
Inflation	$0	$0
Total	$8,133,840,977,713	$5,282,523,022,977

Product	Volume CAD	USD Equivalent
IRS	$509,982,167,338	$372,086,799,459
OIS	$1,954,777,788,305	$1,426,220,478,845
Basis	$69,814,394,280	$50,937,103,663
Zeroes	$140,000,000	$102,145,046
FRAs	$0	$0
VNS	$19,313,254,909	$14,091,095,074
Inflation	$0	$0
Total	$2,554,027,604,832	$1,863,437,622,087

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL74,518,468,595	$14,465,532,733
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL74,518,468,595	$14,465,532,733

Product	Volume CLP	USD Equivalent
IRS	CLP2,781,919,252,227	$2,920,343,536
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP2,781,919,252,227	$2,920,343,536

Product	Volume CNY	USD Equivalent
IRS	CNY4,590,082,931,717	$633,460,013,624
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,590,082,931,717	$633,460,013,624

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP24,802,068,078,646	$6,290,574,456
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP24,802,068,078,646	$6,290,574,456

Product	Volume CZK	USD Equivalent
IRS	CZK13,085,299,132,314	$554,414,843,332
OIS	CZK0	$0
Basis	CZK5,964,000,000	$252,690,450
Zeroes	CZK36,089,457,000	$1,529,084,696
FRAs	CZK11,604,618,127,700	$491,679,439,357
VNS	CZK30,411,239,034	$1,288,502,628
Inflation	CZK0	$0
Total	CZK24,762,381,956,048	$1,049,164,560,463

Product	Volume DKK	USD Equivalent
IRS	DKK1,215,309,104,668	$174,257,851,032
OIS	DKK246,942,200,000	$35,407,960,770
Basis	DKK5,150,000,000	$738,435,950
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,675,978,009	$527,082,391
Inflation	DKK0	$0
Total	DKK1,471,077,282,677	$210,931,330,143

Product	Volume HKD	USD Equivalent
IRS	HKD3,617,240,826,554	$461,877,627,375
OIS	HKD0	$0
Basis	HKD303,183,103,396	$38,712,792,200
Zeroes	HKD1,564,200,000	$199,729,302
FRAs	HKD0	$0
VNS	HKD778,443,563	$99,397,768
Inflation	HKD0	$0
Total	HKD3,922,766,573,513	$500,889,546,645

Product	Volume HUF	USD Equivalent
IRS	HUF41,924,675,465,751	$113,842,223,004
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF9,200,000,000	$24,981,671
FRAs	HUF21,702,436,144,000	$58,930,774,008
VNS	HUF244,313,094,121	$663,407,538
Inflation	HUF0	$0
Total	HUF63,880,624,703,872	$173,461,386,221

Product	Volume ILS	USD Equivalent
IRS	ILS984,498,967,422	$260,208,528,458
OIS	ILS6,349,000,000	$1,678,075,856
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS321,550,400,000	$84,987,551,209
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,312,398,367,422	$346,874,155,523

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR17,209,134,317,027	$206,530,512,692
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR17,209,134,317,027	$206,530,512,692

Product	Volume KRW	USD Equivalent
IRS	KRW839,023,892,259,545	$609,204,529,521
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW839,023,892,259,545	$609,204,529,521

Product	Volume MXN	USD Equivalent
IRS	MXN896,736,646,343	$52,548,910,409
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN896,736,646,343	$52,548,910,409

Product	Volume NOK	USD Equivalent
IRS	NOK2,362,739,448,151	$214,962,556,922
OIS	NOK703,621,630,250	$64,015,651,350
Basis	NOK29,712,975,062	$2,703,293,035
Zeroes	NOK0	$0
FRAs	NOK625,360,887,103	$56,895,471,651
VNS	NOK51,126,936,898	$4,651,540,013
Inflation	NOK0	$0
Total	NOK3,772,561,877,464	$343,228,512,971

Product	Volume NZD	USD Equivalent
IRS	NZD1,375,116,867,309	$815,444,302,314
OIS	NZD1,710,836,508,531	$1,014,526,049,559
Basis	NZD38,685,250,000	$22,940,353,250
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD710,538,481	$421,349,319
Inflation	NZD0	$0
Total	NZD3,125,349,164,321	$1,853,332,054,442

Product	Volume PLN	USD Equivalent
IRS	PLN1,916,969,236,468	$473,132,979,519
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN5,377,320,000	$1,327,192,625
FRAs	PLN716,071,671,385	$176,735,816,614
VNS	PLN5,637,483,947	$1,391,404,476
Inflation	PLN0	$0
Total	PLN2,644,055,711,800	$652,587,393,234

