Volumes

  • Client Notional Cleared (USD)
    $1,349,687,033,928,920
    Client Notional Outstanding (USD)
    $56,059,303,155,369
    As of COB Aug 5, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $4,045,232,000,000,000
    Trades Compressed
    26,580,929
  • 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 Aug 5, 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
$152,388,599,464
$1,110,908,267,204
$72,254,322,285,824
$23,061,118,338,613
EUR
€53,525,936,716
€474,284,246,602
€25,516,022,769,071
€10,552,458,466,681
GBP
£111,726,755,416
£673,941,811,708
£25,517,935,839,101
£6,717,013,651,495
JPY
¥467,919,068,000
¥3,436,501,564,688
¥206,940,113,419,117
¥106,300,902,486,354
CHF
CHF4,919,022,000
CHF10,112,044,948
CHF573,066,581,516
CHF345,793,000,252
AUD
$45,283,124,313
$71,058,941,426
$17,913,750,065,805
$5,113,355,343,835
CAD
$26,928,932,000
$95,636,261,106
$7,984,870,147,735
$1,980,405,247,343
Other*
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$34,386,272,984
$141,293,193,796
$8,801,301,737,236
$5,115,735,351,334
BRL
BRL0
BRL406,348,231
BRL55,285,620,939
BRL5,061,553,508
CLP
CLP6,685,000,000
CLP0
CLP3,176,719,723,142
CLP1,336,169,450,000
CNY
CNY13,770,750,000
CNY80,354,033,205
CNY3,912,531,449,293
CNY1,707,850,210,742
COP
COP0
COP144,073,000,000
COP9,409,263,776,944
COP1,563,718,700,000
CZK
CZK45,769,485,000
CZK130,436,101,082
CZK13,281,904,018,057
CZK5,112,231,145,575
DKK
DKK2,360,000,000
DKK11,012,847,520
DKK559,218,376,524
DKK956,591,532,503
HKD
HKD10,540,252,065
HKD38,254,896,681
HKD3,147,351,471,277
HKD3,362,735,916,901
HUF
HUF218,919,600,000
HUF877,579,324,193
HUF82,594,941,766,049
HUF30,993,848,697,285
INR
INR113,096,750,000
INR331,457,790,000
INR12,794,466,339,288
INR5,442,154,843,322
KRW
KRW3,609,237,500,000
KRW12,265,264,050,000
KRW814,830,937,225,780
KRW381,482,068,410,845
MXN
MXN2,026,878,000
MXN14,597,318,000
MXN671,519,615,456
MXN252,668,514,346
NOK
NOK2,566,341,000
NOK47,695,886,310
NOK5,111,726,193,407
NOK1,792,962,958,495
NZD
NZD8,756,596,000
NZD32,728,717,246
NZD3,617,816,060,879
NZD1,640,328,790,933
PLN
PLN6,412,905,000
PLN20,878,902,593
PLN1,707,113,493,119
PLN1,129,137,981,765
SEK
SEK72,114,243,000
SEK313,196,522,968
SEK11,205,583,034,375
SEK5,296,096,725,669
SGD
SGD5,449,300,000
SGD10,359,365,308
SGD687,543,716,309
SGD813,332,499,401
THB
THB7,615,000,000
THB43,155,224,038
THB2,824,201,400,100
THB782,907,326,189
TWD
TWD3,700,000,000
TWD25,915,900,000
TWD1,348,491,948,330
TWD420,928,927,480
ZAR
ZAR46,593,284,000
ZAR342,839,146,755
ZAR15,951,665,631,353
ZAR12,113,295,053,557
Total in USD$459,501,502,824$2,851,809,210,919$162,222,919,359,896$56,059,303,155,369

