Volumes

Client Notional Cleared (USD)

$2,527,757,701,897,864

Client Notional Outstanding (USD)

$95,066,505,328,215

As of COB May 2, 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 2, 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	$654,296,075,241	$4,059,937,574,146	$72,871,225,098,174	$33,751,778,289,457
EUR	€1,545,804,003,861	€2,996,146,934,280	€54,639,597,933,959	€26,819,194,671,624
GBP	£311,030,741,117	£1,242,081,803,884	£16,775,592,332,827	£9,096,488,867,276
JPY	¥11,132,268,413,100	¥53,317,966,760,418	¥554,121,344,396,808	¥392,533,036,743,906
CHF	CHF4,619,186,000	CHF27,305,141,898	CHF639,259,359,956	CHF612,681,507,202
AUD	$140,862,441,228	$1,335,198,232,444	$11,473,573,881,943	$8,877,722,672,562
CAD	$76,147,983,643	$140,161,186,170	$4,441,933,740,541	$2,734,384,706,046
Other* Show All Hide	$112,670,160,191	$530,697,267,125	$10,211,977,707,283	$10,057,209,654,834
BRL	BRL769,313,615	BRL13,384,883,703	BRL90,705,401,352	BRL79,831,141,040
CLP	CLP91,042,000,000	CLP437,002,812,000	CLP10,864,698,555,398	CLP2,965,649,011,567
CNY	CNY8,276,000,000	CNY179,631,110,000	CNY4,919,285,865,215	CNY4,767,593,987,230
COP	COP460,850,800,000	COP1,476,930,929,000	COP19,573,671,319,713	COP25,765,271,090,646
CZK	CZK179,649,219,621	CZK1,209,970,741,958	CZK23,795,978,767,242	CZK24,930,821,487,614
DKK	DKK22,523,000,000	DKK17,247,000,000	DKK327,621,471,574	DKK1,506,808,503,250
HKD	HKD30,670,496,000	HKD136,591,159,712	HKD2,250,674,180,708	HKD3,923,366,822,619
HUF	HUF1,733,227,486,643	HUF4,837,930,348,498	HUF91,763,857,752,871	HUF60,785,302,063,230
ILS	ILS28,081,642,000	ILS37,490,387,000	ILS1,375,810,241,979	ILS1,322,880,653,825
INR	INR259,429,015,000	INR1,425,441,405,300	INR31,162,107,201,541	INR16,945,213,266,427
KRW	KRW11,777,383,437,500	KRW53,527,206,089,349	KRW869,955,561,432,512	KRW840,866,333,806,057
MXN	MXN42,972,570,471	MXN118,064,280,299	MXN1,202,136,142,085	MXN1,038,116,470,508
NOK	NOK104,477,087,000	NOK320,950,113,459	NOK6,413,342,889,278	NOK3,815,854,370,744
NZD	NZD32,895,747,302	NZD254,043,450,045	NZD3,680,527,833,662	NZD3,200,082,941,439
PLN	PLN14,624,367,314	PLN112,334,460,567	PLN2,389,403,262,328	PLN2,612,250,558,536
SEK	SEK151,532,142,000	SEK410,409,404,964	SEK8,316,642,908,861	SEK5,948,538,488,458
SGD	SGD5,059,776,000	SGD24,958,399,000	SGD626,894,915,349	SGD619,877,864,995
THB	THB164,892,982,706	THB547,314,902,200	THB9,858,399,827,704	THB4,837,897,666,508
TWD	TWD55,168,285,000	TWD114,013,869,000	TWD4,167,029,550,930	TWD2,744,652,756,311
ZAR	ZAR242,102,998,000	ZAR1,203,062,261,627	ZAR24,823,306,951,279	ZAR38,098,353,927,137
Total in USD	$3,041,783,988,443	$10,685,074,159,776	$178,602,169,766,888	$95,066,505,328,215

Figures as of COB May 2, 2024. Weekly figures as of COB Apr 26, 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	$558,465,465,602
Basis	$86,359,700,000
Zeroes	$0
FRAs	$0
VNS	$223,771,639
Inflation	$9,247,138,000
Total	$654,296,075,241

Product	Volume EUR	USD Equivalent
IRS	€71,743,550,422	$76,984,416,780
OIS	€1,453,244,392,433	$1,559,403,895,300
Basis	€5,814,220,000	$6,238,948,771
Zeroes	€0	$0
FRAs	€7,740,000,000	$8,305,407,000
VNS	€90,171,307	$96,758,321
Inflation	€7,171,669,699	$7,695,560,171
Total	€1,545,804,003,861	$1,658,724,986,343

Product	Volume GBP	USD Equivalent
IRS	£455,000,000	$570,524,500
OIS	£307,741,240,117	$385,876,740,983
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£25,000,000	$31,347,500
Inflation	£2,809,501,000	$3,522,833,304
Total	£311,030,741,117	$390,001,446,287

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥11,132,268,413,100	$72,724,275,114
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥11,132,268,413,100	$72,724,275,114

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF4,619,186,000	$5,075,749,684
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF4,619,186,000	$5,075,749,684

Product	Volume AUD	USD Equivalent
IRS	$28,110,305,868	$18,476,904,047
OIS	$91,737,135,360	$60,298,819,072
Basis	$21,015,000,000	$13,813,159,500
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$140,862,441,228	$92,588,882,619

Product	Volume CAD	USD Equivalent
IRS	$15,958,340,000	$11,673,559,855
OIS	$60,189,643,643	$44,028,853,109
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$76,147,983,643	$55,702,412,964

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	BRL769,313,615	$150,616,928
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL769,313,615	$150,616,928

Product	Volume CLP	USD Equivalent
IRS	CLP91,042,000,000	$96,162,662
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP91,042,000,000	$96,162,662

Product	Volume CNY	USD Equivalent
IRS	CNY8,276,000,000	$1,142,920,275
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY8,276,000,000	$1,142,920,275

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP460,850,800,000	$118,159,297
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP460,850,800,000	$118,159,297

Product	Volume CZK	USD Equivalent
IRS	CZK74,338,219,621	$3,194,800,680
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK105,311,000,000	$4,525,904,119
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK179,649,219,621	$7,720,704,799

Product	Volume DKK	USD Equivalent
IRS	DKK6,573,000,000	$945,687,361
OIS	DKK15,950,000,000	$2,294,798,935
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK22,523,000,000	$3,240,486,296

Product	Volume HKD	USD Equivalent
IRS	HKD30,670,496,000	$3,924,366,763
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD30,670,496,000	$3,924,366,763

Product	Volume HUF	USD Equivalent
IRS	HUF1,118,927,486,643	$3,082,105,241
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF614,300,000,000	$1,692,100,044
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,733,227,486,643	$4,774,205,285

Product	Volume ILS	USD Equivalent
IRS	ILS8,919,642,000	$2,397,849,913
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS19,162,000,000	$5,151,282,982
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS28,081,642,000	$7,549,132,895

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR259,429,015,000	$3,108,330,268
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR259,429,015,000	$3,108,330,268

Product	Volume KRW	USD Equivalent
IRS	KRW11,777,383,437,500	$8,615,937,493
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW11,777,383,437,500	$8,615,937,493

Product	Volume MXN	USD Equivalent
IRS	MXN42,972,570,471	$2,533,782,461
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN42,972,570,471	$2,533,782,461

Product	Volume NOK	USD Equivalent
IRS	NOK42,027,087,000	$3,825,025,666
OIS	NOK23,250,000,000	$2,116,060,214
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK39,200,000,000	$3,567,723,028
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK104,477,087,000	$9,508,808,908

Product	Volume NZD	USD Equivalent
IRS	NZD11,234,997,302	$6,704,484,640
OIS	NZD21,660,750,000	$12,926,052,563
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD32,895,747,302	$19,630,537,203

Product	Volume PLN	USD Equivalent
IRS	PLN14,624,367,314	$3,622,403,476
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN0	$0
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN14,624,367,314	$3,622,403,476

Product	Volume SEK	USD Equivalent
IRS	SEK119,632,142,000	$11,017,524,946
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK31,900,000,000	$2,937,831,254
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK151,532,142,000	$13,955,356,200

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD5,059,776,000	$3,736,357,997
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD5,059,776,000	$3,736,357,997

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB164,892,982,706	$4,478,961,910
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB164,892,982,706	$4,478,961,910

Product	Volume TWD	USD Equivalent
IRS	TWD55,168,285,000	$1,704,092,327
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD55,168,285,000	$1,704,092,327

Product	Volume ZAR	USD Equivalent
IRS	ZAR242,102,998,000	$13,058,836,748
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR242,102,998,000	$13,058,836,748

Product	USD Equivalent
IRS	$173,722,002,762
OIS	$2,714,652,520,048
Basis	$106,411,808,271
Zeroes	$0
FRAs	$26,180,248,427
VNS	$351,877,460
Inflation	$20,465,531,475
Total	$3,041,783,988,443

Show:

Product	USD Equivalent
IRS	$82,000,000
OIS	$3,907,649,859,919
Basis	$138,002,900,000
Zeroes	$0
FRAs	$0
VNS	$849,225,324
Inflation	$13,353,588,903
Total	$4,059,937,574,146

Product	Volume EUR	USD Equivalent
IRS	€440,343,532,883	$471,085,563,017
OIS	€2,396,503,167,661	$2,564,250,979,813
Basis	€13,114,200,000	$14,023,586,040
Zeroes	€590,251	$632,568
FRAs	€126,442,200,000	$135,322,557,300
VNS	€935,788,076	$1,003,032,602
Inflation	€18,807,455,409	$20,127,029,863
Total	€2,996,146,934,280	$3,205,813,381,203

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,226,959,190,154	$1,525,766,351,491
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£208,000,000	$259,590,550
Inflation	£14,914,613,730	$18,575,097,455
Total	£1,242,081,803,884	$1,544,601,039,496

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥53,317,966,760,418	$342,453,832,554
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥53,317,966,760,418	$342,453,832,554

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF27,305,141,898	$29,926,868,831
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF27,305,141,898	$29,926,868,831

Product	Volume AUD	USD Equivalent
IRS	$107,715,800,091	$69,959,881,993
OIS	$1,198,375,901,174	$780,275,346,326
Basis	$28,177,300,000	$18,328,551,075
Zeroes	$125,000,000	$81,181,250
FRAs	$0	$0
VNS	$804,231,179	$525,563,640
Inflation	$0	$0
Total	$1,335,198,232,444	$869,170,524,284

Product	Volume CAD	USD Equivalent
IRS	$2,667,833,264	$1,952,466,320
OIS	$137,493,352,906	$100,521,205,817
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$140,161,186,170	$102,473,672,137

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	BRL13,384,883,703	$2,609,447,921
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL13,384,883,703	$2,609,447,921

Product	Volume CLP	USD Equivalent
IRS	CLP437,002,812,000	$458,376,688
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP437,002,812,000	$458,376,688

Product	Volume CNY	USD Equivalent
IRS	CNY179,631,110,000	$24,795,418,995
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY179,631,110,000	$24,795,418,995

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP1,476,930,929,000	$378,322,065
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP1,476,930,929,000	$378,322,065

Product	Volume CZK	USD Equivalent
IRS	CZK648,855,741,958	$27,542,437,477
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK561,115,000,000	$23,821,180,099
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,209,970,741,958	$51,363,617,576

Product	Volume DKK	USD Equivalent
IRS	DKK10,024,000,000	$1,437,120,871
OIS	DKK7,223,000,000	$1,037,125,162
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK17,247,000,000	$2,474,246,033

Product	Volume HKD	USD Equivalent
IRS	HKD130,391,159,712	$16,650,006,086
OIS	HKD0	$0
Basis	HKD6,200,000,000	$791,390,130
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD136,591,159,712	$17,441,396,216

Product	Volume HUF	USD Equivalent
IRS	HUF2,362,413,726,498	$6,422,832,627
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF2,475,516,622,000	$6,724,665,579
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF4,837,930,348,498	$13,147,498,206

Product	Volume ILS	USD Equivalent
IRS	ILS23,168,387,000	$6,119,933,282
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS14,322,000,000	$3,779,659,924
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS37,490,387,000	$9,899,593,206

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,425,441,405,300	$17,106,812,972
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,425,441,405,300	$17,106,812,972

Product	Volume KRW	USD Equivalent
IRS	KRW53,527,206,089,349	$38,912,624,902
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW53,527,206,089,349	$38,912,624,902

Product	Volume MXN	USD Equivalent
IRS	MXN118,064,280,299	$6,894,050,357
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN118,064,280,299	$6,894,050,357

Product	Volume NOK	USD Equivalent
IRS	NOK152,503,568,000	$13,884,928,799
OIS	NOK39,940,000,000	$3,635,901,262
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK128,320,000,000	$11,702,048,151
VNS	NOK186,545,459	$16,978,071
Inflation	NOK0	$0
Total	NOK320,950,113,459	$29,239,856,283

Product	Volume NZD	USD Equivalent
IRS	NZD64,840,319,127	$38,483,778,246
OIS	NZD189,203,130,918	$112,287,782,194
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD254,043,450,045	$150,771,560,440

Product	Volume PLN	USD Equivalent
IRS	PLN94,247,460,567	$23,339,808,117
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN18,087,000,000	$4,485,383,888
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN112,334,460,567	$27,825,192,005

Product	Volume SEK	USD Equivalent
IRS	SEK258,309,404,964	$23,727,077,043
OIS	SEK78,200,000,000	$7,196,154,765
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK73,900,000,000	$6,770,481,713
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK410,409,404,964	$37,693,713,521

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD24,958,399,000	$18,335,669,733
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD24,958,399,000	$18,335,669,733

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB547,314,902,200	$14,782,126,775
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB547,314,902,200	$14,782,126,775

Product	Volume TWD	USD Equivalent
IRS	TWD114,013,869,000	$3,497,062,143
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD114,013,869,000	$3,497,062,143

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,202,115,036,627	$63,021,150,653
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR947,225,000	$49,530,435
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,203,062,261,627	$63,070,681,088

Product	USD Equivalent
IRS	$840,875,965,537
OIS	$9,425,604,339,679
Basis	$171,146,427,245
Zeroes	$131,344,253
FRAs	$192,605,976,654
VNS	$2,654,390,187
Inflation	$52,055,716,221
Total	$10,685,074,159,776

Show:

Product	USD Equivalent
IRS	$4,627,112,880
OIS	$70,587,870,060,052
Basis	$1,811,051,496,000
Zeroes	$0
FRAs	$0
VNS	$37,578,184,870
Inflation	$430,098,244,372
Total	$72,871,225,098,174

Product	Volume EUR	USD Equivalent
IRS	€8,515,084,085,735	$9,219,882,395,752
OIS	€41,511,785,322,346	$44,918,793,566,070
Basis	€314,702,204,000	$341,666,898,998
Zeroes	€61,781,288,439	$66,311,558,688
FRAs	€3,767,093,605,000	$4,080,146,416,010
VNS	€20,002,409,430	$21,684,043,555
Inflation	€449,149,019,009	$486,394,107,983
Total	€54,639,597,933,959	$59,134,878,987,056

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$935,114,650
OIS	£16,483,765,123,722	$20,808,483,395,428
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£11,511,999,598	$14,569,682,549
Inflation	£279,571,209,507	$353,280,126,490
Total	£16,775,592,332,827	$21,177,268,319,117

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥554,121,344,396,808	$3,677,725,984,928
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥554,121,344,396,808	$3,677,725,984,928

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF639,254,859,956	$724,511,906,665
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF4,500,000	$5,187,320
Inflation	CHF0	$0
Total	CHF639,259,359,956	$724,517,093,985

Product	Volume AUD	USD Equivalent
IRS	$2,569,414,641,332	$1,686,141,831,790
OIS	$7,893,582,259,408	$5,174,866,358,261
Basis	$1,007,311,350,000	$660,671,915,949
Zeroes	$1,856,000,000	$1,222,969,900
FRAs	$0	$0
VNS	$1,409,631,203	$921,514,255
Inflation	$0	$0
Total	$11,473,573,881,943	$7,523,824,590,155

Product	Volume CAD	USD Equivalent
IRS	$228,186,042,977	$168,050,626,298
OIS	$4,196,166,527,801	$3,099,680,346,772
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	$4,441,933,740,541	$3,280,751,986,190

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	BRL90,705,401,352	$17,928,108,725
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL90,705,401,352	$17,928,108,725

Product	Volume CLP	USD Equivalent
IRS	CLP10,864,698,555,398	$11,527,085,109
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP10,864,698,555,398	$11,527,085,109

Product	Volume CNY	USD Equivalent
IRS	CNY4,919,285,865,215	$683,443,784,687
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,919,285,865,215	$683,443,784,687

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP19,573,671,319,713	$5,038,649,915
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP19,573,671,319,713	$5,038,649,915

Product	Volume CZK	USD Equivalent
IRS	CZK9,195,500,928,048	$395,419,432,991
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK30,689,457,000	$1,306,678,951
FRAs	CZK14,569,788,382,194	$625,711,406,999
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK23,795,978,767,242	$1,022,437,518,941

Product	Volume DKK	USD Equivalent
IRS	DKK178,004,371,574	$25,817,508,979
OIS	DKK149,617,100,000	$21,698,750,116
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK327,621,471,574	$47,516,259,095

Product	Volume HKD	USD Equivalent
IRS	HKD2,214,692,980,708	$283,099,200,905
OIS	HKD0	$0
Basis	HKD34,098,000,000	$4,357,080,190
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD2,250,674,180,708	$287,697,030,364

Product	Volume HUF	USD Equivalent
IRS	HUF45,240,882,214,871	$125,376,096,237
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF46,503,475,538,000	$128,587,838,980
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF91,763,857,752,871	$254,017,862,208

Product	Volume ILS	USD Equivalent
IRS	ILS752,760,521,979	$204,481,875,173
OIS	ILS6,329,000,000	$1,723,479,355
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS616,330,720,000	$167,146,077,768
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,375,810,241,979	$373,455,541,958

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR31,162,107,201,541	$374,939,234,400
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR31,162,107,201,541	$374,939,234,400

Product	Volume KRW	USD Equivalent
IRS	KRW869,955,561,432,512	$648,949,945,094
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW869,955,561,432,512	$648,949,945,094

Product	Volume MXN	USD Equivalent
IRS	MXN1,202,136,142,085	$70,894,815,093
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,202,136,142,085	$70,894,815,093

Product	Volume NOK	USD Equivalent
IRS	NOK3,385,770,857,820	$319,480,040,661
OIS	NOK849,236,100,000	$79,670,965,992
Basis	NOK15,348,000,000	$1,457,064,221
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK2,155,486,000,000	$202,617,317,103
VNS	NOK1,200,719,458	$113,497,295
Inflation	NOK0	$0
Total	NOK6,413,342,889,278	$603,936,215,804

Product	Volume NZD	USD Equivalent
IRS	NZD1,014,151,346,795	$615,372,643,719
OIS	NZD2,640,242,783,295	$1,601,525,367,999
Basis	NZD22,760,000,000	$13,916,573,750
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD3,680,527,833,662	$2,232,826,538,278

Product	Volume PLN	USD Equivalent
IRS	PLN1,492,707,392,328	$373,743,445,236
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,733,320,000	$936,891,939
FRAs	PLN892,462,550,000	$223,783,130,921
VNS	PLN500,000,000	$124,300,808
Inflation	PLN0	$0
Total	PLN2,389,403,262,328	$598,587,768,904

Product	Volume SEK	USD Equivalent
IRS	SEK5,144,923,018,861	$490,432,928,988
OIS	SEK629,159,000,000	$58,773,208,334
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,425,170,340
FRAs	SEK2,527,210,000,000	$241,650,865,619
VNS	SEK267,990,000	$25,534,952
Inflation	SEK0	$0
Total	SEK8,316,642,908,861	$792,307,708,233

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD626,503,797,700	$466,292,343,072
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD626,894,915,349	$466,583,439,863

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB9,858,399,827,704	$274,602,803,981
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB9,858,399,827,704	$274,602,803,981

Product	Volume TWD	USD Equivalent
IRS	TWD4,167,029,550,930	$131,720,341,611
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD4,167,029,550,930	$131,720,341,611

Product	Volume ZAR	USD Equivalent
IRS	ZAR24,808,006,357,427	$1,312,755,192,568
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR4,830,454,255	$255,854,335
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR24,823,306,951,279	$1,313,567,055,020

Product	USD Equivalent
IRS	$16,790,079,527,146
OIS	$151,876,196,421,340
Basis	$2,842,807,011,123
Zeroes	$74,418,182,597
FRAs	$5,669,643,053,400
VNS	$79,253,092,437
Inflation	$1,269,772,478,845
Total	$178,602,169,766,888

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$31,441,144,991,006
Basis	$1,394,854,977,260
Zeroes	$0
FRAs	$0
VNS	$372,752,102,093
Inflation	$541,606,919,099
Total	$33,751,778,289,458

Product	Volume EUR	USD Equivalent
IRS	€9,840,544,211,647	$10,559,395,966,308
OIS	€12,717,388,409,047	$13,646,393,632,328
Basis	€513,953,368,655	$551,497,662,235
Zeroes	€64,563,531,131	$69,279,897,081
FRAs	€2,986,820,385,300	$3,205,007,614,446
VNS	€240,632,262,410	$258,210,449,179
Inflation	€455,292,503,434	$488,551,620,809
Total	€26,819,194,671,624	$28,778,336,842,386

Product	Volume GBP	USD Equivalent
IRS	£929,400,000	$1,165,374,660
OIS	£8,483,850,681,692	$10,637,900,369,773
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£89,904,985,047	$112,731,860,751
Inflation	£521,803,800,537	$654,289,785,493
Total	£9,096,488,867,276	$11,406,087,390,677

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥392,498,579,505,555	$2,564,093,284,374
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,457,238,351	$225,100,365
Inflation	¥0	$0
Total	¥392,533,036,743,906	$2,564,318,384,739

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF612,139,584,952	$672,643,904,128
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF541,922,250	$595,486,237
Inflation	CHF0	$0
Total	CHF612,681,507,202	$673,239,390,365

Product	Volume AUD	USD Equivalent
IRS	$3,360,681,638,018	$2,208,976,040,669
OIS	$4,292,920,737,991	$2,821,736,801,081
Basis	$1,198,859,448,948	$788,010,315,794
Zeroes	$1,916,079,647	$1,259,439,152
FRAs	$0	$0
VNS	$23,344,767,957	$15,344,515,978
Inflation	$0	$0
Total	$8,877,722,672,561	$5,835,327,112,674

Product	Volume CAD	USD Equivalent
IRS	$524,835,825,578	$383,918,529,372
OIS	$2,122,913,260,060	$1,552,915,592,012
Basis	$67,093,394,280	$49,078,961,472
Zeroes	$140,000,000	$102,410,300
FRAs	$0	$0
VNS	$19,402,226,129	$14,192,769,927
Inflation	$0	$0
Total	$2,734,384,706,047	$2,000,208,263,083

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	BRL79,831,141,040	$15,629,414,329
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL79,831,141,040	$15,629,414,329

Product	Volume CLP	USD Equivalent
IRS	CLP2,965,649,011,567	$3,132,452,085
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP2,965,649,011,567	$3,132,452,085

Product	Volume CNY	USD Equivalent
IRS	CNY4,767,593,987,230	$658,407,422,523
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,767,593,987,230	$658,407,422,523

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP25,765,271,090,646	$6,606,056,302
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP25,765,271,090,646	$6,606,056,302

Product	Volume CZK	USD Equivalent
IRS	CZK12,982,297,163,880	$557,934,424,818
OIS	CZK0	$0
Basis	CZK5,964,000,000	$256,312,182
Zeroes	CZK34,654,457,000	$1,489,329,222
FRAs	CZK11,877,494,627,700	$510,453,816,434
VNS	CZK30,411,239,034	$1,306,970,326
Inflation	CZK0	$0
Total	CZK24,930,821,487,614	$1,071,440,852,982

Product	Volume DKK	USD Equivalent
IRS	DKK1,224,582,325,242	$176,186,220,451
OIS	DKK273,424,200,000	$39,338,781,383
Basis	DKK5,150,000,000	$740,953,888
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,651,978,009	$525,426,661
Inflation	DKK0	$0
Total	DKK1,506,808,503,251	$216,791,382,383

Product	Volume HKD	USD Equivalent
IRS	HKD3,626,139,575,660	$463,973,638,670
OIS	HKD0	$0
Basis	HKD294,884,603,396	$37,731,223,405
Zeroes	HKD1,564,200,000	$200,143,307
FRAs	HKD0	$0
VNS	HKD778,443,563	$99,603,803
Inflation	HKD0	$0
Total	HKD3,923,366,822,619	$502,004,609,185

Product	Volume HUF	USD Equivalent
IRS	HUF42,957,032,069,109	$118,325,892,654
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF9,200,000,000	$25,341,560
FRAs	HUF17,574,756,900,000	$48,409,973,832
VNS	HUF244,313,094,121	$672,964,671
Inflation	HUF0	$0
Total	HUF60,785,302,063,230	$167,434,172,717

Product	Volume ILS	USD Equivalent
IRS	ILS983,567,253,825	$264,410,461,128
OIS	ILS6,349,000,000	$1,706,789,252
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS332,964,400,000	$89,510,168,421
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,322,880,653,825	$355,627,418,801

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR16,945,213,266,427	$203,027,866,005
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR16,945,213,266,427	$203,027,866,005

Product	Volume KRW	USD Equivalent
IRS	KRW840,866,333,806,057	$615,149,520,316
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW840,866,333,806,057	$615,149,520,316

Product	Volume MXN	USD Equivalent
IRS	MXN1,038,116,470,508	$61,210,238,918
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,038,116,470,508	$61,210,238,918

Product	Volume NOK	USD Equivalent
IRS	NOK2,389,879,760,049	$217,510,945,269
OIS	NOK731,647,766,172	$66,589,708,773
Basis	NOK29,712,975,062	$2,704,277,178
Zeroes	NOK0	$0
FRAs	NOK613,310,887,103	$55,819,473,861
VNS	NOK51,302,982,357	$4,669,255,907
Inflation	NOK0	$0
Total	NOK3,815,854,370,743	$347,293,660,988

Product	Volume NZD	USD Equivalent
IRS	NZD1,397,652,362,427	$834,049,047,279
OIS	NZD1,763,034,790,531	$1,052,091,011,249
Basis	NZD38,685,250,000	$23,085,422,938
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD710,538,481	$424,013,839
Inflation	NZD0	$0
Total	NZD3,200,082,941,439	$1,909,649,495,305

Product	Volume PLN	USD Equivalent
IRS	PLN1,887,493,283,205	$467,525,335,184
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN4,332,120,000	$1,073,050,629
FRAs	PLN714,787,671,385	$177,050,349,595
VNS	PLN5,637,483,947	$1,396,384,610
Inflation	PLN0	$0
Total	PLN2,612,250,558,537	$647,045,120,018

Product	Volume SEK	USD Equivalent
IRS	SEK4,271,313,283,298	$393,366,697,822
OIS	SEK298,019,000,000	$27,446,066,852
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,389,060,032
FRAs	SEK1,349,061,000,000	$124,241,804,694
VNS	SEK15,062,305,160	$1,387,163,350
Inflation	SEK0	$0
Total	SEK5,948,538,488,458	$547,830,792,750

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD618,483,110,807	$456,714,747,310
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,394,754,189	$1,029,946,971
Inflation	SGD0	$0
Total	SGD619,877,864,996	$457,744,694,281

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB4,837,897,666,508	$131,411,046,218
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB4,837,897,666,508	$131,411,046,218

Product	Volume TWD	USD Equivalent
IRS	TWD2,744,652,756,311	$84,779,537,787
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD2,744,652,756,311	$84,779,537,787

Product	Volume ZAR	USD Equivalent
IRS	ZAR38,062,894,336,446	$2,053,081,239,762
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR24,614,451,094	$1,327,683,263
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$584,977,917
Inflation	ZAR0	$0
Total	ZAR38,098,353,927,137	$2,054,993,900,942

Product	USD Equivalent
IRS	$20,139,547,700,004
OIS	$65,321,760,648,046
Basis	$2,847,960,106,352
Zeroes	$76,146,354,546
FRAs	$4,210,493,201,283
VNS	$786,148,992,585
Inflation	$1,684,448,325,401
Total	$95,066,505,328,217

Figures as of COB May 2, 2024.

Notional Outstanding by Product

As of COB May 2, 2024

Daily Notional by Tenor

As of COB May 2, 2024

Notional Outstanding by Tenor

As of COB May 2, 2024

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$1,965,031,182,807	$10,046,376,403,453	$181,341,565,370,003	$143,879,874,172,851
EUR	€3,679,417,202,564	€11,141,945,695,621	€203,352,032,877,568	€151,148,589,996,427
GBP	£820,392,858,976	£3,593,503,597,788	£50,999,436,178,506	£37,716,299,987,039
JPY	¥25,420,258,714,200	¥116,740,641,041,668	¥1,226,308,848,736,492	¥1,601,108,421,593,418
CHF	CHF69,194,054,000	CHF82,761,219,796	CHF2,451,266,779,017	CHF3,491,561,860,292
AUD	$490,375,282,124	$3,261,745,908,761	$34,975,977,665,104	$44,743,879,310,487
CAD	$190,756,655,733	$530,364,059,852	$14,156,195,479,900	$23,785,683,293,077
Other* Show All Hide	$335,137,537,903	$1,729,245,865,731	$34,028,980,556,824	$45,514,468,980,690
BRL	BRL2,498,229,028	BRL26,969,690,206	BRL199,025,756,538	BRL485,889,817,675
CLP	CLP237,084,000,000	CLP858,005,624,000	CLP22,423,376,700,796	CLP47,951,223,031,844
CNY	CNY17,442,000,000	CNY560,679,710,000	CNY14,726,028,018,672	CNY23,442,540,503,065
COP	COP1,051,501,600,000	COP1,662,947,134,000	COP43,027,243,731,426	COP125,442,261,904,182
CZK	CZK584,074,712,842	CZK4,252,480,077,916	CZK95,407,945,968,888	CZK91,393,717,417,038
DKK	DKK34,816,000,000	DKK37,804,000,000	DKK916,988,550,818	DKK5,448,480,309,358
HKD	HKD79,312,792,000	HKD594,591,682,848	HKD8,336,037,579,870	HKD19,121,337,665,918
HUF	HUF4,213,889,556,758	HUF23,663,607,742,996	HUF422,818,179,772,622	HUF404,721,069,530,972
ILS	ILS71,638,902,000	ILS88,251,774,000	ILS3,852,111,678,350	ILS4,940,307,548,487
INR	INR1,461,426,030,000	INR10,311,117,780,600	INR129,634,354,790,956	INR169,679,881,687,740
KRW	KRW30,475,706,875,000	KRW173,152,758,356,698	KRW2,988,771,010,378,318	KRW5,198,047,380,865,484
MXN	MXN87,224,602,942	MXN250,291,060,598	MXN2,604,071,224,790	MXN5,315,628,979,256
NOK	NOK290,228,174,000	NOK837,693,195,182	NOK20,663,479,631,174	NOK30,345,327,537,910
NZD	NZD125,550,514,604	NZD560,874,090,090	NZD9,268,931,383,726	NZD11,670,793,027,644
PLN	PLN48,833,183,212	PLN457,386,768,994	PLN10,243,660,148,916	PLN12,415,575,778,183
SEK	SEK362,223,724,000	SEK1,169,105,638,644	SEK31,017,277,318,117	SEK53,384,769,258,248
SGD	SGD14,452,372,000	SGD84,885,506,000	SGD2,008,885,581,703	SGD2,583,330,285,361
THB	THB443,039,495,412	THB1,656,057,400,400	THB30,502,558,749,122	THB30,585,673,674,590
TWD	TWD143,568,570,000	TWD404,260,418,000	TWD11,088,241,687,860	TWD21,539,709,157,148
ZAR	ZAR773,354,596,000	ZAR5,391,935,381,254	ZAR87,842,750,523,480	ZAR96,902,182,221,435
Total in USD	$7,981,017,852,710	$31,522,507,587,925	$544,191,360,866,887	$459,982,540,308,652

Figures as of COB May 2, 2024. Weekly figures as of COB Apr 26, 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	$898,000,000
OIS	$1,743,863,454,303
Basis	$196,746,200,000
Zeroes	$0
FRAs	$0
VNS	$899,108,504
Inflation	$22,624,420,000
Total	$1,965,031,182,807

Product	Volume EUR	USD Equivalent
IRS	€391,326,617,636	$419,913,027,054
OIS	€3,173,515,022,915	$3,405,340,295,339
Basis	€21,109,440,000	$22,651,484,592
Zeroes	€0	$0
FRAs	€61,274,520,000	$65,750,623,686
VNS	€180,342,615	$193,516,643
Inflation	€32,011,259,398	$34,349,681,897
Total	€3,679,417,202,564	$3,948,198,629,211

Product	Volume GBP	USD Equivalent
IRS	£910,000,000	$1,141,049,000
OIS	£811,036,857,926	$1,016,959,116,153
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£50,000,000	$62,695,000
Inflation	£8,396,001,050	$10,527,745,717
Total	£820,392,858,976	$1,028,690,605,870

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥25,420,258,714,200	$166,064,077,832
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥25,420,258,714,200	$166,064,077,832

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF69,194,054,000	$76,033,244,327
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF69,194,054,000	$76,033,244,327

Product	Volume AUD	USD Equivalent
IRS	$184,100,611,404	$121,009,331,876
OIS	$263,045,270,720	$172,899,656,444
Basis	$43,229,400,000	$28,414,684,620
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$490,375,282,124	$322,323,672,940

Product	Volume CAD	USD Equivalent
IRS	$31,916,680,000	$23,347,119,710
OIS	$143,678,096,910	$105,100,835,310
Basis	$15,100,000,000	$11,045,682,309
Zeroes	$0	$0
FRAs	$0	$0
VNS	$61,878,823	$45,264,491
Inflation	$0	$0
Total	$190,756,655,733	$139,538,901,820

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	BRL2,498,229,028	$489,105,580
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL2,498,229,028	$489,105,580

Product	Volume CLP	USD Equivalent
IRS	CLP237,084,000,000	$250,418,801
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP237,084,000,000	$250,418,801

Product	Volume CNY	USD Equivalent
IRS	CNY17,442,000,000	$2,408,750,052
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY17,442,000,000	$2,408,750,052

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP1,051,501,600,000	$269,598,513
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP1,051,501,600,000	$269,598,513

Product	Volume CZK	USD Equivalent
IRS	CZK198,812,712,842	$8,544,285,744
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK385,262,000,000	$16,557,234,029
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK584,074,712,842	$25,101,519,773

Product	Volume DKK	USD Equivalent
IRS	DKK13,416,000,000	$1,930,220,847
OIS	DKK21,400,000,000	$3,078,915,186
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK34,816,000,000	$5,009,136,033

Product	Volume HKD	USD Equivalent
IRS	HKD79,312,792,000	$10,148,270,338
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD79,312,792,000	$10,148,270,338

Product	Volume HUF	USD Equivalent
IRS	HUF2,985,289,556,758	$8,223,032,054
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,228,600,000,000	$3,384,200,088
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF4,213,889,556,758	$11,607,232,142

Product	Volume ILS	USD Equivalent
IRS	ILS25,714,902,000	$6,912,886,810
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS45,924,000,000	$12,345,659,099
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS71,638,902,000	$19,258,545,909

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,461,426,030,000	$17,509,971,904
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,461,426,030,000	$17,509,971,904

Product	Volume KRW	USD Equivalent
IRS	KRW30,475,706,875,000	$22,295,001,847
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW30,475,706,875,000	$22,295,001,847

Product	Volume MXN	USD Equivalent
IRS	MXN87,224,602,942	$5,143,005,566
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN87,224,602,942	$5,143,005,566

Product	Volume NOK	USD Equivalent
IRS	NOK105,328,174,000	$9,586,269,181
OIS	NOK82,500,000,000	$7,508,600,761
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK102,400,000,000	$9,319,766,278
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK290,228,174,000	$26,414,636,220

Product	Volume NZD	USD Equivalent
IRS	NZD22,891,014,604	$13,660,212,965
OIS	NZD101,829,500,000	$60,766,754,125
Basis	NZD830,000,000	$495,302,500
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD125,550,514,604	$74,922,269,590

Product	Volume PLN	USD Equivalent
IRS	PLN44,033,183,212	$10,906,861,987
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN4,800,000,000	$1,188,942,832
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN48,833,183,212	$12,095,804,819

Product	Volume SEK	USD Equivalent
IRS	SEK296,423,724,000	$27,299,149,871
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK65,800,000,000	$6,059,852,556
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK362,223,724,000	$33,359,002,427

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD14,452,372,000	$10,672,258,160
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD14,452,372,000	$10,672,258,160

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB443,039,495,412	$12,034,211,474
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB443,039,495,412	$12,034,211,474

Product	Volume TWD	USD Equivalent
IRS	TWD143,568,570,000	$4,434,687,403
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD143,568,570,000	$4,434,687,403

Product	Volume ZAR	USD Equivalent
IRS	ZAR770,053,936,000	$41,536,076,464
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR3,300,660,000	$178,034,888
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR773,354,596,000	$41,714,111,352

Product	USD Equivalent
IRS	$740,076,763,150
OIS	$6,798,100,989,831
Basis	$259,353,354,021
Zeroes	$178,034,888
FRAs	$114,606,278,568
VNS	$1,200,584,638
Inflation	$67,501,847,614
Total	$7,981,017,852,710

Show:

Product	USD Equivalent
IRS	$14,520,172,800
OIS	$9,603,407,736,010
Basis	$392,904,956,112
Zeroes	$0
FRAs	$0
VNS	$3,076,709,725
Inflation	$32,466,828,806
Total	$10,046,376,403,453

Product	Volume EUR	USD Equivalent
IRS	€2,325,051,353,424	$2,487,926,693,154
OIS	€5,852,182,455,409	$6,261,898,462,860
Basis	€48,003,600,000	$51,351,531,860
Zeroes	€275,941,938	$295,380,966
FRAs	€2,838,698,800,000	$3,041,855,369,297
VNS	€5,805,810,032	$6,215,114,234
Inflation	€71,927,734,818	$76,980,483,839
Total	€11,141,945,695,621	$11,926,523,036,210

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£3,540,736,767,668	$4,404,700,734,701
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£1,995,378,988	$2,487,997,208
Inflation	£50,771,451,132	$63,224,138,419
Total	£3,593,503,597,788	$4,470,412,870,328

Product	Volume JPY	USD Equivalent
IRS	¥39,809,980,000	$256,400,219
OIS	¥116,666,152,146,436	$749,290,520,069
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,678,915,232	$224,024,000
Inflation	¥0	$0
Total	¥116,740,641,041,668	$749,770,944,288

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF82,761,219,796	$90,692,640,697
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF82,761,219,796	$90,692,640,697

Product	Volume AUD	USD Equivalent
IRS	$515,446,180,055	$334,057,525,070
OIS	$2,634,977,866,348	$1,715,217,295,587
Basis	$109,463,400,000	$71,174,570,950
Zeroes	$250,000,000	$162,362,500
FRAs	$0	$0
VNS	$1,608,462,358	$1,051,127,281
Inflation	$0	$0
Total	$3,261,745,908,761	$2,121,662,881,388

Product	Volume CAD	USD Equivalent
IRS	$14,631,102,928	$10,699,730,182
OIS	$509,329,867,812	$372,440,581,337
Basis	$4,000,000,000	$2,927,721,866
Zeroes	$0	$0
FRAs	$0	$0
VNS	$2,403,089,112	$1,754,912,445
Inflation	$0	$0
Total	$530,364,059,852	$387,822,945,830

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	BRL26,969,690,206	$5,257,530,133
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL26,969,690,206	$5,257,530,133

Product	Volume CLP	USD Equivalent
IRS	CLP858,005,624,000	$899,957,240
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP858,005,624,000	$899,957,240

Product	Volume CNY	USD Equivalent
IRS	CNY560,679,710,000	$77,392,401,565
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY560,679,710,000	$77,392,401,565

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP1,662,947,134,000	$425,566,371
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP1,662,947,134,000	$425,566,371

Product	Volume CZK	USD Equivalent
IRS	CZK1,650,097,477,916	$70,030,527,679
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK2,602,382,600,000	$110,661,033,877
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK4,252,480,077,916	$180,691,561,556

Product	Volume DKK	USD Equivalent
IRS	DKK23,358,000,000	$3,348,265,689
OIS	DKK14,446,000,000	$2,074,250,324
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK37,804,000,000	$5,422,516,013

Product	Volume HKD	USD Equivalent
IRS	HKD558,829,682,848	$71,356,935,295
OIS	HKD0	$0
Basis	HKD35,762,000,000	$4,564,842,708
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD594,591,682,848	$75,921,778,003

Product	Volume HUF	USD Equivalent
IRS	HUF7,096,414,498,996	$19,292,416,133
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF16,567,193,244,000	$45,049,851,159
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF23,663,607,742,996	$64,342,267,292

Product	Volume ILS	USD Equivalent
IRS	ILS55,727,774,000	$14,713,158,348
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS32,524,000,000	$8,585,310,579
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS88,251,774,000	$23,298,468,927

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR10,311,117,780,600	$123,742,974,245
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR10,311,117,780,600	$123,742,974,245

Product	Volume KRW	USD Equivalent
IRS	KRW173,152,758,356,698	$125,874,949,933
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW173,152,758,356,698	$125,874,949,933

Product	Volume MXN	USD Equivalent
IRS	MXN250,291,060,598	$14,617,831,591
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN250,291,060,598	$14,617,831,591

Product	Volume NOK	USD Equivalent
IRS	NOK370,392,104,264	$33,725,022,352
OIS	NOK124,280,000,000	$11,314,671,969
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK342,648,000,000	$31,230,882,410
VNS	NOK373,090,918	$33,956,142
Inflation	NOK0	$0
Total	NOK837,693,195,182	$76,304,532,873

Product	Volume NZD	USD Equivalent
IRS	NZD143,695,228,254	$85,271,247,001
OIS	NZD416,378,861,836	$247,119,273,729
Basis	NZD800,000,000	$474,400,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD560,874,090,090	$332,864,920,730

Product	Volume PLN	USD Equivalent
IRS	PLN271,398,768,994	$67,206,660,299
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN185,988,000,000	$46,132,559,169
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN457,386,768,994	$113,339,219,468

Product	Volume SEK	USD Equivalent
IRS	SEK668,305,638,644	$61,378,093,037
OIS	SEK287,000,000,000	$26,421,885,965
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK213,800,000,000	$19,617,801,976
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,169,105,638,644	$107,417,780,978

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD84,885,506,000	$62,361,627,548
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD84,885,506,000	$62,361,627,548

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB1,656,057,400,400	$44,740,308,040
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,656,057,400,400	$44,740,308,040

Product	Volume TWD	USD Equivalent
IRS	TWD404,260,418,000	$12,398,874,276
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD404,260,418,000	$12,398,874,276

Product	Volume ZAR	USD Equivalent
IRS	ZAR5,386,231,481,254	$281,630,874,800
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR5,703,900,000	$299,924,149
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR5,391,935,381,254	$281,930,798,949

Product	USD Equivalent
IRS	$3,791,855,266,796
OIS	$23,715,848,529,452
Basis	$523,398,023,496
Zeroes	$757,667,615
FRAs	$3,303,132,808,467
VNS	$14,843,841,035
Inflation	$172,671,451,064
Total	$31,522,507,587,925

Show:

Product	USD Equivalent
IRS	$403,243,349,379
OIS	$174,692,007,983,546
Basis	$5,039,370,722,260
Zeroes	$0
FRAs	$0
VNS	$118,459,495,822
Inflation	$1,088,483,818,996
Total	$181,341,565,370,003

Product	Volume EUR	USD Equivalent
IRS	€42,458,778,227,997	$45,965,650,973,880
OIS	€119,224,200,253,614	$129,022,373,385,120
Basis	€836,460,213,672	$907,753,876,291
Zeroes	€140,439,067,980	$150,964,929,253
FRAs	€38,849,013,535,541	$42,066,470,681,979
VNS	€144,335,061,105	$156,906,431,507
Inflation	€1,698,806,517,659	$1,839,479,249,805
Total	€203,352,032,877,568	$220,109,599,527,835

Product	Volume GBP	USD Equivalent
IRS	£2,840,900,000	$3,599,059,610
OIS	£50,003,795,293,690	$63,138,603,693,880
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£38,593,539,228	$48,652,999,164
Inflation	£954,206,445,588	$1,205,642,965,634
Total	£50,999,436,178,506	$64,396,498,718,288

Product	Volume JPY	USD Equivalent
IRS	¥545,841,840,000	$3,624,126,775
OIS	¥1,225,728,327,981,260	$8,137,134,357,653
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,678,915,232	$224,024,000
Inflation	¥0	$0
Total	¥1,226,308,848,736,492	$8,140,982,508,428

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF2,451,257,779,017	$2,783,439,333,192
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF9,000,000	$10,374,640
Inflation	CHF0	$0
Total	CHF2,451,266,779,017	$2,783,449,707,832

Product	Volume AUD	USD Equivalent
IRS	$11,162,892,659,522	$7,330,617,489,966
OIS	$20,673,917,786,816	$13,544,316,509,573
Basis	$3,107,024,350,000	$2,038,043,116,151
Zeroes	$18,863,400,000	$12,344,806,390
FRAs	$0	$0
VNS	$13,279,468,766	$8,675,144,556
Inflation	$0	$0
Total	$34,975,977,665,104	$22,933,997,066,636

Product	Volume CAD	USD Equivalent
IRS	$990,845,197,140	$731,911,234,204
OIS	$12,905,503,562,365	$9,531,915,714,525
Basis	$205,124,420,000	$151,944,818,573
Zeroes	$0	$0
FRAs	$0	$0
VNS	$54,722,300,395	$40,515,643,739
Inflation	$0	$0
Total	$14,156,195,479,900	$10,456,287,411,041

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	BRL199,025,756,538	$39,355,960,637
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL199,025,756,538	$39,355,960,637

Product	Volume CLP	USD Equivalent
IRS	CLP22,423,376,700,796	$23,792,156,983
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP22,423,376,700,796	$23,792,156,983

Product	Volume CNY	USD Equivalent
IRS	CNY14,726,028,018,672	$2,046,095,866,312
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY14,726,028,018,672	$2,046,095,866,312

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP43,027,243,731,426	$11,075,443,930
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP43,027,243,731,426	$11,075,443,930

Product	Volume CZK	USD Equivalent
IRS	CZK26,198,069,415,950	$1,126,732,939,969
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK61,378,914,000	$2,613,357,902
FRAs	CZK69,148,190,728,776	$2,971,169,262,298
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK95,407,945,968,888	$4,100,529,239,706

Product	Volume DKK	USD Equivalent
IRS	DKK508,261,508,070	$73,718,998,608
OIS	DKK362,526,800,000	$52,640,878,461
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	DKK916,988,550,818	$133,103,106,830

Product	Volume HKD	USD Equivalent
IRS	HKD8,156,773,179,870	$1,042,604,986,032
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD174,098,000,000	$22,244,507,452
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD8,336,037,579,870	$1,065,509,919,647

Product	Volume HUF	USD Equivalent
IRS	HUF141,812,973,150,092	$393,143,088,866
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF280,838,558,473,664	$778,204,675,512
VNS	HUF127,648,148,866	$357,152,323
Inflation	HUF0	$0
Total	HUF422,818,179,772,622	$1,171,812,770,683

Product	Volume ILS	USD Equivalent
IRS	ILS1,930,246,438,350	$524,310,526,901
OIS	ILS6,334,000,000	$1,724,845,811
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS1,914,751,240,000	$519,311,945,565
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,852,111,678,350	$1,045,555,537,601

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR129,634,354,790,956	$1,559,597,615,749
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR129,634,354,790,956	$1,559,597,615,749

Product	Volume KRW	USD Equivalent
IRS	KRW2,988,771,010,378,318	$2,230,747,092,179
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW2,988,771,010,378,318	$2,230,747,092,179

Product	Volume MXN	USD Equivalent
IRS	MXN2,604,071,224,790	$153,545,971,404
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,604,071,224,790	$153,545,971,404

Product	Volume NOK	USD Equivalent
IRS	NOK7,817,829,568,258	$737,766,058,590
OIS	NOK2,850,592,200,000	$268,200,258,315
Basis	NOK27,904,000,000	$2,654,728,004
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK9,952,150,000,000	$938,736,330,239
VNS	NOK2,401,438,916	$226,994,589
Inflation	NOK0	$0
Total	NOK20,663,479,631,174	$1,948,779,030,801

Product	Volume NZD	USD Equivalent
IRS	NZD2,866,559,106,792	$1,742,785,826,644
OIS	NZD6,273,202,535,672	$3,806,485,360,026
Basis	NZD122,424,000,000	$74,495,331,900
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD9,268,931,383,726	$5,627,789,424,577

Product	Volume PLN	USD Equivalent
IRS	PLN4,428,118,930,526	$1,108,481,833,207
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN7,866,640,000	$1,974,069,945
FRAs	PLN5,806,022,100,000	$1,454,261,678,009
VNS	PLN1,652,478,390	$409,566,299
Inflation	PLN0	$0
Total	PLN10,243,660,148,916	$2,565,127,147,460

Product	Volume SEK	USD Equivalent
IRS	SEK14,776,059,538,117	$1,408,688,967,879
OIS	SEK1,385,572,000,000	$130,010,047,575
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,850,340,680
FRAs	SEK14,824,944,000,000	$1,420,449,781,339
VNS	SEK535,980,000	$51,069,904
Inflation	SEK0	$0
Total	SEK31,017,277,318,117	$2,962,050,207,377

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,008,103,346,406	$1,494,275,151,938
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD2,008,885,581,703	$1,494,857,345,520

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB30,502,558,749,122	$850,075,534,476
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB30,502,558,749,122	$850,075,534,476

Product	Volume TWD	USD Equivalent
IRS	TWD11,088,241,687,860	$350,389,436,105
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD11,088,241,687,860	$350,389,436,105

Product	Volume ZAR	USD Equivalent
IRS	ZAR87,767,834,500,710	$4,645,202,891,217
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR61,512,929,132	$3,278,168,042
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR87,842,750,523,480	$4,649,191,748,847

Product	USD Equivalent
IRS	$72,086,008,835,347
OIS	$409,024,055,041,395
Basis	$8,236,507,100,631
Zeroes	$179,943,789,099
FRAs	$50,154,825,668,953
VNS	$376,414,397,027
Inflation	$4,133,606,034,435
Total	$544,191,360,866,887

Show:

Product	USD Equivalent
IRS	$4,057,915,141
OIS	$124,709,500,756,497
Basis	$12,707,651,525,620
Zeroes	$0
FRAs	$0
VNS	$1,976,680,744,347
Inflation	$4,481,983,231,245
Total	$143,879,874,172,850

Product	Volume EUR	USD Equivalent
IRS	€64,894,435,794,402	$69,634,974,329,183
OIS	€47,899,111,251,797	$51,398,141,328,740
Basis	€1,534,190,281,030	$1,646,262,881,059
Zeroes	€221,110,940,053	$237,263,094,224
FRAs	€31,151,370,921,191	$33,426,978,566,984
VNS	€1,391,655,831,352	$1,493,316,289,832
Inflation	€4,056,714,976,603	$4,353,058,005,643
Total	€151,148,589,996,428	$162,189,994,495,665

Product	Volume GBP	USD Equivalent
IRS	£1,384,400,000	$1,735,899,160
OIS	£34,364,792,213,991	$43,090,012,957,124
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£531,678,044,308	$666,671,099,758
Inflation	£2,818,445,328,739	$3,534,048,597,706
Total	£37,716,299,987,038	$47,292,468,553,748

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,600,858,940,013,984	$10,458,003,854,411
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥249,481,579,434	$1,629,799,637
Inflation	¥0	$0
Total	¥1,601,108,421,593,418	$10,459,633,654,048

Product	Volume CHF	USD Equivalent
IRS	CHF105,900,000	$116,367,233
OIS	CHF3,487,887,553,917	$3,832,632,881,618
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,568,406,375	$3,921,110,241
Inflation	CHF0	$0
Total	CHF3,491,561,860,292	$3,836,670,359,092

Product	Volume AUD	USD Equivalent
IRS	$23,385,901,374,329	$15,371,552,973,347
OIS	$13,199,229,191,752	$8,675,853,347,738
Basis	$8,036,534,022,418	$5,282,413,812,936
Zeroes	$23,174,160,669	$15,232,375,808
FRAs	$0	$0
VNS	$99,040,561,319	$65,099,360,955
Inflation	$0	$0
Total	$44,743,879,310,487	$29,410,151,870,784

Product	Volume CAD	USD Equivalent
IRS	$9,110,243,990,802	$6,664,162,971,948
OIS	$12,831,787,892,996	$9,386,480,299,182
Basis	$1,376,040,949,733	$1,006,576,898,967
Zeroes	$12,889,642,500	$9,428,801,068
FRAs	$0	$0
VNS	$454,720,817,046	$332,629,250,610
Inflation	$0	$0
Total	$23,785,683,293,077	$17,399,278,221,775

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	BRL485,889,817,675	$95,127,956,081
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL485,889,817,675	$95,127,956,081

Product	Volume CLP	USD Equivalent
IRS	CLP47,951,223,031,844	$50,648,241,914
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP47,951,223,031,844	$50,648,241,914

Product	Volume CNY	USD Equivalent
IRS	CNY23,442,540,503,065	$3,237,428,084,554
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY23,442,540,503,065	$3,237,428,084,554

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP125,442,261,904,182	$32,162,620,833
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP125,442,261,904,182	$32,162,620,833

Product	Volume CZK	USD Equivalent
IRS	CZK45,276,833,199,063	$1,945,842,370,547
OIS	CZK0	$0
Basis	CZK11,928,000,000	$512,624,363
Zeroes	CZK75,743,914,000	$3,255,212,584
FRAs	CZK45,779,818,150,906	$1,967,458,931,642
VNS	CZK249,394,153,069	$10,718,101,857
Inflation	CZK0	$0
Total	CZK91,393,717,417,038	$3,927,787,240,993

Product	Volume DKK	USD Equivalent
IRS	DKK4,810,702,798,034	$692,137,658,878
OIS	DKK582,632,600,000	$83,825,998,130
Basis	DKK11,320,000,000	$1,628,659,809
Zeroes	DKK0	$0
FRAs	DKK23,060,000,000	$3,317,746,925
VNS	DKK20,764,911,324	$2,987,542,094
Inflation	DKK0	$0
Total	DKK5,448,480,309,358	$783,897,605,836

Product	Volume HKD	USD Equivalent
IRS	HKD17,859,112,464,364	$2,285,118,159,578
OIS	HKD2,840,000,000	$363,385,111
Basis	HKD1,248,381,034,428	$159,733,479,339
Zeroes	HKD3,128,400,000	$400,286,614
FRAs	HKD0	$0
VNS	HKD7,875,767,126	$1,007,724,125
Inflation	HKD0	$0
Total	HKD19,121,337,665,918	$2,446,623,034,767

Product	Volume HUF	USD Equivalent
IRS	HUF245,711,382,312,550	$676,816,280,059
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF171,095,817,418	$471,286,408
FRAs	HUF156,415,085,342,038	$430,848,075,534
VNS	HUF2,423,506,058,966	$6,675,589,629
Inflation	HUF0	$0
Total	HUF404,721,069,530,972	$1,114,811,231,630

Product	Volume ILS	USD Equivalent
IRS	ILS3,844,509,897,143	$1,033,512,076,332
OIS	ILS6,354,000,000	$1,708,133,392
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,842,937
FRAs	ILS1,089,053,651,344	$292,768,163,056
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS4,940,307,548,487	$1,328,093,215,717

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR169,679,881,687,740	$2,033,007,418,754
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR169,679,881,687,740	$2,033,007,418,754

Product	Volume KRW	USD Equivalent
IRS	KRW5,198,047,380,865,484	$3,802,716,584,511
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,198,047,380,865,484	$3,802,716,584,511

Product	Volume MXN	USD Equivalent
IRS	MXN5,315,628,979,256	$313,424,292,034
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,315,628,979,256	$313,424,292,034

Product	Volume NOK	USD Equivalent
IRS	NOK17,375,797,495,056	$1,581,429,409,602
OIS	NOK2,786,350,694,743	$253,595,090,262
Basis	NOK121,069,231,669	$11,018,915,455
Zeroes	NOK6,301,212,000	$573,494,366
FRAs	NOK9,915,747,727,762	$902,465,344,646
VNS	NOK140,061,176,679	$12,747,435,852
Inflation	NOK0	$0
Total	NOK30,345,327,537,909	$2,761,829,690,183

Product	Volume NZD	USD Equivalent
IRS	NZD7,179,923,775,558	$4,284,619,513,064
OIS	NZD4,279,694,593,983	$2,553,907,748,959
Basis	NZD206,183,700,000	$123,040,122,975
Zeroes	NZD3,460,000,000	$2,064,755,000
FRAs	NZD0	$0
VNS	NZD1,530,958,103	$913,599,248
Inflation	NZD0	$0
Total	NZD11,670,793,027,644	$6,964,545,739,246

Product	Volume PLN	USD Equivalent
IRS	PLN7,633,757,178,894	$1,890,854,349,275
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN11,089,440,007	$2,746,814,626
FRAs	PLN4,753,719,427,841	$1,177,479,299,475
VNS	PLN17,009,731,441	$4,213,249,639
Inflation	PLN0	$0
Total	PLN12,415,575,778,183	$3,075,293,713,015

Product	Volume SEK	USD Equivalent
IRS	SEK40,231,902,928,519	$3,705,158,051,501
OIS	SEK862,932,000,000	$79,471,742,944
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,778,120,064
FRAs	SEK12,216,593,927,026	$1,125,087,506,576
VNS	SEK43,174,602,703	$3,976,166,057
Inflation	SEK0	$0
Total	SEK53,384,769,258,248	$4,916,471,587,142

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,579,030,972,216	$1,904,468,300,263
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,299,313,146	$3,174,799,251
Inflation	SGD0	$0
Total	SGD2,583,330,285,362	$1,907,643,099,514

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB30,585,673,674,590	$830,793,798,033
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB30,585,673,674,590	$830,793,798,033

Product	Volume TWD	USD Equivalent
IRS	TWD21,539,709,157,148	$665,339,752,800
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD21,539,709,157,148	$665,339,752,800

Product	Volume ZAR	USD Equivalent
IRS	ZAR96,790,618,418,831	$5,220,806,413,305
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR92,310,708,966	$4,979,163,779
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,038,496,048
Inflation	ZAR0	$0
Total	ZAR96,902,182,221,435	$5,226,824,073,132

Product	USD Equivalent
IRS	$123,157,579,650,047
OIS	$259,323,929,661,991
Basis	$20,938,838,920,523
Zeroes	$279,298,247,478
FRAs	$39,326,403,634,838
VNS	$4,587,400,359,180
Inflation	$12,369,089,834,594
Total	$459,982,540,308,651

Figures as of COB May 2, 2024.

Notional Outstanding by Product

As of COB May 2, 2024

Daily Notional by Tenor

As of COB May 2, 2024

Notional Outstanding by Currency

As of COB May 2, 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