Volumes

  • Client Notional Cleared (USD)
    $1,294,254,494,127,556
    Client Notional Outstanding (USD)
    $68,404,444,150,943
    As of COB Apr 7, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,812,543,000,000,000
    Trades Compressed
    24,763,258
  • 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 trillion* notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

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

As of COB Apr 7, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$548,541,475,932
$2,170,903,060,213
$51,216,197,761,212
$31,816,466,819,235
EUR
€165,762,981,382
€434,166,441,898
€12,595,677,115,779
€12,009,275,711,394
GBP
£34,726,496,693
£340,412,743,148
£16,687,715,036,839
£7,222,747,249,510
JPY
¥368,068,575,000
¥5,841,864,257,000
¥113,308,825,794,830
¥142,495,556,594,448
CHF
CHF11,426,604,354
CHF20,197,128,500
CHF264,875,531,763
CHF345,055,549,464
AUD
$9,559,621,725
$174,154,260,818
$14,290,858,013,813
$8,934,009,536,690
CAD
$86,124,961,000
$163,543,475,759
$5,602,822,665,776
$3,378,774,637,524
Other*
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$44,647,576,087
$182,358,687,534
$5,142,117,205,449
$4,969,308,871,938
BRL
BRL66,700,012
BRL1,714,642,781
BRL37,413,243,134
BRL8,579,034,919
CLP
CLP0
CLP40,000,000,000
CLP2,726,406,750,000
CLP1,462,588,923,142
CNY
CNY34,717,842,400
CNY112,839,690,503
CNY1,817,981,224,199
CNY1,446,046,687,205
COP
COP0
COP412,000,000,000
COP6,988,508,200,000
COP2,890,194,876,944
CZK
CZK29,363,895,000
CZK381,729,224,000
CZK8,379,534,309,746
CZK6,931,908,300,860
DKK
DKK14,865,000,000
DKK11,607,493,998
DKK251,842,860,157
DKK985,192,378,021
HKD
HKD10,630,376,006
HKD76,892,098,368
HKD1,636,987,087,383
HKD3,492,272,628,802
HUF
HUF530,215,747,216
HUF1,942,074,185,146
HUF47,375,185,124,762
HUF39,354,895,684,294
INR
INR43,752,000,000
INR260,896,930,000
INR7,342,132,652,776
INR5,654,024,569,884
KRW
KRW1,657,940,000,000
KRW14,826,012,148,894
KRW529,102,329,847,730
KRW448,129,470,104,549
MXN
MXN3,126,500,000
MXN21,207,966,000
MXN295,272,652,931
MXN171,778,565,173
NOK
NOK10,454,392,006
NOK130,515,299,159
NOK3,161,302,193,105
NOK2,082,347,251,537
NZD
NZD13,405,052,273
NZD25,355,063,840
NZD2,241,956,658,414
NZD1,699,346,824,612
PLN
PLN13,323,656,283
PLN31,262,421,829
PLN965,097,888,680
PLN1,172,194,052,746
SEK
SEK68,986,801,177
SEK370,515,834,659
SEK6,549,784,139,839
SEK5,576,738,606,870
SGD
SGD6,743,700,900
SGD21,406,346,095
SGD376,485,166,715
SGD876,170,149,344
THB
THB9,655,000,000
THB102,215,886,000
THB1,576,471,476,556
THB830,992,628,741
TWD
TWD14,640,000,000
TWD15,706,500,000
TWD833,423,556,258
TWD458,235,643,912
ZAR
ZAR121,145,941,359
ZAR491,269,028,116
ZAR7,894,276,591,336
ZAR10,960,299,650,162
Total in USD$899,398,384,702$3,545,839,593,164$106,790,379,558,537$68,404,444,150,943

Figures as of COB Apr 7, 2020. Weekly figures as of COB Apr 3, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $149,885,472,926
OIS $224,573,004,741
Basis $29,007,291,994
Zeroes $0
FRAs $141,693,502,278
VNS $156,622,993
Inflation $3,225,581,000
Total$548,541,475,932
ProductVolume
EUR
USD
Equivalent
IRS €63,725,766,296 $69,473,830,416
OIS €52,524,090,272 $57,261,763,215
Basis €2,060,000,000 $2,245,812,000
Zeroes €0 $0
FRAs €36,391,700,000 $39,674,231,340
VNS €8,388,655,814 $9,145,312,568
Inflation €2,672,769,000 $2,913,852,764
Total€165,762,981,382$180,714,802,303
ProductVolume
GBP
USD
Equivalent
IRS £12,406,654,890 $15,306,090,138
OIS £18,440,813,303 $22,750,431,372
Basis £781,800,000 $964,506,660
Zeroes £34,700,000 $42,809,390
FRAs £300,000,000 $370,110,000
VNS £0 $0
Inflation £2,762,528,500 $3,408,131,410
Total£34,726,496,693$42,842,078,970
ProductVolume
JPY
USD
Equivalent
IRS ¥318,068,575,000 $2,921,678,914
OIS ¥50,000,000,000 $459,284,435
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥368,068,575,000$3,380,963,349
ProductVolume
CHF
USD
Equivalent
IRS CHF10,341,604,354 $10,671,349,039
OIS CHF15,000,000 $15,478,279
Basis CHF70,000,000 $72,231,968
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,031,885,254
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF11,426,604,354$11,790,944,540
ProductVolume
AUD
USD
Equivalent
IRS $7,240,017,725 $4,485,914,982
OIS $0 $0
Basis $2,319,604,000 $1,437,226,638
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$9,559,621,725$5,923,141,620
ProductVolume
CAD
USD
Equivalent
IRS $49,849,961,000 $35,630,020,013
OIS $36,275,000,000 $25,927,381,888
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$86,124,961,000$61,557,401,901
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL66,700,012 $12,786,843
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL66,700,012$12,786,843
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY34,717,842,400 $4,927,452,156
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY34,717,842,400$4,927,452,156
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK24,363,895,000 $979,492,442
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK5,000,000,000 $201,013,106
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK29,363,895,000$1,180,505,548
ProductVolume
DKK
USD
Equivalent
IRS DKK865,000,000 $126,351,154
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK14,000,000,000 $2,044,989,775
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK14,865,000,000$2,171,340,929
ProductVolume
HKD
USD
Equivalent
IRS HKD6,482,376,006 $836,149,704
OIS HKD0 $0
Basis HKD4,148,000,000 $535,042,856
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,630,376,006$1,371,192,560
ProductVolume
HUF
USD
Equivalent
IRS HUF530,215,747,216 $1,617,004,414
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF530,215,747,216$1,617,004,414
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR43,752,000,000 $578,385,881
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR43,752,000,000$578,385,881
ProductVolume
KRW
USD
Equivalent
IRS KRW1,657,940,000,000 $1,365,458,738
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,657,940,000,000$1,365,458,738
ProductVolume
MXN
USD
Equivalent
IRS MXN3,126,500,000 $129,483,412
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,126,500,000$129,483,412
ProductVolume
NOK
USD
Equivalent
IRS NOK9,231,022,006 $896,189,626
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,000,000,000 $97,084,551
VNS NOK223,370,000 $21,685,776
Inflation NOK0 $0
TotalNOK10,454,392,006$1,014,959,953
ProductVolume
NZD
USD
Equivalent
IRS NZD9,219,804,273 $5,527,272,662
OIS NZD3,650,000,000 $2,188,175,000
Basis NZD535,248,000 $320,881,176
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD13,405,052,273$8,036,328,838
ProductVolume
PLN
USD
Equivalent
IRS PLN11,493,656,283 $2,771,592,685
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,830,000,000 $441,288,176
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN13,323,656,283$3,212,880,861
ProductVolume
SEK
USD
Equivalent
IRS SEK34,986,801,177 $3,485,678,537
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK34,000,000,000 $3,387,365,128
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK68,986,801,177$6,873,043,665
ProductVolume
SGD
USD
Equivalent
IRS SGD6,743,700,900 $4,740,572,142
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,743,700,900$4,740,572,142
ProductVolume
THB
USD
Equivalent
IRS THB9,655,000,000 $295,169,673
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB9,655,000,000$295,169,673
ProductVolume
TWD
USD
Equivalent
IRS TWD14,640,000,000 $486,475,709
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD14,640,000,000$486,475,709
ProductVolume
ZAR
USD
Equivalent
IRS ZAR121,145,941,359 $6,634,534,765
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR121,145,941,359$6,634,534,765
ProductUSD
Equivalent
IRS$323,206,021,090
OIS$333,753,904,811
Basis$34,582,993,292
Zeroes$42,809,390
FRAs$188,941,469,608
VNS$9,323,621,337
Inflation$9,547,565,174
Total$899,398,384,702
Show:
ProductUSD
Equivalent
IRS $607,160,824,021
OIS $828,186,922,961
Basis $168,090,650,000
Zeroes $100,000,000
FRAs $553,243,300,000
VNS $3,010,429,031
Inflation $11,110,934,200
Total$2,170,903,060,213
ProductVolume
EUR
USD
Equivalent
IRS €211,775,415,326 $231,190,932,780
OIS €185,442,529,100 $202,412,326,060
Basis €4,054,810,000 $4,451,760,475
Zeroes €586,310,000 $646,169,415
FRAs €22,864,090,000 $24,837,682,290
VNS €469,719,440 $516,167,560
Inflation €8,973,568,032 $9,810,382,417
Total€434,166,441,898$473,865,420,997
ProductVolume
GBP
USD
Equivalent
IRS £78,682,743,375 $97,397,959,583
OIS £155,925,629,877 $193,415,960,942
Basis £9,609,400,000 $11,882,092,118
Zeroes £155,237,026 $192,407,690
FRAs £80,835,400,000 $100,379,781,652
VNS £624,854,077 $776,297,486
Inflation £14,579,478,793 $18,047,229,134
Total£340,412,743,148$422,091,728,605
ProductVolume
JPY
USD
Equivalent
IRS ¥5,320,964,257,000 $49,351,392,818
OIS ¥305,900,000,000 $2,838,557,485
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥215,000,000,000 $2,005,035,904
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,841,864,257,000$54,194,986,207
ProductVolume
CHF
USD
Equivalent
IRS CHF19,102,128,500 $19,702,444,352
OIS CHF595,000,000 $615,125,486
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF500,000,000 $517,063,082
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF20,197,128,500$20,834,632,920
ProductVolume
AUD
USD
Equivalent
IRS $70,449,482,818 $42,873,228,664
OIS $92,235,000,000 $56,213,292,750
Basis $11,453,200,000 $6,990,166,870
Zeroes $0 $0
FRAs $0 $0
VNS $16,578,000 $10,201,272
Inflation $0 $0
Total$174,154,260,818$106,086,889,556
ProductVolume
CAD
USD
Equivalent
IRS $112,047,137,227 $79,165,293,199
OIS $46,607,000,000 $32,888,764,848
Basis $4,888,200,000 $3,449,325,150
Zeroes $0 $0
FRAs $0 $0
VNS $1,138,532 $803,935
Inflation $0 $0
Total$163,543,475,759$115,504,187,132
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,714,642,781 $329,505,595
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,714,642,781$329,505,595
ProductVolume
CLP
USD
Equivalent
IRS CLP40,000,000,000 $46,401,290
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP40,000,000,000$46,401,290
ProductVolume
CNY
USD
Equivalent
IRS CNY112,839,690,503 $15,910,051,935
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY112,839,690,503$15,910,051,935
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP412,000,000,000 $101,180,141
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP412,000,000,000$101,180,141
ProductVolume
CZK
USD
Equivalent
IRS CZK298,429,224,000 $11,915,898,598
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK0 $0
FRAs CZK81,700,000,000 $3,238,397,681
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK381,729,224,000$15,216,490,168
ProductVolume
DKK
USD
Equivalent
IRS DKK11,607,493,998 $1,700,224,457
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK11,607,493,998$1,700,224,457
ProductVolume
HKD
USD
Equivalent
IRS HKD72,542,098,368 $9,357,078,817
OIS HKD0 $0
Basis HKD4,350,000,000 $561,148,408
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD76,892,098,368$9,918,227,225
ProductVolume
HUF
USD
Equivalent
IRS HUF1,638,574,185,146 $4,914,169,008
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF303,500,000,000 $921,173,199
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,942,074,185,146$5,835,342,207
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR260,896,930,000 $3,454,727,058
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR260,896,930,000$3,454,727,058
ProductVolume
KRW
USD
Equivalent
IRS KRW14,826,012,148,894 $12,087,035,781
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW14,826,012,148,894$12,087,035,781
ProductVolume
MXN
USD
Equivalent
IRS MXN21,207,966,000 $875,342,636
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN21,207,966,000$875,342,636
ProductVolume
NOK
USD
Equivalent
IRS NOK67,198,012,159 $6,411,452,108
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK63,100,000,000 $5,985,130,912
VNS NOK217,287,000 $20,762,164
Inflation NOK0 $0
TotalNOK130,515,299,159$12,417,345,184
ProductVolume
NZD
USD
Equivalent
IRS NZD14,799,463,840 $8,753,982,257
OIS NZD9,814,600,000 $5,844,431,380
Basis NZD738,000,000 $441,748,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,000,000 $1,799,100
Inflation NZD0 $0
TotalNZD25,355,063,840$15,041,961,337
ProductVolume
PLN
USD
Equivalent
IRS PLN25,887,421,829 $6,157,442,456
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,375,000,000 $1,271,438,306
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN31,262,421,829$7,428,880,762
ProductVolume
SEK
USD
Equivalent
IRS SEK230,039,834,659 $22,871,434,687
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK140,476,000,000 $13,938,052,133
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK370,515,834,659$36,809,486,820
ProductVolume
SGD
USD
Equivalent
IRS SGD21,396,241,095 $14,953,115,492
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD10,105,000 $7,021,994
Inflation SGD0 $0
TotalSGD21,406,346,095$14,960,137,486
ProductVolume
THB
USD
Equivalent
IRS THB102,215,886,000 $3,105,507,045
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB102,215,886,000$3,105,507,045
ProductVolume
TWD
USD
Equivalent
IRS TWD15,706,500,000 $518,846,976
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD15,706,500,000$518,846,976
ProductVolume
ZAR
USD
Equivalent
IRS ZAR491,269,028,116 $26,601,993,431
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR491,269,028,116$26,601,993,431
ProductUSD
Equivalent
IRS$1,273,351,557,986
OIS$1,325,971,289,111
Basis$195,929,085,510
Zeroes$938,577,105
FRAs$706,337,055,159
VNS$4,343,482,542
Inflation$38,968,545,751
Total$3,545,839,593,164
Show:
ProductUSD
Equivalent
IRS $10,617,524,771,097
OIS $27,677,440,553,236
Basis $2,046,117,307,229
Zeroes $8,826,734,514
FRAs $10,712,754,932,638
VNS $37,028,295,275
Inflation $116,505,167,223
Total$51,216,197,761,212
ProductVolume
EUR
USD
Equivalent
IRS €5,287,025,844,072 $5,838,851,180,454
OIS €6,203,319,774,778 $6,859,408,873,284
Basis €85,588,510,000 $94,555,516,905
Zeroes €18,607,276,000 $20,600,060,538
FRAs €752,890,890,000 $831,658,758,839
VNS €77,206,151,177 $84,721,086,118
Inflation €171,038,669,752 $187,866,116,949
Total€12,595,677,115,779$13,917,661,593,087
ProductVolume
GBP
USD
Equivalent
IRS £1,975,558,147,334 $2,534,067,264,956
OIS £13,158,162,110,703 $17,001,015,687,543
Basis £371,976,962,781 $478,683,236,316
Zeroes £15,817,567,816 $20,259,632,210
FRAs £1,002,391,000,000 $1,276,596,297,942
VNS £2,774,390,525 $3,553,009,905
Inflation £161,034,857,680 $205,405,739,937
Total£16,687,715,036,839$21,519,580,868,809
ProductVolume
JPY
USD
Equivalent
IRS ¥100,442,132,794,830 $925,306,714,304
OIS ¥10,437,428,000,000 $96,605,344,464
Basis ¥1,817,265,000,000 $16,697,044,864
Zeroes ¥0 $0
FRAs ¥612,000,000,000 $5,696,469,925
VNS ¥0 $0
Inflation ¥0 $0
Total¥113,308,825,794,830$1,044,305,573,557
ProductVolume
CHF
USD
Equivalent
IRS CHF236,075,689,263 $244,618,268,717
OIS CHF20,062,350,000 $20,720,282,743
Basis CHF491,100,000 $504,543,088
Zeroes CHF0 $0
FRAs CHF8,200,000,000 $8,400,023,740
VNS CHF46,392,500 $47,414,621
Inflation CHF0 $0
TotalCHF264,875,531,763$274,290,532,909
ProductVolume
AUD
USD
Equivalent
IRS $1,353,330,568,538 $884,739,910,068
OIS $12,716,129,078,048 $8,473,069,954,385
Basis $221,174,778,738 $143,740,253,805
Zeroes $0 $0
FRAs $0 $0
VNS $223,588,489 $148,029,273
Inflation $0 $0
Total$14,290,858,013,813$9,501,698,147,531
ProductVolume
CAD
USD
Equivalent
IRS $1,690,968,267,244 $1,252,829,076,373
OIS $3,861,132,132,000 $2,883,922,070,002
Basis $49,717,700,000 $37,021,050,657
Zeroes $39,544,471 $30,309,244
FRAs $0 $0
VNS $965,022,061 $725,369,707
Inflation $0 $0
Total$5,602,822,665,776$4,174,527,875,983
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL37,413,243,134 $8,111,432,916
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL37,413,243,134$8,111,432,916
ProductVolume
CLP
USD
Equivalent
IRS CLP2,726,406,750,000 $3,337,582,170
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,726,406,750,000$3,337,582,170
ProductVolume
CNY
USD
Equivalent
IRS CNY1,817,981,224,199 $260,113,912,926
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,817,981,224,199$260,113,912,926
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP6,988,508,200,000 $1,932,783,348
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP6,988,508,200,000$1,932,783,348
ProductVolume
CZK
USD
Equivalent
IRS CZK4,639,942,609,746 $200,288,436,393
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK3,725,639,000,000 $162,301,687,386
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,379,534,309,746$363,186,939,295
ProductVolume
DKK
USD
Equivalent
IRS DKK237,731,004,205 $34,955,436,641
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK14,000,000,000 $2,044,989,775
VNS DKK111,855,952 $16,442,889
Inflation DKK0 $0
TotalDKK251,842,860,157$37,016,869,305
ProductVolume
HKD
USD
Equivalent
IRS HKD1,543,711,087,383 $198,637,898,563
OIS HKD0 $0
Basis HKD93,046,000,000 $11,971,004,340
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD1,636,987,087,383$210,638,510,137
ProductVolume
HUF
USD
Equivalent
IRS HUF32,872,485,124,762 $106,573,088,835
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $16,744,964
FRAs HUF14,497,700,000,000 $47,086,904,732
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF47,375,185,124,762$153,676,738,531
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR7,342,132,652,776 $101,716,693,963
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR7,342,132,652,776$101,716,693,963
ProductVolume
KRW
USD
Equivalent
IRS KRW529,102,329,847,730 $444,139,968,571
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW529,102,329,847,730$444,139,968,571
ProductVolume
MXN
USD
Equivalent
IRS MXN295,272,652,931 $14,605,319,063
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN295,272,652,931$14,605,319,063
ProductVolume
NOK
USD
Equivalent
IRS NOK1,594,501,877,255 $167,911,915,328
OIS NOK0 $0
Basis NOK25,580,000,000 $2,683,799,597
Zeroes NOK0 $0
FRAs NOK1,536,381,700,000 $164,707,388,850
VNS NOK4,838,615,850 $506,461,447
Inflation NOK0 $0
TotalNOK3,161,302,193,105$335,809,565,222
ProductVolume
NZD
USD
Equivalent
IRS NZD564,124,172,782 $357,227,754,584
OIS NZD1,671,031,990,000 $1,065,036,954,901
Basis NZD6,769,000,000 $4,198,229,450
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD31,495,632 $19,572,572
Inflation NZD0 $0
TotalNZD2,241,956,658,414$1,426,482,511,507
ProductVolume
PLN
USD
Equivalent
IRS PLN753,474,507,680 $192,998,029,676
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,077,900,000 $528,916,153
FRAs PLN207,846,031,000 $53,129,960,075
VNS PLN1,699,450,000 $407,401,490
Inflation PLN0 $0
TotalPLN965,097,888,680$247,064,307,394
ProductVolume
SEK
USD
Equivalent
IRS SEK4,524,378,372,017 $468,620,197,831
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,024,357,000,000 $209,480,894,218
VNS SEK1,048,767,822 $108,341,043
Inflation SEK0 $0
TotalSEK6,549,784,139,839$678,209,433,092
ProductVolume
SGD
USD
Equivalent
IRS SGD374,618,061,715 $270,186,921,196
OIS SGD0 $0
Basis SGD1,622,000,000 $1,183,943,109
Zeroes SGD160,000,000 $116,114,041
FRAs SGD0 $0
VNS SGD85,105,000 $62,563,150
Inflation SGD0 $0
TotalSGD376,485,166,715$271,549,541,496
ProductVolume
THB
USD
Equivalent
IRS THB1,576,471,476,556 $50,352,690,081
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,576,471,476,556$50,352,690,081
ProductVolume
TWD
USD
Equivalent
IRS TWD833,423,556,258 $27,655,021,108
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD833,423,556,258$27,655,021,108
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,894,276,591,336 $506,517,385,324
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,894,276,591,336$506,517,385,324
ProductUSD
Equivalent
IRS$25,610,170,177,175
OIS$64,180,869,197,869
Basis$2,837,418,123,249
Zeroes$50,913,133,291
FRAs$13,473,858,308,120
VNS$127,373,594,724
Inflation$509,777,024,109
Total$106,790,379,558,537
Show:
ProductUSD
Equivalent
IRS $12,860,577,839,182
OIS $12,212,697,242,395
Basis $3,035,065,819,849
Zeroes $9,755,293,282
FRAs $3,245,063,112,984
VNS $298,830,153,415
Inflation $154,477,358,128
Total$31,816,466,819,235
ProductVolume
EUR
USD
Equivalent
IRS €6,632,458,407,664 $7,230,706,156,035
OIS €4,118,730,835,529 $4,490,240,356,894
Basis €176,265,154,987 $192,164,271,967
Zeroes €37,588,677,939 $40,979,176,689
FRAs €613,572,250,000 $668,916,466,950
VNS €235,829,098,504 $257,100,883,190
Inflation €194,831,286,771 $212,405,068,837
Total€12,009,275,711,394$13,092,512,380,562
ProductVolume
GBP
USD
Equivalent
IRS £1,732,767,823,859 $2,137,715,664,294
OIS £4,364,712,662,441 $5,384,746,011,653
Basis £422,436,837,119 $521,160,325,954
Zeroes £21,356,612,199 $26,347,652,469
FRAs £361,083,201,108 $445,468,345,207
VNS £58,163,594,783 $71,756,426,884
Inflation £262,226,518,002 $323,508,855,259
Total£7,222,747,249,511$8,910,703,281,720
ProductVolume
JPY
USD
Equivalent
IRS ¥117,240,714,333,336 $1,076,936,704,481
OIS ¥14,197,473,471,610 $130,413,571,594
Basis ¥10,647,615,704,184 $97,805,683,224
Zeroes ¥0 $0
FRAs ¥402,000,000,000 $3,692,646,856
VNS ¥7,753,085,318 $71,217,428
Inflation ¥0 $0
Total¥142,495,556,594,448$1,308,919,823,583
ProductVolume
CHF
USD
Equivalent
IRS CHF286,425,051,976 $295,557,787,613
OIS CHF22,365,520,988 $23,078,651,314
Basis CHF29,122,600,000 $30,051,181,509
Zeroes CHF0 $0
FRAs CHF6,417,100,000 $6,621,710,866
VNS CHF725,276,500 $748,402,126
Inflation CHF0 $0
TotalCHF345,055,549,464$356,057,733,428
ProductVolume
AUD
USD
Equivalent
IRS $1,164,621,229,840 $721,599,314,009
OIS $7,544,034,187,986 $4,674,283,582,876
Basis $219,817,246,506 $136,198,765,935
Zeroes $23,102,501 $14,314,310
FRAs $0 $0
VNS $5,513,769,857 $3,416,331,803
Inflation $0 $0
Total$8,934,009,536,690$5,535,512,308,933
ProductVolume
CAD
USD
Equivalent
IRS $1,419,325,244,068 $1,014,455,895,981
OIS $1,860,888,586,110 $1,330,061,172,261
Basis $88,772,129,952 $63,449,453,185
Zeroes $649,431,248 $464,177,863
FRAs $0 $0
VNS $9,139,246,146 $6,532,232,254
Inflation $0 $0
Total$3,378,774,637,524$2,414,962,931,544
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL8,579,034,919 $1,644,659,034
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL8,579,034,919$1,644,659,034
ProductVolume
CLP
USD
Equivalent
IRS CLP1,462,588,923,142 $1,712,523,108
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,462,588,923,142$1,712,523,108
ProductVolume
CNY
USD
Equivalent
IRS CNY1,446,046,687,205 $205,235,273,100
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,446,046,687,205$205,235,273,100
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP2,890,194,876,944 $739,369,372
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP2,890,194,876,944$739,369,372
ProductVolume
CZK
USD
Equivalent
IRS CZK4,573,025,169,110 $183,847,598,662
OIS CZK0 $0
Basis CZK2,625,000,000 $105,531,881
Zeroes CZK12,352,700,000 $496,610,919
FRAs CZK2,338,714,830,700 $94,022,466,459
VNS CZK5,190,601,050 $208,675,768
Inflation CZK0 $0
TotalCZK6,931,908,300,860$278,680,883,689
ProductVolume
DKK
USD
Equivalent
IRS DKK965,757,821,146 $141,068,919,244
OIS DKK0 $0
Basis DKK3,350,000,000 $489,336,839
Zeroes DKK0 $0
FRAs DKK14,000,000,000 $2,044,989,775
VNS DKK2,084,556,874 $304,492,678
Inflation DKK0 $0
TotalDKK985,192,378,020$143,907,738,536
ProductVolume
HKD
USD
Equivalent
IRS HKD3,153,994,575,716 $406,827,933,122
OIS HKD0 $0
Basis HKD337,084,753,086 $43,479,939,516
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,921,562
Inflation HKD0 $0
TotalHKD3,492,272,628,802$450,461,794,200
ProductVolume
HUF
USD
Equivalent
IRS HUF28,282,219,504,815 $86,252,575,495
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,300,000,000 $116,803,904
FRAs HUF11,004,596,250,000 $33,560,830,284
VNS HUF29,779,929,479 $90,820,157
Inflation HUF0 $0
TotalHUF39,354,895,684,294$120,021,029,840
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,654,024,569,884 $74,744,194,195
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,654,024,569,884$74,744,194,195
ProductVolume
KRW
USD
Equivalent
IRS KRW448,129,470,104,549 $369,073,851,181
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW448,129,470,104,549$369,073,851,181
ProductVolume
MXN
USD
Equivalent
IRS MXN171,778,565,173 $7,114,177,126
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN171,778,565,173$7,114,177,126
ProductVolume
NOK
USD
Equivalent
IRS NOK1,357,869,933,150 $131,828,192,689
OIS NOK0 $0
Basis NOK130,301,714,206 $12,650,283,410
Zeroes NOK0 $0
FRAs NOK557,085,905,030 $54,084,434,922
VNS NOK37,089,699,151 $3,600,836,786
Inflation NOK0 $0
TotalNOK2,082,347,251,537$202,163,747,807
ProductVolume
NZD
USD
Equivalent
IRS NZD775,775,228,859 $465,077,249,701
OIS NZD917,693,483,060 $550,157,243,094
Basis NZD5,461,240,000 $3,274,013,380
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD416,872,693 $249,915,179
Inflation NZD0 $0
TotalNZD1,699,346,824,612$1,018,758,421,354
ProductVolume
PLN
USD
Equivalent
IRS PLN931,823,279,949 $224,700,871,713
OIS PLN0 $0
Basis PLN1,300,000,000 $313,483,403
Zeroes PLN2,077,900,000 $501,067,049
FRAs PLN232,438,031,000 $56,050,357,733
VNS PLN4,554,841,797 $1,098,359,468
Inflation PLN0 $0
TotalPLN1,172,194,052,746$282,664,139,366
ProductVolume
SEK
USD
Equivalent
IRS SEK4,253,769,377,894 $423,796,178,045
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $25,884,621
FRAs SEK1,305,710,440,787 $130,085,823,955
VNS SEK16,998,976,479 $1,693,580,592
Inflation SEK0 $0
TotalSEK5,576,738,606,870$555,601,467,213
ProductVolume
SGD
USD
Equivalent
IRS SGD872,834,048,026 $613,570,031,300
OIS SGD0 $0
Basis SGD2,818,005,896 $1,980,953,848
Zeroes SGD310,000,000 $217,918,527
FRAs SGD0 $0
VNS SGD208,095,422 $146,283,380
Inflation SGD0 $0
TotalSGD876,170,149,344$615,915,187,055
ProductVolume
THB
USD
Equivalent
IRS THB830,992,628,741 $25,404,849,549
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB830,992,628,741$25,404,849,549
ProductVolume
TWD
USD
Equivalent
IRS TWD458,235,643,912 $15,226,810,790
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD458,235,643,912$15,226,810,790
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,960,029,650,162 $600,223,968,924
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $14,786,499
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,960,299,650,162$600,238,755,423
ProductUSD
Equivalent
IRS$29,240,155,024,378
OIS$28,871,161,395,648
Basis$4,138,189,043,900
Zeroes$78,933,686,132
FRAs$4,739,611,185,991
VNS$646,002,532,670
Inflation$690,391,282,224
Total$68,404,444,150,943

Figures as of COB Apr 7, 2020.

Notional Outstanding by Product

As of COB Apr 7, 2020

Daily Notional by Tenor
 

As of COB Apr 7, 2020

Notional Outstanding by Tenor
 

As of COB Apr 7, 2020

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$3,294,145,442,330
$12,169,474,286,802
$202,752,351,989,995
$153,510,071,750,326
EUR
€1,544,367,491,987
€4,697,617,538,793
€71,020,862,928,159
€84,611,702,556,724
GBP
£1,119,393,958,994
£2,348,102,125,719
£59,170,169,581,928
£42,933,734,086,178
JPY
¥1,626,585,700,000
¥42,704,845,114,000
¥427,784,855,211,668
¥1,223,442,745,692,500
CHF
CHF31,541,808,708
CHF119,779,666,901
CHF1,763,559,042,799
CHF3,174,007,110,179
AUD
$65,240,223,450
$943,555,912,266
$43,611,061,171,297
$41,646,395,665,938
CAD
$187,714,415,726
$657,044,770,739
$15,125,623,608,162
$21,158,020,543,540
Other*
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Hide
$250,853,923,771
$933,976,485,195
$19,141,466,681,751
$31,215,004,901,856
BRL
BRL133,400,023
BRL3,429,285,561
BRL74,833,407,042
BRL60,223,035,085
CLP
CLP0
CLP80,000,000,000
CLP7,244,952,800,000
CLP9,354,028,120,214
CNY
CNY113,472,684,800
CNY417,773,237,984
CNY6,441,782,407,402
CNY10,989,659,740,192
COP
COP0
COP824,000,000,000
COP13,977,016,400,000
COP14,502,434,561,204
CZK
CZK110,085,790,000
CZK1,663,565,382,000
CZK30,084,675,824,462
CZK45,155,961,024,257
DKK
DKK36,918,000,000
DKK35,303,525,997
DKK656,872,532,986
DKK4,766,633,029,528
HKD
HKD49,198,592,012
HKD582,171,734,093
HKD7,532,189,961,276
HKD20,450,948,969,259
HUF
HUF1,788,377,694,432
HUF12,524,687,606,584
HUF193,280,539,566,764
HUF249,163,776,258,526
INR
INR113,848,000,000
INR866,146,806,414
INR26,223,729,204,576
INR51,810,477,229,461
KRW
KRW9,648,087,432,360
KRW52,673,195,502,012
KRW1,504,876,452,843,112
KRW2,809,523,732,194,490
MXN
MXN7,693,000,000
MXN47,989,236,000
MXN700,903,851,274
MXN1,832,068,916,671
NOK
NOK154,660,444,012
NOK442,984,453,370
NOK12,457,341,326,561
NOK23,749,731,778,581
NZD
NZD207,376,844,546
NZD278,036,016,752
NZD7,991,239,900,430
NZD10,882,372,094,823
PLN
PLN36,461,312,566
PLN117,279,716,499
PLN3,133,928,784,020
PLN5,861,355,792,808
SEK
SEK220,583,970,354
SEK2,252,581,294,656
SEK30,166,166,273,849
SEK53,332,620,187,167
SGD
SGD14,054,801,800
SGD97,303,455,954
SGD1,439,949,347,785
SGD3,267,021,895,419
THB
THB21,318,613,000
THB728,335,016,000
THB6,756,826,171,162
THB13,698,025,562,534
TWD
TWD41,260,000,000
TWD47,813,000,000
TWD2,750,120,451,326
TWD5,256,687,241,230
ZAR
ZAR389,412,882,718
ZAR1,533,828,992,874
ZAR29,016,844,190,103
ZAR40,140,683,760,398
Total in USD$6,831,744,789,068$22,726,518,966,343$422,422,946,883,723$385,376,178,095,084

Figures as of COB Apr 7, 2020. Weekly figures as of COB Apr 3, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $582,750,576,318
OIS $538,002,389,481
Basis $123,603,383,988
Zeroes $0
FRAs $2,039,796,604,556
VNS $1,597,325,987
Inflation $8,395,162,000
Total$3,294,145,442,330
ProductVolume
EUR
USD
Equivalent
IRS €434,053,863,276 $473,205,521,743
OIS €212,623,373,418 $231,802,001,700
Basis €4,120,000,000 $4,491,624,000
Zeroes €234,905,665 $256,094,156
FRAs €863,281,400,000 $941,149,382,280
VNS €16,777,311,628 $18,290,625,137
Inflation €13,276,638,000 $14,474,190,748
Total€1,544,367,491,987$1,683,669,439,764
ProductVolume
GBP
USD
Equivalent
IRS £53,420,205,820 $65,904,507,920
OIS £102,644,675,400 $126,632,736,041
Basis £39,782,849,974 $49,080,102,013
Zeroes £74,150,000 $91,478,855
FRAs £916,042,500,000 $1,130,121,632,250
VNS £0 $0
Inflation £7,429,577,800 $9,165,870,132
Total£1,119,393,958,994$1,380,996,327,211
ProductVolume
JPY
USD
Equivalent
IRS ¥1,386,585,700,000 $12,736,744,592
OIS ¥240,000,000,000 $2,204,565,287
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,626,585,700,000$14,941,309,879
ProductVolume
CHF
USD
Equivalent
IRS CHF21,371,808,708 $22,053,254,265
OIS CHF4,030,000,000 $4,158,497,575
Basis CHF140,000,000 $144,463,936
Zeroes CHF0 $0
FRAs CHF6,000,000,000 $6,191,311,526
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF31,541,808,708$32,547,527,302
ProductVolume
AUD
USD
Equivalent
IRS $38,452,115,450 $23,824,930,733
OIS $12,440,000,000 $7,707,824,000
Basis $14,348,108,000 $8,890,087,717
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$65,240,223,450$40,422,842,450
ProductVolume
CAD
USD
Equivalent
IRS $122,823,216,000 $87,787,303,266
OIS $64,550,000,000 $46,136,802,230
Basis $8,000,000 $5,717,962
Zeroes $7,576,000 $5,414,910
FRAs $0 $0
VNS $325,623,726 $232,737,993
Inflation $0 $0
Total$187,714,415,726$134,167,976,361
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL133,400,023 $25,573,687
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL133,400,023$25,573,687
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY113,472,684,800 $16,105,010,758
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY113,472,684,800$16,105,010,758
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK58,005,790,000 $2,331,984,803
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK52,080,000,000 $2,093,752,513
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK110,085,790,000$4,425,737,316
ProductVolume
DKK
USD
Equivalent
IRS DKK4,518,000,000 $659,947,415
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK32,400,000,000 $4,732,690,622
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK36,918,000,000$5,392,638,037
ProductVolume
HKD
USD
Equivalent
IRS HKD40,580,592,012 $5,234,415,588
OIS HKD0 $0
Basis HKD8,618,000,000 $1,111,619,898
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD49,198,592,012$6,346,035,486
ProductVolume
HUF
USD
Equivalent
IRS HUF1,648,377,694,432 $5,027,074,396
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF140,000,000,000 $426,959,439
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,788,377,694,432$5,454,033,835
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR113,848,000,000 $1,505,030,075
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR113,848,000,000$1,505,030,075
ProductVolume
KRW
USD
Equivalent
IRS KRW9,648,087,432,360 $7,946,044,665
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW9,648,087,432,360$7,946,044,665
ProductVolume
MXN
USD
Equivalent
IRS MXN7,693,000,000 $318,604,155
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN7,693,000,000$318,604,155
ProductVolume
NOK
USD
Equivalent
IRS NOK24,613,704,012 $2,389,610,401
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK129,600,000,000 $12,582,157,801
VNS NOK446,740,000 $43,371,552
Inflation NOK0 $0
TotalNOK154,660,444,012$15,015,139,754
ProductVolume
NZD
USD
Equivalent
IRS NZD196,526,348,546 $117,817,545,953
OIS NZD9,780,000,000 $5,863,110,000
Basis NZD1,070,496,000 $641,762,352
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD207,376,844,546$124,322,418,305
ProductVolume
PLN
USD
Equivalent
IRS PLN27,501,312,566 $6,631,696,202
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,960,000,000 $2,160,624,073
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN36,461,312,566$8,792,320,275
ProductVolume
SEK
USD
Equivalent
IRS SEK122,583,970,354 $12,212,843,131
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK98,000,000,000 $9,763,581,840
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK220,583,970,354$21,976,424,971
ProductVolume
SGD
USD
Equivalent
IRS SGD14,054,801,800 $9,880,005,483
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD14,054,801,800$9,880,005,483
ProductVolume
THB
USD
Equivalent
IRS THB21,318,613,000 $651,746,041
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB21,318,613,000$651,746,041
ProductVolume
TWD
USD
Equivalent
IRS TWD41,260,000,000 $1,371,037,416
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD41,260,000,000$1,371,037,416
ProductVolume
ZAR
USD
Equivalent
IRS ZAR389,412,882,718 $21,326,123,512
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR389,412,882,718$21,326,123,512
ProductUSD
Equivalent
IRS$1,478,192,102,443
OIS$964,012,956,389
Basis$187,968,761,866
Zeroes$352,987,921
FRAs$4,149,018,696,900
VNS$20,164,060,669
Inflation$32,035,222,880
Total$6,831,744,789,068
Show:
ProductUSD
Equivalent
IRS $2,183,074,669,761
OIS $2,214,557,083,922
Basis $688,535,300,000
Zeroes $200,000,000
FRAs $7,038,923,800,000
VNS $10,454,516,919
Inflation $33,728,916,200
Total$12,169,474,286,802
ProductVolume
EUR
USD
Equivalent
IRS €1,397,764,593,134 $1,526,940,555,363
OIS €1,022,619,146,854 $1,117,539,900,979
Basis €9,362,760,000 $10,282,785,743
Zeroes €1,185,500,000 $1,306,264,077
FRAs €2,215,642,180,000 $2,436,761,525,180
VNS €1,550,742,741 $1,698,708,354
Inflation €49,492,616,064 $54,195,932,355
Total€4,697,617,538,793$5,148,725,672,051
ProductVolume
GBP
USD
Equivalent
IRS £304,331,146,740 $376,659,270,456
OIS £481,291,914,794 $596,270,156,489
Basis £112,234,734,348 $138,904,354,873
Zeroes £588,015,268 $728,830,648
FRAs £1,399,232,800,000 $1,738,663,108,704
VNS £1,424,554,701 $1,768,978,335
Inflation £48,998,959,868 $60,645,428,421
Total£2,348,102,125,719$2,913,640,127,926
ProductVolume
JPY
USD
Equivalent
IRS ¥39,065,525,114,000 $363,189,747,002
OIS ¥2,771,800,000,000 $25,655,067,954
Basis ¥437,520,000,000 $4,057,235,243
Zeroes ¥0 $0
FRAs ¥430,000,000,000 $4,010,071,808
VNS ¥0 $0
Inflation ¥0 $0
Total¥42,704,845,114,000$396,912,122,007
ProductVolume
CHF
USD
Equivalent
IRS CHF47,463,666,901 $48,975,845,786
OIS CHF4,870,000,000 $5,026,574,657
Basis CHF590,000,000 $606,630,720
Zeroes CHF0 $0
FRAs CHF66,856,000,000 $69,137,538,780
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF119,779,666,901$123,746,589,943
ProductVolume
AUD
USD
Equivalent
IRS $612,129,545,636 $374,123,540,421
OIS $265,236,000,000 $162,036,878,600
Basis $65,873,900,000 $40,111,842,565
Zeroes $0 $0
FRAs $0 $0
VNS $316,466,630 $194,052,741
Inflation $0 $0
Total$943,555,912,266$576,466,314,327
ProductVolume
CAD
USD
Equivalent
IRS $488,540,775,816 $344,585,274,975
OIS $127,854,000,000 $90,294,597,456
Basis $38,768,400,000 $27,371,000,317
Zeroes $139,965,280 $98,877,071
FRAs $0 $0
VNS $1,741,629,643 $1,227,618,273
Inflation $0 $0
Total$657,044,770,739$463,577,368,092
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,429,285,561 $659,011,191
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,429,285,561$659,011,191
ProductVolume
CLP
USD
Equivalent
IRS CLP80,000,000,000 $92,802,580
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP80,000,000,000$92,802,580
ProductVolume
CNY
USD
Equivalent
IRS CNY417,773,237,984 $58,907,033,927
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY417,773,237,984$58,907,033,927
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP824,000,000,000 $202,360,282
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP824,000,000,000$202,360,282
ProductVolume
CZK
USD
Equivalent
IRS CZK886,809,382,000 $35,302,746,850
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK0 $0
FRAs CZK773,556,000,000 $30,763,276,518
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,663,565,382,000$66,190,411,147
ProductVolume
DKK
USD
Equivalent
IRS DKK35,303,525,997 $5,156,783,552
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK35,303,525,997$5,156,783,552
ProductVolume
HKD
USD
Equivalent
IRS HKD561,495,734,093 $72,424,853,875
OIS HKD0 $0
Basis HKD20,676,000,000 $2,667,188,540
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD582,171,734,093$75,092,042,415
ProductVolume
HUF
USD
Equivalent
IRS HUF5,062,487,606,584 $15,202,710,747
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,342,200,000,000 $21,894,913,113
VNS HUF120,000,000,000 $358,850,736
Inflation HUF0 $0
TotalHUF12,524,687,606,584$37,456,474,596
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR866,146,806,414 $11,467,845,763
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR866,146,806,414$11,467,845,763
ProductVolume
KRW
USD
Equivalent
IRS KRW52,673,195,502,012 $42,940,763,579
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW52,673,195,502,012$42,940,763,579
ProductVolume
MXN
USD
Equivalent
IRS MXN47,989,236,000 $1,981,382,782
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN47,989,236,000$1,981,382,782
ProductVolume
NOK
USD
Equivalent
IRS NOK198,749,879,370 $18,951,825,442
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK243,800,000,000 $23,187,693,059
VNS NOK434,574,000 $41,524,328
Inflation NOK0 $0
TotalNOK442,984,453,370$42,181,042,829
ProductVolume
NZD
USD
Equivalent
IRS NZD199,620,816,752 $118,569,895,956
OIS NZD76,933,200,000 $45,908,406,360
Basis NZD1,476,000,000 $883,497,200
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD6,000,000 $3,598,200
Inflation NZD0 $0
TotalNZD278,036,016,752$165,365,397,716
ProductVolume
PLN
USD
Equivalent
IRS PLN83,729,716,499 $19,929,450,849
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN33,550,000,000 $7,986,806,550
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN117,279,716,499$27,916,257,399
ProductVolume
SEK
USD
Equivalent
IRS SEK814,675,294,656 $80,961,190,667
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,437,906,000,000 $142,931,291,284
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,252,581,294,656$223,892,481,951
ProductVolume
SGD
USD
Equivalent
IRS SGD97,242,825,954 $67,889,886,385
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD60,630,000 $42,290,956
Inflation SGD0 $0
TotalSGD97,303,455,954$67,932,177,341
ProductVolume
THB
USD
Equivalent
IRS THB728,335,016,000 $22,185,276,322
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB728,335,016,000$22,185,276,322
ProductVolume
TWD
USD
Equivalent
IRS TWD47,813,000,000 $1,579,767,669
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD47,813,000,000$1,579,767,669
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,533,828,992,874 $82,777,172,154
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,533,828,992,874$82,777,172,154
ProductUSD
Equivalent
IRS$5,863,061,458,291
OIS$4,268,958,872,462
Basis$913,544,222,980
Zeroes$2,333,971,796
FRAs$11,514,260,024,996
VNS$15,790,138,842
Inflation$148,570,276,976
Total$22,726,518,966,343
Show:
ProductUSD
Equivalent
IRS $37,869,085,864,628
OIS $74,596,426,444,009
Basis $8,200,214,644,576
Zeroes $32,953,469,028
FRAs $81,579,850,465,276
VNS $104,140,941,881
Inflation $369,680,160,597
Total$202,752,351,989,995
ProductVolume
EUR
USD
Equivalent
IRS €26,820,830,464,398 $29,579,383,903,237
OIS €23,872,245,477,049 $26,373,266,380,116
Basis €191,498,060,000 $211,427,113,143
Zeroes €38,850,057,375 $42,992,828,171
FRAs €19,164,669,620,000 $21,126,714,659,700
VNS €161,933,027,987 $177,779,018,874
Inflation €770,836,221,350 $846,561,975,012
Total€71,020,862,928,159$78,358,125,878,253
ProductVolume
GBP
USD
Equivalent
IRS £6,803,076,853,552 $8,717,857,024,590
OIS £37,238,630,844,880 $48,123,799,789,837
Basis £2,162,315,880,233 $2,767,195,577,584
Zeroes £37,335,495,881 $47,907,031,488
FRAs £12,301,791,240,000 $15,714,125,880,546
VNS £12,215,995,663 $15,510,484,322
Inflation £614,803,271,719 $784,258,933,574
Total£59,170,169,581,928$76,170,654,721,941
ProductVolume
JPY
USD
Equivalent
IRS ¥366,758,654,879,668 $3,372,896,925,760
OIS ¥48,364,626,000,000 $447,416,366,997
Basis ¥11,437,574,332,000 $105,727,282,301
Zeroes ¥0 $0
FRAs ¥1,224,000,000,000 $11,392,939,849
VNS ¥0 $0
Inflation ¥0 $0
Total¥427,784,855,211,668$3,937,433,514,907
ProductVolume
CHF
USD
Equivalent
IRS CHF992,773,657,799 $1,030,604,695,201
OIS CHF334,650,900,000 $345,493,331,200
Basis CHF15,834,700,000 $16,333,709,932
Zeroes CHF0 $0
FRAs CHF420,228,000,000 $432,746,134,313
VNS CHF71,785,000 $73,655,798
Inflation CHF0 $0
TotalCHF1,763,559,042,799$1,825,251,526,444
ProductVolume
AUD
USD
Equivalent
IRS $7,596,953,073,338 $4,973,665,706,785
OIS $34,903,799,256,096 $23,273,462,953,992
Basis $1,108,180,482,092 $726,122,509,122
Zeroes $0 $0
FRAs $0 $0
VNS $2,128,359,771 $1,411,966,234
Inflation $0 $0
Total$43,611,061,171,297$28,974,663,136,133
ProductVolume
CAD
USD
Equivalent
IRS $5,637,039,429,815 $4,176,372,488,401
OIS $9,138,167,864,000 $6,827,019,914,405
Basis $328,861,400,000 $243,679,457,542
Zeroes $2,708,365,755 $1,993,542,341
FRAs $0 $0
VNS $18,846,548,592 $13,934,031,610
Inflation $0 $0
Total$15,125,623,608,162$11,262,999,434,299
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL74,833,407,042 $16,224,441,294
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL74,833,407,042$16,224,441,294
ProductVolume
CLP
USD
Equivalent
IRS CLP7,244,952,800,000 $8,989,942,463
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,244,952,800,000$8,989,942,463
ProductVolume
CNY
USD
Equivalent
IRS CNY6,441,782,407,402 $921,027,852,612
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY6,441,782,407,402$921,027,852,612
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP13,977,016,400,000 $3,865,566,697
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP13,977,016,400,000$3,865,566,697
ProductVolume
CZK
USD
Equivalent
IRS CZK13,683,096,424,462 $590,486,849,061
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK16,373,674,000,000 $706,226,821,059
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK30,084,675,824,462$1,297,907,301,153
ProductVolume
DKK
USD
Equivalent
IRS DKK605,248,821,081 $89,024,753,492
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK51,400,000,000 $7,547,010,407
VNS DKK223,711,905 $32,885,777
Inflation DKK0 $0
TotalDKK656,872,532,986$96,604,649,676
ProductVolume
HKD
USD
Equivalent
IRS HKD7,227,419,961,276 $930,100,499,706
OIS HKD0 $0
Basis HKD304,310,000,000 $39,153,974,278
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD7,532,189,961,276$969,313,688,453
ProductVolume
HUF
USD
Equivalent
IRS HUF104,065,939,566,764 $337,987,914,545
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF13,000,000,000 $43,451,740
FRAs HUF89,021,600,000,000 $288,325,998,957
VNS HUF180,000,000,000 $540,718,841
Inflation HUF0 $0
TotalHUF193,280,539,566,764$626,898,084,083
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR26,223,729,204,576 $363,363,360,026
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR26,223,729,204,576$363,363,360,026
ProductVolume
KRW
USD
Equivalent
IRS KRW1,504,876,452,843,112 $1,262,373,827,208
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,504,876,452,843,112$1,262,373,827,208
ProductVolume
MXN
USD
Equivalent
IRS MXN700,903,851,274 $34,770,345,173
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN700,903,851,274$34,770,345,173
ProductVolume
NOK
USD
Equivalent
IRS NOK3,949,257,894,862 $416,194,930,217
OIS NOK0 $0
Basis NOK45,620,000,000 $4,741,592,437
Zeroes NOK0 $0
FRAs NOK8,452,653,400,000 $899,232,330,070
VNS NOK9,810,031,699 $1,026,851,168
Inflation NOK0 $0
TotalNOK12,457,341,326,561$1,321,195,703,892
ProductVolume
NZD
USD
Equivalent
IRS NZD3,044,498,629,167 $1,924,406,600,475
OIS NZD4,932,300,880,000 $3,136,130,113,641
Basis NZD14,377,400,000 $8,930,322,950
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD62,991,263 $39,145,144
Inflation NZD0 $0
TotalNZD7,991,239,900,430$5,069,506,182,210
ProductVolume
PLN
USD
Equivalent
IRS PLN2,232,636,122,020 $571,352,366,894
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,057,832,307
FRAs PLN893,011,062,000 $226,712,027,195
VNS PLN4,125,800,000 $985,757,336
Inflation PLN0 $0
TotalPLN3,133,928,784,020$800,107,983,732
ProductVolume
SEK
USD
Equivalent
IRS SEK13,906,374,720,205 $1,439,057,204,752
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK16,257,982,000,000 $1,687,822,781,099
VNS SEK1,809,553,644 $186,688,600
Inflation SEK0 $0
TotalSEK30,166,166,273,849$3,127,066,674,451
ProductVolume
SGD
USD
Equivalent
IRS SGD1,436,527,717,785 $1,036,465,334,664
OIS SGD0 $0
Basis SGD2,966,000,000 $2,161,975,545
Zeroes SGD320,000,000 $232,228,082
FRAs SGD0 $0
VNS SGD135,630,000 $97,832,112
Inflation SGD0 $0
TotalSGD1,439,949,347,785$1,038,957,370,403
ProductVolume
THB
USD
Equivalent
IRS THB6,756,826,171,162 $216,072,717,611
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB6,756,826,171,162$216,072,717,611
ProductVolume
TWD
USD
Equivalent
IRS TWD2,750,120,451,326 $91,202,880,147
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,750,120,451,326$91,202,880,147
ProductVolume
ZAR
USD
Equivalent
IRS ZAR29,016,844,190,103 $1,876,018,110,467
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR29,016,844,190,103$1,876,018,110,467
ProductUSD
Equivalent
IRS$101,481,623,179,383
OIS$183,490,244,220,920
Basis$12,325,812,547,189
Zeroes$128,249,626,411
FRAs$122,680,697,048,471
VNS$315,819,192,166
Inflation$2,000,501,069,183
Total$422,422,946,883,723
Show:
ProductUSD
Equivalent
IRS $56,921,443,387,071
OIS $29,258,019,898,415
Basis $20,534,537,531,823
Zeroes $92,467,235,731
FRAs $43,894,627,683,199
VNS $1,315,441,428,559
Inflation $1,493,534,585,528
Total$153,510,071,750,326
ProductVolume
EUR
USD
Equivalent
IRS €48,608,132,010,172 $52,992,585,517,489
OIS €17,184,584,485,494 $18,734,634,006,086
Basis €982,868,784,901 $1,071,523,549,299
Zeroes €170,426,667,434 $185,799,152,837
FRAs €14,443,330,693,981 $15,746,119,122,578
VNS €893,543,118,941 $974,140,708,269
Inflation €2,328,816,795,802 $2,538,876,070,783
Total€84,611,702,556,725$92,243,678,127,341
ProductVolume
GBP
USD
Equivalent
IRS £12,546,146,352,206 $15,478,180,754,716
OIS £13,018,354,572,781 $16,060,744,036,440
Basis £6,705,540,904,821 $8,272,625,814,277
Zeroes £332,656,968,628 $410,398,902,197
FRAs £7,798,352,142,791 $9,620,827,038,561
VNS £308,740,437,648 $380,893,077,927
Inflation £2,223,942,707,303 $2,743,678,118,000
Total£42,933,734,086,178$52,967,347,742,118
ProductVolume
JPY
USD
Equivalent
IRS ¥958,679,909,247,838 $8,806,135,206,429
OIS ¥90,463,788,199,303 $830,972,196,751
Basis ¥173,383,106,822,970 $1,592,643,244,596
Zeroes ¥0 $0
FRAs ¥804,000,000,000 $7,385,293,712
VNS ¥111,941,422,393 $1,028,259,058
Inflation ¥0 $0
Total¥1,223,442,745,692,504$11,238,164,200,546
ProductVolume
CHF
USD
Equivalent
IRS CHF1,858,718,234,732 $1,917,983,938,429
OIS CHF338,399,964,454 $349,189,933,396
Basis CHF470,017,481,178 $485,004,108,119
Zeroes CHF7,052 $7,277
FRAs CHF503,918,990,372 $519,986,575,557
VNS CHF2,952,432,392 $3,046,571,450
Inflation CHF0 $0
TotalCHF3,174,007,110,180$3,275,211,134,228
ProductVolume
AUD
USD
Equivalent
IRS $16,659,145,202,625 $10,322,006,367,546
OIS $20,587,152,716,359 $12,755,799,823,056
Basis $4,363,244,447,883 $2,703,466,259,908
Zeroes $6,571,700,771 $4,071,825,797
FRAs $0 $0
VNS $30,281,598,300 $18,762,478,307
Inflation $0 $0
Total$41,646,395,665,938$25,804,106,754,614
ProductVolume
CAD
USD
Equivalent
IRS $14,219,439,779,141 $10,163,276,234,108
OIS $5,590,106,693,381 $3,995,501,889,344
Basis $1,097,631,336,028 $784,526,721,484
Zeroes $19,283,369,128 $13,782,695,396
FRAs $0 $0
VNS $231,559,365,862 $165,505,943,723
Inflation $0 $0
Total$21,158,020,543,540$15,122,593,484,055
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL60,223,035,085 $11,545,163,255
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL60,223,035,085$11,545,163,255
ProductVolume
CLP
USD
Equivalent
IRS CLP9,354,028,120,214 $10,952,489,149
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,354,028,120,214$10,952,489,149
ProductVolume
CNY
USD
Equivalent
IRS CNY10,989,659,740,192 $1,559,746,194,923
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY10,989,659,740,192$1,559,746,194,923
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,502,434,561,204 $3,710,011,400
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,502,434,561,204$3,710,011,400
ProductVolume
CZK
USD
Equivalent
IRS CZK29,365,924,519,197 $1,180,587,139,953
OIS CZK0 $0
Basis CZK5,250,000,000 $211,063,761
Zeroes CZK30,955,400,000 $1,244,488,221
FRAs CZK15,692,432,370,960 $630,876,914,487
VNS CZK61,398,734,100 $2,468,390,050
Inflation CZK0 $0
TotalCZK45,155,961,024,257$1,815,387,996,472
ProductVolume
DKK
USD
Equivalent
IRS DKK4,685,974,242,716 $684,483,529,465
OIS DKK0 $0
Basis DKK6,700,000,000 $978,673,678
Zeroes DKK15,500,000,000 $2,264,095,822
FRAs DKK54,400,000,000 $7,946,245,983
VNS DKK4,058,786,812 $592,869,824
Inflation DKK0 $0
TotalDKK4,766,633,029,528$696,265,414,772
ProductVolume
HKD
USD
Equivalent
IRS HKD19,333,187,410,119 $2,493,752,124,773
OIS HKD0 $0
Basis HKD1,115,774,959,140 $143,921,750,516
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,247,864
Inflation HKD0 $0
TotalHKD20,450,948,969,259$2,637,930,123,153
ProductVolume
HUF
USD
Equivalent
IRS HUF189,965,053,490,391 $579,338,376,000
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF102,600,000,000 $312,900,274
FRAs HUF58,244,462,909,177 $177,628,737,143
VNS HUF851,659,858,958 $2,597,315,825
Inflation HUF0 $0
TotalHUF249,163,776,258,526$759,877,329,242
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR51,810,477,229,461 $684,916,084,731
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR51,810,477,229,461$684,916,084,731
ProductVolume
KRW
USD
Equivalent
IRS KRW2,809,523,732,194,490 $2,313,888,759,837
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,809,523,732,194,490$2,313,888,759,837
ProductVolume
MXN
USD
Equivalent
IRS MXN1,832,068,916,671 $75,874,791,287
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,832,068,916,671$75,874,791,287
ProductVolume
NOK
USD
Equivalent
IRS NOK12,231,491,435,919 $1,187,488,853,326
OIS NOK0 $0
Basis NOK269,927,941,020 $26,205,832,939
Zeroes NOK0 $0
FRAs NOK11,155,570,818,404 $1,083,033,583,333
VNS NOK92,741,583,238 $9,003,774,962
Inflation NOK0 $0
TotalNOK23,749,731,778,581$2,305,732,044,560
ProductVolume
NZD
USD
Equivalent
IRS NZD7,622,481,033,035 $4,569,677,379,305
OIS NZD3,240,038,778,698 $1,942,403,247,829
Basis NZD18,679,740,000 $11,198,504,130
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,172,543,089 $702,939,582
Inflation NZD0 $0
TotalNZD10,882,372,094,822$6,523,982,070,846
ProductVolume
PLN
USD
Equivalent
IRS PLN4,696,997,818,143 $1,132,639,124,692
OIS PLN0 $0
Basis PLN1,500,000,000 $361,711,619
Zeroes PLN5,855,800,000 $1,412,073,934
FRAs PLN1,146,526,522,196 $276,474,643,339
VNS PLN10,475,652,468 $2,526,110,146
Inflation PLN0 $0
TotalPLN5,861,355,792,807$1,413,413,663,730
ProductVolume
SEK
USD
Equivalent
IRS SEK36,151,626,307,451 $3,601,728,184,617
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $86,839,108
FRAs SEK17,129,843,398,577 $1,706,618,652,285
VNS SEK50,278,850,957 $5,009,200,777
Inflation SEK0 $0
TotalSEK53,332,620,187,167$5,313,442,876,787
ProductVolume
SGD
USD
Equivalent
IRS SGD3,260,024,078,679 $2,291,676,270,556
OIS SGD0 $0
Basis SGD5,996,205,896 $4,215,110,819
Zeroes SGD620,000,000 $435,837,053
FRAs SGD0 $0
VNS SGD381,610,844 $268,258,299
Inflation SGD0 $0
TotalSGD3,267,021,895,419$2,296,595,476,727
ProductVolume
THB
USD
Equivalent
IRS THB13,698,025,562,534 $418,771,799,527
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB13,698,025,562,534$418,771,799,527
ProductVolume
TWD
USD
Equivalent
IRS TWD5,256,687,241,230 $174,675,591,189
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,256,687,241,230$174,675,591,189
ProductVolume
ZAR
USD
Equivalent
IRS ZAR40,140,413,760,398 $2,198,282,233,769
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $14,786,499
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR40,140,683,760,398$2,198,297,020,268
ProductUSD
Equivalent
IRS$181,086,719,411,411
OIS$84,615,891,127,448
Basis$35,631,419,876,968
Zeroes$712,290,840,146
FRAs$73,671,524,490,177
VNS$2,882,243,574,622
Inflation$6,776,088,774,311
Total$385,376,178,095,083

Figures as of COB Apr 7, 2020.

Notional Outstanding by Product

As of COB Apr 7, 2020

Daily Notional by Tenor

As of COB Apr 7, 2020

Notional Outstanding by Currency

As of COB Apr 7, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, 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 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • 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 trillion notional per day based on daily average over 2017.
  • "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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