Volumes

  • Client Notional Cleared (USD)
    $1,337,431,303,382,791
    Client Notional Outstanding (USD)
    $55,667,485,305,266
    As of COB Jul 3, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,931,736,000,000,000
    Trades Compressed
    25,631,196
  • 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 Jul 3, 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
$876,481,000
$703,922,352,475
$68,019,038,948,558
$23,682,103,646,932
EUR
€61,443,327,138
€519,889,515,289
€23,410,096,075,392
€11,821,656,870,721
GBP
£68,957,470,540
£351,372,951,367
£22,476,575,851,580
£5,455,620,597,315
JPY
¥607,220,580,000
¥3,635,899,189,000
¥191,946,306,322,608
¥103,450,852,769,919
CHF
CHF359,840,000
CHF19,339,976,076
CHF491,162,673,286
CHF334,442,590,969
AUD
$18,226,463,385
$110,148,055,966
$17,292,729,929,581
$5,921,954,143,170
CAD
$7,081,960,000
$61,313,787,285
$7,597,401,812,866
$1,992,656,403,150
Other*
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$19,838,857,153
$254,565,217,297
$8,032,915,389,698
$4,988,386,127,270
BRL
BRL0
BRL0
BRL49,845,164,376
BRL10,502,010,071
CLP
CLP0
CLP240,000,000
CLP3,058,598,723,142
CLP1,242,710,450,000
CNY
CNY32,799,080,000
CNY111,551,045,000
CNY3,321,499,696,163
CNY1,554,652,876,830
COP
COP0
COP0
COP8,988,190,776,944
COP1,782,645,700,000
CZK
CZK12,737,927,488
CZK211,251,711,683
CZK12,312,310,131,545
CZK5,491,286,113,027
DKK
DKK1,035,000,000
DKK5,479,335,254
DKK499,591,738,410
DKK959,411,845,302
HKD
HKD10,064,000,000
HKD52,279,769,554
HKD2,884,773,536,282
HKD3,388,811,118,507
HUF
HUF200,036,434,530
HUF1,567,811,410,185
HUF75,553,246,853,977
HUF35,677,543,500,935
INR
INR12,750,000,000
INR331,399,948,000
INR11,166,154,962,288
INR5,155,329,640,780
KRW
KRW801,400,000,000
KRW26,327,088,671,000
KRW749,179,334,941,298
KRW386,366,506,329,977
MXN
MXN0
MXN25,305,770,000
MXN621,701,124,456
MXN251,646,889,346
NOK
NOK10,701,300,000
NOK63,550,539,521
NOK4,634,356,232,392
NOK1,704,186,942,512
NZD
NZD1,072,200,000
NZD172,396,137,342
NZD3,467,152,497,203
NZD1,623,222,298,353
PLN
PLN4,009,600,000
PLN33,047,567,600
PLN1,586,116,201,513
PLN1,127,050,573,659
SEK
SEK46,425,200,361
SEK236,109,991,361
SEK9,955,738,750,871
SEK5,113,580,785,802
SGD
SGD2,093,600,000
SGD24,361,217,939
SGD616,197,456,764
SGD884,255,453,990
THB
THB5,079,000,000
THB47,623,000,000
THB2,634,649,696,062
THB761,759,086,189
TWD
TWD11,410,000,000
TWD35,596,900,000
TWD1,212,355,248,330
TWD408,511,728,726
ZAR
ZAR31,591,063,889
ZAR303,389,705,551
ZAR14,087,570,679,133
ZAR11,739,671,629,908
Total in USD$199,743,423,054$2,154,580,687,484$149,967,188,813,768$55,667,485,305,266

