• Client Notional Cleared (USD)
    $572,952,890,578,217
    Client Notional Outstanding (USD)
    $34,567,290,822,877
    As of COB Sep 20, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,666,123,000,000,000
    Trades Compressed
    12,755,169
  • 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 Sep 20, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$460,543,108,626
$2,507,943,957,290
$88,222,415,838,264
$15,813,184,793,141
EUR
€99,713,918,660
€885,751,706,220
€28,494,910,462,870
€7,263,655,490,914
GBP
£280,452,961,100
£760,977,859,042
£7,936,120,085,282
£2,332,600,842,154
JPY
¥974,523,400,000
¥20,570,923,889,924
¥271,309,412,087,534
¥112,946,666,567,814
CHF
CHF935,500,000
CHF16,536,609,666
CHF546,556,094,743
CHF214,316,553,651
AUD
$30,579,706,566
$189,697,910,196
$6,497,391,784,997
$1,937,027,020,656
CAD
$62,533,604,080
$221,759,197,934
$6,316,692,506,663
$1,523,466,606,993
Other*
Show All
Hide
$35,485,225,673
$194,124,076,138
$5,426,209,225,379
$2,946,962,062,439
CZK
CZK37,386,404,390
CZK486,005,439,825
CZK7,597,528,198,459
CZK2,644,689,097,775
DKK
DKK950,000,000
DKK3,556,200,000
DKK348,932,553,332
DKK711,982,795,662
HKD
HKD17,735,000,000
HKD104,862,572,089
HKD2,786,397,110,792
HKD1,759,510,808,057
HUF
HUF1,007,423,777,000
HUF2,889,243,220,000
HUF96,428,097,743,158
HUF31,231,341,669,529
MXN
MXN2,762,000,000
MXN9,631,600,000
MXN294,144,084,402
MXN162,257,647,051
NOK
NOK18,783,400,000
NOK100,888,491,000
NOK3,051,329,633,569
NOK1,150,454,630,991
NZD
NZD6,853,218,000
NZD28,192,665,500
NZD1,001,998,085,391
NZD685,812,583,650
PLN
PLN4,833,782,996
PLN37,261,373,073
PLN1,482,942,577,213
PLN673,532,337,348
SEK
SEK99,463,571,000
SEK563,495,630,181
SEK16,622,111,172,495
SEK5,638,250,842,648
SGD
SGD3,136,677,944
SGD20,036,424,745
SGD655,138,425,216
SGD630,315,586,561
ZAR
ZAR50,698,945,691
ZAR223,938,104,568
ZAR6,192,259,373,777
ZAR4,642,489,118,980
Total in USD$1,078,071,461,921$5,314,104,978,957$148,278,118,484,480$34,567,290,822,877

