Volumes

  • Client Notional Cleared (USD)
    $1,321,519,077,922,288
    Client Notional Outstanding (USD)
    $64,285,991,366,645
    As of COB May 28, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,883,375,000,000,000
    Trades Compressed
    25,254,757
  • 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 May 28, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$252,011,522,580
$1,253,721,611,771
$62,154,595,061,218
$28,310,883,462,991
EUR
€511,371,133,073
€1,000,464,118,005
€19,538,094,933,901
€13,486,181,679,278
GBP
£142,273,740,685
£771,842,100,050
£19,959,245,532,604
£6,029,998,082,231
JPY
¥628,045,272,000
¥6,255,838,634,000
¥161,584,056,493,164
¥118,267,367,682,742
CHF
CHF9,800,374,772
CHF17,475,745,260
CHF401,033,890,044
CHF339,958,105,012
AUD
$84,373,655,150
$240,709,136,238
$16,725,028,042,311
$7,666,086,536,626
CAD
$58,881,578,321
$153,984,538,477
$6,913,609,215,830
$2,638,504,677,012
Other*
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$72,730,213,391
$251,090,869,709
$6,764,863,115,954
$5,105,893,188,334
BRL
BRL0
BRL3,897,817,355
BRL48,156,364,781
BRL10,208,113,203
CLP
CLP0
CLP20,595,000,000
CLP3,010,023,723,142
CLP1,242,819,450,000
CNY
CNY36,894,190,000
CNY95,389,803,000
CNY2,592,175,387,692
CNY1,440,228,047,762
COP
COP0
COP200,000,000,000
COP8,888,553,076,944
COP1,790,150,000,000
CZK
CZK65,704,551,388
CZK685,371,743,229
CZK10,737,799,454,953
CZK6,699,549,650,748
DKK
DKK4,763,000,000
DKK18,358,700,000
DKK445,301,336,157
DKK1,039,961,377,818
HKD
HKD26,792,471,387
HKD98,759,056,562
HKD2,441,160,508,715
HKD3,565,852,668,341
HUF
HUF218,705,136,430
HUF1,899,669,248,776
HUF59,846,881,695,214
HUF38,045,085,701,204
INR
INR57,912,000,000
INR321,784,394,314
INR9,252,882,838,960
INR5,542,514,016,576
KRW
KRW5,885,346,900,000
KRW15,220,727,060,000
KRW622,063,679,253,942
KRW422,729,602,696,421
MXN
MXN100,000,000
MXN40,985,115,473
MXN468,069,811,492
MXN208,177,083,016
NOK
NOK42,973,330,364
NOK68,982,144,688
NOK4,029,239,960,353
NOK2,049,505,180,779
NZD
NZD26,205,068,000
NZD114,837,055,080
NZD2,944,275,447,921
NZD1,710,604,523,027
PLN
PLN19,950,204,000
PLN46,076,491,682
PLN1,292,983,734,720
PLN1,200,967,742,162
SEK
SEK141,681,285,200
SEK198,685,559,961
SEK8,682,388,460,111
SEK5,658,659,348,426
SGD
SGD2,951,968,132
SGD14,536,991,908
SGD514,019,912,031
SGD868,111,582,098
THB
THB11,847,480,000
THB86,890,000,000
THB2,144,098,728,072
THB830,559,024,173
TWD
TWD9,830,000,000
TWD41,997,000,000
TWD1,027,612,973,956
TWD454,175,715,048
ZAR
ZAR193,298,291,424
ZAR830,321,767,085
ZAR11,743,259,176,540
ZAR11,171,843,397,257
Total in USD$1,182,329,806,510$3,886,949,124,473$134,054,963,353,267$64,285,991,366,645

Figures as of COB May 28, 2020. Weekly figures as of COB May 22, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $133,971,128,000
OIS $64,704,387,000
Basis $29,056,600,000
Zeroes $0
FRAs $22,446,000,000
VNS $97,497,580
Inflation $1,735,910,000
Total$252,011,522,580
ProductVolume
EUR
USD
Equivalent
IRS €77,836,721,945 $86,305,357,293
OIS €430,414,844,605 $477,243,979,698
Basis €0 $0
Zeroes €0 $0
FRAs €0 $0
VNS €415,102,523 $460,265,677
Inflation €2,704,464,000 $2,998,709,683
Total€511,371,133,073$567,008,312,351
ProductVolume
GBP
USD
Equivalent
IRS £25,090,754,000 $30,969,517,662
OIS £97,615,316,200 $120,486,584,786
Basis £1,167,000,000 $1,440,428,100
Zeroes £0 $0
FRAs £17,667,000,000 $21,806,378,100
VNS £25,185,810 $31,086,846
Inflation £708,484,675 $874,482,634
Total£142,273,740,685$175,608,478,128
ProductVolume
JPY
USD
Equivalent
IRS ¥608,045,272,000 $5,648,091,329
OIS ¥10,000,000,000 $92,889,322
Basis ¥10,000,000,000 $92,889,322
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥628,045,272,000$5,833,869,973
ProductVolume
CHF
USD
Equivalent
IRS CHF7,843,374,772 $8,141,348,113
OIS CHF957,000,000 $993,356,861
Basis CHF1,000,000,000 $1,037,990,450
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF9,800,374,772$10,172,695,424
ProductVolume
AUD
USD
Equivalent
IRS $13,529,653,950 $9,008,043,600
OIS $70,290,620,000 $46,799,494,796
Basis $468,250,000 $311,760,850
Zeroes $0 $0
FRAs $0 $0
VNS $85,131,200 $56,680,353
Inflation $0 $0
Total$84,373,655,150$56,175,979,599
ProductVolume
CAD
USD
Equivalent
IRS $47,258,613,321 $34,342,426,656
OIS $10,782,965,000 $7,835,887,654
Basis $840,000,000 $610,420,754
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$58,881,578,321$42,788,735,064
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 CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY36,894,190,000 $5,162,698,179
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY36,894,190,000$5,162,698,179
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK37,004,551,388 $1,520,349,694
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK28,700,000,000 $1,179,153,228
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK65,704,551,388$2,699,502,922
ProductVolume
DKK
USD
Equivalent
IRS DKK4,763,000,000 $708,484,560
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,763,000,000$708,484,560
ProductVolume
HKD
USD
Equivalent
IRS HKD22,992,471,387 $2,965,832,916
OIS HKD0 $0
Basis HKD3,800,000,000 $490,167,624
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD26,792,471,387$3,456,000,540
ProductVolume
HUF
USD
Equivalent
IRS HUF93,455,136,430 $297,036,588
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF125,250,000,000 $398,092,968
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF218,705,136,430$695,129,556
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR57,912,000,000 $765,424,266
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR57,912,000,000$765,424,266
ProductVolume
KRW
USD
Equivalent
IRS KRW5,885,346,900,000 $4,762,185,459
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,885,346,900,000$4,762,185,459
ProductVolume
MXN
USD
Equivalent
IRS MXN100,000,000 $4,509,990
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN100,000,000$4,509,990
ProductVolume
NOK
USD
Equivalent
IRS NOK42,790,480,364 $4,389,960,386
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK182,850,000 $18,758,945
Inflation NOK0 $0
TotalNOK42,973,330,364$4,408,719,331
ProductVolume
NZD
USD
Equivalent
IRS NZD6,105,068,000 $3,801,015,337
OIS NZD20,100,000,000 $12,514,260,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD26,205,068,000$16,315,275,337
ProductVolume
PLN
USD
Equivalent
IRS PLN18,325,204,000 $4,567,541,282
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,625,000,000 $405,029,848