Figures as of COB Aug 5, 2020. Weekly figures as of COB Jul 31, 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 $74,572,141,940
OIS $44,685,445,000
Basis $10,636,096,560
Zeroes $100,000
FRAs $16,824,300,000
VNS $1,359,503,679
Inflation $4,311,012,285
Total$152,388,599,464
ProductVolume
EUR
USD
Equivalent
IRS €27,631,241,205 $32,772,033,631
OIS €21,083,655,000 $25,006,269,013
Basis €2,045,500,000 $2,426,065,275
Zeroes €760,000 $901,398
FRAs €0 $0
VNS €1,061,099,785 $1,258,517,400
Inflation €1,703,680,726 $2,020,650,525
Total€53,525,936,716$63,484,437,242
ProductVolume
GBP
USD
Equivalent
IRS £27,359,647,000 $35,886,280,988
OIS £77,247,381,116 $101,321,527,441
Basis £2,084,550,000 $2,734,200,008
Zeroes £0 $0
FRAs £3,870,000,000 $5,076,085,500
VNS £0 $0
Inflation £1,165,177,300 $1,528,304,806
Total£111,726,755,416$146,546,398,743
ProductVolume
JPY
USD
Equivalent
IRS ¥438,769,068,000 $4,154,026,679
OIS ¥21,750,000,000 $205,917,160
Basis ¥7,400,000,000 $70,059,172
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥467,919,068,000$4,430,003,011
ProductVolume
CHF
USD
Equivalent
IRS CHF4,919,022,000 $5,415,039,630
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,919,022,000$5,415,039,630
ProductVolume
AUD
USD
Equivalent
IRS $14,572,424,313 $10,481,216,187
OIS $28,615,000,000 $20,581,338,750
Basis $2,095,700,000 $1,507,332,225
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$45,283,124,313$32,569,887,162
ProductVolume
CAD
USD
Equivalent
IRS $22,918,132,000 $17,260,228,950
OIS $4,010,800,000 $3,020,635,638
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$26,928,932,000$20,280,864,588
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 CLP6,685,000,000 $8,598,071
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,685,000,000$8,598,071
ProductVolume
CNY
USD
Equivalent
IRS CNY13,770,750,000 $1,985,216,207
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,770,750,000$1,985,216,207
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 CZK23,565,485,000 $1,071,036,700
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK22,204,000,000 $1,009,158,050
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK45,769,485,000$2,080,194,750
ProductVolume
DKK
USD
Equivalent
IRS DKK2,360,000,000 $375,676,536
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,360,000,000$375,676,536
ProductVolume
HKD
USD
Equivalent
IRS HKD10,540,252,065 $1,360,006,202
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,540,252,065$1,360,006,202
ProductVolume
HUF
USD
Equivalent
IRS HUF158,919,600,000 $546,867,171
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF60,000,000,000 $206,469,374
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF218,919,600,000$753,336,545
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR113,096,750,000 $1,512,039,172
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR113,096,750,000$1,512,039,172
ProductVolume
KRW
USD
Equivalent
IRS KRW3,609,237,500,000 $3,043,971,915
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,609,237,500,000$3,043,971,915
ProductVolume
MXN
USD
Equivalent
IRS MXN2,026,878,000 $90,666,148
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,026,878,000$90,666,148
ProductVolume
NOK
USD
Equivalent
IRS NOK2,566,341,000 $286,284,596
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,566,341,000$286,284,596
ProductVolume
NZD
USD
Equivalent
IRS NZD2,671,596,000 $1,774,741,223
OIS NZD6,085,000,000 $4,042,265,500
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD8,756,596,000$5,817,006,723
ProductVolume
PLN
USD
Equivalent
IRS PLN6,412,905,000 $1,728,010,186
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,412,905,000$1,728,010,186
ProductVolume
SEK
USD
Equivalent
IRS SEK62,114,243,000 $7,159,276,745
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,000,000,000 $1,152,598,245
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK72,114,243,000$8,311,874,990
ProductVolume
SGD
USD
Equivalent
IRS SGD5,449,300,000 $3,978,026,791
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,449,300,000$3,978,026,791
ProductVolume
THB
USD
Equivalent
IRS THB7,615,000,000 $245,249,597
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB7,615,000,000$245,249,597
ProductVolume
TWD
USD
Equivalent
IRS TWD3,700,000,000 $125,953,159
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,700,000,000$125,953,159
ProductVolume
ZAR
USD
Equivalent
IRS ZAR46,593,284,000 $2,684,161,396
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR46,593,284,000$2,684,161,396
ProductUSD
Equivalent
IRS$207,004,710,648
OIS$200,375,437,674
Basis$17,373,753,240
Zeroes$1,001,398
FRAs$24,268,611,169
VNS$2,618,021,079
Inflation$7,859,967,616
Total$459,501,502,824
Show:
ProductUSD
Equivalent
IRS $372,295,751,647
OIS $337,634,955,122
Basis $172,863,847,432
Zeroes $330,000,000
FRAs $221,394,600,000
VNS $1,150,369,335
Inflation $5,238,743,668
Total$1,110,908,267,204
ProductVolume
EUR
USD
Equivalent
IRS €192,316,428,984 $226,512,679,598
OIS €248,927,582,712 $293,489,391,627
Basis €3,178,400,000 $3,732,384,135
Zeroes €0 $0
FRAs €18,810,200,000 $22,188,778,320
VNS €1,275,700,906 $1,502,205,046
Inflation €9,775,934,000 $11,513,303,141
Total€474,284,246,602$558,938,741,867
ProductVolume
GBP
USD
Equivalent
IRS £99,577,277,683 $129,271,620,714
OIS £467,658,996,682 $606,919,531,098
Basis £13,137,100,000 $17,027,918,460
Zeroes £1,005,000,000 $1,308,352,050
FRAs £86,593,000,000 $112,352,546,950
VNS £66,142,343 $85,542,734
Inflation £5,904,295,000 $7,660,958,740
Total£673,941,811,708$874,626,470,746
ProductVolume
JPY
USD
Equivalent
IRS ¥3,274,401,564,688 $31,141,477,068
OIS ¥142,100,000,000 $1,354,481,628
Basis ¥20,000,000,000 $190,358,365
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,436,501,564,688$32,686,317,061
ProductVolume
CHF
USD
Equivalent
IRS CHF9,112,024,948 $9,958,862,703
OIS CHF1,000,020,000 $1,094,233,420
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,112,044,948$11,053,096,123
ProductVolume
AUD
USD
Equivalent
IRS $45,013,151,426 $32,213,707,282
OIS $23,007,500,000 $16,481,667,750
Basis $3,038,290,000 $2,177,478,143
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$71,058,941,426$50,872,853,175
ProductVolume
CAD
USD
Equivalent
IRS $55,118,261,106 $41,139,529,672
OIS $39,473,000,000 $29,513,037,919
Basis $1,045,000,000 $777,703,356
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$95,636,261,106$71,430,270,947
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL406,348,231 $78,706,948
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL406,348,231$78,706,948
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 CNY80,354,033,205 $11,487,951,449
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY80,354,033,205$11,487,951,449
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP144,073,000,000 $39,101,762
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP144,073,000,000$39,101,762
ProductVolume
CZK
USD
Equivalent
IRS CZK67,336,101,082 $3,024,854,190
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK62,100,000,000 $2,786,949,825
VNS CZK1,000,000,000 $44,870,213
Inflation CZK0 $0
TotalCZK130,436,101,082$5,856,674,228
ProductVolume
DKK
USD
Equivalent
IRS DKK11,012,847,520 $1,745,540,841
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK11,012,847,520$1,745,540,841
ProductVolume
HKD
USD
Equivalent
IRS HKD33,851,646,681 $4,367,761,782
OIS HKD0 $0
Basis HKD4,403,250,000 $568,148,834
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD38,254,896,681$4,935,910,616
ProductVolume
HUF
USD
Equivalent
IRS HUF634,134,744,693 $2,161,884,697
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF243,000,000,000 $821,223,386
