• Client Notional Cleared (USD)
    $608,878,874,244,222
    Client Notional Outstanding (USD)
    $37,621,038,159,550
    As of COB Nov 22, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,763,980,000,000,000
    Trades Compressed
    13,410,639
  • Notional Outstanding Showing Effect of Compression

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

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

As of COB Nov 22, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$344,686,006,978
$2,659,282,250,149
$108,036,362,877,119
$18,079,098,110,799
EUR
€231,981,961,574
€539,446,785,144
€32,874,048,969,276
€7,613,891,073,337
GBP
£71,397,318,380
£391,922,837,914
£12,646,657,807,204
£2,785,762,209,138
JPY
¥1,340,223,400,000
¥4,203,119,063,516
¥327,516,705,850,032
¥122,359,804,986,771
CHF
CHF2,062,820,000
CHF8,147,961,222
CHF731,634,104,309
CHF194,924,880,591
AUD
$11,736,926,055
$120,438,977,550
$8,041,806,277,035
$1,824,284,494,961
CAD
$14,710,442,822
$133,480,257,446
$7,834,900,836,123
$1,431,766,766,749
Other*
Show All
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$28,823,504,280
$162,272,246,038
$7,069,443,393,417
$3,012,112,128,306
CZK
CZK20,518,950,000
CZK177,700,604,097
CZK9,752,439,541,916
CZK2,838,335,837,168
DKK
DKK959,000,000
DKK19,096,150,000
DKK413,863,628,106
DKK737,689,529,866
HKD
HKD11,590,100,000
HKD68,251,387,959
HKD3,733,684,487,466
HKD1,977,496,360,085
HUF
HUF886,914,822,554
HUF2,569,857,564,221
HUF128,059,776,208,607
HUF36,061,610,765,884
MXN
MXN1,230,000,000
MXN6,699,000,000
MXN403,784,567,935
MXN145,602,600,738
NOK
NOK13,287,903,400
NOK138,024,464,015
NOK3,945,868,249,059
NOK1,387,395,369,922
NZD
NZD2,236,271,944
NZD23,620,208,717
NZD1,270,103,636,397
NZD476,874,793,146
PLN
PLN9,590,795,000
PLN33,440,802,454
PLN1,868,849,475,890
PLN726,723,225,855
SEK
SEK47,018,690,000
SEK483,765,839,962
SEK21,631,739,894,319
SEK6,621,194,834,880
SGD
SGD5,968,745,000
SGD9,669,384,867
SGD786,584,269,287
SGD638,309,641,214
ZAR
ZAR95,284,855,000
ZAR362,274,547,532
ZAR8,646,466,683,943
ZAR5,472,867,047,000
Total in USD$777,585,721,578$4,213,321,076,424$184,204,102,150,486$37,621,038,159,550