Figures as of COB Sep 20, 2017. Weekly figures as of COB Sep 15, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $93,341,682,806
OIS $286,510,540,000
Basis $10,682,300,000
Zeroes $0
FRAs $69,299,000,000
VNS $325,460,820
Inflation $384,125,000
Total$460,543,108,626
ProductVolume
EUR
USD
Equivalent
IRS €34,543,222,495 $41,087,435,997
OIS €53,289,126,654 $63,384,751,699
Basis €0 $0
Zeroes €11,750,000 $13,976,038
FRAs €11,065,000,000 $13,161,264,250
VNS €85,024,511 $101,132,404
Inflation €719,795,000 $856,160,163
Total€99,713,918,660$118,604,720,551
ProductVolume
GBP
USD
Equivalent
IRS £37,271,404,100 $50,299,623,403
OIS £209,187,250,000 $282,308,653,238
Basis £590,000,000 $796,234,500
Zeroes £0 $0
FRAs £33,209,000,000 $44,817,205,950
VNS £4,977,000 $6,716,710
Inflation £190,330,000 $256,859,852
Total£280,452,961,100$378,485,293,653
ProductVolume
JPY
USD
Equivalent
IRS ¥696,223,400,000 $6,204,370,182
OIS ¥160,000,000,000 $1,425,834,336
Basis ¥118,300,000,000 $1,054,226,262
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥974,523,400,000$8,684,430,780
ProductVolume
CHF
USD
Equivalent
IRS CHF935,500,000 $964,681,619
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF935,500,000$964,681,619
ProductVolume
AUD
USD
Equivalent
IRS $23,179,706,566 $18,615,622,343
OIS $7,350,000,000 $5,902,785,000
Basis $50,000,000 $40,155,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$30,579,706,566$24,558,562,343
ProductVolume
CAD
USD
Equivalent
IRS $48,638,604,080 $39,469,775,282
OIS $13,895,000,000 $11,275,663,394
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$62,533,604,080$50,745,438,676
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK11,386,404,390 $518,860,988
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK26,000,000,000 $1,184,780,132
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK37,386,404,390$1,703,641,120
ProductVolume
DKK
USD
Equivalent
IRS DKK950,000,000 $151,854,220
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK950,000,000$151,854,220
ProductVolume
HKD
USD
Equivalent
IRS HKD16,125,000,000 $2,067,201,682
OIS HKD0 $0
Basis HKD1,610,000,000 $206,399,672
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD17,735,000,000$2,273,601,354
ProductVolume
HUF
USD
Equivalent
IRS HUF932,423,777,000 $3,591,771,098
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF75,000,000,000 $288,906,009
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,007,423,777,000$3,880,677,107
ProductVolume
MXN
USD
Equivalent
IRS MXN2,762,000,000 $155,385,905
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,762,000,000$155,385,905
ProductVolume
NOK
USD
Equivalent
IRS NOK11,363,400,000 $1,445,412,570
OIS NOK0 $0
Basis NOK5,420,000,000 $689,418,319
Zeroes NOK0 $0
FRAs NOK2,000,000,000 $254,397,904
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK18,783,400,000$2,389,228,793
ProductVolume
NZD
USD
Equivalent
IRS NZD6,853,218,000 $5,041,912,483
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD6,853,218,000$5,041,912,483
ProductVolume
PLN
USD
Equivalent
IRS PLN4,833,782,996 $1,344,117,621
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,833,782,996$1,344,117,621
ProductVolume
SEK
USD
Equivalent
IRS SEK48,977,571,000 $6,112,988,686
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK50,486,000,000 $6,301,258,729
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK99,463,571,000$12,414,247,415
ProductVolume
SGD
USD
Equivalent
IRS SGD3,136,677,944 $2,325,532,284
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,136,677,944$2,325,532,284
ProductVolume
ZAR
USD
Equivalent
IRS ZAR50,698,945,691 $3,805,027,371
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR50,698,945,691$3,805,027,371
ProductUSD
Equivalent
IRS$276,543,256,540
OIS$650,808,227,667
Basis$13,468,733,753
Zeroes$13,976,038
FRAs$135,306,812,974
VNS$433,309,934
Inflation$1,497,145,015
Total$1,078,071,461,921
Show:
ProductUSD
Equivalent
IRS $671,852,862,200
OIS $1,459,750,823,000
Basis $102,569,250,000
Zeroes $0
FRAs $269,687,000,000
VNS $500,645,090
Inflation $3,583,377,000
Total$2,507,943,957,290
ProductVolume
EUR
USD
Equivalent
IRS €372,322,199,745 $444,351,853,359
OIS €316,842,452,412 $378,189,809,951
Basis €0 $0
Zeroes €0 $0
FRAs €191,404,500,000 $228,416,755,425
VNS €1,443,594,063 $1,718,074,580
Inflation €3,738,960,000 $4,458,784,944
Total€885,751,706,220$1,057,135,278,259
ProductVolume
GBP
USD
Equivalent
IRS £141,871,681,997 $189,449,164,473
OIS £525,817,225,000 $702,186,541,158
Basis £8,978,750,000 $12,042,578,875
Zeroes £49,025,820 $66,292,618
FRAs £80,433,000,000 $108,384,919,350
VNS £1,614,444,225 $2,171,724,139
Inflation £2,213,732,000 $2,962,318,241
Total£760,977,859,042$1,017,263,538,854
ProductVolume
JPY
USD
Equivalent
IRS ¥16,216,233,889,924 $146,641,301,388
OIS ¥211,000,000,000 $1,906,196,918
Basis ¥3,920,690,000,000 $35,390,310,299
Zeroes ¥0 $0
FRAs ¥223,000,000,000 $2,024,236,373
VNS ¥0 $0
Inflation ¥0 $0
Total¥20,570,923,889,924$185,962,044,978
ProductVolume
CHF
USD
Equivalent
IRS CHF16,486,609,666 $17,162,331,972
OIS CHF0 $0
Basis CHF50,000,000 $51,894,136
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF16,536,609,666$17,214,226,108
ProductVolume
AUD
USD
Equivalent
IRS $74,626,660,196 $59,780,414,723
OIS $113,929,000,000 $91,247,246,500
Basis $1,142,250,000 $914,809,025
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$189,697,910,196$151,942,470,248
ProductVolume
CAD
USD
Equivalent
IRS $135,095,175,934 $111,088,102,141
OIS $86,664,022,000 $71,431,284,941
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$221,759,197,934$182,519,387,082
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK421,970,439,825 $19,302,145,660
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK64,035,000,000 $2,932,611,902
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK486,005,439,825$22,234,757,562
ProductVolume
DKK
USD
Equivalent
IRS DKK3,556,200,000 $570,540,719
