Volumes

  • Client Notional Cleared (USD)
    $1,180,417,916,288,729
    Client Notional Outstanding (USD)
    $55,340,930,376,424
    As of COB Dec 13, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,513,956,000,000,000
    Trades Compressed
    23,038,999
  • 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 Dec 13, 2019. *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
$592,549,821,635
$2,123,855,593,684
$162,154,404,350,192
$25,382,576,853,516
EUR
€120,976,920,476
€521,973,235,377
€51,636,855,401,912
€11,624,007,068,795
GBP
£209,716,988,100
£638,431,520,999
£22,930,179,188,214
£5,155,648,153,711
JPY
¥1,546,192,532,000
¥15,558,509,644,968
¥438,289,362,058,613
¥151,168,205,314,588
CHF
CHF4,603,197,000
CHF19,879,061,738
CHF938,595,939,131
CHF333,164,487,757
AUD
$95,552,641,000
$531,917,509,500
$27,762,488,422,050
$3,085,006,572,318
CAD
$22,274,256,000
$257,566,919,031
$10,494,128,153,974
$2,221,047,439,716
Other*
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$54,247,333,121
$299,657,903,896
$12,410,721,981,140
$4,628,939,398,683
BRL
BRL0
BRL1,724,741,063
BRL18,273,836,394
BRL10,568,709,365
CLP
CLP23,006,400,000
CLP24,554,000,000
CLP1,982,546,072,072
CLP486,676,100,000
CNY
CNY10,766,000,000
CNY58,397,054,668
CNY5,285,999,940,749
CNY1,124,425,343,670
COP
COP140,530,000,000
COP529,340,300,000
COP6,578,895,200,000
COP3,475,230,284,260
CZK
CZK24,882,363,000
CZK240,190,403,548
CZK21,583,358,452,846
CZK5,997,903,533,151
DKK
DKK16,162,000,000
DKK26,661,000,000
DKK525,597,475,409
DKK848,073,189,244
HKD
HKD19,512,776,054
HKD98,504,997,368
HKD8,003,897,329,575
HKD3,794,858,436,096
HUF
HUF269,786,500,000
HUF2,726,004,879,306
HUF113,066,549,761,742
HUF26,815,175,827,795
INR
INR225,511,724,770
INR1,111,335,372,226
INR24,028,002,885,968
INR6,148,684,771,450
KRW
KRW7,032,225,500,000
KRW27,490,550,261,468
KRW1,222,863,298,055,753
KRW433,885,419,259,664
MXN
MXN8,962,500,000
MXN25,831,654,247
MXN1,044,839,987,804
MXN218,766,273,612
NOK
NOK54,011,209,240
NOK259,383,527,788
NOK9,799,545,749,267
NOK2,488,694,725,354
NZD
NZD13,351,031,105
NZD108,928,119,005
NZD2,003,152,090,126
NZD920,565,899,282
PLN
PLN15,033,572,146
PLN41,075,652,651
PLN2,362,300,580,776
PLN1,062,436,660,513
SEK
SEK67,303,678,000
SEK479,795,413,301
SEK21,856,004,838,178
SEK6,385,122,602,440
SGD
SGD4,281,703,433
SGD16,305,256,520
SGD1,154,250,980,520
SGD802,596,070,325
THB
THB25,105,363,747
THB112,889,681,260
THB3,965,723,072,134
THB863,484,109,776
TWD
TWD6,006,447,889
TWD22,247,160,172
TWD2,009,763,189,928
TWD404,160,455,462
ZAR
ZAR87,858,732,773
ZAR530,940,346,619
ZAR19,821,671,757,505
ZAR8,111,566,362,236
Total in USD$1,162,426,979,915$4,571,183,602,152$293,899,628,749,473$55,340,930,376,424