Figures as of COB Nov 22, 2017. Weekly figures as of COB Nov 17, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $150,740,947,808
OIS $123,098,840,000
Basis $15,162,484,369
Zeroes $0
FRAs $54,100,000,000
VNS $417,264,801
Inflation $1,166,470,000
Total$344,686,006,978
ProductVolume
EUR
USD
Equivalent
IRS €188,171,267,734 $222,456,072,715
OIS €34,470,100,000 $40,750,552,220
Basis €251,000,000 $296,732,200
Zeroes €0 $0
FRAs €7,900,000,000 $9,339,380,000
VNS €273,943,840 $323,856,408
Inflation €915,650,000 $1,082,481,430
Total€231,981,961,574$274,249,074,973
ProductVolume
GBP
USD
Equivalent
IRS £24,093,870,084 $32,108,695,967
OIS £28,137,666,000 $37,497,660,595
Basis £2,692,000,000 $3,587,493,800
Zeroes £0 $0
FRAs £15,798,000,000 $21,053,204,700
VNS £376,712,296 $502,025,641
Inflation £299,070,000 $398,555,636
Total£71,397,318,380$95,147,636,339
ProductVolume
JPY
USD
Equivalent
IRS ¥1,182,623,400,000 $10,633,190,074
OIS ¥110,000,000,000 $989,030,750
Basis ¥47,600,000,000 $427,980,579
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,340,223,400,000$12,050,201,403
ProductVolume
CHF
USD
Equivalent
IRS CHF2,030,420,000 $2,067,848,050
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF32,400,000 $32,997,250
Inflation CHF0 $0
TotalCHF2,062,820,000$2,100,845,300
ProductVolume
AUD
USD
Equivalent
IRS $8,229,926,055 $6,269,969,165
OIS $3,500,000,000 $2,666,475,000
Basis $7,000,000 $5,332,950
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,736,926,055$8,941,777,115
ProductVolume
CAD
USD
Equivalent
IRS $14,514,842,822 $11,432,610,918
OIS $195,600,000 $154,064,272
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$14,710,442,822$11,586,675,190
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK14,348,950,000 $665,844,548
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK6,170,000,000 $286,310,905
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK20,518,950,000$952,155,453
ProductVolume
DKK
USD
Equivalent
IRS DKK850,000,000 $135,028,872
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK109,000,000 $17,315,467
Inflation DKK0 $0
TotalDKK959,000,000$152,344,339
ProductVolume
HKD
USD
Equivalent
IRS HKD9,390,100,000 $1,202,186,702
OIS HKD0 $0
Basis HKD2,200,000,000 $281,659,486
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD11,590,100,000$1,483,846,188
ProductVolume
HUF
USD
Equivalent
IRS HUF886,914,822,554 $3,349,123,263
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF886,914,822,554$3,349,123,263
ProductVolume
MXN
USD
Equivalent
IRS MXN1,230,000,000 $65,981,815
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,230,000,000$65,981,815
ProductVolume
NOK
USD
Equivalent
IRS NOK7,282,570,000 $893,040,908
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK6,000,000,000 $735,762,986
VNS NOK5,333,400 $654,020
Inflation NOK0 $0
TotalNOK13,287,903,400$1,629,457,914
ProductVolume
NZD
USD
Equivalent
IRS NZD2,236,271,944 $1,539,449,606
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,236,271,944$1,539,449,606
ProductVolume
PLN
USD
Equivalent
IRS PLN9,590,795,000 $2,690,793,424
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN9,590,795,000$2,690,793,424
ProductVolume
SEK
USD
Equivalent
IRS SEK28,608,690,000 $3,431,368,292
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK18,410,000,000 $2,208,122,436
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK47,018,690,000$5,639,490,728
ProductVolume
SGD
USD
Equivalent
IRS SGD5,968,745,000 $4,431,139,569
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,968,745,000$4,431,139,569
ProductVolume
ZAR
USD
Equivalent
IRS ZAR95,284,855,000 $6,889,721,981
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR95,284,855,000$6,889,721,981
ProductUSD
Equivalent
IRS$461,003,013,677
OIS$205,156,622,837
Basis$19,761,683,384
Zeroes$0
FRAs$87,722,781,027
VNS$1,294,113,587
Inflation$2,647,507,066
Total$777,585,721,578
Show:
ProductUSD
Equivalent
IRS $528,151,095,465
OIS $1,561,390,107,500
Basis $57,818,640,000
Zeroes $0
FRAs $501,265,950,000
VNS $7,977,839,834
Inflation $2,678,617,350
Total$2,659,282,250,149
ProductVolume
EUR
USD
Equivalent
IRS €167,290,496,801 $196,816,877,283
OIS €236,660,934,278 $277,875,242,449
Basis €0 $0
Zeroes €0 $0
FRAs €131,737,800,000 $154,429,576,550
VNS €1,044,805,065 $1,231,989,366
Inflation €2,712,749,000 $3,191,018,382
Total€539,446,785,144$633,544,704,030
ProductVolume
GBP
USD
Equivalent
IRS £119,756,111,347 $157,772,786,172
OIS £166,804,769,018 $219,755,369,136
Basis £31,753,385,000 $41,806,616,269
Zeroes £30,408,909 $40,050,054
FRAs £71,287,100,000 $93,958,621,005
VNS £618,209,640 $815,161,403
Inflation £1,672,854,000 $2,205,255,226
Total£391,922,837,914$516,353,859,265
ProductVolume
JPY
USD
Equivalent
IRS ¥3,625,819,063,516 $32,154,381,757
OIS ¥535,500,000,000 $4,742,497,179
Basis ¥1,800,000,000 $15,865,321
Zeroes ¥0 $0
FRAs ¥40,000,000,000 $352,035,204
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,203,119,063,516$37,264,779,461
ProductVolume
CHF
USD
Equivalent
IRS CHF7,908,461,222 $7,985,982,871
OIS CHF30,000,000 $30,349,014
Basis CHF100,000,000 $101,153,146
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF109,500,000 $110,379,750
Inflation CHF0 $0
TotalCHF8,147,961,222$8,227,864,781
ProductVolume
AUD
USD
Equivalent
IRS $63,579,827,550 $48,335,142,867
OIS $55,231,250,000 $42,070,972,813
Basis $1,627,900,000 $1,236,411,780
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$120,438,977,550$91,642,527,460
ProductVolume
CAD
USD
Equivalent
IRS $60,161,185,446 $47,211,532,881
OIS $70,666,300,000 $55,443,261,761
Basis $2,650,000,000 $2,075,872,551
Zeroes $0 $0
FRAs $0 $0
VNS $2,772,000 $2,178,047
Inflation $0 $0
Total$133,480,257,446$104,732,845,240
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK58,595,604,097 $2,690,702,637
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK119,105,000,000 $5,482,208,977
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK177,700,604,097$8,172,911,614
ProductVolume
DKK
USD
Equivalent