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,556,200,000$570,540,719
ProductVolume
HKD
USD
Equivalent
IRS HKD103,662,572,089 $13,265,833,309
OIS HKD0 $0
Basis HKD1,200,000,000 $153,582,125
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD104,862,572,089$13,419,415,434
ProductVolume
HUF
USD
Equivalent
IRS HUF1,894,243,220,000 $7,352,113,584
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF995,000,000,000 $3,862,586,355
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,889,243,220,000$11,214,699,939
ProductVolume
MXN
USD
Equivalent
IRS MXN9,631,600,000 $544,190,226
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN9,631,600,000$544,190,226
ProductVolume
NOK
USD
Equivalent
IRS NOK44,971,129,000 $5,728,415,251
OIS NOK0 $0
Basis NOK1,343,000,000 $171,270,510
Zeroes NOK0 $0
FRAs NOK54,574,362,000 $6,944,644,956
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK100,888,491,000$12,844,330,717
ProductVolume
NZD
USD
Equivalent
IRS NZD28,192,665,500 $20,457,531,343
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD28,192,665,500$20,457,531,343
ProductVolume
PLN
USD
Equivalent
IRS PLN31,101,373,073 $8,699,971,997
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,160,000,000 $1,716,656,183
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN37,261,373,073$10,416,628,180
ProductVolume
SEK
USD
Equivalent
IRS SEK273,914,903,181 $34,249,577,133
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK289,500,000,000 $36,183,719,835
VNS SEK80,727,000 $10,104,896
Inflation SEK0 $0
TotalSEK563,495,630,181$70,443,401,864
ProductVolume
SGD
USD
Equivalent
IRS SGD20,036,424,745 $14,866,732,542
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,036,424,745$14,866,732,542
ProductVolume
ZAR
USD
Equivalent
IRS ZAR223,938,104,568 $17,111,847,612
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR223,938,104,568$17,111,847,612
ProductUSD
Equivalent
IRS$1,782,474,929,632
OIS$2,704,711,902,468
Basis$151,293,694,970
Zeroes$66,292,618
FRAs$660,153,130,379
VNS$4,400,548,705
Inflation$11,004,480,185
Total$5,314,104,978,957
Show:
ProductUSD
Equivalent
IRS $20,594,919,573,816
OIS $51,660,678,723,659
Basis $3,388,904,508,523
Zeroes $16,972,829,712
FRAs $12,360,661,804,631
VNS $54,943,573,722
Inflation $145,334,824,201
Total$88,222,415,838,264
ProductVolume
EUR
USD
Equivalent
IRS €10,454,875,994,489 $11,623,376,970,064
OIS €14,561,750,359,189 $16,112,785,158,771
Basis €276,693,113,408 $308,730,862,432
Zeroes €48,404,494,703 $52,849,813,373
FRAs €2,972,925,670,000 $3,285,294,931,497
VNS €29,758,331,323 $33,069,207,886
Inflation €150,502,499,758 $166,979,818,741
Total€28,494,910,462,870$31,583,086,762,764
ProductVolume
GBP
USD
Equivalent
IRS £2,858,213,250,437 $3,654,391,407,983
OIS £3,900,087,888,124 $5,042,451,636,171
Basis £217,196,955,400 $278,316,803,996
Zeroes £45,273,794,809 $58,255,964,089
FRAs £814,733,582,324 $1,052,663,897,168
VNS £12,964,424,460 $16,576,949,906
Inflation £87,650,189,728 $111,695,034,093
Total£7,936,120,085,282$10,214,351,693,406
ProductVolume
JPY
USD
Equivalent
IRS ¥231,965,407,290,903 $2,071,646,157,097
OIS ¥15,208,296,537,988 $135,984,091,189
Basis ¥22,544,411,973,325 $202,349,380,476
Zeroes ¥0 $0
FRAs ¥1,586,583,200,000 $14,108,585,135
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥271,309,412,087,534$2,424,129,049,883
ProductVolume
CHF
USD
Equivalent
IRS CHF464,280,694,743 $472,199,753,594
OIS CHF560,000,000 $572,637,893
Basis CHF51,549,450,000 $52,701,697,054
Zeroes CHF0 $0
FRAs CHF29,929,150,000 $30,436,616,610
VNS CHF236,800,000 $243,593,233
Inflation CHF0 $0
TotalCHF546,556,094,743$556,154,298,384
ProductVolume
AUD
USD
Equivalent
IRS $2,309,302,673,128 $1,769,716,230,708
OIS $4,126,659,274,000 $3,167,657,127,890
Basis $61,012,236,000 $46,491,096,652
Zeroes $0 $0
FRAs $0 $0
VNS $417,601,869 $317,206,974
Inflation $0 $0
Total$6,497,391,784,997$4,984,181,662,224
ProductVolume
CAD
USD
Equivalent
IRS $3,071,444,680,358 $2,360,109,945,054
OIS $3,216,674,026,694 $2,485,558,749,336
Basis $26,316,200,000 $20,217,050,675
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $1,036,049,611 $774,266,048
Inflation $0 $0
Total$6,316,692,506,663$4,867,589,954,176
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,017,707,281,961 $210,290,169,680
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,578,893,976,608 $108,227,092,618
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK7,597,528,198,459$318,556,445,604
ProductVolume
DKK
USD
Equivalent
IRS DKK324,792,230,968 $47,796,353,708
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK19,296,000,000 $2,841,558,944
VNS DKK1,694,322,364 $254,307,824
Inflation DKK0 $0
TotalDKK348,932,553,332$51,339,168,460
ProductVolume
HKD
USD
Equivalent
IRS HKD2,709,098,110,792 $347,655,359,939
OIS HKD0 $0
Basis HKD77,299,000,000 $9,921,315,467
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,786,397,110,792$357,576,675,406
ProductVolume
HUF
USD
Equivalent
IRS HUF67,596,877,743,158 $242,923,330,751
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,900,000,000 $21,701,154
FRAs HUF28,825,010,000,000 $102,122,826,000
VNS HUF310,000,000 $1,213,402
Inflation HUF0 $0
TotalHUF96,428,097,743,158$345,069,071,307
ProductVolume
MXN
USD
Equivalent
IRS MXN294,144,084,402 $16,050,013,385
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN294,144,084,402$16,050,013,385
ProductVolume
NOK
USD
Equivalent
IRS NOK1,772,570,570,574 $213,075,124,485
OIS NOK0 $0
Basis NOK27,067,040,000 $3,415,152,873
Zeroes NOK0 $0
FRAs NOK1,248,306,101,555 $149,268,761,493
VNS NOK3,385,921,440 $403,101,301
Inflation NOK0 $0
TotalNOK3,051,329,633,569$366,162,140,152
ProductVolume
NZD
USD
Equivalent
IRS NZD1,000,898,085,391 $715,290,215,705
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,001,998,085,391$716,052,835,955
ProductVolume
PLN
USD
Equivalent
IRS PLN1,156,448,904,221 $300,954,065,805
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,886,199
FRAs PLN326,317,710,192 $83,993,995,255
VNS PLN150,962,800 $40,476,462
Inflation PLN0 $0
TotalPLN1,482,942,577,213$384,995,423,721
ProductVolume
SEK
USD
Equivalent
IRS SEK7,543,569,796,647 $877,282,479,094
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK9,071,976,266,620 $1,050,153,130,781
VNS SEK4,387,109,228 $503,999,602
Inflation SEK0 $0
TotalSEK16,622,111,172,495$1,928,188,831,374
ProductVolume
SGD
USD
Equivalent
IRS SGD653,957,425,216 $470,360,330,223
OIS SGD0 $0
Basis SGD1,181,000,000 $858,295,297
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD655,138,425,216$471,218,625,520
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,192,259,373,777 $470,999,994,495
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,192,259,373,777$470,999,994,495
ProductUSD
Equivalent
IRS$46,459,037,475,586
OIS$78,605,688,124,909
Basis$4,313,115,731,679
Zeroes$129,286,359,487
FRAs$18,239,773,200,132
VNS$107,207,915,652
Inflation$424,009,677,035
Total$148,278,118,484,480
Show:
ProductUSD
Equivalent
IRS $6,989,447,374,434
OIS $5,399,645,328,791
Basis $1,778,595,016,078
Zeroes $8,557,290,831
FRAs $1,436,975,507,046
VNS $140,980,829,699
Inflation $58,983,446,261
Total$15,813,184,793,140
ProductVolume
EUR
USD
Equivalent
IRS €3,817,610,758,126 $4,540,857,116,253
OIS €2,772,198,413,681 $3,297,391,403,153
Basis €132,886,071,646 $158,061,337,920
Zeroes €14,745,016,819 $17,538,460,255
FRAs €382,621,569,270 $455,109,225,568
VNS €75,159,464,776 $89,398,425,378
Inflation €68,434,196,596 $81,399,055,141
Total€7,263,655,490,914$8,639,755,023,668
ProductVolume
GBP
USD
Equivalent
IRS £865,882,631,019 $1,168,551,904,692
OIS £1,000,360,670,764 $1,350,036,743,230
Basis £133,841,820,000 $180,626,228,181
Zeroes £21,891,074,114 $29,543,099,071
FRAs £228,630,300,000 $308,548,021,365
VNS £26,942,196,769 $36,359,841,650
Inflation £55,052,149,488 $74,295,628,342
Total£2,332,600,842,154$3,147,961,466,531
ProductVolume
JPY
USD
Equivalent
IRS ¥85,872,608,034,689 $765,250,706,543
OIS ¥7,053,241,490,032 $62,854,711,848
Basis ¥19,650,923,957,775 $175,118,513,191
Zeroes ¥0 $0
FRAs ¥365,180,000,000 $3,254,288,642
VNS ¥4,713,085,318 $42,000,493
Inflation ¥0 $0
Total¥112,946,666,567,814$1,006,520,220,717
ProductVolume
CHF
USD
Equivalent
IRS CHF166,624,153,651 $171,821,761,950
OIS CHF0 $0
Basis CHF37,455,500,000 $38,623,872,132
Zeroes CHF841,900,000 $868,161,897
FRAs CHF9,158,200,000 $9,443,877,288
VNS CHF236,800,000 $244,186,646
Inflation CHF0 $0
TotalCHF214,316,553,651$221,001,859,913
ProductVolume
AUD
USD
Equivalent
IRS $873,896,049,227 $701,825,917,134
OIS $995,456,070,252 $799,450,770,019
Basis $66,917,780,000 $53,741,669,118
Zeroes $137,083,374 $110,091,658
FRAs $0 $0
VNS $620,037,803 $497,952,360
Inflation $0 $0
Total$1,937,027,020,656$1,555,626,400,289
ProductVolume
CAD
USD
Equivalent
IRS $921,778,723,380 $748,014,869,253
OIS $575,665,867,796 $467,147,502,878
Basis $21,396,500,000 $17,363,060,943
Zeroes $1,221,550,000 $991,276,475
FRAs $0 $0
VNS $3,403,965,816 $2,762,286,632
Inflation $0 $0
Total$1,523,466,606,992$1,236,278,996,181
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,054,812,157,885 $93,634,639,229
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK588,950,000,000 $26,837,548,416
VNS CZK926,939,890 $42,239,229
Inflation CZK0 $0
TotalCZK2,644,689,097,775$120,514,426,874
ProductVolume
DKK
USD
Equivalent
IRS DKK700,963,473,298 $112,046,591,000
OIS DKK0 $0
Basis DKK6,950,000,000 $1,110,933,504
Zeroes DKK0 $0
FRAs DKK2,375,000,000 $379,635,550
VNS DKK1,694,322,364 $270,831,580
Inflation DKK0 $0
TotalDKK711,982,795,662$113,807,991,634
ProductVolume
HKD
USD
Equivalent
IRS HKD1,652,354,808,057 $211,829,496,956
OIS HKD0 $0
Basis HKD107,156,000,000 $13,737,244,244
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,759,510,808,057$225,566,741,200
ProductVolume
HUF
USD
Equivalent
IRS HUF25,648,181,669,529 $98,798,850,807
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,900,000,000 $172,958,398
FRAs HUF5,537,950,000,000 $21,332,627,119
VNS HUF310,000,000 $1,194,145
Inflation HUF0 $0
TotalHUF31,231,341,669,529$120,305,630,469
ProductVolume
MXN
USD
Equivalent
IRS MXN162,257,647,051 $9,128,367,607
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN162,257,647,051$9,128,367,607
ProductVolume
NOK
USD
Equivalent
IRS NOK705,004,416,033 $89,675,822,791
OIS NOK0 $0
Basis NOK35,227,040,000 $4,480,842,566
Zeroes NOK0 $0
FRAs NOK402,909,489,233 $51,249,664,733
VNS NOK7,313,685,725 $930,293,159
Inflation NOK0 $0
TotalNOK1,150,454,630,991$146,336,623,249
ProductVolume
NZD
USD
Equivalent
IRS NZD684,338,583,650 $503,467,895,991
OIS NZD0 $0
Basis NZD1,474,000,000 $1,084,421,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD685,812,583,650$504,552,317,791
ProductVolume
PLN
USD
Equivalent
IRS PLN576,151,574,548 $160,208,988,404
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,375,000,000 $382,342,718
FRAs PLN94,861,000,000 $26,377,754,605
VNS PLN1,144,762,800 $318,321,251
Inflation PLN0 $0
TotalPLN673,532,337,348$187,287,406,978
ProductVolume
SEK
USD
Equivalent
IRS SEK3,548,002,592,959 $442,833,306,452
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $304,268,160
FRAs SEK2,082,655,176,604 $259,940,361,905
VNS SEK5,155,261,375 $643,438,493
Inflation SEK0 $0
TotalSEK5,638,250,842,648$703,721,375,010
ProductVolume
SGD
USD
Equivalent
IRS SGD629,694,586,561 $466,855,417,083
OIS SGD0 $0
Basis SGD621,000,000 $460,409,253
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD630,315,586,561$467,315,826,336
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,642,489,118,980 $348,425,355,292
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,642,489,118,980$348,425,355,292
ProductUSD
Equivalent
IRS$17,622,674,381,871
OIS$11,376,526,459,919
Basis$2,423,003,548,930
Zeroes$58,467,949,463
FRAs$2,599,448,512,237
VNS$272,491,840,715
Inflation$214,678,129,744
Total$34,567,290,822,879