Product	Volume SEK	USD Equivalent
IRS	SEK4,168,646,932,970	$382,651,796,199
OIS	SEK255,400,000,000	$23,443,882,468
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,384,501,703
FRAs	SEK1,253,761,000,000	$115,086,239,341
VNS	SEK15,062,305,160	$1,382,611,245
Inflation	SEK0	$0
Total	SEK5,707,953,138,130	$523,949,030,956

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD613,708,429,172	$450,593,560,332
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,394,754,189	$1,024,048,597
Inflation	SGD0	$0
Total	SGD615,103,183,361	$451,617,608,929

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB4,825,182,713,614	$130,146,533,071
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB4,825,182,713,614	$130,146,533,071

Product	Volume TWD	USD Equivalent
IRS	TWD2,778,104,511,311	$85,090,033,732
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD2,778,104,511,311	$85,090,033,732

Product	Volume ZAR	USD Equivalent
IRS	ZAR38,818,136,758,279	$2,019,049,085,131
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR24,707,881,094	$1,285,131,871
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$564,088,620
Inflation	ZAR0	$0
Total	ZAR38,853,689,778,970	$2,020,898,305,622

Product	USD Equivalent
IRS	$20,029,046,607,208
OIS	$61,120,800,882,433
Basis	$2,666,632,265,815
Zeroes	$78,847,866,479
FRAs	$4,197,525,741,051
VNS	$783,408,630,842
Inflation	$1,673,361,996,665
Total	$90,549,623,990,493

Figures as of COB Apr 24, 2024.

Notional Outstanding by Product

As of COB Apr 24, 2024

Daily Notional by Tenor

As of COB Apr 24, 2024

Notional Outstanding by Tenor

As of COB Apr 24, 2024

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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$1,472,790,220,646	$7,941,605,209,304	$169,226,675,538,009	$141,611,221,100,308
EUR	€1,596,389,812,764	€12,839,016,164,707	€187,168,341,490,224	€144,447,369,405,475
GBP	£615,045,879,310	£4,338,585,804,147	£47,882,654,625,645	£36,509,455,665,360
JPY	¥16,020,130,352,000	¥80,893,004,668,952	¥1,099,351,158,509,092	¥1,550,516,744,572,511
CHF	CHF16,208,891,616	CHF69,577,800,800	CHF2,301,104,346,251	CHF3,397,750,160,606
AUD	$1,416,897,821,379	$2,033,875,097,286	$30,752,976,586,250	$41,987,054,229,646
CAD	$118,287,699,948	$777,054,816,383	$13,229,364,630,345	$23,096,605,634,044
Other* Show All Hide	$487,816,733,821	$1,966,221,011,595	$32,287,853,260,522	$45,043,733,553,394
BRL	BRL308,376,513	BRL35,898,005,817	BRL179,340,432,206	BRL474,594,683,152
CLP	CLP260,030,000,000	CLP665,196,960,000	CLP21,922,169,182,116	CLP47,536,589,513,164
CNY	CNY92,189,910,000	CNY577,878,936,000	CNY13,704,342,320,934	CNY22,785,989,618,053
COP	COP80,000,000,000	COP2,350,485,410,000	COP40,057,534,147,426	COP123,672,761,462,182
CZK	CZK664,187,512,090	CZK6,077,929,377,594	CZK89,480,462,200,390	CZK89,172,093,548,366
DKK	DKK1,186,000,000	DKK45,629,980,000	DKK831,276,289,562	DKK5,393,278,541,818
HKD	HKD122,905,966,000	HKD486,852,979,964	HKD7,845,059,008,810	HKD18,977,657,203,538
HUF	HUF6,139,774,783,996	HUF33,185,245,739,156	HUF405,936,097,581,500	HUF409,226,240,069,408
ILS	ILS54,658,532,000	ILS248,128,360,000	ILS3,676,180,829,544	ILS4,917,547,049,375
INR	INR5,507,722,462,600	INR5,818,369,925,874	INR123,995,379,186,956	INR201,620,082,312,338
KRW	KRW27,849,043,906,000	KRW191,542,725,852,804	KRW2,838,504,154,168,398	KRW5,192,157,868,464,061
MXN	MXN27,911,106,292	MXN150,546,739,238	MXN2,155,908,906,672	MXN4,976,051,060,290
NOK	NOK199,869,066,000	NOK1,354,451,022,000	NOK19,662,245,072,096	NOK30,071,282,401,565
NZD	NZD146,359,420,054	NZD655,288,096,058	NZD8,715,920,116,274	NZD11,324,394,410,282
PLN	PLN61,224,886,000	PLN456,074,214,552	PLN9,875,345,215,876	PLN12,431,778,987,980
SEK	SEK266,452,508,000	SEK1,465,405,338,000	SEK29,616,166,171,473	SEK52,983,500,881,572
SGD	SGD15,140,750,000	SGD112,023,567,626	SGD1,935,313,037,703	SGD2,549,244,946,537
THB	THB348,495,624,400	THB1,858,432,901,762	THB28,979,479,620,210	THB30,314,813,837,721
TWD	TWD116,604,272,000	TWD548,459,552,000	TWD10,599,560,337,860	TWD21,375,878,931,435
ZAR	ZAR2,749,872,279,914	ZAR5,251,763,000,084	ZAR83,700,717,226,309	ZAR98,661,532,992,679
Total in USD	$5,560,979,631,737	$31,435,916,606,522	$504,673,411,444,080	$444,399,986,323,229