Figures as of COB Jul 3, 2020. Weekly figures as of COB Jul 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 $202,481,000
OIS $174,000,000
Basis $0
Zeroes $0
FRAs $500,000,000
VNS $0
Inflation $0
Total$876,481,000
ProductVolume
EUR
USD
Equivalent
IRS €20,565,281,600 $23,123,602,631
OIS €29,801,800,000 $33,509,143,920
Basis €330,744,000 $371,888,554
Zeroes €0 $0
FRAs €10,130,000,000 $11,390,172,000
VNS €173,521,538 $195,107,618
Inflation €441,980,000 $496,962,312
Total€61,443,327,138$69,086,877,035
ProductVolume
GBP
USD
Equivalent
IRS £6,606,100,000 $8,241,770,360
OIS £56,438,453,540 $70,412,614,637
Basis £2,033,100,000 $2,536,495,560
Zeroes £0 $0
FRAs £2,500,000,000 $3,119,000,000
VNS £0 $0
Inflation £1,379,817,000 $1,721,459,689
Total£68,957,470,540$86,031,340,246
ProductVolume
JPY
USD
Equivalent
IRS ¥467,220,580,000 $4,346,237,953
OIS ¥125,000,000,000 $1,162,790,698
Basis ¥15,000,000,000 $139,534,884
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥607,220,580,000$5,648,563,535
ProductVolume
CHF
USD
Equivalent
IRS CHF359,840,000 $380,762,923
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF359,840,000$380,762,923
ProductVolume
AUD
USD
Equivalent
IRS $4,787,463,385 $3,324,175,201
OIS $12,440,000,000 $8,637,714,000
Basis $999,000,000 $693,655,650
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$18,226,463,385$12,655,544,851
ProductVolume
CAD
USD
Equivalent
IRS $5,081,960,000 $3,749,417,146
OIS $2,000,000,000 $1,475,579,165
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$7,081,960,000$5,224,996,311
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
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 CNY32,799,080,000 $4,641,587,241
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY32,799,080,000$4,641,587,241
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 CZK7,987,927,488 $336,610,164
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,750,000,000 $200,164,345
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK12,737,927,488$536,774,509
ProductVolume
DKK
USD
Equivalent
IRS DKK1,035,000,000 $156,207,552
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,035,000,000$156,207,552
ProductVolume
HKD
USD
Equivalent
IRS HKD9,864,000,000 $1,272,765,982
OIS HKD0 $0
Basis HKD200,000,000 $25,806,285
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,064,000,000$1,298,572,267
ProductVolume
HUF
USD
Equivalent
IRS HUF200,036,434,530 $636,632,935
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF200,036,434,530$636,632,935
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR12,750,000,000 $170,829,091
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR12,750,000,000$170,829,091
ProductVolume
KRW
USD
Equivalent
IRS KRW801,400,000,000 $668,223,130
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW801,400,000,000$668,223,130
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK9,701,300,000 $1,023,732,641
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,000,000,000 $105,525,305
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK10,701,300,000$1,129,257,946
ProductVolume
NZD
USD
Equivalent
IRS NZD699,700,000 $457,183,980
OIS NZD372,500,000 $243,391,500
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,072,200,000$700,575,480
ProductVolume
PLN
USD
Equivalent
IRS PLN3,509,600,000 $884,007,959
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN500,000,000 $125,941,412
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,009,600,000$1,009,949,371
ProductVolume
SEK
USD
Equivalent
IRS SEK44,925,200,361 $4,822,887,854
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,500,000,000 $161,030,596
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK46,425,200,361$4,983,918,450
ProductVolume
SGD
USD
Equivalent
IRS SGD2,093,600,000 $1,501,703,547
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,093,600,000$1,501,703,547
ProductVolume
THB
USD
Equivalent
IRS THB5,079,000,000 $163,206,941
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB5,079,000,000$163,206,941
ProductVolume
TWD
USD
Equivalent
IRS TWD11,410,000,000 $387,423,177
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD11,410,000,000$387,423,177
ProductVolume
ZAR
USD
Equivalent
IRS ZAR31,591,063,889 $1,853,995,516
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR31,591,063,889$1,853,995,516
ProductUSD
Equivalent
IRS$62,174,615,833
OIS$115,786,063,011
Basis$3,767,380,933
Zeroes$0
FRAs$15,601,833,658
VNS$195,107,618
Inflation$2,218,422,001
Total$199,743,423,054
Show:
ProductUSD
Equivalent
IRS $332,871,906,354
OIS $165,337,210,000
Basis $96,068,285,000
Zeroes $2,500,000
FRAs $100,312,000,000
VNS $2,679,695,667
Inflation $6,650,755,454
Total$703,922,352,475
ProductVolume
EUR
USD
Equivalent
IRS €184,401,918,982 $207,233,531,190
OIS €274,610,382,876 $308,641,428,051
Basis €5,721,294,000 $6,431,177,854
Zeroes €1,000,000,000 $1,123,400,000
FRAs €46,527,000,000 $52,290,097,325
VNS €722,126,431 $811,579,636
Inflation €6,906,793,000 $7,762,194,053
Total€519,889,515,289$584,293,408,109
ProductVolume
GBP
USD
Equivalent
IRS £76,722,990,659 $95,064,422,990
OIS £226,601,413,201 $281,702,824,445
Basis £16,928,750,000 $21,019,272,540
Zeroes £0 $0
FRAs £21,439,300,000 $26,623,897,650
VNS £32,727,294 $40,207,117
Inflation £9,647,770,213 $11,984,304,180
Total£351,372,951,367$436,434,928,922
ProductVolume
JPY
USD
Equivalent
IRS ¥3,205,263,065,000 $29,769,253,005
OIS ¥415,636,124,000 $3,861,285,964
Basis ¥15,000,000,000 $139,534,884
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,635,899,189,000$33,770,073,853
ProductVolume
CHF
USD
Equivalent
IRS CHF16,184,976,076 $17,074,894,399
OIS CHF805,000,000 $850,143,166
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF2,350,000,000 $2,483,624,690
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF19,339,976,076$20,408,662,255
ProductVolume
AUD
USD
Equivalent
IRS $41,361,173,593 $28,528,368,333
OIS $64,349,000,000 $44,509,825,200
Basis $4,428,000,000 $3,050,345,450
Zeroes $0 $0
FRAs $0 $0
VNS $9,882,373 $6,833,167
Inflation $0 $0
Total$110,148,055,966$76,095,372,150
ProductVolume
CAD
USD
Equivalent
IRS $46,157,687,285 $33,930,518,343
OIS $8,652,300,000 $6,373,999,694
Basis $6,500,000,000 $4,783,356,256
Zeroes $0 $0
FRAs $0 $0
VNS $3,800,000 $2,798,130
Inflation $0 $0
Total$61,313,787,285$45,090,672,423
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP240,000,000 $299,708
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP240,000,000$299,708
ProductVolume
CNY
USD
Equivalent
IRS CNY111,551,045,000 $15,780,058,597
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY111,551,045,000$15,780,058,597
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 CZK182,801,711,683 $7,704,979,757
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK28,450,000,000 $1,198,647,662
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK211,251,711,683$8,903,627,419
ProductVolume
DKK
USD
Equivalent
IRS DKK5,479,335,254 $826,457,887
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,479,335,254$826,457,887
ProductVolume
HKD
USD
Equivalent
IRS HKD49,899,769,554 $6,438,371,465
OIS HKD0 $0
Basis HKD2,380,000,000 $307,080,276
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD52,279,769,554$6,745,451,741
ProductVolume
HUF
USD
Equivalent
IRS HUF1,194,311,410,185 $3,800,485,284
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF373,500,000,000 $1,183,956,625
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,567,811,410,185$4,984,441,909
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR331,399,948,000 $4,393,978,161
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR331,399,948,000$4,393,978,161
ProductVolume
KRW
USD
Equivalent
IRS KRW26,327,088,671,000 $21,927,646,083
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW26,327,088,671,000$21,927,646,083
ProductVolume
MXN
USD
Equivalent
IRS MXN25,305,770,000 $1,117,204,717
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN25,305,770,000$1,117,204,717
ProductVolume
NOK
USD
Equivalent
IRS NOK52,632,017,207 $5,504,440,745
OIS NOK0 $0
Basis NOK4,000,000,000 $416,245,161
Zeroes NOK0 $0
FRAs NOK6,600,000,000 $686,715,499
VNS NOK318,522,314 $33,331,403
Inflation NOK0 $0
TotalNOK63,550,539,521$6,640,732,808
ProductVolume
NZD
USD
Equivalent
IRS NZD24,287,541,342 $15,762,195,946
OIS NZD148,106,096,000 $95,951,880,875
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,500,000 $1,613,625
Inflation NZD0 $0
TotalNZD172,396,137,342$111,715,690,446
ProductVolume
PLN
USD
Equivalent
IRS PLN25,729,567,600 $6,477,488,806
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,318,000,000 $1,841,847,109
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN33,047,567,600$8,319,335,915
ProductVolume
SEK
USD
Equivalent
IRS SEK182,832,916,361 $19,625,130,341
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK53,250,000,000 $5,715,669,438
VNS SEK27,075,000 $2,904,420
Inflation SEK0 $0
TotalSEK236,109,991,361$25,343,704,199
ProductVolume
SGD
USD
Equivalent
IRS SGD24,351,217,939 $17,461,719,432
OIS SGD0 $0
Basis SGD10,000,000 $7,171,286
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD24,361,217,939$17,468,890,718
ProductVolume
THB
USD
Equivalent
IRS THB47,623,000,000 $1,535,971,934
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB47,623,000,000$1,535,971,934
ProductVolume
TWD
USD
Equivalent
IRS TWD35,596,900,000 $1,208,631,499
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD35,596,900,000$1,208,631,499
ProductVolume
ZAR
USD
Equivalent
IRS ZAR303,389,705,551 $17,653,093,556
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR303,389,705,551$17,653,093,556
ProductUSD
Equivalent
IRS$887,297,070,371
OIS$911,622,575,556
Basis$132,222,468,707
Zeroes$1,125,900,000
FRAs$192,336,455,998
VNS$3,578,963,165
Inflation$26,397,253,687
Total$2,154,580,687,484
Show:
ProductUSD
Equivalent
IRS $17,540,524,236,304
OIS $32,619,807,068,532
Basis $4,326,893,685,409
Zeroes $19,414,691,774
FRAs $13,212,302,215,503
VNS $72,414,486,304
Inflation $227,682,564,732
Total$68,019,038,948,558
ProductVolume
EUR
USD
Equivalent
IRS €8,969,178,400,041 $9,903,629,672,186
OIS €12,447,921,432,120 $13,735,731,472,342
Basis €170,127,054,000 $187,141,784,983
Zeroes €27,540,807,000 $30,432,449,928
FRAs €1,430,442,630,000 $1,577,188,292,868
VNS €86,860,837,353 $95,428,910,062
Inflation €278,024,914,878 $306,104,006,359
Total€23,410,096,075,392$25,835,656,588,728
ProductVolume
GBP
USD
Equivalent
IRS £3,251,537,567,409 $4,118,537,857,186
OIS £17,042,764,380,336 $21,821,083,227,768
Basis £571,552,150,781 $726,699,480,066
Zeroes £20,681,077,480 $26,284,524,524
FRAs £1,318,249,800,000 $1,668,307,364,242
VNS £10,030,030,905 $12,570,948,432
Inflation £261,760,844,669 $330,609,337,201
Total£22,476,575,851,580$28,704,092,739,419
ProductVolume
JPY
USD
Equivalent
IRS ¥174,098,492,198,608 $1,610,613,149,293
OIS ¥14,088,949,124,000 $130,578,389,294
Basis ¥2,846,865,000,000 $26,276,100,721
Zeroes ¥0 $0
FRAs ¥912,000,000,000 $8,495,022,883
VNS ¥0 $0
Inflation ¥0 $0
Total¥191,946,306,322,608$1,775,962,662,191
ProductVolume
CHF
USD
Equivalent
IRS CHF432,409,530,786 $448,620,012,931
OIS CHF44,366,900,000 $45,975,692,480
Basis CHF1,763,350,000 $1,822,352,899
Zeroes CHF0 $0
FRAs CHF12,550,000,000 $12,939,525,556
VNS CHF72,892,500 $75,290,109
Inflation CHF0 $0
TotalCHF491,162,673,286$509,432,873,975
ProductVolume
AUD
USD
Equivalent
IRS $2,253,780,648,563 $1,481,808,888,113
OIS $14,711,079,198,048 $9,776,788,769,991
Basis $326,930,408,738 $213,612,989,616
Zeroes $0 $0
FRAs $0 $0
VNS $939,674,232 $633,439,924
Inflation $0 $0
Total$17,292,729,929,581$11,472,844,087,644
ProductVolume
CAD
USD
Equivalent
IRS $2,959,155,594,280 $2,170,416,357,776
OIS $4,538,482,942,000 $3,373,580,720,736
Basis $97,405,175,000 $71,507,727,184
Zeroes $183,625,608 $137,886,651
FRAs $0 $0
VNS $2,174,475,978 $1,602,831,208
Inflation $0 $0
Total$7,597,401,812,866$5,617,245,523,555
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL49,845,164,376 $10,362,068,658
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL49,845,164,376$10,362,068,658
ProductVolume
CLP
USD
Equivalent
IRS CLP3,058,598,723,142 $3,736,010,106
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,058,598,723,142$3,736,010,106
ProductVolume
CNY
USD
Equivalent
IRS CNY3,321,499,696,163 $472,160,448,988
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,321,499,696,163$472,160,448,988
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP8,988,190,776,944 $2,447,057,919
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP8,988,190,776,944$2,447,057,919
ProductVolume
CZK
USD
Equivalent
IRS CZK7,249,207,834,545 $306,986,674,368
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK5,048,908,440,000 $216,083,282,595
VNS CZK241,157,000 $9,560,427
Inflation CZK0 $0
TotalCZK12,312,310,131,545$523,676,332,906
ProductVolume
DKK
USD
Equivalent
IRS DKK409,819,382,458 $60,243,981,203
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK89,616,000,000 $13,152,169,952
VNS DKK156,355,952 $22,993,916
Inflation DKK0 $0
TotalDKK499,591,738,410$73,419,145,071
ProductVolume
HKD
USD
Equivalent
IRS HKD2,629,439,786,282 $338,707,585,862
OIS HKD0 $0
Basis HKD255,103,750,000 $32,878,496,078
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD2,884,773,536,282$371,615,689,174
ProductVolume
HUF
USD
Equivalent
IRS HUF52,016,444,853,977 $167,465,228,861
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $16,744,964
FRAs HUF23,531,802,000,000 $75,651,284,646
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF75,553,246,853,977$243,133,258,471
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,166,154,962,288 $152,200,654,269
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,166,154,962,288$152,200,654,269
ProductVolume
KRW
USD
Equivalent
IRS KRW749,179,334,941,298 $625,187,770,963
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW749,179,334,941,298$625,187,770,963
ProductVolume
MXN
USD
Equivalent
IRS MXN621,701,124,456 $28,694,240,215
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN621,701,124,456$28,694,240,215
ProductVolume
NOK
USD
Equivalent
IRS NOK2,612,324,183,791 $270,745,809,183
OIS NOK0 $0
Basis NOK29,580,000,000 $3,100,044,758
Zeroes NOK0 $0
FRAs NOK1,984,868,300,000 $209,635,102,482
VNS NOK7,583,748,601 $783,420,392
Inflation NOK0 $0
TotalNOK4,634,356,232,392$484,264,376,815
ProductVolume
NZD
USD
Equivalent
IRS NZD877,650,019,807 $552,058,996,934
OIS NZD2,573,792,286,000 $1,627,587,616,155
Basis NZD15,665,600,000 $9,938,377,750
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD44,591,396 $27,910,758
Inflation NZD0 $0
TotalNZD3,467,152,497,203$2,189,612,901,597
ProductVolume
PLN
USD
Equivalent
IRS PLN1,242,809,732,833 $313,764,640,779
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,077,900,000 $528,916,153
FRAs PLN339,412,031,000 $85,678,445,954
VNS PLN1,816,537,680 $437,226,000
Inflation PLN0 $0
TotalPLN1,586,116,201,513$400,409,228,886
ProductVolume
SEK
USD
Equivalent
IRS SEK6,986,968,041,549 $725,123,285,920
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,966,344,000,000 $306,854,360,809
VNS SEK2,426,709,322 $254,035,635
Inflation SEK0 $0
TotalSEK9,955,738,750,871$1,032,231,682,364
ProductVolume
SGD
USD
Equivalent
IRS SGD613,141,351,764 $439,518,174,688
OIS SGD250,000,000 $176,279,791
Basis SGD2,281,000,000 $1,646,490,570
Zeroes SGD290,000,000 $208,995,867
FRAs SGD0 $0
VNS SGD235,105,000 $170,441,894
Inflation SGD0 $0
TotalSGD616,197,456,764$441,720,382,810
ProductVolume
THB
USD
Equivalent
IRS THB2,634,649,696,062 $83,686,356,930
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,634,649,696,062$83,686,356,930
ProductVolume
TWD
USD
Equivalent
IRS TWD1,212,355,248,330 $40,362,042,702
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,212,355,248,330$40,362,042,702
ProductVolume
ZAR
USD
Equivalent
IRS ZAR14,087,570,679,133 $853,995,740,854
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR14,087,570,679,133$853,995,740,854
ProductUSD
Equivalent
IRS$42,566,949,231,003
OIS$83,285,956,949,277
Basis$5,601,579,723,923
Zeroes$77,558,831,488
FRAs$17,386,287,067,490
VNS$184,461,102,295
Inflation$864,395,908,292
Total$149,967,188,813,768
Show:
ProductUSD
Equivalent
IRS $11,742,923,068,180
OIS $6,883,981,610,531
Basis $2,982,229,662,240
Zeroes $16,700,811,028
FRAs $1,576,276,211,820
VNS $311,492,619,403
Inflation $168,499,663,731
Total$23,682,103,646,933
ProductVolume
EUR
USD
Equivalent
IRS €6,472,831,910,718 $7,278,052,200,411
OIS €4,188,043,004,807 $4,709,035,554,605
Basis €219,510,992,109 $246,818,159,527
Zeroes €30,481,258,939 $34,273,127,550
FRAs €472,560,869,885 $531,347,442,099
VNS €242,217,796,850 $272,349,690,778
Inflation €196,011,037,415 $220,394,810,469
Total€11,821,656,870,723$13,292,270,985,439
ProductVolume
GBP
USD
Equivalent
IRS £1,368,985,287,815 $1,707,946,045,079
OIS £3,067,983,858,560 $3,827,616,661,939
Basis £429,905,463,252 $536,350,055,954
Zeroes £18,855,425,108 $23,524,028,364
FRAs £257,116,030,235 $320,777,959,321
VNS £54,004,387,914 $67,375,874,361
Inflation £258,770,144,431 $322,841,632,192
Total£5,455,620,597,315$6,806,432,257,210
ProductVolume
JPY
USD
Equivalent
IRS ¥81,117,819,046,557 $754,584,363,224
OIS ¥12,096,604,777,260 $112,526,556,068
Basis ¥9,928,675,860,784 $92,359,775,449
Zeroes ¥0 $0
FRAs ¥300,000,000,000 $2,790,697,674
VNS ¥7,753,085,318 $72,121,724
Inflation ¥0 $0
Total¥103,450,852,769,919$962,333,514,139
ProductVolume
CHF
USD
Equivalent
IRS CHF260,737,843,481 $275,898,464,083
OIS CHF39,182,070,988 $41,460,315,315
Basis CHF29,462,600,000 $31,175,704,989
Zeroes CHF0 $0
FRAs CHF4,344,100,000 $4,596,688,006
VNS CHF715,976,500 $757,607,005
Inflation CHF0 $0
TotalCHF334,442,590,969$353,888,779,398
ProductVolume
AUD
USD
Equivalent
IRS $1,033,646,643,418 $717,712,546,857
OIS $4,686,512,593,449 $3,254,080,019,261
Basis $195,578,324,920 $135,799,809,909
Zeroes $23,102,501 $16,041,222
FRAs $0 $0
VNS $6,193,478,881 $4,300,442,061
Inflation $0 $0
Total$5,921,954,143,169$4,111,908,859,310
ProductVolume
CAD
USD
Equivalent
IRS $1,396,135,294,207 $1,030,054,075,703
OIS $475,545,012,548 $350,852,156,225
Basis $110,335,204,952 $81,404,164,787
Zeroes $793,512,385 $585,445,171
FRAs $0 $0
VNS $9,847,379,058 $7,265,293,683
Inflation $0 $0
Total$1,992,656,403,150$1,470,161,135,569
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,502,010,071 $1,977,761,051
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,502,010,071$1,977,761,051
ProductVolume
CLP
USD
Equivalent
IRS CLP1,242,710,450,000 $1,548,510,255
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,242,710,450,000$1,548,510,255
ProductVolume
CNY
USD
Equivalent
IRS CNY1,554,652,876,830 $220,007,907,453
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,554,652,876,830$220,007,907,453
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,782,645,700,000 $488,931,898
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,782,645,700,000$488,931,898
ProductVolume
CZK
USD
Equivalent
IRS CZK3,730,239,324,037 $157,191,771,098
OIS CZK0 $0
Basis CZK2,625,000,000 $110,617,138
Zeroes CZK12,352,700,000 $520,541,076
FRAs CZK1,740,637,330,940 $73,350,217,271
VNS CZK5,431,758,050 $228,893,536
Inflation CZK0 $0
TotalCZK5,491,286,113,027$231,402,040,119
ProductVolume
DKK
USD
Equivalent
IRS DKK925,832,988,427 $139,731,502,374
OIS DKK0 $0
Basis DKK3,350,000,000 $505,599,324
Zeroes DKK0 $0
FRAs DKK28,151,000,000 $4,248,694,497
VNS DKK2,077,856,874 $313,600,905
Inflation DKK0 $0
TotalDKK959,411,845,301$144,799,397,100
ProductVolume
HKD
USD
Equivalent
IRS HKD3,030,357,315,421 $391,011,324,497
OIS HKD0 $0
Basis HKD357,260,503,086 $46,097,832,025
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,973,200
Inflation HKD0 $0
TotalHKD3,388,811,118,507$437,263,129,722
ProductVolume
HUF
USD
Equivalent
IRS HUF22,088,115,321,456 $70,297,302,191
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF36,900,000,000 $117,437,383
FRAs HUF13,522,748,250,000 $43,037,294,325
VNS HUF29,779,929,479 $94,777,154
Inflation HUF0 $0
TotalHUF35,677,543,500,935$113,546,811,053
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,155,329,640,780 $69,072,962,656
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,155,329,640,780$69,072,962,656
ProductVolume
KRW
USD
Equivalent
IRS KRW386,366,506,329,977 $322,160,015,284
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW386,366,506,329,977$322,160,015,284
ProductVolume
MXN
USD
Equivalent
IRS MXN251,646,889,346 $11,243,245,786
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN251,646,889,346$11,243,245,786
ProductVolume
NOK
USD
Equivalent
IRS NOK1,209,320,675,830 $127,613,933,121
OIS NOK0 $0
Basis NOK108,901,714,206 $11,491,886,603
Zeroes NOK0 $0
FRAs NOK346,670,773,414 $36,582,539,088
VNS NOK39,293,779,062 $4,146,488,019
Inflation NOK0 $0
TotalNOK1,704,186,942,512$179,834,846,831
ProductVolume
NZD
USD
Equivalent
IRS NZD783,535,698,856 $511,962,225,633
OIS NZD826,299,591,040 $539,904,152,786
Basis NZD12,964,040,000 $8,470,703,736
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD422,968,456 $276,367,589
Inflation NZD0 $0
TotalNZD1,623,222,298,352$1,060,613,449,744
ProductVolume
PLN
USD
Equivalent
IRS PLN892,225,213,181 $224,736,206,438
OIS PLN0 $0
Basis PLN1,300,000,000 $327,447,671
Zeroes PLN2,077,900,000 $523,387,320
FRAs PLN226,820,031,000 $57,132,069,973
VNS PLN4,627,429,477 $1,165,570,005
Inflation PLN0 $0
TotalPLN1,127,050,573,658$283,884,681,407
ProductVolume
SEK
USD
Equivalent
IRS SEK4,177,446,192,878 $448,464,432,945
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,891,756
FRAs SEK917,587,363,235 $98,506,426,542
VNS SEK18,287,417,979 $1,963,222,542
Inflation SEK0 $0
TotalSEK5,113,580,785,802$548,961,973,785
ProductVolume
SGD
USD
Equivalent
IRS SGD880,037,352,672 $631,235,772,817
OIS SGD250,000,000 $179,320,733
Basis SGD3,260,005,896 $2,338,346,588
Zeroes SGD350,000,000 $251,049,026
FRAs SGD0 $0
VNS SGD358,095,422 $256,855,734
Inflation SGD0 $0
TotalSGD884,255,453,990$634,261,344,898
ProductVolume
THB
USD
Equivalent
IRS THB761,759,086,189 $24,478,119,736
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB761,759,086,189$24,478,119,736
ProductVolume
TWD
USD
Equivalent
IRS TWD408,511,728,726 $13,870,895,003
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD408,511,728,726$13,870,895,003
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,739,671,629,908 $688,970,103,490
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,739,671,629,908$688,970,103,490
ProductUSD
Equivalent
IRS$27,493,671,792,709
OIS$19,789,198,242,017
Basis$4,175,479,765,940
Zeroes$76,539,759,896
FRAs$2,748,646,240,616
VNS$672,213,397,699
Inflation$711,736,106,392
Total$55,667,485,305,269

Figures as of COB Jul 3, 2020.

Notional Outstanding by Product

As of COB Jul 3, 2020

Daily Notional by Tenor
 

As of COB Jul 3, 2020

Notional Outstanding by Tenor
 

As of COB Jul 3, 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
$8,069,952,000
$5,123,252,718,289
$296,419,671,404,723
$126,040,343,602,817
EUR
€215,985,832,277
€4,005,767,141,011
€134,424,608,850,222
€81,607,465,919,666
GBP
£226,468,659,000
£1,584,895,780,468
£86,211,375,009,027
£36,194,321,694,126
JPY
¥1,567,896,320,000
¥28,804,266,836,000
¥800,360,518,792,730
¥1,171,453,592,639,230
CHF
CHF4,446,880,000
CHF155,922,983,752
CHF3,656,003,089,783
CHF3,273,288,610,105
AUD
$67,299,737,210
$490,225,443,488
$54,266,721,266,978
$30,430,624,896,155
CAD
$34,140,172,000
$230,659,718,970
$22,999,815,586,867
$18,835,409,567,235
Other*
Show All
Hide
$100,046,378,858
$960,651,063,844
$30,960,641,928,845
$31,941,219,570,313
BRL
BRL0
BRL0
BRL99,697,249,525
BRL66,374,720,732
CLP
CLP0
CLP480,000,000
CLP8,093,952,346,284
CLP6,557,505,720,214
CNY
CNY208,066,800,000
CNY518,773,468,000
CNY12,196,480,205,432
CNY11,069,796,348,152
COP
COP0
COP0
COP20,100,576,553,888
COP14,359,134,484,260
CZK
CZK35,413,854,976
CZK1,001,253,423,365
CZK47,217,964,654,347
CZK34,306,144,653,139
DKK
DKK2,070,000,000
DKK10,214,670,508
DKK1,430,580,218,987
DKK4,868,726,855,735
HKD
HKD40,480,000,000
HKD391,265,539,108
HKD13,696,158,571,616
HKD20,458,586,436,790
HUF
HUF405,212,869,060
HUF5,832,599,020,370
HUF304,951,970,448,950
HUF204,138,101,079,896
INR
INR241,990,000,000
INR1,536,274,982,000
INR41,241,518,749,050
INR51,503,893,536,239
KRW
KRW3,275,072,510,000
KRW69,357,171,819,000
KRW2,265,952,476,070,122
KRW2,529,596,545,844,830
MXN
MXN0
MXN61,202,694,000
MXN1,501,514,977,410
MXN2,046,731,443,519
NOK
NOK129,044,600,000
NOK350,176,775,297
NOK20,749,327,108,595
NOK23,417,793,880,419
NZD
NZD8,866,400,000
NZD643,109,655,350
NZD12,897,769,389,102
NZD11,108,824,380,051
PLN
PLN29,874,200,000
PLN180,531,695,200
PLN5,510,299,173,278
PLN5,329,921,713,281
SEK
SEK153,992,685,236
SEK753,777,237,236
SEK46,951,204,099,731
SEK50,664,464,813,825
SGD
SGD6,201,700,000
SGD63,112,295,878
SGD2,407,206,305,139
SGD3,521,521,681,193
THB
THB27,018,000,000
THB156,766,000,000
THB12,256,013,783,726
THB15,327,719,539,594
TWD
TWD58,020,000,000
TWD160,489,800,000
TWD4,488,993,180,044
TWD6,010,747,308,316
ZAR
ZAR94,690,127,778
ZAR1,006,905,411,102
ZAR47,428,865,371,938
ZAR38,434,093,513,930
Total in USD$724,721,461,616$13,494,006,230,782$649,609,068,460,224$344,283,963,887,817

Figures as of COB Jul 3, 2020. Weekly figures as of COB Jul 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 $3,898,352,000
OIS $448,000,000
Basis $223,600,000
Zeroes $0
FRAs $3,500,000,000
VNS $0
Inflation $0
Total$8,069,952,000
ProductVolume
EUR
USD
Equivalent
IRS €102,610,367,200 $115,375,096,880
OIS €81,737,174,000 $91,905,278,446
Basis €661,488,000 $743,777,107
Zeroes €0 $0
FRAs €28,660,000,000 $32,225,304,000
VNS €487,043,077 $547,631,235
Inflation €1,829,760,000 $2,057,382,144
Total€215,985,832,277$242,854,469,812
ProductVolume
GBP
USD
Equivalent
IRS £49,840,882,924 $62,181,485,536
OIS £141,140,123,932 $176,086,418,618
Basis £20,685,200,000 $25,806,855,520
Zeroes £9,140,176 $11,403,284
FRAs £10,160,000,000 $12,675,616,000
VNS £30,000,000 $37,428,000
Inflation £4,603,311,968 $5,743,092,011
Total£226,468,659,000$282,542,298,969
ProductVolume
JPY
USD
Equivalent
IRS ¥1,287,896,320,000 $11,980,430,884
OIS ¥250,000,000,000 $2,325,581,395
Basis ¥30,000,000,000 $279,069,767
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,567,896,320,000$14,585,082,046
ProductVolume
CHF
USD
Equivalent
IRS CHF4,146,880,000 $4,388,000,635
OIS CHF100,000,000 $105,814,507
Basis CHF200,000,000 $211,629,014
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,446,880,000$4,705,444,156
ProductVolume
AUD
USD
Equivalent
IRS $23,273,169,458 $16,159,725,213
OIS $25,330,000,000 $17,587,885,500
Basis $18,696,567,752 $12,981,961,819
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$67,299,737,210$46,729,572,532
ProductVolume
CAD
USD
Equivalent
IRS $30,017,520,000 $22,146,613,546
OIS $4,073,000,000 $3,005,016,969
Basis $0 $0
Zeroes $49,652,000 $36,632,728
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$34,140,172,000$25,188,263,243
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
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 CNY208,066,800,000 $29,444,734,552
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY208,066,800,000$29,444,734,552
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 CZK25,913,854,976 $1,092,006,278
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK9,500,000,000 $400,328,691
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK35,413,854,976$1,492,334,969
ProductVolume
DKK
USD
Equivalent
IRS DKK2,070,000,000 $312,415,105
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,070,000,000$312,415,105
ProductVolume
HKD
USD
Equivalent
IRS HKD39,532,000,000 $5,100,870,317
OIS HKD0 $0
Basis HKD948,000,000 $122,321,791
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD40,480,000,000$5,223,192,108
ProductVolume
HUF
USD
Equivalent
IRS HUF405,212,869,060 $1,289,624,357
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF405,212,869,060$1,289,624,357
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR241,990,000,000 $3,242,269,146
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR241,990,000,000$3,242,269,146
ProductVolume
KRW
USD
Equivalent
IRS KRW3,275,072,510,000 $2,730,820,070
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,275,072,510,000$2,730,820,070
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK43,044,600,000 $4,542,294,542
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK86,000,000,000 $9,075,176,227
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK129,044,600,000$13,617,470,769
ProductVolume
NZD
USD
Equivalent
IRS NZD4,121,400,000 $2,692,922,760
OIS NZD4,745,000,000 $3,100,383,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD8,866,400,000$5,793,305,760
ProductVolume
PLN
USD
Equivalent
IRS PLN12,474,200,000 $3,142,036,725
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN17,400,000,000 $4,382,761,140
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN29,874,200,000$7,524,797,865
ProductVolume
SEK
USD
Equivalent
IRS SEK147,992,685,236 $15,887,566,853
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK6,000,000,000 $644,122,383
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK153,992,685,236$16,531,689,236
ProductVolume
SGD
USD
Equivalent
IRS SGD6,181,700,000 $4,434,027,902
OIS SGD20,000,000 $14,345,659
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,201,700,000$4,448,373,561
ProductVolume
THB
USD
Equivalent
IRS THB27,018,000,000 $868,187,661
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB27,018,000,000$868,187,661
ProductVolume
TWD
USD
Equivalent
IRS TWD58,020,000,000 $1,970,051,951
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD58,020,000,000$1,970,051,951
ProductVolume
ZAR
USD
Equivalent
IRS ZAR94,690,127,778 $5,557,111,748
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR94,690,127,778$5,557,111,748
ProductUSD
Equivalent
IRS$315,194,375,515
OIS$297,820,993,240
Basis$40,369,215,018
Zeroes$48,036,012
FRAs$62,903,308,441
VNS$585,059,235
Inflation$7,800,474,155
Total$724,721,461,616
Show:
ProductUSD
Equivalent
IRS $1,161,328,514,575
OIS $616,434,881,183
Basis $425,046,970,000
Zeroes $5,000,000
FRAs $2,894,806,000,000
VNS $7,042,797,323
Inflation $18,588,555,208
Total$5,123,252,718,289
ProductVolume
EUR
USD
Equivalent
IRS €1,106,949,310,539 $1,243,964,735,330
OIS €1,079,124,890,425 $1,212,778,498,587
Basis €13,540,010,072 $15,218,461,774
Zeroes €2,000,000,000 $2,246,800,000
FRAs €1,769,492,000,000 $1,988,014,471,150
VNS €3,066,463,975 $3,446,207,357
Inflation €31,594,466,000 $35,505,974,937
Total€4,005,767,141,011$4,501,175,149,135
ProductVolume
GBP
USD
Equivalent
IRS £297,707,066,464 $369,261,375,124
OIS £641,090,638,314 $797,057,367,681
Basis £136,920,297,320 $170,201,699,110
Zeroes £9,362,576 $11,678,859
FRAs £479,586,600,000 $594,952,665,900
VNS £1,533,091,452 $1,886,381,376
Inflation £28,048,724,342 $34,852,504,824
Total£1,584,895,780,468$1,968,223,672,874
ProductVolume
JPY
USD
Equivalent
IRS ¥26,876,070,768,000 $249,887,864,628
OIS ¥1,372,672,248,000 $12,758,844,124
Basis ¥555,523,820,000 $5,160,358,168
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥28,804,266,836,000$267,807,066,920
ProductVolume
CHF
USD
Equivalent
IRS CHF49,587,083,752 $52,318,294,999
OIS CHF28,220,000,000 $29,835,643,775
Basis CHF1,913,900,000 $2,015,220,162
Zeroes CHF0 $0
FRAs CHF76,202,000,000 $80,518,813,200
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF155,922,983,752$164,687,972,136
ProductVolume
AUD
USD
Equivalent
IRS $270,683,769,874 $186,714,872,346
OIS $175,174,000,000 $121,168,301,400
Basis $43,939,567,752 $30,370,202,894
Zeroes $0 $0
FRAs $0 $0
VNS $428,105,862 $293,969,702
Inflation $0 $0
Total$490,225,443,488$338,547,346,342
ProductVolume
CAD
USD
Equivalent
IRS $186,773,304,570 $137,358,807,370
OIS $33,105,400,000 $24,379,607,147
Basis $10,340,000,000 $7,600,201,017
Zeroes $59,100,000 $43,587,707
FRAs $0 $0
VNS $381,914,400 $279,038,001
Inflation $0 $0
Total$230,659,718,970$169,661,241,242
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP480,000,000 $599,416
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP480,000,000$599,416
ProductVolume
CNY
USD
Equivalent
IRS CNY518,773,468,000 $73,391,755,446
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY518,773,468,000$73,391,755,446
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 CZK522,631,423,365 $22,030,043,604
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK478,622,000,000 $20,197,784,809
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,001,253,423,365$42,227,828,413
ProductVolume
DKK
USD
Equivalent
IRS DKK10,214,670,508 $1,540,651,168
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,214,670,508$1,540,651,168
ProductVolume
HKD
USD
Equivalent
IRS HKD384,997,539,108 $49,674,480,112
OIS HKD0 $0
Basis HKD6,268,000,000 $808,733,548
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD391,265,539,108$50,483,213,660
ProductVolume
HUF
USD
Equivalent
IRS HUF3,285,599,020,370 $10,460,889,331
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,547,000,000,000 $8,119,584,006
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF5,832,599,020,370$18,580,473,337
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,536,274,982,000 $20,395,459,922
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,536,274,982,000$20,395,459,922
ProductVolume
KRW
USD
Equivalent
IRS KRW69,357,171,819,000 $57,767,864,877
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW69,357,171,819,000$57,767,864,877
ProductVolume
MXN
USD
Equivalent
IRS MXN61,202,694,000 $2,704,045,225
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN61,202,694,000$2,704,045,225
ProductVolume
NOK
USD
Equivalent
IRS NOK158,019,305,609 $16,543,341,403
OIS NOK0 $0
Basis NOK8,000,000,000 $832,490,322
Zeroes NOK0 $0
FRAs NOK178,200,000,000 $18,723,724,809
VNS NOK5,957,469,688 $615,656,115
Inflation NOK0 $0
TotalNOK350,176,775,297$36,715,212,649
ProductVolume
NZD
USD
Equivalent
IRS NZD281,526,463,350 $182,060,854,500
OIS NZD361,578,192,000 $234,090,536,950
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD5,000,000 $3,227,250
Inflation NZD0 $0
TotalNZD643,109,655,350$416,154,618,700
ProductVolume
PLN
USD
Equivalent
IRS PLN78,505,695,200 $19,762,597,288
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN102,026,000,000 $25,680,365,268
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN180,531,695,200$45,442,962,556
ProductVolume
SEK
USD
Equivalent
IRS SEK571,723,087,236 $61,369,326,266
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK182,000,000,000 $19,537,119,403
VNS SEK54,150,000 $5,808,839
Inflation SEK0 $0
TotalSEK753,777,237,236$80,912,254,508
ProductVolume
SGD
USD
Equivalent
IRS SGD63,072,295,878 $45,227,602,774
OIS SGD20,000,000 $14,345,659
Basis SGD20,000,000 $14,342,572
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD63,112,295,878$45,256,291,005
ProductVolume
THB
USD
Equivalent
IRS THB156,766,000,000 $5,055,782,745
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB156,766,000,000$5,055,782,745
ProductVolume
TWD
USD
Equivalent
IRS TWD160,489,800,000 $5,449,061,790
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD160,489,800,000$5,449,061,790
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,006,905,411,102 $58,572,988,427
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,006,905,411,102$58,572,988,427
ProductUSD
Equivalent
IRS$4,012,446,348,744
OIS$3,068,913,486,428
Basis$657,268,679,567
Zeroes$2,307,066,566
FRAs$5,650,550,528,545
VNS$13,573,085,963
Inflation$88,947,034,969
Total$13,494,006,230,782
Show:
ProductUSD
Equivalent
IRS $63,203,829,912,484
OIS $89,858,145,648,846
Basis $16,675,187,657,789
Zeroes $55,863,961,020
FRAs $125,708,683,631,006
VNS $204,891,763,741
Inflation $713,068,829,837
Total$296,419,671,404,723
ProductVolume
EUR
USD
Equivalent
IRS €47,452,378,940,150 $52,321,991,660,980
OIS €43,913,094,691,017 $48,464,177,475,670
Basis €409,308,274,260 $450,077,258,766
Zeroes €56,125,007,172 $62,055,168,616
FRAs €41,153,201,500,000 $45,411,559,891,188
VNS €194,926,460,021 $214,434,193,113
Inflation €1,245,573,977,602 $1,371,002,047,384
Total€134,424,608,850,222$148,295,297,695,717
ProductVolume
GBP
USD
Equivalent
IRS £11,300,851,236,231 $14,305,294,645,270
OIS £48,081,023,275,879 $61,589,718,065,294
Basis £3,657,492,807,447 $4,625,094,090,760
Zeroes £53,566,281,182 $68,105,661,023
FRAs £22,114,859,140,000 $27,925,456,789,586
VNS £32,692,906,561 $40,997,117,554
Inflation £970,889,361,727 $1,226,746,232,067
Total£86,211,375,009,027$109,781,412,601,554
ProductVolume
JPY
USD
Equivalent
IRS ¥711,506,858,408,856 $6,580,286,177,408
OIS ¥68,973,328,248,000 $639,238,980,404
Basis ¥17,396,858,152,000 $161,181,283,381
Zeroes ¥14,122,658,814 $129,905,338
FRAs ¥2,468,000,000,000 $22,976,673,557
VNS ¥1,351,325,060 $12,540,721
Inflation ¥0 $0
Total¥800,360,518,792,730$7,403,825,560,809
ProductVolume
CHF
USD
Equivalent
IRS CHF1,793,853,204,783 $1,862,473,204,754
OIS CHF615,518,200,000 $637,878,597,649
Basis CHF46,118,900,000 $47,837,765,760
Zeroes CHF0 $0
FRAs CHF1,200,358,000,000 $1,241,245,835,011
VNS CHF154,785,000 $161,065,703
Inflation CHF0 $0
TotalCHF3,656,003,089,783$3,789,596,468,877
ProductVolume
AUD
USD
Equivalent
IRS $13,296,880,204,445 $8,757,252,835,130
OIS $39,325,934,696,096 $26,168,060,151,104
Basis $1,638,152,509,844 $1,078,616,445,624
Zeroes $672,096,054 $431,855,319
FRAs $0 $0
VNS $5,081,760,539 $3,432,784,627
Inflation $0 $0
Total$54,266,721,266,978$36,007,794,071,804
ProductVolume
CAD
USD
Equivalent
IRS $11,360,751,704,733 $8,310,521,647,884
OIS $10,986,491,484,000 $8,162,524,745,077
Basis $600,387,550,000 $439,686,655,455
Zeroes $4,079,531,108 $2,991,350,310
FRAs $0 $0
VNS $48,105,317,026 $35,104,329,169
Inflation $0 $0
Total$22,999,815,586,867$16,950,828,727,895
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL99,697,249,525 $20,725,712,778
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL99,697,249,525$20,725,712,778
ProductVolume
CLP
USD
Equivalent
IRS CLP8,093,952,346,284 $10,014,321,861
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP8,093,952,346,284$10,014,321,861
ProductVolume
CNY
USD
Equivalent
IRS CNY12,196,480,205,432 $1,732,697,826,847
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,196,480,205,432$1,732,697,826,847
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP20,100,576,553,888 $5,444,721,958
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP20,100,576,553,888$5,444,721,958
ProductVolume
CZK
USD
Equivalent
IRS CZK20,821,900,746,347 $882,497,411,337
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK26,346,237,880,000 $1,114,776,201,719
VNS CZK21,920,628,000 $927,960,418
Inflation CZK0 $0
TotalCZK47,217,964,654,347$1,999,395,204,507
ProductVolume
DKK
USD
Equivalent
IRS DKK975,799,507,082 $143,518,987,144
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK454,468,000,000 $66,471,087,679
VNS DKK312,711,905 $45,987,832
Inflation DKK0 $0
TotalDKK1,430,580,218,987$210,036,062,655
ProductVolume
HKD
USD
Equivalent
IRS HKD12,992,816,371,616 $1,673,908,147,984
OIS HKD0 $0
Basis HKD702,882,200,000 $90,574,721,590
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD13,696,158,571,616$1,764,542,084,043
ProductVolume
HUF
USD
Equivalent
IRS HUF154,373,939,871,194 $497,624,264,462
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF13,000,000,000 $43,451,740
FRAs HUF150,371,004,000,000 $482,524,587,165
VNS HUF194,026,577,756 $585,575,899
Inflation HUF0 $0
TotalHUF304,951,970,448,950$980,777,879,266
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR41,241,518,749,050 $561,482,425,081
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR41,241,518,749,050$561,482,425,081
ProductVolume
KRW
USD
Equivalent
IRS KRW2,265,952,476,070,122 $1,887,843,568,484
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,265,952,476,070,122$1,887,843,568,484
ProductVolume
MXN
USD
Equivalent
IRS MXN1,501,514,977,410 $69,272,822,882
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,501,514,977,410$69,272,822,882
ProductVolume
NOK
USD
Equivalent
IRS NOK6,625,759,786,334 $686,596,422,666
OIS NOK0 $0
Basis NOK53,620,000,000 $5,574,082,760
Zeroes NOK0 $0
FRAs NOK14,049,162,600,000 $1,464,966,544,784
VNS NOK20,784,722,261 $2,146,733,083
Inflation NOK0 $0
TotalNOK20,749,327,108,595$2,159,283,783,293
ProductVolume
NZD
USD
Equivalent
IRS NZD5,406,935,342,842 $3,397,561,637,296
OIS NZD7,449,936,472,000 $4,704,357,932,451
Basis NZD40,760,600,000 $25,624,389,550
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD136,974,260 $85,069,896
Inflation NZD0 $0
TotalNZD12,897,769,389,102$8,127,629,029,193
ProductVolume
PLN
USD
Equivalent
IRS PLN3,677,727,135,918 $928,054,867,189
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,057,832,307
FRAs PLN1,823,761,062,000 $455,801,955,666
VNS PLN4,655,175,360 $1,119,961,546
Inflation PLN0 $0
TotalPLN5,510,299,173,278$1,386,034,616,708
ProductVolume
SEK
USD
Equivalent
IRS SEK21,410,552,663,087 $2,220,935,285,877
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK25,536,278,000,000 $2,653,622,781,405
VNS SEK4,373,436,644 $458,235,593
Inflation SEK0 $0
TotalSEK46,951,204,099,731$4,875,016,302,875
ProductVolume
SGD
USD
Equivalent
IRS SGD2,401,608,675,139 $1,720,790,133,703
OIS SGD866,000,000 $613,882,691
Basis SGD3,716,000,000 $2,688,942,684
Zeroes SGD580,000,000 $417,991,734
FRAs SGD0 $0
VNS SGD435,630,000 $313,589,601
Inflation SGD0 $0
TotalSGD2,407,206,305,139$1,724,824,540,413
ProductVolume
THB
USD
Equivalent
IRS THB12,256,013,783,726 $388,773,986,630
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB12,256,013,783,726$388,773,986,630
ProductVolume
TWD
USD
Equivalent
IRS TWD4,488,993,180,044 $149,414,194,608
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,488,993,180,044$149,414,194,608
ProductVolume
ZAR
USD
Equivalent
IRS ZAR47,428,865,371,938 $2,907,432,844,763
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR47,428,865,371,938$2,907,432,844,763
ProductUSD
Equivalent
IRS$174,659,312,520,421
OIS$240,791,642,626,225
Basis$23,602,267,681,898
Zeroes$192,166,420,661
FRAs$206,548,085,978,766
VNS$504,776,122,965
Inflation$3,310,817,109,288
Total$649,609,068,460,224
Show:
ProductUSD
Equivalent
IRS $50,081,242,778,766
OIS $17,002,849,255,211
Basis $20,242,683,940,287
Zeroes $99,397,707,978
FRAs $35,626,342,124,491
VNS $1,360,321,872,915
Inflation $1,627,505,923,169
Total$126,040,343,602,817
ProductVolume
EUR
USD
Equivalent
IRS €45,504,100,005,348 $51,164,810,046,013
OIS €15,693,491,109,194 $17,645,761,403,177
Basis €1,023,064,514,732 $1,150,333,740,365
Zeroes €147,582,791,936 $165,942,091,253
FRAs €16,092,479,611,855 $18,094,384,075,570
VNS €904,482,998,210 $1,017,000,683,187
Inflation €2,242,264,888,392 $2,521,202,640,508
Total€81,607,465,919,667$91,759,434,680,073
ProductVolume
GBP
USD
Equivalent
IRS £10,986,802,183,992 $13,707,134,404,748
OIS £9,213,272,906,583 $11,494,479,278,253
Basis £6,633,002,377,537 $8,275,333,766,215
Zeroes £326,147,335,515 $406,901,415,789
FRAs £6,745,278,014,050 $8,415,408,850,328
VNS £312,020,196,752 $389,276,397,468
Inflation £1,977,798,679,697 $2,467,501,632,790
Total£36,194,321,694,126$45,156,035,745,591
ProductVolume
JPY
USD
Equivalent
IRS ¥926,769,627,524,549 $8,621,112,814,182
OIS ¥76,487,935,951,460 $711,515,683,269
Basis ¥167,219,289,419,481 $1,555,528,273,670
Zeroes ¥14,122,658,814 $131,373,570
FRAs ¥850,000,000,000 $7,906,976,744
VNS ¥112,617,084,923 $1,047,600,790
Inflation ¥0 $0
Total¥1,171,453,592,639,227$10,897,242,722,225
ProductVolume
CHF
USD
Equivalent
IRS CHF1,813,041,108,414 $1,918,460,513,638
OIS CHF332,315,437,254 $351,637,942,177
Basis CHF467,389,723,162 $494,566,132,122
Zeroes CHF7,052 $7,462
FRAs CHF657,663,557,832 $695,903,452,549
VNS CHF2,878,776,392 $3,046,163,052
Inflation CHF0 $0
TotalCHF3,273,288,610,106$3,463,614,211,000
ProductVolume
AUD
USD
Equivalent
IRS $15,450,669,013,138 $10,728,172,029,272
OIS $10,655,418,625,021 $7,398,589,922,283
Basis $4,290,318,992,766 $2,978,982,992,627
Zeroes $1,143,796,825 $794,195,325
FRAs $0 $0
VNS $33,074,468,406 $22,965,257,138
Inflation $0 $0
Total$30,430,624,896,156$21,129,504,396,645
ProductVolume
CAD
USD
Equivalent
IRS $15,382,383,087,678 $11,348,961,994,746
OIS $2,010,341,553,595 $1,483,209,055,331
Basis $1,169,838,649,296 $863,094,768,553
Zeroes $20,211,324,661 $14,911,704,782
FRAs $0 $0
VNS $252,634,952,004 $186,391,435,741
Inflation $0 $0
Total$18,835,409,567,234$13,896,568,959,153
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL66,374,720,732 $12,499,829,706
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL66,374,720,732$12,499,829,706
ProductVolume
CLP
USD
Equivalent
IRS CLP6,557,505,720,214 $8,171,143,050
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,557,505,720,214$8,171,143,050
ProductVolume
CNY
USD
Equivalent
IRS CNY11,069,796,348,152 $1,566,550,814,515
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY11,069,796,348,152$1,566,550,814,515
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,359,134,484,260 $3,938,325,421
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,359,134,484,260$3,938,325,421
ProductVolume
CZK
USD
Equivalent
IRS CZK22,562,519,356,312 $950,781,456,620
OIS CZK0 $0
Basis CZK5,250,000,000 $221,234,277
Zeroes CZK30,955,400,000 $1,304,456,290
FRAs CZK11,624,582,848,728 $489,858,319,409
VNS CZK82,837,048,100 $3,490,741,792
Inflation CZK0 $0
TotalCZK34,306,144,653,140$1,445,656,208,388
ProductVolume
DKK
USD
Equivalent
IRS DKK4,642,505,468,923 $700,670,933,159
OIS DKK0 $0
Basis DKK6,700,000,000 $1,011,198,648
Zeroes DKK15,500,000,000 $2,339,340,155
FRAs DKK199,976,000,000 $30,181,412,056
VNS DKK4,045,386,812 $610,550,698
Inflation DKK0 $0
TotalDKK4,868,726,855,735$734,813,434,716
ProductVolume
HKD
USD
Equivalent
IRS HKD19,264,281,352,960 $2,485,697,686,203
OIS HKD0 $0
Basis HKD1,192,318,483,830 $153,846,553,742
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,333,830
Inflation HKD0 $0
TotalHKD20,458,586,436,790$2,639,800,573,775
ProductVolume
HUF
USD
Equivalent
IRS HUF143,402,920,804,083 $456,391,969,715
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF97,615,817,418 $310,670,626
FRAs HUF59,798,891,310,559 $190,315,048,250
VNS HUF838,673,147,836 $2,669,148,493
Inflation HUF0 $0
TotalHUF204,138,101,079,896$649,686,837,084
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR51,503,893,536,239 $690,067,709,098
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR51,503,893,536,239$690,067,709,098
ProductVolume
KRW
USD
Equivalent
IRS KRW2,529,596,545,844,830 $2,109,227,504,248
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,529,596,545,844,830$2,109,227,504,248
ProductVolume
MXN
USD
Equivalent
IRS MXN2,046,731,443,519 $91,445,218,089
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,046,731,443,519$91,445,218,089
ProductVolume
NOK
USD
Equivalent
IRS NOK12,679,684,487,078 $1,338,027,572,399
OIS NOK0 $0
Basis NOK242,727,941,020 $25,613,940,000
Zeroes NOK0 $0
FRAs NOK10,393,088,302,951 $1,096,733,812,730
VNS NOK102,293,149,370 $10,794,515,783
Inflation NOK0 $0
TotalNOK23,417,793,880,419$2,471,169,840,912
ProductVolume
NZD
USD
Equivalent
IRS NZD8,241,002,435,427 $5,384,670,991,308
OIS NZD2,823,716,278,538 $1,845,016,216,397
Basis NZD42,873,140,000 $28,013,309,676
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,232,526,086 $805,332,544
Inflation NZD0 $0
TotalNZD11,108,824,380,051$7,258,505,849,925
ProductVolume
PLN
USD
Equivalent
IRS PLN4,111,462,424,557 $1,035,606,766,721
OIS PLN0 $0
Basis PLN1,500,000,000 $377,824,236
Zeroes PLN5,855,800,000 $1,474,975,441
FRAs PLN1,200,187,460,896 $302,306,607,112
VNS PLN10,916,027,829 $2,749,559,918
Inflation PLN0 $0
TotalPLN5,329,921,713,282$1,342,515,733,428
ProductVolume
SEK
USD
Equivalent
IRS SEK36,553,547,013,841 $3,924,159,636,483
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $93,572,752
FRAs SEK14,059,723,675,404 $1,509,363,786,946
VNS SEK50,322,494,398 $5,402,307,504
Inflation SEK0 $0
TotalSEK50,664,464,813,825$5,439,019,303,685
ProductVolume
SGD
USD
Equivalent
IRS SGD3,513,251,864,453 $2,519,995,599,077
OIS SGD866,000,000 $621,167,019
Basis SGD6,022,205,896 $4,319,625,504
Zeroes SGD700,000,000 $502,098,053
FRAs SGD0 $0
VNS SGD681,610,844 $488,907,824
Inflation SGD0 $0
TotalSGD3,521,521,681,193$2,525,927,397,477
ProductVolume
THB
USD
Equivalent
IRS THB15,327,719,539,594 $492,535,974,923
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB15,327,719,539,594$492,535,974,923
ProductVolume
TWD
USD
Equivalent
IRS TWD6,010,747,308,316 $204,093,148,223
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,010,747,308,316$204,093,148,223
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,434,093,513,930 $2,255,594,723,652
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR38,434,093,513,930$2,255,594,723,652
ProductUSD
Equivalent
IRS$173,106,015,549,456
OIS$58,627,685,957,636
Basis$35,773,927,299,922
Zeroes$694,103,609,476
FRAs$66,458,704,466,185
VNS$3,007,316,808,677
Inflation$6,616,210,196,467
Total$344,283,963,887,819

Figures as of COB Jul 3, 2020.

Notional Outstanding by Product

As of COB Jul 3, 2020

Daily Notional by Tenor

As of COB Jul 3, 2020

Notional Outstanding by Currency

As of COB Jul 3, 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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