Volumes

Client Notional Cleared (USD)

$2,604,759,877,636,071

Client Notional Outstanding (USD)

$93,246,548,772,834

As of COB Jun 27, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,188,834,000,000,000

Trades Compressed

51,890,862
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

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Jun 27, 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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$477,443,055,670	$2,331,810,027,683	$101,037,297,609,106	$31,657,739,449,741
EUR	€499,055,835,272	€2,526,445,074,556	€74,899,940,864,457	€26,990,663,429,461
GBP	£212,511,622,459	£1,981,585,045,918	£26,257,958,584,440	£8,082,176,256,871
JPY	¥31,830,227,685,010	¥66,306,496,346,966	¥1,007,248,323,763,804	¥515,725,581,048,453
CHF	CHF7,164,269,000	CHF59,976,199,353	CHF1,006,979,797,078	CHF672,137,578,434
AUD	$236,700,269,796	$913,426,579,490	$18,455,730,953,127	$8,585,086,691,366
CAD	$45,784,950,000	$163,786,490,364	$6,981,206,713,627	$3,135,340,009,731
Other* Show All Hide	$175,229,912,650	$672,154,203,933	$15,375,451,611,994	$10,520,949,740,738
BRL	BRL4,069,031,524	BRL65,343,650,951	BRL454,877,173,470	BRL163,335,246,288
CLP	CLP60,769,700,000	CLP1,981,875,755,000	CLP15,999,827,955,418	CLP4,042,525,244,029
CNY	CNY44,995,913,200	CNY253,963,361,146	CNY7,297,550,594,580	CNY4,567,638,286,585
COP	COP10,000,000,000	COP3,221,113,456,000	COP32,810,870,574,359	COP26,909,553,853,222
CZK	CZK156,868,829,922	CZK1,367,197,910,717	CZK32,794,804,562,608	CZK23,933,432,131,685
DKK	DKK1,570,300,000	DKK20,709,160,000	DKK515,722,631,574	DKK1,570,593,574,437
HKD	HKD24,156,861,000	HKD189,649,616,752	HKD3,475,699,267,293	HKD3,825,875,774,860
HUF	HUF1,010,826,759,795	HUF3,956,238,882,104	HUF129,794,231,155,014	HUF64,473,102,250,068
ILS	ILS5,522,192,000	ILS67,931,312,708	ILS1,873,554,192,387	ILS1,410,918,212,999
INR	INR453,748,325,000	INR2,312,206,082,186	INR49,005,076,614,576	INR19,889,839,157,033
KRW	KRW9,908,747,689,000	KRW67,485,284,867,771	KRW1,314,338,535,581,073	KRW853,309,341,578,378
MXN	MXN4,683,376,558	MXN75,949,276,109	MXN1,810,435,973,216	MXN1,056,667,349,479
NOK	NOK24,576,016,000	NOK780,932,808,704	NOK10,502,527,309,217	NOK4,309,992,636,147
NZD	NZD42,231,007,600	NZD258,736,226,893	NZD5,760,689,513,105	NZD3,418,562,057,099
PLN	PLN16,882,619,000	PLN75,853,580,083	PLN3,250,358,673,849	PLN2,587,221,859,885
SEK	SEK902,976,360,850	SEK484,409,021,749	SEK13,594,527,467,138	SEK6,436,890,970,088
SGD	SGD10,328,104,000	SGD20,230,127,000	SGD901,453,706,940	SGD668,533,030,683
THB	THB34,401,383,000	THB491,456,289,164	THB13,936,832,334,263	THB4,981,854,936,259
TWD	TWD45,821,986,000	TWD388,208,112,244	TWD6,606,845,192,203	TWD3,071,368,631,198
ZAR	ZAR258,949,741,900	ZAR1,597,493,319,369	ZAR36,101,286,314,914	ZAR40,620,830,087,311
Total in USD	$1,852,417,885,987	$9,442,590,981,219	$255,604,345,505,096	$93,246,548,772,834

Figures as of COB Jun 27, 2024. Weekly figures as of COB Jun 21, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$0
OIS	$413,672,652,773
Basis	$58,088,050,000
Zeroes	$0
FRAs	$0
VNS	$564,465,647
Inflation	$5,117,887,250
Total	$477,443,055,670

Product	Volume EUR	USD Equivalent
IRS	€85,598,389,011	$91,637,355,356
OIS	€345,739,294,443	$370,131,201,666
Basis	€1,407,900,000	$1,507,227,345
Zeroes	€0	$0
FRAs	€62,019,500,000	$66,394,975,725
VNS	€51,081,818	$54,685,640
Inflation	€4,239,670,000	$4,538,778,719
Total	€499,055,835,272	$534,264,224,451

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£209,515,832,959	$264,943,246,568
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£11,800,000	$14,921,690
Inflation	£2,983,989,500	$3,773,403,922
Total	£212,511,622,459	$268,731,572,180

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥31,830,227,685,010	$197,992,272,479
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥31,830,227,685,010	$197,992,272,479

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF7,164,269,000	$7,973,588,203
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF7,164,269,000	$7,973,588,203

Product	Volume AUD	USD Equivalent
IRS	$36,182,712,000	$24,052,457,802
OIS	$192,211,003,000	$127,772,264,244
Basis	$8,146,440,000	$5,415,345,990
Zeroes	$0	$0
FRAs	$0	$0
VNS	$160,114,796	$106,436,311
Inflation	$0	$0
Total	$236,700,269,796	$157,346,504,347

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$45,784,950,000	$33,436,756,007
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$45,784,950,000	$33,436,756,007

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL4,069,031,524	$740,537,522
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL4,069,031,524	$740,537,522

Product	Volume CLP	USD Equivalent
IRS	CLP60,769,700,000	$63,578,603
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP60,769,700,000	$63,578,603

Product	Volume CNY	USD Equivalent
IRS	CNY44,995,913,200	$6,190,238,236
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY44,995,913,200	$6,190,238,236

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP10,000,000,000	$2,397,219
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP10,000,000,000	$2,397,219

Product	Volume CZK	USD Equivalent
IRS	CZK73,618,829,922	$3,140,199,195
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK83,250,000,000	$3,551,015,185
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK156,868,829,922	$6,691,214,380

Product	Volume DKK	USD Equivalent
IRS	DKK1,060,300,000	$152,180,153
OIS	DKK510,000,000	$73,198,037
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK1,570,300,000	$225,378,190

Product	Volume HKD	USD Equivalent
IRS	HKD23,756,861,000	$3,042,182,696
OIS	HKD0	$0
Basis	HKD400,000,000	$51,221,964
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD24,156,861,000	$3,093,404,660

Product	Volume HUF	USD Equivalent
IRS	HUF267,326,759,795	$721,705,029
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF743,500,000,000	$2,007,235,226
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,010,826,759,795	$2,728,940,255

Product	Volume ILS	USD Equivalent
IRS	ILS2,594,892,000	$690,691,119
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS2,927,300,000	$779,169,273
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS5,522,192,000	$1,469,860,392

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR453,748,325,000	$5,437,602,161
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR453,748,325,000	$5,437,602,161

Product	Volume KRW	USD Equivalent
IRS	KRW9,908,747,689,000	$7,145,018,722
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW9,908,747,689,000	$7,145,018,722

Product	Volume MXN	USD Equivalent
IRS	MXN4,683,376,558	$254,842,963
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN4,683,376,558	$254,842,963

Product	Volume NOK	USD Equivalent
IRS	NOK24,576,016,000	$2,304,977,514
OIS	NOK0	$0
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK0	$0
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK24,576,016,000	$2,304,977,514

Product	Volume NZD	USD Equivalent
IRS	NZD15,583,007,600	$9,482,260,125
OIS	NZD26,648,000,000	$16,215,308,000
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD42,231,007,600	$25,697,568,125