VNS HUF444,579,500 $1,527,318
Inflation HUF0 $0
TotalHUF877,579,324,193$2,984,635,401
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR331,457,790,000 $4,426,265,257
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR331,457,790,000$4,426,265,257
ProductVolume
KRW
USD
Equivalent
IRS KRW12,265,264,050,000 $10,258,298,895
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW12,265,264,050,000$10,258,298,895
ProductVolume
MXN
USD
Equivalent
IRS MXN14,597,318,000 $661,585,376
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN14,597,318,000$661,585,376
ProductVolume
NOK
USD
Equivalent
IRS NOK21,655,886,310 $2,381,154,237
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK26,000,000,000 $2,860,332,864
VNS NOK40,000,000 $4,397,973
Inflation NOK0 $0
TotalNOK47,695,886,310$5,245,885,074
ProductVolume
NZD
USD
Equivalent
IRS NZD13,505,717,246 $8,988,036,227
OIS NZD19,223,000,000 $12,803,032,650
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD32,728,717,246$21,791,068,877
ProductVolume
PLN
USD
Equivalent
IRS PLN20,378,902,593 $5,440,833,161
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN500,000,000 $133,349,335
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN20,878,902,593$5,574,182,496
ProductVolume
SEK
USD
Equivalent
IRS SEK243,536,522,968 $27,854,513,588
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK69,660,000,000 $7,957,990,379
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK313,196,522,968$35,812,503,967
ProductVolume
SGD
USD
Equivalent
IRS SGD10,349,365,308 $7,519,661,795
OIS SGD10,000,000 $7,252,158
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD10,359,365,308$7,526,913,953
ProductVolume
THB
USD
Equivalent
IRS THB43,155,224,038 $1,377,688,317
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB43,155,224,038$1,377,688,317
ProductVolume
TWD
USD
Equivalent
IRS TWD25,915,900,000 $884,284,002
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD25,915,900,000$884,284,002
ProductVolume
ZAR
USD
Equivalent
IRS ZAR342,839,146,755 $20,605,996,337
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR342,839,146,755$20,605,996,337
ProductUSD
Equivalent
IRS$951,372,380,526
OIS$1,303,762,950,391
Basis$197,337,838,725
Zeroes$1,638,352,050
FRAs$370,495,771,059
VNS$2,788,912,619
Inflation$24,413,005,549
Total$2,851,809,210,919
Show:
ProductUSD
Equivalent
IRS $19,108,629,753,052
OIS $33,876,246,796,823
Basis $4,865,748,056,624
Zeroes $20,849,641,774
FRAs $14,032,687,514,930
VNS $83,237,381,647
Inflation $266,923,140,974
Total$72,254,322,285,824
ProductVolume
EUR
USD
Equivalent
IRS €9,754,612,266,933 $10,811,026,442,589
OIS €13,619,871,655,232 $15,085,119,240,026
Basis €183,140,754,000 $202,290,646,863
Zeroes €29,478,636,000 $32,655,467,896
FRAs €1,517,036,530,001 $1,677,014,664,259
VNS €92,698,728,815 $102,200,180,564
Inflation €319,184,198,090 $353,645,888,880
Total€25,516,022,769,071$28,263,952,531,077
ProductVolume
GBP
USD
Equivalent
IRS £3,707,887,328,134 $4,701,429,450,920
OIS £19,211,197,442,789 $24,576,920,431,103
Basis £679,575,628,921 $863,742,245,520
Zeroes £22,402,210,725 $28,496,543,742
FRAs £1,592,330,100,000 $2,018,389,589,037
VNS £14,226,606,023 $17,857,939,398
Inflation £290,316,522,509 $366,986,341,272
Total£25,517,935,839,101$32,573,822,540,992
ProductVolume
JPY
USD
Equivalent
IRS ¥188,305,699,295,117 $1,744,042,862,291
OIS ¥14,779,149,124,000 $137,052,747,070
Basis ¥2,943,265,000,000 $27,180,277,655
Zeroes ¥0 $0
FRAs ¥912,000,000,000 $8,495,022,883
VNS ¥0 $0
Inflation ¥0 $0
Total¥206,940,113,419,117$1,916,770,909,899
ProductVolume
CHF
USD
Equivalent
IRS CHF500,019,919,016 $521,229,588,311
OIS CHF53,663,420,000 $55,915,590,297
Basis CHF1,763,350,000 $1,822,352,899
Zeroes CHF0 $0
FRAs CHF17,544,100,000 $18,255,621,076
VNS CHF75,792,500 $78,434,763
Inflation CHF0 $0
TotalCHF573,066,581,516$597,301,587,346
ProductVolume
AUD
USD
Equivalent
IRS $2,458,141,873,416 $1,626,329,684,548
OIS $15,114,151,855,544 $10,059,909,481,327
Basis $340,350,498,738 $223,104,201,659
Zeroes $112,052,000 $79,592,574
FRAs $0 $0
VNS $993,786,107 $671,256,441
Inflation $0 $0
Total$17,913,750,065,805$11,910,094,216,549
ProductVolume
CAD
USD
Equivalent
IRS $3,232,832,013,336 $2,373,773,854,193
OIS $4,646,333,002,000 $3,453,945,922,230
Basis $103,141,175,000 $75,740,747,001
Zeroes $183,625,608 $137,886,651
FRAs $0 $0
VNS $2,380,331,791 $1,755,140,898
Inflation $0 $0
Total$7,984,870,147,735$5,905,353,550,973
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL55,285,620,939 $11,408,887,953
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL55,285,620,939$11,408,887,953
ProductVolume
CLP
USD
Equivalent
IRS CLP3,176,719,723,142 $3,884,727,563
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,176,719,723,142$3,884,727,563
ProductVolume
CNY
USD
Equivalent
IRS CNY3,912,531,449,293 $556,617,413,899
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,912,531,449,293$556,617,413,899
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP9,409,263,776,944 $2,562,552,295
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP9,409,263,776,944$2,562,552,295
ProductVolume
CZK
USD
Equivalent
IRS CZK7,926,060,721,057 $336,458,612,175
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK5,338,649,440,000 $228,674,876,467
VNS CZK3,241,157,000 $139,197,954
Inflation CZK0 $0
TotalCZK13,281,904,018,057$565,869,502,112
ProductVolume
DKK
USD
Equivalent
IRS DKK469,419,520,572 $69,474,343,111
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK89,616,000,000 $13,152,169,952
VNS DKK182,855,952 $27,137,617
Inflation DKK0 $0
TotalDKK559,218,376,524$82,653,650,680
ProductVolume
HKD
USD
Equivalent
IRS HKD2,875,863,471,277 $370,500,432,256
OIS HKD0 $0
Basis HKD271,258,000,000 $34,962,725,751
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD3,147,351,471,277$405,492,765,241
ProductVolume
HUF
USD
Equivalent
IRS HUF57,673,170,186,549 $185,918,166,568
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF6,000,000,000 $20,155,023
FRAs HUF24,915,327,000,000 $80,232,782,774
VNS HUF444,579,500 $1,527,318
Inflation HUF0 $0
TotalHUF82,594,941,766,049$266,172,631,683
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR12,794,466,339,288 $173,905,882,176
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR12,794,466,339,288$173,905,882,176
ProductVolume
KRW
USD
Equivalent
IRS KRW814,830,937,225,780 $680,010,990,290
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW814,830,937,225,780$680,010,990,290
ProductVolume
MXN
USD
Equivalent
IRS MXN671,519,615,456 $30,922,997,267
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN671,519,615,456$30,922,997,267
ProductVolume
NOK
USD
Equivalent
IRS NOK2,865,881,144,806 $298,037,103,616
OIS NOK0 $0
Basis NOK29,580,000,000 $3,100,044,758
Zeroes NOK0 $0
FRAs NOK2,208,168,300,000 $233,575,441,724
VNS NOK8,096,748,601 $838,239,712
Inflation NOK0 $0
TotalNOK5,111,726,193,407$535,550,829,810
ProductVolume
NZD
USD
Equivalent
IRS NZD933,442,990,438 $588,944,606,773
OIS NZD2,662,503,711,000 $1,686,185,835,763
Basis NZD21,719,600,000 $13,956,417,550
Zeroes NZD104,000,000 $69,024,800
FRAs NZD0 $0
VNS NZD45,759,441 $28,678,281
Inflation NZD0 $0
TotalNZD3,617,816,060,879$2,289,184,563,167
ProductVolume
PLN
USD
Equivalent
IRS PLN1,336,238,124,439 $338,116,623,573
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,058,337,660
FRAs PLN364,903,031,000 $92,335,926,959
VNS PLN1,816,537,680 $437,226,000
Inflation PLN0 $0
TotalPLN1,707,113,493,119$431,948,114,192
ProductVolume
SEK
USD
Equivalent
IRS SEK7,941,582,325,053 $831,939,415,622
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,261,574,000,000 $339,703,386,697