IRS DKK9,184,400,000 $1,453,422,887
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK9,788,000,000 $1,548,085,059
VNS DKK123,750,000 $19,621,989
Inflation DKK0 $0
TotalDKK19,096,150,000$3,021,129,935
ProductVolume
HKD
USD
Equivalent
IRS HKD65,858,387,959 $8,436,375,519
OIS HKD0 $0
Basis HKD2,393,000,000 $306,463,757
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD68,251,387,959$8,742,839,276
ProductVolume
HUF
USD
Equivalent
IRS HUF1,908,057,564,221 $7,189,596,026
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF661,800,000,000 $2,499,399,239
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,569,857,564,221$9,688,995,265
ProductVolume
MXN
USD
Equivalent
IRS MXN6,699,000,000 $351,456,256
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN6,699,000,000$351,456,256
ProductVolume
NOK
USD
Equivalent
IRS NOK103,468,153,297 $12,604,403,707
OIS NOK0 $0
Basis NOK5,700,000,000 $698,135,855
Zeroes NOK0 $0
FRAs NOK28,823,878,178 $3,517,379,642
VNS NOK32,432,540 $3,951,355
Inflation NOK0 $0
TotalNOK138,024,464,015$16,823,870,559
ProductVolume
NZD
USD
Equivalent
IRS NZD23,620,208,717 $16,198,935,623
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD23,620,208,717$16,198,935,623
ProductVolume
PLN
USD
Equivalent
IRS PLN32,312,102,454 $8,965,437,886
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,100,000,000 $305,729,652
VNS PLN28,700,000 $7,973,662
Inflation PLN0 $0
TotalPLN33,440,802,454$9,279,141,200
ProductVolume
SEK
USD
Equivalent
IRS SEK225,541,839,962 $26,843,370,237
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK257,924,000,000 $30,701,654,129
VNS SEK300,000,000 $35,712,177
Inflation SEK0 $0
TotalSEK483,765,839,962$57,580,736,543
ProductVolume
SGD
USD
Equivalent
IRS SGD9,669,384,867 $7,119,563,147
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD9,669,384,867$7,119,563,147
ProductVolume
ZAR
USD
Equivalent
IRS ZAR362,274,547,532 $25,292,666,620
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR362,274,547,532$25,292,666,620
ProductUSD
Equivalent
IRS$1,135,573,729,841
OIS$2,161,307,799,852
Basis$104,059,158,679
Zeroes$40,050,054
FRAs$794,060,639,457
VNS$10,204,807,583
Inflation$8,074,890,958
Total$4,213,321,076,424
Show:
ProductUSD
Equivalent
IRS $25,830,362,416,204
OIS $62,313,262,391,314
Basis $4,227,560,843,108
Zeroes $18,889,729,712
FRAs $15,397,885,419,103
VNS $80,952,516,739
Inflation $167,449,560,939
Total$108,036,362,877,119
ProductVolume
EUR
USD
Equivalent
IRS €12,725,819,800,292 $14,291,895,554,254
OIS €16,183,572,943,540 $18,019,784,309,463
Basis €286,038,213,408 $319,675,557,732
Zeroes €48,544,494,703 $53,013,261,123
FRAs €3,407,882,170,000 $3,795,877,375,852
VNS €39,927,415,856 $45,041,427,724
Inflation €182,263,931,477 $204,314,926,438
Total€32,874,048,969,276$36,729,602,412,586
ProductVolume
GBP
USD
Equivalent
IRS £3,756,170,826,454 $4,841,462,108,732
OIS £6,912,438,788,312 $9,030,729,300,030
Basis £315,809,990,400 $408,813,577,840
Zeroes £46,894,581,465 $60,414,650,599
FRAs £1,485,833,782,324 $1,941,325,549,988
VNS £22,407,134,666 $29,046,851,944
Inflation £107,102,703,583 $137,422,970,138
Total£12,646,657,807,204$16,449,215,009,271
ProductVolume
JPY
USD
Equivalent
IRS ¥280,632,424,813,489 $2,502,971,602,677
OIS ¥19,030,781,037,988 $169,956,010,118
Basis ¥24,694,303,713,237 $221,424,979,512
Zeroes ¥0 $0
FRAs ¥3,154,483,200,000 $28,002,459,801
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥327,516,705,850,032$2,922,395,888,094
ProductVolume
CHF
USD
Equivalent
IRS CHF603,228,354,309 $613,119,991,015
OIS CHF2,380,000,000 $2,398,670,664
Basis CHF80,020,250,000 $81,277,940,453
Zeroes CHF0 $0
FRAs CHF45,598,000,000 $46,202,268,450
VNS CHF407,500,000 $416,012,381
Inflation CHF0 $0
TotalCHF731,634,104,309$743,414,882,963
ProductVolume
AUD
USD
Equivalent
IRS $2,945,288,879,651 $2,262,540,567,730
OIS $5,017,285,342,848 $3,860,207,742,681
Basis $78,797,536,000 $60,334,038,967
Zeroes $0 $0
FRAs $0 $0
VNS $434,518,536 $330,498,399
Inflation $0 $0
Total$8,041,806,277,035$6,183,412,847,777
ProductVolume
CAD
USD
Equivalent
IRS $3,734,608,441,080 $2,885,830,495,177
OIS $4,066,167,536,694 $3,158,141,544,239
Basis $31,748,200,000 $24,483,124,234
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $1,155,108,349 $869,732,546
Inflation $0 $0
Total$7,834,900,836,123$6,070,254,839,259
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,321,289,625,418 $269,686,533,603
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,430,222,976,608 $147,031,998,577
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK9,752,439,541,916$416,757,715,486
ProductVolume
DKK
USD
Equivalent
IRS DKK369,449,055,742 $54,843,495,648
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK39,314,000,000 $6,011,271,708
VNS DKK1,950,572,364 $294,956,731
Inflation DKK0 $0
TotalDKK413,863,628,106$61,596,672,071
ProductVolume
HKD
USD
Equivalent
IRS HKD3,640,678,487,466 $467,006,339,175
OIS HKD0 $0
Basis HKD93,006,000,000 $11,932,845,911
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD3,733,684,487,466$478,939,185,086
ProductVolume
HUF
USD
Equivalent
IRS HUF94,798,822,256,607 $345,493,510,670
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,900,000,000 $21,701,154
FRAs HUF33,252,110,000,000 $118,814,822,072
VNS HUF2,943,952,000 $11,251,336
Inflation HUF0 $0
TotalHUF128,059,776,208,607$464,341,285,232
ProductVolume
MXN
USD
Equivalent
IRS MXN403,784,567,935 $21,896,486,539
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN403,784,567,935$21,896,486,539
ProductVolume
NOK
USD
Equivalent
IRS NOK2,241,535,832,160 $271,225,665,538
OIS NOK0 $0
Basis NOK46,277,540,000 $5,781,316,472
Zeroes NOK0 $0
FRAs NOK1,653,152,929,221 $199,793,519,728
VNS NOK4,901,947,678 $590,769,647
Inflation NOK0 $0
TotalNOK3,945,868,249,059$477,391,271,385
ProductVolume
NZD
USD
Equivalent
IRS NZD1,269,003,636,397 $902,764,261,756
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,270,103,636,397$903,526,882,006
ProductVolume
PLN
USD
Equivalent
IRS PLN1,468,005,802,898 $387,016,620,931