Product	Volume PLN	USD Equivalent
IRS	PLN12,095,809,000	$3,001,478,678
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN4,786,810,000	$1,187,808,782
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN16,882,619,000	$4,189,287,460

Product	Volume SEK	USD Equivalent
IRS	SEK115,856,360,850	$10,908,286,062
OIS	SEK678,120,000,000	$63,847,395,949
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK109,000,000,000	$10,262,735,443
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK902,976,360,850	$85,018,417,454

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD10,328,104,000	$7,605,378,498
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD10,328,104,000	$7,605,378,498

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB34,401,383,000	$934,058,729
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB34,401,383,000	$934,058,729

Product	Volume TWD	USD Equivalent
IRS	TWD45,821,986,000	$1,407,698,258
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD45,821,986,000	$1,407,698,258

Product	Volume ZAR	USD Equivalent
IRS	ZAR258,949,741,900	$14,029,513,309
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR258,949,741,900	$14,029,513,309

Product	USD Equivalent
IRS	$178,965,201,342
OIS	$1,510,037,320,533
Basis	$65,061,845,299
Zeroes	$0
FRAs	$84,182,939,634
VNS	$740,509,288
Inflation	$13,430,069,891
Total	$1,852,417,885,987

Show:

Product	USD Equivalent
IRS	$1,436,100,000
OIS	$2,095,832,399,670
Basis	$217,678,728,000
Zeroes	$0
FRAs	$0
VNS	$1,291,491,513
Inflation	$15,571,308,500
Total	$2,331,810,027,683

Product	Volume EUR	USD Equivalent
IRS	€610,357,784,652	$654,742,374,646
OIS	€1,599,537,030,179	$1,715,873,877,205
Basis	€12,676,560,000	$13,592,190,487
Zeroes	€0	$0
FRAs	€286,974,560,000	$307,884,675,081
VNS	€1,236,991,845	$1,326,615,837
Inflation	€15,662,147,880	$16,798,830,863
Total	€2,526,445,074,556	$2,710,218,564,119

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,966,083,543,467	$2,495,806,813,998
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£181,287,740	$229,723,183
Inflation	£15,320,214,711	$19,449,985,903
Total	£1,981,585,045,918	$2,515,486,523,084

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥66,306,496,346,966	$418,471,069,433
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥66,306,496,346,966	$418,471,069,433

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF59,946,199,353	$67,406,631,654
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF30,000,000	$33,673,813
Inflation	CHF0	$0
Total	CHF59,976,199,353	$67,440,305,467

Product	Volume AUD	USD Equivalent
IRS	$221,115,316,322	$146,992,357,881
OIS	$638,070,264,000	$424,469,594,941
Basis	$54,234,570,000	$36,051,476,342
Zeroes	$0	$0
FRAs	$0	$0
VNS	$6,429,168	$4,285,412
Inflation	$0	$0
Total	$913,426,579,490	$607,517,714,576

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$162,900,465,842	$118,846,814,625
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$886,024,522	$645,758,299
Inflation	$0	$0
Total	$163,786,490,364	$119,492,572,924

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL65,343,650,951	$12,013,653,107
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL65,343,650,951	$12,013,653,107

Product	Volume CLP	USD Equivalent
IRS	CLP1,981,875,755,000	$2,114,987,566
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP1,981,875,755,000	$2,114,987,566

Product	Volume CNY	USD Equivalent
IRS	CNY253,963,361,146	$34,995,308,361
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY253,963,361,146	$34,995,308,361

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP3,221,113,456,000	$777,716,033
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP3,221,113,456,000	$777,716,033

Product	Volume CZK	USD Equivalent
IRS	CZK362,009,313,717	$15,627,804,595
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK647,597,000	$28,142,320
FRAs	CZK1,004,541,000,000	$43,260,778,232
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,367,197,910,717	$58,916,725,147

Product	Volume DKK	USD Equivalent
IRS	DKK17,949,160,000	$2,583,003,374
OIS	DKK2,760,000,000	$397,369,087
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK20,709,160,000	$2,980,372,461

Product	Volume HKD	USD Equivalent
IRS	HKD186,072,616,752	$23,831,604,742
OIS	HKD0	$0
Basis	HKD3,577,000,000	$458,063,005
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD189,649,616,752	$24,289,667,747

Product	Volume HUF	USD Equivalent
IRS	HUF2,332,268,882,104	$6,318,138,416
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,623,970,000,000	$4,393,850,862
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,956,238,882,104	$10,711,989,278

Product	Volume ILS	USD Equivalent
IRS	ILS49,209,012,708	$13,225,550,658
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS18,722,300,000	$5,032,124,436
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS67,931,312,708	$18,257,675,094

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,312,206,082,186	$27,688,027,974
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,312,206,082,186	$27,688,027,974

Product	Volume KRW	USD Equivalent
IRS	KRW67,485,284,867,771	$48,751,919,710
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW67,485,284,867,771	$48,751,919,710

Product	Volume MXN	USD Equivalent
IRS	MXN75,949,276,109	$4,124,839,809
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN75,949,276,109	$4,124,839,809

Product	Volume NOK	USD Equivalent
IRS	NOK380,652,808,704	$35,906,479,140
OIS	NOK159,850,000,000	$15,137,288,128
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK240,415,000,000	$22,764,548,490
VNS	NOK15,000,000	$1,407,209
Inflation	NOK0	$0
Total	NOK780,932,808,704	$73,809,722,967

Product	Volume NZD	USD Equivalent
IRS	NZD86,067,926,893	$52,805,677,229
OIS	NZD172,668,300,000	$105,854,450,390
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD258,736,226,893	$158,660,127,619

Product	Volume PLN	USD Equivalent
IRS	PLN41,976,980,083	$10,388,923,023
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN33,876,600,000	$8,380,951,773
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN75,853,580,083	$18,769,874,796

Product	Volume SEK	USD Equivalent
IRS	SEK377,859,021,749	$36,100,972,908
OIS	SEK104,800,000,000	$9,990,666,369
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK1,750,000,000	$167,569,146
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK484,409,021,749	$46,259,208,423

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD20,230,127,000	$14,953,548,893
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD20,230,127,000	$14,953,548,893

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB491,456,289,164	$13,378,588,497
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB491,456,289,164	$13,378,588,497

Product	Volume TWD	USD Equivalent
IRS	TWD388,208,112,244	$11,996,545,628
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD388,208,112,244	$11,996,545,628

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,597,493,319,369	$88,703,704,823
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,597,493,319,369	$88,703,704,823

Product	USD Equivalent
IRS	$1,202,659,945,616
OIS	$7,524,884,856,897
Basis	$267,780,457,834
Zeroes	$28,142,320
FRAs	$391,884,498,020
VNS	$3,532,955,266
Inflation	$51,820,125,266
Total	$9,442,590,981,219

Show:

Product	USD Equivalent
IRS	$6,432,136,880
OIS	$97,393,329,109,595
Basis	$2,955,258,937,000
Zeroes	$0
FRAs	$0
VNS	$49,131,676,649
Inflation	$633,145,748,982
Total	$101,037,297,609,106

Product	Volume EUR	USD Equivalent
IRS	€13,052,701,588,483	$14,116,120,656,259
OIS	€55,283,004,573,996	$59,788,323,488,716
Basis	€484,693,231,353	$524,992,326,833
Zeroes	€68,609,068,439	$73,689,632,488
FRAs	€5,380,655,625,000	$5,818,872,256,824
VNS	€24,089,943,010	$26,086,551,002
Inflation	€606,186,834,176	$655,849,228,869
Total	€74,899,940,864,457	$81,003,934,140,991

