Volumes

  • Client Notional Cleared (USD)
    $1,201,915,758,756,319
    Client Notional Outstanding (USD)
    $55,116,213,773,544
    As of COB Jan 17, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,572,811,000,000,000
    Trades Compressed
    23,478,289
  • 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 Jan 17, 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
$322,205,914,025
$2,374,909,363,927
$5,952,158,144,715
$23,868,982,683,543
EUR
€51,681,242,771
€532,259,519,555
€1,570,104,007,983
€10,652,709,985,209
GBP
£375,096,292,542
£2,024,603,631,459
£3,161,075,211,456
£6,290,163,767,020
JPY
¥815,798,703,047
¥6,002,186,121,766
¥17,452,475,637,892
¥144,031,361,798,946
CHF
CHF6,175,051,494
CHF19,108,309,077
CHF42,144,534,650
CHF321,067,186,103
AUD
$54,189,253,715
$756,286,099,740
$1,880,390,918,167
$4,614,827,483,028
CAD
$10,590,490,000
$160,487,488,700
$469,557,837,596
$2,358,333,300,624
Other*
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$67,380,344,750
$309,432,739,524
$766,162,116,587
$4,623,679,555,221
BRL
BRL126,062,513
BRL990,579,726
BRL2,984,644,138
BRL14,802,192,145
CLP
CLP1,413,500,000
CLP101,599,800,000
CLP297,831,800,000
CLP1,483,327,551,708
CNY
CNY16,978,657,058
CNY123,243,789,848
CNY286,638,300,880
CNY1,117,167,401,622
COP
COP0
COP167,020,100,000
COP363,175,400,000
COP3,671,566,600,000
CZK
CZK108,564,516,000
CZK516,397,299,179
CZK1,010,261,367,969
CZK6,058,873,873,914
DKK
DKK8,000,000
DKK8,260,000,000
DKK25,533,174,898
DKK876,474,396,052
HKD
HKD3,058,053,000
HKD116,200,548,129
HKD330,181,197,076
HKD3,701,331,301,002
HUF
HUF330,958,265,134
HUF3,217,810,421,430
HUF6,332,579,487,980
HUF26,046,086,345,034
INR
INR97,937,500,000
INR823,205,695,404
INR1,614,653,335,404
INR6,148,919,102,566
KRW
KRW7,410,523,000,000
KRW27,553,578,595,524
KRW105,488,093,745,524
KRW409,449,057,740,793
MXN
MXN1,803,344,329
MXN5,667,090,329
MXN31,162,642,329
MXN238,581,743,441
NOK
NOK30,532,528,000
NOK158,846,288,718
NOK359,407,622,700
NOK2,140,478,538,711
NZD
NZD24,543,910,000
NZD77,286,336,812
NZD213,221,821,242
NZD1,052,933,645,863
PLN
PLN9,099,582,000
PLN61,015,865,297
PLN180,590,523,630
PLN1,070,037,158,466
SEK
SEK41,323,378,000
SEK456,369,306,048
SEK1,122,433,501,848
SEK5,553,153,044,813
SGD
SGD6,369,044,000
SGD32,242,944,572
SGD69,008,137,092
SGD808,437,400,417
THB
THB11,607,650,000
THB132,666,936,963
THB276,340,925,275
THB823,029,568,404
TWD
TWD3,600,000,000
TWD63,936,000,000
TWD143,623,000,000
TWD381,949,612,380
ZAR
ZAR276,209,605,000
ZAR604,253,203,532
ZAR1,190,173,743,793
ZAR8,695,103,863,562
Total in USD$994,356,055,346$6,633,124,427,384$14,451,644,187,301$55,116,213,773,544