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN19,950,204,000$4,972,571,130
ProductVolume
SEK
USD
Equivalent
IRS SEK93,681,285,200 $9,864,095,228
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK48,000,000,000 $5,054,121,215
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK141,681,285,200$14,918,216,443
ProductVolume
SGD
USD
Equivalent
IRS SGD2,951,968,132 $2,084,502,441
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,951,968,132$2,084,502,441
ProductVolume
THB
USD
Equivalent
IRS THB11,847,480,000 $371,860,640
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB11,847,480,000$371,860,640
ProductVolume
TWD
USD
Equivalent
IRS TWD9,830,000,000 $327,961,832
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD9,830,000,000$327,961,832
ProductVolume
ZAR
USD
Equivalent
IRS ZAR193,298,291,424 $11,077,170,765
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR193,298,291,424$11,077,170,765
ProductUSD
Equivalent
IRS$360,291,117,950
OIS$731,436,264,383
Basis$33,040,257,100
Zeroes$0
FRAs$51,288,775,359
VNS$664,289,401
Inflation$5,609,102,317
Total$1,182,329,806,510
Show:
ProductUSD
Equivalent
IRS $461,001,979,040
OIS $425,456,174,600
Basis $204,595,020,000
Zeroes $29,705,000
FRAs $154,058,440,000
VNS $1,536,548,931
Inflation $7,043,744,200
Total$1,253,721,611,771
ProductVolume
EUR
USD
Equivalent
IRS €322,108,640,317 $352,576,665,883
OIS €613,990,220,318 $671,352,656,538
Basis €2,838,100,000 $3,111,008,460
Zeroes €0 $0
FRAs €54,031,100,000 $59,153,336,220
VNS €415,910,170 $455,271,845
Inflation €7,080,147,200 $7,740,630,441
Total€1,000,464,118,005$1,094,389,569,387
ProductVolume
GBP
USD
Equivalent
IRS £110,930,960,479 $135,577,501,221
OIS £590,974,503,704 $721,957,654,056
Basis £7,463,300,000 $9,121,231,885
Zeroes £336,000,000 $411,112,800
FRAs £49,150,000,000 $60,042,827,500
VNS £672,030,867 $823,197,181
Inflation £12,315,305,000 $15,049,670,105
Total£771,842,100,050$942,983,194,748
ProductVolume
JPY
USD
Equivalent
IRS ¥5,940,323,634,000 $55,220,741,029
OIS ¥113,615,000,000 $1,056,263,402
Basis ¥201,900,000,000 $1,877,609,572
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,255,838,634,000$58,154,614,003
ProductVolume
CHF
USD
Equivalent
IRS CHF15,459,795,260 $15,952,527,911
OIS CHF1,965,950,000 $2,025,945,516
Basis CHF50,000,000 $51,495,958
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,475,745,260$18,029,969,385
ProductVolume
AUD
USD
Equivalent
IRS $107,137,438,238 $70,314,702,252
OIS $115,600,000,000 $75,865,971,700
Basis $17,971,698,000 $11,791,381,992
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$240,709,136,238$157,972,055,944
ProductVolume
CAD
USD
Equivalent
IRS $71,095,373,477 $51,122,245,338
OIS $82,889,165,000 $59,484,994,188
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$153,984,538,477$110,607,239,526
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,897,817,355 $682,636,627
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,897,817,355$682,636,627
ProductVolume
CLP
USD
Equivalent
IRS CLP20,595,000,000 $25,385,748
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP20,595,000,000$25,385,748
ProductVolume
CNY
USD
Equivalent
IRS CNY95,389,803,000 $13,418,215,659
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY95,389,803,000$13,418,215,659
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP200,000,000,000 $52,137,643
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP200,000,000,000$52,137,643
ProductVolume
CZK
USD
Equivalent
IRS CZK569,952,303,229 $22,763,331,323
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK115,419,440,000 $4,609,795,623
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK685,371,743,229$27,373,126,946
ProductVolume
DKK
USD
Equivalent
IRS DKK18,358,700,000 $2,699,502,233
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK18,358,700,000$2,699,502,233
ProductVolume
HKD
USD
Equivalent
IRS HKD95,797,056,562 $12,355,332,784
OIS HKD0 $0
Basis HKD2,962,000,000 $382,093,196
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD98,759,056,562$12,737,425,980
ProductVolume
HUF
USD
Equivalent
IRS HUF1,217,767,248,776 $3,803,202,015
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF681,902,000,000 $2,130,245,017
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,899,669,248,776$5,933,447,032
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR321,784,394,314 $4,249,183,776
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR321,784,394,314$4,249,183,776
ProductVolume
KRW
USD
Equivalent
IRS KRW15,220,727,060,000 $12,394,718,855
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,220,727,060,000$12,394,718,855
ProductVolume
MXN
USD
Equivalent
IRS MXN40,985,115,473 $1,746,987,830
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN40,985,115,473$1,746,987,830
ProductVolume
NOK
USD
Equivalent
IRS NOK52,564,544,688 $5,274,546,387
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK16,118,600,000 $1,618,845,261
VNS NOK299,000,000 $30,167,895
Inflation NOK0 $0
TotalNOK68,982,144,688$6,923,559,543
ProductVolume
NZD
USD
Equivalent
IRS NZD29,102,455,080 $17,767,464,936
OIS NZD85,734,600,000 $52,478,741,680
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD114,837,055,080$70,246,206,616
ProductVolume
PLN
USD
Equivalent
IRS PLN37,001,491,682 $8,933,774,718
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,075,000,000 $2,192,482,115
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN46,076,491,682$11,126,256,833
ProductVolume
SEK
USD
Equivalent
IRS SEK145,851,559,961 $15,087,468,894
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK52,594,000,000 $5,472,055,859
VNS SEK240,000,000 $24,848,579
Inflation SEK0 $0
TotalSEK198,685,559,961$20,584,373,332
ProductVolume
SGD
USD
Equivalent
IRS SGD14,286,991,908 $10,084,928,102
OIS SGD250,000,000 $176,279,791
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD14,536,991,908$10,261,207,893
ProductVolume
THB
USD
Equivalent
IRS THB86,890,000,000 $2,725,806,315
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB86,890,000,000$2,725,806,315
ProductVolume
TWD
USD
Equivalent
IRS TWD41,997,000,000 $1,401,912,342
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD41,997,000,000$1,401,912,342
ProductVolume
ZAR
USD
Equivalent
IRS ZAR830,321,767,085 $46,508,778,506
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR830,321,767,085$46,508,778,506
ProductUSD
Equivalent
IRS$1,319,440,355,948
OIS$2,014,156,002,890
Basis$230,929,841,063
Zeroes$440,817,800
FRAs$289,278,027,595
VNS$2,870,034,431