Figures as of COB Apr 24, 2024. Weekly figures as of COB Apr 19, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$335,000,000
OIS	$1,323,835,439,743
Basis	$140,817,226,112
Zeroes	$0
FRAs	$0
VNS	$787,826,995
Inflation	$7,014,727,796
Total	$1,472,790,220,646

Product	Volume EUR	USD Equivalent
IRS	€552,131,309,678	$590,394,009,439
OIS	€826,775,806,662	$884,071,370,064
Basis	€17,389,600,000	$18,594,699,280
Zeroes	€0	$0
FRAs	€184,825,180,000	$197,633,564,974
VNS	€567,676,424	$607,016,400
Inflation	€14,700,240,000	$15,718,966,632
Total	€1,596,389,812,764	$1,707,019,626,789

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£596,444,763,814	$742,782,486,616
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£76,000,000	$94,646,600
Inflation	£18,525,115,496	$23,070,252,583
Total	£615,045,879,310	$765,947,385,799

Product	Volume JPY	USD Equivalent
IRS	¥39,809,980,000	$256,400,219
OIS	¥15,980,320,372,000	$102,922,876,192
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥16,020,130,352,000	$103,179,276,411

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF16,208,891,616	$17,718,508,544
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF16,208,891,616	$17,718,508,544

Product	Volume AUD	USD Equivalent
IRS	$100,169,721,031	$65,055,225,324
OIS	$1,281,304,100,348	$832,142,947,971
Basis	$35,174,000,000	$22,843,754,300
Zeroes	$250,000,000	$162,362,500
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$1,416,897,821,379	$920,204,290,095

Product	Volume CAD	USD Equivalent
IRS	$4,048,700,000	$2,953,961,769
OIS	$112,525,253,812	$82,099,265,878
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,713,746,136	$1,250,361,985
Inflation	$0	$0
Total	$118,287,699,948	$86,303,589,632

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL308,376,513	$59,862,080
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL308,376,513	$59,862,080

Product	Volume CLP	USD Equivalent
IRS	CLP260,030,000,000	$272,968,717
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP260,030,000,000	$272,968,717

Product	Volume CNY	USD Equivalent
IRS	CNY92,189,910,000	$12,722,781,377
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY92,189,910,000	$12,722,781,377

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP80,000,000,000	$20,290,484
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP80,000,000,000	$20,290,484

Product	Volume CZK	USD Equivalent
IRS	CZK381,147,512,090	$16,148,949,754
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK283,040,000,000	$11,992,204,051
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK664,187,512,090	$28,141,153,805

Product	Volume DKK	USD Equivalent
IRS	DKK1,186,000,000	$170,055,347
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK1,186,000,000	$170,055,347

Product	Volume HKD	USD Equivalent
IRS	HKD111,905,966,000	$14,289,029,828
OIS	HKD0	$0
Basis	HKD11,000,000,000	$1,404,566,117
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD122,905,966,000	$15,693,595,945

Product	Volume HUF	USD Equivalent
IRS	HUF1,515,271,539,996	$4,114,566,867
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF4,624,503,244,000	$12,557,371,613
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF6,139,774,783,996	$16,671,938,480

Product	Volume ILS	USD Equivalent
IRS	ILS30,118,532,000	$7,960,494,780
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS24,540,000,000	$6,486,057,883
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS54,658,532,000	$14,446,552,663

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR5,507,722,462,600	$66,099,358,806
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR5,507,722,462,600	$66,099,358,806

Product	Volume KRW	USD Equivalent
IRS	KRW27,849,043,906,000	$20,220,835,005
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW27,849,043,906,000	$20,220,835,005

Product	Volume MXN	USD Equivalent
IRS	MXN27,911,106,292	$1,635,595,278
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN27,911,106,292	$1,635,595,278

Product	Volume NOK	USD Equivalent
IRS	NOK59,935,066,000	$5,452,905,544
OIS	NOK14,300,000,000	$1,301,017,159
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK125,610,000,000	$11,428,025,547
VNS	NOK24,000,000	$2,183,525
Inflation	NOK0	$0
Total	NOK199,869,066,000	$18,184,131,775

Product	Volume NZD	USD Equivalent
IRS	NZD27,087,958,218	$16,063,159,223
OIS	NZD118,471,461,836	$70,253,576,869
Basis	NZD800,000,000	$474,400,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD146,359,420,054	$86,791,136,092

