Volumes

  • Client Notional Cleared (USD)
    $2,467,404,199,407,429
    Client Notional Outstanding (USD)
    $89,579,360,637,854
    As of COB Mar 18, 2024
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $6,925,491,000,000,000
    Trades Compressed
    49,870,981
  • 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 $3.5 trillion* notional per day and have more than 3 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 Mar 18, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$715,002,331,010
$3,858,236,104,114
$51,386,406,885,560
$32,655,577,570,624
EUR
€462,864,650,413
€2,606,372,755,739
€36,637,076,278,454
€26,386,918,463,713
GBP
£154,153,189,066
£828,016,515,854
£9,421,662,210,800
£6,863,774,401,602
JPY
¥18,072,137,321,482
¥42,795,413,130,820
¥277,406,052,992,099
¥292,169,183,534,454
CHF
CHF16,815,791,900
CHF44,178,255,608
CHF438,977,799,161
CHF646,701,871,044
AUD
$132,811,435,934
$569,825,358,904
$6,120,621,973,299
$7,510,356,685,061
CAD
$25,234,662,057
$256,282,607,662
$2,871,428,545,560
$2,614,259,771,999
Other*
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$123,146,896,538
$851,633,984,563
$6,570,588,538,770
$9,957,569,287,691
BRL
BRL1,467,274,085
BRL12,544,356,052
BRL33,156,193,967
BRL51,779,787,225
CLP
CLP145,709,000,000
CLP560,724,227,000
CLP6,841,422,513,053
CLP3,478,939,352,768
CNY
CNY51,317,894,000
CNY615,591,817,455
CNY3,365,016,843,740
CNY4,818,218,675,961
COP
COP435,000,000,000
COP693,319,170,053
COP9,928,550,974,713
COP25,845,441,287,646
CZK
CZK316,818,944,952
CZK1,718,139,718,840
CZK14,590,810,035,433
CZK23,563,157,978,909
DKK
DKK3,291,000,000
DKK13,640,100,000
DKK201,696,223,000
DKK1,443,732,399,606
HKD
HKD46,820,464,000
HKD214,489,554,949
HKD1,409,128,306,919
HKD4,170,646,733,961
HUF
HUF2,565,523,824,138
HUF11,346,384,976,244
HUF57,460,958,414,567
HUF66,607,383,858,806
ILS
ILS18,761,984,000
ILS98,902,990,000
ILS826,852,351,196
ILS1,180,209,811,014
INR
INR473,966,201,000
INR3,647,345,732,745
INR20,167,689,487,870
INR17,562,569,026,946
KRW
KRW12,320,673,122,000
KRW76,750,082,069,500
KRW546,972,238,890,592
KRW820,189,773,358,259
MXN
MXN854,200,000
MXN145,894,784,853
MXN667,298,737,409
MXN956,493,125,722
NOK
NOK107,189,409,000
NOK736,504,584,550
NOK4,124,106,632,826
NOK3,481,476,809,738
NZD
NZD24,792,879,700
NZD218,913,183,920
NZD2,202,601,575,859
NZD2,977,842,420,650
PLN
PLN29,762,630,074
PLN197,536,744,041
PLN1,644,880,195,102
PLN2,675,988,439,527
SEK
SEK94,238,216,024
SEK792,470,351,744
SEK5,294,886,962,867
SEK5,650,378,428,573
SGD
SGD12,924,912,000
SGD69,834,580,576
SGD419,558,902,974
SGD699,967,221,407
THB
THB101,487,525,000
THB923,134,004,258
THB6,431,448,160,605
THB4,573,339,974,433
TWD
TWD115,005,986,138
TWD556,444,772,418
TWD2,804,872,331,790
TWD2,523,171,552,743
ZAR
ZAR197,391,224,522
ZAR1,153,713,955,152
ZAR17,278,307,680,629
ZAR38,648,841,063,438
Total in USD$1,783,422,964,237$9,518,941,968,109$118,248,667,276,450$89,579,360,637,854