Inflation$29,834,044,746
Total$3,886,949,124,473
Show:
ProductUSD
Equivalent
IRS $14,804,285,420,472
OIS $31,085,365,537,899
Basis $3,562,310,296,665
Zeroes $9,058,139,514
FRAs $12,453,895,515,503
VNS $53,340,310,802
Inflation $186,339,840,363
Total$62,154,595,061,218
ProductVolume
EUR
USD
Equivalent
IRS €7,416,624,387,429 $8,155,910,540,092
OIS €10,450,230,175,233 $11,488,164,256,823
Basis €147,994,560,000 $162,249,761,780
Zeroes €24,530,026,000 $27,034,949,405
FRAs €1,188,590,880,000 $1,305,593,335,350
VNS €81,674,820,812 $89,591,628,524
Inflation €228,450,084,427 $250,339,373,060
Total€19,538,094,933,901$21,478,883,845,034
ProductVolume
GBP
USD
Equivalent
IRS £2,737,437,041,799 $3,474,755,477,758
OIS £15,329,726,741,504 $19,677,938,512,740
Basis £457,267,450,781 $584,244,543,464
Zeroes £18,945,299,338 $24,116,933,742
FRAs £1,195,485,000,000 $1,515,126,606,092
VNS £6,206,713,477 $7,781,671,471
Inflation £214,177,285,705 $270,995,979,045
Total£19,959,245,532,604$25,554,959,724,312
ProductVolume
JPY
USD
Equivalent
IRS ¥146,044,418,493,164 $1,350,126,400,118
OIS ¥12,250,773,000,000 $113,487,175,157
Basis ¥2,676,865,000,000 $24,696,882,913
Zeroes ¥0 $0
FRAs ¥612,000,000,000 $5,696,469,925
VNS ¥0 $0
Inflation ¥0 $0
Total¥161,584,056,493,164$1,494,006,928,113
ProductVolume
CHF
USD
Equivalent
IRS CHF355,619,847,544 $367,969,903,838
OIS CHF33,401,800,000 $34,453,550,456
Basis CHF1,763,350,000 $1,822,352,899
Zeroes CHF0 $0
FRAs CHF10,200,000,000 $10,455,900,867
VNS CHF48,892,500 $49,995,000
Inflation CHF0 $0
TotalCHF401,033,890,044$414,751,703,060
ProductVolume
AUD
USD
Equivalent
IRS $1,936,752,076,200 $1,263,101,247,127
OIS $14,492,289,098,048 $9,625,586,964,241
Basis $295,504,476,738 $191,978,726,480
Zeroes $0 $0
FRAs $0 $0
VNS $482,391,325 $316,608,477
Inflation $0 $0
Total$16,725,028,042,311$11,080,983,546,325
ProductVolume
CAD
USD
Equivalent
IRS $2,490,630,629,904 $1,824,454,699,856
OIS $4,344,603,292,000 $3,229,964,265,796
Basis $76,248,300,000 $55,931,344,191
Zeroes $39,544,471 $30,309,244
FRAs $0 $0
VNS $2,087,449,455 $1,538,810,164
Inflation $0 $0
Total$6,913,609,215,830$5,111,919,429,251
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL48,156,364,781 $10,036,800,191
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL48,156,364,781$10,036,800,191
ProductVolume
CLP
USD
Equivalent
IRS CLP3,010,023,723,142 $3,674,135,839
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,010,023,723,142$3,674,135,839
ProductVolume
CNY
USD
Equivalent
IRS CNY2,592,175,387,692 $369,233,072,329
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,592,175,387,692$369,233,072,329
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP8,888,553,076,944 $2,420,234,748
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP8,888,553,076,944$2,420,234,748
ProductVolume
CZK
USD
Equivalent
IRS CZK6,106,636,157,953 $258,780,811,681
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK4,616,969,440,000 $197,809,260,865
VNS CZK241,157,000 $9,560,427
Inflation CZK0 $0
TotalCZK10,737,799,454,953$457,196,448,489
ProductVolume
DKK
USD
Equivalent
IRS DKK369,540,480,205 $54,159,156,220
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK75,616,000,000 $11,021,725,907
VNS DKK144,855,952 $21,263,734
Inflation DKK0 $0
TotalDKK445,301,336,157$65,202,145,861
ProductVolume
HKD
USD
Equivalent
IRS HKD2,220,238,508,715 $285,909,931,594
OIS HKD0 $0
Basis HKD220,692,000,000 $28,438,488,973
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD2,441,160,508,715$314,378,027,801
ProductVolume
HUF
USD
Equivalent
IRS HUF40,732,479,695,214 $130,842,432,845
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $16,744,964
FRAs HUF19,109,402,000,000 $61,329,803,317
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF59,846,881,695,214$192,188,981,126
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR9,252,882,838,960 $126,907,435,351
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR9,252,882,838,960$126,907,435,351
ProductVolume
KRW
USD
Equivalent
IRS KRW622,063,679,253,942 $520,008,915,949
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW622,063,679,253,942$520,008,915,949
ProductVolume
MXN
USD
Equivalent
IRS MXN468,069,811,492 $21,822,465,697
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN468,069,811,492$21,822,465,697
ProductVolume
NOK
USD
Equivalent
IRS NOK2,178,519,704,066 $225,052,127,502
OIS NOK0 $0
Basis NOK25,580,000,000 $2,683,799,597
Zeroes NOK0 $0
FRAs NOK1,818,533,300,000 $192,079,588,506
VNS NOK6,606,956,287 $680,361,528
Inflation NOK0 $0
TotalNOK4,029,239,960,353$420,495,877,133
ProductVolume
NZD
USD
Equivalent
IRS NZD754,267,346,774 $472,350,063,915
OIS NZD2,182,121,190,000 $1,375,193,190,231
Basis NZD7,851,000,000 $4,852,915,750
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD35,911,147 $22,279,993
Inflation NZD0 $0
TotalNZD2,944,275,447,921$1,852,418,449,889
ProductVolume
PLN
USD
Equivalent
IRS PLN1,019,709,291,220 $257,223,751,593
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,077,900,000 $528,916,153
FRAs PLN269,487,531,000 $67,960,423,694
VNS PLN1,709,012,500 $409,709,768
Inflation PLN0 $0
TotalPLN1,292,983,734,720$326,122,801,208
ProductVolume
SEK
USD
Equivalent
IRS SEK5,998,102,204,789 $618,641,193,326
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,682,676,000,000 $276,338,881,302
VNS SEK1,610,255,322 $166,222,925
Inflation SEK0 $0
TotalSEK8,682,388,460,111$895,146,297,553
ProductVolume
SGD
USD
Equivalent
IRS SGD511,229,807,031 $366,395,442,154
OIS SGD250,000,000 $176,279,791
Basis SGD2,265,000,000 $1,635,023,905
Zeroes SGD190,000,000 $137,234,109
FRAs SGD0 $0
VNS SGD85,105,000 $62,563,150
Inflation SGD0 $0
TotalSGD514,019,912,031$368,406,543,109
ProductVolume
THB
USD
Equivalent
IRS THB2,144,098,728,072 $67,960,291,234
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,144,098,728,072$67,960,291,234
ProductVolume
TWD
USD
Equivalent
IRS TWD1,027,612,973,956 $34,133,401,316
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,027,612,973,956$34,133,401,316
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,743,259,176,540 $717,110,791,131
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,743,259,176,540$717,110,791,131
ProductUSD
Equivalent
IRS$35,653,938,473,777
OIS$76,759,657,403,233
Basis$4,620,906,330,506
Zeroes$61,457,848,758
FRAs$16,097,307,511,328
VNS$154,020,593,197
Inflation$707,675,192,468
Total$134,054,963,353,267
Show:
ProductUSD
Equivalent
IRS $12,587,418,100,781
OIS $9,404,885,686,022
Basis $3,233,258,884,368
Zeroes $9,012,458,768
FRAs $2,601,990,409,915
VNS $306,925,741,069
Inflation $167,392,182,068
Total$28,310,883,462,991
ProductVolume
EUR
USD
Equivalent
IRS €6,567,749,019,414 $7,282,320,112,726
OIS €5,595,424,559,668 $6,204,206,751,760
Basis €223,432,095,535 $247,741,507,529
Zeroes €39,878,827,939 $44,217,644,418
FRAs €629,423,900,000 $697,905,220,320
VNS €239,316,720,057 $265,354,379,200
Inflation €190,956,556,666 $211,732,630,031
Total€13,486,181,679,279$14,953,478,245,984
ProductVolume
GBP
USD
Equivalent
IRS £1,542,450,196,662 $1,903,846,277,740
OIS £3,388,782,635,811 $4,182,774,407,382
Basis £399,146,595,119 $492,666,642,356
Zeroes £23,331,838,325 $28,798,488,044
FRAs £357,547,301,108 $441,320,633,758
VNS £57,165,017,399 $70,558,780,975
Inflation £261,574,497,808 $322,861,402,644
Total£6,029,998,082,232$7,442,826,632,899
ProductVolume
JPY
USD
Equivalent
IRS ¥94,021,912,060,708 $873,363,169,948
OIS ¥13,564,736,832,532 $126,001,921,253
Basis ¥10,485,965,704,184 $97,403,424,868
Zeroes ¥0 $0
FRAs ¥187,000,000,000 $1,737,030,328
VNS ¥7,753,085,318 $72,017,884
Inflation ¥0 $0
Total¥118,267,367,682,742$1,098,577,564,281
ProductVolume
CHF
USD
Equivalent
IRS CHF272,863,657,524 $283,229,870,795
OIS CHF32,796,970,988 $34,042,942,690
Basis CHF29,802,600,000 $30,934,814,200
Zeroes CHF0 $0
FRAs CHF3,767,100,000 $3,910,213,826
VNS CHF727,776,500 $755,425,057
Inflation CHF0 $0
TotalCHF339,958,105,012$352,873,266,568
ProductVolume
AUD
USD
Equivalent
IRS $1,096,521,133,663 $730,063,770,793
OIS $6,345,497,483,262 $4,224,832,224,356
Basis $218,272,244,506 $145,325,660,392
Zeroes $23,102,501 $15,381,645
FRAs $0 $0
VNS $5,772,572,693 $3,843,378,899
Inflation $0 $0
Total$7,666,086,536,625$5,104,080,416,085
ProductVolume
CAD
USD
Equivalent
IRS $1,581,991,092,972 $1,149,619,281,282
OIS $936,357,820,306 $680,443,151,156
Basis $109,742,729,952 $79,749,095,234
Zeroes $649,431,248 $471,936,086
FRAs $0 $0
VNS $9,763,602,535 $7,095,125,743
Inflation $0 $0
Total$2,638,504,677,013$1,917,378,589,501
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,208,113,203 $1,908,807,794
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,208,113,203$1,908,807,794
ProductVolume
CLP
USD
Equivalent
IRS CLP1,242,819,450,000 $1,539,057,175
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,242,819,450,000$1,539,057,175
ProductVolume
CNY
USD
Equivalent
IRS CNY1,440,228,047,762 $201,534,786,919
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,440,228,047,762$201,534,786,919
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,790,150,000,000 $483,824,324
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,790,150,000,000$483,824,324
ProductVolume
CZK
USD
Equivalent
IRS CZK4,877,810,861,758 $200,407,192,496
OIS CZK0 $0
Basis CZK2,625,000,000 $107,849,381
Zeroes CZK12,352,700,000 $507,516,588
FRAs CZK1,801,329,330,940 $74,008,477,205
VNS CZK5,431,758,050 $223,166,378
Inflation CZK0 $0
TotalCZK6,699,549,650,748$275,254,202,048
ProductVolume
DKK
USD
Equivalent
IRS DKK973,634,020,943 $144,825,670,992
OIS DKK0 $0
Basis DKK3,350,000,000 $498,304,278
Zeroes DKK0 $0
FRAs DKK60,896,000,000 $9,058,130,541
VNS DKK2,081,356,874 $309,596,727
Inflation DKK0 $0
TotalDKK1,039,961,377,817$154,691,702,538
ProductVolume
HKD
USD
Equivalent
IRS HKD3,214,521,615,255 $414,645,901,006
OIS HKD0 $0
Basis HKD350,137,753,086 $45,164,787,014
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,925,533
Inflation HKD0 $0
TotalHKD3,565,852,668,341$459,964,613,553
ProductVolume
HUF
USD
Equivalent
IRS HUF26,101,657,521,725 $82,961,168,126
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,300,000,000 $121,732,221
FRAs HUF11,875,348,250,000 $37,744,452,126
VNS HUF29,779,929,479 $94,652,140
Inflation HUF0 $0
TotalHUF38,045,085,701,204$120,922,004,613
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,542,514,016,576 $73,255,538,152
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,542,514,016,576$73,255,538,152
ProductVolume
KRW
USD
Equivalent
IRS KRW422,729,602,696,421 $342,055,753,284
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW422,729,602,696,421$342,055,753,284
ProductVolume
MXN
USD
Equivalent
IRS MXN208,177,083,016 $9,388,764,850
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN208,177,083,016$9,388,764,850
ProductVolume
NOK
USD
Equivalent
IRS NOK1,326,349,762,385 $136,072,856,970
OIS NOK0 $0
Basis NOK113,301,714,206 $11,623,847,939
Zeroes NOK0 $0
FRAs NOK571,388,905,030 $58,619,922,854
VNS NOK38,464,799,158 $3,946,180,157
Inflation NOK0 $0
TotalNOK2,049,505,180,779$210,262,807,920
ProductVolume
NZD
USD
Equivalent
IRS NZD805,928,021,809 $501,770,786,378
OIS NZD899,112,773,010 $559,787,612,476
Basis NZD5,149,440,000 $3,206,041,344
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD414,288,208 $257,935,838
Inflation NZD0 $0
TotalNZD1,710,604,523,027$1,065,022,376,036
ProductVolume
PLN
USD
Equivalent
IRS PLN933,698,406,864 $232,723,522,106
OIS PLN0 $0
Basis PLN1,300,000,000 $324,023,878
Zeroes PLN2,077,900,000 $517,914,782
FRAs PLN259,371,531,000 $64,648,130,258
VNS PLN4,519,904,297 $1,126,582,245
Inflation PLN0 $0
TotalPLN1,200,967,742,161$299,340,173,269
ProductVolume
SEK
USD
Equivalent
IRS SEK4,298,489,631,950 $452,605,992,498
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,356,664
FRAs SEK1,342,404,440,787 $141,347,390,893
VNS SEK17,505,463,979 $1,843,223,685
Inflation SEK0 $0
TotalSEK5,658,659,348,426$595,823,963,740
ProductVolume
SGD
USD
Equivalent
IRS SGD864,159,480,780 $610,217,477,513
OIS SGD250,000,000 $176,534,972
Basis SGD3,244,005,896 $2,290,721,955
Zeroes SGD250,000,000 $176,534,972
FRAs SGD0 $0
VNS SGD208,095,422 $146,944,477
Inflation SGD0 $0
TotalSGD868,111,582,098$613,008,213,889
ProductVolume
THB
USD
Equivalent
IRS THB830,559,024,173 $26,069,021,474
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB830,559,024,173$26,069,021,474
ProductVolume
TWD
USD
Equivalent
IRS TWD454,175,715,048 $15,152,828,047
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD454,175,715,048$15,152,828,047
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,171,843,397,257 $640,214,748,713
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,171,843,397,257$640,214,748,713
ProductUSD
Equivalent
IRS$28,823,954,920,406
OIS$25,490,890,594,543
Basis$4,390,295,604,736
Zeroes$83,866,964,188
FRAs$4,132,290,012,024
VNS$662,707,056,007
Inflation$701,986,214,743
Total$64,285,991,366,647

Figures as of COB May 28, 2020.