Product	Volume PLN	USD Equivalent
IRS	PLN53,058,886,000	$13,095,624,252
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN8,166,000,000	$2,015,475,177
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN61,224,886,000	$15,111,099,429

Product	Volume SEK	USD Equivalent
IRS	SEK123,852,508,000	$11,368,769,150
OIS	SEK92,600,000,000	$8,500,013,769
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK50,000,000,000	$4,589,640,264
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK266,452,508,000	$24,458,423,183

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD15,140,750,000	$11,116,556,535
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD15,140,750,000	$11,116,556,535

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB348,495,624,400	$9,399,747,118
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB348,495,624,400	$9,399,747,118

Product	Volume TWD	USD Equivalent
IRS	TWD116,604,272,000	$3,571,450,029
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD116,604,272,000	$3,571,450,029

Product	Volume ZAR	USD Equivalent
IRS	ZAR2,749,872,279,914	$143,029,201,673
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR2,749,872,279,914	$143,029,201,673

Product	USD Equivalent
IRS	$929,170,845,655
OIS	$4,152,263,455,748
Basis	$184,134,645,809
Zeroes	$162,362,500
FRAs	$246,702,339,509
VNS	$2,742,035,505
Inflation	$45,803,947,011
Total	$5,560,979,631,737

Show:

Product	USD Equivalent
IRS	$9,894,535,600
OIS	$7,303,415,863,509
Basis	$560,133,885,658
Zeroes	$0
FRAs	$0
VNS	$3,780,220,899
Inflation	$64,380,703,638
Total	$7,941,605,209,304

Product	Volume EUR	USD Equivalent
IRS	€2,502,625,106,869	$2,663,426,784,169
OIS	€8,354,060,909,081	$8,891,255,867,314
Basis	€17,318,232,584	$18,435,770,514
Zeroes	€4,940,000,000	$5,251,714,000
FRAs	€1,848,434,267,093	$1,966,587,502,647
VNS	€11,336,049,162	$12,077,941,576
Inflation	€100,301,599,918	$106,770,204,818
Total	€12,839,016,164,707	$13,663,805,785,038

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£4,266,584,604,846	$5,304,067,046,337
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£942,998,721	$1,172,528,818
Inflation	£71,058,200,580	$88,360,351,722
Total	£4,338,585,804,147	$5,393,599,926,877

Product	Volume JPY	USD Equivalent
IRS	¥80,000,000,000	$518,420,904
OIS	¥80,813,004,668,952	$523,070,173,306
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥80,893,004,668,952	$523,588,594,210

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF69,577,800,800	$76,325,351,219
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF69,577,800,800	$76,325,351,219

Product	Volume AUD	USD Equivalent
IRS	$599,935,564,944	$385,566,332,717
OIS	$1,169,690,212,348	$751,840,690,616
Basis	$262,775,350,000	$168,796,465,478
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,473,969,994	$948,757,710
Inflation	$0	$0
Total	$2,033,875,097,286	$1,307,152,246,521

Product	Volume CAD	USD Equivalent
IRS	$59,648,120,000	$43,302,235,939
OIS	$714,361,973,600	$518,106,003,763
Basis	$2,000,000,000	$1,452,011,035
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,044,722,783	$758,231,021
Inflation	$0	$0
Total	$777,054,816,383	$563,618,481,758

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL35,898,005,817	$6,863,085,387
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL35,898,005,817	$6,863,085,387

Product	Volume CLP	USD Equivalent
IRS	CLP665,196,960,000	$691,865,270
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP665,196,960,000	$691,865,270

Product	Volume CNY	USD Equivalent
IRS	CNY577,878,936,000	$79,832,424,416
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY577,878,936,000	$79,832,424,416

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP2,350,485,410,000	$601,025,760
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP2,350,485,410,000	$601,025,760

Product	Volume CZK	USD Equivalent
IRS	CZK1,585,938,977,594	$66,844,985,108
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK4,491,990,400,000	$189,365,045,351
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK6,077,929,377,594	$256,210,030,459

Product	Volume DKK	USD Equivalent
IRS	DKK35,327,980,000	$5,037,233,042
OIS	DKK10,302,000,000	$1,469,264,624
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK45,629,980,000	$6,506,497,666

Product	Volume HKD	USD Equivalent
IRS	HKD482,062,979,964	$61,554,618,027
OIS	HKD0	$0
Basis	HKD4,790,000,000	$611,780,396
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD486,852,979,964	$62,166,398,423

Product	Volume HUF	USD Equivalent
IRS	HUF7,138,883,739,156	$19,282,075,690
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF26,046,362,000,000	$70,442,703,753
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF33,185,245,739,156	$89,724,779,443