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,886,199
FRAs PLN400,555,710,192 $104,396,823,902
VNS PLN262,962,800 $71,610,243
Inflation PLN0 $0
TotalPLN1,868,849,475,890$491,491,941,275
ProductVolume
SEK
USD
Equivalent
IRS SEK10,097,134,532,471 $1,187,835,556,801
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK11,527,114,266,620 $1,349,106,037,455
VNS SEK5,313,095,228 $615,647,961
Inflation SEK0 $0
TotalSEK21,631,739,894,319$2,537,806,464,114
ProductVolume
SGD
USD
Equivalent
IRS SGD785,284,569,287 $567,047,425,830
OIS SGD0 $0
Basis SGD1,299,700,000 $945,551,896
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD786,584,269,287$567,992,977,726
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,646,466,683,943 $647,702,512,497
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,646,466,683,943$647,702,512,497
ProductUSD
Equivalent
IRS$58,350,701,144,777
OIS$96,554,479,968,509
Basis$5,363,439,344,359
Zeroes$133,525,393,747
FRAs$23,134,447,546,636
VNS$158,321,294,943
Inflation$509,187,457,515
Total$184,204,102,150,486
Show:
ProductUSD
Equivalent
IRS $7,759,921,467,751
OIS $5,792,392,222,903
Basis $1,914,247,068,250
Zeroes $6,549,074,712
FRAs $2,382,933,642,068
VNS $163,870,687,821
Inflation $59,183,947,293
Total$18,079,098,110,798
ProductVolume
EUR
USD
Equivalent
IRS €4,204,648,300,665 $4,970,735,221,046
OIS €2,566,717,585,060 $3,034,373,529,058
Basis €136,227,171,646 $161,047,762,320
Zeroes €14,852,016,819 $17,558,054,283
FRAs €532,057,769,270 $628,998,694,831
VNS €84,795,178,854 $100,244,860,441
Inflation €74,593,051,023 $88,183,904,919
Total€7,613,891,073,337$9,001,142,026,898
ProductVolume
GBP
USD
Equivalent
IRS £1,024,457,150,789 $1,365,242,821,999
OIS £1,115,066,503,788 $1,485,993,376,274
Basis £177,018,965,000 $235,904,323,707
Zeroes £21,909,029,535 $29,197,068,210
FRAs £343,605,200,000 $457,905,469,780
VNS £36,085,580,364 $48,089,448,672
Inflation £67,619,779,661 $90,113,499,365
Total£2,785,762,209,137$3,712,446,008,007
ProductVolume
JPY
USD
Equivalent
IRS ¥92,520,855,883,590 $831,872,467,934
OIS ¥8,760,837,800,000 $78,770,345,262
Basis ¥19,990,318,217,863 $179,736,721,973
Zeroes ¥0 $0
FRAs ¥1,083,080,000,000 $9,738,176,587
VNS ¥4,713,085,318 $42,376,239
Inflation ¥0 $0
Total¥122,359,804,986,771$1,100,160,087,995
ProductVolume
CHF
USD
Equivalent
IRS CHF153,921,310,963 $156,758,642,390
OIS CHF1,820,000,000 $1,853,549,241
Basis CHF31,318,300,000 $31,895,610,551
Zeroes CHF0 $0
FRAs CHF7,457,769,628 $7,595,243,536
VNS CHF407,500,000 $415,011,712
Inflation CHF0 $0
TotalCHF194,924,880,591$198,518,057,430
ProductVolume
AUD
USD
Equivalent
IRS $812,899,372,108 $619,307,386,641
OIS $943,627,835,882 $718,902,866,767
Basis $67,010,230,000 $51,051,743,726
Zeroes $110,102,501 $83,881,590
FRAs $0 $0
VNS $636,954,470 $485,263,763
Inflation $0 $0
Total$1,824,284,494,961$1,389,831,142,487
ProductVolume
CAD
USD
Equivalent
IRS $833,358,067,938 $656,394,193,398
OIS $567,427,374,256 $446,933,974,682
Basis $26,267,500,000 $20,689,587,272
Zeroes $1,190,800,000 $937,933,207
FRAs $0 $0
VNS $3,523,024,554 $2,774,909,069
Inflation $0 $0
Total$1,431,766,766,748$1,127,730,597,628
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,191,979,897,278 $101,716,004,514
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK645,429,000,000 $29,950,301,624
VNS CZK926,939,890 $43,013,452
Inflation CZK0 $0
TotalCZK2,838,335,837,168$131,709,319,590
ProductVolume
DKK
USD
Equivalent
IRS DKK706,545,957,502 $112,240,122,241
OIS DKK0 $0
Basis DKK6,950,000,000 $1,104,059,603
Zeroes DKK0 $0
FRAs DKK22,243,000,000 $3,533,467,303
VNS DKK1,950,572,364 $309,863,043
Inflation DKK0 $0
TotalDKK737,689,529,866$117,187,512,190
ProductVolume
HKD
USD
Equivalent
IRS HKD1,862,558,360,085 $238,457,832,385
OIS HKD0 $0
Basis HKD114,938,000,000 $14,715,171,844
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,977,496,360,085$253,173,004,229
ProductVolume
HUF
USD
Equivalent
IRS HUF28,221,966,813,884 $106,570,375,402
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,900,000,000 $169,549,128
FRAs HUF7,791,800,000,000 $29,423,004,305
VNS HUF2,943,952,000 $11,116,804
Inflation HUF0 $0
TotalHUF36,061,610,765,884$136,174,045,639
ProductVolume
MXN
USD
Equivalent
IRS MXN145,602,600,738 $7,810,669,782
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN145,602,600,738$7,810,669,782
ProductVolume
NOK
USD
Equivalent
IRS NOK753,902,468,671 $92,448,921,944
OIS NOK0 $0
Basis NOK54,437,540,000 $6,675,521,165
Zeroes NOK0 $0
FRAs NOK570,225,649,288 $69,925,154,423
VNS NOK8,829,711,963 $1,082,762,540
Inflation NOK0 $0
TotalNOK1,387,395,369,922$170,132,360,072
ProductVolume
NZD
USD
Equivalent
IRS NZD475,574,793,146 $327,385,687,602
OIS NZD0 $0
Basis NZD1,300,000,000 $894,920,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD476,874,793,146$328,280,607,602
ProductVolume
PLN
USD
Equivalent
IRS PLN610,833,310,049 $171,375,392,096
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,375,000,000 $385,769,997
FRAs PLN113,258,153,006 $31,775,707,153
VNS PLN1,256,762,800 $352,597,368
Inflation PLN0 $0
TotalPLN726,723,225,855$203,889,466,614
ProductVolume
SEK
USD
Equivalent
IRS SEK3,758,862,640,021 $450,843,505,172
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $292,394,717
FRAs SEK2,853,813,135,774 $342,290,538,510
VNS SEK6,081,247,375 $729,393,741
Inflation SEK0 $0
TotalSEK6,621,194,834,880$794,155,832,140
ProductVolume
SGD
USD
Equivalent
IRS SGD637,709,941,214 $473,429,800,456
OIS SGD0 $0
Basis SGD599,700,000 $445,211,581
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD638,309,641,214$473,875,012,037
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,472,867,047,000 $395,724,298,409
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,472,867,047,000$395,724,298,409
ProductUSD
Equivalent
IRS$18,838,234,811,162
OIS$11,559,219,864,187
Basis$2,618,407,701,992
Zeroes$55,173,725,844
FRAs$3,994,069,400,120
VNS$318,451,304,665
Inflation$237,481,351,577
Total$37,621,038,159,547