Figures as of COB Dec 13, 2019. Weekly figures as of COB Dec 13, 2019. *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 $292,218,551,421
OIS $163,407,811,675
Basis $17,881,300,000
Zeroes $0
FRAs $118,040,400,000
VNS $388,782,539
Inflation $612,976,000
Total$592,549,821,635
ProductVolume
EUR
USD
Equivalent
IRS €69,528,932,564 $77,323,125,904
OIS €50,651,862,172 $56,329,935,921
Basis €0 $0
Zeroes €49,060,000 $54,559,626
FRAs €0 $0
VNS €94,951,740 $105,595,830
Inflation €652,114,000 $725,215,979
Total€120,976,920,476$134,538,433,260
ProductVolume
GBP
USD
Equivalent
IRS £46,647,248,700 $62,222,765,041
OIS £139,349,020,000 $185,877,657,778
Basis £4,143,700,000 $5,527,281,430
Zeroes £0 $0
FRAs £15,450,000,000 $20,608,755,000
VNS £0 $0
Inflation £4,127,019,400 $5,505,031,178
Total£209,716,988,100$279,741,490,427
ProductVolume
JPY
USD
Equivalent
IRS ¥1,079,552,532,000 $9,875,612,057
OIS ¥343,500,000,000 $3,142,295,202
Basis ¥123,140,000,000 $1,126,469,377
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,546,192,532,000$14,144,376,636
ProductVolume
CHF
USD
Equivalent
IRS CHF4,103,197,000 $4,170,763,367
OIS CHF500,000,000 $508,233,381
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,603,197,000$4,678,996,748
ProductVolume
AUD
USD
Equivalent
IRS $22,830,641,000 $15,681,225,771
OIS $72,151,000,000 $49,556,914,350
Basis $571,000,000 $392,191,350
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$95,552,641,000$65,630,331,471
ProductVolume
CAD
USD
Equivalent
IRS $11,434,256,000 $8,673,485,550
OIS $10,840,000,000 $8,222,711,067
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$22,274,256,000$16,896,196,617
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP23,006,400,000 $30,075,691
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP23,006,400,000$30,075,691
ProductVolume
CNY
USD
Equivalent
IRS CNY10,766,000,000 $1,540,310,466
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY10,766,000,000$1,540,310,466
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP140,530,000,000 $41,503,249
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP140,530,000,000$41,503,249
ProductVolume
CZK
USD
Equivalent
IRS CZK24,882,363,000 $1,085,475,854
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK24,882,363,000$1,085,475,854
ProductVolume
DKK
USD
Equivalent
IRS DKK16,162,000,000 $2,405,059,524
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK16,162,000,000$2,405,059,524
ProductVolume
HKD
USD
Equivalent
IRS HKD19,512,776,054 $2,502,199,347
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD19,512,776,054$2,502,199,347
ProductVolume
HUF
USD
Equivalent
IRS HUF269,786,500,000 $910,241,574
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF269,786,500,000$910,241,574
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR225,511,724,770 $3,185,283,832
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR225,511,724,770$3,185,283,832
ProductVolume
KRW
USD
Equivalent
IRS KRW7,032,225,500,000 $5,981,767,338
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,032,225,500,000$5,981,767,338
ProductVolume
MXN
USD
Equivalent
IRS MXN8,962,500,000 $470,519,369
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN8,962,500,000$470,519,369
ProductVolume
NOK
USD
Equivalent
IRS NOK39,671,192,000 $4,389,668,710
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK14,215,680,000 $1,572,983,380
VNS NOK124,337,240 $13,758,076
Inflation NOK0 $0
TotalNOK54,011,209,240$5,976,410,166
ProductVolume
NZD
USD
Equivalent
IRS NZD10,048,736,000 $6,622,117,024
OIS NZD3,300,000,000 $2,174,700,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,295,105 $1,512,474
Inflation NZD0 $0
TotalNZD13,351,031,105$8,798,329,498
ProductVolume
PLN
USD
Equivalent
IRS PLN7,313,572,146 $1,905,369,984
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,720,000,000 $2,011,254,689
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN15,033,572,146$3,916,624,673
ProductVolume
SEK
USD
Equivalent
IRS SEK32,303,678,000 $3,439,378,853
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK35,000,000,000 $3,726,456,778
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK67,303,678,000$7,165,835,631
ProductVolume
SGD
USD
Equivalent
IRS SGD4,281,703,433 $3,161,445,293
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,281,703,433$3,161,445,293
ProductVolume
THB
USD
Equivalent
IRS THB25,105,363,747 $830,753,268
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB25,105,363,747$830,753,268
ProductVolume
TWD
USD
Equivalent
IRS TWD6,006,447,889 $198,744,222
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,006,447,889$198,744,222
ProductVolume
ZAR
USD
Equivalent
IRS ZAR87,858,732,773 $6,046,754,126
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR87,858,732,773$6,046,754,126
ProductUSD
Equivalent
IRS$511,685,409,754
OIS$472,447,046,455
Basis$24,927,242,157
Zeroes$54,559,626
FRAs$145,959,849,847
VNS$509,648,919
Inflation$6,843,223,157
Total$1,162,426,979,915
Show:
ProductUSD
Equivalent
IRS $749,741,105,888
OIS $772,432,846,675
Basis $136,091,920,000
Zeroes $0
FRAs $458,191,400,000
VNS $1,531,029,521
Inflation $5,867,291,600
Total$2,123,855,593,684
ProductVolume
EUR
USD
Equivalent
IRS €327,790,444,304 $364,177,775,276
OIS €157,293,115,672 $174,691,921,383
Basis €1,038,000,000 $1,154,755,200
Zeroes €1,598,384,440 $1,772,264,792
FRAs €22,602,000,000 $25,023,779,200
VNS €5,419,661,770 $6,013,171,657
Inflation €6,231,629,191 $6,913,139,506
Total€521,973,235,377$579,746,807,014
ProductVolume
GBP
USD
Equivalent
IRS £149,383,899,033 $197,669,814,548
OIS £414,253,635,489 $548,014,603,674
Basis £18,287,250,000 $24,169,955,665
Zeroes £152,635,645 $201,557,456
FRAs £37,055,000,000 $49,025,188,500
VNS £33,318,652 $43,929,046
Inflation £19,265,782,180 $25,462,119,645
Total£638,431,520,999$844,587,168,534
ProductVolume
JPY
USD
Equivalent
IRS ¥14,351,369,644,968 $131,866,454,490
OIS ¥807,350,000,000 $7,398,898,892
Basis ¥179,790,000,000 $1,647,561,194
Zeroes ¥0 $0
FRAs ¥220,000,000,000 $2,025,505,001
VNS ¥0 $0
Inflation ¥0 $0
Total¥15,558,509,644,968$142,938,419,577
ProductVolume
CHF
USD
Equivalent
IRS CHF16,040,061,738 $16,294,354,107
OIS CHF1,525,000,000 $1,550,264,367
Basis CHF314,000,000 $319,198,643
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $2,033,346,889
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF19,879,061,738$20,197,164,006
ProductVolume
AUD
USD
Equivalent
IRS $166,997,709,500 $114,612,153,984
OIS $359,531,000,000 $246,774,155,600
Basis $5,388,800,000 $3,697,881,160
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$531,917,509,500$365,084,190,744
ProductVolume
CAD
USD
Equivalent
IRS $126,763,685,388 $96,020,309,674
OIS $130,725,000,000 $99,036,907,036
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $78,233,643 $59,137,987
Inflation $0 $0
Total$257,566,919,031$195,116,354,697
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,724,741,063 $420,412,978
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,724,741,063$420,412,978
ProductVolume
CLP
USD
Equivalent
IRS CLP24,554,000,000 $32,059,539
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP24,554,000,000$32,059,539
ProductVolume
CNY
USD
Equivalent
IRS CNY58,397,054,668 $8,321,687,765
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY58,397,054,668$8,321,687,765
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP529,340,300,000 $155,717,363
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP529,340,300,000$155,717,363
ProductVolume
CZK
USD
Equivalent
IRS CZK161,030,403,548 $7,011,846,755
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK79,160,000,000 $3,440,720,859
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK240,190,403,548$10,452,567,614
ProductVolume
DKK
USD
Equivalent
IRS DKK26,661,000,000 $3,965,894,220
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK26,661,000,000$3,965,894,220
ProductVolume
HKD
USD
Equivalent
IRS HKD95,218,997,368 $12,185,840,978
OIS HKD0 $0
Basis HKD3,286,000,000 $420,472,285
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD98,504,997,368$12,606,313,263
ProductVolume
HUF
USD
Equivalent
IRS HUF2,726,004,879,306 $9,144,137,985
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,726,004,879,306$9,144,137,985
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,111,335,372,226 $15,693,189,839
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,111,335,372,226$15,693,189,839
ProductVolume
KRW
USD
Equivalent
IRS KRW27,490,550,261,468 $23,256,773,581
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW27,490,550,261,468$23,256,773,581
ProductVolume
MXN
USD
Equivalent
IRS MXN25,831,654,247 $1,351,287,150
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN25,831,654,247$1,351,287,150
ProductVolume
NOK
USD
Equivalent
IRS NOK124,444,900,730 $13,672,963,243
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK134,563,050,538 $14,751,539,041
VNS NOK375,576,520 $41,312,609
Inflation NOK0 $0
TotalNOK259,383,527,788$28,465,814,893
ProductVolume
NZD
USD
Equivalent
IRS NZD64,194,259,901 $42,235,803,809
OIS NZD44,729,000,000 $29,373,207,100
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD4,859,104 $3,205,354
Inflation NZD0 $0
TotalNZD108,928,119,005$71,612,216,263
ProductVolume
PLN
USD
Equivalent
IRS PLN31,130,652,651 $8,068,270,687
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,795,000,000 $2,546,869,873
VNS PLN150,000,000 $38,873,699
Inflation PLN0 $0
TotalPLN41,075,652,651$10,654,014,259
ProductVolume
SEK
USD
Equivalent
IRS SEK163,635,413,301 $17,339,014,868
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK316,160,000,000 $33,447,951,674
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK479,795,413,301$50,786,966,542
ProductVolume
SGD
USD
Equivalent
IRS SGD16,305,256,520 $12,019,644,728
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD16,305,256,520$12,019,644,728
ProductVolume
THB
USD
Equivalent
IRS THB112,889,681,260 $3,735,151,583
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB112,889,681,260$3,735,151,583
ProductVolume
TWD
USD
Equivalent
IRS TWD22,247,160,172 $733,814,097
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD22,247,160,172$733,814,097
ProductVolume
ZAR
USD
Equivalent
IRS ZAR530,940,346,619 $36,250,240,234
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR530,940,346,619$36,250,240,234
ProductUSD
Equivalent
IRS$1,870,126,812,167
OIS$1,895,121,711,929
Basis$167,501,744,147
Zeroes$1,973,822,248
FRAs$590,486,301,037
VNS$7,730,659,873
Inflation$38,242,550,751
Total$4,571,183,602,152
Show:
ProductUSD
Equivalent
IRS $37,625,907,097,601
OIS $86,602,697,690,169
Basis $6,459,335,073,973
Zeroes $30,201,131,510
FRAs $30,949,245,476,673
VNS $97,869,655,876
Inflation $389,148,224,390
Total$162,154,404,350,192
ProductVolume
EUR
USD
Equivalent
IRS €19,265,209,396,428 $21,594,309,175,692
OIS €26,243,097,862,051 $29,409,735,411,872
Basis €239,797,522,883 $268,511,616,922
Zeroes €39,700,581,809 $43,884,250,633
FRAs €5,276,709,626,963 $5,934,727,793,407
VNS €58,745,548,752 $65,649,469,283
Inflation €513,594,863,026 $575,393,644,631
Total€51,636,855,401,912$57,892,211,362,440
ProductVolume
GBP
USD
Equivalent
IRS £5,515,908,412,216 $7,014,052,856,357
OIS £14,247,795,173,853 $18,135,110,303,592
Basis £540,849,240,610 $690,783,076,317
Zeroes £16,667,733,020 $21,161,209,529
FRAs £2,097,750,300,000 $2,674,322,928,835
VNS £14,963,517,681 $19,120,193,295
Inflation £496,244,810,834 $633,451,958,565
Total£22,930,179,188,214$29,188,002,526,490
ProductVolume
JPY
USD
Equivalent
IRS ¥379,363,048,655,087 $3,485,896,010,817
OIS ¥36,280,313,403,526 $333,678,632,746
Basis ¥20,140,700,000,000 $184,711,754,031
Zeroes ¥0 $0
FRAs ¥2,505,300,000,000 $22,968,658,754
VNS ¥0 $0
Inflation ¥0 $0
Total¥438,289,362,058,613$4,027,255,056,348
ProductVolume
CHF
USD
Equivalent
IRS CHF751,383,788,131 $756,023,444,167
OIS CHF96,584,500,000 $96,542,909,590
Basis CHF15,033,417,000 $15,181,522,189
Zeroes CHF0 $0
FRAs CHF75,452,700,000 $76,171,582,563
VNS CHF141,534,000 $142,443,341
Inflation CHF0 $0
TotalCHF938,595,939,131$944,061,901,850
ProductVolume
AUD
USD
Equivalent
IRS $4,356,653,243,408 $3,025,258,340,745
OIS $22,896,236,577,309 $15,994,380,793,049
Basis $507,519,128,000 $350,691,334,117
Zeroes $100,000,000 $69,155,000
FRAs $0 $0
VNS $1,979,473,333 $1,379,510,628
Inflation $0 $0
Total$27,762,488,422,050$19,371,779,133,539
ProductVolume
CAD
USD
Equivalent
IRS $4,546,255,574,001 $3,425,789,382,483
OIS $5,888,071,694,004 $4,440,335,179,835
Basis $56,848,850,000 $42,861,809,394
Zeroes $392,828,906 $294,505,709
FRAs $0 $0
VNS $2,559,207,063 $1,911,560,053
Inflation $0 $0
Total$10,494,128,153,974$7,911,192,437,474
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL18,273,836,394 $4,465,653,586
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL18,273,836,394$4,465,653,586
ProductVolume
CLP
USD
Equivalent
IRS CLP1,982,546,072,072 $2,743,821,895
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,982,546,072,072$2,743,821,895
ProductVolume
CNY
USD
Equivalent
IRS CNY5,285,999,940,749 $768,054,851,104
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY5,285,999,940,749$768,054,851,104
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP6,578,895,200,000 $1,921,960,419
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP6,578,895,200,000$1,921,960,419
ProductVolume
CZK
USD
Equivalent
IRS CZK13,456,568,512,846 $586,495,208,031
OIS CZK0 $0
Basis CZK1,025,000,000 $43,840,056
Zeroes CZK0 $0
FRAs CZK8,122,143,706,000 $353,813,967,795
VNS CZK3,621,234,000 $154,205,804
Inflation CZK0 $0
TotalCZK21,583,358,452,846$940,507,221,686
ProductVolume
DKK
USD
Equivalent
IRS DKK522,268,474,010 $78,456,939,475
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK3,150,000,000 $466,851,462
VNS DKK179,001,399 $26,883,742
Inflation DKK0 $0
TotalDKK525,597,475,409$78,950,674,679
ProductVolume
HKD
USD
Equivalent
IRS HKD7,758,028,394,935 $989,646,593,579
OIS HKD0 $0
Basis HKD245,091,834,640 $31,267,758,517
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD777,100,000 $99,072,308
Inflation HKD0 $0
TotalHKD8,003,897,329,575$1,021,013,424,404
ProductVolume
HUF
USD
Equivalent
IRS HUF87,532,208,901,742 $302,254,123,393
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF62,600,000,000 $219,852,605
FRAs HUF25,450,386,250,000 $89,409,104,101
VNS HUF21,354,610,000 $74,410,666
Inflation HUF0 $0
TotalHUF113,066,549,761,742$391,957,490,765
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR24,028,002,885,968 $341,534,073,040
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR24,028,002,885,968$341,534,073,040
ProductVolume
KRW
USD
Equivalent
IRS KRW1,222,863,298,055,753 $1,047,028,720,083
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,222,863,298,055,753$1,047,028,720,083
ProductVolume
MXN
USD
Equivalent
IRS MXN1,044,839,987,804 $54,096,896,652
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,044,839,987,804$54,096,896,652
ProductVolume
NOK
USD
Equivalent
IRS NOK5,019,853,896,414 $569,852,695,115
OIS NOK0 $0
Basis NOK169,293,286,814 $19,250,131,726
Zeroes NOK0 $0
FRAs NOK4,596,532,693,871 $523,717,742,782
VNS NOK13,865,872,168 $1,550,610,294
Inflation NOK0 $0
TotalNOK9,799,545,749,267$1,114,371,179,917
ProductVolume
NZD
USD
Equivalent
IRS NZD1,822,833,203,519 $1,194,841,349,524
OIS NZD178,744,850,000 $116,467,250,790
Basis NZD1,456,000,000 $934,484,700
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD118,036,607 $76,417,958
Inflation NZD0 $0
TotalNZD2,003,152,090,126$1,312,319,502,972
ProductVolume
PLN
USD
Equivalent
IRS PLN1,855,116,251,779 $482,459,209,342
OIS PLN0 $0
Basis PLN1,300,000,000 $331,362,200
Zeroes PLN0 $0
FRAs PLN504,238,000,000 $131,878,137,540
VNS PLN1,646,328,997 $425,475,010
Inflation PLN0 $0
TotalPLN2,362,300,580,776$615,094,184,092
ProductVolume
SEK
USD
Equivalent
IRS SEK14,129,133,143,524 $1,493,013,983,985
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK7,722,086,000,000 $817,763,293,218
VNS SEK4,785,694,654 $510,316,650
Inflation SEK0 $0
TotalSEK21,856,004,838,178$2,311,287,593,853
ProductVolume
SGD
USD
Equivalent
IRS SGD1,152,250,490,098 $844,569,653,144
OIS SGD0 $0
Basis SGD1,307,500,000 $951,775,571
Zeroes SGD690,000,000 $509,068,846
FRAs SGD0 $0
VNS SGD2,990,422 $2,210,542
Inflation SGD0 $0
TotalSGD1,154,250,980,520$846,032,708,103
ProductVolume
THB
USD
Equivalent
IRS THB3,965,723,072,134 $128,623,842,292
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,965,723,072,134$128,623,842,292
ProductVolume
TWD
USD
Equivalent
IRS TWD2,009,763,189,928 $64,788,710,606
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,009,763,189,928$64,788,710,606
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,821,131,757,505 $1,365,893,342,677
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR540,000,000 $36,128,315
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR19,821,671,757,505$1,365,929,470,992
ProductUSD
Equivalent
IRS$86,904,521,902,345
OIS$155,472,404,205,102
Basis$8,064,855,539,713
Zeroes$96,375,302,147
FRAs$41,574,485,537,130
VNS$188,992,435,450
Inflation$1,597,993,827,586
Total$293,899,628,749,473
Show:
ProductUSD
Equivalent
IRS $11,315,183,724,144
OIS $7,404,259,870,653
Basis $3,174,774,904,117
Zeroes $6,530,297,049
FRAs $3,074,250,004,701
VNS $275,422,574,942
Inflation $132,155,477,910
Total$25,382,576,853,516
ProductVolume
EUR
USD
Equivalent
IRS €5,965,925,120,521 $6,634,705,326,532
OIS €4,611,037,369,933 $5,127,934,659,102
Basis €158,943,644,987 $176,761,227,590
Zeroes €27,701,401,939 $30,806,729,096
FRAs €493,438,949,240 $548,753,455,450
VNS €171,738,763,543 $190,990,678,936
Inflation €195,221,818,633 $217,106,184,501
Total€11,624,007,068,796$12,927,058,261,207
ProductVolume
GBP
USD
Equivalent
IRS £1,623,594,713,574 $2,165,712,988,436
OIS £2,505,732,861,774 $3,342,397,064,321
Basis £301,364,608,938 $401,990,251,863
Zeroes £15,048,213,973 $20,072,812,619
FRAs £397,968,276,308 $530,849,883,767
VNS £57,211,832,769 $76,314,863,730
Inflation £254,727,646,375 $339,781,207,499
Total£5,155,648,153,711$6,877,119,072,235
ProductVolume
JPY
USD
Equivalent
IRS ¥118,781,744,168,536 $1,086,600,596,154
OIS ¥18,369,600,540,070 $168,042,816,997
Basis ¥13,212,107,520,664 $120,862,713,449
Zeroes ¥0 $0
FRAs ¥797,000,000,000 $7,290,856,699
VNS ¥7,753,085,318 $70,924,259
Inflation ¥0 $0
Total¥151,168,205,314,588$1,382,867,907,558
ProductVolume
CHF
USD
Equivalent
IRS CHF264,594,422,073 $268,951,435,326
OIS CHF22,782,631,684 $23,157,787,847
Basis CHF31,454,700,000 $31,972,657,044
Zeroes CHF0 $0
FRAs CHF13,549,350,000 $13,772,463,915
VNS CHF783,384,000 $796,283,798
Inflation CHF0 $0
TotalCHF333,164,487,757$338,650,627,930
ProductVolume
AUD
USD
Equivalent
IRS $1,076,977,092,994 $739,721,716,323
OIS $1,860,005,829,978 $1,277,545,004,320
Basis $142,792,378,424 $98,076,945,121
Zeroes $23,102,501 $15,867,953
FRAs $0 $0
VNS $5,208,168,421 $3,577,230,480
Inflation $0 $0
Total$3,085,006,572,318$2,118,936,764,197
ProductVolume
CAD
USD
Equivalent
IRS $1,190,191,181,864 $902,822,712,481
OIS $969,119,506,476 $735,128,200,316
Basis $52,505,311,646 $39,828,044,941
Zeroes $609,886,777 $462,631,250
FRAs $0 $0
VNS $8,621,552,953 $6,539,902,111
Inflation $0 $0
Total$2,221,047,439,716$1,684,781,491,099
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,568,709,365 $2,573,058,556
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,568,709,365$2,573,058,556
ProductVolume
CLP
USD
Equivalent
IRS CLP486,676,100,000 $636,219,491
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP486,676,100,000$636,219,491
ProductVolume
CNY
USD
Equivalent
IRS CNY1,124,425,343,670 $160,873,502,206
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,124,425,343,670$160,873,502,206
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,475,230,284,260 $1,026,352,712
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,475,230,284,260$1,026,352,712
ProductVolume
CZK
USD
Equivalent
IRS CZK4,193,861,439,787 $182,954,300,911
OIS CZK0 $0
Basis CZK1,025,000,000 $44,714,915
Zeroes CZK0 $0
FRAs CZK1,797,826,492,314 $78,428,935,668
VNS CZK5,190,601,050 $226,436,376
Inflation CZK0 $0
TotalCZK5,997,903,533,151$261,654,387,870
ProductVolume
DKK
USD
Equivalent
IRS DKK841,175,627,814 $125,174,944,615
OIS DKK0 $0
Basis DKK3,350,000,000 $498,511,905
Zeroes DKK0 $0
FRAs DKK1,500,000,000 $223,214,286
VNS DKK2,047,561,430 $304,696,641
Inflation DKK0 $0
TotalDKK848,073,189,244$126,201,367,447
ProductVolume
HKD
USD
Equivalent
IRS HKD3,474,676,383,010 $445,571,299,075
OIS HKD0 $0
Basis HKD319,218,753,086 $40,934,665,224
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD963,300,000 $123,527,715
Inflation HKD0 $0
TotalHKD3,794,858,436,096$486,629,492,014
ProductVolume
HUF
USD
Equivalent
IRS HUF24,384,022,819,048 $82,270,059,108
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,800,000,000 $130,908,600
FRAs HUF2,363,223,079,268 $7,973,356,319
VNS HUF29,129,929,479 $98,282,430
Inflation HUF0 $0
TotalHUF26,815,175,827,795$90,472,606,457
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,148,684,771,450 $86,848,283,447
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,148,684,771,450$86,848,283,447
ProductVolume
KRW
USD
Equivalent
IRS KRW433,885,419,259,664 $369,072,582,965
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW433,885,419,259,664$369,072,582,965
ProductVolume
MXN
USD
Equivalent
IRS MXN218,766,273,612 $11,484,939,370
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN218,766,273,612$11,484,939,370
ProductVolume
NOK
USD
Equivalent
IRS NOK1,234,731,126,747 $136,624,596,316
OIS NOK0 $0
Basis NOK126,713,114,206 $14,020,969,992
Zeroes NOK0 $0
FRAs NOK1,093,981,972,653 $121,050,520,355
VNS NOK33,268,511,748 $3,681,203,858
Inflation NOK0 $0
TotalNOK2,488,694,725,354$275,377,290,521
ProductVolume
NZD
USD
Equivalent
IRS NZD777,317,654,495 $512,252,334,312
OIS NZD140,731,867,726 $92,742,300,831
Basis NZD2,156,000,000 $1,420,804,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD360,377,061 $237,488,483
Inflation NZD0 $0
TotalNZD920,565,899,282$606,652,927,626
ProductVolume
PLN
USD
Equivalent
IRS PLN842,165,052,180 $219,405,234,520
OIS PLN0 $0
Basis PLN1,300,000,000 $338,682,784
Zeroes PLN0 $0
FRAs PLN216,105,716,536 $56,300,989,093
VNS PLN2,865,891,797 $746,637,088
Inflation PLN0 $0
TotalPLN1,062,436,660,513$276,791,543,485
ProductVolume
SEK
USD
Equivalent
IRS SEK4,153,645,569,763 $442,239,448,246
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,662,203
FRAs SEK2,215,108,415,946 $235,843,022,044
VNS SEK16,108,805,022 $1,715,107,590
Inflation SEK0 $0
TotalSEK6,385,122,602,441$679,825,240,083
ProductVolume
SGD
USD
Equivalent
IRS SGD800,867,074,007 $591,329,474,661
OIS SGD0 $0
Basis SGD1,196,005,896 $883,084,798
Zeroes SGD410,000,000 $302,728,246
FRAs SGD0 $0
VNS SGD122,990,422 $90,811,402
Inflation SGD0 $0
TotalSGD802,596,070,325$592,606,099,107
ProductVolume
THB
USD
Equivalent
IRS THB863,484,109,776 $28,573,266,372
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB863,484,109,776$28,573,266,372
ProductVolume
TWD
USD
Equivalent
IRS TWD404,160,455,462 $13,373,054,578
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD404,160,455,462$13,373,054,578
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,111,296,362,236 $558,248,602,003
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,582,372
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,111,566,362,236$558,267,184,375
ProductUSD
Equivalent
IRS$26,996,355,416,701
OIS$18,259,082,340,546
Basis$4,102,408,177,743
Zeroes$58,368,219,388
FRAs$4,674,736,702,297
VNS$560,936,649,839
Inflation$689,042,869,910
Total$55,340,930,376,424

Figures as of COB Dec 13, 2019.

Notional Outstanding by Product

As of COB Dec 13, 2019

Daily Notional by Tenor
 

As of COB Dec 13, 2019

Notional Outstanding by Tenor
 

As of COB Dec 13, 2019

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
$1,956,041,991,093
$7,764,512,220,653
$612,820,333,339,464
$125,222,806,829,551
EUR
€464,185,696,300
€3,026,851,639,035
€257,732,930,506,789
€78,795,674,020,337
GBP
£753,827,267,729
£2,622,849,978,894
£104,247,732,246,052
£35,052,152,688,504
JPY
¥4,364,863,264,000
¥52,599,767,129,936
¥1,797,092,848,028,570
¥1,248,739,060,781,300
CHF
CHF12,276,594,000
CHF110,039,266,577
CHF5,959,304,857,826
CHF3,090,358,981,575
AUD
$334,567,607,000
$2,151,608,198,224
$101,394,953,205,815
$30,717,050,424,707
CAD
$56,139,605,000
$664,888,531,452
$33,073,983,534,648
$18,273,048,656,611
Other*
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Hide
$162,828,854,477
$1,351,192,194,635
$50,831,865,187,568
$29,519,714,911,307
BRL
BRL0
BRL3,449,482,125
BRL40,592,247,592
BRL32,861,547,734
CLP
CLP46,012,800,000
CLP49,108,000,000
CLP4,796,393,344,144
CLP2,712,887,972,072
CNY
CNY37,256,000,000
CNY226,699,797,852
CNY18,591,183,590,247
CNY8,420,069,184,364
COP
COP281,060,000,000
COP1,058,680,600,000
COP13,489,952,400,000
COP9,336,215,684,260
CZK
CZK64,478,726,000
CZK889,128,807,095
CZK81,574,719,790,974
CZK35,716,934,911,862
DKK
DKK32,824,000,000
DKK63,649,200,000
DKK1,785,304,507,620
DKK4,616,933,422,071
HKD
HKD49,207,552,108
HKD642,468,173,413
HKD34,801,128,778,709
HKD21,267,046,887,676
HUF
HUF698,773,000,000
HUF9,265,379,358,612
HUF523,414,740,112,940
HUF180,894,216,996,757
INR
INR643,234,649,540
INR3,432,246,497,753
INR100,953,601,265,813
INR68,890,311,035,773
KRW
KRW18,073,171,000,000
KRW92,556,891,331,658
KRW4,016,716,283,712,735
KRW2,329,551,282,228,150
MXN
MXN22,996,000,000
MXN60,168,308,494
MXN2,444,429,159,664
MXN1,841,790,068,805
NOK
NOK133,924,145,148
NOK1,241,195,893,702
NOK41,854,976,855,182
NOK25,872,098,326,593
NZD
NZD41,466,450,837
NZD605,652,730,255
NZD9,473,889,580,626
NZD8,059,982,139,622
PLN
PLN38,451,144,292
PLN137,813,018,576
PLN7,751,216,338,221
PLN5,002,599,558,056
SEK
SEK179,494,229,038
SEK1,809,890,373,124
SEK98,624,887,132,957
SEK51,753,026,825,999
SGD
SGD13,972,392,866
SGD87,165,343,802
SGD4,875,869,112,068
SGD2,733,969,691,698
THB
THB80,610,727,494
THB575,515,167,495
THB19,793,220,398,831
THB10,604,821,318,132
TWD
TWD79,941,095,778
TWD483,850,784,919
TWD6,779,284,173,480
TWD3,482,503,410,228
ZAR
ZAR412,959,384,853
ZAR2,410,867,283,058
ZAR74,551,002,732,428
ZAR31,881,418,319,551
Total in USD$3,965,412,534,677$18,521,317,955,451$1,203,517,196,998,577$338,650,889,960,176

Figures as of COB Dec 13, 2019. Weekly figures as of COB Dec 13, 2019. *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 $845,222,932,841
OIS $488,202,903,350
Basis $55,585,200,000
Zeroes $0
FRAs $563,752,800,000
VNS $1,338,902,902
Inflation $1,939,252,000
Total$1,956,041,991,093
ProductVolume
EUR
USD
Equivalent
IRS €290,152,158,476 $322,678,215,441
OIS €160,679,186,344 $178,691,323,133
Basis €0 $0
Zeroes €98,120,000 $109,119,252
FRAs €9,300,000,000 $10,342,530,000
VNS €165,903,480 $184,501,260
Inflation €3,790,328,000 $4,215,223,769
Total€464,185,696,300$516,220,912,855
ProductVolume
GBP
USD
Equivalent
IRS £141,423,283,784 $188,644,518,240
OIS £496,539,919,666 $662,334,598,842
Basis £17,264,175,050 $23,028,683,099
Zeroes £6,086,429 $8,118,687
FRAs £85,900,000,000 $114,582,010,000
VNS £0 $0
Inflation £12,693,802,800 $16,932,263,555
Total£753,827,267,729$1,005,530,192,423
ProductVolume
JPY
USD
Equivalent
IRS ¥2,735,303,264,000 $25,022,213,457
OIS ¥1,137,000,000,000 $10,401,134,337
Basis ¥492,560,000,000 $4,505,877,510
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,364,863,264,000$39,929,225,304
ProductVolume
CHF
USD
Equivalent
IRS CHF10,276,594,000 $10,445,816,223
OIS CHF2,000,000,000 $2,032,933,523
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,276,594,000$12,478,749,746
ProductVolume
AUD
USD
Equivalent
IRS $63,572,607,000 $43,664,845,118
OIS $264,602,000,000 $181,741,883,700
Basis $6,393,000,000 $4,391,032,050
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$334,567,607,000$229,797,760,868
ProductVolume
CAD
USD
Equivalent
IRS $31,296,912,000 $23,740,356,520
OIS $24,680,000,000 $18,721,080,179
Basis $0 $0
Zeroes $2,093,000 $1,587,651
FRAs $0 $0
VNS $160,600,000 $121,823,561
Inflation $0 $0
Total$56,139,605,000$42,584,847,911
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP46,012,800,000 $60,151,382
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP46,012,800,000$60,151,382
ProductVolume
CNY
USD
Equivalent
IRS CNY37,256,000,000 $5,330,281,136
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY37,256,000,000$5,330,281,136
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP281,060,000,000 $83,006,497
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP281,060,000,000$83,006,497
ProductVolume
CZK
USD
Equivalent
IRS CZK64,478,726,000 $2,812,839,768
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK64,478,726,000$2,812,839,768
ProductVolume
DKK
USD
Equivalent
IRS DKK32,824,000,000 $4,884,523,810
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK32,824,000,000$4,884,523,810
ProductVolume
HKD
USD
Equivalent
IRS HKD49,207,552,108 $6,310,076,249
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD49,207,552,108$6,310,076,249
ProductVolume
HUF
USD
Equivalent
IRS HUF698,773,000,000 $2,357,613,280
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF698,773,000,000$2,357,613,280
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR643,234,649,540 $9,085,491,815
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR643,234,649,540$9,085,491,815
ProductVolume
KRW
USD
Equivalent
IRS KRW18,073,171,000,000 $15,373,441,022
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW18,073,171,000,000$15,373,441,022
ProductVolume
MXN
USD
Equivalent
IRS MXN22,996,000,000 $1,207,259,517
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN22,996,000,000$1,207,259,517
ProductVolume
NOK
USD
Equivalent
IRS NOK76,654,384,000 $8,481,906,743
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK52,431,360,000 $5,801,597,805
VNS NOK4,838,401,148 $535,375,346
Inflation NOK0 $0
TotalNOK133,924,145,148$14,818,879,894
ProductVolume
NZD
USD
Equivalent
IRS NZD34,861,860,626 $22,973,966,153
OIS NZD6,600,000,000 $4,349,400,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD4,590,211 $3,024,949
Inflation NZD0 $0
TotalNZD41,466,450,837$27,326,391,102
ProductVolume
PLN
USD
Equivalent
IRS PLN23,011,144,292 $5,994,983,402
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN15,440,000,000 $4,022,509,379
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN38,451,144,292$10,017,492,781
ProductVolume
SEK
USD
Equivalent
IRS SEK93,494,229,038 $9,954,348,673
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK86,000,000,000 $9,156,436,656
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK179,494,229,038$19,110,785,329
ProductVolume
SGD
USD
Equivalent
IRS SGD13,972,392,866 $10,316,678,012
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,972,392,866$10,316,678,012
ProductVolume
THB
USD
Equivalent
IRS THB80,610,727,494 $2,667,462,856
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB80,610,727,494$2,667,462,856
ProductVolume
TWD
USD
Equivalent
IRS TWD79,941,095,778 $2,645,129,236
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD79,941,095,778$2,645,129,236
ProductVolume
ZAR
USD
Equivalent
IRS ZAR412,959,384,853 $28,421,350,791
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR412,959,384,853$28,421,350,791
ProductUSD
Equivalent
IRS$1,589,210,909,870
OIS$1,555,643,755,376
Basis$87,510,792,659
Zeroes$118,825,590
FRAs$707,657,883,840
VNS$2,183,628,018
Inflation$23,086,739,324
Total$3,965,412,534,677
Show:
ProductUSD
Equivalent
IRS $2,513,265,497,311
OIS $2,312,655,349,350
Basis $428,643,840,000
Zeroes $284,741,632
FRAs $2,482,128,800,000
VNS $7,946,157,760
Inflation $19,587,834,600
Total$7,764,512,220,653
ProductVolume
EUR
USD
Equivalent
IRS €1,599,054,424,979 $1,776,653,405,460
OIS €629,127,578,228 $698,639,486,503
Basis €2,932,000,000 $3,262,513,800
Zeroes €3,196,768,880 $3,544,529,585
FRAs €712,098,000,000 $790,076,860,600
VNS €46,630,886,566 $51,840,941,436
Inflation €33,811,980,382 $37,542,668,303
Total€3,026,851,639,035$3,361,560,405,687
ProductVolume
GBP
USD
Equivalent
IRS £492,407,047,608 $651,254,809,785
OIS £1,482,592,076,981 $1,961,247,088,995
Basis £83,164,899,576 $109,893,023,192
Zeroes £337,743,403 $445,900,862
FRAs £498,230,000,000 $658,725,250,000
VNS £188,888,321 $249,291,071
Inflation £65,929,323,005 $87,097,233,293
Total£2,622,849,978,894$3,468,912,597,198
ProductVolume
JPY
USD
Equivalent
IRS ¥45,726,865,129,936 $420,132,619,442
OIS ¥4,372,242,000,000 $40,143,167,576
Basis ¥960,660,000,000 $8,815,805,825
Zeroes ¥0 $0
FRAs ¥1,540,000,000,000 $14,188,791,670
VNS ¥0 $0
Inflation ¥0 $0
Total¥52,599,767,129,936$483,280,384,513
ProductVolume
CHF
USD
Equivalent
IRS CHF94,423,266,577 $95,953,033,492
OIS CHF6,590,000,000 $6,692,404,873
Basis CHF2,126,000,000 $2,160,781,158
Zeroes CHF0 $0
FRAs CHF6,900,000,000 $7,011,794,030
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF110,039,266,577$111,818,013,553
ProductVolume
AUD
USD
Equivalent
IRS $649,363,157,000 $444,864,060,581
OIS $1,458,711,000,000 $1,001,505,603,750
Basis $40,223,400,000 $27,629,416,700
Zeroes $3,100,000,000 $2,126,395,000
FRAs $0 $0
VNS $210,641,224 $144,824,913
Inflation $0 $0
Total$2,151,608,198,224$1,476,270,300,944
ProductVolume
CAD
USD
Equivalent
IRS $357,589,880,482 $270,955,524,646
OIS $299,850,000,000 $227,177,799,574
Basis $6,487,000,000 $4,910,884,204
Zeroes $71,063,000 $53,923,548
FRAs $0 $0
VNS $890,587,970 $673,706,296
Inflation $0 $0
Total$664,888,531,452$503,771,838,268
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,449,482,125 $840,825,955
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,449,482,125$840,825,955
ProductVolume
CLP
USD
Equivalent
IRS CLP49,108,000,000 $64,119,079
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP49,108,000,000$64,119,079
ProductVolume
CNY
USD
Equivalent
IRS CNY226,699,797,852 $32,283,863,490
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY226,699,797,852$32,283,863,490
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,058,680,600,000 $311,434,727
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,058,680,600,000$311,434,727
ProductVolume
CZK
USD
Equivalent
IRS CZK553,808,807,095 $24,110,920,209
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK335,320,000,000 $14,586,437,132
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK889,128,807,095$38,697,357,341
ProductVolume
DKK
USD
Equivalent
IRS DKK63,649,200,000 $9,466,280,633
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK63,649,200,000$9,466,280,633
ProductVolume
HKD
USD
Equivalent
IRS HKD634,396,173,413 $81,155,758,751
OIS HKD0 $0
Basis HKD8,072,000,000 $1,033,035,545
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD642,468,173,413$82,188,794,296
ProductVolume
HUF
USD
Equivalent
IRS HUF7,473,379,358,612 $25,074,230,041
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,792,000,000,000 $6,046,189,922
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF9,265,379,358,612$31,120,419,963
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,432,246,497,753 $48,465,044,209
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,432,246,497,753$48,465,044,209
ProductVolume
KRW
USD
Equivalent
IRS KRW92,556,891,331,658 $78,225,393,574
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW92,556,891,331,658$78,225,393,574
ProductVolume
MXN
USD
Equivalent
IRS MXN60,168,308,494 $3,148,080,922
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN60,168,308,494$3,148,080,922
ProductVolume
NOK
USD
Equivalent
IRS NOK285,852,912,918 $31,387,627,490
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK950,002,101,076 $104,188,378,029
VNS NOK5,340,879,708 $590,484,410
Inflation NOK0 $0
TotalNOK1,241,195,893,702$136,166,489,929
ProductVolume
NZD
USD
Equivalent
IRS NZD477,762,512,047 $314,871,366,838
OIS NZD127,508,000,000 $83,777,276,200
Basis NZD372,500,000 $245,943,125
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD9,718,208 $6,410,709
Inflation NZD0 $0
TotalNZD605,652,730,255$398,900,996,872
ProductVolume
PLN
USD
Equivalent
IRS PLN106,123,018,576 $27,512,340,033
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN31,390,000,000 $8,160,287,308
VNS PLN300,000,000 $77,747,399
Inflation PLN0 $0
TotalPLN137,813,018,576$35,750,374,740
ProductVolume
SEK
USD
Equivalent
IRS SEK502,170,373,124 $53,214,855,094
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,307,720,000,000 $138,464,755,545
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,809,890,373,124$191,679,610,639
ProductVolume
SGD
USD
Equivalent
IRS SGD87,165,343,802 $64,276,462,295
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD87,165,343,802$64,276,462,295
ProductVolume
THB
USD
Equivalent
IRS THB575,515,167,495 $19,026,812,148
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB575,515,167,495$19,026,812,148
ProductVolume
TWD
USD
Equivalent
IRS TWD483,850,784,919 $15,914,513,788
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD483,850,784,919$15,914,513,788
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,410,867,283,058 $164,665,320,035
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,410,867,283,058$164,665,320,035
ProductUSD
Equivalent
IRS$7,118,317,721,092
OIS$6,380,614,655,757
Basis$586,595,243,549
Zeroes$6,455,490,627
FRAs$4,223,577,544,236
VNS$61,529,563,994
Inflation$144,227,736,196
Total$18,521,317,955,451
Show:
ProductUSD
Equivalent
IRS $128,683,242,910,803
OIS $229,866,451,284,871
Basis $25,284,917,352,898
Zeroes $85,666,979,639
FRAs $227,455,024,133,437
VNS $328,848,006,901
Inflation $1,116,182,670,915
Total$612,820,333,339,464
ProductVolume
EUR
USD
Equivalent
IRS €98,735,243,612,070 $110,664,493,676,640
OIS €87,073,500,907,691 $97,551,643,076,691
Basis €594,844,486,543 $665,770,884,143
Zeroes €89,649,785,301 $99,105,626,523
FRAs €68,787,959,800,108 $77,132,443,029,639
VNS €216,430,850,379 $241,603,622,164
Inflation €2,235,301,064,697 $2,505,227,939,403
Total€257,732,930,506,789$288,860,287,855,203
ProductVolume
GBP
USD
Equivalent
IRS £20,949,412,156,975 $26,666,160,433,723
OIS £46,498,112,489,378 $59,269,016,521,768
Basis £4,635,671,638,417 $5,913,481,364,544
Zeroes £94,521,661,593 $120,713,328,829
FRAs £30,253,155,253,140 $38,642,533,604,992
VNS £72,712,604,287 $92,387,255,250
Inflation £1,744,146,442,262 $2,227,131,740,562
Total£104,247,732,246,052$132,931,424,249,668
ProductVolume
JPY
USD
Equivalent
IRS ¥1,574,344,899,727,864 $14,440,743,940,109
OIS ¥147,055,926,300,706 $1,353,261,502,798
Basis ¥67,253,422,000,000 $617,315,169,635
Zeroes ¥0 $0
FRAs ¥8,438,600,000,000 $77,489,366,816
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,797,092,848,028,570$16,488,809,979,358
ProductVolume
CHF
USD
Equivalent
IRS CHF2,689,297,954,520 $2,706,006,893,260
OIS CHF568,736,060,000 $571,014,933,155
Basis CHF117,672,208,554 $118,624,194,313
Zeroes CHF0 $0
FRAs CHF2,583,009,900,000 $2,593,580,315,212
VNS CHF588,734,752 $592,101,469
Inflation CHF0 $0
TotalCHF5,959,304,857,826$5,989,818,437,409
ProductVolume
AUD
USD
Equivalent
IRS $25,114,875,287,799 $17,454,797,310,513
OIS $73,607,792,111,410 $51,366,161,550,879
Basis $2,646,121,616,000 $1,834,514,531,970
Zeroes $19,750,000,000 $13,770,110,000
FRAs $0 $0
VNS $6,414,190,606 $4,456,352,469
Inflation $0 $0
Total$101,394,953,205,815$70,673,699,855,831
ProductVolume
CAD
USD
Equivalent
IRS $16,647,870,548,196 $12,543,178,264,785
OIS $15,599,681,516,004 $11,755,229,024,113
Basis $730,426,290,000 $550,154,290,888
Zeroes $7,138,327,120 $5,378,989,805
FRAs $0 $0
VNS $88,866,853,328 $67,017,524,485
Inflation $0 $0
Total$33,073,983,534,648$24,920,958,094,076
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL40,592,247,592 $9,937,901,842
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL40,592,247,592$9,937,901,842
ProductVolume
CLP
USD
Equivalent
IRS CLP4,796,393,344,144 $6,663,366,777
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,796,393,344,144$6,663,366,777
ProductVolume
CNY
USD
Equivalent
IRS CNY18,591,183,590,247 $2,702,695,242,675
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY18,591,183,590,247$2,702,695,242,675
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP13,489,952,400,000 $3,949,014,013
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP13,489,952,400,000$3,949,014,013
ProductVolume
CZK
USD
Equivalent
IRS CZK40,938,536,378,974 $1,783,977,052,764
OIS CZK0 $0
Basis CZK2,050,000,000 $87,680,112
Zeroes CZK0 $0
FRAs CZK40,575,873,412,000 $1,770,447,963,558
VNS CZK58,260,000,000 $2,512,173,046
Inflation CZK0 $0
TotalCZK81,574,719,790,974$3,557,024,869,480
ProductVolume
DKK
USD
Equivalent
IRS DKK1,689,671,939,355 $253,921,673,215
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK95,200,000,000 $14,173,848,664
VNS DKK432,568,265 $64,671,793
Inflation DKK0 $0
TotalDKK1,785,304,507,620$268,160,193,672
ProductVolume
HKD
USD
Equivalent
IRS HKD33,947,444,909,429 $4,330,898,460,856
OIS HKD0 $0
Basis HKD852,129,669,280 $108,724,207,404
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,554,200,000 $198,208,657
Inflation HKD0 $0
TotalHKD34,801,128,778,709$4,439,820,876,917
ProductVolume
HUF
USD
Equivalent
IRS HUF263,702,963,172,940 $911,398,980,082
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF133,200,000,000 $466,447,647
FRAs HUF259,270,158,500,000 $907,313,100,996
VNS HUF308,418,440,000 $1,088,269,599
Inflation HUF0 $0
TotalHUF523,414,740,112,940$1,820,266,798,324
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR100,953,601,265,813 $1,434,875,806,540
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR100,953,601,265,813$1,434,875,806,540
ProductVolume
KRW
USD
Equivalent
IRS KRW4,016,716,283,712,735 $3,440,424,109,039
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,016,716,283,712,735$3,440,424,109,039
ProductVolume
MXN
USD
Equivalent
IRS MXN2,444,429,159,664 $126,680,228,198
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,444,429,159,664$126,680,228,198
ProductVolume
NOK
USD
Equivalent
IRS NOK13,342,776,363,082 $1,516,577,431,472
OIS NOK0 $0
Basis NOK275,076,573,628 $31,265,547,880
Zeroes NOK0 $0
FRAs NOK28,193,575,387,742 $3,208,540,382,704
VNS NOK43,548,530,730 $4,926,361,125
Inflation NOK0 $0
TotalNOK41,854,976,855,182$4,761,309,723,181
ProductVolume
NZD
USD
Equivalent
IRS NZD8,993,208,257,413 $5,909,683,646,885
OIS NZD475,792,500,000 $310,014,847,060
Basis NZD4,584,500,000 $2,949,322,525
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD304,323,213 $198,044,716
Inflation NZD0 $0
TotalNZD9,473,889,580,626$6,222,845,861,186
ProductVolume
PLN
USD
Equivalent
IRS PLN5,451,042,261,353 $1,417,753,303,958
OIS PLN0 $0
Basis PLN1,500,000,000 $383,602,663
Zeroes PLN0 $0
FRAs PLN2,294,496,000,000 $598,772,018,644
VNS PLN4,178,076,868 $1,080,404,062
Inflation PLN0 $0
TotalPLN7,751,216,338,221$2,017,989,329,327
ProductVolume
SEK
USD
Equivalent
IRS SEK43,532,117,363,650 $4,601,635,221,480
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK55,083,224,000,000 $5,839,531,977,988
VNS SEK9,545,769,307 $1,018,054,188
Inflation SEK0 $0
TotalSEK98,624,887,132,957$10,442,185,253,656
ProductVolume
SGD
USD
Equivalent
IRS SGD4,873,193,131,224 $3,573,254,307,646
OIS SGD0 $0
Basis SGD1,710,000,000 $1,247,666,014
Zeroes SGD960,000,000 $706,945,902
FRAs SGD0 $0
VNS SGD5,980,844 $4,421,085
Inflation SGD0 $0
TotalSGD4,875,869,112,068$3,575,213,340,647
ProductVolume
THB
USD
Equivalent
IRS THB19,793,220,398,831 $639,939,394,142
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB19,793,220,398,831$639,939,394,142
ProductVolume
TWD
USD
Equivalent
IRS TWD6,779,284,173,480 $218,991,267,284
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,779,284,173,480$218,991,267,284
ProductVolume
ZAR
USD
Equivalent
IRS ZAR74,550,462,732,428 $5,142,856,482,353
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR540,000,000 $36,128,315
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR74,551,002,732,428$5,142,892,610,668
ProductUSD
Equivalent
IRS$349,745,911,500,501
OIS$453,481,617,561,888
Basis$35,129,435,814,989
Zeroes$325,844,556,660
FRAs$358,239,849,742,650
VNS$745,995,471,009
Inflation$5,848,542,350,880
Total$1,203,517,196,998,577
Show:
ProductUSD
Equivalent
IRS $49,434,247,023,640
OIS $21,417,304,367,046
Basis $19,595,639,029,384
Zeroes $91,028,644,391
FRAs $32,027,754,968,041
VNS $1,300,346,723,177
Inflation $1,356,486,073,870
Total$125,222,806,829,549
ProductVolume
EUR
USD
Equivalent
IRS €44,399,615,359,041 $49,376,812,240,789
OIS €17,226,791,672,602 $19,157,915,019,101
Basis €993,235,774,203 $1,104,577,504,491
Zeroes €159,391,526,488 $177,259,316,608
FRAs €13,183,556,882,498 $14,661,433,609,026
VNS €757,797,090,699 $842,746,144,566
Inflation €2,075,285,714,806 $2,307,925,243,436
Total€78,795,674,020,337$87,628,669,078,017
ProductVolume
GBP
USD
Equivalent
IRS £11,111,940,904,339 $14,822,217,972,297
OIS £8,823,227,758,916 $11,769,303,507,618
Basis £5,935,149,107,158 $7,916,895,394,038
Zeroes £311,850,804,460 $415,977,788,069
FRAs £6,509,518,237,233 $8,683,046,376,645
VNS £303,515,152,374 $404,858,861,751
Inflation £2,056,950,724,025 $2,743,766,570,777
Total£35,052,152,688,505$46,756,066,471,195
ProductVolume
JPY
USD
Equivalent
IRS ¥952,625,450,916,574 $8,714,498,933,509
OIS ¥105,085,511,484,262 $961,309,166,027
Basis ¥187,322,156,958,075 $1,713,599,752,624
Zeroes ¥0 $0
FRAs ¥3,594,000,000,000 $32,877,464,209
VNS ¥111,941,422,393 $1,024,026,185
Inflation ¥0 $0
Total¥1,248,739,060,781,304$11,423,309,342,554
ProductVolume
CHF
USD
Equivalent
IRS CHF1,742,819,999,139 $1,771,518,600,467
OIS CHF204,820,508,501 $208,193,238,972
Basis CHF494,780,441,234 $502,927,872,773
Zeroes CHF137,406,086 $139,668,719
FRAs CHF644,701,979,223 $655,318,132,977
VNS CHF3,098,647,392 $3,149,672,080
Inflation CHF0 $0
TotalCHF3,090,358,981,575$3,141,247,185,988
ProductVolume
AUD
USD
Equivalent
IRS $15,895,975,285,650 $10,918,150,624,949
OIS $10,740,079,572,454 $7,376,823,654,340
Basis $4,043,266,919,244 $2,777,117,883,483
Zeroes $6,369,294,513 $4,374,749,936
FRAs $0 $0
VNS $31,359,352,847 $21,539,171,503
Inflation $0 $0
Total$30,717,050,424,708$21,098,006,084,211
ProductVolume
CAD
USD
Equivalent
IRS $13,219,344,276,744 $10,027,569,048,580
OIS $3,701,787,273,092 $2,808,000,662,287
Basis $1,115,133,321,777 $845,887,371,446
Zeroes $17,168,355,749 $13,023,102,290
FRAs $0 $0
VNS $219,615,429,249 $166,589,872,752
Inflation $0 $0
Total$18,273,048,656,611$13,861,070,057,355
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL32,861,547,734 $8,000,474,195
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL32,861,547,734$8,000,474,195
ProductVolume
CLP
USD
Equivalent
IRS CLP2,712,887,972,072 $3,546,490,584
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,712,887,972,072$3,546,490,584
ProductVolume
CNY
USD
Equivalent
IRS CNY8,420,069,184,364 $1,204,674,037,394
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,420,069,184,364$1,204,674,037,394
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP9,336,215,684,260 $2,757,299,375
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP9,336,215,684,260$2,757,299,375
ProductVolume
CZK
USD
Equivalent
IRS CZK23,589,951,297,473 $1,029,095,288,465
OIS CZK0 $0
Basis CZK2,050,000,000 $89,429,830
Zeroes CZK6,250,000,000 $272,651,922
FRAs CZK12,057,284,880,289 $525,990,702,800
VNS CZK61,398,734,100 $2,678,477,254
Inflation CZK0 $0
TotalCZK35,716,934,911,862$1,558,126,550,271
ProductVolume
DKK
USD
Equivalent
IRS DKK4,556,748,626,147 $678,087,593,177
OIS DKK0 $0
Basis DKK6,700,000,000 $997,023,810
Zeroes DKK15,500,000,000 $2,306,547,619
FRAs DKK34,000,000,000 $5,059,523,810
VNS DKK3,984,795,924 $592,975,584
Inflation DKK0 $0
TotalDKK4,616,933,422,071$687,043,664,000
ProductVolume
HKD
USD
Equivalent
IRS HKD20,208,686,242,118 $2,591,438,623,039
OIS HKD0 $0
Basis HKD1,056,834,045,558 $135,521,949,868
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,526,600,000 $195,761,870
Inflation HKD0 $0
TotalHKD21,267,046,887,676$2,727,156,334,777
ProductVolume
HUF
USD
Equivalent
IRS HUF154,225,663,286,560 $520,347,053,836
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF120,600,000,000 $406,896,319
FRAs HUF25,817,593,851,239 $87,106,831,712
VNS HUF730,359,858,958 $2,464,185,225
Inflation HUF0 $0
TotalHUF180,894,216,996,757$610,324,967,092
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR68,890,311,035,773 $973,054,479,445
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR68,890,311,035,773$973,054,479,445
ProductVolume
KRW
USD
Equivalent
IRS KRW2,329,551,282,228,150 $1,981,568,106,964
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,329,551,282,228,150$1,981,568,106,964
ProductVolume
MXN
USD
Equivalent
IRS MXN1,841,790,068,805 $96,691,537,151
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,841,790,068,805$96,691,537,151
ProductVolume
NOK
USD
Equivalent
IRS NOK11,572,003,813,388 $1,280,457,190,496
OIS NOK0 $0
Basis NOK282,054,541,020 $31,209,699,805
Zeroes NOK0 $0
FRAs NOK13,933,347,751,252 $1,541,742,951,651
VNS NOK84,692,220,933 $9,371,303,797
Inflation NOK0 $0
TotalNOK25,872,098,326,593$2,862,781,145,749
ProductVolume
NZD
USD
Equivalent
IRS NZD7,628,672,570,070 $5,027,295,223,676
OIS NZD422,119,517,726 $278,176,762,181
Basis NZD8,130,500,000 $5,357,999,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,059,551,826 $698,244,653
Inflation NZD0 $0
TotalNZD8,059,982,139,622$5,311,528,230,010
ProductVolume
PLN
USD
Equivalent
IRS PLN4,011,320,193,894 $1,045,050,071,356
OIS PLN0 $0
Basis PLN1,500,000,000 $390,787,828
Zeroes PLN1,700,000,000 $442,892,872
FRAs PLN981,708,511,694 $255,759,824,847
VNS PLN6,370,852,468 $1,659,767,733
Inflation PLN0 $0
TotalPLN5,002,599,558,056$1,303,303,344,636
ProductVolume
SEK
USD
Equivalent
IRS SEK32,180,098,821,156 $3,426,221,353,785
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK981,630,182 $104,514,356
FRAs SEK19,518,753,781,627 $2,078,165,495,313
VNS SEK53,192,593,034 $5,663,425,682
Inflation SEK0 $0
TotalSEK51,753,026,825,999$5,510,154,789,136
ProductVolume
SGD
USD
Equivalent
IRS SGD2,730,013,504,959 $2,015,737,073,104
OIS SGD0 $0
Basis SGD3,030,205,896 $2,237,387,600
Zeroes SGD680,000,000 $502,085,871
FRAs SGD0 $0
VNS SGD245,980,844 $181,622,803
Inflation SGD0 $0
TotalSGD2,733,969,691,699$2,018,658,169,378
ProductVolume
THB
USD
Equivalent
IRS THB10,604,821,318,132 $350,920,626,014
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB10,604,821,318,132$350,920,626,014
ProductVolume
TWD
USD
Equivalent
IRS TWD3,482,503,410,228 $115,230,739,535
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,482,503,410,228$115,230,739,535
ProductVolume
ZAR
USD
Equivalent
IRS ZAR31,881,148,319,551 $2,194,175,343,227
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,582,372
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR31,881,418,319,551$2,194,193,925,599
ProductUSD
Equivalent
IRS$168,633,551,270,229
OIS$64,952,838,156,392
Basis$34,632,449,086,480
Zeroes$705,857,441,344
FRAs$60,554,255,881,031
VNS$2,763,760,236,615
Inflation$6,408,177,888,083
Total$338,650,889,960,174

Figures as of COB Dec 13, 2019.

Notional Outstanding by Product

As of COB Dec 13, 2019

Daily Notional by Tenor

As of COB Dec 13, 2019

Notional Outstanding by Currency

As of COB Dec 13, 2019. *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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