Product	Volume ILS	USD Equivalent
IRS	ILS125,274,360,000	$33,194,409,946
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS122,854,000,000	$32,573,184,990
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS248,128,360,000	$65,767,594,936

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR5,818,369,925,874	$69,665,389,638
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR5,818,369,925,874	$69,665,389,638

Product	Volume KRW	USD Equivalent
IRS	KRW191,542,725,852,804	$138,488,998,929
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW191,542,725,852,804	$138,488,998,929

Product	Volume MXN	USD Equivalent
IRS	MXN150,546,739,238	$8,868,597,665
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN150,546,739,238	$8,868,597,665

Product	Volume NOK	USD Equivalent
IRS	NOK550,796,522,000	$50,025,847,008
OIS	NOK318,400,000,000	$28,966,338,710
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK485,120,000,000	$44,098,328,624
VNS	NOK134,500,000	$12,231,443
Inflation	NOK0	$0
Total	NOK1,354,451,022,000	$123,102,745,785

Product	Volume NZD	USD Equivalent
IRS	NZD149,673,196,058	$88,291,860,576
OIS	NZD495,184,900,000	$292,255,774,905
Basis	NZD10,430,000,000	$6,157,830,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD655,288,096,058	$386,705,465,481

Product	Volume PLN	USD Equivalent
IRS	PLN267,244,214,552	$65,607,503,785
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN188,830,000,000	$46,392,312,544
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN456,074,214,552	$111,999,816,329

Product	Volume SEK	USD Equivalent
IRS	SEK807,121,338,000	$73,817,193,041
OIS	SEK8,000,000,000	$731,070,973
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK650,284,000,000	$59,427,523,296
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,465,405,338,000	$133,975,787,310

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD112,023,567,626	$82,217,178,688
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD112,023,567,626	$82,217,178,688

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB1,858,432,901,762	$50,508,725,299
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,858,432,901,762	$50,508,725,299

Product	Volume TWD	USD Equivalent
IRS	TWD548,459,552,000	$16,886,813,887
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD548,459,552,000	$16,886,813,887

Product	Volume ZAR	USD Equivalent
IRS	ZAR5,248,763,960,084	$275,279,983,347
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR2,999,040,000	$157,807,477
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR5,251,763,000,084	$275,437,790,824

Product	USD Equivalent
IRS	$4,093,275,804,453
OIS	$23,894,495,764,661
Basis	$755,587,743,081
Zeroes	$5,409,521,477
FRAs	$2,408,886,601,205
VNS	$18,749,911,467
Inflation	$259,511,260,178
Total	$31,435,916,606,522

Show:

Product	USD Equivalent
IRS	$385,115,115,379
OIS	$163,176,143,679,670
Basis	$4,530,148,496,260
Zeroes	$0
FRAs	$0
VNS	$114,346,581,842
Inflation	$1,020,921,664,858
Total	$169,226,675,538,009

Product	Volume EUR	USD Equivalent
IRS	€40,342,243,783,583	$43,698,219,838,084
OIS	€108,168,567,364,046	$117,174,259,194,545
Basis	€756,256,573,672	$821,818,166,229
Zeroes	€90,136,964,606	$97,018,437,955
FRAs	€36,071,360,575,541	$39,091,830,654,842
VNS	€141,792,669,221	$154,181,214,552
Inflation	€1,597,983,559,555	$1,731,433,109,939
Total	€187,168,341,490,224	$202,768,760,616,146

Product	Volume GBP	USD Equivalent
IRS	£1,930,900,000	$2,458,010,610
OIS	£46,956,684,714,635	$59,320,197,364,552
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£36,318,599,228	$45,806,796,688
Inflation	£887,720,411,782	$1,122,330,209,851
Total	£47,882,654,625,645	$60,490,792,381,701

Product	Volume JPY	USD Equivalent
IRS	¥545,841,840,000	$3,624,126,775
OIS	¥1,098,770,637,753,860	$7,322,780,148,576
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,678,915,232	$224,024,000
Inflation	¥0	$0
Total	¥1,099,351,158,509,092	$7,326,628,299,351

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF2,301,095,346,251	$2,618,795,638,079
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF9,000,000	$10,374,640
Inflation	CHF0	$0
Total	CHF2,301,104,346,251	$2,618,806,012,719

Product	Volume AUD	USD Equivalent
IRS	$10,371,043,913,624	$6,812,310,320,159
OIS	$17,485,329,256,096	$11,461,535,679,363
Basis	$2,866,019,350,000	$1,880,516,788,631
Zeroes	$18,863,400,000	$12,344,806,390
FRAs	$0	$0
VNS	$11,720,666,530	$7,656,234,279
Inflation	$0	$0
Total	$30,752,976,586,250	$20,174,363,828,822