Figures as of COB Nov 22, 2017.

Notional Outstanding by Product

As of COB Nov 22, 2017

Daily Notional by Tenor
 

As of COB Nov 22, 2017

Notional Outstanding by Tenor
 

As of COB Nov 22, 2017

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
$1,344,261,576,401
$9,435,883,574,113
$411,861,389,544,975
$116,981,298,854,251
EUR
€949,231,010,186
€5,010,686,048,233
€190,729,413,898,239
€84,052,266,310,159
GBP
£253,365,598,787
£1,858,915,230,079
£57,388,615,628,680
£27,294,652,268,034
JPY
¥3,878,642,400,000
¥36,334,067,387,874
¥1,664,719,228,342,758
¥1,427,422,058,203,870
CHF
CHF7,609,640,000
CHF51,399,822,444
CHF4,660,672,290,292
CHF3,420,557,576,235
AUD
$65,747,252,110
$716,859,325,148
$34,591,456,932,491
$19,810,050,293,619
CAD
$83,877,517,385
$379,637,831,177
$24,331,909,061,119
$12,862,828,594,106
Other*
Show All
Hide
$163,141,678,682
$933,337,310,853
$30,113,914,288,862
$21,030,128,353,960
CZK
CZK99,257,900,000
CZK894,389,047,838
CZK40,084,230,121,971
CZK24,298,398,053,048
DKK
DKK9,282,000,000
DKK111,161,134,000
DKK2,022,637,244,805
DKK4,246,771,480,073
HKD
HKD43,636,200,000
HKD260,724,385,758
HKD14,579,643,537,507
HKD12,972,197,398,969
HUF
HUF2,613,600,347,108
HUF9,516,010,922,910
HUF460,906,520,580,248
HUF238,647,810,397,791
MXN
MXN4,320,000,000
MXN13,398,000,000
MXN958,510,735,471
MXN549,204,449,085
NOK
NOK397,310,266,800
NOK712,734,146,630
NOK24,882,089,891,482
NOK16,723,118,228,874
NZD
NZD14,762,043,888
NZD76,078,190,634
NZD4,734,770,163,002
NZD4,856,785,388,872
PLN
PLN23,564,590,000
PLN116,857,452,668
PLN6,403,378,795,844
PLN4,446,511,635,167
SEK
SEK195,176,696,402
SEK3,183,983,824,050
SEK95,809,799,765,864
SEK46,137,971,374,037
SGD
SGD24,542,470,000
SGD45,011,173,254
SGD3,353,273,150,172
SGD3,232,773,409,758
ZAR
ZAR473,665,710,000
ZAR3,175,429,995,064
ZAR37,162,553,241,255
ZAR28,504,576,851,209
Total in USD$3,126,010,980,969$19,929,019,820,905$794,538,922,468,605$315,293,756,007,011