Notional Outstanding by Product

As of COB May 28, 2020

Daily Notional by Tenor
 

As of COB May 28, 2020

Notional Outstanding by Tenor
 

As of COB May 28, 2020

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,279,526,881,345
$6,821,648,886,608
$261,117,634,952,370
$141,313,496,722,104
EUR
€1,519,095,216,248
€5,402,692,004,029
€109,182,471,035,856
€87,102,878,510,273
GBP
£467,862,159,421
£2,514,723,327,265
£74,705,946,202,094
£41,184,105,471,424
JPY
¥3,010,316,544,000
¥43,172,678,068,000
¥632,282,862,623,946
¥1,277,204,029,650,480
CHF
CHF27,043,749,544
CHF359,386,691,469
CHF3,056,904,462,711
CHF3,368,535,523,552
AUD
$230,366,402,300
$870,699,522,490
$51,133,730,395,606
$36,064,071,597,778
CAD
$156,315,334,642
$522,314,200,998
$20,389,778,683,455
$19,897,362,224,517
Other*
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$231,249,522,394
$973,593,856,922
$25,729,200,028,105
$31,992,490,098,796
BRL
BRL0
BRL7,795,634,709
BRL96,319,650,336
BRL68,713,498,592
CLP
CLP0
CLP104,790,000,000
CLP7,946,802,346,284
CLP8,703,888,420,214
CNY
CNY157,013,914,000
CNY356,622,572,000
CNY9,172,827,903,297
CNY9,950,892,768,090
COP
COP0
COP753,242,000,000
COP19,177,507,553,888
COP13,587,525,484,260
CZK
CZK148,326,722,776
CZK1,887,530,853,050
CZK39,364,653,051,163
CZK44,099,293,432,008
DKK
DKK15,703,800,000
DKK31,487,800,000
DKK1,306,770,080,480
DKK5,112,202,501,106
HKD
HKD111,514,646,302
HKD522,126,501,652
HKD11,444,295,906,046
HKD21,140,283,651,293
HUF
HUF704,570,272,860
HUF8,051,877,997,552
HUF245,785,021,107,668
HUF192,794,327,418,211
INR
INR143,204,000,000
INR1,332,954,188,628
INR33,951,190,793,628
INR52,236,406,097,151
KRW
KRW15,986,477,800,000
KRW57,184,825,356,816
KRW1,865,752,630,021,074
KRW2,440,511,483,681,330
MXN
MXN200,000,000
MXN85,450,250,946
MXN1,142,126,797,694
MXN1,965,976,167,895
NOK
NOK156,946,660,728
NOK224,764,761,458
NOK16,641,284,025,637
NOK24,652,536,164,829
NZD
NZD56,857,636,000
NZD418,135,601,629
NZD10,808,647,210,321
NZD11,299,353,298,703
PLN
PLN56,027,408,000
PLN180,271,743,364
PLN4,400,245,143,692
PLN5,359,955,894,472
SEK
SEK458,093,002,400
SEK1,622,145,527,512
SEK40,120,914,260,371
SEK54,190,240,205,923
SGD
SGD17,034,336,264
SGD58,261,183,816
SGD2,059,919,612,817
SGD3,510,170,033,024
THB
THB45,605,360,000
THB309,614,000,000
THB10,217,689,653,746
THB15,366,424,606,554
TWD
TWD23,160,000,000
TWD163,984,000,000
TWD3,828,827,551,296
TWD5,903,340,902,074
ZAR
ZAR723,376,582,848
ZAR2,403,055,147,518
ZAR40,661,201,500,752
ZAR37,395,484,886,826
Total in USD$4,095,636,179,037$18,501,711,735,616$559,969,146,291,842$374,550,269,653,757

Figures as of COB May 28, 2020. Weekly figures as of COB May 22, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $450,244,550,000
OIS $212,853,270,000
Basis $119,266,799,958
Zeroes $0
FRAs $490,730,000,000
VNS $627,372,787
Inflation $5,804,888,600
Total$1,279,526,881,345
ProductVolume
EUR
USD
Equivalent
IRS €345,181,377,542 $382,737,111,419
OIS €1,003,892,077,210 $1,113,115,535,211
Basis €0 $0
Zeroes €30,000,000 $33,264,000
FRAs €157,580,000,000 $174,724,704,000
VNS €1,038,633,496 $1,151,636,820
Inflation €11,373,128,000 $12,610,524,326
Total€1,519,095,216,248$1,684,372,775,776
ProductVolume
GBP
USD
Equivalent
IRS £73,970,107,706 $91,301,303,942
OIS £302,265,623,364 $373,086,458,918
Basis £7,237,250,238 $8,932,937,969
Zeroes £8,867,142 $10,944,713
FRAs £82,388,000,000 $101,691,508,400
VNS £50,371,621 $62,173,691
Inflation £1,941,939,350 $2,396,935,740
Total£467,862,159,421$577,482,263,373
ProductVolume
JPY
USD
Equivalent
IRS ¥2,207,116,544,000 $20,501,756,017
OIS ¥723,600,000,000 $6,721,471,367
Basis ¥79,600,000,000 $739,399,006
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,010,316,544,000$27,962,626,390
ProductVolume
CHF
USD
Equivalent
IRS CHF17,313,749,544 $17,971,506,689
OIS CHF5,414,000,000 $5,619,680,299
Basis CHF4,316,000,000 $4,479,966,784
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF27,043,749,544$28,071,153,772
ProductVolume
AUD
USD
Equivalent
IRS $76,060,899,900 $50,641,347,153
OIS $151,081,240,000 $100,589,889,592
Basis $3,054,000,000 $2,033,353,200
Zeroes $0 $0
FRAs $0 $0
VNS $170,262,400 $113,360,706
Inflation $0 $0
Total$230,366,402,300$153,377,950,651
ProductVolume
CAD
USD
Equivalent
IRS $108,923,610,642 $79,153,848,297
OIS $42,565,930,000 $30,932,294,165
Basis $4,818,000,000 $3,501,199,041
Zeroes $7,794,000 $5,663,833
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$156,315,334,642$113,593,005,336
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 CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY157,013,914,000 $21,971,357,766
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY157,013,914,000$21,971,357,766
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK90,926,722,776 $3,735,767,899
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK57,400,000,000 $2,358,306,457
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK148,326,722,776$6,094,074,356
ProductVolume
DKK
USD
Equivalent
IRS DKK15,703,800,000 $2,335,901,708
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK15,703,800,000$2,335,901,708
ProductVolume
HKD
USD
Equivalent
IRS HKD102,264,646,302 $13,191,268,090
OIS HKD0 $0
Basis HKD9,250,000,000 $1,193,171,191
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD111,514,646,302$14,384,439,281
ProductVolume
HUF
USD
Equivalent
IRS HUF454,070,272,860 $1,443,211,038
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF250,500,000,000 $796,185,936
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF704,570,272,860$2,239,396,974
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR143,204,000,000 $1,892,730,637
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR143,204,000,000$1,892,730,637
ProductVolume
KRW
USD
Equivalent
IRS KRW15,986,477,800,000 $12,935,613,384
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,986,477,800,000$12,935,613,384
ProductVolume
MXN
USD
Equivalent
IRS MXN200,000,000 $9,019,979
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN200,000,000$9,019,979
ProductVolume
NOK
USD
Equivalent
IRS NOK88,580,960,728 $9,087,696,731
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK68,000,000,000 $6,976,255,085
VNS NOK365,700,000 $37,517,889
Inflation NOK0 $0
TotalNOK156,946,660,728$16,101,469,705
ProductVolume
NZD
USD
Equivalent
IRS NZD16,657,636,000 $10,371,044,174
OIS NZD40,200,000,000 $25,028,520,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD56,857,636,000$35,399,564,174
ProductVolume
PLN
USD
Equivalent
IRS PLN44,077,408,000 $10,986,255,904
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN11,950,000,000 $2,978,527,187
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN56,027,408,000$13,964,783,091
ProductVolume
SEK
USD
Equivalent
IRS SEK277,093,002,400 $29,176,283,789
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK181,000,000,000 $19,058,248,747
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK458,093,002,400$48,234,532,536
ProductVolume
SGD
USD
Equivalent
IRS SGD17,034,336,264 $12,028,624,273
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD17,034,336,264$12,028,624,273
ProductVolume
THB
USD
Equivalent
IRS THB45,605,360,000 $1,431,430,006
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB45,605,360,000$1,431,430,006
ProductVolume
TWD
USD
Equivalent
IRS TWD23,160,000,000 $772,695,426
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD23,160,000,000$772,695,426
ProductVolume
ZAR
USD
Equivalent
IRS ZAR723,376,582,848 $41,453,889,098
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR723,376,582,848$41,453,889,098
ProductUSD
Equivalent
IRS$1,263,481,482,782
OIS$1,869,839,850,189
Basis$140,146,827,149
Zeroes$49,872,546
FRAs$799,313,735,812
VNS$1,992,061,893
Inflation$20,812,348,666
Total$4,095,636,179,037
Show:
ProductUSD
Equivalent
IRS $1,786,784,598,999
OIS $1,210,837,945,322
Basis $738,569,082,494
Zeroes $59,410,000
FRAs $3,058,800,880,000
VNS $5,522,386,493
Inflation $21,074,583,300
Total$6,821,648,886,608
ProductVolume
EUR
USD
Equivalent
IRS €1,545,478,657,825 $1,691,549,126,413
OIS €1,869,627,336,636 $2,044,771,635,359
Basis €7,589,360,000 $8,309,621,732
Zeroes €0 $0
FRAs €1,950,568,200,000 $2,135,593,645,840
VNS €1,330,603,168 $1,456,384,968
Inflation €28,097,846,400 $30,734,869,993
Total€5,402,692,004,029$5,912,415,284,305
ProductVolume
GBP
USD
Equivalent
IRS £359,126,091,500 $439,090,074,704
OIS £1,495,820,331,241 $1,827,598,551,365
Basis £67,130,444,000 $82,064,556,945
Zeroes £1,010,181,885 $1,235,954,256
FRAs £551,884,000,000 $676,277,833,500
VNS £1,345,211,677 $1,647,806,550
Inflation £38,407,066,962 $46,942,497,464
Total£2,514,723,327,265$3,074,857,274,784
ProductVolume
JPY
USD
Equivalent
IRS ¥41,518,908,068,000 $386,241,216,316
OIS ¥616,630,000,000 $5,735,594,408
Basis ¥777,140,000,000 $7,228,502,307
Zeroes ¥0 $0
FRAs ¥260,000,000,000 $2,416,469,167
VNS ¥0 $0
Inflation ¥0 $0
Total¥43,172,678,068,000$401,621,782,198
ProductVolume
CHF
USD
Equivalent
IRS CHF151,406,791,469 $156,043,983,982
OIS CHF17,881,900,000 $18,483,836,907
Basis CHF230,000,000 $237,069,483
Zeroes CHF0 $0
FRAs CHF189,868,000,000 $196,814,638,768
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF359,386,691,469$371,579,529,140
ProductVolume
AUD
USD
Equivalent
IRS $499,081,126,490 $326,828,824,283
OIS $303,936,000,000 $199,413,919,600
Basis $67,682,396,000 $44,373,476,910
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$870,699,522,490$570,616,220,793
ProductVolume
CAD
USD
Equivalent
IRS $293,143,443,190 $210,798,315,265
OIS $213,008,730,000 $152,954,471,120
Basis $13,860,000,000 $9,970,886,574
Zeroes $80,089,408 $57,648,835
FRAs $0 $0
VNS $2,221,938,400 $1,597,579,072
Inflation $0 $0
Total$522,314,200,998$375,378,900,866
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL7,795,634,709 $1,365,273,253
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL7,795,634,709$1,365,273,253
ProductVolume
CLP
USD
Equivalent
IRS CLP104,790,000,000 $128,350,448
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP104,790,000,000$128,350,448
ProductVolume
CNY
USD
Equivalent
IRS CNY356,622,572,000 $50,155,286,528
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY356,622,572,000$50,155,286,528
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP753,242,000,000 $196,361,314
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP753,242,000,000$196,361,314
ProductVolume
CZK
USD
Equivalent
IRS CZK1,241,887,973,050 $49,582,631,437
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK645,642,880,000 $25,889,228,327
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,887,530,853,050$75,471,859,764
ProductVolume
DKK
USD
Equivalent
IRS DKK31,487,800,000 $4,630,050,512
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK31,487,800,000$4,630,050,512
ProductVolume
HKD
USD
Equivalent
IRS HKD513,278,501,652 $66,206,871,103
OIS HKD0 $0
Basis HKD8,848,000,000 $1,141,085,910
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD522,126,501,652$67,347,957,013
ProductVolume
HUF
USD
Equivalent
IRS HUF3,482,473,997,552 $10,884,941,167
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,569,404,000,000 $14,258,732,750
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF8,051,877,997,552$25,143,673,917
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,332,954,188,628 $17,606,307,949
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,332,954,188,628$17,606,307,949
ProductVolume
KRW
USD
Equivalent
IRS KRW57,184,825,356,816 $46,579,379,409
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW57,184,825,356,816$46,579,379,409
ProductVolume
MXN
USD
Equivalent
IRS MXN85,450,250,946 $3,644,920,811
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN85,450,250,946$3,644,920,811
ProductVolume
NOK
USD
Equivalent
IRS NOK119,929,561,458 $12,031,181,826
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK104,237,200,000 $10,469,858,433
VNS NOK598,000,000 $60,335,789
Inflation NOK0 $0
TotalNOK224,764,761,458$22,561,376,048
ProductVolume
NZD
USD
Equivalent
IRS NZD142,840,610,160 $87,206,471,372
OIS NZD274,197,200,000 $167,800,826,960
Basis NZD1,050,000,000 $641,235,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD47,791,469 $29,248,379
Inflation NZD0 $0
TotalNZD418,135,601,629$255,677,781,711
ProductVolume
PLN
USD
Equivalent
IRS PLN114,321,743,364 $27,593,900,687
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN65,950,000,000 $15,945,795,825
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN180,271,743,364$43,539,696,512
ProductVolume
SEK
USD
Equivalent
IRS SEK410,903,527,512 $42,527,820,205
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,210,762,000,000 $126,243,069,411
VNS SEK480,000,000 $49,697,158
Inflation SEK0 $0
TotalSEK1,622,145,527,512$168,820,586,774
ProductVolume
SGD
USD
Equivalent
IRS SGD57,645,183,816 $40,680,901,024
OIS SGD616,000,000 $434,535,484
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD58,261,183,816$41,115,436,508
ProductVolume
THB
USD
Equivalent
IRS THB309,614,000,000 $9,710,461,483
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB309,614,000,000$9,710,461,483
ProductVolume
TWD
USD
Equivalent
IRS TWD163,984,000,000 $5,472,056,574
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD163,984,000,000$5,472,056,574
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,403,055,147,518 $134,427,040,394
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,403,055,147,518$134,427,040,394
ProductUSD
Equivalent
IRS$5,590,163,678,195
OIS$5,645,833,985,788
Basis$892,535,517,355
Zeroes$1,353,013,091
FRAs$6,262,710,152,021
VNS$10,363,438,409
Inflation$98,751,950,757
Total$18,501,711,735,616
Show:
ProductUSD
Equivalent
IRS $52,934,237,971,205
OIS $84,789,688,058,275
Basis $13,558,709,995,899
Zeroes $34,543,548,432
FRAs $109,062,791,031,006
VNS $151,343,958,754
Inflation $586,320,388,799
Total$261,117,634,952,370
ProductVolume
EUR
USD
Equivalent
IRS €39,372,792,653,621 $43,226,752,865,883
OIS €36,627,699,667,719 $40,266,420,251,158
Basis €350,491,309,356 $383,893,051,177
Zeroes €49,191,729,960 $54,232,500,991
FRAs €31,578,653,000,000 $34,634,431,736,853
VNS €175,185,743,520 $192,231,131,247
Inflation €1,028,456,931,680 $1,126,766,938,297
Total€109,182,471,035,856$119,884,728,475,606
ProductVolume
GBP
USD
Equivalent
IRS £9,414,758,069,731 $11,944,355,602,314
OIS £43,319,761,440,605 $55,626,072,794,781
Basis £2,881,534,871,237 $3,657,183,097,962
Zeroes £44,886,483,652 $57,221,245,837
FRAs £18,221,105,240,000 $23,042,633,626,046
VNS £19,411,310,092 $24,374,279,762
Inflation £804,488,786,777 $1,018,400,231,244
Total£74,705,946,202,094$95,370,240,877,946
ProductVolume
JPY
USD
Equivalent
IRS ¥555,949,076,629,416 $5,133,860,472,548
OIS ¥59,073,516,000,000 $547,075,084,041
Basis ¥15,655,594,332,000 $144,980,207,845
Zeroes ¥0 $0
FRAs ¥1,604,000,000,000 $14,926,155,561
VNS ¥675,662,530 $6,273,270
Inflation ¥0 $0
Total¥632,282,862,623,946$5,840,848,193,265
ProductVolume
CHF
USD
Equivalent
IRS CHF1,492,133,877,711 $1,545,519,590,616
OIS CHF490,379,800,000 $506,081,105,264
Basis CHF34,282,000,000 $35,377,665,658
Zeroes CHF0 $0
FRAs CHF1,040,032,000,000 $1,072,754,538,440
VNS CHF76,785,000 $78,816,556
Inflation CHF0 $0
TotalCHF3,056,904,462,711$3,159,811,716,534
ProductVolume
AUD
USD
Equivalent
IRS $10,969,695,409,419 $7,151,084,283,278
OIS $38,747,167,696,096 $25,768,292,985,204
Basis $1,413,616,478,092 $923,856,882,807
Zeroes $672,096,054 $431,855,319
FRAs $0 $0
VNS $2,578,715,945 $1,705,419,191
Inflation $0 $0
Total$51,133,730,395,606$33,845,371,425,799
ProductVolume
CAD
USD
Equivalent
IRS $9,415,015,421,182 $6,872,283,845,240
OIS $10,423,422,784,000 $7,746,001,002,310
Basis $506,757,400,000 $370,529,205,596
Zeroes $3,406,930,778 $2,492,478,557
FRAs $0 $0
VNS $41,176,147,495 $30,004,090,514
Inflation $0 $0
Total$20,389,778,683,455$15,021,310,622,217
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL96,319,650,336 $20,075,175,846
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL96,319,650,336$20,075,175,846
ProductVolume
CLP
USD
Equivalent
IRS CLP7,946,802,346,284 $9,826,939,857
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,946,802,346,284$9,826,939,857
ProductVolume
CNY
USD
Equivalent
IRS CNY9,172,827,903,297 $1,305,936,613,820
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY9,172,827,903,297$1,305,936,613,820
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP19,177,507,553,888 $5,196,507,444
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP19,177,507,553,888$5,196,507,444
ProductVolume
CZK
USD
Equivalent
IRS CZK17,684,024,143,163 $750,064,890,837
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK21,651,758,880,000 $916,462,439,100
VNS CZK964,628,000 $38,241,709
Inflation CZK0 $0
TotalCZK39,364,653,051,163$1,667,759,202,679
ProductVolume
DKK
USD
Equivalent
IRS DKK880,012,368,575 $129,058,256,144
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK426,468,000,000 $62,210,199,589
VNS DKK289,711,905 $42,527,468
Inflation DKK0 $0
TotalDKK1,306,770,080,480$191,310,983,201
ProductVolume
HKD
USD
Equivalent
IRS HKD10,832,009,906,046 $1,395,108,750,992
OIS HKD0 $0
Basis HKD611,826,000,000 $78,826,062,585
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD11,444,295,906,046$1,473,994,028,046
ProductVolume
HUF
USD
Equivalent
IRS HUF126,724,317,107,668 $407,950,640,276
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF13,000,000,000 $43,451,740
FRAs HUF118,867,704,000,000 $380,678,873,140
VNS HUF180,000,000,000 $540,718,841
Inflation HUF0 $0
TotalHUF245,785,021,107,668$789,213,683,997
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR33,951,190,793,628 $465,092,896,017
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR33,951,190,793,628$465,092,896,017
ProductVolume
KRW
USD
Equivalent
IRS KRW1,865,752,630,021,074 $1,556,942,764,326
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,865,752,630,021,074$1,556,942,764,326
ProductVolume
MXN
USD
Equivalent
IRS MXN1,142,126,797,694 $53,174,703,627
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,142,126,797,694$53,174,703,627
ProductVolume
NOK
USD
Equivalent
IRS NOK5,452,822,713,064 $563,133,326,940
OIS NOK0 $0
Basis NOK45,620,000,000 $4,741,592,437
Zeroes NOK0 $0
FRAs NOK11,129,330,600,000 $1,158,677,136,525
VNS NOK13,510,712,573 $1,391,622,044
Inflation NOK0 $0
TotalNOK16,641,284,025,637$1,727,943,677,946
ProductVolume
NZD
USD
Equivalent
IRS NZD4,415,981,916,558 $2,757,205,699,530
OIS NZD6,367,514,280,000 $4,006,333,797,701
Basis NZD25,031,400,000 $15,389,295,550
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD119,613,763 $73,808,365
Inflation NZD0 $0
TotalNZD10,808,647,210,321$6,779,002,601,146
ProductVolume
PLN
USD
Equivalent
IRS PLN2,989,088,356,692 $753,532,449,325
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,057,832,307
FRAs PLN1,402,856,062,000 $349,188,339,671
VNS PLN4,144,925,000 $990,373,890
Inflation PLN0 $0
TotalPLN4,400,245,143,692$1,104,768,995,193
ProductVolume
SEK
USD
Equivalent
IRS SEK18,343,677,731,727 $1,890,711,910,010
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK21,774,496,000,000 $2,249,044,204,261
VNS SEK2,740,528,644 $282,610,172
Inflation SEK0 $0
TotalSEK40,120,914,260,371$4,140,038,724,443
ProductVolume
SGD
USD
Equivalent
IRS SGD2,055,103,982,817 $1,472,155,284,090
OIS SGD616,000,000 $434,535,484
Basis SGD3,684,000,000 $2,666,009,354
Zeroes SGD380,000,000 $274,468,217
FRAs SGD0 $0
VNS SGD135,630,000 $97,832,112
Inflation SGD0 $0
TotalSGD2,059,919,612,817$1,475,628,129,257
ProductVolume
THB
USD
Equivalent
IRS THB10,217,689,653,746 $323,370,844,277
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB10,217,689,653,746$323,370,844,277
ProductVolume
TWD
USD
Equivalent
IRS TWD3,828,827,551,296 $127,153,440,831
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,828,827,551,296$127,153,440,831
ProductVolume
ZAR
USD
Equivalent
IRS ZAR40,661,201,500,752 $2,512,770,116,152
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR40,661,201,500,752$2,512,770,116,152
ProductUSD
Equivalent
IRS$144,836,266,437,964
OIS$219,726,689,017,679
Basis$19,176,277,454,649