Product	Volume CAD	USD Equivalent
IRS	$957,175,877,140	$707,282,204,951
OIS	$12,032,303,937,651	$8,894,391,525,467
Basis	$186,024,420,000	$137,971,414,398
Zeroes	$0	$0
FRAs	$0	$0
VNS	$53,860,395,554	$39,886,361,994
Inflation	$0	$0
Total	$13,229,364,630,345	$9,779,531,506,810

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL179,340,432,206	$35,513,680,039
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL179,340,432,206	$35,513,680,039

Product	Volume CLP	USD Equivalent
IRS	CLP21,922,169,182,116	$23,262,320,694
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP21,922,169,182,116	$23,262,320,694

Product	Volume CNY	USD Equivalent
IRS	CNY13,704,342,320,934	$1,904,951,596,238
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY13,704,342,320,934	$1,904,951,596,238

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP40,057,534,147,426	$10,313,541,882
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP40,057,534,147,426	$10,313,541,882

Product	Volume CZK	USD Equivalent
IRS	CZK24,899,915,847,452	$1,071,402,934,484
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK61,378,914,000	$2,613,357,902
FRAs	CZK64,518,860,528,776	$2,774,096,408,715
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK89,480,462,200,390	$3,848,126,380,638

Product	Volume DKK	USD Equivalent
IRS	DKK466,145,246,814	$67,663,595,227
OIS	DKK318,930,800,000	$46,377,759,979
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK42,620,000,000	$6,221,314,012
VNS	DKK3,580,242,748	$521,915,749
Inflation	DKK0	$0
Total	DKK831,276,289,562	$120,784,584,967

Product	Volume HKD	USD Equivalent
IRS	HKD7,667,336,608,810	$980,054,971,018
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD172,556,000,000	$22,047,518,496
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD7,845,059,008,810	$1,002,762,915,677

Product	Volume HUF	USD Equivalent
IRS	HUF134,550,550,958,970	$373,227,560,737
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF271,218,898,473,664	$751,900,926,692
VNS	HUF127,648,148,866	$357,152,323
Inflation	HUF0	$0
Total	HUF405,936,097,581,500	$1,125,593,493,734

Product	Volume ILS	USD Equivalent
IRS	ILS1,838,173,589,544	$499,746,209,068
OIS	ILS6,334,000,000	$1,724,845,811
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS1,830,893,240,000	$496,871,422,424
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,676,180,829,544	$998,550,696,627

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR123,995,379,186,956	$1,491,989,495,565
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR123,995,379,186,956	$1,491,989,495,565

Product	Volume KRW	USD Equivalent
IRS	KRW2,838,504,154,168,398	$2,121,471,015,580
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW2,838,504,154,168,398	$2,121,471,015,580

Product	Volume MXN	USD Equivalent
IRS	MXN2,155,908,906,672	$127,296,584,140
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,155,908,906,672	$127,296,584,140

Product	Volume NOK	USD Equivalent
IRS	NOK7,468,607,100,098	$706,021,161,126
OIS	NOK2,585,032,200,000	$244,090,883,339
Basis	NOK27,904,000,000	$2,654,728,004
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK9,566,050,000,000	$903,638,820,366
VNS	NOK2,049,347,998	$194,982,074
Inflation	NOK0	$0
Total	NOK19,662,245,072,096	$1,857,795,235,973

Product	Volume NZD	USD Equivalent
IRS	NZD2,727,725,335,340	$1,660,338,569,001
OIS	NZD5,862,345,039,672	$3,561,608,227,255
Basis	NZD119,104,000,000	$72,522,214,400
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD8,715,920,116,274	$5,298,491,916,663

Product	Volume PLN	USD Equivalent
IRS	PLN4,232,373,997,486	$1,059,981,351,124
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN7,706,640,000	$1,934,318,392
FRAs	PLN5,633,612,100,000	$1,411,558,163,537
VNS	PLN1,652,478,390	$409,566,299
Inflation	PLN0	$0
Total	PLN9,875,345,215,876	$2,473,883,399,352

Product	Volume SEK	USD Equivalent
IRS	SEK13,921,840,391,473	$1,330,338,358,442
OIS	SEK1,144,280,000,000	$108,012,902,751
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,850,340,680
FRAs	SEK14,519,344,000,000	$1,392,453,422,394
VNS	SEK535,980,000	$51,069,904
Inflation	SEK0	$0
Total	SEK29,616,166,171,473	$2,833,706,094,171

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD1,934,530,802,406	$1,440,160,755,589
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD1,935,313,037,703	$1,440,742,949,171

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB28,979,479,620,210	$808,897,085,252
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB28,979,479,620,210	$808,897,085,252

Product	Volume TWD	USD Equivalent
IRS	TWD10,599,560,337,860	$335,361,358,046
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD10,599,560,337,860	$335,361,358,046