Figures as of COB Nov 22, 2017. Weekly figures as of COB Nov 17, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $522,028,671,202
OIS $349,392,880,000
Basis $69,990,578,738
Zeroes $0
FRAs $397,522,000,000
VNS $1,801,664,461
Inflation $3,525,782,000
Total$1,344,261,576,401
ProductVolume
EUR
USD
Equivalent
IRS €775,014,159,006 $916,221,738,777
OIS €124,257,620,000 $146,897,358,364
Basis €502,000,000 $593,464,400
Zeroes €0 $0
FRAs €43,000,000,000 $50,834,600,000
VNS €549,531,180 $649,655,761
Inflation €5,907,700,000 $6,984,082,940
Total€949,231,010,186$1,122,180,900,242
ProductVolume
GBP
USD
Equivalent
IRS £91,963,979,936 $122,555,797,862
OIS £76,174,664,000 $101,514,165,980
Basis £22,548,400,000 $30,049,125,260
Zeroes £1,865,040 $2,485,446
FRAs £56,796,000,000 $75,689,189,400
VNS £839,249,811 $1,118,426,261
Inflation £5,041,440,000 $6,718,475,016
Total£253,365,598,787$337,647,665,225
ProductVolume
JPY
USD
Equivalent
IRS ¥3,422,242,400,000 $30,770,026,974
OIS ¥226,000,000,000 $2,032,008,632
Basis ¥230,400,000,000 $2,071,569,862
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,878,642,400,000$34,873,605,468
ProductVolume
CHF
USD
Equivalent
IRS CHF7,494,840,000 $7,632,997,250
OIS CHF50,000,000 $50,921,682
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF64,800,000 $65,994,500
Inflation CHF0 $0
TotalCHF7,609,640,000$7,749,913,432
ProductVolume
AUD
USD
Equivalent
IRS $41,433,252,110 $31,565,923,120
OIS $24,000,000,000 $18,284,400,000
Basis $314,000,000 $239,220,900
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$65,747,252,110$50,089,544,020
ProductVolume
CAD
USD
Equivalent
IRS $82,859,284,060 $65,264,086,373
OIS $391,200,000 $308,128,544
Basis $0 $0
Zeroes $21,134,000 $16,646,188
FRAs $0 $0
VNS $605,899,325 $477,236,394
Inflation $0 $0
Total$83,877,517,385$66,066,097,499
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK69,917,900,000 $3,244,450,116
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK29,340,000,000 $1,361,484,919
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK99,257,900,000$4,605,935,035
ProductVolume
DKK
USD
Equivalent
IRS DKK9,064,000,000 $1,439,884,352
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK218,000,000 $34,630,934
Inflation DKK0 $0
TotalDKK9,282,000,000$1,474,515,286
ProductVolume
HKD
USD
Equivalent
IRS HKD39,236,200,000 $5,023,294,520
OIS HKD0 $0
Basis HKD4,400,000,000 $563,318,973
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD43,636,200,000$5,586,613,493
ProductVolume
HUF
USD
Equivalent
IRS HUF2,613,600,347,108 $9,869,346,526
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,613,600,347,108$9,869,346,526
ProductVolume
MXN
USD
Equivalent
IRS MXN4,320,000,000 $231,741,008
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,320,000,000$231,741,008
ProductVolume
NOK
USD
Equivalent
IRS NOK30,895,600,000 $3,788,639,819
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK366,404,000,000 $44,931,083,534
VNS NOK10,666,800 $1,308,039
Inflation NOK0 $0
TotalNOK397,310,266,800$48,721,031,392
ProductVolume
NZD
USD
Equivalent
IRS NZD14,762,043,888 $10,162,191,012
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD14,762,043,888$10,162,191,012
ProductVolume
PLN
USD
Equivalent
IRS PLN22,114,590,000 $6,204,469,321
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,450,000,000 $406,811,997
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN23,564,590,000$6,611,281,318
ProductVolume
SEK
USD
Equivalent
IRS SEK94,356,696,402 $11,317,280,735
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK100,820,000,000 $12,092,498,861
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK195,176,696,402$23,409,779,596
ProductVolume
SGD
USD
Equivalent
IRS SGD24,542,470,000 $18,220,096,511
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD24,542,470,000$18,220,096,511
ProductVolume
ZAR
USD
Equivalent
IRS ZAR473,665,710,000 $34,249,147,505
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR473,665,710,000$34,249,147,505
ProductUSD
Equivalent
IRS$1,799,789,782,983
OIS$618,479,863,202
Basis$103,507,278,133
Zeroes$19,131,634
FRAs$582,837,668,711
VNS$4,148,916,350
Inflation$17,228,339,956
Total$3,126,010,980,969
Show:
ProductUSD
Equivalent
IRS $1,826,440,553,368
OIS $4,227,692,835,000
Basis $227,592,758,000
Zeroes $448,000,000
FRAs $3,130,935,900,000
VNS $13,840,991,965
Inflation $8,932,535,780
Total$9,435,883,574,113
ProductVolume
EUR
USD
Equivalent
IRS €1,188,246,379,995 $1,398,543,939,610
OIS €795,780,426,557 $934,656,235,713
Basis €2,329,485,209 $2,741,338,194
Zeroes €22,899,540 $27,010,007
FRAs €2,990,661,600,000 $3,518,151,033,600
VNS €3,890,706,932 $4,583,643,510
Inflation €29,754,550,000 $35,012,758,727
Total€5,010,686,048,233$5,893,715,959,361
ProductVolume
GBP
USD
Equivalent
IRS £358,041,098,182 $471,622,623,649
OIS £473,063,348,036 $623,201,819,413
Basis £171,153,520,000 $225,607,068,186
Zeroes £582,294,416 $767,590,987
FRAs £844,378,200,000 $1,113,198,595,010
VNS £1,236,419,281 $1,630,322,806
Inflation £10,460,350,164 $13,777,582,202
Total£1,858,915,230,079$2,449,805,602,253
ProductVolume
JPY
USD
Equivalent
IRS ¥33,675,555,509,896 $298,043,161,861
OIS ¥1,629,951,877,978 $14,404,999,629
Basis ¥948,560,000,000 $8,382,386,982
Zeroes ¥0 $0
FRAs ¥80,000,000,000 $704,070,407
VNS ¥0 $0
Inflation ¥0 $0
Total¥36,334,067,387,874$321,534,618,879
ProductVolume
CHF
USD
Equivalent
IRS CHF34,778,822,444 $35,124,687,356
OIS CHF392,000,000 $394,067,922
Basis CHF4,460,000,000 $4,508,673,452
Zeroes CHF0 $0
FRAs CHF11,550,000,000 $11,684,042,802
VNS CHF219,000,000 $220,759,500
Inflation CHF0 $0
TotalCHF51,399,822,444$51,932,231,032
ProductVolume
AUD
USD
Equivalent
IRS $339,363,847,700 $257,906,425,110
OIS $361,592,900,000 $275,021,215,965
Basis $15,827,800,000 $12,028,987,210
Zeroes $0 $0
FRAs $0 $0
VNS $74,777,448 $56,733,650
Inflation $0 $0
Total$716,859,325,148$545,013,361,935
ProductVolume
CAD
USD
Equivalent
IRS $205,129,937,330 $160,909,625,439
OIS $167,512,600,000 $131,405,875,627
Basis $5,300,000,000 $4,151,745,102
Zeroes $135,446,000 $106,240,263
FRAs $0 $0
VNS $1,559,847,847 $1,223,676,048
Inflation $0 $0
Total$379,637,831,177$297,797,162,479
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK270,479,047,838 $12,413,651,900
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK623,910,000,000 $28,688,227,786
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK894,389,047,838$41,101,879,686
ProductVolume
DKK
USD
Equivalent
IRS DKK20,669,634,000 $3,271,467,188
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK90,244,000,000 $14,273,129,147