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$935,114,650
OIS	£25,853,180,847,655	$32,687,914,265,393
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£15,955,396,551	$20,206,370,162
Inflation	£388,078,340,234	$490,908,166,432
Total	£26,257,958,584,440	$33,199,963,916,637

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,007,248,323,763,804	$6,559,573,286,308
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥1,007,248,323,763,804	$6,559,573,286,308

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF1,006,945,297,078	$1,133,692,415,658
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF34,500,000	$38,861,133
Inflation	CHF0	$0
Total	CHF1,006,979,797,078	$1,133,731,276,791

Product	Volume AUD	USD Equivalent
IRS	$4,053,379,066,188	$2,671,445,873,589
OIS	$12,798,554,903,798	$8,430,220,070,622
Basis	$1,598,733,700,000	$1,053,285,145,240
Zeroes	$3,341,000,000	$2,213,160,400
FRAs	$0	$0
VNS	$1,722,283,141	$1,128,886,548
Inflation	$0	$0
Total	$18,455,730,953,127	$12,158,293,136,399

Product	Volume CAD	USD Equivalent
IRS	$291,812,780,309	$214,563,674,798
OIS	$6,665,448,171,198	$4,903,857,122,935
Basis	$13,192,010,000	$9,761,911,937
Zeroes	$2,360,800,000	$1,731,998,093
FRAs	$0	$0
VNS	$8,392,952,120	$6,185,819,107
Inflation	$0	$0
Total	$6,981,206,713,627	$5,136,100,526,870

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL454,877,173,470	$85,510,360,787
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL454,877,173,470	$85,510,360,787

Product	Volume CLP	USD Equivalent
IRS	CLP15,999,827,955,418	$17,066,425,350
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP15,999,827,955,418	$17,066,425,350

Product	Volume CNY	USD Equivalent
IRS	CNY7,297,550,594,580	$1,011,871,213,841
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY7,297,550,594,580	$1,011,871,213,841

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP32,810,870,574,359	$8,376,474,633
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP32,810,870,574,359	$8,376,474,633

Product	Volume CZK	USD Equivalent
IRS	CZK14,018,969,046,414	$605,990,076,225
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK38,450,534,000	$1,645,690,045
FRAs	CZK18,737,384,982,194	$806,740,357,464
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK32,794,804,562,608	$1,414,376,123,734

Product	Volume DKK	USD Equivalent
IRS	DKK298,980,231,574	$43,323,079,936
OIS	DKK216,742,400,000	$31,414,829,427
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK515,722,631,574	$74,737,909,363

Product	Volume HKD	USD Equivalent
IRS	HKD3,417,746,067,293	$437,133,064,359
OIS	HKD0	$0
Basis	HKD56,070,000,000	$7,169,770,212
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD3,475,699,267,293	$444,543,583,840

Product	Volume HUF	USD Equivalent
IRS	HUF68,929,555,617,014	$190,738,030,869
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF60,845,175,538,000	$168,087,901,059
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF129,794,231,155,014	$358,879,858,919

Product	Volume ILS	USD Equivalent
IRS	ILS1,108,388,453,589	$300,368,833,538
OIS	ILS6,329,000,000	$1,723,479,355
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS758,446,738,798	$205,490,084,190
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,873,554,192,387	$507,686,506,745

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR49,005,076,614,576	$588,774,365,479
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR49,005,076,614,576	$588,774,365,479

Product	Volume KRW	USD Equivalent
IRS	KRW1,314,338,535,581,073	$972,334,903,980
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,314,338,535,581,073	$972,334,903,980

Product	Volume MXN	USD Equivalent
IRS	MXN1,810,435,973,216	$105,341,644,694
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,810,435,973,216	$105,341,644,694

Product	Volume NOK	USD Equivalent
IRS	NOK5,431,615,045,124	$511,852,129,135
OIS	NOK1,871,666,100,000	$175,166,521,758
Basis	NOK15,348,000,000	$1,457,064,221
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK3,176,160,000,000	$298,138,863,651
VNS	NOK1,436,952,093	$135,857,063
Inflation	NOK0	$0
Total	NOK10,502,527,309,217	$987,347,766,360

Product	Volume NZD	USD Equivalent
IRS	NZD1,590,891,689,861	$968,459,092,688
OIS	NZD4,128,082,119,672	$2,508,975,162,627
Basis	NZD38,342,000,000	$23,372,743,150
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD5,760,689,513,105	$3,502,818,951,275

Product	Volume PLN	USD Equivalent
IRS	PLN2,093,288,544,990	$524,772,214,412
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN4,133,320,000	$1,038,964,002
FRAs	PLN1,152,367,614,184	$288,874,884,033
VNS	PLN569,194,675	$141,841,539
Inflation	PLN0	$0
Total	PLN3,250,358,673,849	$814,827,903,986

Product	Volume SEK	USD Equivalent
IRS	SEK8,238,088,639,772	$783,317,246,636
OIS	SEK1,792,191,000,000	$168,825,994,008
Basis	SEK0	$0
Zeroes	SEK17,819,346,000	$1,684,616,830
FRAs	SEK3,545,318,000,000	$337,437,117,358
VNS	SEK1,110,481,366	$104,645,333
Inflation	SEK0	$0
Total	SEK13,594,527,467,138	$1,291,369,620,165

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD901,062,589,291	$669,559,804,103
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD901,453,706,940	$669,850,900,894

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB13,936,832,334,263	$385,894,794,344
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB13,936,832,334,263	$385,894,794,344

Product	Volume TWD	USD Equivalent
IRS	TWD6,606,845,192,203	$207,124,740,496
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD6,606,845,192,203	$207,124,740,496

Product	Volume ZAR	USD Equivalent
IRS	ZAR36,084,511,822,285	$1,925,824,918,299
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR6,304,353,032	$336,636,693
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR36,101,286,314,914	$1,926,717,563,109

Product	USD Equivalent
IRS	$25,700,525,431,421
OIS	$215,435,621,184,961
Basis	$4,575,297,898,593
Zeroes	$85,299,756,995
FRAs	$7,923,641,464,579
VNS	$104,056,624,264
Inflation	$1,779,903,144,283
Total	$255,604,345,505,096

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$28,961,168,919,282
Basis	$1,746,278,509,260
Zeroes	$0
FRAs	$0
VNS	$375,366,305,455
Inflation	$573,506,415,745
Total	$31,657,739,449,742

Product	Volume EUR	USD Equivalent
IRS	€10,333,513,232,394	$11,062,542,590,939
OIS	€12,367,210,838,760	$13,239,717,563,434
Basis	€536,176,592,510	$574,003,851,112
Zeroes	€52,737,991,669	$56,458,656,982
FRAs	€2,999,893,037,374	$3,211,535,491,161
VNS	€242,370,554,859	$259,469,797,505
Inflation	€458,761,181,895	$491,126,783,277
Total	€26,990,663,429,461	$28,894,854,734,410

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$940,825,200
OIS	£7,467,349,084,519	$9,442,836,284,829
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£92,072,833,418	$116,430,701,498
Inflation	£522,010,338,934	$660,108,174,099
Total	£8,082,176,256,871	$10,220,315,985,626

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥515,691,123,810,102	$3,207,732,552,546
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,457,238,351	$214,332,960
Inflation	¥0	$0
Total	¥515,725,581,048,453	$3,207,946,885,506

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF671,565,656,184	$747,429,778,725
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF571,922,250	$636,530,050
Inflation	CHF0	$0
Total	CHF672,137,578,434	$748,066,308,775