Product	Volume ZAR	USD Equivalent
IRS	ZAR83,637,340,303,539	$4,424,988,022,956
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR49,973,829,132	$2,660,203,569
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR83,700,717,226,309	$4,428,358,916,113

Product	USD Equivalent
IRS	$68,330,628,903,878
OIS	$377,681,457,655,300
Basis	$7,467,679,326,418
Zeroes	$125,339,581,775
FRAs	$46,828,571,132,982
VNS	$365,049,859,079
Inflation	$3,874,684,984,648
Total	$504,673,411,444,080

Show:

Product	USD Equivalent
IRS	$4,829,410,727
OIS	$122,688,910,264,569
Basis	$12,447,871,587,926
Zeroes	$0
FRAs	$0
VNS	$1,975,587,870,861
Inflation	$4,494,021,966,226
Total	$141,611,221,100,309

Product	Volume EUR	USD Equivalent
IRS	€64,309,869,134,372	$68,766,543,065,385
OIS	€43,034,706,506,042	$46,017,011,666,910
Basis	€1,514,510,777,574	$1,619,466,374,460
Zeroes	€202,599,911,138	$216,640,084,980
FRAs	€30,005,458,998,204	$32,084,837,306,779
VNS	€1,392,126,113,371	$1,488,600,453,027
Inflation	€3,988,097,964,774	$4,264,473,153,733
Total	€144,447,369,405,475	$154,457,572,105,274

Product	Volume GBP	USD Equivalent
IRS	£474,400,000	$590,794,040
OIS	£33,195,696,972,460	$41,340,261,224,653
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£535,834,920,656	$667,302,018,439
Inflation	£2,777,449,372,244	$3,458,896,575,724
Total	£36,509,455,665,360	$45,467,050,612,856

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,550,267,262,993,077	$9,984,653,740,335
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥249,481,579,434	$1,606,811,448
Inflation	¥0	$0
Total	¥1,550,516,744,572,511	$9,986,260,551,783

Product	Volume CHF	USD Equivalent
IRS	CHF105,900,000	$115,763,008
OIS	CHF3,394,070,054,231	$3,710,177,147,170
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,574,206,375	$3,907,090,484
Inflation	CHF0	$0
Total	CHF3,397,750,160,606	$3,714,200,000,662

Product	Volume AUD	USD Equivalent
IRS	$22,930,315,819,121	$14,892,093,608,728
OIS	$11,066,311,776,178	$7,187,016,183,039
Basis	$7,869,724,995,845	$5,110,992,898,552
Zeroes	$23,174,160,669	$15,050,458,647
FRAs	$0	$0
VNS	$97,527,477,833	$63,339,220,478
Inflation	$0	$0
Total	$41,987,054,229,646	$27,268,492,369,444

Product	Volume CAD	USD Equivalent
IRS	$9,101,970,195,632	$6,640,865,457,195
OIS	$12,075,973,970,123	$8,810,720,830,383
Basis	$1,450,393,449,733	$1,058,217,897,077
Zeroes	$12,927,070,500	$9,431,687,217
FRAs	$0	$0
VNS	$455,340,948,056	$332,220,157,636
Inflation	$0	$0
Total	$23,096,605,634,044	$16,851,456,029,508

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL474,594,683,152	$92,128,368,353
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL474,594,683,152	$92,128,368,353

Product	Volume CLP	USD Equivalent
IRS	CLP47,536,589,513,164	$49,901,941,542
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP47,536,589,513,164	$49,901,941,542

Product	Volume CNY	USD Equivalent
IRS	CNY22,785,989,618,053	$3,144,608,389,130
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY22,785,989,618,053	$3,144,608,389,130

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP123,672,761,462,182	$31,367,251,784
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP123,672,761,462,182	$31,367,251,784

Product	Volume CZK	USD Equivalent
IRS	CZK44,996,483,573,506	$1,906,469,094,717
OIS	CZK0	$0
Basis	CZK11,928,000,000	$505,380,900
Zeroes	CZK77,178,914,000	$3,270,015,846
FRAs	CZK43,837,108,907,791	$1,857,347,212,431
VNS	CZK249,394,153,069	$10,566,653,380
Inflation	CZK0	$0
Total	CZK89,172,093,548,366	$3,778,158,357,274

Product	Volume DKK	USD Equivalent
IRS	DKK4,788,483,030,494	$686,599,614,363
OIS	DKK549,602,600,000	$78,805,110,264
Basis	DKK11,320,000,000	$1,623,125,233
Zeroes	DKK0	$0
FRAs	DKK23,060,000,000	$3,306,472,427
VNS	DKK20,812,911,324	$2,984,272,221
Inflation	DKK0	$0
Total	DKK5,393,278,541,818	$773,318,594,508