VNS SEK2,426,709,322 $254,035,635
Inflation SEK0 $0
TotalSEK11,205,583,034,375$1,171,896,837,954
ProductVolume
SGD
USD
Equivalent
IRS SGD684,445,611,309 $490,999,779,237
OIS SGD280,000,000 $197,891,512
Basis SGD2,281,000,000 $1,646,490,570
Zeroes SGD302,000,000 $217,662,956
FRAs SGD0 $0
VNS SGD235,105,000 $170,441,894
Inflation SGD0 $0
TotalSGD687,543,716,309$493,232,266,169
ProductVolume
THB
USD
Equivalent
IRS THB2,824,201,400,100 $89,722,210,959
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,824,201,400,100$89,722,210,959
ProductVolume
TWD
USD
Equivalent
IRS TWD1,348,491,948,330 $44,988,608,826
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,348,491,948,330$44,988,608,826
ProductVolume
ZAR
USD
Equivalent
IRS ZAR15,951,290,631,353 $965,253,784,506
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR375,000,000 $22,520,494
Inflation ZAR0 $0
TotalZAR15,951,665,631,353$965,276,305,000
ProductUSD
Equivalent
IRS$46,779,660,340,098
OIS$89,107,962,370,622
Basis$6,313,356,400,739
Zeroes$84,118,934,703
FRAs$18,742,516,996,758
VNS$207,748,945,850
Inflation$987,555,371,126
Total$162,222,919,359,896
Show:
ProductUSD
Equivalent
IRS $11,892,928,875,492
OIS $5,771,887,609,715
Basis $3,038,628,302,140
Zeroes $15,183,511,028
FRAs $1,854,497,005,124
VNS $310,922,228,845
Inflation $177,070,806,269
Total$23,061,118,338,613
ProductVolume
EUR
USD
Equivalent
IRS €6,302,208,369,271 $7,474,734,236,373
OIS €3,189,048,884,183 $3,782,371,429,086
Basis €214,877,211,367 $254,855,116,542
Zeroes €32,208,949,939 $38,201,425,075
FRAs €435,456,097,450 $516,472,704,381
VNS €174,116,806,689 $206,511,238,574
Inflation €204,542,147,782 $242,597,214,376
Total€10,552,458,466,681$12,515,743,364,407
ProductVolume
GBP
USD
Equivalent
IRS £1,458,295,418,704 $1,912,773,185,942
OIS £4,050,431,044,660 $5,312,747,879,728
Basis £471,578,009,649 $618,545,296,356
Zeroes £19,858,883,853 $26,047,905,005
FRAs £406,422,929,109 $533,084,634,966
VNS £50,270,724,436 $65,937,595,706
Inflation £260,156,641,085 $341,234,458,280
Total£6,717,013,651,496$8,810,370,955,983
ProductVolume
JPY
USD
Equivalent
IRS ¥85,355,792,762,992 $808,102,180,005
OIS ¥10,730,180,777,260 $101,587,510,317
Basis ¥9,907,175,860,784 $93,795,747,794
Zeroes ¥0 $0
FRAs ¥300,000,000,000 $2,840,236,686
VNS ¥7,753,085,318 $73,401,991
Inflation ¥0 $0
Total¥106,300,902,486,354$1,006,399,076,793
ProductVolume
CHF
USD
Equivalent
IRS CHF270,904,352,764 $298,221,436,332
OIS CHF38,458,570,988 $42,336,603,906
Basis CHF29,362,600,000 $32,323,425,804
Zeroes CHF0 $0
FRAs CHF6,350,000,000 $6,990,312,638
VNS CHF717,476,500 $789,824,417
Inflation CHF0 $0
TotalCHF345,793,000,252$380,661,603,097
ProductVolume
AUD
USD
Equivalent
IRS $1,060,664,731,358 $762,883,108,029
OIS $3,853,264,363,521 $2,771,460,393,462
Basis $193,189,554,920 $138,951,587,377
Zeroes $23,102,501 $16,616,474
FRAs $0 $0
VNS $6,213,591,534 $4,469,125,711
Inflation $0 $0
Total$5,113,355,343,834$3,677,780,831,053
ProductVolume
CAD
USD
Equivalent
IRS $1,460,840,293,871 $1,100,196,033,944
OIS $394,868,301,264 $297,385,375,255
Basis $113,849,904,952 $85,743,263,256
Zeroes $793,512,385 $597,614,389
FRAs $0 $0
VNS $10,053,234,870 $7,571,347,244
Inflation $0 $0
Total$1,980,405,247,342$1,491,493,634,088
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL5,061,553,508 $955,749,449
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,061,553,508$955,749,449
ProductVolume
CLP
USD
Equivalent
IRS CLP1,336,169,450,000 $1,718,545,916
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,336,169,450,000$1,718,545,916
ProductVolume
CNY
USD
Equivalent
IRS CNY1,707,850,210,742 $246,206,772,829
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,707,850,210,742$246,206,772,829
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,563,718,700,000 $414,120,418
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,563,718,700,000$414,120,418
ProductVolume
CZK
USD
Equivalent
IRS CZK3,628,683,993,401 $164,921,440,445
OIS CZK0 $0
Basis CZK2,625,000,000 $119,304,624
Zeroes CZK12,352,700,000 $561,422,566
FRAs CZK1,460,137,694,124 $66,362,354,011
VNS CZK8,431,758,050 $383,218,182
Inflation CZK0 $0
TotalCZK5,112,231,145,575$232,347,739,828
ProductVolume
DKK
USD
Equivalent
IRS DKK929,946,699,478 $148,033,540,191
OIS DKK0 $0
Basis DKK3,350,000,000 $533,269,659
Zeroes DKK0 $0
FRAs DKK21,229,000,000 $3,379,337,791
VNS DKK2,065,833,025 $328,849,574
Inflation DKK0 $0
TotalDKK956,591,532,503$152,274,997,215
ProductVolume
HKD
USD
Equivalent
IRS HKD3,006,295,863,815 $387,901,635,944
OIS HKD0 $0
Basis HKD355,246,753,086 $45,837,403,545
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,971,213
Inflation HKD0 $0
TotalHKD3,362,735,916,901$433,893,010,702
ProductVolume
HUF
USD
Equivalent
IRS HUF20,893,450,938,306 $71,897,628,831
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF37,900,000,000 $130,419,821
FRAs HUF10,032,273,250,000 $34,522,619,580
VNS HUF30,224,508,979 $104,007,257
Inflation HUF0 $0
TotalHUF30,993,848,697,285$106,654,675,489
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,442,154,843,322 $72,758,512,562
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,442,154,843,322$72,758,512,562
ProductVolume
KRW
USD
Equivalent
IRS KRW381,482,068,410,845 $321,735,741,259
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW381,482,068,410,845$321,735,741,259
ProductVolume
MXN
USD
Equivalent
IRS MXN252,668,514,346 $11,302,348,173
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN252,668,514,346$11,302,348,173
ProductVolume
NOK
USD
Equivalent
IRS NOK1,205,332,875,413 $134,459,229,992
OIS NOK0 $0
Basis NOK99,901,714,206 $11,144,396,574
Zeroes NOK0 $0
FRAs NOK447,964,773,414 $49,972,086,322
VNS NOK39,763,595,462 $4,435,772,504
Inflation NOK0 $0
TotalNOK1,792,962,958,495$200,011,485,392
ProductVolume
NZD
USD
Equivalent
IRS NZD717,483,454,887 $476,624,259,082
OIS NZD903,632,359,544 $600,282,976,445
Basis NZD18,788,840,000 $12,481,426,412
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD424,136,502 $281,753,878
Inflation NZD0 $0
TotalNZD1,640,328,790,933$1,089,670,415,817
ProductVolume
PLN
USD
Equivalent
IRS PLN903,503,521,287 $243,456,481,492
OIS PLN0 $0
Basis PLN1,300,000,000 $350,295,730
Zeroes PLN0 $0
FRAs PLN219,707,031,000 $59,201,873,004
VNS PLN4,627,429,477 $1,246,899,068
Inflation PLN0 $0
TotalPLN1,129,137,981,764$304,255,549,294
ProductVolume
SEK
USD
Equivalent
IRS SEK4,256,924,132,745 $490,652,328,277
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $29,945,852
FRAs SEK1,020,625,363,235 $117,637,100,205
VNS SEK18,287,417,979 $2,107,804,586
Inflation SEK0 $0
TotalSEK5,296,096,725,669$610,427,178,920
ProductVolume
SGD
USD
Equivalent
IRS SGD809,114,398,083 $590,659,121,862
OIS SGD280,000,000 $204,401,942
Basis SGD3,230,005,896 $2,357,926,704
Zeroes SGD350,000,000 $255,502,427
FRAs SGD0 $0
VNS SGD358,095,422 $261,412,141
Inflation SGD0 $0
TotalSGD813,332,499,401$593,738,365,076
ProductVolume
THB
USD
Equivalent
IRS THB782,907,326,189 $25,214,406,641
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB782,907,326,189$25,214,406,641
ProductVolume
TWD
USD
Equivalent
IRS TWD420,928,927,480 $14,329,007,608
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD420,928,927,480$14,329,007,608
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,112,920,053,557 $697,805,125,618
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR375,000,000 $21,603,125
Inflation ZAR0 $0
TotalZAR12,113,295,053,557$697,826,728,743
ProductUSD
Equivalent
IRS$28,277,712,419,726
OIS$18,753,436,812,836
Basis$4,335,666,762,517
Zeroes$81,024,362,637
FRAs$3,244,960,264,708
VNS$605,600,054,016
Inflation$760,902,478,925
Total$56,059,303,155,365