VNS DKK247,500,000 $39,243,979
Inflation DKK0 $0
TotalDKK111,161,134,000$17,583,840,314
ProductVolume
HKD
USD
Equivalent
IRS HKD256,338,385,758 $32,836,146,968
OIS HKD0 $0
Basis HKD4,386,000,000 $561,651,050
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD260,724,385,758$33,397,798,018
ProductVolume
HUF
USD
Equivalent
IRS HUF6,529,210,922,910 $24,595,674,328
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,986,800,000,000 $11,255,689,728
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF9,516,010,922,910$35,851,364,056
ProductVolume
MXN
USD
Equivalent
IRS MXN13,398,000,000 $702,912,512
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN13,398,000,000$702,912,512
ProductVolume
NOK
USD
Equivalent
IRS NOK483,773,525,194 $58,921,748,213
OIS NOK0 $0
Basis NOK22,800,000,000 $2,792,543,419
Zeroes NOK0 $0
FRAs NOK206,095,756,356 $25,081,398,144
VNS NOK64,865,080 $7,902,711
Inflation NOK0 $0
TotalNOK712,734,146,630$86,803,592,487
ProductVolume
NZD
USD
Equivalent
IRS NZD76,078,190,634 $52,224,914,287
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD76,078,190,634$52,224,914,287
ProductVolume
PLN
USD
Equivalent
IRS PLN98,880,052,668 $27,439,346,633
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN17,920,000,000 $4,979,517,210
VNS PLN57,400,000 $15,947,324
Inflation PLN0 $0
TotalPLN116,857,452,668$32,434,811,167
ProductVolume
SEK
USD
Equivalent
IRS SEK809,409,824,050 $96,350,685,907
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,373,974,000,000 $282,128,162,103
VNS SEK600,000,000 $71,424,355
Inflation SEK0 $0
TotalSEK3,183,983,824,050$378,550,272,365
ProductVolume
SGD
USD
Equivalent
IRS SGD45,011,173,254 $33,139,761,363
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD45,011,173,254$33,139,761,363
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,175,429,995,064 $221,546,164,598
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,175,429,995,064$221,546,164,598
ProductUSD
Equivalent
IRS$5,012,033,490,290
OIS$6,206,777,049,269
Basis$488,367,151,595
Zeroes$1,348,841,257
FRAs$8,141,079,765,937
VNS$21,690,645,848
Inflation$57,722,876,709
Total$19,929,019,820,905
Show:
ProductUSD
Equivalent
IRS $87,879,317,154,977
OIS $168,824,048,038,586
Basis $16,712,895,366,935
Zeroes $57,934,882,798
FRAs $137,252,365,164,660
VNS $281,767,822,709
Inflation $853,061,114,310
Total$411,861,389,544,975
ProductVolume
EUR
USD
Equivalent
IRS €71,320,643,580,191 $80,003,625,775,628
OIS €56,428,389,571,872 $62,835,357,292,189
Basis €614,393,712,025 $686,260,165,639
Zeroes €105,151,872,839 $115,163,671,561
FRAs €60,997,770,363,324 $68,173,745,376,359
VNS €156,570,046,016 $175,576,430,061
Inflation €1,106,494,751,972 $1,238,126,218,913
Total€190,729,413,898,239$213,227,854,930,350
ProductVolume
GBP
USD
Equivalent
IRS £13,273,695,513,226 $17,092,442,646,166
OIS £23,093,987,088,902 $30,095,429,168,080
Basis £1,996,104,418,344 $2,579,486,516,193
Zeroes £119,052,708,846 $153,030,827,668
FRAs £18,195,250,971,601 $23,467,260,255,731
VNS £65,495,188,686 $84,736,114,193
Inflation £645,029,739,075 $829,936,165,611
Total£57,388,615,628,680$74,302,321,693,642
ProductVolume
JPY
USD
Equivalent
IRS ¥1,486,219,025,409,694 $13,249,243,193,967
OIS ¥76,954,850,551,954 $686,616,252,754
Basis ¥90,683,643,426,474 $811,293,174,237
Zeroes ¥0 $0
FRAs ¥10,786,606,400,000 $96,016,402,105
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,664,719,228,342,758$14,843,840,410,681
ProductVolume
CHF
USD
Equivalent
IRS CHF1,964,682,597,626 $1,997,999,959,816
OIS CHF29,350,112,000 $30,050,931,444
Basis CHF280,336,400,000 $284,783,091,954
Zeroes CHF0 $0
FRAs CHF2,385,027,763,918 $2,427,071,379,360
VNS CHF1,275,416,748 $1,303,584,280
Inflation CHF0 $0
TotalCHF4,660,672,290,292$4,741,208,946,854
ProductVolume
AUD
USD
Equivalent
IRS $14,277,306,848,537 $10,967,479,261,359
OIS $19,474,867,261,696 $14,977,881,349,176
Basis $835,112,056,968 $641,057,596,187
Zeroes $1,600,000,000 $1,248,770,000
FRAs $0 $0
VNS $2,570,765,290 $1,954,455,641
Inflation $0 $0
Total$34,591,456,932,491$26,589,621,432,363
ProductVolume
CAD
USD
Equivalent
IRS $12,867,751,169,246 $9,943,847,803,469
OIS $11,076,216,473,388 $8,617,312,496,790
Basis $263,904,233,600 $201,999,665,657
Zeroes $19,001,880,778 $14,799,496,275
FRAs $0 $0
VNS $105,035,304,107 $80,811,758,687
Inflation $0 $0
Total$24,331,909,061,119$18,858,771,220,878
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK21,013,092,378,975 $897,634,161,055
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK19,069,283,863,216 $827,951,059,442
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK40,084,230,121,971$1,725,663,587,110
ProductVolume
DKK
USD
Equivalent
IRS DKK1,364,291,604,814 $203,606,914,009
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK647,370,000,000 $99,637,310,177
VNS DKK4,675,639,991 $719,356,503
Inflation DKK0 $0
TotalDKK2,022,637,244,805$304,857,476,657
ProductVolume
HKD
USD
Equivalent
IRS HKD14,284,977,537,507 $1,832,502,667,878
OIS HKD0 $0
Basis HKD294,666,000,000 $37,803,707,448
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,579,643,537,507$1,870,306,375,326
ProductVolume
HUF
USD
Equivalent
IRS HUF293,007,897,235,230 $1,065,733,503,885
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF11,800,000,000 $43,402,308
FRAs HUF167,600,847,537,018 $600,417,973,094
VNS HUF285,975,808,000 $1,089,010,064
Inflation HUF0 $0
TotalHUF460,906,520,580,248$1,667,283,889,351
ProductVolume
MXN
USD
Equivalent
IRS MXN958,510,735,471 $51,989,918,526
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN958,510,735,471$51,989,918,526
ProductVolume
NOK
USD
Equivalent
IRS NOK7,267,081,849,516 $877,911,870,316
OIS NOK0 $0
Basis NOK115,307,080,000 $14,402,501,920
Zeroes NOK0 $0
FRAs NOK17,488,840,729,110 $2,113,861,975,083
VNS NOK10,860,232,856 $1,309,343,643
Inflation NOK0 $0
TotalNOK24,882,089,891,482$3,007,485,690,962
ProductVolume
NZD
USD
Equivalent
IRS NZD4,718,653,615,298 $3,353,731,982,026
OIS NZD0 $0
Basis NZD15,846,000,000 $11,448,178,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD4,734,770,163,002$3,365,376,646,196
ProductVolume
PLN
USD
Equivalent
IRS PLN4,454,851,977,362 $1,172,131,410,633
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN50,000,000 $13,772,397
FRAs PLN1,947,766,811,044 $510,044,716,105
VNS PLN710,007,438 $188,665,651
Inflation PLN0 $0
TotalPLN6,403,378,795,844$1,682,378,564,786
ProductVolume
SEK
USD
Equivalent
IRS SEK33,359,335,402,521 $3,921,082,537,565
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK62,420,051,093,276 $7,311,256,989,586
VNS SEK27,525,230,067 $3,129,333,336
Inflation SEK0 $0
TotalSEK95,809,799,765,864$11,235,800,028,678
ProductVolume
SGD
USD
Equivalent
IRS SGD3,350,573,750,172 $2,420,733,097,942
OIS SGD0 $0
Basis SGD2,699,400,000 $1,960,823,770
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,353,273,150,172$2,422,693,921,712
ProductVolume
ZAR
USD
Equivalent
IRS ZAR37,162,553,241,255 $2,780,078,189,558
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR37,162,553,241,255$2,780,078,189,558
ProductUSD
Equivalent
IRS$239,711,092,048,775
OIS$286,066,695,529,019
Basis$21,984,284,684,808
Zeroes$342,565,991,198
FRAs$242,879,628,601,702
VNS$633,532,114,269
Inflation$2,921,123,498,834
Total$794,538,922,468,605
Show:
ProductUSD
Equivalent
IRS $40,804,125,277,413
OIS $23,394,901,953,652
Basis $17,190,331,816,510
Zeroes $120,943,653,750
FRAs $34,002,472,191,205
VNS $791,675,989,685
Inflation $676,847,972,036
Total$116,981,298,854,251
ProductVolume
EUR
USD
Equivalent
IRS €42,073,963,950,050 $49,739,840,181,749
OIS €16,979,539,265,782 $20,073,211,320,008
Basis €1,217,205,653,381 $1,438,980,523,428
Zeroes €430,385,291,247 $508,801,491,312
FRAs €21,677,954,835,766 $25,627,678,206,842
VNS €465,920,230,593 $550,810,896,607
Inflation €1,207,297,083,339 $1,427,266,611,923
Total€84,052,266,310,158$99,366,589,231,869
ProductVolume
GBP
USD
Equivalent
IRS £8,216,022,471,116 $10,949,082,346,133
OIS £7,621,045,638,204 $10,156,186,469,753
Basis £4,056,110,183,078 $5,405,375,235,479
Zeroes £294,006,954,178 $391,808,367,486
FRAs £6,086,985,641,259 $8,111,821,414,823
VNS £169,385,502,708 $225,731,590,184
Inflation £851,095,877,491 $1,134,212,921,138
Total£27,294,652,268,034$36,374,218,344,996
ProductVolume
JPY
USD
Equivalent
IRS ¥1,148,623,870,615,010 $10,327,493,891,521
OIS ¥60,390,801,781,122 $542,985,090,641
Basis ¥214,097,557,525,550 $1,924,991,526,034
Zeroes ¥1,178,565,727,555 $10,596,706,775
FRAs ¥3,056,160,000,000 $27,478,511,059
VNS ¥75,102,554,636 $675,261,236
Inflation ¥0 $0
Total¥1,427,422,058,203,873$12,834,220,987,266
ProductVolume
CHF
USD
Equivalent
IRS CHF1,806,605,050,376 $1,839,907,373,843
OIS CHF8,051,112,000 $8,199,523,373
Basis CHF546,201,062,000 $556,269,540,686
Zeroes CHF7,890,180,159 $8,035,624,971
FRAs CHF1,050,534,754,952 $1,069,899,943,937
VNS CHF1,275,416,748 $1,298,927,333
Inflation CHF0 $0
TotalCHF3,420,557,576,235$3,483,610,934,143
ProductVolume
AUD
USD
Equivalent
IRS $11,062,579,692,556 $8,428,026,338,774
OIS $6,466,331,716,451 $4,926,374,818,178
Basis $2,263,085,264,102 $1,724,131,508,456
Zeroes $3,288,041,539 $2,504,994,447
FRAs $0 $0
VNS $14,765,578,970 $11,249,156,338
Inflation $0 $0
Total$19,810,050,293,618$15,092,286,816,193
ProductVolume
CAD
USD
Equivalent
IRS $8,946,835,679,077 $7,046,972,021,958
OIS $3,272,600,205,596 $2,577,662,417,766
Basis $498,517,191,978 $392,656,893,492
Zeroes $18,386,964,136 $14,482,485,930
FRAs $0 $0
VNS $126,488,553,319 $99,628,665,185
Inflation $0 $0
Total$12,862,828,594,106$10,131,402,484,331
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK15,788,361,443,305 $732,638,582,056
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK45,890,000,000 $2,129,466,357
FRAs CZK8,462,292,729,963 $392,681,797,214
VNS CZK1,853,879,780 $86,026,904
Inflation CZK0 $0
TotalCZK24,298,398,053,048$1,127,535,872,531
ProductVolume
DKK
USD
Equivalent
IRS DKK3,826,985,840,082 $607,945,391,160
OIS DKK0 $0
Basis DKK13,900,000,000 $2,208,119,207
Zeroes DKK15,500,000,000 $2,462,291,202
FRAs DKK385,710,000,000 $61,272,925,123
VNS DKK4,675,639,991 $742,760,465
Inflation DKK0 $0
TotalDKK4,246,771,480,073$674,631,487,157
ProductVolume
HKD
USD
Equivalent
IRS HKD12,600,527,398,969 $1,613,208,216,643
OIS HKD0 $0
Basis HKD371,670,000,000 $47,583,809,701
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD12,972,197,398,969$1,660,792,026,344
ProductVolume
HUF
USD
Equivalent
IRS HUF184,905,578,049,496 $698,231,168,528
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,715,000,000 $682,406,918
FRAs HUF53,361,429,444,295 $201,500,753,132
VNS HUF200,087,904,000 $755,561,906
Inflation HUF0 $0
TotalHUF238,647,810,397,791$901,169,890,484
ProductVolume
MXN
USD
Equivalent
IRS MXN549,204,449,085 $29,461,387,178
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN549,204,449,085$29,461,387,178
ProductVolume
NOK
USD
Equivalent
IRS NOK7,544,144,346,887 $925,117,028,853
OIS NOK0 $0
Basis NOK126,278,880,000 $15,485,220,974
Zeroes NOK7,041,827,412 $863,519,328
FRAs NOK9,026,980,004,637 $1,106,952,960,788
VNS NOK18,673,169,938 $2,289,837,879
Inflation NOK0 $0
TotalNOK16,723,118,228,874$2,050,708,567,822
ProductVolume
NZD
USD
Equivalent
IRS NZD4,822,856,841,168 $3,320,054,649,460
OIS NZD0 $0
Basis NZD18,878,000,000 $12,995,615,200
Zeroes NZD14,780,000,000 $10,174,552,000
FRAs NZD0 $0
VNS NZD270,547,704 $186,245,040
Inflation NZD0 $0
TotalNZD4,856,785,388,872$3,343,411,061,700
ProductVolume
PLN
USD
Equivalent
IRS PLN3,575,966,328,171 $1,003,273,105,005
OIS PLN0 $0
Basis PLN674,000,000 $189,097,438
Zeroes PLN6,860,000,000 $1,924,641,585
FRAs PLN858,465,521,158 $240,851,084,689
VNS PLN4,545,785,838 $1,275,365,665
Inflation PLN0 $0
TotalPLN4,446,511,635,167$1,247,513,294,382
ProductVolume
SEK
USD
Equivalent
IRS SEK23,507,766,270,016 $2,819,556,009,070
OIS SEK0 $0
Basis SEK500,000,000 $59,970,734
Zeroes SEK124,040,871,118 $14,877,644,244
FRAs SEK22,475,560,555,360 $2,695,751,739,794
VNS SEK30,103,677,542 $3,610,679,294
Inflation SEK0 $0
TotalSEK46,137,971,374,036$5,533,856,043,136
ProductVolume
SGD
USD
Equivalent
IRS SGD3,230,526,009,758 $2,398,311,811,253
OIS SGD0 $0
Basis SGD2,247,400,000 $1,668,448,404
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,232,773,409,758$2,399,980,259,657
ProductVolume
ZAR
USD
Equivalent
IRS ZAR28,504,576,851,209 $2,061,068,463,573
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR28,504,576,851,209$2,061,068,463,573
ProductUSD
Equivalent
IRS$145,344,313,244,170
OIS$61,679,521,593,371
Basis$28,712,927,325,743
Zeroes$1,090,287,846,305
FRAs$73,538,361,528,606
VNS$1,690,016,963,721
Inflation$3,238,327,505,097
Total$315,293,756,007,013

Figures as of COB Nov 22, 2017.

Notional Outstanding by Product

As of COB Nov 22, 2017

Daily Notional by Tenor

As of COB Nov 22, 2017

Notional Outstanding by Currency

As of COB Nov 22, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.

  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.

  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.

  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.

  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.