Product	Volume HKD	USD Equivalent
IRS	HKD17,705,894,001,984	$2,260,827,162,008
OIS	HKD2,840,000,000	$362,633,434
Basis	HKD1,257,919,034,428	$160,620,950,307
Zeroes	HKD3,128,400,000	$399,458,604
FRAs	HKD0	$0
VNS	HKD7,875,767,126	$1,005,639,604
Inflation	HKD0	$0
Total	HKD18,977,657,203,538	$2,423,215,843,957

Product	Volume HUF	USD Equivalent
IRS	HUF242,754,483,926,118	$659,175,289,668
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF190,595,817,418	$517,543,697
FRAs	HUF163,857,654,266,906	$444,938,915,108
VNS	HUF2,423,506,058,966	$6,580,785,997
Inflation	HUF0	$0
Total	HUF409,226,240,069,408	$1,111,212,534,470

Product	Volume ILS	USD Equivalent
IRS	ILS3,827,878,645,399	$1,011,729,521,712
OIS	ILS6,354,000,000	$1,679,397,383
Basis	ILS0	$0
Zeroes	ILS390,000,000	$103,079,160
FRAs	ILS1,082,924,403,976	$286,222,916,341
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS4,917,547,049,375	$1,299,734,914,596

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR201,620,082,312,338	$2,419,685,859,957
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR201,620,082,312,338	$2,419,685,859,957

Product	Volume KRW	USD Equivalent
IRS	KRW5,192,157,868,464,061	$3,769,959,497,739
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,192,157,868,464,061	$3,769,959,497,739

Product	Volume MXN	USD Equivalent
IRS	MXN4,976,051,060,290	$291,597,385,278
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN4,976,051,060,290	$291,597,385,278

Product	Volume NOK	USD Equivalent
IRS	NOK17,251,862,193,504	$1,569,578,233,301
OIS	NOK2,667,929,558,821	$242,728,820,607
Basis	NOK121,069,231,669	$11,014,905,441
Zeroes	NOK6,301,212,000	$573,285,660
FRAs	NOK9,884,411,119,810	$899,285,907,146
VNS	NOK139,709,085,761	$12,710,763,484
Inflation	NOK0	$0
Total	NOK30,071,282,401,565	$2,735,891,915,639

Product	Volume NZD	USD Equivalent
IRS	NZD7,129,132,630,896	$4,227,575,650,121
OIS	NZD3,987,407,121,283	$2,364,532,422,921
Basis	NZD202,863,700,000	$120,298,174,100
Zeroes	NZD3,460,000,000	$2,051,780,000
FRAs	NZD0	$0
VNS	NZD1,530,958,103	$907,858,155
Inflation	NZD0	$0
Total	NZD11,324,394,410,282	$6,715,365,885,297

Product	Volume PLN	USD Equivalent
IRS	PLN7,613,337,853,189	$1,879,070,959,532
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN12,054,640,007	$2,975,242,187
FRAs	PLN4,789,376,763,343	$1,182,080,575,406
VNS	PLN17,009,731,441	$4,198,223,302
Inflation	PLN0	$0
Total	PLN12,431,778,987,980	$3,068,325,000,427

Product	Volume SEK	USD Equivalent
IRS	SEK39,918,289,114,566	$3,664,211,739,801
OIS	SEK740,040,000,000	$67,930,347,619
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,769,003,406
FRAs	SEK12,251,831,364,303	$1,124,629,970,746
VNS	SEK43,174,602,703	$3,963,117,899
Inflation	SEK0	$0
Total	SEK52,983,500,881,572	$4,863,504,179,471

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,544,945,633,392	$1,868,535,707,336
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,299,313,146	$3,156,617,581
Inflation	SGD0	$0
Total	SGD2,549,244,946,538	$1,871,692,324,917

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB30,314,813,837,721	$817,661,870,202
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB30,314,813,837,721	$817,661,870,202

Product	Volume TWD	USD Equivalent
IRS	TWD21,375,878,931,435	$654,717,722,792
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD21,375,878,931,435	$654,717,722,792

Product	Volume ZAR	USD Equivalent
IRS	ZAR98,528,793,670,059	$5,124,781,541,097
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR113,486,228,982	$5,902,763,140
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,001,411,823
Inflation	ZAR0	$0
Total	ZAR98,661,532,992,679	$5,131,685,716,060

Product	USD Equivalent
IRS	$121,297,970,210,237
OIS	$247,632,040,478,566
Basis	$20,530,611,293,996
Zeroes	$259,684,402,544
FRAs	$37,882,649,276,384
VNS	$4,579,638,965,819
Inflation	$12,217,391,695,683
Total	$444,399,986,323,229

Figures as of COB Apr 24, 2024.

Notional Outstanding by Product

As of COB Apr 24, 2024

Daily Notional by Tenor

As of COB Apr 24, 2024

Notional Outstanding by Currency

As of COB Apr 24, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
$3.5 trillion notional per day based on daily average over 2020.
"Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.

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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression