SwapClear Weekly RFR Volumes

Weekly Registration Volume (USD BN)

Week End	Tenor Bucket	AONIA	CORRA	DESTR	€STR	HONIA	NOWA	NZONIA	SOFR	SWESTR	SHIR
26/04/2024	0-2 Yrs	1,763	218	0.14	4,114		11	247	2,832	26
	2-5 Yrs	4	107	2	399			0.47	1,854
	5-10 Yrs	0.49	41	0.07	1,149		0.04		1,420
	10+ Yrs	0.18	10		624				716
	Total	1,767	375	2	6,286		11	248	6,822	26
19/04/2024	0-2 Yrs	861	325	1	6,913		29	298	2,148	0.73
	2-5 Yrs	8	141		1,057		0.27		1,216
	5-10 Yrs	0.03	42	0.04	756				1,013
	10+ Yrs		12		180				702
	Total	869	520	1	8,905		29	298	5,079	0.73
12/04/2024	0-2 Yrs	780	428	0.89	6,869		10	325	2,060	9
	2-5 Yrs	10	103	2	321				1,166
	5-10 Yrs	0.90	43	0.28	232		0.03		936
	10+ Yrs	0.63	14		111				685
	Total	791	588	3	7,533		10	325	4,848	9
05/04/2024	0-2 Yrs	608	450	1	2,945		24	141	1,683	5
	2-5 Yrs	15	102	0.29	200		0.19		818
	5-10 Yrs	0.07	39		130				785
	10+ Yrs	1	14		121				584
	Total	624	606	1	3,396		24	141	3,870	5
29/03/2024	0-2 Yrs	798	244	0.29	2,920		3	165	1,464	29	2
	2-5 Yrs	4	99	0.72	199			0.68	833
	5-10 Yrs	0.34	48	0.14	224				553
	10+ Yrs		9	0.13	67				291
	Total	802	400	1	3,410		3	166	3,141	29	2
22/03/2024	0-2 Yrs	1,172	436	0.14	4,505		13	187	2,306	22
	2-5 Yrs	11	109	1	361			1	1,421
	5-10 Yrs	0.27	63	0.47	271				964
	10+ Yrs	0.14	22	0.13	109				522
	Total	1,183	630	2	5,246		13	188	5,213	22
15/03/2024	0-2 Yrs	544	265	0.83	4,132	0.03	40	191	1,865	2	0.21
	2-5 Yrs	8	104	0.15	439		0.26	0.41	1,154
	5-10 Yrs	0.15	74	0.06	320				847
	10+ Yrs	0.16	31		110				552
	Total	552	475	1	5,001	0.03	40	192	4,419	2	0.21
08/03/2024	0-2 Yrs	661	575	0.30	6,070		4	108	1,833	0.79
	2-5 Yrs	2	140	0.95	891		0.22	0.03	1,811
	5-10 Yrs	1	68		603				1,003
	10+ Yrs	0.04	21		337				589
	Total	664	805	1	7,902		5	108	5,237	0.79
01/03/2024	0-2 Yrs	378	459	0.03	5,851	0.15	6	368	2,506	16
	2-5 Yrs	0.14	65	0.68	794				2,757
	5-10 Yrs		44		601		0.07		1,960
	10+ Yrs	0.01	11		141				669
	Total	378	579	0.71	7,388	0.15	6	368	7,892	16
23/02/2024	0-2 Yrs	646	381	2	4,303		9	289	2,157	0.97
	2-5 Yrs	9	58	0.75	744				1,790
	5-10 Yrs	0.78	37	0.07	1,163				1,440
	10+ Yrs	0.06	13		267				495
	Total	656	488	3	6,478		9	289	5,882	0.97
16/02/2024	0-2 Yrs	561	266	6	5,042		19	238	2,088	0.76
	2-5 Yrs	3	67	0.36	231				970
	5-10 Yrs	0.72	75		177				799
	10+ Yrs	0.23	20		145				581
	Total	565	428	6	5,596		19	238	4,438	0.76
09/02/2024	0-2 Yrs	749	401	2	4,692		7	317	1,785	0.02
	2-5 Yrs	14	65	2	669				1,480
	5-10 Yrs	0.24	46		847				1,356
	10+ Yrs	0.03	12		230				654
	Total	764	524	3	6,438		7	317	5,275	0.02

Figures are rounded to the nearest billion and include OIS and Basis Swaps only.

Notional amounts outstanding at week end (USD BN)

Week End	Tenor Bucket	AONIA	CORRA	DESTR	€STR	HONIA	NOWA	NZONIA	SOFR	SWESTR	SHIR
26/04/2024	0-2 Yrs	9,216	5,700	49	36,888	0.39	247	2,518	48,710	66	2
	2-5 Yrs	176	2,589	23	4,744		0.53	13	29,187
	5-10 Yrs	60	1,083	7	4,298	0.02	0.16	9	19,878
	10+ Yrs	24	191	0.02	2,398		0.01	0.02	11,166
	Total	9,477	9,562	79	48,328	0.41	248	2,540	108,942	66	2
19/04/2024	0-2 Yrs	7,744	5,504	53	35,424	0.39	244	2,434	48,918	52	2
	2-5 Yrs	172	2,528	22	4,555		0.49	12	28,867
	5-10 Yrs	59	1,063	7	3,547	0.02	0.16	9	19,660
	10+ Yrs	24	187	0.02	2,077		0.01	0.02	11,230
	Total	8,000	9,281	82	45,602	0.41	245	2,455	108,675	52	2
12/04/2024	0-2 Yrs	7,801	5,351	54	41,808	0.39	229	2,922	48,014	59	2
	2-5 Yrs	173	2,472	22	4,587		0.22	12	28,515
	5-10 Yrs	61	1,050	7	3,502	0.02	0.17	9	19,355
	10+ Yrs	24	182	0.02	2,069		0.01	0.02	11,096
	Total	8,059	9,055	83	51,965	0.41	229	2,944	106,980	59	2
05/04/2024	0-2 Yrs	7,448	5,751	53	38,400	0.39	232	2,691	47,150	57	2
	2-5 Yrs	173	2,455	23	4,406		0.38	13	28,247
	5-10 Yrs	61	1,042	7	3,539	0.02	0.17	9	19,142
	10+ Yrs	24	178	0.02	2,065		0.01	0.02	10,857
	Total	7,706	9,426	82	48,411	0.41	233	2,713	105,396	57	2
29/03/2024	0-2 Yrs	6,934	5,461	50	37,501	0.39	206	2,559	46,778	58	2
	2-5 Yrs	164	2,409	25	4,461		0.19	13	28,202
	5-10 Yrs	60	1,033	7	3,572	0.02	0.17	9	18,817
	10+ Yrs	24	171	0.02	2,025		0.01	0.02	10,631
	Total	7,182	9,073	82	47,559	0.41	206	2,581	104,428	58	2
22/03/2024	0-2 Yrs	6,787	5,285	50	37,151	0.39	209	2,849	46,502	38	0.22
	2-5 Yrs	171	2,329	24	4,412		0.19	13	28,185
	5-10 Yrs	60	1,005	6	3,519	0.02	0.17	9	18,801
	10+ Yrs	24	168	0.15	2,011		0.01	0.02	10,615
	Total	7,042	8,787	81	47,093	0.41	209	2,872	104,102	38	0.22
15/03/2024	0-2 Yrs	8,116	5,155	51	38,020	0.39	224	2,773	48,077	26	0.22
	2-5 Yrs	167	2,421	23	4,974		0.41	13	28,350
	5-10 Yrs	61	1,057	6	3,737	0.02	0.17	10	18,864
	10+ Yrs	24	191	0.02	2,061		0.01	0.02	10,731
	Total	8,367	8,825	80	48,792	0.41	224	2,795	106,021	26	0.22
08/03/2024	0-2 Yrs	8,541	5,162	51	41,202	0.36	211	2,716	47,839	24	0.01
	2-5 Yrs	165	2,410	23	4,975		0.38	13	28,714
	5-10 Yrs	61	1,032	6	3,696	0.02	0.17	10	19,454
	10+ Yrs	24	203	0.02	2,087		0.01	0.02	10,901
	Total	8,792	8,807	80	51,960	0.38	211	2,739	106,908	24	0.01
01/03/2024	0-2 Yrs	8,232	5,682	50	39,915	0.36	208	2,937	48,712	23	0.01
	2-5 Yrs	162	2,309	22	4,826		0.16	13	29,713
	5-10 Yrs	60	991	6	3,570	0.02	0.17	10	20,125
	10+ Yrs	24	193	0.02	2,030		0.01	0.02	11,072
	Total	8,477	9,174	78	50,340	0.38	209	2,960	109,623	23	0.01
23/02/2024	0-2 Yrs	8,259	5,356	50	37,094	0.29	203	2,753	48,293	11	0.01
	2-5 Yrs	165	2,271	21	4,503		0.16	13	28,526
	5-10 Yrs	61	972	6	3,499	0.02	0.10	10	19,465
	10+ Yrs	24	190	0.02	2,002		0.01	0.02	10,931
	Total	8,510	8,789	77	47,098	0.30	204	2,776	107,215	11	0.01
16/02/2024	0-2 Yrs	7,729	5,116	48	36,559	0.29	196	2,544	47,612	10	0.01
	2-5 Yrs	156	2,248	21	4,431		0.16	13	27,885
	5-10 Yrs	61	974	6	3,320	0.02	0.11	10	19,055
	10+ Yrs	24	185	0.02	1,981		0.01	0.02	10,856
	Total	7,969	8,523	75	46,291	0.30	196	2,567	105,407	10	0.01
09/02/2024	0-2 Yrs	7,692	4,938	43	35,015	0.29	184	2,401	47,647	9	0.01
	2-5 Yrs	155	2,206	20	4,560		0.16	13	28,839
	5-10 Yrs	61	912	6	3,393	0.02	0.10	10	20,047
	10+ Yrs	24	175	0.02	1,993		0.01	0.02	11,283
	Total	7,932	8,231	70	44,961	0.30	184	2,424	107,816	9	0.01

igures are rounded to the nearest billion and include OIS and Basis Swaps only.