Figures as of COB Mar 18, 2024. Weekly figures as of COB Mar 15, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $973,000,000
OIS $705,999,835,757
Basis $2,830,500,000
Zeroes $0
FRAs $0
VNS $420,585,253
Inflation $4,778,410,000
Total$715,002,331,010
ProductVolume
EUR
USD
Equivalent
IRS €126,085,258,051 $137,067,284,027
OIS €280,194,262,362 $304,599,182,614
Basis €7,036,800,000 $7,649,705,280
Zeroes €0 $0
FRAs €44,926,700,000 $48,839,815,570
VNS €10,300,000 $11,197,130
Inflation €4,611,330,000 $5,012,976,843
Total€462,864,650,413$503,180,161,464
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £152,734,527,566 $194,438,690,318
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £64,090,000 $81,589,775
Inflation £1,354,571,500 $1,724,437,248
Total£154,153,189,066$196,244,717,341
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥18,072,137,321,482 $121,195,971,710
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥18,072,137,321,482$121,195,971,710
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF16,815,791,900 $18,935,636,394
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF16,815,791,900$18,935,636,394
ProductVolume
AUD
USD
Equivalent
IRS $48,372,904,934 $31,713,276,475
OIS $79,751,781,000 $52,285,267,624
Basis $4,686,750,000 $3,072,633,300
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$132,811,435,934$87,071,177,399
ProductVolume
CAD
USD
Equivalent
IRS $550,400,000 $406,694,499
OIS $24,418,262,057 $18,042,828,578
Basis $266,000,000 $196,549,304
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$25,234,662,057$18,646,072,381
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,467,274,085 $291,951,268
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,467,274,085$291,951,268
ProductVolume
CLP
USD
Equivalent
IRS CLP145,709,000,000 $153,611,546
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP145,709,000,000$153,611,546
ProductVolume
CNY
USD
Equivalent
IRS CNY51,317,894,000 $7,129,168,554
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY51,317,894,000$7,129,168,554
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP435,000,000,000 $111,658,709
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP435,000,000,000$111,658,709
ProductVolume
CZK
USD
Equivalent
IRS CZK210,893,944,952 $9,087,318,537
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK105,925,000,000 $4,564,257,244
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK316,818,944,952$13,651,575,781
ProductVolume
DKK
USD
Equivalent
IRS DKK1,461,000,000 $212,993,943
OIS DKK1,830,000,000 $266,789,127
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,291,000,000$479,783,070
ProductVolume
HKD
USD
Equivalent
IRS HKD46,820,464,000 $5,987,616,167
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD46,820,464,000$5,987,616,167
ProductVolume
HUF
USD
Equivalent
IRS HUF935,810,824,138 $2,576,146,078
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,629,713,000,000 $4,486,354,127
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,565,523,824,138$7,062,500,205
ProductVolume
ILS
USD
Equivalent
IRS ILS7,871,984,000 $2,154,907,269
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS10,890,000,000 $2,981,070,612
VNS ILS0 $0
Inflation ILS0 $0
TotalILS18,761,984,000$5,135,977,881
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR473,966,201,000 $5,715,600,856
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR473,966,201,000$5,715,600,856
ProductVolume
KRW
USD
Equivalent
IRS KRW12,320,673,122,000 $9,218,748,595
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW12,320,673,122,000$9,218,748,595
ProductVolume
MXN
USD
Equivalent
IRS MXN854,200,000 $50,693,309
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN854,200,000$50,693,309
ProductVolume
NOK
USD
Equivalent
IRS NOK31,389,409,000 $2,945,523,124
OIS NOK33,900,000,000 $3,181,112,263
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK41,900,000,000 $3,931,817,222
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK107,189,409,000$10,058,452,609
ProductVolume
NZD
USD
Equivalent
IRS NZD12,242,879,700 $7,443,058,714
OIS NZD11,550,000,000 $7,021,822,500
Basis NZD1,000,000,000 $607,950,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD24,792,879,700$15,072,831,214
ProductVolume
PLN
USD
Equivalent
IRS PLN23,762,630,074 $5,977,042,766
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,000,000,000 $1,509,187,177
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN29,762,630,074$7,486,229,943
ProductVolume
SEK
USD
Equivalent
IRS SEK94,238,216,024 $9,027,556,988
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK94,238,216,024$9,027,556,988
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD12,924,912,000 $9,650,137,753
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,924,912,000$9,650,137,753
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB101,487,525,000 $2,819,097,917
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB101,487,525,000$2,819,097,917
ProductVolume
TWD
USD
Equivalent
IRS TWD115,005,986,138 $3,629,781,156
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD115,005,986,138$3,629,781,156
ProductVolume
ZAR
USD
Equivalent
IRS ZAR197,391,224,522 $10,413,923,017
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR197,391,224,522$10,413,923,017
ProductUSD
Equivalent
IRS$246,460,296,032
OIS$1,444,263,632,120
Basis$14,357,337,884
Zeroes$0
FRAs$66,312,501,952
VNS$513,372,158
Inflation$11,515,824,091
Total$1,783,422,964,237
Show:
ProductUSD
Equivalent
IRS $0
OIS $3,789,621,031,126
Basis $38,114,700,000
Zeroes $0
FRAs $0
VNS $540,652,288
Inflation $29,959,720,700
Total$3,858,236,104,114
ProductVolume
EUR
USD
Equivalent
IRS €705,180,925,561 $770,203,166,565
OIS €1,555,390,921,563 $1,697,803,958,434
Basis €44,977,639,000 $49,141,301,059
Zeroes €0 $0
FRAs €277,543,907,000 $303,062,993,150
VNS €431,478,615 $470,511,233
Inflation €22,847,884,000 $24,922,744,619
Total€2,606,372,755,739$2,845,604,675,060
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £815,781,097,704 $1,042,526,106,073
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £320,200,000 $409,735,230
Inflation £11,915,218,150 $15,229,275,242
Total£828,016,515,854$1,058,165,116,545
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥42,795,413,130,820 $289,296,633,874
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥42,795,413,130,820$289,296,633,874
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF44,178,255,608 $50,168,283,345
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF44,178,255,608$50,168,283,345
ProductVolume
AUD
USD
Equivalent
IRS $231,703,402,828 $152,868,124,708
OIS $286,751,916,000 $189,288,114,163
Basis $50,984,550,000 $33,646,177,305
Zeroes $375,000,000 $247,792,500
FRAs $0 $0
VNS $10,490,076 $6,902,182
Inflation $0 $0
Total$569,825,358,904$376,057,110,858
ProductVolume
CAD
USD
Equivalent
IRS $13,435,403,860 $9,946,066,359
OIS $241,300,338,791 $178,685,376,910
Basis $1,317,000,000 $977,946,090
Zeroes $0 $0
FRAs $0 $0
VNS $229,865,011 $170,670,391
Inflation $0 $0
Total$256,282,607,662$189,780,059,750
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL12,544,356,052 $2,515,774,797
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL12,544,356,052$2,515,774,797
ProductVolume
CLP
USD
Equivalent
IRS CLP560,724,227,000 $589,514,572
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP560,724,227,000$589,514,572
ProductVolume
CNY
USD
Equivalent
IRS CNY615,591,817,455 $85,659,066,332
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY615,591,817,455$85,659,066,332
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP693,319,170,053 $177,661,330
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP693,319,170,053$177,661,330
ProductVolume
CZK
USD
Equivalent
IRS CZK652,703,118,840 $28,224,761,196
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,065,436,600,000 $46,036,452,827
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,718,139,718,840$74,261,214,023
ProductVolume
DKK
USD
Equivalent
IRS DKK11,730,100,000 $1,716,904,823
OIS DKK1,910,000,000 $280,066,871
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK13,640,100,000$1,996,971,694
ProductVolume
HKD
USD
Equivalent
IRS HKD212,441,554,949 $27,158,061,425
OIS HKD0 $0
Basis HKD2,048,000,000 $261,802,816
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD214,489,554,949$27,419,864,241
ProductVolume
HUF
USD
Equivalent
IRS HUF5,822,699,976,244 $16,059,473,396
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF5,523,685,000,000 $15,220,249,137
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF11,346,384,976,244$31,279,722,533
ProductVolume
ILS
USD
Equivalent
IRS ILS67,214,990,000 $18,431,074,171
OIS ILS764,000,000 $210,132,571
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS30,924,000,000 $8,498,353,005
VNS ILS0 $0
Inflation ILS0 $0
TotalILS98,902,990,000$27,139,559,747
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,647,345,732,745 $44,041,814,063
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,647,345,732,745$44,041,814,063
ProductVolume
KRW
USD
Equivalent
IRS KRW76,750,082,069,500 $58,215,037,658
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW76,750,082,069,500$58,215,037,658
ProductVolume
MXN
USD
Equivalent
IRS MXN145,894,784,853 $8,696,735,281
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN145,894,784,853$8,696,735,281
ProductVolume
NOK
USD
Equivalent
IRS NOK425,841,712,550 $40,567,362,734
OIS NOK97,964,000,000 $9,295,818,953
Basis NOK0 $0
Zeroes NOK3,238,872,000 $309,182,481
FRAs NOK209,450,000,000 $19,883,220,813
VNS NOK10,000,000 $955,694
Inflation NOK0 $0
TotalNOK736,504,584,550$70,056,540,675
ProductVolume
NZD
USD
Equivalent
IRS NZD85,232,773,920 $52,358,267,672
OIS NZD131,350,410,000 $80,584,840,961
Basis NZD2,330,000,000 $1,425,260,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD218,913,183,920$134,368,368,883
ProductVolume
PLN
USD
Equivalent
IRS PLN127,740,744,041 $32,546,659,529
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN69,796,000,000 $17,753,432,076
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN197,536,744,041$50,300,091,605
ProductVolume
SEK
USD
Equivalent
IRS SEK493,640,351,744 $48,090,269,208
OIS SEK11,500,000,000 $1,108,636,762
Basis SEK0 $0
Zeroes SEK1,725,000,000 $166,295,514
FRAs SEK285,605,000,000 $27,838,310,194
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK792,470,351,744$77,203,511,678
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD69,834,580,576 $52,361,806,873
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD69,834,580,576$52,361,806,873
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB923,134,004,258 $25,877,623,585
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB923,134,004,258$25,877,623,585
ProductVolume
TWD
USD
Equivalent
IRS TWD556,444,772,418 $17,679,330,350
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD556,444,772,418$17,679,330,350
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,153,713,955,152 $61,793,774,643
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,153,713,955,152$61,793,774,643
ProductUSD
Equivalent
IRS$1,433,319,425,419
OIS$7,451,327,905,894
Basis$123,567,187,520
Zeroes$723,270,495
FRAs$438,293,011,202
VNS$1,599,427,018
Inflation$70,111,740,561
Total$9,518,941,968,109
Show:
ProductUSD
Equivalent
IRS $2,655,500,000
OIS $50,185,619,997,714
Basis $886,330,064,000
Zeroes $0
FRAs $0
VNS $28,518,706,636
Inflation $283,282,617,210
Total$51,386,406,885,560
ProductVolume
EUR
USD
Equivalent
IRS €5,797,982,180,770 $6,299,083,314,261
OIS €27,475,214,911,518 $29,851,810,589,321
Basis €231,831,978,000 $252,527,733,620
Zeroes €32,692,528,188 $35,133,529,116
FRAs €2,773,864,305,000 $3,010,526,482,015
VNS €16,055,497,387 $17,451,179,538
Inflation €309,434,877,591 $336,137,459,890
Total€36,637,076,278,454$39,802,670,287,761
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £9,239,742,475,356 $11,722,068,689,733
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £9,094,457,735 $11,535,975,016
Inflation £172,825,277,709 $219,242,252,359
Total£9,421,662,210,800$11,952,846,917,108
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥277,406,052,992,099 $1,870,398,033,942
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥277,406,052,992,099$1,870,398,033,942
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF438,973,299,161 $503,097,047,751
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF4,500,000 $5,187,320
Inflation CHF0 $0
TotalCHF438,977,799,161$503,102,235,071
ProductVolume
AUD
USD
Equivalent
IRS $1,648,256,750,904 $1,085,569,488,223
OIS $3,866,681,176,700 $2,548,341,130,903
Basis $604,228,036,000 $397,949,223,773
Zeroes $1,126,000,000 $745,540,650
FRAs $0 $0
VNS $330,009,695 $215,933,933
Inflation $0 $0
Total$6,120,621,973,299$4,032,821,317,482
ProductVolume
CAD
USD
Equivalent
IRS $123,277,028,663 $91,342,701,183
OIS $2,735,263,717,480 $2,028,928,699,775
Basis $9,273,010,000 $6,872,022,325
Zeroes $0 $0
FRAs $0 $0
VNS $3,614,789,417 $2,689,637,473
Inflation $0 $0
Total$2,871,428,545,560$2,129,833,060,756
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL33,156,193,967 $6,689,183,538
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL33,156,193,967$6,689,183,538
ProductVolume
CLP
USD
Equivalent
IRS CLP6,841,422,513,053 $7,337,321,880
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,841,422,513,053$7,337,321,880
ProductVolume
CNY
USD
Equivalent
IRS CNY3,365,016,843,740 $468,449,249,578
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,365,016,843,740$468,449,249,578
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP9,928,550,974,713 $2,532,966,313
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP9,928,550,974,713$2,532,966,313
ProductVolume
CZK
USD
Equivalent
IRS CZK5,699,911,896,239 $246,591,924,778
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK11,189,457,000 $481,666,259
FRAs CZK8,879,708,682,194 $383,355,742,348
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,590,810,035,433$630,429,333,385
ProductVolume
DKK
USD
Equivalent
IRS DKK100,846,023,000 $14,704,578,833
OIS DKK100,850,200,000 $14,672,793,070
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK201,696,223,000$29,377,371,903
ProductVolume
HKD
USD
Equivalent
IRS HKD1,390,864,306,919 $177,853,714,161
OIS HKD0 $0
Basis HKD17,995,000,000 $2,301,187,739
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD269,000,000 $34,403,376
Inflation HKD0 $0
TotalHKD1,409,128,306,919$180,189,305,276
ProductVolume
HUF
USD
Equivalent
IRS HUF29,341,613,892,567 $81,842,942,401
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF28,119,344,522,000 $78,435,272,406
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF57,460,958,414,567$160,278,214,807
ProductVolume
ILS
USD
Equivalent
IRS ILS484,871,151,196 $132,455,678,307
OIS ILS769,000,000 $211,499,027
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS341,212,200,000 $93,165,877,171
VNS ILS0 $0
Inflation ILS0 $0
TotalILS826,852,351,196$225,833,054,505
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR20,167,689,487,870 $243,079,522,287
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR20,167,689,487,870$243,079,522,287
ProductVolume
KRW
USD
Equivalent
IRS KRW546,972,238,890,592 $412,149,902,151
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW546,972,238,890,592$412,149,902,151
ProductVolume
MXN
USD
Equivalent
IRS MXN667,298,737,409 $39,163,705,703
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN667,298,737,409$39,163,705,703
ProductVolume
NOK
USD
Equivalent
IRS NOK2,326,866,066,827 $221,944,433,524
OIS NOK438,831,100,000 $41,968,661,705
Basis NOK15,348,000,000 $1,457,064,221
Zeroes NOK4,770,042,000 $454,516,827
FRAs NOK1,337,406,000,000 $127,273,467,316
VNS NOK885,423,999 $84,740,343
Inflation NOK0 $0
TotalNOK4,124,106,632,826$393,182,883,936
ProductVolume
NZD
USD
Equivalent
IRS NZD620,473,767,859 $380,534,832,851
OIS NZD1,561,937,808,000 $957,488,919,437
Basis NZD20,190,000,000 $12,377,906,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,202,601,575,859$1,350,401,658,538
ProductVolume
PLN
USD
Equivalent
IRS PLN1,007,449,885,102 $252,741,923,965
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,656,510,000 $666,277,891
FRAs PLN634,273,800,000 $159,180,743,358
VNS PLN500,000,000 $124,300,808
Inflation PLN0 $0
TotalPLN1,644,880,195,102$412,713,246,022
ProductVolume
SEK
USD
Equivalent
IRS SEK3,333,295,072,867 $321,813,616,546
OIS SEK53,840,000,000 $5,216,936,385
Basis SEK0 $0
Zeroes SEK2,202,900,000 $212,661,162
FRAs SEK1,905,281,000,000 $183,960,299,396
VNS SEK267,990,000 $25,534,952
Inflation SEK0 $0
TotalSEK5,294,886,962,867$511,229,048,441
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD419,167,785,325 $313,037,205,178
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD391,117,649 $291,096,791
Inflation SGD0 $0
TotalSGD419,558,902,974$313,328,301,969
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB6,431,448,160,605 $181,092,984,757
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB6,431,448,160,605$181,092,984,757
ProductVolume
TWD
USD
Equivalent
IRS TWD2,804,872,331,790 $89,368,984,260
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,804,872,331,790$89,368,984,260
ProductVolume
ZAR
USD
Equivalent
IRS ZAR17,265,910,051,777 $913,104,248,847
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,927,489,255 $102,042,557
FRAs ZAR0 $0
VNS ZAR10,470,139,597 $556,008,117
Inflation ZAR0 $0
TotalZAR17,278,307,680,629$913,762,299,521
ProductUSD
Equivalent
IRS$11,245,397,244,990
OIS$100,469,565,677,298
Basis$1,559,815,201,928
Zeroes$37,796,234,462
FRAs$4,035,897,884,010
VNS$61,532,704,303
Inflation$838,662,329,459
Total$118,248,667,276,450
Show:
ProductUSD
Equivalent
IRS $1,762,112,880
OIS $30,483,766,230,880
Basis $1,234,412,713,182
Zeroes $0
FRAs $0
VNS $389,959,949,432
Inflation $545,676,564,251
Total$32,655,577,570,625
ProductVolume
EUR
USD
Equivalent
IRS €9,947,910,658,811 $10,814,373,677,194
OIS €11,691,179,784,315 $12,709,481,543,529
Basis €520,206,054,655 $565,516,002,015
Zeroes €73,568,308,110 $79,976,107,746
FRAs €3,464,547,732,666 $3,766,309,840,181
VNS €239,598,401,928 $260,467,422,736
Inflation €449,907,523,229 $489,094,468,502
Total€26,386,918,463,714$28,685,219,061,903
ProductVolume
GBP
USD
Equivalent
IRS £185,400,000 $236,023,470
OIS £6,273,940,630,098 $7,987,040,119,146
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £90,037,551,612 $114,622,305,080
Inflation £499,610,819,892 $636,029,554,264
Total£6,863,774,401,602$8,737,928,001,960
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥292,134,726,296,103 $1,959,123,671,637
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥34,457,238,351 $231,078,284
Inflation ¥0 $0
Total¥292,169,183,534,454$1,959,354,749,921
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF646,134,548,794 $727,588,028,595
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF567,322,250 $638,840,437
Inflation CHF0 $0
TotalCHF646,701,871,044$728,226,869,032
ProductVolume
AUD
USD
Equivalent
IRS $3,245,867,824,595 $2,127,990,945,804
OIS $3,234,749,803,383 $2,120,701,971,098
Basis $1,006,018,226,718 $659,545,549,437
Zeroes $1,186,079,647 $777,593,817
FRAs $0 $0
VNS $22,534,750,717 $14,773,782,570
Inflation $0 $0
Total$7,510,356,685,060$4,923,789,842,726
ProductVolume
CAD
USD
Equivalent
IRS $704,577,377,748 $520,617,266,597
OIS $1,753,035,505,918 $1,295,330,480,599
Basis $134,020,280,082 $99,028,544,044
Zeroes $442,484,138 $326,954,696
FRAs $0 $0
VNS $22,184,124,112 $16,392,008,063
Inflation $0 $0
Total$2,614,259,771,998$1,931,695,253,999
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL51,779,787,225 $10,302,897,523
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL51,779,787,225$10,302,897,523
ProductVolume
CLP
USD
Equivalent
IRS CLP3,478,939,352,768 $3,667,620,067
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,478,939,352,768$3,667,620,067
ProductVolume
CNY
USD
Equivalent
IRS CNY4,818,218,675,961 $669,355,080,500
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,818,218,675,961$669,355,080,500
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP25,845,441,287,646 $6,634,180,730
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP25,845,441,287,646$6,634,180,730
ProductVolume
CZK
USD
Equivalent
IRS CZK12,688,666,215,247 $546,748,517,300
OIS CZK0 $0
Basis CZK5,964,000,000 $256,985,888
Zeroes CZK16,589,457,000 $714,831,714
FRAs CZK10,821,527,067,628 $466,294,390,504
VNS CZK30,411,239,034 $1,310,405,646
Inflation CZK0 $0
TotalCZK23,563,157,978,909$1,015,325,131,052
ProductVolume
DKK
USD
Equivalent
IRS DKK1,192,734,689,929 $173,884,506,539
OIS DKK240,098,300,000 $35,003,068,804
Basis DKK5,150,000,000 $750,800,003
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $291,572,817
VNS DKK3,749,409,678 $546,612,970
Inflation DKK0 $0
TotalDKK1,443,732,399,607$210,476,561,133
ProductVolume
HKD
USD
Equivalent
IRS HKD3,789,758,387,002 $484,651,723,821
OIS HKD0 $0
Basis HKD380,096,103,396 $48,608,436,981
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD792,243,563 $101,315,749
Inflation HKD0 $0
TotalHKD4,170,646,733,961$533,361,476,551
ProductVolume
HUF
USD
Equivalent
IRS HUF43,445,418,242,685 $119,598,684,806
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF9,200,000,000 $25,326,213
FRAs HUF22,908,452,522,000 $63,063,515,174
VNS HUF244,313,094,121 $672,557,105
Inflation HUF0 $0
TotalHUF66,607,383,858,806$183,360,083,298
ProductVolume
ILS
USD
Equivalent
IRS ILS919,886,511,014 $251,813,282,330
OIS ILS789,000,000 $215,983,904
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS259,534,300,000 $71,045,920,532
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,180,209,811,014$323,075,186,766
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR17,562,569,026,946 $211,788,592,426
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR17,562,569,026,946$211,788,592,426
ProductVolume
KRW
USD
Equivalent
IRS KRW820,189,773,358,259 $613,694,012,150
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW820,189,773,358,259$613,694,012,150
ProductVolume
MXN
USD
Equivalent
IRS MXN956,493,125,722 $56,763,991,592
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN956,493,125,722$56,763,991,592
ProductVolume
NOK
USD
Equivalent
IRS NOK2,266,626,940,436 $212,696,010,513
OIS NOK523,678,406,206 $49,140,997,049
Basis NOK29,712,975,062 $2,788,209,715
Zeroes NOK1,531,170,000 $143,682,114
FRAs NOK608,584,248,805 $57,108,401,684
VNS NOK51,343,069,228 $4,817,937,084
Inflation NOK0 $0
TotalNOK3,481,476,809,737$326,695,238,159
ProductVolume
NZD
USD
Equivalent
IRS NZD1,285,761,265,549 $781,678,561,390
OIS NZD1,653,264,070,192 $1,005,101,891,473
Basis NZD38,115,250,000 $23,172,166,238
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD701,834,909 $426,680,533
Inflation NZD0 $0
TotalNZD2,977,842,420,650$1,810,379,299,634
ProductVolume
PLN
USD
Equivalent
IRS PLN1,905,981,795,393 $479,413,880,848
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,530,510,000 $1,139,564,599
FRAs PLN759,838,650,187 $191,123,124,568
VNS PLN5,637,483,947 $1,418,003,080
Inflation PLN0 $0
TotalPLN2,675,988,439,527$673,094,573,095
ProductVolume
SEK
USD
Equivalent
IRS SEK4,053,845,992,896 $388,338,481,638
OIS SEK90,100,000,000 $8,631,136,273
Basis SEK0 $0
Zeroes SEK2,202,900,000 $211,026,971
FRAs SEK1,488,421,196,126 $142,583,420,375
VNS SEK15,808,339,551 $1,514,361,076
Inflation SEK0 $0
TotalSEK5,650,378,428,573$541,278,426,333
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD698,387,816,318 $521,437,873,833
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD1,579,405,089 $1,179,232,530
Inflation SGD0 $0
TotalSGD699,967,221,407$522,617,106,363
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB4,573,339,974,433 $127,037,221,512
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB4,573,339,974,433$127,037,221,512
ProductVolume
TWD
USD
Equivalent
IRS TWD2,523,171,552,743 $79,635,511,701
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,523,171,552,743$79,635,511,701
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,610,952,873,697 $2,037,028,200,284
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR27,043,050,144 $1,426,731,320
FRAs ZAR0 $0
VNS ZAR10,845,139,597 $572,165,501
Inflation ZAR0 $0
TotalZAR38,648,841,063,438$2,039,027,097,105
ProductUSD
Equivalent
IRS$20,374,250,988,947
OIS$59,248,022,991,488
Basis$2,634,079,407,503
Zeroes$84,741,819,190
FRAs$4,757,820,185,835
VNS$809,644,657,876
Inflation$1,670,800,587,017
Total$89,579,360,637,856

Figures as of COB Mar 18, 2024.

Notional Outstanding by Product

As of COB Mar 18, 2024

Daily Notional by Tenor
 

As of COB Mar 18, 2024

Notional Outstanding by Tenor
 

As of COB Mar 18, 2024

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
$1,899,052,292,415
$9,726,083,157,620
$126,155,011,125,970
$140,527,873,551,029
EUR
€1,767,620,335,428
€10,052,999,350,550
€137,415,721,867,837
€148,619,621,528,501
GBP
£527,771,017,078
£2,458,124,802,414
£29,586,876,943,755
£33,349,303,807,022
JPY
¥40,499,246,146,964
¥96,369,005,282,040
¥629,324,119,292,470
¥1,342,695,295,384,411
CHF
CHF49,542,217,800
CHF147,824,090,342
CHF1,745,495,925,383
CHF3,576,182,521,528
AUD
$391,852,841,868
$1,834,473,932,758
$19,482,090,798,558
$41,748,551,625,737
CAD
$142,425,820,522
$682,420,245,908
$9,057,514,043,580
$23,171,775,365,016
Other*
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$363,780,179,923
$2,439,975,651,788
$22,111,837,162,722
$44,594,165,400,490
BRL
BRL2,934,548,171
BRL33,068,014,471
BRL76,161,418,814
BRL392,659,715,976
CLP
CLP291,418,000,000
CLP1,121,448,454,000
CLP14,047,624,616,106
CLP45,553,856,385,300
CNY
CNY123,116,429,242
CNY1,716,502,563,022
CNY10,123,221,776,582
CNY21,446,650,179,780
COP
COP870,000,000,000
COP1,286,638,340,106
COP23,029,470,435,426
COP116,267,968,770,182
CZK
CZK1,184,769,959,808
CZK5,874,569,908,300
CZK57,754,047,857,800
CZK79,229,203,855,845
DKK
DKK5,582,000,000
DKK32,000,200,000
DKK594,884,121,590
DKK5,377,405,015,943
HKD
HKD149,227,328,000
HKD697,188,683,928
HKD5,144,306,172,868
HKD18,288,918,202,435
HUF
HUF7,227,518,406,276
HUF36,878,108,070,488
HUF261,728,656,060,790
HUF400,717,463,149,741
ILS
ILS55,248,312,000
ILS242,368,259,872
ILS2,314,732,402,784
ILS4,701,018,939,738
INR
INR1,540,016,436,000
INR11,197,969,947,490
INR82,427,137,773,740
INR185,701,981,676,567
KRW
KRW30,890,723,980,000
KRW210,992,530,165,000
KRW1,970,721,065,118,016
KRW5,308,318,534,341,315
MXN
MXN1,708,400,000
MXN297,111,419,706
MXN1,387,920,361,270
MXN4,922,445,129,383
NOK
NOK260,158,818,000
NOK2,278,851,359,100
NOK13,990,291,834,006
NOK30,053,505,200,095
NZD
NZD59,850,175,400
NZD538,150,601,840
NZD5,729,100,032,404
NZD11,619,609,512,040
PLN
PLN142,595,476,148
PLN694,202,409,894
PLN6,730,823,149,832
PLN11,379,380,506,480
SEK
SEK222,355,442,048
SEK2,185,205,171,488
SEK20,605,465,112,907
SEK52,691,837,433,071
SGD
SGD30,636,834,000
SGD194,505,680,752
SGD1,329,637,954,953
SGD2,601,097,317,241
THB
THB278,761,050,000
THB2,405,301,176,806
THB19,647,877,465,924
THB27,125,467,414,772
TWD
TWD335,927,252,276
TWD1,370,207,224,836
TWD7,314,536,843,580
TWD20,110,766,121,502
ZAR
ZAR732,033,260,548
ZAR3,193,063,386,304
ZAR60,416,536,617,345
ZAR92,955,831,110,437
Total in USD$5,545,814,657,009$28,817,848,631,404$360,866,334,631,456$446,665,335,732,723

Figures as of COB Mar 18, 2024. Weekly figures as of COB Mar 15, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $20,377,318,000
OIS $1,859,516,168,037
Basis $8,149,800,000
Zeroes $0
FRAs $0
VNS $945,206,378
Inflation $10,063,800,000
Total$1,899,052,292,415
ProductVolume
EUR
USD
Equivalent
IRS €662,110,910,702 $719,780,771,024
OIS €923,072,860,768 $1,003,472,506,941
Basis €16,107,775,550 $17,510,762,800
Zeroes €0 $0
FRAs €152,035,360,000 $165,277,639,856
VNS €1,009,128,408 $1,097,023,492
Inflation €13,284,300,000 $14,441,362,530
Total€1,767,620,335,428$1,921,580,066,643
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £522,989,665,504 $665,791,993,670
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £128,180,000 $163,179,549
Inflation £4,653,171,574 $5,923,720,072
Total£527,771,017,078$671,878,893,291
ProductVolume
JPY
USD
Equivalent
IRS ¥19,000,000,000 $127,418,435
OIS ¥40,480,246,146,964 $271,469,980,532
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥40,499,246,146,964$271,597,398,967
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF49,542,217,800 $55,787,644,615
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF49,542,217,800$55,787,644,615
ProductVolume
AUD
USD
Equivalent
IRS $174,373,479,868 $114,319,253,401
OIS $191,594,862,000 $125,609,591,527
Basis $25,884,500,000 $16,969,878,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$391,852,841,868$256,898,723,128
ProductVolume
CAD
USD
Equivalent
IRS $1,098,800,000 $811,911,183
OIS $139,698,659,140 $103,224,338,966
Basis $532,000,000 $393,098,607
Zeroes $0 $0
FRAs $0 $0
VNS $1,096,361,382 $810,109,271
Inflation $0 $0
Total$142,425,820,522$105,239,458,027
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,934,548,171 $583,902,536
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,934,548,171$583,902,536
ProductVolume
CLP
USD
Equivalent
IRS CLP291,418,000,000 $307,223,092
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP291,418,000,000$307,223,092
ProductVolume
CNY
USD
Equivalent
IRS CNY123,116,429,242 $17,103,542,398
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY123,116,429,242$17,103,542,398
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP870,000,000,000 $223,317,419
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP870,000,000,000$223,317,419
ProductVolume
CZK
USD
Equivalent
IRS CZK684,715,959,808 $29,504,081,000
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK500,054,000,000 $21,547,086,071
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,184,769,959,808$51,051,167,071
ProductVolume
DKK
USD
Equivalent
IRS DKK2,922,000,000 $425,987,885
OIS DKK2,660,000,000 $387,791,846
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,582,000,000$813,779,731
ProductVolume
HKD
USD
Equivalent
IRS HKD148,927,328,000 $19,045,511,315
OIS HKD0 $0
Basis HKD300,000,000 $38,365,379
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD149,227,328,000$19,083,876,694
ProductVolume
HUF
USD
Equivalent
IRS HUF2,572,666,406,276 $7,082,162,656
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,654,852,000,000 $12,814,105,599
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF7,227,518,406,276$19,896,268,255
ProductVolume
ILS
USD
Equivalent
IRS ILS19,348,312,000 $5,296,481,570
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS35,900,000,000 $9,827,404,498
VNS ILS0 $0
Inflation ILS0 $0
TotalILS55,248,312,000$15,123,886,068
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,540,016,436,000 $18,571,196,093
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,540,016,436,000$18,571,196,093
ProductVolume
KRW
USD
Equivalent
IRS KRW30,890,723,980,000 $23,113,495,136
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW30,890,723,980,000$23,113,495,136
ProductVolume
MXN
USD
Equivalent
IRS MXN1,708,400,000 $101,386,618
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,708,400,000$101,386,618
ProductVolume
NOK
USD
Equivalent
IRS NOK70,558,818,000 $6,621,106,821
OIS NOK67,800,000,000 $6,362,224,526
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK121,800,000,000 $11,429,482,999
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK260,158,818,000$24,412,814,346
ProductVolume
NZD
USD
Equivalent
IRS NZD32,750,175,400 $19,910,469,134
OIS NZD23,100,000,000 $14,043,645,000
Basis NZD4,000,000,000 $2,431,800,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD59,850,175,400$36,385,914,134
ProductVolume
PLN
USD
Equivalent
IRS PLN65,075,476,148 $16,368,512,356
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN77,520,000,000 $19,498,698,326
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN142,595,476,148$35,867,210,682
ProductVolume
SEK
USD
Equivalent
IRS SEK213,355,442,048 $20,438,400,610
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK9,000,000,000 $862,155,677
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK222,355,442,048$21,300,556,287
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD30,636,834,000 $22,874,404,749
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD30,636,834,000$22,874,404,749
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB278,761,050,000 $7,743,362,500
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB278,761,050,000$7,743,362,500
ProductVolume
TWD
USD
Equivalent
IRS TWD335,927,252,276 $10,602,425,586
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD335,927,252,276$10,602,425,586
ProductVolume
ZAR
USD
Equivalent
IRS ZAR732,033,260,548 $38,620,450,528
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR732,033,260,548$38,620,450,528
ProductUSD
Equivalent
IRS$1,070,541,811,284
OIS$4,155,078,166,421
Basis$45,493,704,986
Zeroes$0
FRAs$241,256,573,026
VNS$3,015,518,690
Inflation$30,428,882,602
Total$5,545,814,657,009
Show:
ProductUSD
Equivalent
IRS $22,296,455,400
OIS $9,527,077,089,007
Basis $94,556,834,000
Zeroes $0
FRAs $0
VNS $10,082,471,113
Inflation $72,070,308,100
Total$9,726,083,157,620
ProductVolume
EUR
USD
Equivalent
IRS €2,868,805,589,974 $3,132,278,475,042
OIS €4,545,143,930,837 $4,961,684,618,053
Basis €98,083,567,766 $107,172,163,468
Zeroes €800,000,000 $870,800,000
FRAs €2,389,468,394,000 $2,608,574,803,463
VNS €66,002,427,341 $72,274,900,110
Inflation €84,695,440,632 $92,392,229,142
Total€10,052,999,350,550$10,975,247,989,278
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £2,419,232,490,039 $3,091,568,754,025
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £733,400,000 $938,426,760
Inflation £38,158,912,375 $48,770,802,733
Total£2,458,124,802,414$3,141,277,983,518
ProductVolume
JPY
USD
Equivalent
IRS ¥12,601,180,000 $85,134,882
OIS ¥96,356,404,102,040 $651,195,382,063
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥96,369,005,282,040$651,280,516,945
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF147,824,090,342 $167,935,659,606
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF147,824,090,342$167,935,659,606
ProductVolume
AUD
USD
Equivalent
IRS $927,485,520,606 $612,021,722,430
OIS $757,585,232,000 $500,041,100,277
Basis $148,632,200,000 $98,108,507,760
Zeroes $750,000,000 $495,585,000
FRAs $0 $0
VNS $20,980,152 $13,804,363
Inflation $0 $0
Total$1,834,473,932,758$1,210,680,719,830
ProductVolume
CAD
USD
Equivalent
IRS $37,798,893,720 $28,000,711,942
OIS $638,946,938,894 $473,156,593,013
Basis $2,634,000,000 $1,955,892,181
Zeroes $0 $0
FRAs $0 $0
VNS $3,040,413,294 $2,253,755,683
Inflation $0 $0
Total$682,420,245,908$505,366,952,819
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL33,068,014,471 $6,629,559,299
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL33,068,014,471$6,629,559,299
ProductVolume
CLP
USD
Equivalent
IRS CLP1,121,448,454,000 $1,179,029,144
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,121,448,454,000$1,179,029,144
ProductVolume
CNY
USD
Equivalent
IRS CNY1,716,502,563,022 $238,854,510,312
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,716,502,563,022$238,854,510,312
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,286,638,340,106 $329,838,071
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,286,638,340,106$329,838,071
ProductVolume
CZK
USD
Equivalent
IRS CZK1,758,528,708,300 $76,034,510,151
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,116,041,200,000 $177,875,707,396
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK5,874,569,908,300$253,910,217,547
ProductVolume
DKK
USD
Equivalent
IRS DKK24,900,200,000 $3,644,223,127
OIS DKK7,100,000,000 $1,038,975,658
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK32,000,200,000$4,683,198,785
ProductVolume
HKD
USD
Equivalent
IRS HKD684,344,683,928 $87,485,500,661
OIS HKD200,000,000 $25,570,052
Basis HKD12,644,000,000 $1,616,339,997
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD697,188,683,928$89,127,410,710
ProductVolume
HUF
USD
Equivalent
IRS HUF18,019,208,070,488 $49,697,675,610
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF18,858,900,000,000 $51,971,248,013
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF36,878,108,070,488$101,668,923,623
ProductVolume
ILS
USD
Equivalent
IRS ILS158,048,259,872 $43,341,710,865
OIS ILS764,000,000 $210,132,571
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS83,556,000,000 $22,922,028,396
VNS ILS0 $0
Inflation ILS0 $0
TotalILS242,368,259,872$66,473,871,832
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,197,969,947,490 $135,216,972,356
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,197,969,947,490$135,216,972,356
ProductVolume
KRW
USD
Equivalent
IRS KRW210,992,530,165,000 $159,985,173,481
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW210,992,530,165,000$159,985,173,481
ProductVolume
MXN
USD
Equivalent
IRS MXN297,111,419,706 $17,710,724,305
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN297,111,419,706$17,710,724,305
ProductVolume
NOK
USD
Equivalent
IRS NOK955,489,615,100 $91,008,344,793
OIS NOK423,828,000,000 $40,265,507,571
Basis NOK0 $0
Zeroes NOK6,477,744,000 $618,364,962
FRAs NOK893,036,000,000 $84,900,383,572
VNS NOK20,000,000 $1,911,388
Inflation NOK0 $0
TotalNOK2,278,851,359,100$216,794,512,286
ProductVolume
NZD
USD
Equivalent
IRS NZD225,553,781,840 $138,585,416,357
OIS NZD307,936,820,000 $188,858,148,522
Basis NZD4,660,000,000 $2,850,520,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD538,150,601,840$330,294,085,379
ProductVolume
PLN
USD
Equivalent
IRS PLN345,474,409,894 $88,000,000,270
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN348,728,000,000 $88,775,031,935
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN694,202,409,894$176,775,032,205
ProductVolume
SEK
USD
Equivalent
IRS SEK1,185,545,171,488 $115,432,875,985
OIS SEK23,000,000,000 $2,217,273,525
Basis SEK0 $0
Zeroes SEK3,450,000,000 $332,591,029
FRAs SEK973,210,000,000 $94,662,972,297
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,185,205,171,488$212,645,712,836
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD194,505,680,752 $145,821,919,655
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD194,505,680,752$145,821,919,655
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB2,405,301,176,806 $67,413,883,706
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,405,301,176,806$67,413,883,706
ProductVolume
TWD
USD
Equivalent
IRS TWD1,370,207,224,836 $43,540,666,885
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,370,207,224,836$43,540,666,885
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,178,105,148,304 $170,118,570,755
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,958,238,000 $801,838,616
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,193,063,386,304$170,920,409,371
ProductUSD
Equivalent
IRS$5,125,930,991,696
OIS$19,954,057,417,731
Basis$306,260,257,906
Zeroes$3,119,179,607
FRAs$3,129,682,175,072
VNS$85,565,269,417
Inflation$213,233,339,975
Total$28,817,848,631,404
Show:
ProductUSD
Equivalent
IRS $309,161,729,820
OIS $122,257,514,668,393
Basis $2,769,557,426,491
Zeroes $0
FRAs $0
VNS $92,437,363,794
Inflation $726,339,937,472
Total$126,155,011,125,970
ProductVolume
EUR
USD
Equivalent
IRS €28,713,666,736,883 $31,183,317,084,847
OIS €79,968,863,255,002 $86,880,974,532,870
Basis €595,547,092,472 $648,529,720,409
Zeroes €76,414,424,606 $82,288,621,277
FRAs €26,786,708,628,000 $29,086,635,193,802
VNS €114,891,504,609 $125,316,453,185
Inflation €1,159,630,226,265 $1,259,671,366,682
Total€137,415,721,867,837$149,266,732,973,072
ProductVolume
GBP
USD
Equivalent
IRS £2,900,000 $3,665,310
OIS £28,961,829,231,589 $36,739,349,619,261
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £23,480,840,672 $29,788,045,048
Inflation £601,563,971,494 $763,060,233,780
Total£29,586,876,943,755$37,532,201,563,399
ProductVolume
JPY
USD
Equivalent
IRS ¥312,647,260,000 $2,101,656,671
OIS ¥629,011,472,032,470 $4,242,726,502,533
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥629,324,119,292,470$4,244,828,159,204
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF1,745,486,925,383 $2,003,778,010,493
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF9,000,000 $10,374,640
Inflation CHF0 $0
TotalCHF1,745,495,925,383$2,003,788,385,133
ProductVolume
AUD
USD
Equivalent
IRS $7,309,422,224,506 $4,818,492,726,200
OIS $10,245,948,467,400 $6,745,158,591,167
Basis $1,906,514,772,000 $1,255,911,664,636
Zeroes $17,403,400,000 $11,389,947,890
FRAs $0 $0
VNS $2,801,934,652 $1,839,843,348
Inflation $0 $0
Total$19,482,090,798,558$12,832,792,773,241
ProductVolume
CAD
USD
Equivalent
IRS $652,413,888,112 $483,786,968,529
OIS $8,203,680,022,470 $6,085,804,443,576
Basis $159,594,020,000 $118,492,599,778
Zeroes $0 $0
FRAs $0 $0
VNS $41,826,112,998 $31,058,476,832
Inflation $0 $0
Total$9,057,514,043,580$6,719,142,488,715
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL76,161,418,814 $15,354,438,169
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL76,161,418,814$15,354,438,169
ProductVolume
CLP
USD
Equivalent
IRS CLP14,047,624,616,106 $15,066,512,076
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP14,047,624,616,106$15,066,512,076
ProductVolume
CNY
USD
Equivalent
IRS CNY10,123,221,776,582 $1,409,420,641,384
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY10,123,221,776,582$1,409,420,641,384
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP23,029,470,435,426 $5,875,322,308
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP23,029,470,435,426$5,875,322,308
ProductVolume
CZK
USD
Equivalent
IRS CZK16,690,840,904,862 $722,014,725,462
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK22,378,914,000 $963,332,517
FRAs CZK41,040,521,128,776 $1,773,494,046,398
VNS CZK306,910,162 $13,679,537
Inflation CZK0 $0
TotalCZK57,754,047,857,800$2,496,485,783,914
ProductVolume
DKK
USD
Equivalent
IRS DKK294,101,040,674 $42,832,600,408
OIS DKK257,303,000,000 $37,480,430,595
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK42,620,000,000 $6,221,314,012
VNS DKK860,080,916 $124,873,819
Inflation DKK0 $0
TotalDKK594,884,121,590$86,659,218,834
ProductVolume
HKD
USD
Equivalent
IRS HKD5,056,360,172,868 $646,589,249,038
OIS HKD1,400,000,000 $178,927,625
Basis HKD86,008,000,000 $10,996,642,808
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD538,000,000 $68,806,753
Inflation HKD0 $0
TotalHKD5,144,306,172,868$657,833,626,224
ProductVolume
HUF
USD
Equivalent
IRS HUF91,602,681,470,260 $255,640,603,027
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF169,998,326,441,664 $475,247,755,700
VNS HUF127,648,148,866 $357,152,323
Inflation HUF0 $0
TotalHUF261,728,656,060,790$731,245,511,050
ProductVolume
ILS
USD
Equivalent
IRS ILS1,229,438,202,784 $335,882,358,899
OIS ILS774,000,000 $212,865,483
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS1,084,520,200,000 $295,884,954,343
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,314,732,402,784$631,980,178,725
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR82,427,137,773,740 $993,413,198,655
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR82,427,137,773,740$993,413,198,655
ProductVolume
KRW
USD
Equivalent
IRS KRW1,970,721,065,118,016 $1,484,159,018,827
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,970,721,065,118,016$1,484,159,018,827
ProductVolume
MXN
USD
Equivalent
IRS MXN1,387,920,361,270 $81,457,203,392
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,387,920,361,270$81,457,203,392
ProductVolume
NOK
USD
Equivalent
IRS NOK5,367,196,702,008 $511,997,013,337
OIS NOK1,760,582,200,000 $168,002,724,137
Basis NOK27,904,000,000 $2,654,728,004
Zeroes NOK9,540,084,000 $909,033,654
FRAs NOK6,823,298,000,000 $650,225,109,611
VNS NOK1,770,847,998 $169,480,685
Inflation NOK0 $0
TotalNOK13,990,291,834,006$1,333,958,089,428
ProductVolume
NZD
USD
Equivalent
IRS NZD1,909,434,416,404 $1,171,210,003,285
OIS NZD3,739,885,616,000 $2,293,465,240,339
Basis NZD79,780,000,000 $48,884,838,300
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD5,729,100,032,404$3,513,560,081,924
ProductVolume
PLN
USD
Equivalent
IRS PLN2,981,868,051,442 $747,838,957,339
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN5,713,020,000 $1,432,841,848
FRAs PLN3,741,589,600,000 $938,147,714,672
VNS PLN1,652,478,390 $409,566,299
Inflation PLN0 $0
TotalPLN6,730,823,149,832$1,687,829,080,158
ProductVolume
SEK
USD
Equivalent
IRS SEK9,728,285,332,907 $938,794,416,641
OIS SEK234,880,000,000 $22,733,191,147
Basis SEK0 $0
Zeroes SEK4,405,800,000 $425,322,323
FRAs SEK10,637,358,000,000 $1,028,104,353,543
VNS SEK535,980,000 $51,069,904
Inflation SEK0 $0
TotalSEK20,605,465,112,907$1,990,108,353,558
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD1,328,855,719,656 $992,211,168,855
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD782,235,297 $582,193,582
Inflation SGD0 $0
TotalSGD1,329,637,954,953$992,793,362,437
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB19,647,877,465,924 $553,727,770,290
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB19,647,877,465,924$553,727,770,290
ProductVolume
TWD
USD
Equivalent
IRS TWD7,314,536,843,580 $233,094,486,231
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD7,314,536,843,580$233,094,486,231
ProductVolume
ZAR
USD
Equivalent
IRS ZAR60,360,424,007,675 $3,194,825,389,707
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR42,709,516,032 $2,279,205,843
FRAs ZAR0 $0
VNS ZAR13,403,093,638 $710,689,588
Inflation ZAR0 $0
TotalZAR60,416,536,617,345$3,197,815,285,138
ProductUSD
Equivalent
IRS$48,603,041,448,599
OIS$270,022,607,207,727
Basis$4,855,027,620,426
Zeroes$99,688,305,352
FRAs$34,253,960,442,081
VNS$282,938,069,337
Inflation$2,749,071,537,934
Total$360,866,334,631,456
Show:
ProductUSD
Equivalent
IRS $5,244,610,727
OIS $121,308,734,722,145
Basis $12,798,890,982,278
Zeroes $0
FRAs $0
VNS $1,971,064,647,856
Inflation $4,443,938,588,023
Total$140,527,873,551,029
ProductVolume
EUR
USD
Equivalent
IRS €64,639,441,197,746 $70,269,536,526,070
OIS €43,805,161,605,169 $47,620,591,180,979
Basis €1,547,253,755,968 $1,682,019,558,112
Zeroes €220,671,421,124 $239,891,901,904
FRAs €32,985,105,240,152 $35,858,107,906,569
VNS €1,374,938,672,573 $1,494,695,830,954
Inflation €4,047,049,635,770 $4,399,547,659,046
Total€148,619,621,528,502$161,564,390,563,634
ProductVolume
GBP
USD
Equivalent
IRS £185,400,000 $236,023,470
OIS £30,027,583,932,298 $38,226,615,725,012
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £528,692,668,853 $673,052,202,083
Inflation £2,792,841,805,871 $3,555,427,260,964
Total£33,349,303,807,022$42,455,331,211,529
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,342,462,077,468,452 $9,002,864,081,202
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥233,217,915,959 $1,564,013,788
Inflation ¥0 $0
Total¥1,342,695,295,384,411$9,004,428,094,990
ProductVolume
CHF
USD
Equivalent
IRS CHF105,900,000 $119,250,042
OIS CHF3,572,464,905,153 $4,022,819,554,251
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,611,716,375 $4,067,019,171
Inflation CHF0 $0
TotalCHF3,576,182,521,528$4,027,005,823,464
ProductVolume
AUD
USD
Equivalent
IRS $23,438,221,961,363 $15,366,098,317,870
OIS $10,677,249,596,633 $7,000,004,835,553
Basis $7,522,352,021,866 $4,931,653,985,535
Zeroes $21,714,160,669 $14,235,803,735
FRAs $0 $0
VNS $89,013,885,206 $58,357,503,141
Inflation $0 $0
Total$41,748,551,625,737$27,370,350,445,834
ProductVolume
CAD
USD
Equivalent
IRS $9,887,073,152,238 $7,305,629,107,206
OIS $11,054,527,056,882 $8,168,269,152,017
Basis $1,769,977,172,953 $1,307,848,799,611
Zeroes $13,388,723,977 $9,893,023,961
FRAs $0 $0
VNS $446,809,258,965 $330,150,558,958
Inflation $0 $0
Total$23,171,775,365,015$17,121,790,641,753
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL392,659,715,976 $78,129,575,879
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL392,659,715,976$78,129,575,879
ProductVolume
CLP
USD
Equivalent
IRS CLP45,553,856,385,300 $48,024,475,529
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP45,553,856,385,300$48,024,475,529
ProductVolume
CNY
USD
Equivalent
IRS CNY21,446,650,179,780 $2,979,404,884,456
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY21,446,650,179,780$2,979,404,884,456
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP116,267,968,770,182 $29,844,439,851
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP116,267,968,770,182$29,844,439,851
ProductVolume
CZK
USD
Equivalent
IRS CZK42,214,595,783,498 $1,819,006,604,912
OIS CZK0 $0
Basis CZK11,928,000,000 $513,971,776
Zeroes CZK38,179,114,000 $1,645,119,638
FRAs CZK36,715,106,805,278 $1,582,036,272,984
VNS CZK249,394,153,069 $10,746,273,966
Inflation CZK0 $0
TotalCZK79,229,203,855,845$3,413,948,243,276
ProductVolume
DKK
USD
Equivalent
IRS DKK4,767,374,522,196 $695,018,408,770
OIS DKK550,990,800,000 $80,326,969,757
Basis DKK11,320,000,000 $1,650,302,142
Zeroes DKK0 $0
FRAs DKK28,620,000,000 $4,172,407,006
VNS DKK19,099,693,746 $2,784,475,752
Inflation DKK0 $0
TotalDKK5,377,405,015,942$783,952,563,427
ProductVolume
HKD
USD
Equivalent
IRS HKD17,021,436,682,633 $2,176,779,569,494
OIS HKD2,840,000,000 $363,192,255
Basis HKD1,256,865,752,676 $160,733,770,188
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD7,775,767,126 $994,400,845
Inflation HKD0 $0
TotalHKD18,288,918,202,435$2,338,870,932,782
ProductVolume
HUF
USD
Equivalent
IRS HUF241,795,260,616,585 $665,625,889,491
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF190,595,817,418 $524,681,543
FRAs HUF156,246,900,656,772 $430,124,155,307
VNS HUF2,484,706,058,966 $6,840,021,084
Inflation HUF0 $0
TotalHUF400,717,463,149,741$1,103,114,747,425
ProductVolume
ILS
USD
Equivalent
IRS ILS3,754,373,268,104 $1,027,736,622,303
OIS ILS794,000,000 $217,352,623
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS945,851,671,634 $258,921,085,568
VNS ILS0 $0
Inflation ILS0 $0
TotalILS4,701,018,939,738$1,286,875,060,494
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR185,701,981,676,567 $2,239,396,824,559
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR185,701,981,676,567$2,239,396,824,559
ProductVolume
KRW
USD
Equivalent
IRS KRW5,308,318,534,341,315 $3,971,865,298,651
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,308,318,534,341,315$3,971,865,298,651
ProductVolume
MXN
USD
Equivalent
IRS MXN4,922,445,129,383 $292,127,174,176
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,922,445,129,383$292,127,174,176
ProductVolume
NOK
USD
Equivalent
IRS NOK16,574,534,097,009 $1,555,323,117,209
OIS NOK2,414,990,434,777 $226,618,161,878
Basis NOK121,069,231,669 $11,360,909,073
Zeroes NOK6,301,212,000 $591,293,887
FRAs NOK10,796,468,561,719 $1,013,120,310,953
VNS NOK140,141,662,921 $13,150,630,162
Inflation NOK0 $0
TotalNOK30,053,505,200,095$2,820,164,423,162
ProductVolume
NZD
USD
Equivalent
IRS NZD7,017,357,915,006 $4,266,202,744,428
OIS NZD4,397,838,062,545 $2,673,665,650,124
Basis NZD202,798,317,648 $123,291,237,214
Zeroes NZD100,000,000 $60,795,000
FRAs NZD0 $0
VNS NZD1,515,216,841 $921,176,078
Inflation NZD0 $0
TotalNZD11,619,609,512,040$7,064,141,602,844
ProductVolume
PLN
USD
Equivalent
IRS PLN7,112,976,078,083 $1,789,135,381,154
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN10,361,020,007 $2,606,119,756
FRAs PLN4,239,033,676,949 $1,066,249,211,311
VNS PLN17,009,731,441 $4,278,478,096
Inflation PLN0 $0
TotalPLN11,379,380,506,480$2,862,269,190,317
ProductVolume
SEK
USD
Equivalent
IRS SEK38,733,786,673,069 $3,710,506,006,166
OIS SEK267,440,000,000 $25,619,434,905
Basis SEK0 $0
Zeroes SEK4,405,800,000 $422,053,942
FRAs SEK13,641,108,288,517 $1,306,750,993,971
VNS SEK45,096,671,484 $4,320,039,035
Inflation SEK0 $0
TotalSEK52,691,837,433,070$5,047,618,528,019
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD2,596,798,004,096 $1,938,849,444,951
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD4,299,313,146 $3,209,999,735
Inflation SGD0 $0
TotalSGD2,601,097,317,242$1,942,059,444,686
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB27,125,467,414,772 $753,485,205,966
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB27,125,467,414,772$753,485,205,966
ProductVolume
TWD
USD
Equivalent
IRS TWD20,110,766,121,502 $634,729,394,063
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD20,110,766,121,502$634,729,394,063
ProductVolume
ZAR
USD
Equivalent
IRS ZAR92,813,606,702,817 $4,896,639,946,758
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR122,971,313,982 $6,487,693,666
FRAs ZAR0 $0
VNS ZAR19,253,093,638 $1,015,750,500
Inflation ZAR0 $0
TotalZAR92,955,831,110,437$4,904,143,390,924
ProductUSD
Equivalent
IRS$123,553,118,928,824
OIS$243,318,285,928,028
Basis$21,017,963,515,929
Zeroes$276,358,487,032
FRAs$41,519,482,343,669
VNS$4,581,213,021,204
Inflation$12,398,913,508,033
Total$446,665,335,732,719

Figures as of COB Mar 18, 2024.

Notional Outstanding by Product

As of COB Mar 18, 2024

Daily Notional by Tenor

As of COB Mar 18, 2024

Notional Outstanding by Currency

As of COB Mar 18, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, 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 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
  • 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.
  • $3.5 trillion notional per day based on daily average over 2020.
  • "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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