Product	Volume AUD	USD Equivalent
IRS	$3,439,079,477,762	$2,286,128,082,842
OIS	$3,924,959,017,186	$2,609,116,506,674
Basis	$1,196,362,111,426	$795,281,713,571
Zeroes	$2,001,079,647	$1,330,217,695
FRAs	$0	$0
VNS	$22,685,005,345	$15,079,857,303
Inflation	$0	$0
Total	$8,585,086,691,366	$5,706,936,378,085

Product	Volume CAD	USD Equivalent
IRS	$52,493,274,570	$38,335,846,469
OIS	$3,050,469,118,156	$2,227,758,064,819
Basis	$9,008,800,000	$6,579,128,022
Zeroes	$2,360,800,000	$1,724,092,602
FRAs	$0	$0
VNS	$21,008,017,004	$15,342,158,040
Inflation	$0	$0
Total	$3,135,340,009,730	$2,289,739,289,952

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL163,335,246,288	$29,725,962,525
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL163,335,246,288	$29,725,962,525

Product	Volume CLP	USD Equivalent
IRS	CLP4,042,525,244,029	$4,229,379,218
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,042,525,244,029	$4,229,379,218

Product	Volume CNY	USD Equivalent
IRS	CNY4,567,638,286,585	$628,385,272,304
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,567,638,286,585	$628,385,272,304

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP26,909,553,853,222	$6,450,809,985
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP26,909,553,853,222	$6,450,809,985

Product	Volume CZK	USD Equivalent
IRS	CZK12,808,215,196,279	$546,332,332,208
OIS	CZK0	$0
Basis	CZK5,964,000,000	$254,393,448
Zeroes	CZK19,118,574,000	$815,499,659
FRAs	CZK11,069,723,122,372	$472,177,236,068
VNS	CZK30,411,239,034	$1,297,186,446
Inflation	CZK0	$0
Total	CZK23,933,432,131,685	$1,020,876,647,829

Product	Volume DKK	USD Equivalent
IRS	DKK1,245,785,096,429	$178,802,005,975
OIS	DKK316,006,500,000	$45,355,010,477
Basis	DKK5,150,000,000	$739,156,644
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,651,978,009	$524,152,196
Inflation	DKK0	$0
Total	DKK1,570,593,574,438	$225,420,325,292

Product	Volume HKD	USD Equivalent
IRS	HKD3,583,372,527,901	$458,868,446,361
OIS	HKD0	$0
Basis	HKD240,360,603,396	$30,779,355,422
Zeroes	HKD1,564,200,000	$200,303,490
FRAs	HKD0	$0
VNS	HKD578,443,563	$74,072,538
Inflation	HKD0	$0
Total	HKD3,825,875,774,860	$489,922,177,811

Product	Volume HUF	USD Equivalent
IRS	HUF47,145,380,255,947	$127,278,907,848
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF9,200,000,000	$24,837,342
FRAs	HUF17,074,208,900,000	$46,095,431,819
VNS	HUF244,313,094,121	$659,574,780
Inflation	HUF0	$0
Total	HUF64,473,102,250,068	$174,058,751,789

Product	Volume ILS	USD Equivalent
IRS	ILS1,016,227,794,201	$270,492,765,196
OIS	ILS6,349,000,000	$1,689,934,654
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS388,341,418,798	$103,366,139,767
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,410,918,212,999	$375,548,839,617

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR19,889,839,157,033	$238,354,670,268
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR19,889,839,157,033	$238,354,670,268

Product	Volume KRW	USD Equivalent
IRS	KRW853,309,341,578,378	$615,305,930,955
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW853,309,341,578,378	$615,305,930,955

Product	Volume MXN	USD Equivalent
IRS	MXN1,056,667,349,479	$57,497,883,253
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,056,667,349,479	$57,497,883,253

Product	Volume NOK	USD Equivalent
IRS	NOK2,412,546,053,801	$226,272,004,596
OIS	NOK1,161,426,875,622	$108,929,894,592
Basis	NOK29,412,975,062	$2,758,634,521
Zeroes	NOK0	$0
FRAs	NOK655,288,000,000	$61,459,274,161
VNS	NOK51,318,731,662	$4,813,169,170
Inflation	NOK0	$0
Total	NOK4,309,992,636,147	$404,232,977,040

Product	Volume NZD	USD Equivalent
IRS	NZD1,435,960,719,230	$873,782,097,652
OIS	NZD1,943,231,255,990	$1,182,456,219,270
Basis	NZD38,731,250,000	$23,567,965,625
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD638,831,878	$388,729,198
Inflation	NZD0	$0
Total	NZD3,418,562,057,098	$2,080,195,011,745

Product	Volume PLN	USD Equivalent
IRS	PLN1,902,179,283,719	$472,010,641,253
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,050,120,000	$756,862,988
FRAs	PLN676,285,777,545	$167,814,930,097
VNS	PLN5,706,678,622	$1,416,066,855
Inflation	PLN0	$0
Total	PLN2,587,221,859,886	$641,998,501,193

Product	Volume SEK	USD Equivalent
IRS	SEK4,343,089,493,562	$408,917,233,728
OIS	SEK1,211,159,000,000	$114,034,902,716
Basis	SEK0	$0
Zeroes	SEK14,605,000,000	$1,375,112,396
FRAs	SEK852,266,000,000	$80,243,857,659
VNS	SEK15,771,476,526	$1,484,940,286
Inflation	SEK0	$0
Total	SEK6,436,890,970,088	$606,056,046,785

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD667,181,446,494	$491,297,088,729
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,351,584,189	$995,275,544
Inflation	SGD0	$0
Total	SGD668,533,030,683	$492,292,364,273

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB4,981,854,936,259	$135,266,221,457
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB4,981,854,936,259	$135,266,221,457

Product	Volume TWD	USD Equivalent
IRS	TWD3,071,368,631,198	$94,355,584,504
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD3,071,368,631,198	$94,355,584,504

Product	Volume ZAR	USD Equivalent
IRS	ZAR40,590,091,829,563	$2,199,111,029,639
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR19,893,118,151	$1,077,779,664
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$587,573,593
Inflation	ZAR0	$0
Total	ZAR40,620,830,087,311	$2,200,776,382,896

Product	USD Equivalent
IRS	$20,580,734,122,665
OIS	$62,759,594,422,457
Basis	$3,180,242,707,625
Zeroes	$63,763,362,818
FRAs	$4,142,692,360,732
VNS	$794,780,423,417
Inflation	$1,724,741,373,121
Total	$93,246,548,772,835

Figures as of COB Jun 27, 2024.