Figures as of COB Jan 17, 2020. Weekly figures as of COB Jan 17, 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 $133,177,618,785
OIS $135,822,393,000
Basis $14,570,700,000
Zeroes $0
FRAs $37,801,000,000
VNS $293,697,240
Inflation $540,505,000
Total$322,205,914,025
ProductVolume
EUR
USD
Equivalent
IRS €34,127,122,148 $37,857,216,599
OIS €14,464,603,623 $16,045,584,799
Basis €1,182,500,000 $1,311,747,250
Zeroes €0 $0
FRAs €0 $0
VNS €521,017,000 $577,964,158
Inflation €1,386,000,000 $1,537,489,800
Total€51,681,242,771$57,330,002,606
ProductVolume
GBP
USD
Equivalent
IRS £54,985,927,162 $71,577,930,683
OIS £301,718,373,000 $392,761,892,053
Basis £8,304,078,000 $10,809,833,537
Zeroes £356,533,930 $464,118,043
FRAs £8,845,000,000 $11,513,978,750
VNS £12,600,000 $16,402,050
Inflation £873,780,450 $1,137,443,701
Total£375,096,292,542$488,281,598,817
ProductVolume
JPY
USD
Equivalent
IRS ¥797,798,703,047 $7,243,167,670
OIS ¥0 $0
Basis ¥18,000,000,000 $163,420,945
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥815,798,703,047$7,406,588,615
ProductVolume
CHF
USD
Equivalent
IRS CHF5,175,051,494 $5,347,232,377
OIS CHF1,000,000,000 $1,033,271,337
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,175,051,494$6,380,503,714
ProductVolume
AUD
USD
Equivalent
IRS $7,223,053,715 $4,966,932,887
OIS $44,320,000,000 $30,476,648,000
Basis $2,646,200,000 $1,819,659,430
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$54,189,253,715$37,263,240,317
ProductVolume
CAD
USD
Equivalent
IRS $5,465,490,000 $4,184,267,340
OIS $5,125,000,000 $3,923,595,162
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,590,490,000$8,107,862,502
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL126,062,513 $30,274,742
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL126,062,513$30,274,742
ProductVolume
CLP
USD
Equivalent
IRS CLP1,413,500,000 $1,826,416
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,413,500,000$1,826,416
ProductVolume
CNY
USD
Equivalent
IRS CNY16,978,657,058 $2,475,113,096
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY16,978,657,058$2,475,113,096
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 CZK94,664,516,000 $4,175,024,963
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK13,900,000,000 $613,036,959
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK108,564,516,000$4,788,061,922
ProductVolume
DKK
USD
Equivalent
IRS DKK8,000,000 $1,187,622
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,000,000$1,187,622
ProductVolume
HKD
USD
Equivalent
IRS HKD3,058,053,000 $393,718,762
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD3,058,053,000$393,718,762
ProductVolume
HUF
USD
Equivalent
IRS HUF154,458,265,134 $509,603,475
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF176,500,000,000 $582,325,673
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF330,958,265,134$1,091,929,148
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR97,937,500,000 $1,377,868,287
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR97,937,500,000$1,377,868,287
ProductVolume
KRW
USD
Equivalent
IRS KRW7,410,523,000,000 $6,381,615,184
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,410,523,000,000$6,381,615,184
ProductVolume
MXN
USD
Equivalent
IRS MXN1,803,344,329 $96,432,432
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,803,344,329$96,432,432
ProductVolume
NOK
USD
Equivalent
IRS NOK20,430,528,000 $2,294,057,052
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK9,940,000,000 $1,116,120,303
VNS NOK162,000,000 $18,190,291
Inflation NOK0 $0
TotalNOK30,532,528,000$3,428,367,646
ProductVolume
NZD
USD
Equivalent
IRS NZD2,404,910,000 $1,590,366,983
OIS NZD22,139,000,000 $14,640,520,700
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD24,543,910,000$16,230,887,683
ProductVolume
PLN
USD
Equivalent
IRS PLN5,699,582,000 $1,491,392,985
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,400,000,000 $889,668,075
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN9,099,582,000$2,381,061,060
ProductVolume
SEK
USD
Equivalent
IRS SEK39,323,378,000 $4,134,189,608
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,000,000,000 $210,266,250
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK41,323,378,000$4,344,455,858
ProductVolume
SGD
USD
Equivalent
IRS SGD6,369,044,000 $4,728,142,237
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,369,044,000$4,728,142,237
ProductVolume
THB
USD
Equivalent
IRS THB11,607,650,000 $381,956,236
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB11,607,650,000$381,956,236
ProductVolume
TWD
USD
Equivalent
IRS TWD3,600,000,000 $120,152,193
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,600,000,000$120,152,193
ProductVolume
ZAR
USD
Equivalent
IRS ZAR276,209,605,000 $19,127,294,226
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR276,209,605,000$19,127,294,226
ProductUSD
Equivalent
IRS$312,286,714,553
OIS$596,081,773,338
Basis$28,675,361,162
Zeroes$464,118,043
FRAs$52,726,396,010
VNS$906,253,739
Inflation$3,215,438,501
Total$994,356,055,346
Show:
ProductUSD
Equivalent
IRS $679,599,816,815
OIS $942,129,360,945
Basis $71,207,245,509
Zeroes $254,705,000
FRAs $671,518,200,000
VNS $1,479,430,758
Inflation $8,720,604,900
Total$2,374,909,363,927
ProductVolume
EUR
USD
Equivalent
IRS €315,961,571,556 $351,728,399,843
OIS €190,219,800,985 $211,774,608,998
Basis €4,956,450,000 $5,513,427,515
Zeroes €3,588,000,000 $3,994,918,800
FRAs €6,810,000,000 $7,579,603,000
VNS €2,337,084,533 $2,601,331,871
Inflation €8,386,612,481 $9,333,931,389
Total€532,259,519,555$592,526,221,416
ProductVolume
GBP
USD
Equivalent
IRS £201,849,133,393 $262,918,109,243
OIS £1,651,131,135,339 $2,150,767,208,595
Basis £49,008,239,500 $63,871,284,736
Zeroes £3,079,918,004 $4,007,585,084
FRAs £106,043,200,000 $138,068,163,100
VNS £12,600,000 $16,402,050
Inflation £13,479,405,223 $17,559,208,800
Total£2,024,603,631,459$2,637,207,961,608
ProductVolume
JPY
USD
Equivalent
IRS ¥5,605,148,121,766 $50,939,272,627
OIS ¥322,038,000,000 $2,928,138,048
Basis ¥75,000,000,000 $681,471,840
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,002,186,121,766$54,548,882,515
ProductVolume
CHF
USD
Equivalent
IRS CHF17,203,309,077 $17,785,166,680
OIS CHF1,867,000,000 $1,930,414,035
Basis CHF38,000,000 $39,431,358
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF19,108,309,077$19,755,012,073
ProductVolume
AUD
USD
Equivalent
IRS $74,487,779,049 $51,387,915,035
OIS $673,159,200,000 $464,389,988,785
Basis $8,607,360,000 $5,935,446,528
Zeroes $0 $0
FRAs $0 $0
VNS $31,760,691 $21,894,233
Inflation $0 $0
Total$756,286,099,740$521,735,244,581
ProductVolume
CAD
USD
Equivalent
IRS $59,275,764,229 $45,432,002,791
OIS $96,349,180,000 $73,850,596,861
Basis $4,823,000,000 $3,696,092,844
Zeroes $39,544,471 $30,309,244
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$160,487,488,700$123,009,001,740
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL990,579,726 $239,162,841
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL990,579,726$239,162,841
ProductVolume
CLP
USD
Equivalent
IRS CLP101,599,800,000 $131,363,285
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP101,599,800,000$131,363,285
ProductVolume
CNY
USD
Equivalent
IRS CNY123,243,789,848 $17,903,423,161
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY123,243,789,848$17,903,423,161
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP167,020,100,000 $50,702,059
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP167,020,100,000$50,702,059
ProductVolume
CZK
USD
Equivalent
IRS CZK288,965,299,179 $12,779,494,002
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK227,432,000,000 $10,065,526,478
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK516,397,299,179$22,845,020,480
ProductVolume
DKK
USD
Equivalent
IRS DKK8,260,000,000 $1,230,596,168
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,260,000,000$1,230,596,168
ProductVolume
HKD
USD
Equivalent
IRS HKD110,600,548,129 $14,229,232,113
OIS HKD0 $0
Basis HKD5,600,000,000 $720,531,944
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD116,200,548,129$14,949,764,057
ProductVolume
HUF
USD
Equivalent
IRS HUF1,908,310,421,430 $6,367,987,921
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,309,500,000,000 $4,368,350,316
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,217,810,421,430$10,736,338,237
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR823,205,695,404 $11,617,290,627
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR823,205,695,404$11,617,290,627
ProductVolume
KRW
USD
Equivalent
IRS KRW27,553,578,595,524 $23,783,077,051
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW27,553,578,595,524$23,783,077,051
ProductVolume
MXN
USD
Equivalent
IRS MXN5,667,090,329 $302,034,650
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,667,090,329$302,034,650
ProductVolume
NOK
USD
Equivalent
IRS NOK110,442,088,718 $12,427,216,743
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK48,097,200,000 $5,415,275,249
VNS NOK307,000,000 $34,525,834
Inflation NOK0 $0
TotalNOK158,846,288,718$17,877,017,826
ProductVolume
NZD
USD
Equivalent
IRS NZD31,648,129,282 $20,951,864,555
OIS NZD45,637,000,000 $30,200,778,600
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,207,530 $800,834
Inflation NZD0 $0
TotalNZD77,286,336,812$51,153,443,989
ProductVolume
PLN
USD
Equivalent
IRS PLN50,560,865,297 $13,303,303,427
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN10,455,000,000 $2,747,172,393
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN61,015,865,297$16,050,475,820
ProductVolume
SEK
USD
Equivalent
IRS SEK420,706,266,048 $44,437,913,802
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK35,600,000,000 $3,761,885,149
VNS SEK63,040,000 $6,663,214
Inflation SEK0 $0
TotalSEK456,369,306,048$48,206,462,165
ProductVolume
SGD
USD
Equivalent
IRS SGD32,142,944,572 $23,865,842,685
OIS SGD0 $0
Basis SGD70,000,000 $51,976,982
Zeroes SGD30,000,000 $22,266,756
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD32,242,944,572$23,940,086,423
ProductVolume
THB
USD
Equivalent
IRS THB132,666,936,963 $4,373,401,890
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB132,666,936,963$4,373,401,890
ProductVolume
TWD
USD
Equivalent
IRS TWD63,936,000,000 $2,138,102,095
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD63,936,000,000$2,138,102,095
ProductVolume
ZAR
USD
Equivalent
IRS ZAR604,253,203,532 $41,904,976,700
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR604,253,203,532$41,904,976,700
ProductUSD
Equivalent
IRS$1,700,159,676,123
OIS$3,889,639,087,553
Basis$151,716,909,256
Zeroes$8,309,784,884
FRAs$843,524,175,685
VNS$4,161,048,794
Inflation$35,613,745,089
Total$6,633,124,427,384
Show:
ProductUSD
Equivalent
IRS $1,610,344,246,599
OIS $2,532,307,502,776
Basis $265,255,235,509
Zeroes $254,705,000
FRAs $1,519,712,800,000
VNS $4,812,208,431
Inflation $19,471,446,400
Total$5,952,158,144,715
ProductVolume
EUR
USD
Equivalent
IRS €823,141,445,203 $916,962,145,300
OIS €681,088,289,446 $758,326,659,313
Basis €11,775,150,000 $13,096,638,485
Zeroes €5,180,000,000 $5,769,609,400
FRAs €24,010,000,000 $26,770,324,000
VNS €3,061,986,853 $3,409,271,215
Inflation €21,847,136,481 $24,333,687,426
Total€1,570,104,007,983$1,748,668,335,139
ProductVolume
GBP
USD
Equivalent
IRS £395,260,864,770 $516,425,960,580
OIS £2,480,722,011,146 $3,235,498,062,158
Basis £82,366,639,500 $107,602,283,021
Zeroes £4,684,925,004 $6,110,395,679
FRAs £169,505,200,000 $221,016,172,600
VNS £271,518,000 $355,610,522
Inflation £28,264,053,036 $36,911,778,505
Total£3,161,075,211,456$4,123,920,263,065
ProductVolume
JPY
USD
Equivalent
IRS ¥15,724,437,637,892 $143,962,397,445
OIS ¥902,638,000,000 $8,261,371,026
Basis ¥825,400,000,000 $7,545,738,531
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥17,452,475,637,892$159,769,507,002
ProductVolume
CHF
USD
Equivalent
IRS CHF36,827,434,650 $37,991,628,895
OIS CHF4,985,000,000 $5,138,744,613
Basis CHF332,100,000 $341,475,109
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF42,144,534,650$43,471,848,617
ProductVolume
AUD
USD
Equivalent
IRS $209,822,487,940 $144,693,423,946
OIS $1,641,259,474,000 $1,132,362,225,758
Basis $29,265,200,400 $20,181,838,205
Zeroes $0 $0
FRAs $0 $0
VNS $43,755,827 $30,111,500
Inflation $0 $0
Total$1,880,390,918,167$1,297,267,599,409
ProductVolume
CAD
USD
Equivalent
IRS $214,775,455,956 $164,859,500,513
OIS $245,696,380,000 $188,406,458,780
Basis $8,878,000,000 $6,801,112,179
Zeroes $39,544,471 $30,309,244
FRAs $0 $0
VNS $168,457,169 $128,992,051
Inflation $0 $0
Total$469,557,837,596$360,226,372,767
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,984,644,138 $729,274,438
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,984,644,138$729,274,438
ProductVolume
CLP
USD
Equivalent
IRS CLP297,831,800,000 $387,222,580
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP297,831,800,000$387,222,580
ProductVolume
CNY
USD
Equivalent
IRS CNY286,638,300,880 $41,418,441,265
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY286,638,300,880$41,418,441,265
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP363,175,400,000 $111,018,491
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP363,175,400,000$111,018,491
ProductVolume
CZK
USD
Equivalent
IRS CZK544,050,367,969 $24,027,954,053
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK466,211,000,000 $20,623,342,074
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,010,261,367,969$44,651,296,127
ProductVolume
DKK
USD
Equivalent
IRS DKK25,533,174,898 $3,806,480,777
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK25,533,174,898$3,806,480,777
ProductVolume
HKD
USD
Equivalent
IRS HKD320,541,197,076 $41,234,273,348
OIS HKD0 $0
Basis HKD9,640,000,000 $1,240,264,320
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD330,181,197,076$42,474,537,668
ProductVolume
HUF
USD
Equivalent
IRS HUF4,432,079,487,980 $14,859,139,691
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF3,500,000,000 $11,764,057
FRAs HUF1,897,000,000,000 $6,343,004,597
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF6,332,579,487,980$21,213,908,345
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,614,653,335,404 $22,681,687,422
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,614,653,335,404$22,681,687,422
ProductVolume
KRW
USD
Equivalent
IRS KRW105,488,093,745,524 $90,694,207,961
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW105,488,093,745,524$90,694,207,961
ProductVolume
MXN
USD
Equivalent
IRS MXN31,162,642,329 $1,654,866,424
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN31,162,642,329$1,654,866,424
ProductVolume
NOK
USD
Equivalent
IRS NOK194,138,151,940 $21,888,088,358
OIS NOK0 $0
Basis NOK9,000,000,000 $1,013,057,181
Zeroes NOK0 $0
FRAs NOK155,597,200,000 $17,595,906,236
VNS NOK672,270,760 $75,832,931
Inflation NOK0 $0
TotalNOK359,407,622,700$40,572,884,706
ProductVolume
NZD
USD
Equivalent
IRS NZD74,101,613,712 $49,166,443,655
OIS NZD138,968,000,000 $92,145,016,700
Basis NZD151,000,000 $99,773,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,207,530 $800,834
Inflation NZD0 $0
TotalNZD213,221,821,242$141,412,034,439
ProductVolume
PLN
USD
Equivalent
IRS PLN144,845,523,630 $38,072,934,963
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN35,745,000,000 $9,388,469,370
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN180,590,523,630$47,461,404,333
ProductVolume
SEK
USD
Equivalent
IRS SEK892,819,061,848 $94,463,263,956
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK229,480,000,000 $24,296,722,100
VNS SEK134,440,000 $14,272,288
Inflation SEK0 $0
TotalSEK1,122,433,501,848$118,774,258,344
ProductVolume
SGD
USD
Equivalent
IRS SGD68,833,137,092 $51,049,053,877
OIS SGD0 $0
Basis SGD70,000,000 $51,976,982
Zeroes SGD30,000,000 $22,266,756
FRAs SGD0 $0
VNS SGD75,000,000 $55,541,156
Inflation SGD0 $0
TotalSGD69,008,137,092$51,178,838,771
ProductVolume
THB
USD
Equivalent
IRS THB276,340,925,275 $9,122,828,912
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB276,340,925,275$9,122,828,912
ProductVolume
TWD
USD
Equivalent
IRS TWD143,623,000,000 $4,791,501,313
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD143,623,000,000$4,791,501,313
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,190,173,743,793 $83,025,424,271
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,190,173,743,793$83,025,424,271
ProductUSD
Equivalent
IRS$4,105,630,703,120
OIS$7,975,238,747,037
Basis$423,229,392,772
Zeroes$12,199,050,136
FRAs$1,845,746,740,977
VNS$8,882,640,928
Inflation$80,716,912,331
Total$14,451,644,187,301
Show:
ProductUSD
Equivalent
IRS $11,272,697,677,447
OIS $6,912,688,047,998
Basis $2,815,357,424,427
Zeroes $5,968,263,768
FRAs $2,447,547,719,895
VNS $280,413,133,348
Inflation $134,310,416,660
Total$23,868,982,683,543
ProductVolume
EUR
USD
Equivalent
IRS €5,898,363,179,694 $6,543,054,275,234
OIS €3,914,523,706,946 $4,342,381,148,116
Basis €154,768,194,987 $171,684,358,699
Zeroes €24,661,401,939 $27,356,893,170
FRAs €292,159,195,012 $324,092,195,027
VNS €175,147,768,068 $194,291,419,118
Inflation €193,086,538,564 $214,190,897,229
Total€10,652,709,985,210$11,817,051,186,593
ProductVolume
GBP
USD
Equivalent
IRS £1,735,225,704,766 $2,258,830,061,180
OIS £3,611,625,508,305 $4,701,433,505,436
Basis £338,108,115,438 $440,132,239,272
Zeroes £17,673,582,493 $23,006,586,010
FRAs £271,043,824,340 $352,831,298,335
VNS £57,425,242,926 $74,753,309,979
Inflation £259,061,788,752 $337,233,683,508
Total£6,290,163,767,020$8,188,220,683,720
ProductVolume
JPY
USD
Equivalent
IRS ¥115,511,255,642,086 $1,048,719,920,487
OIS ¥14,611,345,550,878 $132,655,549,965
Basis ¥13,619,007,520,664 $123,646,171,144
Zeroes ¥0 $0
FRAs ¥282,000,000,000 $2,560,261,474
VNS ¥7,753,085,318 $70,389,807
Inflation ¥0 $0
Total¥144,031,361,798,946$1,307,652,292,877
ProductVolume
CHF
USD
Equivalent
IRS CHF259,163,720,419 $267,786,443,913
OIS CHF24,975,631,684 $25,806,604,344
Basis CHF30,137,600,000 $31,140,318,248
Zeroes CHF0 $0
FRAs CHF6,049,350,000 $6,250,619,963
VNS CHF740,884,000 $765,534,201
Inflation CHF0 $0
TotalCHF321,067,186,103$331,749,520,669
ProductVolume
AUD
USD
Equivalent
IRS $1,088,263,618,155 $748,344,477,025
OIS $3,372,993,922,606 $2,319,439,270,880
Basis $147,884,648,424 $101,692,878,489
Zeroes $23,102,501 $15,886,435
FRAs $0 $0
VNS $5,662,191,341 $3,893,605,876
Inflation $0 $0
Total$4,614,827,483,027$3,173,386,118,705
ProductVolume
CAD
USD
Equivalent
IRS $1,163,511,945,964 $890,760,944,698
OIS $1,122,736,167,952 $859,543,843,173
Basis $62,857,311,646 $48,122,271,969
Zeroes $649,431,248 $497,191,278
FRAs $0 $0
VNS $8,578,443,814 $6,567,481,101
Inflation $0 $0
Total$2,358,333,300,624$1,805,491,732,219
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL14,802,192,145 $3,554,843,873
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL14,802,192,145$3,554,843,873
ProductVolume
CLP
USD
Equivalent
IRS CLP1,483,327,551,708 $1,916,641,968
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,483,327,551,708$1,916,641,968
ProductVolume
CNY
USD
Equivalent
IRS CNY1,117,167,401,622 $162,858,325,977
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,117,167,401,622$162,858,325,977
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,671,566,600,000 $1,101,745,416
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,671,566,600,000$1,101,745,416
ProductVolume
CZK
USD
Equivalent
IRS CZK4,296,220,460,550 $189,477,836,313
OIS CZK0 $0
Basis CZK1,025,000,000 $45,205,963
Zeroes CZK0 $0
FRAs CZK1,756,437,812,314 $77,464,841,330
VNS CZK5,190,601,050 $228,923,042
Inflation CZK0 $0
TotalCZK6,058,873,873,914$267,216,806,648
ProductVolume
DKK
USD
Equivalent
IRS DKK869,584,845,130 $129,092,262,662
OIS DKK0 $0
Basis DKK3,350,000,000 $497,316,717
Zeroes DKK0 $0
FRAs DKK1,500,000,000 $222,679,127
VNS DKK2,039,550,922 $302,776,946
Inflation DKK0 $0
TotalDKK876,474,396,052$130,115,035,452
ProductVolume
HKD
USD
Equivalent
IRS HKD3,381,087,247,916 $435,308,834,432
OIS HKD0 $0
Basis HKD319,280,753,086 $41,106,816,326
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD963,300,000 $124,023,123
Inflation HKD0 $0
TotalHKD3,701,331,301,002$476,539,673,881
ProductVolume
HUF
USD
Equivalent
IRS HUF22,609,210,165,555 $74,594,467,627
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,800,000,000 $128,012,669
FRAs HUF3,368,296,250,000 $11,113,004,998
VNS HUF29,779,929,479 $98,252,790
Inflation HUF0 $0
TotalHUF26,046,086,345,034$85,933,738,084
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,148,919,102,566 $86,508,238,756
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,148,919,102,566$86,508,238,756
ProductVolume
KRW
USD
Equivalent
IRS KRW409,449,057,740,793 $352,599,448,637
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW409,449,057,740,793$352,599,448,637
ProductVolume
MXN
USD
Equivalent
IRS MXN238,581,743,441 $12,757,972,655
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN238,581,743,441$12,757,972,655
ProductVolume
NOK
USD
Equivalent
IRS NOK1,248,744,725,074 $140,216,231,474
OIS NOK0 $0
Basis NOK129,567,114,206 $14,548,539,915
Zeroes NOK0 $0
FRAs NOK728,388,098,563 $81,787,600,124
VNS NOK33,778,600,868 $3,792,855,356
Inflation NOK0 $0
TotalNOK2,140,478,538,711$240,345,226,869
ProductVolume
NZD
USD
Equivalent
IRS NZD768,230,193,546 $508,030,626,992
OIS NZD282,009,867,726 $186,493,125,527
Basis NZD2,307,000,000 $1,525,619,100
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD386,584,591 $255,648,390
Inflation NZD0 $0
TotalNZD1,052,933,645,863$696,305,020,009
ProductVolume
PLN
USD
Equivalent
IRS PLN881,732,266,669 $230,720,308,419
OIS PLN0 $0
Basis PLN1,300,000,000 $340,167,205
Zeroes PLN0 $0
FRAs PLN184,139,000,000 $48,183,114,623
VNS PLN2,865,891,797 $749,909,541
Inflation PLN0 $0
TotalPLN1,070,037,158,466$279,993,499,788
ProductVolume
SEK
USD
Equivalent
IRS SEK3,975,203,426,463 $417,925,558,016
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,314,817
FRAs SEK1,561,394,561,618 $164,154,289,339
VNS SEK16,295,245,022 $1,713,170,029
Inflation SEK0 $0
TotalSEK5,553,153,044,813$583,820,332,201
ProductVolume
SGD
USD
Equivalent
IRS SGD806,593,404,099 $598,785,051,853
OIS SGD0 $0
Basis SGD1,266,005,896 $939,835,861
Zeroes SGD380,000,000 $282,097,918
FRAs SGD0 $0
VNS SGD197,990,422 $146,980,752
Inflation SGD0 $0
TotalSGD808,437,400,417$600,153,966,384
ProductVolume
THB
USD
Equivalent
IRS THB823,029,568,404 $27,082,249,701
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB823,029,568,404$27,082,249,701
ProductVolume
TWD
USD
Equivalent
IRS TWD381,949,612,380 $12,747,800,961
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD381,949,612,380$12,747,800,961
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,694,833,863,562 $602,110,290,678
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,697,284
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,695,103,863,562$602,128,987,962
ProductUSD
Equivalent
IRS$26,929,972,552,222
OIS$19,568,051,079,611
Basis$3,790,779,163,335
Zeroes$57,300,943,349
FRAs$3,516,207,624,235
VNS$568,167,413,399
Inflation$685,734,997,397
Total$55,116,213,773,548

Figures as of COB Jan 17, 2020.

Notional Outstanding by Product

As of COB Jan 17, 2020

Daily Notional by Tenor
 

As of COB Jan 17, 2020

Notional Outstanding by Tenor
 

As of COB Jan 17, 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
$1,046,177,178,503
$12,357,814,080,442
$34,688,459,023,612
$127,832,662,956,409
EUR
€254,961,717,497
€3,796,630,658,770
€11,554,791,671,150
€76,468,640,188,973
GBP
£1,409,347,327,218
£7,058,262,451,565
£12,345,139,672,774
£37,978,079,264,241
JPY
¥2,487,757,906,094
¥27,806,645,963,866
¥70,453,266,894,602
¥1,176,302,581,001,260
CHF
CHF23,147,891,232
CHF133,512,761,260
CHF266,952,831,022
CHF3,093,854,990,414
AUD
$244,999,902,860
$2,937,568,785,749
$6,550,956,340,257
$33,161,667,122,668
CAD
$57,337,600,000
$553,556,766,019
$1,469,145,988,991
$18,083,454,809,531
Other*
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Hide
$225,372,735,282
$1,315,313,886,305
$3,187,268,242,719
$29,455,391,821,077
BRL
BRL252,125,027
BRL1,981,159,453
BRL5,969,288,277
BRL41,328,513,294
CLP
CLP2,827,000,000
CLP1,616,621,400,000
CLP2,332,338,000,000
CLP7,292,170,424,298
CNY
CNY98,122,914,116
CNY438,313,179,696
CNY999,129,027,724
CNY8,696,190,571,800
COP
COP0
COP334,040,200,000
COP726,350,800,000
COP10,061,699,884,260
CZK
CZK419,957,032,000
CZK1,636,624,898,359
CZK3,275,707,478,589
CZK35,696,117,161,854
DKK
DKK7,560,000,000
DKK30,062,000,000
DKK68,943,941,594
DKK4,637,017,006,312
HKD
HKD33,755,812,000
HKD455,643,018,542
HKD1,303,268,524,069
HKD20,964,382,062,605
HUF
HUF841,562,930,268
HUF20,910,826,334,860
HUF34,423,709,267,960
HUF191,044,448,377,483
INR
INR449,121,000,000
INR3,483,967,390,808
INR6,614,495,070,808
INR66,224,700,217,519
KRW
KRW22,022,846,000,000
KRW84,930,279,991,048
KRW298,424,525,291,048
KRW2,431,409,438,493,830
MXN
MXN3,606,688,658
MXN11,608,972,658
MXN84,311,676,658
MXN1,935,820,957,175
NOK
NOK105,419,056,000
NOK1,392,487,653,436
NOK1,923,820,067,400
NOK23,485,165,503,599
NZD
NZD68,370,520,000
NZD310,679,073,625
NZD838,933,642,485
NZD7,846,389,946,075
PLN
PLN38,773,328,000
PLN218,413,900,301
PLN587,272,616,967
PLN5,180,165,571,493
SEK
SEK158,543,904,000
SEK2,155,344,615,040
SEK6,493,443,508,561
SEK50,556,355,367,188
SGD
SGD14,956,288,000
SGD101,828,189,144
SGD264,890,048,920
SGD2,827,512,458,402
THB
THB50,735,300,000
THB478,569,873,926
THB1,608,382,150,550
THB11,403,713,832,768
TWD
TWD12,400,000,000
TWD166,182,000,000
TWD483,456,000,000
TWD3,788,386,767,146
ZAR
ZAR891,139,210,000
ZAR2,534,612,208,001
ZAR5,240,412,168,903
ZAR33,890,835,078,079
Total in USD$3,647,871,767,817$29,936,631,860,982$73,432,795,370,897$342,076,999,378,907

Figures as of COB Jan 17, 2020. Weekly figures as of COB Jan 17, 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 $452,020,751,112
OIS $358,549,586,000
Basis $53,936,882,000
Zeroes $0
FRAs $177,402,000,000
VNS $1,882,349,391
Inflation $2,385,610,000
Total$1,046,177,178,503
ProductVolume
EUR
USD
Equivalent
IRS €186,943,999,251 $207,376,978,369
OIS €47,830,830,246 $53,058,739,992
Basis €2,775,000,000 $3,078,307,500
Zeroes €0 $0
FRAs €12,752,000,000 $14,145,793,600
VNS €727,528,000 $807,046,810
Inflation €3,932,360,000 $4,362,166,948
Total€254,961,717,497$282,829,033,219
ProductVolume
GBP
USD
Equivalent
IRS £156,013,431,776 $203,090,484,814
OIS £1,111,684,904,716 $1,447,135,824,714
Basis £44,889,756,000 $58,435,239,873
Zeroes £1,553,672,506 $2,022,493,185
FRAs £91,770,000,000 $119,461,597,500
VNS £25,200,000 $32,804,100
Inflation £3,410,362,220 $4,439,439,020
Total£1,409,347,327,218$1,834,617,883,206
ProductVolume
JPY
USD
Equivalent
IRS ¥2,361,557,906,094 $21,440,445,831
OIS ¥200,000,000 $1,815,788
Basis ¥126,000,000,000 $1,143,946,616
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,487,757,906,094$22,586,208,235
ProductVolume
CHF
USD
Equivalent
IRS CHF17,097,891,232 $17,666,760,934
OIS CHF6,050,000,000 $6,251,291,589
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF23,147,891,232$23,918,052,523
ProductVolume
AUD
USD
Equivalent
IRS $30,690,302,860 $21,104,186,762
OIS $207,352,000,000 $142,585,602,800
Basis $6,957,600,000 $4,784,393,640
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$244,999,902,860$168,474,183,202
ProductVolume
CAD
USD
Equivalent
IRS $29,932,380,000 $22,915,617,823
OIS $22,250,000,000 $17,034,144,848
Basis $5,000,000,000 $3,827,897,719
Zeroes $30,220,000 $23,135,814
FRAs $0 $0
VNS $125,000,000 $95,697,443
Inflation $0 $0
Total$57,337,600,000$43,896,493,647
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL252,125,027 $60,549,485
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL252,125,027$60,549,485
ProductVolume
CLP
USD
Equivalent
IRS CLP2,827,000,000 $3,652,832
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,827,000,000$3,652,832
ProductVolume
CNY
USD
Equivalent
IRS CNY98,122,914,116 $14,304,153,084
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY98,122,914,116$14,304,153,084
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 CZK374,157,032,000 $16,501,589,133
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK45,800,000,000 $2,019,934,727
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK419,957,032,000$18,521,523,860
ProductVolume
DKK
USD
Equivalent
IRS DKK7,560,000,000 $1,122,302,799
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,560,000,000$1,122,302,799
ProductVolume
HKD
USD
Equivalent
IRS HKD33,635,812,000 $4,330,549,626
OIS HKD0 $0
Basis HKD120,000,000 $15,449,782
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD33,755,812,000$4,345,999,408
ProductVolume
HUF
USD
Equivalent
IRS HUF488,562,930,268 $1,611,913,526
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF353,000,000,000 $1,164,651,347
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF841,562,930,268$2,776,564,873
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR449,121,000,000 $6,318,617,313
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR449,121,000,000$6,318,617,313
ProductVolume
KRW
USD
Equivalent
IRS KRW22,022,846,000,000 $18,965,102,521
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW22,022,846,000,000$18,965,102,521
ProductVolume
MXN
USD
Equivalent
IRS MXN3,606,688,658 $192,864,863
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,606,688,658$192,864,863
ProductVolume
NOK
USD
Equivalent
IRS NOK45,215,056,000 $5,077,006,237
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK59,880,000,000 $6,723,670,396
VNS NOK324,000,000 $36,380,581
Inflation NOK0 $0
TotalNOK105,419,056,000$11,837,057,214
ProductVolume
NZD
USD
Equivalent
IRS NZD21,782,520,000 $14,404,780,476
OIS NZD46,588,000,000 $30,808,644,400
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD68,370,520,000$45,213,424,876
ProductVolume
PLN
USD
Equivalent
IRS PLN27,473,328,000 $7,188,865,542
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN11,300,000,000 $2,956,838,015
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN38,773,328,000$10,145,703,557
ProductVolume
SEK
USD
Equivalent
IRS SEK108,543,904,000 $11,411,559,808
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK50,000,000,000 $5,256,656,241
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK158,543,904,000$16,668,216,049
ProductVolume
SGD
USD
Equivalent
IRS SGD14,956,288,000 $11,102,993,950
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD14,956,288,000$11,102,993,950
ProductVolume
THB
USD
Equivalent
IRS THB50,735,300,000 $1,669,473,511
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB50,735,300,000$1,669,473,511
ProductVolume
TWD
USD
Equivalent
IRS TWD12,400,000,000 $413,857,553
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD12,400,000,000$413,857,553
ProductVolume
ZAR
USD
Equivalent
IRS ZAR891,139,210,000 $61,710,677,534
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR891,139,210,000$61,710,677,534
ProductUSD
Equivalent
IRS$1,115,687,118,125
OIS$2,061,744,267,444
Basis$125,222,117,130
Zeroes$2,045,628,999
FRAs$329,131,141,826
VNS$2,854,278,325
Inflation$11,187,215,968
Total$3,647,871,767,817
Show:
ProductUSD
Equivalent
IRS $2,240,283,713,697
OIS $2,744,438,311,891
Basis $279,709,305,784
Zeroes $509,410,000
FRAs $7,059,313,600,000
VNS $5,908,456,670
Inflation $27,651,282,400
Total$12,357,814,080,442
ProductVolume
EUR
USD
Equivalent
IRS €1,917,383,200,274 $2,134,568,536,650
OIS €927,292,010,971 $1,032,450,633,871
Basis €12,898,900,000 $14,348,570,530
Zeroes €7,201,990,080 $8,018,759,361
FRAs €886,136,000,000 $986,178,892,800
VNS €4,634,962,483 $5,160,064,449
Inflation €41,083,594,962 $45,743,001,941
Total€3,796,630,658,770$4,226,468,459,602
ProductVolume
GBP
USD
Equivalent
IRS £680,960,826,654 $887,151,054,243
OIS £5,063,310,475,375 $6,595,675,108,044
Basis £228,383,036,883 $297,655,842,839
Zeroes £8,065,699,383 $10,499,356,890
FRAs £1,028,860,140,000 $1,340,593,961,952
VNS £73,228,536 $95,565,390
Inflation £48,609,044,734 $63,308,563,395
Total£7,058,262,451,565$9,194,979,452,753
ProductVolume
JPY
USD
Equivalent
IRS ¥26,206,369,963,866 $238,266,966,463
OIS ¥1,344,276,000,000 $12,224,068,652
Basis ¥256,000,000,000 $2,325,337,849
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥27,806,645,963,866$252,816,372,964
ProductVolume
CHF
USD
Equivalent
IRS CHF69,040,761,260 $71,406,060,506
OIS CHF13,996,000,000 $14,484,135,845
Basis CHF826,000,000 $855,492,902
Zeroes CHF0 $0
FRAs CHF49,650,000,000 $51,516,427,630
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF133,512,761,260$138,262,116,883
ProductVolume
AUD
USD
Equivalent
IRS $546,348,944,366 $377,067,627,477
OIS $2,353,631,400,000 $1,623,682,276,170
Basis $37,524,920,000 $25,880,641,386
Zeroes $0 $0
FRAs $0 $0
VNS $63,521,383 $43,788,465
Inflation $0 $0
Total$2,937,568,785,749$2,026,674,333,498
ProductVolume
CAD
USD
Equivalent
IRS $265,958,568,098 $203,856,821,057
OIS $259,558,360,000 $198,953,980,544
Basis $26,440,000,000 $20,266,169,708
Zeroes $234,248,942 $179,498,454
FRAs $0 $0
VNS $1,365,588,979 $1,046,688,772
Inflation $0 $0
Total$553,556,766,019$424,303,158,535
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,981,159,453 $478,325,682
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,981,159,453$478,325,682
ProductVolume
CLP
USD
Equivalent
IRS CLP1,616,621,400,000 $2,085,732,148
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,616,621,400,000$2,085,732,148
ProductVolume
CNY
USD
Equivalent
IRS CNY438,313,179,696 $63,691,441,800
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY438,313,179,696$63,691,441,800
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP334,040,200,000 $101,404,118
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP334,040,200,000$101,404,118
ProductVolume
CZK
USD
Equivalent
IRS CZK962,000,898,359 $42,533,051,203
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK674,624,000,000 $29,856,999,956
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,636,624,898,359$72,390,051,159
ProductVolume
DKK
USD
Equivalent
IRS DKK30,062,000,000 $4,474,950,369
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK30,062,000,000$4,474,950,369
ProductVolume
HKD
USD
Equivalent
IRS HKD445,723,018,542 $57,346,474,222
OIS HKD0 $0
Basis HKD9,920,000,000 $1,276,383,664
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD455,643,018,542$58,622,857,886
ProductVolume
HUF
USD
Equivalent
IRS HUF6,759,326,334,860 $22,557,180,230
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF14,151,500,000,000 $47,354,916,707
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF20,910,826,334,860$69,912,096,937
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,483,967,390,808 $49,167,531,736
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,483,967,390,808$49,167,531,736
ProductVolume
KRW
USD
Equivalent
IRS KRW84,930,279,991,048 $73,304,865,464
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW84,930,279,991,048$73,304,865,464
ProductVolume
MXN
USD
Equivalent
IRS MXN11,608,972,658 $618,688,228
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN11,608,972,658$618,688,228
ProductVolume
NOK
USD
Equivalent
IRS NOK284,637,253,436 $32,037,126,318
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,107,236,400,000 $124,854,922,866
VNS NOK614,000,000 $69,051,668
Inflation NOK0 $0
TotalNOK1,392,487,653,436$156,961,100,852
ProductVolume
NZD
USD
Equivalent
IRS NZD169,915,858,564 $112,471,255,891
OIS NZD140,760,800,000 $93,203,756,440
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,415,061 $1,601,668
Inflation NZD0 $0
TotalNZD310,679,073,625$205,676,613,999
ProductVolume
PLN
USD
Equivalent
IRS PLN176,963,900,301 $46,546,762,331
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN41,450,000,000 $10,897,548,655
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN218,413,900,301$57,444,310,986
ProductVolume
SEK
USD
Equivalent
IRS SEK1,554,818,535,040 $164,236,001,919
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK600,400,000,000 $63,366,287,339
VNS SEK126,080,000 $13,326,428
Inflation SEK0 $0
TotalSEK2,155,344,615,040$227,615,615,686
ProductVolume
SGD
USD
Equivalent
IRS SGD101,628,189,144 $75,454,215,883
OIS SGD0 $0
Basis SGD140,000,000 $103,953,963
Zeroes SGD60,000,000 $44,533,511
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD101,828,189,144$75,602,703,357
ProductVolume
THB
USD
Equivalent
IRS THB478,569,873,926 $15,787,337,342
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB478,569,873,926$15,787,337,342
ProductVolume
TWD
USD
Equivalent
IRS TWD166,182,000,000 $5,556,194,892
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD166,182,000,000$5,556,194,892
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,534,612,208,001 $175,822,063,664
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,534,612,208,001$175,822,063,664
ProductUSD
Equivalent
IRS$7,047,602,447,679
OIS$12,364,381,207,311
Basis$642,421,698,625
Zeroes$19,251,558,216
FRAs$9,713,933,557,905
VNS$12,338,543,510
Inflation$136,702,847,736
Total$29,936,631,860,982
Show:
ProductUSD
Equivalent
IRS $5,698,756,241,954
OIS $7,316,461,349,972
Basis $1,027,784,393,784
Zeroes $709,410,000
FRAs $20,575,165,200,000
VNS $12,764,271,102
Inflation $56,818,156,800
Total$34,688,459,023,612
ProductVolume
EUR
USD
Equivalent
IRS €4,571,054,461,977 $5,091,597,654,527
OIS €2,524,027,615,968 $2,811,036,183,810
Basis €25,502,300,000 $28,366,488,270
Zeroes €10,763,590,080 $11,987,503,121
FRAs €4,298,410,000,000 $4,791,281,258,600
VNS €6,865,380,163 $7,644,157,886
Inflation €118,168,322,962 $131,628,007,179
Total€11,554,791,671,150$12,873,541,253,393
ProductVolume
GBP
USD
Equivalent
IRS £1,336,938,430,140 $1,746,732,966,096
OIS £7,742,033,316,957 $10,097,978,252,141
Basis £418,952,374,543 $547,478,083,402
Zeroes £11,486,912,491 $14,981,620,286
FRAs £2,735,674,140,000 $3,577,563,773,752
VNS £591,064,536 $773,982,333
Inflation £99,463,434,107 $129,875,554,719
Total£12,345,139,672,774$16,115,384,232,729
ProductVolume
JPY
USD
Equivalent
IRS ¥64,677,990,894,602 $591,762,281,979
OIS ¥3,831,476,000,000 $35,020,965,240
Basis ¥1,943,800,000,000 $17,773,061,351
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥70,453,266,894,602$644,556,308,570
ProductVolume
CHF
USD
Equivalent
IRS CHF176,990,131,022 $182,571,175,724
OIS CHF28,082,000,000 $28,970,966,767
Basis CHF2,630,700,000 $2,711,216,275
Zeroes CHF0 $0
FRAs CHF59,250,000,000 $61,390,249,218
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF266,952,831,022$275,643,607,984
ProductVolume
AUD
USD
Equivalent
IRS $1,512,243,519,802 $1,044,063,857,495
OIS $4,852,912,508,000 $3,348,499,955,720
Basis $185,712,800,800 $128,129,396,541
Zeroes $0 $0
FRAs $0 $0
VNS $87,511,655 $60,223,001
Inflation $0 $0
Total$6,550,956,340,257$4,520,753,432,757
ProductVolume
CAD
USD
Equivalent
IRS $756,883,341,552 $580,924,248,140
OIS $649,160,360,000 $497,837,208,647
Basis $59,770,000,000 $45,874,446,773
Zeroes $441,898,942 $338,679,889
FRAs $0 $0
VNS $2,890,388,497 $2,214,685,684
Inflation $0 $0
Total$1,469,145,988,991$1,127,189,269,133
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL5,969,288,277 $1,458,548,875
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,969,288,277$1,458,548,875
ProductVolume
CLP
USD
Equivalent
IRS CLP2,332,338,000,000 $3,022,529,302
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,332,338,000,000$3,022,529,302
ProductVolume
CNY
USD
Equivalent
IRS CNY999,129,027,724 $144,411,998,736
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY999,129,027,724$144,411,998,736
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP726,350,800,000 $222,036,981
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP726,350,800,000$222,036,981
ProductVolume
CZK
USD
Equivalent
IRS CZK1,885,081,478,589 $83,243,949,196
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,390,626,000,000 $61,472,879,847
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,275,707,478,589$144,716,829,043
ProductVolume
DKK
USD
Equivalent
IRS DKK68,943,941,594 $10,272,487,306
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK68,943,941,594$10,272,487,306
ProductVolume
HKD
USD
Equivalent
IRS HKD1,281,568,524,069 $164,871,102,000
OIS HKD0 $0
Basis HKD21,700,000,000 $2,791,799,758
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,303,268,524,069$167,662,901,758
ProductVolume
HUF
USD
Equivalent
IRS HUF15,166,209,267,960 $50,871,516,029
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF7,000,000,000 $23,528,114
FRAs HUF19,250,500,000,000 $64,547,504,548
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF34,423,709,267,960$115,442,548,691
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,614,495,070,808 $92,951,473,359
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,614,495,070,808$92,951,473,359
ProductVolume
KRW
USD
Equivalent
IRS KRW298,424,525,291,048 $256,640,177,532
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW298,424,525,291,048$256,640,177,532
ProductVolume
MXN
USD
Equivalent
IRS MXN84,311,676,658 $4,476,352,583
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN84,311,676,658$4,476,352,583
ProductVolume
NOK
USD
Equivalent
IRS NOK496,239,125,880 $55,958,882,567
OIS NOK0 $0
Basis NOK12,000,000,000 $1,350,742,909
Zeroes NOK0 $0
FRAs NOK1,414,236,400,000 $159,617,016,456
VNS NOK1,344,541,520 $151,665,862
Inflation NOK0 $0
TotalNOK1,923,820,067,400$217,078,307,794
ProductVolume
NZD
USD
Equivalent
IRS NZD450,306,427,424 $298,736,831,190
OIS NZD388,322,800,000 $257,564,582,640
Basis NZD302,000,000 $199,546,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,415,061 $1,601,668
Inflation NZD0 $0
TotalNZD838,933,642,485$556,502,561,998
ProductVolume
PLN
USD
Equivalent
IRS PLN464,202,616,967 $121,999,754,429
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN123,070,000,000 $32,331,144,091
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN587,272,616,967$154,330,898,520
ProductVolume
SEK
USD
Equivalent
IRS SEK2,823,824,628,561 $298,662,196,854
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,669,350,000,000 $387,921,779,816
VNS SEK268,880,000 $28,544,575
Inflation SEK0 $0
TotalSEK6,493,443,508,561$686,612,521,245
ProductVolume
SGD
USD
Equivalent
IRS SGD264,615,048,920 $196,183,779,012
OIS SGD0 $0
Basis SGD140,000,000 $103,953,963
Zeroes SGD60,000,000 $44,533,511
FRAs SGD0 $0
VNS SGD75,000,000 $55,541,156
Inflation SGD0 $0
TotalSGD264,890,048,920$196,387,807,642
ProductVolume
THB
USD
Equivalent
IRS THB1,608,382,150,550 $53,109,382,524
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,608,382,150,550$53,109,382,524
ProductVolume
TWD
USD
Equivalent
IRS TWD483,456,000,000 $16,121,686,521
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD483,456,000,000$16,121,686,521
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,240,412,168,903 $365,847,192,309
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,240,412,168,903$365,847,192,309
ProductUSD
Equivalent
IRS$17,062,296,792,880
OIS$24,486,542,975,277
Basis$1,802,563,129,526
Zeroes$28,085,274,921
FRAs$29,711,290,806,328
VNS$23,694,673,267
Inflation$318,321,718,698
Total$73,432,795,370,897
Show:
ProductUSD
Equivalent
IRS $49,664,778,540,648
OIS $20,809,517,664,052
Basis $18,336,939,669,726
Zeroes $82,607,591,027
FRAs $36,276,461,373,766
VNS $1,302,869,662,120
Inflation $1,359,488,455,070
Total$127,832,662,956,409
ProductVolume
EUR
USD
Equivalent
IRS €44,638,201,619,213 $49,517,157,056,193
OIS €15,654,285,263,110 $17,365,298,642,368
Basis €974,859,178,970 $1,081,411,287,231
Zeroes €147,862,057,223 $164,023,380,078
FRAs €12,223,195,788,708 $13,559,191,088,414
VNS €761,427,221,756 $844,651,217,094
Inflation €2,068,809,059,993 $2,294,929,890,250
Total€76,468,640,188,973$84,826,662,561,628
ProductVolume
GBP
USD
Equivalent
IRS £11,328,222,623,684 $14,746,513,800,381
OIS £11,743,960,114,084 $15,287,700,078,509
Basis £6,040,698,835,710 $7,863,479,709,385
Zeroes £319,466,747,364 $415,865,838,382
FRAs £6,143,002,672,750 $7,996,653,729,253
VNS £303,413,304,518 $394,968,269,156
Inflation £2,099,314,966,131 $2,732,783,257,161
Total£37,978,079,264,241$49,437,964,682,227
ProductVolume
JPY
USD
Equivalent
IRS ¥906,290,459,149,408 $8,228,157,965,858
OIS ¥90,731,487,688,235 $823,745,859,442
Basis ¥178,604,692,741,224 $1,621,541,538,347
Zeroes ¥0 $0
FRAs ¥564,000,000,000 $5,120,522,947
VNS ¥111,941,422,393 $1,016,309,614
Inflation ¥0 $0
Total¥1,176,302,581,001,260$10,679,582,196,208
ProductVolume
CHF
USD
Equivalent
IRS CHF1,848,861,324,138 $1,910,375,412,418
OIS CHF200,004,508,501 $206,658,925,916
Basis CHF486,075,399,356 $502,247,777,801
Zeroes CHF137,406,086 $141,977,770
FRAs CHF555,759,904,942 $574,250,780,060
VNS CHF3,016,447,392 $3,116,808,630
Inflation CHF0 $0
TotalCHF3,093,854,990,415$3,196,791,682,595
ProductVolume
AUD
USD
Equivalent
IRS $15,634,793,129,494 $10,751,265,495,497
OIS $13,513,958,586,022 $9,292,873,621,678
Basis $3,976,894,921,636 $2,734,711,792,863
Zeroes $7,073,396,563 $4,864,021,146
FRAs $0 $0
VNS $28,947,088,954 $19,905,465,719
Inflation $0 $0
Total$33,161,667,122,669$22,803,620,396,903
ProductVolume
CAD
USD
Equivalent
IRS $13,025,805,749,689 $9,972,290,422,362
OIS $3,697,253,087,453 $2,830,541,331,690
Basis $1,120,868,321,777 $858,113,858,350
Zeroes $17,341,758,315 $13,276,495,418
FRAs $0 $0
VNS $222,185,892,297 $170,100,974,045
Inflation $0 $0
Total$18,083,454,809,531$13,844,323,081,865
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL41,328,513,294 $9,925,314,496
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL41,328,513,294$9,925,314,496
ProductVolume
CLP
USD
Equivalent
IRS CLP7,292,170,424,298 $9,422,382,707
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,292,170,424,298$9,422,382,707
ProductVolume
CNY
USD
Equivalent
IRS CNY8,696,190,571,800 $1,267,712,463,545
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,696,190,571,800$1,267,712,463,545
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP10,061,699,884,260 $3,019,264,781
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP10,061,699,884,260$3,019,264,781
ProductVolume
CZK
USD
Equivalent
IRS CZK24,616,726,251,892 $1,085,680,790,857
OIS CZK0 $0
Basis CZK2,050,000,000 $90,411,926
Zeroes CZK6,250,000,000 $275,646,114
FRAs CZK11,009,692,175,862 $485,564,619,205
VNS CZK61,398,734,100 $2,707,891,598
Inflation CZK0 $0
TotalCZK35,696,117,161,854$1,574,319,359,700
ProductVolume
DKK
USD
Equivalent
IRS DKK4,596,848,231,404 $682,414,766,804
OIS DKK0 $0
Basis DKK6,700,000,000 $994,633,433
Zeroes DKK15,500,000,000 $2,301,017,644
FRAs DKK14,000,000,000 $2,078,338,517
VNS DKK3,968,774,907 $589,175,554
Inflation DKK0 $0
TotalDKK4,637,017,006,311$688,377,931,952
ProductVolume
HKD
USD
Equivalent
IRS HKD19,906,817,417,047 $2,562,966,540,542
OIS HKD0 $0
Basis HKD1,056,038,045,558 $135,962,977,889
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,526,600,000 $196,546,974
Inflation HKD0 $0
TotalHKD20,964,382,062,605$2,699,126,065,405
ProductVolume
HUF
USD
Equivalent
IRS HUF159,209,629,858,943 $525,279,631,333
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF103,600,000,000 $341,807,024
FRAs HUF30,999,558,659,582 $102,276,707,500
VNS HUF731,659,858,958 $2,413,962,154
Inflation HUF0 $0
TotalHUF191,044,448,377,483$630,312,108,011
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR66,224,700,217,519 $931,705,570,105
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR66,224,700,217,519$931,705,570,105
ProductVolume
KRW
USD
Equivalent
IRS KRW2,431,409,438,493,830 $2,093,822,445,591
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,431,409,438,493,830$2,093,822,445,591
ProductVolume
MXN
USD
Equivalent
IRS MXN1,935,820,957,175 $103,516,515,897
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,935,820,957,175$103,516,515,897
ProductVolume
NOK
USD
Equivalent
IRS NOK11,533,906,041,294 $1,295,093,229,876
OIS NOK0 $0
Basis NOK261,072,541,020 $29,314,724,706
Zeroes NOK0 $0
FRAs NOK11,604,469,584,612 $1,303,016,509,891
VNS NOK85,717,336,673 $9,624,834,987
Inflation NOK0 $0
TotalNOK23,485,165,503,599$2,637,049,299,460
ProductVolume
NZD
USD
Equivalent
IRS NZD6,950,973,161,463 $4,596,678,551,675
OIS NZD885,772,317,726 $585,761,233,712
Basis NZD8,532,500,000 $5,642,542,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,111,966,887 $735,343,702
Inflation NZD0 $0
TotalNZD7,846,389,946,076$5,188,817,671,339
ProductVolume
PLN
USD
Equivalent
IRS PLN4,240,070,091,279 $1,109,486,763,905
OIS PLN0 $0
Basis PLN1,500,000,000 $392,500,621
Zeroes PLN1,700,000,000 $444,834,038
FRAs PLN930,524,627,746 $243,487,663,116
VNS PLN6,370,852,468 $1,667,042,369
Inflation PLN0 $0
TotalPLN5,180,165,571,493$1,355,478,804,049
ProductVolume
SEK
USD
Equivalent
IRS SEK32,906,176,574,085 $3,459,529,169,089
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK981,630,182 $103,201,848
FRAs SEK17,595,844,995,615 $1,849,906,168,225
VNS SEK53,352,167,306 $5,609,080,065
Inflation SEK0 $0
TotalSEK50,556,355,367,188$5,315,147,619,227
ProductVolume
SGD
USD
Equivalent
IRS SGD2,823,401,271,663 $2,095,988,472,338
OIS SGD0 $0
Basis SGD3,170,205,896 $2,353,443,373
Zeroes SGD620,000,000 $460,265,024
FRAs SGD0 $0
VNS SGD320,980,844 $238,284,283
Inflation SGD0 $0
TotalSGD2,827,512,458,403$2,099,040,465,018
ProductVolume
THB
USD
Equivalent
IRS THB11,403,713,832,768 $375,245,601,605
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB11,403,713,832,768$375,245,601,605
ProductVolume
TWD
USD
Equivalent
IRS TWD3,788,386,767,146 $126,439,715,878
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,788,386,767,146$126,439,715,878
ProductVolume
ZAR
USD
Equivalent
IRS ZAR33,890,565,078,079 $2,346,894,525,025
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,697,284
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR33,890,835,078,079$2,346,913,222,309
ProductUSD
Equivalent
IRS$168,536,635,574,520
OIS$68,136,822,192,253
Basis$33,173,196,867,901
Zeroes$684,724,772,797
FRAs$62,398,007,500,894
VNS$2,760,410,868,064
Inflation$6,387,201,602,481
Total$342,076,999,378,910

Figures as of COB Jan 17, 2020.

Notional Outstanding by Product

As of COB Jan 17, 2020

Daily Notional by Tenor

As of COB Jan 17, 2020

Notional Outstanding by Currency

As of COB Jan 17, 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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