Figures as of COB Sep 20, 2017.

Notional Outstanding by Product

As of COB Sep 20, 2017

Daily Notional by Tenor
 

As of COB Sep 20, 2017

Notional Outstanding by Tenor
 

As of COB Sep 20, 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
$1,759,747,985,424
$11,677,063,015,349
$338,356,099,555,739
$117,073,560,151,477
EUR
€472,948,112,956
€4,426,252,567,105
€158,595,162,869,389
€81,523,056,715,210
GBP
£866,074,219,654
£2,993,280,056,612
£39,332,744,484,536
£23,786,980,926,590
JPY
¥19,127,730,126,262
¥77,011,543,190,034
¥1,353,898,974,463,378
¥1,453,486,654,626,940
CHF
CHF199,783,360,000
CHF82,019,559,832
CHF3,633,501,947,254
CHF3,677,339,946,838
AUD
$379,563,513,132
$1,034,297,348,392
$27,720,294,198,428
$21,555,409,025,087
CAD
$262,240,863,508
$741,352,527,575
$19,209,519,551,467
$13,136,400,031,639
Other*
Show All
Hide
$329,519,299,689
$729,022,812,886
$22,834,228,250,090
$19,627,234,436,486
CZK
CZK260,956,808,780
CZK1,718,922,435,650
CZK28,252,758,769,839
CZK24,641,401,007,140
DKK
DKK2,400,000,000
DKK31,031,200,000
DKK1,387,978,861,257
DKK4,037,259,014,157
HKD
HKD114,853,325,000
HKD386,698,798,884
HKD10,489,714,414,056
HKD11,587,764,083,991
HUF
HUF3,042,648,602,336
HUF10,363,246,252,776
HUF362,617,328,495,096
HUF299,824,944,260,356
MXN
MXN5,524,000,000
MXN20,203,200,000
MXN704,493,268,405
MXN477,469,351,453
NOK
NOK52,144,800,000
NOK773,353,303,000
NOK19,503,925,898,848
NOK15,016,347,613,228
NZD
NZD28,575,984,000
NZD106,877,212,000
NZD3,499,799,264,090
NZD4,332,857,118,281
PLN
PLN16,130,835,992
PLN138,501,537,966
PLN5,115,504,170,496
PLN3,962,276,654,080
SEK
SEK1,812,416,082,000
SEK1,701,860,274,251
SEK74,550,309,374,514
SEK40,078,861,116,407
SGD
SGD12,371,005,888
SGD99,047,348,540
SGD2,755,387,476,498
SGD3,049,478,497,201
ZAR
ZAR305,979,891,382
ZAR699,965,009,136
ZAR25,667,839,482,544
ZAR23,036,787,426,170
Total in USD$4,714,730,776,128$23,902,624,747,258$638,906,703,663,094$310,486,074,373,910

Figures as of COB Sep 20, 2017. Weekly figures as of COB Sep 15, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $332,708,591,828
OIS $922,270,952,000
Basis $39,666,000,000
Zeroes $0
FRAs $461,060,000,000
VNS $1,766,691,596
Inflation $2,275,750,000
Total$1,759,747,985,424
ProductVolume
EUR
USD
Equivalent
IRS €258,783,304,626 $307,809,801,687
OIS €165,505,269,308 $196,860,242,578
Basis €0 $0
Zeroes €23,500,000 $27,952,075
FRAs €42,730,000,000 $50,825,198,500
VNS €270,049,022 $321,209,809
Inflation €5,635,990,000 $6,703,728,306
Total€472,948,112,956$562,548,132,955
ProductVolume
GBP
USD
Equivalent
IRS £105,580,897,982 $142,486,700,872
OIS £638,353,500,000 $861,489,965,925
Basis £8,672,000,000 $11,703,297,600
Zeroes £0 $0
FRAs £112,792,000,000 $152,218,443,600
VNS £14,361,672 $19,381,795
Inflation £661,460,000 $892,673,343
Total£866,074,219,654$1,168,810,463,135
ProductVolume
JPY
USD
Equivalent
IRS ¥18,471,130,126,262 $164,604,822,228
OIS ¥320,000,000,000 $2,851,668,672
Basis ¥236,600,000,000 $2,108,452,524
Zeroes ¥0 $0
FRAs ¥100,000,000,000 $891,146,460
VNS ¥0 $0
Inflation ¥0 $0
Total¥19,127,730,126,262$170,456,089,884
ProductVolume
CHF
USD
Equivalent
IRS CHF3,393,360,000 $3,499,211,137
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF196,390,000,000 $202,516,112,400
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF199,783,360,000$206,015,323,537
ProductVolume
AUD
USD
Equivalent
IRS $203,412,513,132 $163,360,589,296
OIS $174,807,000,000 $140,387,501,700
Basis $1,344,000,000 $1,079,366,400
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$379,563,513,132$304,827,457,396
ProductVolume
CAD
USD
Equivalent
IRS $225,445,907,508 $182,947,259,197
OIS $34,290,000,000 $27,826,016,392
Basis $2,500,000,000 $2,028,726,771
Zeroes $4,956,000 $4,021,748
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$262,240,863,508$212,806,024,108
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK36,646,808,780 $1,669,938,883
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK224,310,000,000 $10,221,462,748
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK260,956,808,780$11,891,401,631
ProductVolume
DKK
USD
Equivalent
IRS DKK2,400,000,000 $383,631,714
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,400,000,000$383,631,714
ProductVolume
HKD
USD
Equivalent
IRS HKD107,033,325,000 $13,721,517,486
OIS HKD0 $0
Basis HKD7,820,000,000 $1,002,512,692
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD114,853,325,000$14,724,030,178
ProductVolume
HUF
USD
Equivalent
IRS HUF2,642,648,602,336 $10,179,694,154
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF400,000,000,000 $1,540,832,049
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,042,648,602,336$11,720,526,203
ProductVolume
MXN
USD
Equivalent
IRS MXN5,524,000,000 $310,771,810
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,524,000,000$310,771,810
ProductVolume
NOK
USD
Equivalent
IRS NOK25,864,800,000 $3,289,975,451
OIS NOK0 $0
Basis NOK16,280,000,000 $2,070,798,937
Zeroes NOK0 $0
FRAs NOK10,000,000,000 $1,271,989,519
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK52,144,800,000$6,632,763,907
ProductVolume
NZD
USD
Equivalent
IRS NZD28,575,984,000 $21,023,351,429
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD28,575,984,000$21,023,351,429
ProductVolume
PLN
USD
Equivalent
IRS PLN16,130,835,992 $4,485,460,130
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN16,130,835,992$4,485,460,130
ProductVolume
SEK
USD
Equivalent
IRS SEK135,854,082,000 $16,956,219,944
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,676,562,000,000 $209,255,059,567
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,812,416,082,000$226,211,279,511
ProductVolume
SGD
USD
Equivalent
IRS SGD12,371,005,888 $9,171,860,830
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,371,005,888$9,171,860,830
ProductVolume
ZAR
USD
Equivalent
IRS ZAR305,979,891,382 $22,964,222,346
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR305,979,891,382$22,964,222,346
ProductUSD
Equivalent
IRS$1,401,573,620,422
OIS$2,151,686,347,267
Basis$59,659,154,924
Zeroes$31,973,823
FRAs$1,089,800,244,843
VNS$2,107,283,200
Inflation$9,872,151,649
Total$4,714,730,776,128
Show:
ProductUSD
Equivalent
IRS $2,076,975,354,065
OIS $4,097,258,726,000
Basis $375,255,400,000
Zeroes $1,412,400,000
FRAs $5,108,028,000,000
VNS $4,912,228,384
Inflation $13,220,906,900
Total$11,677,063,015,349
ProductVolume
EUR
USD
Equivalent
IRS €1,643,773,292,467 $1,961,417,634,740
OIS €1,077,273,304,824 $1,285,393,465,217
Basis €0 $0
Zeroes €0 $0
FRAs €1,677,919,000,000 $2,004,406,446,250
VNS €3,212,672,940 $3,824,971,125
Inflation €24,074,296,874 $28,735,352,946
Total€4,426,252,567,105$5,283,777,870,278
ProductVolume
GBP
USD
Equivalent
IRS £495,007,593,362 $660,630,823,814
OIS £1,862,125,039,594 $2,484,075,701,924
Basis £36,266,300,000 $48,495,852,030
Zeroes £663,730,500 $883,457,646
FRAs £579,944,000,000 $773,189,445,500
VNS £5,228,888,451 $7,041,998,277
Inflation £14,044,504,705 $18,810,224,025
Total£2,993,280,056,612$3,993,127,503,216
ProductVolume
JPY
USD
Equivalent
IRS ¥60,176,783,190,034 $544,379,070,774
OIS ¥720,000,000,000 $6,516,411,199
Basis ¥15,668,760,000,000 $141,437,256,836
Zeroes ¥0 $0
FRAs ¥446,000,000,000 $4,048,472,745
VNS ¥0 $0
Inflation ¥0 $0
Total¥77,011,543,190,034$696,381,211,554
ProductVolume
CHF
USD
Equivalent
IRS CHF52,398,059,832 $54,534,179,037
OIS CHF650,000,000 $675,922,085
Basis CHF3,071,500,000 $3,190,970,145
Zeroes CHF0 $0
FRAs CHF25,900,000,000 $26,922,540,085
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF82,019,559,832$85,323,611,352
ProductVolume
AUD
USD
Equivalent
IRS $381,185,348,392 $305,086,030,033
OIS $639,078,000,000 $511,528,374,000
Basis $13,434,000,000 $10,753,827,825
Zeroes $600,000,000 $481,170,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,034,297,348,392$827,849,401,858
ProductVolume
CAD
USD
Equivalent
IRS $431,137,745,136 $354,498,284,408
OIS $294,708,044,000 $242,832,450,634
Basis $11,812,000,000 $9,707,694,427
Zeroes $99,872,241 $81,991,233
FRAs $0 $0
VNS $3,594,866,198 $2,958,900,063
Inflation $0 $0
Total$741,352,527,575$610,079,320,765
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,144,020,525,650 $52,337,076,271
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK574,901,910,000 $26,301,696,488
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,718,922,435,650$78,638,772,759
ProductVolume
DKK
USD
Equivalent
IRS DKK29,631,200,000 $4,746,439,946
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK1,400,000,000 $223,649,318
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK31,031,200,000$4,970,089,264
ProductVolume
HKD
USD
Equivalent
IRS HKD383,698,798,884 $49,107,063,515
OIS HKD0 $0
Basis HKD3,000,000,000 $383,940,512
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD386,698,798,884$49,491,004,027
ProductVolume
HUF
USD
Equivalent
IRS HUF6,913,246,252,776 $26,847,281,037
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,450,000,000,000 $13,407,629,002
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,363,246,252,776$40,254,910,039
ProductVolume
MXN
USD
Equivalent
IRS MXN20,203,200,000 $1,141,561,004
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN20,203,200,000$1,141,561,004
ProductVolume
NOK
USD
Equivalent
IRS NOK109,452,579,000 $13,942,803,382
OIS NOK0 $0
Basis NOK2,686,000,000 $342,541,020
Zeroes NOK0 $0
FRAs NOK661,214,724,000 $84,171,678,666
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK773,353,303,000$98,457,023,068
ProductVolume
NZD
USD
Equivalent
IRS NZD106,877,212,000 $77,553,155,265
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD106,877,212,000$77,553,155,265
ProductVolume
PLN
USD
Equivalent
IRS PLN100,827,516,146 $28,227,030,132
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN37,674,021,820 $10,540,958,548
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN138,501,537,966$38,767,988,680
ProductVolume
SEK
USD
Equivalent
IRS SEK780,198,820,251 $97,581,030,857
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK921,500,000,000 $115,264,378,427
VNS SEK161,454,000 $20,209,791
Inflation SEK0 $0
TotalSEK1,701,860,274,251$212,865,619,075
ProductVolume
SGD
USD
Equivalent
IRS SGD99,047,348,540 $73,471,133,891
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD99,047,348,540$73,471,133,891
ProductVolume
ZAR
USD
Equivalent
IRS ZAR699,965,009,136 $53,411,555,814
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR699,965,009,136$53,411,555,814
ProductUSD
Equivalent
IRS$6,435,887,507,985
OIS$8,628,281,051,059
Basis$589,567,482,795
Zeroes$2,859,018,879
FRAs$8,166,504,895,029
VNS$18,758,307,640
Inflation$60,766,483,871
Total$23,902,624,747,258
Show:
ProductUSD
Equivalent
IRS $70,301,824,371,859
OIS $140,095,904,635,020
Basis $13,536,545,141,069
Zeroes $51,108,421,758
FRAs $113,399,893,535,716
VNS $211,407,669,663
Inflation $759,415,780,654
Total$338,356,099,555,739
ProductVolume
EUR
USD
Equivalent
IRS €58,256,000,132,478 $64,656,908,348,706
OIS €49,854,914,746,101 $55,106,172,038,938
Basis €589,339,826,816 $656,882,726,014
Zeroes €104,295,182,756 $114,156,682,835
FRAs €48,776,039,363,324 $53,804,605,224,349
VNS €121,339,148,832 $134,160,683,035
Inflation €893,234,469,082 $987,398,037,971
Total€158,595,162,869,389$175,460,283,741,848
ProductVolume
GBP
USD
Equivalent
IRS £10,098,448,545,467 $12,894,490,122,755
OIS £14,358,687,959,246 $18,535,014,642,878
Basis £1,360,813,286,744 $1,739,343,090,334
Zeroes £112,690,236,298 $144,588,378,174
FRAs £12,840,908,231,601 $16,376,113,240,068
VNS £42,338,450,331 $54,152,902,768
Inflation £518,857,774,849 $662,893,353,205
Total£39,332,744,484,536$50,406,595,730,182
ProductVolume
JPY
USD
Equivalent
IRS ¥1,208,164,331,888,116 $10,785,626,152,778
OIS ¥60,764,969,673,976 $543,122,395,344
Basis ¥78,789,763,946,650 $705,772,603,852
Zeroes ¥0 $0
FRAs ¥6,104,806,400,000 $54,510,414,010
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,353,898,974,463,378$12,089,702,953,602
ProductVolume
CHF
USD
Equivalent
IRS CHF1,549,563,766,588 $1,576,698,880,049
OIS CHF21,252,000,000 $21,893,043,297
Basis CHF201,831,600,000 $205,678,328,336
Zeroes CHF0 $0
FRAs CHF1,859,920,563,918 $1,892,862,145,653
VNS CHF934,016,748 $958,745,985
Inflation CHF0 $0
TotalCHF3,633,501,947,254$3,698,091,143,320
ProductVolume
AUD
USD
Equivalent
IRS $11,136,652,529,618 $8,531,676,874,114
OIS $15,941,950,824,000 $12,236,921,657,913
Basis $637,696,356,968 $487,313,755,252
Zeroes $1,600,000,000 $1,248,770,000
FRAs $0 $0
VNS $2,394,487,842 $1,817,973,441
Inflation $0 $0
Total$27,720,294,198,428$21,258,979,030,720
ProductVolume
CAD
USD
Equivalent
IRS $10,356,296,295,413 $7,955,015,969,154
OIS $8,519,189,453,388 $6,592,663,209,793
Basis $231,457,983,600 $176,469,178,408
Zeroes $18,134,112,441 $14,114,748,558
FRAs $0 $0
VNS $84,441,706,625 $64,460,151,680
Inflation $0 $0
Total$19,209,519,551,467$14,802,723,257,593
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK16,077,703,026,843 $672,679,907,155
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK12,173,201,863,216 $514,007,141,823
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK28,252,758,769,839$1,186,765,415,591
ProductVolume
DKK
USD
Equivalent
IRS DKK1,173,997,721,266 $173,556,480,297
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK203,518,000,000 $29,379,530,340
VNS DKK4,163,139,991 $638,058,690
Inflation DKK0 $0
TotalDKK1,387,978,861,257$204,467,965,295
ProductVolume
HKD
USD
Equivalent
IRS HKD10,246,992,414,056 $1,315,202,009,232
OIS HKD0 $0
Basis HKD242,722,000,000 $31,151,585,463
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,489,714,414,056$1,346,353,594,695
ProductVolume
HUF
USD
Equivalent
IRS HUF220,091,108,495,096 $790,677,229,866
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF11,800,000,000 $43,402,308
FRAs HUF142,458,980,000,000 $505,421,133,795
VNS HUF55,440,000,000 $211,762,737
Inflation HUF0 $0
TotalHUF362,617,328,495,096$1,296,353,528,706
ProductVolume
MXN
USD
Equivalent
IRS MXN704,493,268,405 $38,444,593,264
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN704,493,268,405$38,444,593,264
ProductVolume
NOK
USD
Equivalent
IRS NOK5,635,638,252,190 $675,784,440,668
OIS NOK0 $0
Basis NOK62,874,080,000 $7,945,953,985
Zeroes NOK0 $0
FRAs NOK13,798,169,073,778 $1,654,925,545,953
VNS NOK7,244,492,880 $862,934,757
Inflation NOK0 $0
TotalNOK19,503,925,898,848$2,339,518,875,363
ProductVolume
NZD
USD
Equivalent
IRS NZD3,497,682,716,386 $2,501,053,852,473
OIS NZD0 $0
Basis NZD1,846,000,000 $1,278,578,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD3,499,799,264,090$2,502,528,916,643
ProductVolume
PLN
USD
Equivalent
IRS PLN3,554,833,352,014 $923,622,216,886
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN50,000,000 $13,772,397
FRAs PLN1,560,134,811,044 $403,405,427,483
VNS PLN486,007,438 $126,398,089
Inflation PLN0 $0
TotalPLN5,115,504,170,496$1,327,167,814,855
ProductVolume
SEK
USD
Equivalent
IRS SEK24,894,856,983,171 $2,892,168,421,643
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK49,626,891,093,276 $5,758,895,302,150
VNS SEK25,673,258,067 $2,906,036,618
Inflation SEK0 $0
TotalSEK74,550,309,374,514$8,654,300,928,602
ProductVolume
SGD
USD
Equivalent
IRS SGD2,752,925,476,498 $1,980,832,191,387
OIS SGD0 $0
Basis SGD2,462,000,000 $1,786,310,571
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,755,387,476,498$1,982,618,501,958
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,667,839,482,544 $1,955,708,115,118
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR25,667,839,482,544$1,955,708,115,118
ProductUSD
Equivalent
IRS$190,621,970,177,404
OIS$233,131,691,623,183
Basis$17,551,061,148,152
Zeroes$325,605,344,221
FRAs$194,394,018,641,340
VNS$472,649,556,964
Inflation$2,409,707,171,830
Total$638,906,703,663,094
Show:
ProductUSD
Equivalent
IRS $40,094,065,795,281
OIS $24,966,034,321,829
Basis $18,335,556,112,911
Zeroes $131,942,779,825
FRAs $32,176,993,032,488
VNS $735,613,319,776
Inflation $633,354,789,366
Total$117,073,560,151,476
ProductVolume
EUR
USD
Equivalent
IRS €42,322,992,136,626 $50,341,082,996,910
OIS €18,336,518,051,459 $21,810,371,396,308
Basis €1,229,718,579,366 $1,462,688,764,227
Zeroes €489,373,377,272 $582,085,163,596
FRAs €17,636,810,899,279 $20,978,104,724,147
VNS €435,605,847,039 $518,131,374,761
Inflation €1,072,037,824,169 $1,275,135,389,958
Total€81,523,056,715,210$96,967,599,809,907
ProductVolume
GBP
USD
Equivalent
IRS £8,043,174,532,223 $10,854,666,189,961
OIS £5,948,687,270,337 $8,028,050,905,683
Basis £3,672,191,073,762 $4,955,805,463,595
Zeroes £299,371,966,795 $404,017,437,788
FRAs £4,907,831,744,511 $6,623,364,330,805
VNS £150,278,094,734 $202,807,802,748
Inflation £765,446,244,229 $1,033,007,978,899
Total£23,786,980,926,591$32,101,720,109,479
ProductVolume
JPY
USD
Equivalent
IRS ¥1,173,256,188,276,710 $10,455,430,987,628
OIS ¥59,156,888,658,266 $527,174,519,077
Basis ¥218,116,975,525,550 $1,943,741,705,882
Zeroes ¥1,731,139,611,789 $15,426,989,367
FRAs ¥1,150,360,000,000 $10,251,392,416
VNS ¥75,102,554,636 $669,273,757
Inflation ¥0 $0
Total¥1,453,486,654,626,951$12,952,694,868,127
ProductVolume
CHF
USD
Equivalent
IRS CHF2,066,071,107,042 $2,130,519,316,362
OIS CHF2,906,279,070 $2,996,936,396
Basis CHF520,516,262,000 $536,753,041,506
Zeroes CHF8,831,780,159 $9,107,275,235
FRAs CHF1,078,080,501,819 $1,111,709,720,875
VNS CHF934,016,748 $963,152,099
Inflation CHF0 $0
TotalCHF3,677,339,946,838$3,792,049,442,473
ProductVolume
AUD
USD
Equivalent
IRS $12,221,730,891,249 $9,815,272,078,762
OIS $7,116,107,003,182 $5,714,945,534,255
Basis $2,199,400,864,102 $1,766,338,833,961
Zeroes $3,580,965,031 $2,875,873,017
FRAs $0 $0
VNS $14,589,301,522 $11,716,668,052
Inflation $0 $0
Total$21,555,409,025,086$17,311,148,988,047
ProductVolume
CAD
USD
Equivalent
IRS $9,625,907,789,311 $7,811,334,731,243
OIS $2,883,761,269,442 $2,340,145,475,486
Basis $496,664,403,932 $403,038,548,999
Zeroes $22,670,733,799 $18,397,089,831
FRAs $0 $0
VNS $107,395,835,156 $87,150,722,353
Inflation $0 $0
Total$13,136,400,031,640$10,660,066,567,912
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK18,057,687,862,244 $822,861,146,605
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK50,290,000,000 $2,291,638,186
FRAs CZK6,531,569,265,116 $297,633,596,041
VNS CZK1,853,879,780 $84,478,459
Inflation CZK0 $0
TotalCZK24,641,401,007,140$1,122,870,859,291
ProductVolume
DKK
USD
Equivalent
IRS DKK3,976,325,874,166 $635,601,961,983
OIS DKK0 $0
Basis DKK13,900,000,000 $2,221,867,008
Zeroes DKK15,500,000,000 $2,477,621,483
FRAs DKK27,370,000,000 $4,375,000,000
VNS DKK4,163,139,991 $665,463,554
Inflation DKK0 $0
TotalDKK4,037,259,014,157$645,341,914,028
ProductVolume
HKD
USD
Equivalent
IRS HKD11,240,560,083,991 $1,441,023,548,022
OIS HKD0 $0
Basis HKD347,204,000,000 $44,511,050,715
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD11,587,764,083,991$1,485,534,598,737
ProductVolume
HUF
USD
Equivalent
IRS HUF245,524,906,855,244 $945,781,613,464
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,715,000,000 $696,128,659
FRAs HUF54,064,502,405,112 $208,260,795,089
VNS HUF54,820,000,000 $211,171,032
Inflation HUF0 $0
TotalHUF299,824,944,260,356$1,154,949,708,244
ProductVolume
MXN
USD
Equivalent
IRS MXN477,469,351,453 $26,861,697,062
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN477,469,351,453$26,861,697,062
ProductVolume
NOK
USD
Equivalent
IRS NOK7,315,111,756,629 $930,474,548,333
OIS NOK0 $0
Basis NOK84,475,880,000 $10,745,243,395
Zeroes NOK15,790,147,412 $2,008,490,201
FRAs NOK7,585,912,399,225 $964,920,106,240
VNS NOK15,057,429,962 $1,915,289,309
Inflation NOK0 $0
TotalNOK15,016,347,613,228$1,910,063,677,478
ProductVolume
NZD
USD
Equivalent
IRS NZD4,312,928,570,577 $3,173,021,549,374
OIS NZD0 $0
Basis NZD4,878,000,000 $3,588,744,600
Zeroes NZD14,780,000,000 $10,873,646,000
FRAs NZD0 $0
VNS NZD270,547,704 $199,041,946
Inflation NZD0 $0
TotalNZD4,332,857,118,281$3,187,682,981,920
ProductVolume
PLN
USD
Equivalent
IRS PLN3,158,930,943,161 $878,395,813,184
OIS PLN0 $0
Basis PLN674,000,000 $187,417,449
Zeroes PLN7,060,000,000 $1,963,156,065
FRAs PLN791,289,925,081 $220,031,956,922
VNS PLN4,321,785,838 $1,201,747,887
Inflation PLN0 $0
TotalPLN3,962,276,654,080$1,101,780,091,507
ProductVolume
SEK
USD
Equivalent
IRS SEK20,737,722,048,625 $2,588,316,604,193
OIS SEK0 $0
Basis SEK500,000,000 $62,406,001
Zeroes SEK135,824,525,553 $16,952,530,944
FRAs SEK19,176,562,836,687 $2,393,465,197,632
VNS SEK28,251,705,542 $3,526,151,926
Inflation SEK0 $0
TotalSEK40,078,861,116,407$5,002,322,890,696
ProductVolume
SGD
USD
Equivalent
IRS SGD3,047,188,497,201 $2,259,184,828,886
OIS SGD0 $0
Basis SGD2,290,000,000 $1,697,805,457
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,049,478,497,201$2,260,882,634,343
ProductVolume
ZAR
USD
Equivalent
IRS ZAR23,036,787,426,170 $1,728,943,383,180
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR23,036,787,426,170$1,728,943,383,180
ProductUSD
Equivalent
IRS$146,932,838,790,433
OIS$63,389,719,089,034
Basis$29,466,937,005,706
Zeroes$1,201,115,820,197
FRAs$64,989,109,852,655
VNS$1,564,855,657,659
Inflation$2,941,498,158,223
Total$310,486,074,373,907

Figures as of COB Sep 20, 2017.

Notional Outstanding by Product

As of COB Sep 20, 2017

Daily Notional by Tenor

As of COB Sep 20, 2017

Notional Outstanding by Currency

As of COB Sep 20, 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.