Figures as of COB Aug 5, 2020.

Notional Outstanding by Product

As of COB Aug 5, 2020

Daily Notional by Tenor
 

As of COB Aug 5, 2020

Notional Outstanding by Tenor
 

As of COB Aug 5, 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
$752,471,220,053
$6,637,101,296,370
$325,151,419,015,987
$125,929,172,187,768
EUR
€279,635,229,035
€3,388,302,905,033
€149,189,051,898,219
€81,664,007,925,299
GBP
£427,497,385,064
£2,420,576,497,364
£96,947,880,883,655
£38,512,146,155,173
JPY
¥2,048,076,750,000
¥14,656,927,613,010
¥882,347,147,534,656
¥1,192,277,702,555,710
CHF
CHF12,806,460,000
CHF108,675,159,492
CHF4,152,576,002,986
CHF3,201,064,303,031
AUD
$202,233,288,626
$427,328,996,084
$56,706,570,957,370
$30,005,115,988,089
CAD
$83,132,557,000
$380,965,262,077
$24,421,032,195,339
$18,560,021,074,422
Other*
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$228,311,625,553
$591,558,005,816
$34,665,064,925,094
$32,328,279,925,300
BRL
BRL0
BRL919,831,644
BRL110,685,297,834
BRL65,974,478,213
CLP
CLP13,370,000,000
CLP216,180,340,000
CLP8,559,064,686,284
CLP6,973,774,060,214
CNY
CNY70,151,460,000
CNY260,209,453,520
CNY14,503,303,911,160
CNY12,124,082,248,415
COP
COP0
COP288,146,000,000
COP21,371,532,553,888
COP14,990,090,484,260
CZK
CZK217,530,970,000
CZK582,433,813,725
CZK51,142,236,012,929
CZK33,304,760,239,649
DKK
DKK2,360,000,000
DKK27,103,590,080
DKK1,555,459,663,192
DKK4,854,164,548,938
HKD
HKD29,420,504,130
HKD247,403,548,694
HKD15,180,823,546,938
HKD20,504,088,166,953
HUF
HUF1,534,613,200,000
HUF2,010,022,007,386
HUF332,668,558,708,464
HUF198,172,306,465,893
INR
INR333,085,500,000
INR1,335,045,328,000
INR47,460,138,190,530
INR53,748,180,893,343
KRW
KRW11,684,475,000,000
KRW40,835,720,155,040
KRW2,515,487,467,091,750
KRW2,574,325,512,354,010
MXN
MXN5,413,756,000
MXN38,095,084,140
MXN1,617,258,807,550
MXN2,092,088,866,191
NOK
NOK7,968,482,000
NOK450,718,832,096
NOK22,880,639,271,669
NOK23,487,344,468,538
NZD
NZD27,548,292,000
NZD174,103,862,492
NZD14,133,255,950,455
NZD10,618,156,811,664
PLN
PLN24,172,810,000
PLN70,639,785,186
PLN5,965,664,870,430
PLN5,298,586,169,825
SEK
SEK1,154,619,266,000
SEK949,454,865,872
SEK53,525,403,454,515
SEK51,917,917,747,357
SGD
SGD20,784,420,000
SGD60,933,439,512
SGD2,755,065,553,125
SGD2,493,258,634,266
THB
THB50,840,000,000
THB102,898,976,994
THB13,786,552,286,720
THB15,826,244,178,958
TWD
TWD19,080,000,000
TWD89,603,600,000
TWD5,026,208,380,044
TWD6,223,543,647,070
ZAR
ZAR139,710,568,000
ZAR1,452,677,493,510
ZAR53,881,758,868,378
ZAR40,455,602,090,282
Total in USD$2,114,724,589,170$15,211,210,035,355$716,859,885,963,422$356,000,394,595,354