Notional Outstanding by Product

As of COB Jun 27, 2024

Daily Notional by Tenor

As of COB Jun 27, 2024

Notional Outstanding by Tenor

As of COB Jun 27, 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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$1,604,906,320,159	$5,944,927,859,081	$251,435,359,628,470	$135,232,872,767,190
EUR	€1,634,317,475,020	€10,163,151,474,077	€279,356,631,231,136	€149,994,050,405,779
GBP	£630,606,239,265	£5,738,482,578,520	£79,172,786,959,243	£36,102,403,810,212
JPY	¥59,015,494,344,912	¥138,074,918,809,932	¥2,164,094,499,718,660	¥1,829,656,959,167,345
CHF	CHF19,358,426,000	CHF154,285,869,412	CHF3,807,822,443,129	CHF3,496,223,450,505
AUD	$672,650,191,685	$2,507,399,131,574	$54,873,099,576,295	$44,720,857,323,217
CAD	$172,450,526,509	$514,436,185,859	$21,784,065,689,368	$26,157,519,164,852
Other* Show All Hide	$455,086,589,352	$2,191,487,585,627	$50,215,146,954,451	$47,343,772,316,181
BRL	BRL8,138,063,047	BRL233,507,080,180	BRL1,263,685,958,808	BRL1,266,970,387,602
CLP	CLP121,539,400,000	CLP4,213,293,710,000	CLP33,841,405,156,836	CLP51,348,164,259,600
CNY	CNY118,248,586,400	CNY877,089,885,204	CNY22,109,345,581,182	CNY23,733,668,485,066
COP	COP20,000,000,000	COP6,460,455,912,000	COP75,098,281,400,718	COP140,173,612,121,404
CZK	CZK711,840,539,844	CZK7,966,226,771,434	CZK134,825,743,676,440	CZK96,183,731,659,212
DKK	DKK3,190,600,000	DKK82,602,320,000	DKK1,362,418,916,818	DKK5,620,476,465,069
HKD	HKD127,333,722,000	HKD751,885,851,504	HKD12,982,389,054,662	HKD20,104,501,558,732
HUF	HUF4,523,913,482,470	HUF14,515,690,072,652	HUF572,074,661,596,088	HUF332,628,906,007,112
ILS	ILS27,714,984,000	ILS204,451,583,416	ILS5,208,101,304,978	ILS4,993,555,135,946
INR	INR1,613,761,502,000	INR7,543,717,566,372	INR197,302,604,743,726	INR188,878,075,994,463
KRW	KRW32,634,570,368,000	KRW189,242,885,543,082	KRW4,357,136,146,283,052	KRW4,977,302,479,280,359
MXN	MXN9,366,753,116	MXN167,774,514,902	MXN3,903,031,299,022	MXN5,445,636,826,351
NOK	NOK60,023,592,000	NOK2,334,889,993,408	NOK31,976,743,898,252	NOK31,197,455,826,691
NZD	NZD100,598,075,200	NZD601,280,795,786	NZD13,976,796,544,154	NZD12,598,593,579,332
PLN	PLN122,640,268,000	PLN665,153,515,622	PLN14,557,025,573,506	PLN13,093,976,761,173
SEK	SEK1,617,590,484,200	SEK1,287,483,290,322	SEK45,863,130,282,587	SEK53,679,465,111,897
SGD	SGD36,373,498,000	SGD73,677,254,000	SGD2,925,774,560,493	SGD2,901,267,214,041
THB	THB107,778,458,000	THB1,691,328,714,328	THB42,895,371,915,000	THB25,015,292,714,607
TWD	TWD99,699,892,000	TWD1,031,452,288,674	TWD17,365,335,872,720	TWD18,462,125,870,721
ZAR	ZAR826,086,283,800	ZAR4,150,023,744,738	ZAR129,828,860,479,206	ZAR103,778,536,281,798
Total in USD	$5,568,766,416,693	$29,409,652,776,294	$774,487,876,940,230	$452,909,219,537,515

Figures as of COB Jun 27, 2024. Weekly figures as of COB Jun 21, 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

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$1,005,000,000
OIS	$1,459,328,991,094
Basis	$129,878,480,000
Zeroes	$0
FRAs	$0
VNS	$2,260,921,565
Inflation	$12,432,927,500
Total	$1,604,906,320,159

Product	Volume EUR	USD Equivalent
IRS	€467,745,685,527	$500,745,143,641
OIS	€910,751,645,687	$975,005,174,290
Basis	€3,981,000,000	$4,261,859,550
Zeroes	€55,985,196	$59,934,952
FRAs	€233,955,000,000	$250,460,525,250
VNS	€500,478,610	$535,787,376
Inflation	€17,327,680,000	$18,550,147,824
Total	€1,634,317,475,020	$1,749,618,572,883

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£621,615,060,265	$786,063,324,458
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£221,600,000	$280,224,280
Inflation	£8,769,579,000	$11,089,571,124
Total	£630,606,239,265	$797,433,119,862

Product	Volume JPY	USD Equivalent
IRS	¥10,000,000,000	$62,202,594
OIS	¥59,005,494,344,912	$367,029,479,955
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥59,015,494,344,912	$367,091,682,549

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF19,358,426,000	$21,545,271,007
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF19,358,426,000	$21,545,271,007

Product	Volume AUD	USD Equivalent
IRS	$136,142,473,926	$90,500,709,542
OIS	$523,841,006,000	$348,223,308,739
Basis	$12,338,880,000	$8,202,270,480
Zeroes	$0	$0
FRAs	$0	$0
VNS	$327,831,759	$217,926,162
Inflation	$0	$0
Total	$672,650,191,685	$447,144,214,923

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$171,809,206,926	$125,472,290,168
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$641,319,583	$468,355,790
Inflation	$0	$0
Total	$172,450,526,509	$125,940,645,958

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL8,138,063,047	$1,481,075,045
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL8,138,063,047	$1,481,075,045

Product	Volume CLP	USD Equivalent
IRS	CLP121,539,400,000	$127,157,205
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP121,539,400,000	$127,157,205

Product	Volume CNY	USD Equivalent
IRS	CNY118,248,586,400	$16,267,853,429
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY118,248,586,400	$16,267,853,429

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP20,000,000,000	$4,794,438
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP20,000,000,000	$4,794,438

Product	Volume CZK	USD Equivalent
IRS	CZK210,888,539,844	$8,995,416,305
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK500,952,000,000	$21,368,025,934
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK711,840,539,844	$30,363,442,239

Product	Volume DKK	USD Equivalent
IRS	DKK2,170,600,000	$311,536,585
OIS	DKK1,020,000,000	$146,396,073
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK3,190,600,000	$457,932,658

Product	Volume HKD	USD Equivalent
IRS	HKD124,803,722,000	$15,981,729,382
OIS	HKD0	$0
Basis	HKD2,530,000,000	$323,978,922
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD127,333,722,000	$16,305,708,304

Product	Volume HUF	USD Equivalent
IRS	HUF1,284,705,819,590	$3,468,334,601
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF3,232,002,000,000	$8,725,471,775
VNS	HUF7,205,662,880	$19,453,208
Inflation	HUF0	$0
Total	HUF4,523,913,482,470	$12,213,259,584

Product	Volume ILS	USD Equivalent
IRS	ILS9,865,784,000	$2,626,008,864
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS17,849,200,000	$4,750,981,514
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS27,714,984,000	$7,376,990,378

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,613,761,502,000	$19,338,899,006
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,613,761,502,000	$19,338,899,006

Product	Volume KRW	USD Equivalent
IRS	KRW32,634,570,368,000	$23,532,198,375
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW32,634,570,368,000	$23,532,198,375

Product	Volume MXN	USD Equivalent
IRS	MXN9,366,753,116	$509,685,927
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN9,366,753,116	$509,685,927

Product	Volume NOK	USD Equivalent
IRS	NOK60,023,592,000	$5,629,595,532
OIS	NOK0	$0
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK0	$0
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK60,023,592,000	$5,629,595,532

Product	Volume NZD	USD Equivalent
IRS	NZD34,438,275,200	$20,955,690,459
OIS	NZD65,407,800,000	$39,800,646,300
Basis	NZD752,000,000	$457,592,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD100,598,075,200	$61,213,928,759

Product	Volume PLN	USD Equivalent
IRS	PLN34,470,648,000	$8,553,616,794
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN88,169,620,000	$21,878,589,064
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN122,640,268,000	$30,432,205,858

Product	Volume SEK	USD Equivalent
IRS	SEK308,570,484,200	$29,053,002,246
OIS	SEK1,005,020,000,000	$94,626,186,923
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK304,000,000,000	$28,622,674,996
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,617,590,484,200	$152,301,864,165

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD36,373,498,000	$26,784,608,247
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD36,373,498,000	$26,784,608,247

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB107,778,458,000	$2,926,376,812
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB107,778,458,000	$2,926,376,812

Product	Volume TWD	USD Equivalent
IRS	TWD99,699,892,000	$3,062,882,615
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD99,699,892,000	$3,062,882,615

Product	Volume ZAR	USD Equivalent
IRS	ZAR826,086,283,800	$44,756,130,776
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR826,086,283,800	$44,756,130,776

Product	USD Equivalent
IRS	$777,624,969,917
OIS	$4,266,295,747,510
Basis	$143,124,180,952
Zeroes	$59,934,952
FRAs	$335,806,268,533
VNS	$3,782,668,381
Inflation	$42,072,646,448
Total	$5,568,766,416,693

Show:

Product	USD Equivalent
IRS	$28,015,074,600
OIS	$5,296,900,161,039
Basis	$571,919,158,000
Zeroes	$0
FRAs	$0
VNS	$10,294,225,842
Inflation	$37,799,239,600
Total	$5,944,927,859,081

Product	Volume EUR	USD Equivalent
IRS	€2,838,304,723,021	$3,044,720,557,928
OIS	€4,644,078,107,265	$4,981,687,619,373
Basis	€35,275,920,000	$37,814,600,763
Zeroes	€0	$0
FRAs	€2,578,861,378,356	$2,765,394,860,273
VNS	€4,474,733,915	$4,801,400,689
Inflation	€62,156,611,520	$66,658,125,037
Total	€10,163,151,474,077	$10,901,077,164,063

Product	Volume GBP	USD Equivalent
IRS	£1,064,000	$1,345,694
OIS	£5,676,405,945,224	$7,205,744,867,043
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£462,575,480	$586,536,367
Inflation	£61,612,993,816	$78,215,163,099
Total	£5,738,482,578,520	$7,284,547,912,203

Product	Volume JPY	USD Equivalent
IRS	¥59,531,260,000	$377,443,029
OIS	¥138,015,387,549,932	$871,135,489,656
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥138,074,918,809,932	$871,512,932,685

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF154,225,869,412	$173,429,318,619
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF60,000,000	$67,347,626
Inflation	CHF0	$0
Total	CHF154,285,869,412	$173,496,666,245

Product	Volume AUD	USD Equivalent
IRS	$623,018,052,978	$413,995,952,957
OIS	$1,691,582,380,260	$1,125,156,014,970
Basis	$192,785,840,000	$128,120,650,989
Zeroes	$0	$0
FRAs	$0	$0
VNS	$12,858,336	$8,570,823
Inflation	$0	$0
Total	$2,507,399,131,574	$1,667,281,189,739

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$510,885,948,196	$372,733,829,328
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$3,550,237,663	$2,587,637,323
Inflation	$0	$0
Total	$514,436,185,859	$375,321,466,651

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL233,507,080,180	$42,933,580,704
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL233,507,080,180	$42,933,580,704

Product	Volume CLP	USD Equivalent
IRS	CLP4,213,293,710,000	$4,495,391,754
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,213,293,710,000	$4,495,391,754

Product	Volume CNY	USD Equivalent
IRS	CNY877,089,885,204	$120,861,893,263
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY877,089,885,204	$120,861,893,263

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP6,460,455,912,000	$1,559,804,314
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP6,460,455,912,000	$1,559,804,314

Product	Volume CZK	USD Equivalent
IRS	CZK1,018,919,577,434	$43,979,215,433
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK1,295,194,000	$56,284,640
FRAs	CZK6,946,012,000,000	$299,110,366,000
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK7,966,226,771,434	$343,145,866,073

Product	Volume DKK	USD Equivalent
IRS	DKK41,854,320,000	$6,022,897,115
OIS	DKK40,748,000,000	$5,850,792,516
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK82,602,320,000	$11,873,689,631

Product	Volume HKD	USD Equivalent
IRS	HKD728,788,851,504	$93,340,799,480
OIS	HKD0	$0
Basis	HKD23,097,000,000	$2,957,956,676
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD751,885,851,504	$96,298,756,156

Product	Volume HUF	USD Equivalent
IRS	HUF6,015,946,072,652	$16,290,593,113
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF8,499,744,000,000	$23,013,210,570
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF14,515,690,072,652	$39,303,803,683

Product	Volume ILS	USD Equivalent
IRS	ILS133,884,983,416	$35,982,575,110
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS70,566,600,000	$18,962,489,245
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS204,451,583,416	$54,945,064,355

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR7,543,717,566,372	$90,333,309,903
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR7,543,717,566,372	$90,333,309,903

Product	Volume KRW	USD Equivalent
IRS	KRW189,242,885,543,082	$136,690,478,995
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW189,242,885,543,082	$136,690,478,995

Product	Volume MXN	USD Equivalent
IRS	MXN167,774,514,902	$9,113,440,177
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN167,774,514,902	$9,113,440,177

Product	Volume NOK	USD Equivalent
IRS	NOK879,195,993,408	$82,954,532,459
OIS	NOK436,700,000,000	$41,323,578,318
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK1,018,964,000,000	$96,444,742,551
VNS	NOK30,000,000	$2,814,417
Inflation	NOK0	$0
Total	NOK2,334,889,993,408	$220,725,667,745

Product	Volume NZD	USD Equivalent
IRS	NZD212,204,195,786	$130,214,799,027
OIS	NZD383,416,600,000	$235,019,322,780
Basis	NZD5,660,000,000	$3,469,074,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD601,280,795,786	$368,703,195,807

Product	Volume PLN	USD Equivalent
IRS	PLN134,396,315,622	$33,264,237,776
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN530,757,200,000	$131,379,058,765
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN665,153,515,622	$164,643,296,541

Product	Volume SEK	USD Equivalent
IRS	SEK1,002,383,290,322	$95,785,684,260
OIS	SEK197,600,000,000	$18,847,541,062
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK87,500,000,000	$8,369,163,720
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,287,483,290,322	$123,002,389,042

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD73,677,254,000	$54,457,431,087
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD73,677,254,000	$54,457,431,087

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB1,691,328,714,328	$46,055,094,694
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,691,328,714,328	$46,055,094,694

Product	Volume TWD	USD Equivalent
IRS	TWD1,031,452,288,674	$31,874,069,483
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD1,031,452,288,674	$31,874,069,483

Product	Volume ZAR	USD Equivalent
IRS	ZAR4,150,023,744,738	$230,471,362,220
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR4,150,023,744,738	$230,471,362,220

Product	USD Equivalent
IRS	$4,601,385,924,577
OIS	$20,520,234,174,702
Basis	$744,281,440,428
Zeroes	$56,284,640
FRAs	$3,342,673,891,124
VNS	$18,348,533,087
Inflation	$182,672,527,736
Total	$29,409,652,776,294

Show:

Product	USD Equivalent
IRS	$526,075,044,779
OIS	$240,910,185,571,463
Basis	$8,235,290,968,607
Zeroes	$0
FRAs	$0
VNS	$187,151,106,545
Inflation	$1,576,656,937,076
Total	$251,435,359,628,470

Product	Volume EUR	USD Equivalent
IRS	€63,166,619,179,688	$68,312,244,856,288
OIS	€159,504,656,069,955	$172,520,207,351,131
Basis	€1,261,940,494,248	$1,366,502,485,654
Zeroes	€157,369,206,574	$169,265,460,280
FRAs	€52,802,394,433,095	$57,111,185,535,707
VNS	€158,037,076,683	$171,666,313,930
Inflation	€2,305,614,770,893	$2,494,365,169,523
Total	€279,356,631,231,136	$302,145,437,172,513

Product	Volume GBP	USD Equivalent
IRS	£2,841,964,000	$3,600,405,304
OIS	£77,734,522,480,459	$98,304,829,160,113
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£51,335,244,453	$64,833,137,661
Inflation	£1,384,087,270,331	$1,751,060,831,763
Total	£79,172,786,959,243	$100,124,323,534,841

Product	Volume JPY	USD Equivalent
IRS	¥940,551,860,000	$6,134,996,938
OIS	¥2,163,119,268,943,428	$14,101,105,198,557
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,678,915,232	$224,024,000
Inflation	¥0	$0
Total	¥2,164,094,499,718,660	$14,107,464,219,495

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF3,807,753,443,129	$4,286,785,351,056
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF69,000,000	$77,722,266
Inflation	CHF0	$0
Total	CHF3,807,822,443,129	$4,286,863,073,322

Product	Volume AUD	USD Equivalent
IRS	$16,284,390,186,166	$10,731,609,728,517
OIS	$33,815,652,033,856	$22,267,836,532,318
Basis	$4,733,658,510,000	$3,117,716,277,001
Zeroes	$22,616,600,000	$14,846,172,030
FRAs	$0	$0
VNS	$16,782,246,273	$11,001,822,209
Inflation	$0	$0
Total	$54,873,099,576,295	$36,143,010,532,075

Product	Volume CAD	USD Equivalent
IRS	$1,164,280,701,178	$858,631,605,427
OIS	$20,220,540,066,368	$14,877,243,763,563
Basis	$294,706,020,000	$217,436,651,635
Zeroes	$16,721,600,000	$12,256,493,254
FRAs	$0	$0
VNS	$87,817,301,822	$64,703,311,184
Inflation	$0	$0
Total	$21,784,065,689,368	$16,030,271,825,063

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL1,263,685,958,808	$236,616,600,528
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,263,685,958,808	$236,616,600,528

Product	Volume CLP	USD Equivalent
IRS	CLP33,841,405,156,836	$36,114,517,694
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP33,841,405,156,836	$36,114,517,694

Product	Volume CNY	USD Equivalent
IRS	CNY22,109,345,581,182	$3,065,668,577,839
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY22,109,345,581,182	$3,065,668,577,839

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP75,098,281,400,718	$19,198,330,949
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP75,098,281,400,718	$19,198,330,949

Product	Volume CZK	USD Equivalent
IRS	CZK38,066,200,169,502	$1,644,711,633,154
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK76,901,068,000	$3,291,380,089
FRAs	CZK96,682,335,528,776	$4,169,202,452,895
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK134,825,743,676,440	$5,817,219,145,675

Product	Volume DKK	USD Equivalent
IRS	DKK748,087,274,070	$108,412,670,864
OIS	DKK568,131,400,000	$82,344,600,933
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK42,620,000,000	$6,221,314,012
VNS	DKK3,580,242,748	$521,915,749
Inflation	DKK0	$0
Total	DKK1,362,418,916,818	$197,500,501,558

Product	Volume HKD	USD Equivalent
IRS	HKD12,715,969,654,662	$1,626,345,829,310
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD261,253,000,000	$33,402,327,548
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD12,982,389,054,662	$1,660,408,583,021

Product	Volume HUF	USD Equivalent
IRS	HUF208,981,057,643,798	$578,567,730,545
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF362,844,544,477,664	$1,004,064,943,754
VNS	HUF210,059,474,626	$581,732,961
Inflation	HUF0	$0
Total	HUF572,074,661,596,088	$1,583,322,261,242

Product	Volume ILS	USD Equivalent
IRS	ILS2,860,053,427,382	$774,991,735,639
OIS	ILS6,334,000,000	$1,724,845,811
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS2,340,933,877,596	$634,158,902,139
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS5,208,101,304,978	$1,411,083,702,913

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR197,302,604,743,726	$2,370,571,644,308
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR197,302,604,743,726	$2,370,571,644,308

Product	Volume KRW	USD Equivalent
IRS	KRW4,357,136,146,283,052	$3,226,875,964,663
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,357,136,146,283,052	$3,226,875,964,663

Product	Volume MXN	USD Equivalent
IRS	MXN3,903,031,299,022	$227,242,130,423
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN3,903,031,299,022	$227,242,130,423

Product	Volume NOK	USD Equivalent
IRS	NOK12,370,993,370,066	$1,165,833,576,087
OIS	NOK5,084,252,200,000	$477,159,175,098
Basis	NOK27,904,000,000	$2,654,728,004
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK14,478,118,000,000	$1,362,696,119,084
VNS	NOK2,873,904,186	$271,714,127
Inflation	NOK0	$0
Total	NOK31,976,743,898,252	$3,009,809,973,464

Product	Volume NZD	USD Equivalent
IRS	NZD4,262,896,206,466	$2,597,728,559,000
OIS	NZD9,535,062,596,426	$5,794,865,338,890
Basis	NZD172,092,000,000	$104,714,434,100
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD13,976,796,544,154	$8,501,331,237,997

Product	Volume PLN	USD Equivalent
IRS	PLN6,129,047,004,366	$1,536,208,638,291
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN8,666,640,000	$2,178,214,071
FRAs	PLN8,417,394,228,368	$2,110,598,797,414
VNS	PLN1,917,700,772	$476,567,446
Inflation	PLN0	$0
Total	PLN14,557,025,573,506	$3,649,462,217,222

Product	Volume SEK	USD Equivalent
IRS	SEK22,783,072,627,855	$2,166,327,647,753
OIS	SEK3,094,024,000,000	$291,312,885,606
Basis	SEK0	$0
Zeroes	SEK35,638,692,000	$3,369,233,660
FRAs	SEK19,948,174,000,000	$1,904,112,504,051
VNS	SEK2,220,962,732	$209,290,666
Inflation	SEK0	$0
Total	SEK45,863,130,282,587	$4,365,331,561,736

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,924,992,325,196	$2,173,014,063,262
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD2,925,774,560,493	$2,173,596,256,844

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB42,895,371,915,000	$1,188,168,901,545
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB42,895,371,915,000	$1,188,168,901,545

Product	Volume TWD	USD Equivalent
IRS	TWD17,365,335,872,720	$544,404,338,650
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD17,365,335,872,720	$544,404,338,650

Product	Volume ZAR	USD Equivalent
IRS	ZAR129,748,048,861,328	$6,926,908,519,117
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR67,408,524,240	$3,601,297,475
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR129,828,860,479,206	$6,931,220,506,180

Product	USD Equivalent
IRS	$106,901,255,306,810
OIS	$579,666,731,642,228
Basis	$13,077,717,872,549
Zeroes	$214,726,367,746
FRAs	$68,302,240,569,056
VNS	$503,122,243,479
Inflation	$5,822,082,938,362
Total	$774,487,876,940,230

Show:

Product	USD Equivalent
IRS	$3,215,655,563
OIS	$115,921,783,267,082
Basis	$13,246,110,630,309
Zeroes	$0
FRAs	$0
VNS	$2,016,611,202,664
Inflation	$4,045,152,011,572
Total	$135,232,872,767,190

Product	Volume EUR	USD Equivalent
IRS	€67,472,829,859,398	$72,233,038,005,979
OIS	€45,377,587,330,025	$48,578,976,116,159
Basis	€1,595,770,235,606	$1,708,351,825,728
Zeroes	€173,580,048,311	$185,826,120,720
FRAs	€29,975,912,868,314	$32,090,713,521,173
VNS	€1,396,805,684,931	$1,495,350,326,003
Inflation	€4,001,564,379,193	$4,283,874,746,145
Total	€149,994,050,405,778	$160,576,130,661,907

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$940,825,200
OIS	£32,791,979,926,813	$41,467,098,216,451
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£539,874,056,582	$682,697,738,251
Inflation	£2,769,805,826,817	$3,502,557,958,302
Total	£36,102,403,810,212	$45,653,294,738,204

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,829,407,477,587,911	$11,379,389,031,119
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥249,481,579,434	$1,551,840,136
Inflation	¥0	$0
Total	¥1,829,656,959,167,345	$11,380,940,871,255

Product	Volume CHF	USD Equivalent
IRS	CHF105,900,000	$117,863,105
OIS	CHF3,492,489,144,130	$3,887,021,863,249
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,628,406,375	$4,038,293,127
Inflation	CHF0	$0
Total	CHF3,496,223,450,505	$3,891,178,019,481

Product	Volume AUD	USD Equivalent
IRS	$23,186,565,519,103	$15,413,269,428,824
OIS	$13,398,750,336,138	$8,906,819,285,948
Basis	$8,013,450,999,163	$5,326,941,551,694
Zeroes	$21,266,960,669	$14,137,212,105
FRAs	$0	$0
VNS	$100,823,508,144	$67,022,427,039
Inflation	$0	$0
Total	$44,720,857,323,217	$29,728,189,905,610

Product	Volume CAD	USD Equivalent
IRS	$1,151,261,375,868	$840,766,359,357
OIS	$24,170,820,746,977	$17,651,954,098,427
Basis	$338,693,936,621	$247,348,233,858
Zeroes	$17,362,178,546	$12,679,601,655
FRAs	$0	$0
VNS	$479,380,926,840	$350,091,964,390
Inflation	$0	$0
Total	$26,157,519,164,852	$19,102,840,257,687

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL1,266,970,387,602	$230,580,447,996
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,266,970,387,602	$230,580,447,996

Product	Volume CLP	USD Equivalent
IRS	CLP51,348,164,259,600	$53,721,583,833
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP51,348,164,259,600	$53,721,583,833

Product	Volume CNY	USD Equivalent
IRS	CNY23,733,668,485,066	$3,265,120,133,868
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY23,733,668,485,066	$3,265,120,133,868

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP140,173,612,121,404	$33,602,687,791
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP140,173,612,121,404	$33,602,687,791

Product	Volume CZK	USD Equivalent
IRS	CZK47,238,262,527,870	$2,014,940,391,054
OIS	CZK0	$0
Basis	CZK11,928,000,000	$508,786,896
Zeroes	CZK67,969,108,000	$2,899,211,227
FRAs	CZK48,616,177,870,272	$2,073,715,145,465
VNS	CZK249,394,153,069	$10,637,866,963
Inflation	CZK0	$0
Total	CZK96,183,731,659,211	$4,102,701,401,605

Product	Volume DKK	USD Equivalent
IRS	DKK4,862,562,353,744	$697,901,994,107
OIS	DKK722,329,200,000	$103,672,704,309
Basis	DKK11,320,000,000	$1,624,709,361
Zeroes	DKK0	$0
FRAs	DKK3,500,000,000	$502,339,467
VNS	DKK20,764,911,324	$2,980,295,566
Inflation	DKK0	$0
Total	DKK5,620,476,465,068	$806,682,042,810

Product	Volume HKD	USD Equivalent
IRS	HKD18,899,262,551,597	$2,420,143,364,079
OIS	HKD2,840,000,000	$363,675,944
Basis	HKD1,191,794,840,010	$152,615,180,911
Zeroes	HKD3,128,400,000	$400,606,980
FRAs	HKD0	$0
VNS	HKD7,475,767,126	$957,308,686
Inflation	HKD0	$0
Total	HKD20,104,501,558,733	$2,574,480,136,600

Product	Volume HUF	USD Equivalent
IRS	HUF197,006,813,416,131	$531,861,487,044
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF163,215,817,418	$440,635,559
FRAs	HUF132,952,959,388,837	$358,934,584,349
VNS	HUF2,505,917,384,726	$6,765,253,057
Inflation	HUF0	$0
Total	HUF332,628,906,007,112	$898,001,960,009

Product	Volume ILS	USD Equivalent
IRS	ILS3,885,067,623,828	$1,034,101,498,244
OIS	ILS6,354,000,000	$1,691,265,521
Basis	ILS0	$0
Zeroes	ILS390,000,000	$103,807,610
FRAs	ILS1,101,743,512,118	$293,254,771,056
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS4,993,555,135,946	$1,329,151,342,431

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR188,878,075,994,463	$2,263,465,841,480
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR188,878,075,994,463	$2,263,465,841,480

Product	Volume KRW	USD Equivalent
IRS	KRW4,977,302,479,280,359	$3,589,042,784,876
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,977,302,479,280,359	$3,589,042,784,876

Product	Volume MXN	USD Equivalent
IRS	MXN5,445,636,826,351	$296,320,872,064
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,445,636,826,351	$296,320,872,064

Product	Volume NOK	USD Equivalent
IRS	NOK18,300,327,753,618	$1,716,382,507,620
OIS	NOK3,681,870,111,578	$345,321,545,052
Basis	NOK120,469,231,669	$11,298,774,794
Zeroes	NOK6,301,212,000	$590,988,872
FRAs	NOK8,948,378,430,038	$839,265,854,451
VNS	NOK140,109,087,789	$13,140,791,284
Inflation	NOK0	$0
Total	NOK31,197,455,826,692	$2,926,000,462,073

Product	Volume NZD	USD Equivalent
IRS	NZD7,121,461,595,401	$4,333,409,380,801
OIS	NZD5,292,312,655,018	$3,220,372,250,578
Basis	NZD179,971,784,016	$109,512,830,574
Zeroes	NZD3,460,000,000	$2,105,410,000
FRAs	NZD0	$0
VNS	NZD1,387,544,897	$844,321,070
Inflation	NZD0	$0
Total	NZD12,598,593,579,332	$7,666,244,193,023

Product	Volume PLN	USD Equivalent
IRS	PLN8,070,895,255,224	$2,002,728,385,023
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN8,125,440,007	$2,016,263,231
FRAs	PLN4,997,724,814,019	$1,240,145,613,226
VNS	PLN17,231,251,923	$4,275,797,944
Inflation	PLN0	$0
Total	PLN13,093,976,761,173	$3,249,166,059,424

Product	Volume SEK	USD Equivalent
IRS	SEK41,753,935,908,406	$3,931,280,714,852
OIS	SEK2,050,312,000,000	$193,044,125,055
Basis	SEK0	$0
Zeroes	SEK32,424,346,000	$3,052,866,834
FRAs	SEK9,798,199,912,056	$922,535,169,835
VNS	SEK44,592,945,435	$4,198,583,501
Inflation	SEK0	$0
Total	SEK53,679,465,111,897	$5,054,111,460,077

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,897,177,560,896	$2,133,414,993,296
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,089,653,146	$3,011,526,617
Inflation	SGD0	$0
Total	SGD2,901,267,214,042	$2,136,426,519,913

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB25,015,292,714,607	$679,209,685,436
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB25,015,292,714,607	$679,209,685,436

Product	Volume TWD	USD Equivalent
IRS	TWD18,462,125,870,721	$567,175,382,345
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD18,462,125,870,721	$567,175,382,345

Product	Volume ZAR	USD Equivalent
IRS	ZAR103,687,648,210,692	$5,617,643,137,515
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR71,634,977,468	$3,881,076,932
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,043,104,084
Inflation	ZAR0	$0
Total	ZAR103,778,536,281,798	$5,622,567,318,531

Product	USD Equivalent
IRS	$120,793,702,203,349
OIS	$256,767,200,652,897
Basis	$20,804,312,524,125
Zeroes	$228,133,801,725
FRAs	$37,819,066,999,022
VNS	$4,665,218,640,382
Inflation	$11,831,584,716,019
Total	$452,909,219,537,519

Figures as of COB Jun 27, 2024.

Notional Outstanding by Product

As of COB Jun 27, 2024

Daily Notional by Tenor

As of COB Jun 27, 2024

Notional Outstanding by Currency

As of COB Jun 27, 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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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression