Volumes

Client Notional Cleared (USD)

$2,538,395,302,809,514

Client Notional Outstanding (USD)

$93,147,686,130,627

As of COB May 9, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,097,894,000,000,000

Trades Compressed

51,253,424
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 May 9, 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	$1,514,277,058,394	$3,533,190,427,543	$78,597,794,455,712	$32,110,614,398,387
EUR	€295,591,534,817	€4,392,340,291,859	€56,066,833,774,929	€25,360,016,350,465
GBP	£562,748,047,744	£1,035,567,503,301	£17,881,145,471,630	£9,489,592,291,647
JPY	¥7,027,680,309,000	¥23,549,928,027,100	¥578,866,670,023,018	¥406,052,186,148,106
CHF	CHF2,900,000,000	CHF25,858,693,510	CHF658,029,147,240	CHF615,517,655,058
AUD	$149,020,770,000	$1,473,259,630,538	$13,095,922,787,148	$9,364,727,389,162
CAD	$41,345,597,852	$243,364,051,599	$4,632,466,356,035	$2,734,600,049,857
Other* Show All Hide	$91,992,793,025	$537,536,789,971	$10,811,951,372,521	$10,320,109,806,644
BRL	BRL3,445,325,100	BRL3,382,658,810	BRL96,218,602,543	BRL81,717,503,322
CLP	CLP163,826,900,000	CLP315,669,985,340	CLP11,210,089,611,398	CLP3,002,179,867,567
CNY	CNY49,049,750,000	CNY301,157,978,869	CNY5,127,202,880,866	CNY4,625,783,141,543
COP	COP58,000,000,000	COP1,096,568,420,000	COP21,145,122,919,456	COP25,889,058,076,903
CZK	CZK307,484,149,000	CZK1,366,317,208,625	CZK24,899,491,893,246	CZK24,975,893,706,928
DKK	DKK0	DKK34,423,170,574	DKK335,712,741,574	DKK1,510,282,473,250
HKD	HKD19,600,009,000	HKD99,807,556,106	HKD2,384,255,629,997	HKD3,931,318,585,330
HUF	HUF1,296,465,479,910	HUF3,083,636,242,533	HUF96,782,839,486,329	HUF62,771,607,398,746
ILS	ILS7,698,799,000	ILS58,536,922,403	ILS1,418,826,398,979	ILS1,330,093,354,825
INR	INR101,128,782,000	INR1,014,575,508,000	INR33,393,794,659,018	INR17,831,659,796,628
KRW	KRW4,472,296,079,000	KRW33,149,535,093,500	KRW903,546,690,634,184	KRW841,966,843,879,729
MXN	MXN33,978,580,000	MXN124,065,563,604	MXN1,264,234,166,790	MXN1,039,862,399,579
NOK	NOK0	NOK375,664,404,121	NOK6,945,985,024,427	NOK4,071,958,763,305
NZD	NZD22,806,907,950	NZD293,234,656,114	NZD4,019,528,119,408	NZD3,457,224,556,950
PLN	PLN10,089,937,000	PLN60,214,202,314	PLN2,439,111,146,650	PLN2,596,073,602,538
SEK	SEK0	SEK477,505,964,000	SEK8,643,035,475,474	SEK5,833,156,016,031
SGD	SGD9,365,438,000	SGD17,571,106,000	SGD658,003,912,687	SGD632,379,224,372
THB	THB69,152,919,600	THB442,572,865,854	THB10,250,440,617,702	THB4,777,415,874,298
TWD	TWD47,606,730,000	TWD174,786,412,000	TWD4,404,673,806,930	TWD2,853,005,870,311
ZAR	ZAR550,072,073,000	ZAR969,036,920,311	ZAR26,429,940,762,401	ZAR38,623,930,759,950
Total in USD	$2,807,011,236,676	$11,402,282,042,456	$189,239,770,678,533	$93,147,686,130,627

Figures as of COB May 9, 2024. Weekly figures as of COB May 3, 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	$1,470,105,202,382
Basis	$39,327,600,000
Zeroes	$0
FRAs	$0
VNS	$468,122,412
Inflation	$4,376,133,600
Total	$1,514,277,058,394

Product	Volume EUR	USD Equivalent
IRS	€80,360,721,217	$86,644,929,616
OIS	€171,248,342,000	$184,639,962,344
Basis	€10,371,020,000	$11,182,033,764
Zeroes	€2,000,000,000	$2,156,400,000
FRAs	€26,752,000,000	$28,844,006,400
VNS	€0	$0
Inflation	€4,859,451,600	$5,239,460,715
Total	€295,591,534,817	$318,706,792,839

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£560,132,650,767	$701,482,125,188
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£235,000,000	$294,302,250
Inflation	£2,380,396,977	$2,981,090,154
Total	£562,748,047,744	$704,757,517,592

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥7,027,680,309,000	$45,210,076,291
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥7,027,680,309,000	$45,210,076,291

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF2,900,000,000	$3,201,236,340
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF2,900,000,000	$3,201,236,340

Product	Volume AUD	USD Equivalent
IRS	$29,752,629,000	$19,693,265,135
OIS	$103,040,791,000	$68,202,699,563
Basis	$16,227,350,000	$10,740,882,965
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$149,020,770,000	$98,636,847,663

Product	Volume CAD	USD Equivalent
IRS	$96,170,000	$70,312,557
OIS	$41,249,427,852	$30,158,601,975
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$41,345,597,852	$30,228,914,532

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	BRL3,445,325,100	$669,925,255
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL3,445,325,100	$669,925,255

Product	Volume CLP	USD Equivalent
IRS	CLP163,826,900,000	$176,931,318
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP163,826,900,000	$176,931,318

Product	Volume CNY	USD Equivalent
IRS	CNY49,049,750,000	$6,792,277,121
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY49,049,750,000	$6,792,277,121

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP58,000,000,000	$14,885,153
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP58,000,000,000	$14,885,153

Product	Volume CZK	USD Equivalent
IRS	CZK160,690,949,000	$6,950,901,851
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK146,793,200,000	$6,349,736,136
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK307,484,149,000	$13,300,637,987

Product	Volume DKK	USD Equivalent
IRS	DKK0	$0
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK0	$0

Product	Volume HKD	USD Equivalent
IRS	HKD19,400,009,000	$2,482,549,731
OIS	HKD0	$0
Basis	HKD200,000,000	$25,593,284
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD19,600,009,000	$2,508,143,015

Product	Volume HUF	USD Equivalent
IRS	HUF383,265,479,910	$1,064,463,707
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF913,200,000,000	$2,536,279,180
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,296,465,479,910	$3,600,742,887

Product	Volume ILS	USD Equivalent
IRS	ILS3,798,799,000	$1,019,319,255
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS3,900,000,000	$1,046,474,187
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS7,698,799,000	$2,065,793,442

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR101,128,782,000	$1,211,978,054
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR101,128,782,000	$1,211,978,054

Product	Volume KRW	USD Equivalent
IRS	KRW4,472,296,079,000	$3,275,759,431
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,472,296,079,000	$3,275,759,431

Product	Volume MXN	USD Equivalent
IRS	MXN33,978,580,000	$2,013,664,810
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN33,978,580,000	$2,013,664,810

Product	Volume NOK	USD Equivalent
IRS	NOK0	$0
OIS	NOK0	$0
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK0	$0
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK0	$0

Product	Volume NZD	USD Equivalent
IRS	NZD13,719,907,950	$8,277,220,466
OIS	NZD9,087,000,000	$5,482,187,100
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD22,806,907,950	$13,759,407,566

Product	Volume PLN	USD Equivalent
IRS	PLN4,279,937,000	$1,076,578,292
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN5,810,000,000	$1,461,451,390
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN10,089,937,000	$2,538,029,682

Product	Volume SEK	USD Equivalent
IRS	SEK0	$0
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK0	$0
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK0	$0

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD9,365,438,000	$6,926,074,545
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD9,365,438,000	$6,926,074,545

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB69,152,919,600	$1,881,200,207
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB69,152,919,600	$1,881,200,207

Product	Volume TWD	USD Equivalent
IRS	TWD47,606,730,000	$1,470,341,899
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD47,606,730,000	$1,470,341,899

Product	Volume ZAR	USD Equivalent
IRS	ZAR550,072,073,000	$29,787,000,653
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR550,072,073,000	$29,787,000,653

Product	USD Equivalent
IRS	$171,465,441,097
OIS	$2,518,516,229,142
Basis	$61,276,110,013
Zeroes	$2,156,400,000
FRAs	$40,237,947,293
VNS	$762,424,662
Inflation	$12,596,684,469
Total	$2,807,011,236,676

Show:

Product	USD Equivalent
IRS	$700,000,000
OIS	$3,337,441,724,862
Basis	$166,234,900,000
Zeroes	$0
FRAs	$0
VNS	$1,159,174,027
Inflation	$27,654,628,654
Total	$3,533,190,427,543

Product	Volume EUR	USD Equivalent
IRS	€313,248,467,890	$335,882,858,995
OIS	€3,890,478,682,476	$4,172,216,470,403
Basis	€21,303,020,000	$22,825,385,806
Zeroes	€24,655,700,000	$26,442,005,465
FRAs	€123,541,100,000	$132,069,381,170
VNS	€377,014,940	$404,613,319
Inflation	€18,736,306,553	$20,085,230,987
Total	€4,392,340,291,859	$4,709,925,946,145

Product	Volume GBP	USD Equivalent
IRS	£455,000,000	$570,524,500
OIS	£1,014,788,309,855	$1,272,938,647,380
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£713,410,000	$893,895,579
Inflation	£19,610,783,446	$24,593,913,443
Total	£1,035,567,503,301	$1,298,996,980,902

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥23,549,928,027,100	$151,598,627,515
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥23,549,928,027,100	$151,598,627,515

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF25,858,693,510	$28,322,085,207
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF25,858,693,510	$28,322,085,207

Product	Volume AUD	USD Equivalent
IRS	$205,862,787,538	$134,857,184,087
OIS	$1,173,445,693,000	$768,701,352,661
Basis	$93,951,150,000	$61,520,264,383
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$1,473,259,630,538	$965,078,801,131

Product	Volume CAD	USD Equivalent
IRS	$19,380,960,000	$14,175,140,244
OIS	$223,832,120,805	$163,347,205,211
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$150,970,794	$110,038,587
Inflation	$0	$0
Total	$243,364,051,599	$177,632,384,042

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	BRL3,382,658,810	$662,933,006
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL3,382,658,810	$662,933,006

Product	Volume CLP	USD Equivalent
IRS	CLP315,669,985,340	$334,501,215
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP315,669,985,340	$334,501,215

Product	Volume CNY	USD Equivalent
IRS	CNY301,157,978,869	$41,616,946,456
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY301,157,978,869	$41,616,946,456

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP1,096,568,420,000	$281,356,024
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP1,096,568,420,000	$281,356,024

Product	Volume CZK	USD Equivalent
IRS	CZK428,428,408,625	$18,336,683,512
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK937,888,800,000	$39,987,952,770
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,366,317,208,625	$58,324,636,282

Product	Volume DKK	USD Equivalent
IRS	DKK14,383,170,574	$2,069,895,088
OIS	DKK20,040,000,000	$2,880,499,802
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK34,423,170,574	$4,950,394,890

Product	Volume HKD	USD Equivalent
IRS	HKD99,807,556,106	$12,765,935,211
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD99,807,556,106	$12,765,935,211

Product	Volume HUF	USD Equivalent
IRS	HUF2,178,336,242,533	$5,990,329,913
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF905,300,000,000	$2,491,580,583
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,083,636,242,533	$8,481,910,496

Product	Volume ILS	USD Equivalent
IRS	ILS30,704,922,403	$8,223,673,512
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS27,832,000,000	$7,470,207,669
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS58,536,922,403	$15,693,881,181

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,014,575,508,000	$12,161,376,976
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,014,575,508,000	$12,161,376,976

Product	Volume KRW	USD Equivalent
IRS	KRW33,149,535,093,500	$24,180,525,121
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW33,149,535,093,500	$24,180,525,121

Product	Volume MXN	USD Equivalent
IRS	MXN124,065,563,604	$7,292,746,827
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN124,065,563,604	$7,292,746,827

Product	Volume NOK	USD Equivalent
IRS	NOK140,852,904,121	$12,857,526,719
OIS	NOK104,380,000,000	$9,517,701,127
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK130,400,000,000	$11,887,057,362
VNS	NOK31,500,000	$2,867,756
Inflation	NOK0	$0
Total	NOK375,664,404,121	$34,265,152,964

Product	Volume NZD	USD Equivalent
IRS	NZD58,663,108,114	$34,930,194,040
OIS	NZD230,891,548,000	$138,387,816,726
Basis	NZD3,680,000,000	$2,213,888,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD293,234,656,114	$175,531,898,766

Product	Volume PLN	USD Equivalent
IRS	PLN43,774,202,314	$10,847,473,671
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN80,000,000	$19,875,776
FRAs	PLN16,360,000,000	$4,040,001,892
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN60,214,202,314	$14,907,351,339

Product	Volume SEK	USD Equivalent
IRS	SEK262,986,964,000	$24,185,992,967
OIS	SEK121,119,000,000	$11,004,815,555
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK93,400,000,000	$8,575,924,911
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK477,505,964,000	$43,766,733,433

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD17,571,106,000	$12,955,833,865
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD17,571,106,000	$12,955,833,865

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB442,572,865,854	$11,997,279,471
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB442,572,865,854	$11,997,279,471

Product	Volume TWD	USD Equivalent
IRS	TWD174,786,412,000	$5,390,201,018
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD174,786,412,000	$5,390,201,018

Product	Volume ZAR	USD Equivalent
IRS	ZAR967,456,060,311	$51,890,663,636
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR1,580,860,000	$84,531,794
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR969,036,920,311	$51,975,195,430

Product	USD Equivalent
IRS	$747,761,929,738
OIS	$10,093,752,792,785
Basis	$252,794,438,189
Zeroes	$26,546,413,035
FRAs	$206,522,106,357
VNS	$2,570,589,268
Inflation	$72,333,773,084
Total	$11,402,282,042,456

Show:

Product	USD Equivalent
IRS	$4,680,112,880
OIS	$76,162,271,304,501
Basis	$1,937,557,796,000
Zeroes	$0
FRAs	$0
VNS	$38,742,137,759
Inflation	$454,543,104,572
Total	$78,597,794,455,712

Product	Volume EUR	USD Equivalent
IRS	€8,898,575,804,473	$9,632,550,165,952
OIS	€42,402,796,933,632	$45,877,869,232,559
Basis	€341,845,924,000	$370,876,431,522
Zeroes	€64,531,288,439	$69,274,321,188
FRAs	€3,870,689,205,000	$4,191,588,004,930
VNS	€20,580,615,225	$22,305,948,370
Inflation	€467,814,004,160	$506,477,780,595
Total	€56,066,833,774,929	$60,670,941,885,116

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$935,114,650
OIS	£17,575,311,574,005	$22,175,252,886,025
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£12,169,005,450	$15,392,586,922
Inflation	£292,920,892,175	$369,985,923,338
Total	£17,881,145,471,630	$22,561,566,510,935

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥578,866,670,023,018	$3,837,074,666,043
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥578,866,670,023,018	$3,837,074,666,043

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF658,024,647,240	$745,195,314,718
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF4,500,000	$5,187,320
Inflation	CHF0	$0
Total	CHF658,029,147,240	$745,200,502,038

Product	Volume AUD	USD Equivalent
IRS	$2,796,272,423,908	$1,835,952,675,436
OIS	$9,237,662,929,048	$6,062,647,713,992
Basis	$1,058,630,200,000	$694,559,340,664
Zeroes	$1,941,000,000	$1,279,010,400
FRAs	$0	$0
VNS	$1,416,234,192	$925,867,605
Inflation	$0	$0
Total	$13,095,922,787,148	$8,595,364,608,097

Product	Volume CAD	USD Equivalent
IRS	$246,902,595,808	$181,716,614,604
OIS	$4,367,982,590,464	$3,225,139,050,347
Basis	$13,088,210,000	$9,685,982,015
Zeroes	$0	$0
FRAs	$0	$0
VNS	$4,492,959,763	$3,335,031,105
Inflation	$0	$0
Total	$4,632,466,356,035	$3,419,876,678,071

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	BRL96,218,602,543	$19,004,813,910
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL96,218,602,543	$19,004,813,910

Product	Volume CLP	USD Equivalent
IRS	CLP11,210,089,611,398	$11,897,767,694
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP11,210,089,611,398	$11,897,767,694

Product	Volume CNY	USD Equivalent
IRS	CNY5,127,202,880,866	$712,248,465,933
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY5,127,202,880,866	$712,248,465,933

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP21,145,122,919,456	$5,441,517,623
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP21,145,122,919,456	$5,441,517,623

Product	Volume CZK	USD Equivalent
IRS	CZK9,729,950,854,052	$418,437,128,611
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK30,689,457,000	$1,306,678,951
FRAs	CZK15,138,851,582,194	$650,208,924,282
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK24,899,491,893,246	$1,069,952,731,844

Product	Volume DKK	USD Equivalent
IRS	DKK184,593,641,574	$26,767,888,006
OIS	DKK151,119,100,000	$21,915,159,366
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK335,712,741,574	$48,683,047,372

Product	Volume HKD	USD Equivalent
IRS	HKD2,343,067,429,997	$299,521,812,923
OIS	HKD0	$0
Basis	HKD39,305,000,000	$5,023,125,611
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD2,384,255,629,997	$304,785,687,803

Product	Volume HUF	USD Equivalent
IRS	HUF48,330,613,948,329	$133,920,049,619
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF48,432,725,538,000	$133,932,476,177
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF96,782,839,486,329	$267,906,452,787

Product	Volume ILS	USD Equivalent
IRS	ILS782,081,678,979	$212,388,540,470
OIS	ILS6,329,000,000	$1,723,479,355
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS630,025,720,000	$170,832,081,055
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,418,826,398,979	$385,048,210,542

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR33,393,794,659,018	$401,677,093,246
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR33,393,794,659,018	$401,677,093,246

Product	Volume KRW	USD Equivalent
IRS	KRW903,546,690,634,184	$673,628,154,643
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW903,546,690,634,184	$673,628,154,643

Product	Volume MXN	USD Equivalent
IRS	MXN1,264,234,166,790	$74,569,623,095
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,264,234,166,790	$74,569,623,095

Product	Volume NOK	USD Equivalent
IRS	NOK3,550,236,842,969	$334,583,131,927
OIS	NOK1,006,656,100,000	$94,115,384,328
Basis	NOK15,348,000,000	$1,457,064,221
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK2,366,208,000,000	$221,945,107,235
VNS	NOK1,234,869,458	$116,631,274
Inflation	NOK0	$0
Total	NOK6,945,985,024,427	$652,814,649,517

Product	Volume NZD	USD Equivalent
IRS	NZD1,071,540,032,541	$649,877,057,641
OIS	NZD2,917,174,383,295	$1,768,002,843,634
Basis	NZD27,440,000,000	$16,730,311,750
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD4,019,528,119,408	$2,436,622,165,835

Product	Volume PLN	USD Equivalent
IRS	PLN1,530,230,276,650	$383,117,112,127
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,733,320,000	$936,891,939
FRAs	PLN904,647,550,000	$226,835,209,651
VNS	PLN500,000,000	$124,300,808
Inflation	PLN0	$0
Total	PLN2,439,111,146,650	$611,013,514,525

Product	Volume SEK	USD Equivalent
IRS	SEK5,348,107,585,474	$509,170,778,012
OIS	SEK629,159,000,000	$58,773,208,334
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,425,170,340
FRAs	SEK2,650,418,000,000	$252,986,412,261
VNS	SEK267,990,000	$25,534,952
Inflation	SEK0	$0
Total	SEK8,643,035,475,474	$822,381,103,899

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD657,612,795,038	$489,290,431,449
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD658,003,912,687	$489,581,528,240

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB10,250,440,617,702	$285,246,704,736
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB10,250,440,617,702	$285,246,704,736

Product	Volume TWD	USD Equivalent
IRS	TWD4,404,673,806,930	$139,064,572,037
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD4,404,673,806,930	$139,064,572,037

Product	Volume ZAR	USD Equivalent
IRS	ZAR26,414,171,998,549	$1,399,546,361,108
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR5,298,624,255	$281,198,015
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR26,429,940,762,401	$1,400,383,567,240

Product	USD Equivalent
IRS	$17,653,577,941,278
OIS	$161,211,635,990,256
Basis	$3,035,890,051,783
Zeroes	$77,462,329,277
FRAs	$5,848,328,215,591
VNS	$81,869,341,843
Inflation	$1,331,006,808,505
Total	$189,239,770,678,533

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$29,785,026,581,845
Basis	$1,404,967,077,260
Zeroes	$0
FRAs	$0
VNS	$372,669,749,986
Inflation	$546,531,689,297
Total	$32,110,614,398,388

Product	Volume EUR	USD Equivalent
IRS	€9,869,732,575,289	$10,641,545,662,677
OIS	€11,251,944,239,104	$12,131,846,278,602
Basis	€512,214,788,655	$552,269,985,128
Zeroes	€66,238,531,131	$71,418,384,266
FRAs	€2,958,441,714,462	$3,189,791,856,533
VNS	€241,099,486,539	$259,953,466,386
Inflation	€460,345,015,285	$496,343,995,480
Total	€25,360,016,350,465	$27,343,169,629,072

Product	Volume GBP	USD Equivalent
IRS	£929,400,000	$1,163,934,090
OIS	£8,874,378,326,852	$11,113,827,697,634
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£90,191,711,489	$112,951,589,884
Inflation	£524,092,853,306	$656,347,684,837
Total	£9,489,592,291,647	$11,884,290,906,445

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥406,017,728,909,755	$2,611,970,336,195
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,457,238,351	$221,668,361
Inflation	¥0	$0
Total	¥406,052,186,148,106	$2,612,192,004,556

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF614,975,732,808	$678,856,090,968
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF541,922,250	$598,214,207
Inflation	CHF0	$0
Total	CHF615,517,655,058	$679,454,305,175

Product	Volume AUD	USD Equivalent
IRS	$3,472,833,031,439	$2,298,668,183,510
OIS	$4,676,670,354,237	$3,095,488,107,469
Basis	$1,189,951,577,184	$787,628,948,938
Zeroes	$2,001,079,647	$1,324,514,618
FRAs	$0	$0
VNS	$23,271,346,654	$15,403,304,351
Inflation	$0	$0
Total	$9,364,727,389,161	$6,198,513,058,886

Product	Volume CAD	USD Equivalent
IRS	$495,952,375,637	$362,604,551,736
OIS	$2,152,058,196,669	$1,573,429,498,570
Basis	$67,047,251,422	$49,020,107,053
Zeroes	$140,000,000	$102,357,887
FRAs	$0	$0
VNS	$19,402,226,129	$14,185,506,217
Inflation	$0	$0
Total	$2,734,600,049,857	$1,999,342,021,463

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	BRL81,717,503,322	$15,889,536,604
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL81,717,503,322	$15,889,536,604

Product	Volume CLP	USD Equivalent
IRS	CLP3,002,179,867,567	$3,242,322,482
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP3,002,179,867,567	$3,242,322,482

Product	Volume CNY	USD Equivalent
IRS	CNY4,625,783,141,543	$640,565,976,340
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,625,783,141,543	$640,565,976,340

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP25,889,058,076,903	$6,644,182,748
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP25,889,058,076,903	$6,644,182,748

Product	Volume CZK	USD Equivalent
IRS	CZK13,295,194,483,194	$575,101,413,755
OIS	CZK0	$0
Basis	CZK5,964,000,000	$257,980,794
Zeroes	CZK34,654,457,000	$1,499,024,872
FRAs	CZK11,609,669,527,700	$502,191,778,169
VNS	CZK30,411,239,034	$1,315,478,806
Inflation	CZK0	$0
Total	CZK24,975,893,706,928	$1,080,365,676,396

Product	Volume DKK	USD Equivalent
IRS	DKK1,230,286,295,242	$177,830,723,623
OIS	DKK271,194,200,000	$39,199,543,240
Basis	DKK5,150,000,000	$744,402,527
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,651,978,009	$527,872,166
Inflation	DKK0	$0
Total	DKK1,510,282,473,251	$218,302,541,556

Product	Volume HKD	USD Equivalent
IRS	HKD3,638,703,338,371	$465,631,845,515
OIS	HKD0	$0
Basis	HKD290,472,603,396	$37,170,739,633
Zeroes	HKD1,564,200,000	$200,165,077
FRAs	HKD0	$0
VNS	HKD578,443,563	$74,021,353
Inflation	HKD0	$0
Total	HKD3,931,318,585,330	$503,076,771,578

Product	Volume HUF	USD Equivalent
IRS	HUF44,351,437,404,625	$123,179,618,127
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF9,200,000,000	$25,551,652
FRAs	HUF18,166,656,900,000	$50,455,227,396
VNS	HUF244,313,094,121	$678,543,817
Inflation	HUF0	$0
Total	HUF62,771,607,398,746	$174,338,940,992

Product	Volume ILS	USD Equivalent
IRS	ILS990,395,954,825	$265,749,692,719
OIS	ILS6,349,000,000	$1,703,606,311
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS333,348,400,000	$89,446,280,992
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,330,093,354,825	$356,899,580,022

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR17,831,659,796,628	$213,703,556,121
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR17,831,659,796,628	$213,703,556,121

Product	Volume KRW	USD Equivalent
IRS	KRW841,966,843,879,729	$616,703,541,336
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW841,966,843,879,729	$616,703,541,336

Product	Volume MXN	USD Equivalent
IRS	MXN1,039,862,399,579	$61,625,127,390
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,039,862,399,579	$61,625,127,390

Product	Volume NOK	USD Equivalent
IRS	NOK2,445,503,002,610	$225,286,086,965
OIS	NOK822,287,766,172	$75,751,284,297
Basis	NOK29,412,975,062	$2,709,599,641
Zeroes	NOK0	$0
FRAs	NOK723,417,887,103	$66,643,134,297
VNS	NOK51,337,132,357	$4,729,309,943
Inflation	NOK0	$0
Total	NOK4,071,958,763,304	$375,119,415,143

Product	Volume NZD	USD Equivalent
IRS	NZD1,416,558,377,938	$854,609,669,410
OIS	NZD1,997,406,390,531	$1,205,035,275,407
Basis	NZD42,549,250,000	$25,669,962,525
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD710,538,481	$428,667,866
Inflation	NZD0	$0
Total	NZD3,457,224,556,950	$2,085,743,575,208

Product	Volume PLN	USD Equivalent
IRS	PLN1,884,971,327,207	$474,146,982,067
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN4,332,120,000	$1,089,704,440
FRAs	PLN701,132,671,385	$176,363,393,632
VNS	PLN5,637,483,947	$1,418,056,583
Inflation	PLN0	$0
Total	PLN2,596,073,602,539	$653,018,136,722

Product	Volume SEK	USD Equivalent
IRS	SEK4,271,268,810,871	$393,650,815,718
OIS	SEK177,273,000,000	$16,337,923,026
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,390,077,785
FRAs	SEK1,354,469,000,000	$124,831,250,461
VNS	SEK15,062,305,160	$1,388,179,713
Inflation	SEK0	$0
Total	SEK5,833,156,016,031	$537,598,246,703

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD630,984,470,184	$466,635,460,867
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,394,754,189	$1,031,470,336
Inflation	SGD0	$0
Total	SGD632,379,224,373	$467,666,931,203

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB4,777,415,874,298	$129,962,346,961
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB4,777,415,874,298	$129,962,346,961

Product	Volume TWD	USD Equivalent
IRS	TWD2,853,005,870,311	$88,115,568,297
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD2,853,005,870,311	$88,115,568,297

Product	Volume ZAR	USD Equivalent
IRS	ZAR38,588,880,129,184	$2,089,629,803,090
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR24,205,491,169	$1,310,753,657
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$587,276,097
Inflation	ZAR0	$0
Total	ZAR38,623,930,759,950	$2,091,527,832,844

Product	USD Equivalent
IRS	$20,376,360,355,451
OIS	$63,145,417,770,261
Basis	$2,860,438,803,499
Zeroes	$78,360,534,254
FRAs	$4,199,722,921,480
VNS	$788,162,376,072
Inflation	$1,699,223,369,614
Total	$93,147,686,130,631

Figures as of COB May 9, 2024.

Notional Outstanding by Product

As of COB May 9, 2024

Daily Notional by Tenor

As of COB May 9, 2024

Notional Outstanding by Tenor

As of COB May 9, 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	$3,286,947,675,607	$8,977,767,007,846	$194,197,501,700,802	$142,943,219,712,605
EUR	€882,308,445,332	€12,354,762,936,206	€209,442,347,992,281	€147,842,230,510,379
GBP	£1,618,728,561,542	£3,105,872,916,036	£54,476,600,516,520	£39,057,049,800,563
JPY	¥15,775,252,794,000	¥57,665,931,066,200	¥1,283,218,425,166,846	¥1,642,406,637,930,335
CHF	CHF6,600,000,000	CHF135,257,445,020	CHF2,523,487,243,185	CHF3,474,527,166,113
AUD	$402,432,280,288	$3,864,117,614,278	$39,131,715,962,036	$46,594,455,838,722
CAD	$107,606,795,703	$796,632,009,451	$14,826,614,105,814	$24,230,029,142,362
Other* Show All Hide	$451,210,485,032	$1,555,175,114,912	$35,988,439,835,843	$46,464,046,885,722
BRL	BRL6,890,650,199	BRL10,193,322,320	BRL211,520,221,769	BRL494,757,443,997
CLP	CLP327,653,800,000	CLP686,339,970,680	CLP23,118,958,812,796	CLP48,197,801,867,036
CNY	CNY193,865,934,000	CNY750,160,843,738	CNY15,368,130,277,974	CNY22,557,587,149,238
COP	COP116,000,000,000	COP2,442,836,840,000	COP46,376,246,930,912	COP127,343,589,890,182
CZK	CZK1,384,717,552,000	CZK4,650,194,066,850	CZK99,374,273,118,896	CZK91,881,451,362,868
DKK	DKK0	DKK68,683,361,256	DKK938,039,090,818	DKK5,453,889,860,719
HKD	HKD75,521,418,000	HKD331,758,672,212	HKD8,912,963,497,826	HKD19,448,883,957,327
HUF	HUF3,891,371,165,640	HUF9,485,988,946,392	HUF439,122,702,563,030	HUF405,808,675,641,612
ILS	ILS32,123,018,000	ILS173,921,924,806	ILS3,988,322,036,350	ILS4,962,038,090,213
INR	INR1,076,962,564,000	INR5,208,278,126,000	INR140,353,179,847,910	INR175,323,503,314,749
KRW	KRW28,841,657,486,000	KRW114,303,329,405,000	KRW3,115,884,489,933,662	KRW5,247,800,409,649,831
MXN	MXN67,960,218,000	MXN304,762,114,432	MXN2,731,208,132,200	MXN5,318,306,036,301
NOK	NOK444,000,000	NOK943,053,928,242	NOK22,260,621,781,472	NOK31,174,463,425,349
NZD	NZD63,356,315,900	NZD743,581,720,228	NZD10,054,331,265,964	NZD12,234,975,482,605
PLN	PLN45,099,548,000	PLN205,445,425,212	PLN10,403,196,421,760	PLN12,327,645,228,496
SEK	SEK0	SEK1,126,442,258,000	SEK32,123,036,587,665	SEK53,439,659,429,935
SGD	SGD31,227,426,000	SGD56,045,074,000	SGD2,107,021,248,379	SGD2,636,490,794,528
THB	THB226,817,653,200	THB1,187,036,782,106	THB31,607,313,561,516	THB30,676,055,705,516
TWD	TWD107,203,460,000	TWD459,918,264,000	TWD11,694,174,417,860	TWD21,962,304,791,382
ZAR	ZAR3,940,992,146,000	ZAR3,506,530,302,623	ZAR95,721,412,544,590	ZAR100,594,625,129,942
Total in USD	$7,170,492,120,971	$31,306,902,259,587	$573,595,389,799,504	$460,681,253,178,111

Figures as of COB May 9, 2024. Weekly figures as of COB May 3, 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	$1,487,656,400
OIS	$3,146,924,202,675
Basis	$126,234,436,000
Zeroes	$0
FRAs	$0
VNS	$875,854,932
Inflation	$11,425,525,600
Total	$3,286,947,675,607

Product	Volume EUR	USD Equivalent
IRS	€321,827,428,132	$346,994,333,012
OIS	€429,375,414,000	$462,952,571,375
Basis	€21,385,040,000	$23,057,350,128
Zeroes	€4,000,000,000	$4,312,800,000
FRAs	€93,736,800,000	$101,067,017,760
VNS	€0	$0
Inflation	€11,983,763,200	$12,920,893,482
Total	€882,308,445,332	$951,304,965,757

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,610,788,426,888	$2,017,270,886,414
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£470,000,000	$588,604,500
Inflation	£7,470,134,654	$9,355,223,134
Total	£1,618,728,561,542	$2,027,214,714,048

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥15,775,252,794,000	$101,484,465,850
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥15,775,252,794,000	$101,484,465,850

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF6,600,000,000	$7,285,572,359
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF6,600,000,000	$7,285,572,359

Product	Volume AUD	USD Equivalent
IRS	$110,349,298,288	$73,040,200,537
OIS	$241,595,382,000	$159,911,983,346
Basis	$50,487,600,000	$33,417,742,440
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$402,432,280,288	$266,369,926,323

Product	Volume CAD	USD Equivalent
IRS	$192,340,000	$140,625,114
OIS	$103,414,455,703	$75,609,179,823
Basis	$4,000,000,000	$2,924,511,058
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$107,606,795,703	$78,674,315,995

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	BRL6,890,650,199	$1,339,850,511
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL6,890,650,199	$1,339,850,511

Product	Volume CLP	USD Equivalent
IRS	CLP327,653,800,000	$353,862,636
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP327,653,800,000	$353,862,636

Product	Volume CNY	USD Equivalent
IRS	CNY193,865,934,000	$26,846,031,794
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY193,865,934,000	$26,846,031,794

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP116,000,000,000	$29,770,307
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP116,000,000,000	$29,770,307

Product	Volume CZK	USD Equivalent
IRS	CZK412,231,152,000	$17,831,609,655
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK972,486,400,000	$42,066,199,498
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,384,717,552,000	$59,897,809,153

Product	Volume DKK	USD Equivalent
IRS	DKK0	$0
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK0	$0

Product	Volume HKD	USD Equivalent
IRS	HKD74,721,418,000	$9,561,832,479
OIS	HKD0	$0
Basis	HKD800,000,000	$102,373,137
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD75,521,418,000	$9,664,205,616

Product	Volume HUF	USD Equivalent
IRS	HUF1,125,971,165,640	$3,127,219,913
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF2,765,400,000,000	$7,680,493,258
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,891,371,165,640	$10,807,713,171

Product	Volume ILS	USD Equivalent
IRS	ILS10,483,018,000	$2,812,873,779
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS21,640,000,000	$5,806,590,104
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS32,123,018,000	$8,619,463,883

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,076,962,564,000	$12,906,859,617
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,076,962,564,000	$12,906,859,617

Product	Volume KRW	USD Equivalent
IRS	KRW28,841,657,486,000	$21,125,240,785
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW28,841,657,486,000	$21,125,240,785

Product	Volume MXN	USD Equivalent
IRS	MXN67,960,218,000	$4,027,510,845
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN67,960,218,000	$4,027,510,845

Product	Volume NOK	USD Equivalent
IRS	NOK444,000,000	$40,902,433
OIS	NOK0	$0
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK0	$0
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK444,000,000	$40,902,433

Product	Volume NZD	USD Equivalent
IRS	NZD32,880,315,900	$19,836,694,582
OIS	NZD30,476,000,000	$18,386,170,800
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD63,356,315,900	$38,222,865,382

Product	Volume PLN	USD Equivalent
IRS	PLN16,743,548,000	$4,211,683,562
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN28,356,000,000	$7,132,687,712
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN45,099,548,000	$11,344,371,274

Product	Volume SEK	USD Equivalent
IRS	SEK0	$0
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK0	$0
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK0	$0

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD31,227,426,000	$23,093,792,338
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD31,227,426,000	$23,093,792,338

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB226,817,653,200	$6,170,229,956
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB226,817,653,200	$6,170,229,956

Product	Volume TWD	USD Equivalent
IRS	TWD107,203,460,000	$3,310,996,973
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD107,203,460,000	$3,310,996,973

Product	Volume ZAR	USD Equivalent
IRS	ZAR3,940,992,146,000	$213,409,008,358
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR3,940,992,146,000	$213,409,008,358

Product	USD Equivalent
IRS	$749,498,133,368
OIS	$6,032,025,684,860
Basis	$185,736,412,763
Zeroes	$4,312,800,000
FRAs	$163,752,988,332
VNS	$1,464,459,432
Inflation	$33,701,642,216
Total	$7,170,492,120,971

Show:

Product	USD Equivalent
IRS	$9,541,384,200
OIS	$8,498,145,985,481
Basis	$399,490,696,000
Zeroes	$0
FRAs	$0
VNS	$4,446,295,157
Inflation	$66,142,647,008
Total	$8,977,767,007,846

Product	Volume EUR	USD Equivalent
IRS	€1,727,175,608,773	$1,852,046,843,894
OIS	€8,968,523,090,565	$9,618,489,760,331
Basis	€57,787,640,000	$61,940,194,132
Zeroes	€50,296,161,436	$53,940,118,332
FRAs	€1,470,524,720,000	$1,573,750,266,126
VNS	€1,544,333,044	$1,658,840,884
Inflation	€78,911,382,388	$84,614,123,820
Total	€12,354,762,936,206	$13,246,440,147,519

Product	Volume GBP	USD Equivalent
IRS	£910,000,000	$1,141,049,000
OIS	£3,035,758,134,853	$3,807,516,196,771
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£1,492,898,595	$1,870,729,706
Inflation	£67,711,882,588	$84,920,840,991
Total	£3,105,872,916,036	$3,895,448,816,468

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥57,665,931,066,200	$370,872,650,616
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥57,665,931,066,200	$370,872,650,616

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF135,257,445,020	$148,454,830,067
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF135,257,445,020	$148,454,830,067

Product	Volume AUD	USD Equivalent
IRS	$827,826,568,278	$542,785,363,085
OIS	$2,801,794,046,000	$1,835,184,241,916
Basis	$234,497,000,000	$153,480,003,820
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$3,864,117,614,278	$2,531,449,608,821

Product	Volume CAD	USD Equivalent
IRS	$47,211,920,000	$34,525,808,153
OIS	$723,495,143,234	$527,811,225,848
Basis	$25,100,000,000	$18,354,822,388
Zeroes	$0	$0
FRAs	$0	$0
VNS	$824,946,217	$602,226,949
Inflation	$0	$0
Total	$796,632,009,451	$581,294,083,338

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	BRL10,193,322,320	$1,996,616,322
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL10,193,322,320	$1,996,616,322

Product	Volume CLP	USD Equivalent
IRS	CLP686,339,970,680	$727,095,908
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP686,339,970,680	$727,095,908

Product	Volume CNY	USD Equivalent
IRS	CNY750,160,843,738	$103,661,759,276
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY750,160,843,738	$103,661,759,276

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP2,442,836,840,000	$626,647,911
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP2,442,836,840,000	$626,647,911

Product	Volume CZK	USD Equivalent
IRS	CZK1,129,146,466,850	$48,319,114,741
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK3,521,047,600,000	$150,073,852,407
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK4,650,194,066,850	$198,392,967,148

Product	Volume DKK	USD Equivalent
IRS	DKK39,103,361,256	$5,625,474,042
OIS	DKK29,580,000,000	$4,250,316,919
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK68,683,361,256	$9,875,790,961

Product	Volume HKD	USD Equivalent
IRS	HKD331,758,672,212	$42,429,415,514
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD331,758,672,212	$42,429,415,514

Product	Volume HUF	USD Equivalent
IRS	HUF6,121,868,946,392	$16,836,941,477
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF3,364,120,000,000	$9,240,776,021
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF9,485,988,946,392	$26,077,717,498

Product	Volume ILS	USD Equivalent
IRS	ILS87,883,924,806	$23,540,978,872
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS86,038,000,000	$23,080,376,274
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS173,921,924,806	$46,621,355,146

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR5,208,278,126,000	$62,426,821,148
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR5,208,278,126,000	$62,426,821,148

Product	Volume KRW	USD Equivalent
IRS	KRW114,303,329,405,000	$83,475,141,807
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW114,303,329,405,000	$83,475,141,807

Product	Volume MXN	USD Equivalent
IRS	MXN304,762,114,432	$17,906,130,196
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN304,762,114,432	$17,906,130,196

Product	Volume NOK	USD Equivalent
IRS	NOK299,630,928,242	$27,331,575,298
OIS	NOK266,560,000,000	$24,301,858,125
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK376,800,000,000	$34,382,901,262
VNS	NOK63,000,000	$5,735,511
Inflation	NOK0	$0
Total	NOK943,053,928,242	$86,022,070,196

Product	Volume NZD	USD Equivalent
IRS	NZD132,117,624,228	$78,583,966,004
OIS	NZD600,784,096,000	$359,794,973,251
Basis	NZD10,680,000,000	$6,400,893,500
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD743,581,720,228	$444,779,832,755

Product	Volume PLN	USD Equivalent
IRS	PLN133,033,425,212	$32,951,878,896
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN160,000,000	$39,751,553
FRAs	PLN72,252,000,000	$17,840,727,755
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN205,445,425,212	$50,832,358,204

Product	Volume SEK	USD Equivalent
IRS	SEK705,150,258,000	$64,848,928,747
OIS	SEK161,492,000,000	$14,673,087,407
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK259,800,000,000	$23,882,685,628
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,126,442,258,000	$103,404,701,782

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD56,045,074,000	$41,333,279,337
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD56,045,074,000	$41,333,279,337

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB1,187,036,782,106	$32,173,681,051
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,187,036,782,106	$32,173,681,051

Product	Volume TWD	USD Equivalent
IRS	TWD459,918,264,000	$14,182,000,553
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD459,918,264,000	$14,182,000,553

Product	Volume ZAR	USD Equivalent
IRS	ZAR3,496,906,202,623	$187,713,570,134
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR9,624,100,000	$516,162,065
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR3,506,530,302,623	$188,229,732,199

Product	USD Equivalent
IRS	$3,190,171,036,119
OIS	$25,346,055,556,179
Basis	$639,666,609,840
Zeroes	$54,496,031,950
FRAs	$1,832,251,585,473
VNS	$8,583,828,207
Inflation	$235,677,611,819
Total	$31,306,902,259,587

Show:

Product	USD Equivalent
IRS	$421,861,710,379
OIS	$187,068,409,958,604
Basis	$5,433,019,558,260
Zeroes	$0
FRAs	$0
VNS	$123,458,390,963
Inflation	$1,150,752,082,596
Total	$194,197,501,700,802

Product	Volume EUR	USD Equivalent
IRS	€44,289,042,693,532	$47,935,132,658,951
OIS	€122,004,466,457,948	$132,014,702,731,200
Basis	€893,774,653,672	$969,429,526,839
Zeroes	€145,943,290,540	$156,895,003,850
FRAs	€40,207,340,435,541	$43,527,308,091,340
VNS	€146,056,388,087	$158,758,468,181
Inflation	€1,755,724,072,961	$1,900,722,271,384
Total	€209,442,347,992,281	$226,662,948,751,745

Product	Volume GBP	USD Equivalent
IRS	£2,840,900,000	$3,599,059,610
OIS	£53,428,971,322,249	$67,427,595,778,842
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£39,973,629,527	$50,381,746,459
Inflation	£1,004,814,664,744	$1,268,999,259,676
Total	£54,476,600,516,520	$68,750,575,844,587

Product	Volume JPY	USD Equivalent
IRS	¥545,841,840,000	$3,624,126,775
OIS	¥1,282,637,904,411,614	$8,503,548,835,978
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,678,915,232	$224,024,000
Inflation	¥0	$0
Total	¥1,283,218,425,166,846	$8,507,396,986,753

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF2,523,478,243,185	$2,863,043,783,363
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF9,000,000	$10,374,640
Inflation	CHF0	$0
Total	CHF2,523,487,243,185	$2,863,054,158,003

Product	Volume AUD	USD Equivalent
IRS	$11,902,283,235,196	$7,819,234,533,368
OIS	$23,928,962,702,096	$15,695,050,947,973
Basis	$3,268,143,950,000	$2,144,463,721,091
Zeroes	$19,033,400,000	$12,456,887,390
FRAs	$0	$0
VNS	$13,292,674,744	$8,683,851,257
Inflation	$0	$0
Total	$39,131,715,962,036	$25,679,889,941,079

Product	Volume CAD	USD Equivalent
IRS	$1,046,938,102,801	$772,859,243,873
OIS	$13,480,487,893,692	$9,951,540,053,955
Basis	$244,374,420,000	$180,601,045,959
Zeroes	$0	$0
FRAs	$0	$0
VNS	$54,813,689,321	$40,582,236,905
Inflation	$0	$0
Total	$14,826,614,105,814	$10,945,582,580,692

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	BRL211,520,221,769	$41,797,421,306
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL211,520,221,769	$41,797,421,306

Product	Volume CLP	USD Equivalent
IRS	CLP23,118,958,812,796	$24,538,640,815
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP23,118,958,812,796	$24,538,640,815

Product	Volume CNY	USD Equivalent
IRS	CNY15,368,130,277,974	$2,135,044,435,463
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY15,368,130,277,974	$2,135,044,435,463

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP46,376,246,930,912	$11,933,993,250
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP46,376,246,930,912	$11,933,993,250

Product	Volume CZK	USD Equivalent
IRS	CZK27,603,350,165,958	$1,187,246,537,940
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK61,378,914,000	$2,613,357,902
FRAs	CZK71,709,237,128,776	$3,081,496,720,589
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK99,374,273,118,896	$4,271,370,295,968

Product	Volume DKK	USD Equivalent
IRS	DKK523,568,048,070	$75,925,843,491
OIS	DKK368,270,800,000	$53,468,444,229
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	DKK938,039,090,818	$136,137,517,481

Product	Volume HKD	USD Equivalent
IRS	HKD8,719,121,097,826	$1,114,544,822,108
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD188,676,000,000	$24,109,107,084
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD8,912,963,497,826	$1,139,314,355,355

Product	Volume HUF	USD Equivalent
IRS	HUF150,215,575,940,500	$416,379,507,052
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF288,740,478,473,664	$800,083,717,180
VNS	HUF127,648,148,866	$357,152,323
Inflation	HUF0	$0
Total	HUF439,122,702,563,030	$1,216,928,230,537

Product	Volume ILS	USD Equivalent
IRS	ILS2,007,882,796,350	$545,242,086,494
OIS	ILS6,334,000,000	$1,724,845,811
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS1,973,325,240,000	$535,071,246,488
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,988,322,036,350	$1,082,246,398,117

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR140,353,179,847,910	$1,688,033,115,216
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR140,353,179,847,910	$1,688,033,115,216

Product	Volume KRW	USD Equivalent
IRS	KRW3,115,884,489,933,662	$2,324,146,501,244
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW3,115,884,489,933,662	$2,324,146,501,244

Product	Volume MXN	USD Equivalent
IRS	MXN2,731,208,132,200	$161,069,062,501
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,731,208,132,200	$161,069,062,501

Product	Volume NOK	USD Equivalent
IRS	NOK8,179,553,418,556	$770,977,857,218
OIS	NOK3,235,432,200,000	$303,504,503,480
Basis	NOK27,904,000,000	$2,654,728,004
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK10,802,660,000,000	$1,016,744,683,947
VNS	NOK2,469,738,916	$233,262,548
Inflation	NOK0	$0
Total	NOK22,260,621,781,472	$2,095,309,696,261

Product	Volume NZD	USD Equivalent
IRS	NZD3,001,413,789,030	$1,823,859,498,673
OIS	NZD6,913,587,735,672	$4,191,425,117,596
Basis	NZD132,584,000,000	$80,602,727,900
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD10,054,331,265,964	$6,099,910,250,176

Product	Volume PLN	USD Equivalent
IRS	PLN4,533,733,203,370	$1,134,875,340,678
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN7,866,640,000	$1,974,069,945
FRAs	PLN5,859,944,100,000	$1,467,776,291,828
VNS	PLN1,652,478,390	$409,566,299
Inflation	PLN0	$0
Total	PLN10,403,196,421,760	$2,605,035,268,750

Product	Volume SEK	USD Equivalent
IRS	SEK15,387,402,807,665	$1,465,055,476,572
OIS	SEK1,457,572,000,000	$136,624,846,647
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,850,340,680
FRAs	SEK15,247,360,000,000	$1,459,329,795,787
VNS	SEK535,980,000	$51,069,904
Inflation	SEK0	$0
Total	SEK32,123,036,587,665	$3,063,911,529,590

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,106,239,013,082	$1,566,818,194,845
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD2,107,021,248,379	$1,567,400,388,427

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB31,607,313,561,516	$880,067,417,622
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB31,607,313,561,516	$880,067,417,622

Product	Volume TWD	USD Equivalent
IRS	TWD11,694,174,417,860	$369,115,498,736
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD11,694,174,417,860	$369,115,498,736

Product	Volume ZAR	USD Equivalent
IRS	ZAR95,644,623,841,820	$5,071,039,586,678
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR63,385,609,132	$3,379,542,762
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR95,721,412,544,590	$5,075,129,819,028

Product	USD Equivalent
IRS	$75,617,169,449,925
OIS	$432,357,671,496,236
Basis	$8,834,880,415,137
Zeroes	$186,087,319,416
FRAs	$51,894,031,861,171
VNS	$385,075,643,963
Inflation	$4,320,473,613,656
Total	$573,595,389,799,504

Show:

Product	USD Equivalent
IRS	$4,057,915,141
OIS	$123,579,285,050,325
Basis	$12,867,216,973,720
Zeroes	$0
FRAs	$0
VNS	$1,979,443,064,791
Inflation	$4,513,216,708,627
Total	$142,943,219,712,604

Product	Volume EUR	USD Equivalent
IRS	€64,393,131,714,805	$69,428,674,614,903
OIS	€45,016,875,825,478	$48,537,195,515,030
Basis	€1,552,602,036,656	$1,674,015,515,923
Zeroes	€220,664,593,098	$237,920,564,279
FRAs	€31,192,427,039,031	$33,631,674,833,484
VNS	€1,393,044,887,977	$1,501,980,998,217
Inflation	€4,073,484,413,333	$4,392,030,894,456
Total	€147,842,230,510,378	$159,403,492,936,292

Product	Volume GBP	USD Equivalent
IRS	£1,384,400,000	$1,733,753,340
OIS	£35,681,279,804,289	$44,685,450,762,902
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£532,280,855,197	$666,601,929,006
Inflation	£2,842,104,741,077	$3,559,309,872,487
Total	£39,057,049,800,563	$48,913,096,317,735

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,642,157,156,350,901	$10,564,232,727,659
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥249,481,579,434	$1,604,950,815
Inflation	¥0	$0
Total	¥1,642,406,637,930,335	$10,565,837,678,474

Product	Volume CHF	USD Equivalent
IRS	CHF105,900,000	$116,900,320
OIS	CHF3,470,852,859,738	$3,831,386,311,666
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,568,406,375	$3,939,073,159
Inflation	CHF0	$0
Total	CHF3,474,527,166,113	$3,835,442,285,145

Product	Volume AUD	USD Equivalent
IRS	$23,670,977,463,206	$15,667,819,982,896
OIS	$14,760,845,115,211	$9,770,203,381,758
Basis	$8,040,235,332,339	$5,321,831,766,475
Zeroes	$23,344,160,669	$15,451,499,947
FRAs	$0	$0
VNS	$99,053,767,297	$65,563,688,574
Inflation	$0	$0
Total	$46,594,455,838,722	$30,840,870,319,650

Product	Volume CAD	USD Equivalent
IRS	$9,287,431,284,460	$6,790,298,873,668
OIS	$13,195,245,853,698	$9,647,410,604,057
Basis	$1,279,693,233,733	$935,619,253,323
Zeroes	$12,846,564,500	$9,392,479,985
FRAs	$0	$0
VNS	$454,812,205,972	$332,525,831,454
Inflation	$0	$0
Total	$24,230,029,142,363	$17,715,247,042,487

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	BRL494,757,443,997	$96,202,969,948
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL494,757,443,997	$96,202,969,948

Product	Volume CLP	USD Equivalent
IRS	CLP48,197,801,867,036	$52,053,115,896
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP48,197,801,867,036	$52,053,115,896

Product	Volume CNY	USD Equivalent
IRS	CNY22,557,587,149,238	$3,123,713,843,470
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY22,557,587,149,238	$3,123,713,843,470

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP127,343,589,890,182	$32,681,532,116
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP127,343,589,890,182	$32,681,532,116

Product	Volume CZK	USD Equivalent
IRS	CZK46,021,546,682,725	$1,990,723,535,026
OIS	CZK0	$0
Basis	CZK11,928,000,000	$515,961,588
Zeroes	CZK75,743,914,000	$3,276,404,274
FRAs	CZK45,522,838,613,075	$1,969,151,250,674
VNS	CZK249,394,153,069	$10,787,877,544
Inflation	CZK0	$0
Total	CZK91,881,451,362,869	$3,974,455,029,106

Product	Volume DKK	USD Equivalent
IRS	DKK4,820,100,349,395	$696,717,452,177
OIS	DKK578,644,600,000	$83,639,709,177
Basis	DKK11,320,000,000	$1,636,240,117
Zeroes	DKK0	$0
FRAs	DKK23,060,000,000	$3,333,188,789
VNS	DKK20,764,911,324	$3,001,447,079
Inflation	DKK0	$0
Total	DKK5,453,889,860,719	$788,328,037,339

Product	Volume HKD	USD Equivalent
IRS	HKD18,187,400,755,773	$2,327,376,593,121
OIS	HKD2,840,000,000	$363,424,637
Basis	HKD1,248,039,034,428	$159,707,089,267
Zeroes	HKD3,128,400,000	$400,330,153
FRAs	HKD0	$0
VNS	HKD7,475,767,126	$956,647,168
Inflation	HKD0	$0
Total	HKD19,448,883,957,327	$2,488,804,084,346

Product	Volume HUF	USD Equivalent
IRS	HUF249,283,600,977,156	$692,348,671,667
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF171,095,817,418	$475,193,560
FRAs	HUF153,930,472,788,072	$427,519,331,180
VNS	HUF2,423,506,058,966	$6,730,932,938
Inflation	HUF0	$0
Total	HUF405,808,675,641,612	$1,127,074,129,345

Product	Volume ILS	USD Equivalent
IRS	ILS3,865,275,710,137	$1,037,156,732,354
OIS	ILS6,354,000,000	$1,704,947,945
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,647,419
FRAs	ILS1,090,018,380,076	$292,481,050,788
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS4,962,038,090,213	$1,331,447,378,506

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR175,323,503,314,749	$2,101,164,813,440
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR175,323,503,314,749	$2,101,164,813,440

Product	Volume KRW	USD Equivalent
IRS	KRW5,247,800,409,649,831	$3,843,782,116,101
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,247,800,409,649,831	$3,843,782,116,101

Product	Volume MXN	USD Equivalent
IRS	MXN5,318,306,036,301	$315,177,553,414
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,318,306,036,301	$315,177,553,414

Product	Volume NOK	USD Equivalent
IRS	NOK17,534,463,194,033	$1,615,320,282,082
OIS	NOK2,922,130,694,743	$269,194,267,648
Basis	NOK120,469,231,669	$11,097,938,450
Zeroes	NOK6,301,212,000	$580,484,012
FRAs	NOK10,450,969,616,225	$962,770,459,620
VNS	NOK140,129,476,679	$12,909,091,273
Inflation	NOK0	$0
Total	NOK31,174,463,425,349	$2,871,872,523,085

Product	Volume NZD	USD Equivalent
IRS	NZD7,243,025,632,866	$4,369,717,364,308
OIS	NZD4,772,737,191,637	$2,879,392,347,715
Basis	NZD214,221,700,000	$129,239,951,610
Zeroes	NZD3,460,000,000	$2,087,418,000
FRAs	NZD0	$0
VNS	NZD1,530,958,103	$923,627,023
Inflation	NZD0	$0
Total	NZD12,234,975,482,606	$7,381,360,708,656

Product	Volume PLN	USD Equivalent
IRS	PLN7,649,388,643,678	$1,924,132,472,312
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN11,089,440,007	$2,789,445,355
FRAs	PLN4,650,157,413,370	$1,169,703,789,051
VNS	PLN17,009,731,441	$4,278,639,527
Inflation	PLN0	$0
Total	PLN12,327,645,228,496	$3,100,904,346,245

Product	Volume SEK	USD Equivalent
IRS	SEK40,344,656,202,519	$3,718,264,414,447
OIS	SEK788,186,000,000	$72,641,192,951
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,780,155,570
FRAs	SEK12,233,476,824,713	$1,127,467,819,132
VNS	SEK43,174,602,703	$3,979,079,361
Inflation	SEK0	$0
Total	SEK53,439,659,429,935	$4,925,132,661,461

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,632,191,481,383	$1,946,599,231,906
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,299,313,146	$3,179,495,005
Inflation	SGD0	$0
Total	SGD2,636,490,794,529	$1,949,778,726,911

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB30,676,055,705,516	$834,495,530,618
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB30,676,055,705,516	$834,495,530,618

Product	Volume TWD	USD Equivalent
IRS	TWD21,962,304,791,382	$678,309,493,835
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD21,962,304,791,382	$678,309,493,835

Product	Volume ZAR	USD Equivalent
IRS	ZAR100,483,797,167,038	$5,441,306,837,227
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR91,574,869,266	$4,958,878,708
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,042,575,948
Inflation	ZAR0	$0
Total	ZAR100,594,625,129,942	$5,447,308,291,883

Product	USD Equivalent
IRS	$123,815,005,487,653
OIS	$258,837,041,351,550
Basis	$21,100,880,690,473
Zeroes	$280,217,501,262
FRAs	$39,584,101,722,718
VNS	$4,599,448,948,882
Inflation	$12,464,557,475,570
Total	$460,681,253,178,108

Figures as of COB May 9, 2024.

Notional Outstanding by Product

As of COB May 9, 2024

Daily Notional by Tenor

As of COB May 9, 2024

Notional Outstanding by Currency

As of COB May 9, 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