Figures as of COB Aug 5, 2020. Weekly figures as of COB Jul 31, 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 $315,299,348,280
OIS $128,121,340,000
Basis $61,193,991,522
Zeroes $31,548,462
FRAs $235,524,600,000
VNS $2,743,467,219
Inflation $9,556,924,570
Total$752,471,220,053
ProductVolume
EUR
USD
Equivalent
IRS €153,203,434,410 $181,706,933,382
OIS €99,749,400,000 $118,307,775,870
Basis €4,091,000,000 $4,852,130,550
Zeroes €1,520,000 $1,802,796
FRAs €11,260,000,000 $13,354,923,000
VNS €2,150,813,173 $2,550,971,964
Inflation €9,179,061,452 $10,886,825,835
Total€279,635,229,035$331,661,363,397
ProductVolume
GBP
USD
Equivalent
IRS £100,013,216,000 $131,182,334,766
OIS £263,076,134,464 $345,063,811,770
Basis £21,828,300,000 $28,631,089,695
Zeroes £0 $0
FRAs £38,140,000,000 $50,026,331,000
VNS £0 $0
Inflation £4,439,734,600 $5,823,377,888
Total£427,497,385,064$560,726,945,119
ProductVolume
JPY
USD
Equivalent
IRS ¥1,856,516,750,000 $17,576,489,941
OIS ¥103,560,000,000 $980,449,704
Basis ¥88,000,000,000 $833,136,095
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,048,076,750,000$19,390,075,740
ProductVolume
CHF
USD
Equivalent
IRS CHF12,606,460,000 $13,877,653,016
OIS CHF200,000,000 $220,167,327
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,806,460,000$14,097,820,343
ProductVolume
AUD
USD
Equivalent
IRS $70,523,388,626 $50,723,947,269
OIS $123,330,000,000 $88,705,102,500
Basis $8,379,900,000 $6,027,243,075
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$202,233,288,626$145,456,292,844
ProductVolume
CAD
USD
Equivalent
IRS $74,306,524,000 $55,962,135,864
OIS $8,421,600,000 $6,342,521,464
Basis $278,000,000 $209,368,881
Zeroes $40,433,000 $30,451,122
FRAs $0 $0
VNS $86,000,000 $64,768,790
Inflation $0 $0
Total$83,132,557,000$62,609,246,121
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 CLP13,370,000,000 $17,196,141
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP13,370,000,000$17,196,141
ProductVolume
CNY
USD
Equivalent
IRS CNY70,151,460,000 $10,113,161,252
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY70,151,460,000$10,113,161,252
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 CZK78,076,970,000 $3,548,549,938
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK139,454,000,000 $6,338,097,943
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK217,530,970,000$9,886,647,881
ProductVolume
DKK
USD
Equivalent
IRS DKK2,360,000,000 $375,676,536
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,360,000,000$375,676,536
ProductVolume
HKD
USD
Equivalent
IRS HKD29,420,504,130 $3,796,120,608
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD29,420,504,130$3,796,120,608
ProductVolume
HUF
USD
Equivalent
IRS HUF496,613,200,000 $1,708,923,606
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,038,000,000,000 $3,571,920,165
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,534,613,200,000$5,280,843,771
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR333,085,500,000 $4,453,163,542
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR333,085,500,000$4,453,163,542
ProductVolume
KRW
USD
Equivalent
IRS KRW11,684,475,000,000 $9,854,495,235
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW11,684,475,000,000$9,854,495,235
ProductVolume
MXN
USD
Equivalent
IRS MXN5,413,756,000 $242,167,709
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,413,756,000$242,167,709
ProductVolume
NOK
USD
Equivalent
IRS NOK7,968,482,000 $888,912,910
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK7,968,482,000$888,912,910
ProductVolume
NZD
USD
Equivalent
IRS NZD7,894,292,000 $5,244,178,176
OIS NZD19,594,000,000 $13,016,294,200
Basis NZD60,000,000 $39,858,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD27,548,292,000$18,300,330,376
ProductVolume
PLN
USD
Equivalent
IRS PLN18,172,810,000 $4,896,813,656
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,000,000,000 $1,616,749,525
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN24,172,810,000$6,513,563,181
ProductVolume
SEK
USD
Equivalent
IRS SEK144,355,266,000 $16,638,362,619
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,010,264,000,000 $116,442,851,298
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,154,619,266,000$133,081,213,917
ProductVolume
SGD
USD
Equivalent
IRS SGD20,784,420,000 $15,172,770,741
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,784,420,000$15,172,770,741
ProductVolume
THB
USD
Equivalent
IRS THB50,840,000,000 $1,637,359,098
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB50,840,000,000$1,637,359,098
ProductVolume
TWD
USD
Equivalent
IRS TWD19,080,000,000 $649,509,804
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD19,080,000,000$649,509,804
ProductVolume
ZAR
USD
Equivalent
IRS ZAR139,710,568,000 $8,048,492,851
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR139,710,568,000$8,048,492,851
ProductUSD
Equivalent
IRS$849,161,533,398
OIS$705,210,626,377
Basis$101,786,817,818
Zeroes$63,802,380
FRAs$426,875,472,931
VNS$5,359,207,973
Inflation$26,267,128,293
Total$2,114,724,589,170
Show:
ProductUSD
Equivalent
IRS $1,699,549,611,012
OIS $1,102,237,070,243
Basis $624,783,492,864
Zeroes $809,269,470
FRAs $3,185,449,200,000
VNS $7,142,167,733
Inflation $17,130,485,048
Total$6,637,101,296,370
ProductVolume
EUR
USD
Equivalent
IRS €1,071,944,899,367 $1,262,452,035,376
OIS €978,522,378,670 $1,153,382,093,469
Basis €8,837,400,000 $10,390,075,060
Zeroes €835,079,730 $981,450,370
FRAs €1,285,099,200,000 $1,513,302,195,620
VNS €8,513,159,266 $10,027,528,845
Inflation €34,550,788,000 $40,694,584,679
Total€3,388,302,905,033$3,991,229,963,419
ProductVolume
GBP
USD
Equivalent
IRS £337,492,097,961 $438,297,605,816
OIS £1,224,320,362,584 $1,589,595,641,584
Basis £66,867,873,882 $86,761,437,644
Zeroes £2,633,404,464 $3,430,286,280
FRAs £769,808,000,000 $999,110,934,300
VNS £218,009,449 $281,768,113
Inflation £19,236,749,024 $24,976,288,914
Total£2,420,576,497,364$3,142,453,962,651
ProductVolume
JPY
USD
Equivalent
IRS ¥13,524,604,954,196 $128,666,787,695
OIS ¥1,058,200,000,000 $10,075,588,557
Basis ¥60,000,000,000 $571,129,450
Zeroes ¥14,122,658,814 $134,726,056
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥14,656,927,613,010$139,448,231,758
ProductVolume
CHF
USD
Equivalent
IRS CHF38,801,119,492 $42,377,551,251
OIS CHF10,050,040,000 $10,962,786,967
Basis CHF1,150,000,000 $1,258,602,000
Zeroes CHF0 $0
FRAs CHF58,674,000,000 $64,203,841,713
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF108,675,159,492$118,802,781,931
ProductVolume
AUD
USD
Equivalent
IRS $259,815,176,852 $185,923,986,926
OIS $128,660,000,000 $92,141,665,500
Basis $38,604,620,000 $27,651,450,904
Zeroes $0 $0
FRAs $0 $0
VNS $249,199,232 $178,925,049
Inflation $0 $0
Total$427,328,996,084$305,896,028,379
ProductVolume
CAD
USD
Equivalent
IRS $294,718,373,596 $220,251,090,237
OIS $81,806,000,000 $61,155,575,267
Basis $3,790,000,000 $2,826,036,862
Zeroes $75,200,000 $56,206,488
FRAs $0 $0
VNS $575,688,481 $430,856,177
Inflation $0 $0
Total$380,965,262,077$284,719,765,031
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL919,831,644 $178,226,947
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL919,831,644$178,226,947
ProductVolume
CLP
USD
Equivalent
IRS CLP216,180,340,000 $285,461,957
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP216,180,340,000$285,461,957
ProductVolume
CNY
USD
Equivalent
IRS CNY260,209,453,520 $37,203,506,436
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY260,209,453,520$37,203,506,436
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP288,146,000,000 $78,203,524
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP288,146,000,000$78,203,524
ProductVolume
CZK
USD
Equivalent
IRS CZK247,893,813,725 $11,127,676,486
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK333,540,000,000 $14,967,744,001
VNS CZK1,000,000,000 $44,870,213
Inflation CZK0 $0
TotalCZK582,433,813,725$26,140,290,700
ProductVolume
DKK
USD
Equivalent
IRS DKK27,103,590,080 $4,294,045,720
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK27,103,590,080$4,294,045,720
ProductVolume
HKD
USD
Equivalent
IRS HKD228,124,548,694 $29,432,832,525
OIS HKD0 $0
Basis HKD19,279,000,000 $2,487,577,276
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD247,403,548,694$31,920,409,801
ProductVolume
HUF
USD
Equivalent
IRS HUF1,522,243,689,386 $5,188,170,302
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF486,000,000,000 $1,642,446,773
VNS HUF1,778,318,000 $6,109,274
Inflation HUF0 $0
TotalHUF2,010,022,007,386$6,836,726,349
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,335,045,328,000 $17,827,753,214
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,335,045,328,000$17,827,753,214
ProductVolume
KRW
USD
Equivalent
IRS KRW40,835,720,155,040 $34,168,760,274
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW40,835,720,155,040$34,168,760,274
ProductVolume
MXN
USD
Equivalent
IRS MXN38,095,084,140 $1,726,073,104
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN38,095,084,140$1,726,073,104
ProductVolume
NOK
USD
Equivalent
IRS NOK79,488,832,096 $8,744,471,181
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK371,150,000,000 $40,903,095,942
VNS NOK80,000,000 $8,795,945
Inflation NOK0 $0
TotalNOK450,718,832,096$49,656,363,068
ProductVolume
NZD
USD
Equivalent
IRS NZD108,560,862,492 $72,283,388,055
OIS NZD65,143,000,000 $43,388,689,700
Basis NZD400,000,000 $266,220,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD174,103,862,492$115,938,297,755
ProductVolume
PLN
USD
Equivalent
IRS PLN58,639,785,186 $15,653,779,534
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,000,000,000 $3,196,330,135
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN70,639,785,186$18,850,109,669
ProductVolume
SEK
USD
Equivalent
IRS SEK692,134,865,872 $79,163,055,634
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK257,320,000,000 $29,438,393,499
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK949,454,865,872$108,601,449,133
ProductVolume
SGD
USD
Equivalent
IRS SGD60,913,439,512 $44,235,289,918
OIS SGD20,000,000 $14,504,315
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD60,933,439,512$44,249,794,233
ProductVolume
THB
USD
Equivalent
IRS THB102,898,976,994 $3,285,017,060
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB102,898,976,994$3,285,017,060
ProductVolume
TWD
USD
Equivalent
IRS TWD89,603,600,000 $3,056,910,187
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD89,603,600,000$3,056,910,187
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,452,677,493,510 $87,260,606,685
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,452,677,493,510$87,260,606,685
ProductUSD
Equivalent
IRS$4,414,805,940,318
OIS$4,080,859,572,340
Basis$756,996,022,060
Zeroes$5,411,938,664
FRAs$5,852,214,181,983
VNS$18,121,021,349
Inflation$82,801,358,641
Total$15,211,210,035,355
Show:
ProductUSD
Equivalent
IRS $70,140,960,159,509
OIS $93,936,503,435,550
Basis $18,899,185,710,711
Zeroes $59,844,699,134
FRAs $141,040,472,229,860
VNS $240,516,471,890
Inflation $833,936,309,333
Total$325,151,419,015,987
ProductVolume
EUR
USD
Equivalent
IRS €52,013,363,306,989 $57,585,966,326,411
OIS €48,243,186,067,419 $53,463,054,402,556
Basis €443,590,334,260 $489,964,888,951
Zeroes €61,026,435,188 $67,704,440,399
FRAs €46,800,606,100,002 $51,928,529,273,850
VNS €214,276,958,334 $236,985,441,929
Inflation €1,413,002,696,027 $1,564,388,928,197
Total€149,189,051,898,219$165,336,593,702,293
ProductVolume
GBP
USD
Equivalent
IRS £12,808,355,163,370 $16,231,155,670,652
OIS £53,379,366,524,783 $68,332,920,665,138
Basis £4,211,244,925,849 $5,328,385,752,326
Zeroes £58,066,720,356 $73,891,952,411
FRAs £25,362,929,740,000 $32,082,334,491,576
VNS £45,420,928,861 $57,060,495,075
Inflation £1,082,496,880,436 $1,368,985,455,704
Total£96,947,880,883,655$123,474,734,482,882
ProductVolume
JPY
USD
Equivalent
IRS ¥785,922,097,691,968 $7,278,180,940,974
OIS ¥74,689,135,048,000 $692,867,159,393
Basis ¥19,098,318,152,000 $177,121,324,874
Zeroes ¥28,245,317,628 $264,631,394
FRAs ¥2,608,000,000,000 $24,285,635,270
VNS ¥1,351,325,060 $12,540,721
Inflation ¥0 $0
Total¥882,347,147,534,656$8,172,732,232,626
ProductVolume
CHF
USD
Equivalent
IRS CHF2,048,318,077,986 $2,135,441,903,192
OIS CHF694,801,240,000 $722,850,382,037
Basis CHF52,111,900,000 $54,277,455,625
Zeroes CHF0 $0
FRAs CHF1,357,184,200,000 $1,409,353,601,272
VNS CHF160,585,000 $167,355,011
Inflation CHF0 $0
TotalCHF4,152,576,002,986$4,322,090,697,137
ProductVolume
AUD
USD
Equivalent
IRS $14,661,238,571,361 $9,720,421,857,465
OIS $40,268,005,011,088 $26,832,257,049,776
Basis $1,770,928,029,844 $1,172,607,185,168
Zeroes $896,200,054 $591,040,467
FRAs $0 $0
VNS $5,503,145,023 $3,732,417,491
Inflation $0 $0
Total$56,706,570,957,370$37,729,609,550,367
ProductVolume
CAD
USD
Equivalent
IRS $12,508,373,588,337 $9,163,723,616,926
OIS $11,233,077,604,000 $8,346,165,907,831
Basis $619,511,550,000 $453,811,274,759
Zeroes $4,712,518,108 $3,462,782,577
FRAs $0 $0
VNS $55,356,934,894 $40,477,774,943
Inflation $0 $0
Total$24,421,032,195,339$18,007,641,357,036
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL110,685,297,834 $22,840,164,421
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL110,685,297,834$22,840,164,421
ProductVolume
CLP
USD
Equivalent
IRS CLP8,559,064,686,284 $10,613,887,589
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP8,559,064,686,284$10,613,887,589
ProductVolume
CNY
USD
Equivalent
IRS CNY14,503,303,911,160 $2,062,431,768,270
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY14,503,303,911,160$2,062,431,768,270
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP21,371,532,553,888 $5,793,972,368
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP21,371,532,553,888$5,793,972,368
ProductVolume
CZK
USD
Equivalent
IRS CZK22,688,758,104,929 $963,866,990,557
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK28,384,235,880,000 $1,203,818,873,558
VNS CZK41,336,628,000 $1,760,648,815
Inflation CZK0 $0
TotalCZK51,142,236,012,929$2,170,640,143,963
ProductVolume
DKK
USD
Equivalent
IRS DKK1,100,625,951,287 $162,853,904,221
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK454,468,000,000 $66,471,087,679
VNS DKK365,711,905 $54,275,233
Inflation DKK0 $0
TotalDKK1,555,459,663,192$229,379,267,133
ProductVolume
HKD
USD
Equivalent
IRS HKD14,412,804,346,938 $1,857,107,622,818
OIS HKD0 $0
Basis HKD767,559,200,000 $98,919,067,592
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD15,180,823,546,938$1,956,085,904,879
ProductVolume
HUF
USD
Equivalent
IRS HUF168,556,037,812,708 $543,939,677,210
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF17,000,000,000 $57,091,979
FRAs HUF163,899,716,000,000 $528,043,439,972
VNS HUF195,804,895,756 $591,685,173
Inflation HUF0 $0
TotalHUF332,668,558,708,464$1,072,631,894,334
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR47,460,138,190,530 $644,441,629,176
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR47,460,138,190,530$644,441,629,176
ProductVolume
KRW
USD
Equivalent
IRS KRW2,515,487,467,091,750 $2,096,230,157,228
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,515,487,467,091,750$2,096,230,157,228
ProductVolume
MXN
USD
Equivalent
IRS MXN1,617,258,807,550 $74,453,434,501
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,617,258,807,550$74,453,434,501
ProductVolume
NOK
USD
Equivalent
IRS NOK7,497,969,949,408 $780,149,485,764
OIS NOK0 $0
Basis NOK53,620,000,000 $5,574,082,760
Zeroes NOK0 $0
FRAs NOK15,307,238,600,000 $1,600,740,571,455
VNS NOK21,810,722,261 $2,256,371,723
Inflation NOK0 $0
TotalNOK22,880,639,271,669$2,388,720,511,702
ProductVolume
NZD
USD
Equivalent
IRS NZD6,084,720,718,104 $3,845,539,288,304
OIS NZD7,929,359,322,000 $5,021,576,228,966
Basis NZD118,828,600,000 $77,428,197,150
Zeroes NZD208,000,000 $138,049,600
FRAs NZD0 $0
VNS NZD139,310,351 $86,604,941
Inflation NZD0 $0
TotalNZD14,133,255,950,455$8,944,768,368,961
ProductVolume
PLN
USD
Equivalent
IRS PLN3,949,827,033,070 $998,988,626,329
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN8,311,600,000 $2,116,675,320
FRAs PLN2,002,871,062,000 $502,520,632,880
VNS PLN4,655,175,360 $1,119,961,546
Inflation PLN0 $0
TotalPLN5,965,664,870,430$1,504,745,896,075
ProductVolume
SEK
USD
Equivalent
IRS SEK24,153,640,017,871 $2,526,872,269,722
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK29,367,390,000,000 $3,080,182,471,584
VNS SEK4,373,436,644 $458,235,593
Inflation SEK0 $0
TotalSEK53,525,403,454,515$5,607,512,976,899
ProductVolume
SGD
USD
Equivalent
IRS SGD2,749,403,703,125 $1,971,753,933,743
OIS SGD906,200,000 $642,890,532
Basis SGD3,716,020,000 $2,688,957,080
Zeroes SGD604,000,000 $435,325,912
FRAs SGD0 $0
VNS SGD435,630,000 $313,589,601
Inflation SGD0 $0
TotalSGD2,755,065,553,125$1,975,834,696,868
ProductVolume
THB
USD
Equivalent
IRS THB13,786,552,286,720 $437,611,703,768
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB13,786,552,286,720$437,611,703,768
ProductVolume
TWD
USD
Equivalent
IRS TWD5,026,208,380,044 $167,669,713,549
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,026,208,380,044$167,669,713,549
ProductVolume
ZAR
USD
Equivalent
IRS ZAR53,881,008,868,378 $3,292,613,792,423
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR750,000,000 $45,040,987
Inflation ZAR0 $0
TotalZAR53,881,758,868,378$3,292,658,833,410
ProductUSD
Equivalent
IRS$194,071,386,895,546
OIS$257,999,073,723,323
Basis$26,760,088,284,775
Zeroes$209,575,932,447
FRAs$233,466,752,308,956
VNS$585,698,125,141
Inflation$3,767,310,693,234
Total$716,859,885,963,422
Show:
ProductUSD
Equivalent
IRS $49,756,087,422,295
OIS $15,243,000,922,750
Basis $20,309,837,656,012
Zeroes $95,571,422,070
FRAs $37,473,369,550,290
VNS $1,369,221,600,105
Inflation $1,682,083,614,245
Total$125,929,172,187,767
ProductVolume
EUR
USD
Equivalent
IRS €46,111,763,834,550 $54,690,857,495,968
OIS €14,638,768,916,062 $17,362,311,872,895
Basis €1,001,304,496,598 $1,187,597,198,190
Zeroes €147,406,537,817 $174,831,524,178
FRAs €16,580,184,079,758 $19,664,927,327,797
VNS €919,198,473,398 $1,090,215,349,374
Inflation €2,265,381,587,116 $2,686,855,831,399
Total€81,664,007,925,299$96,857,596,599,801
ProductVolume
GBP
USD
Equivalent
IRS £11,135,634,063,563 $14,606,054,419,472
OIS £10,894,111,938,400 $14,289,261,924,003
Basis £6,700,372,117,245 $8,788,543,087,585
Zeroes £318,442,018,499 $417,684,473,564
FRAs £7,151,402,385,250 $9,380,136,938,614
VNS £314,303,889,297 $412,256,696,396
Inflation £1,997,879,742,919 $2,620,518,964,799
Total£38,512,146,155,173$50,514,456,504,433
ProductVolume
JPY
USD
Equivalent
IRS ¥953,112,508,454,233 $9,023,550,375,898
OIS ¥71,499,274,684,917 $676,916,210,035
Basis ¥166,855,057,014,009 $1,579,692,847,470
Zeroes ¥28,245,317,628 $267,411,291
FRAs ¥670,000,000,000 $6,343,195,266
VNS ¥112,617,084,923 $1,066,197,254
Inflation ¥0 $0
Total¥1,192,277,702,555,710$11,287,836,237,214
ProductVolume
CHF
USD
Equivalent
IRS CHF1,780,561,011,573 $1,960,106,793,894
OIS CHF331,995,129,672 $365,472,401,665
Basis CHF466,819,774,758 $513,892,310,390
Zeroes CHF7,052 $7,763
FRAs CHF618,836,603,583 $681,238,004,825
VNS CHF2,851,776,392 $3,139,339,930
Inflation CHF0 $0
TotalCHF3,201,064,303,030$3,523,848,858,467
ProductVolume
AUD
USD
Equivalent
IRS $15,916,390,876,411 $11,447,864,137,859
OIS $9,748,483,177,932 $7,011,596,525,727
Basis $4,305,597,265,483 $3,096,800,833,199
Zeroes $1,189,115,241 $855,271,137
FRAs $0 $0
VNS $33,455,553,021 $24,062,906,511
Inflation $0 $0
Total$30,005,115,988,088$21,581,179,674,433
ProductVolume
CAD
USD
Equivalent
IRS $15,422,529,745,116 $11,615,099,973,728
OIS $1,696,841,292,705 $1,277,934,397,277
Basis $1,165,343,649,296 $877,649,984,407
Zeroes $20,611,262,261 $15,522,866,592
FRAs $0 $0
VNS $254,695,125,043 $191,817,385,934
Inflation $0 $0
Total$18,560,021,074,421$13,978,024,607,938
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL65,974,478,213 $12,457,651,809
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL65,974,478,213$12,457,651,809
ProductVolume
CLP
USD
Equivalent
IRS CLP6,973,774,060,214 $8,969,484,322
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,973,774,060,214$8,969,484,322
ProductVolume
CNY
USD
Equivalent
IRS CNY12,124,082,248,415 $1,747,829,607,723
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,124,082,248,415$1,747,829,607,723
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,990,090,484,260 $3,969,833,285
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,990,090,484,260$3,969,833,285
ProductVolume
CZK
USD
Equivalent
IRS CZK22,997,056,273,733 $1,045,201,966,764
OIS CZK0 $0
Basis CZK5,250,000,000 $238,609,249
Zeroes CZK30,955,400,000 $1,406,903,761
FRAs CZK10,169,245,517,816 $462,185,911,502
VNS CZK102,253,048,100 $4,647,337,716
Inflation CZK0 $0
TotalCZK33,304,760,239,649$1,513,680,728,992
ProductVolume
DKK
USD
Equivalent
IRS DKK4,687,779,209,825 $746,224,006,658
OIS DKK0 $0
Basis DKK6,700,000,000 $1,066,539,319
Zeroes DKK15,500,000,000 $2,467,367,081
FRAs DKK140,164,000,000 $22,312,002,547
VNS DKK4,021,339,113 $640,136,758
Inflation DKK0 $0
TotalDKK4,854,164,548,938$772,710,052,363
ProductVolume
HKD
USD
Equivalent
IRS HKD19,306,388,083,123 $2,491,098,634,623
OIS HKD0 $0
Basis HKD1,195,713,483,830 $154,282,624,701
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,330,523
Inflation HKD0 $0
TotalHKD20,504,088,166,953$2,645,637,589,847
ProductVolume
HUF
USD
Equivalent
IRS HUF145,738,465,712,019 $501,508,829,016
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF101,615,817,418 $349,675,903
FRAs HUF51,491,773,470,620 $177,191,236,995
VNS HUF840,451,465,836 $2,892,124,796
Inflation HUF0 $0
TotalHUF198,172,306,465,893$681,941,866,710
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR53,748,180,893,343 $718,582,584,890
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR53,748,180,893,343$718,582,584,890
ProductVolume
KRW
USD
Equivalent
IRS KRW2,574,325,512,354,010 $2,171,144,060,347
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,574,325,512,354,010$2,171,144,060,347
ProductVolume
MXN
USD
Equivalent
IRS MXN2,092,088,866,191 $93,583,155,130
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,092,088,866,191$93,583,155,130
ProductVolume
NOK
USD
Equivalent
IRS NOK12,740,085,650,251 $1,421,202,508,869
OIS NOK0 $0
Basis NOK230,727,941,020 $25,738,534,076
Zeroes NOK0 $0
FRAs NOK10,413,478,095,096 $1,161,661,043,818
VNS NOK103,052,782,170 $11,495,909,571
Inflation NOK0 $0
TotalNOK23,487,344,468,537$2,620,097,996,334
ProductVolume
NZD
USD
Equivalent
IRS NZD7,298,253,690,164 $4,848,229,926,376
OIS NZD3,230,002,319,324 $2,145,690,540,727
Basis NZD88,561,940,000 $58,831,696,742
Zeroes NZD104,000,000 $69,087,200
FRAs NZD0 $0
VNS NZD1,234,862,176 $820,318,944
Inflation NZD0 $0
TotalNZD10,618,156,811,664$7,053,641,569,989
ProductVolume
PLN
USD
Equivalent
IRS PLN4,174,704,195,623 $1,124,908,504,270
OIS PLN0 $0
Basis PLN1,500,000,000 $404,187,381
Zeroes PLN5,855,800,000 $1,577,893,645
FRAs PLN1,105,610,146,374 $297,915,779,846
VNS PLN10,916,027,829 $2,941,413,801
Inflation PLN0 $0
TotalPLN5,298,586,169,826$1,427,747,778,943
ProductVolume
SEK
USD
Equivalent
IRS SEK36,983,718,922,512 $4,262,736,950,860
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $100,463,942
FRAs SEK14,883,004,700,264 $1,715,412,509,179
VNS SEK50,322,494,398 $5,800,161,871
Inflation SEK0 $0
TotalSEK51,917,917,747,356$5,984,050,085,852
ProductVolume
SGD
USD
Equivalent
IRS SGD2,485,008,597,527 $1,814,073,509,893
OIS SGD906,200,000 $661,532,285
Basis SGD5,962,225,896 $4,352,466,253
Zeroes SGD700,000,000 $511,004,855
FRAs SGD0 $0
VNS SGD681,610,844 $497,580,643
Inflation SGD0 $0
TotalSGD2,493,258,634,267$1,820,096,093,929
ProductVolume
THB
USD
Equivalent
IRS THB15,826,244,178,958 $509,701,905,925
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB15,826,244,178,958$509,701,905,925
ProductVolume
TWD
USD
Equivalent
IRS TWD6,223,543,647,070 $211,858,103,454
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,223,543,647,070$211,858,103,454
ProductVolume
ZAR
USD
Equivalent
IRS ZAR40,454,852,090,282 $2,330,536,569,210
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR750,000,000 $43,206,249
Inflation ZAR0 $0
TotalZAR40,455,602,090,282$2,330,579,775,459
ProductUSD
Equivalent
IRS$178,440,885,994,363
OIS$59,095,398,745,539
Basis$36,598,928,574,974
Zeroes$711,215,372,982
FRAs$71,042,693,500,679
VNS$3,121,813,996,376
Inflation$6,989,458,410,443
Total$356,000,394,595,356

Figures as of COB Aug 5, 2020.

Notional Outstanding by Product

As of COB Aug 5, 2020

Daily Notional by Tenor

As of COB Aug 5, 2020

Notional Outstanding by Currency

As of COB Aug 5, 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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