Zeroes$151,366,624,654
FRAs$172,943,798,280,192
VNS$403,260,918,364
Inflation$2,731,487,558,340
Total$559,969,146,291,842
Show:
ProductUSD
Equivalent
IRS $53,442,403,169,767
OIS $22,633,582,398,670
Basis $21,085,569,200,433
Zeroes $84,314,773,990
FRAs $41,140,886,718,283
VNS $1,334,962,675,631
Inflation $1,591,777,785,330
Total$141,313,496,722,104
ProductVolume
EUR
USD
Equivalent
IRS €47,423,342,255,254 $52,583,001,892,626
OIS €18,589,801,089,625 $20,612,371,448,176
Basis €1,042,819,462,786 $1,156,278,220,337
Zeroes €165,551,072,064 $183,563,028,705
FRAs €16,682,506,579,100 $18,497,563,294,906
VNS €899,815,468,256 $997,715,391,202
Inflation €2,299,042,583,187 $2,549,178,416,238
Total€87,102,878,510,272$96,579,671,692,190
ProductVolume
GBP
USD
Equivalent
IRS £12,128,790,749,393 $14,970,566,421,975
OIS £11,106,864,673,171 $13,709,203,066,095
Basis £6,796,359,075,502 $8,388,746,006,892
Zeroes £329,181,213,418 $406,308,371,722
FRAs £8,265,712,263,374 $10,202,368,646,683
VNS £309,469,708,592 $381,978,461,315
Inflation £2,247,727,787,975 $2,774,370,408,698
Total£41,184,105,471,425$50,833,541,383,380
ProductVolume
JPY
USD
Equivalent
IRS ¥1,015,878,876,337,630 $9,436,430,043,543
OIS ¥88,234,944,294,485 $819,608,418,508
Basis ¥172,333,591,933,444 $1,600,795,057,670
Zeroes ¥0 $0
FRAs ¥644,000,000,000 $5,982,072,361
VNS ¥112,617,084,923 $1,046,092,471
Inflation ¥0 $0
Total¥1,277,204,029,650,482$11,863,861,684,553
ProductVolume
CHF
USD
Equivalent
IRS CHF1,875,934,971,283 $1,947,202,585,928
OIS CHF334,259,051,276 $346,957,703,213
Basis CHF469,573,484,719 $487,412,792,940
Zeroes CHF7,052 $7,320
FRAs CHF685,915,632,831 $711,973,876,719
VNS CHF2,852,376,392 $2,960,739,456
Inflation CHF0 $0
TotalCHF3,368,535,523,553$3,496,507,705,576
ProductVolume
AUD
USD
Equivalent
IRS $16,469,318,805,973 $10,965,272,461,017
OIS $15,208,984,375,177 $10,126,141,796,993
Basis $4,353,892,665,329 $2,898,821,736,576
Zeroes $1,143,796,825 $761,539,926
FRAs $0 $0
VNS $30,731,954,474 $20,461,335,289
Inflation $0 $0
Total$36,064,071,597,778$24,011,458,869,801
ProductVolume
CAD
USD
Equivalent
IRS $15,388,116,971,438 $11,182,411,867,915
OIS $3,039,323,570,947 $2,208,650,222,329
Basis $1,203,566,303,296 $874,621,250,851
Zeroes $19,777,662,951 $14,372,257,068
FRAs $0 $0
VNS $246,577,715,885 $179,185,899,197
Inflation $0 $0
Total$19,897,362,224,517$14,459,241,497,360
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL68,713,498,592 $12,848,688,007
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL68,713,498,592$12,848,688,007
ProductVolume
CLP
USD
Equivalent
IRS CLP8,703,888,420,214 $10,778,542,228
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP8,703,888,420,214$10,778,542,228
ProductVolume
CNY
USD
Equivalent
IRS CNY9,950,892,768,090 $1,392,453,824,789
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY9,950,892,768,090$1,392,453,824,789
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP13,587,525,484,260 $3,672,304,185
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP13,587,525,484,260$3,672,304,185
ProductVolume
CZK
USD
Equivalent
IRS CZK30,274,595,761,981 $1,243,846,248,361
OIS CZK0 $0
Basis CZK5,250,000,000 $215,698,761
Zeroes CZK30,955,400,000 $1,271,817,416
FRAs CZK13,726,611,221,927 $563,964,388,008
VNS CZK61,881,048,100 $2,542,412,461
Inflation CZK0 $0
TotalCZK44,099,293,432,008$1,811,840,565,007
ProductVolume
DKK
USD
Equivalent
IRS DKK4,743,768,114,294 $705,623,864,207
OIS DKK0 $0
Basis DKK6,700,000,000 $996,608,556
Zeroes DKK15,500,000,000 $2,305,586,958
FRAs DKK342,182,000,000 $50,898,732,671
VNS DKK4,052,386,812 $602,782,592
Inflation DKK0 $0
TotalDKK5,112,202,501,106$760,427,574,984
ProductVolume
HKD
USD
Equivalent
IRS HKD19,934,374,439,535 $2,571,364,464,077
OIS HKD0 $0
Basis HKD1,203,922,611,758 $155,295,759,632
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,254,474
Inflation HKD0 $0
TotalHKD21,140,283,651,293$2,726,916,478,183
ProductVolume
HUF
USD
Equivalent
IRS HUF141,390,195,723,926 $449,392,755,579
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF100,415,817,418 $319,160,326
FRAs HUF50,472,056,017,909 $160,419,725,126
VNS HUF831,659,858,958 $2,643,336,858
Inflation HUF0 $0
TotalHUF192,794,327,418,211$612,774,977,889
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR52,236,406,097,151 $690,409,808,316
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR52,236,406,097,151$690,409,808,316
ProductVolume
KRW
USD
Equivalent
IRS KRW2,440,511,483,681,330 $1,974,763,509,877
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,440,511,483,681,330$1,974,763,509,877
ProductVolume
MXN
USD
Equivalent
IRS MXN1,965,976,167,895 $88,665,321,242
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,965,976,167,895$88,665,321,242
ProductVolume
NOK
USD
Equivalent
IRS NOK12,526,036,067,429 $1,285,070,923,628
OIS NOK0 $0
Basis NOK245,927,941,020 $25,230,236,015
Zeroes NOK0 $0
FRAs NOK11,785,260,373,127 $1,209,073,273,569
VNS NOK95,311,783,252 $9,778,225,184
Inflation NOK0 $0
TotalNOK24,652,536,164,828$2,529,152,658,396
ProductVolume
NZD
USD
Equivalent
IRS NZD8,189,831,169,912 $5,098,988,886,387
OIS NZD3,081,163,023,202 $1,918,332,098,246
Basis NZD27,143,940,000 $16,899,817,044
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,215,165,588 $756,562,095
Inflation NZD0 $0
TotalNZD11,299,353,298,702$7,034,977,363,772
ProductVolume
PLN
USD
Equivalent
IRS PLN4,215,350,134,682 $1,050,672,383,116
OIS PLN0 $0
Basis PLN1,500,000,000 $373,873,705
Zeroes PLN5,855,800,000 $1,459,553,096
FRAs PLN1,126,844,182,321 $280,864,939,949
VNS PLN10,405,777,469 $2,593,631,054
Inflation PLN0 $0
TotalPLN5,359,955,894,472$1,335,964,380,920
ProductVolume
SEK
USD
Equivalent
IRS SEK36,225,881,446,556 $3,814,374,915,402
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $91,777,596
FRAs SEK17,914,728,542,787 $1,886,316,866,317
VNS SEK48,758,586,398 $5,133,995,957
Inflation SEK0 $0
TotalSEK54,190,240,205,923$5,705,917,555,272
ProductVolume
SGD
USD
Equivalent
IRS SGD3,502,682,216,284 $2,473,383,621,992
OIS SGD616,000,000 $434,982,170
Basis SGD5,990,205,896 $4,229,923,310
Zeroes SGD500,000,000 $353,069,943
FRAs SGD0 $0
VNS SGD381,610,844 $269,470,638
Inflation SGD0 $0
TotalSGD3,510,170,033,024$2,478,671,068,053
ProductVolume
THB
USD
Equivalent
IRS THB15,366,424,606,554 $482,310,879,051
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB15,366,424,606,554$482,310,879,051
ProductVolume
TWD
USD
Equivalent
IRS TWD5,903,340,902,074 $196,955,289,830
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,903,340,902,074$196,955,289,830
ProductVolume
ZAR
USD
Equivalent
IRS ZAR37,395,484,886,826 $2,142,989,308,793
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR37,395,484,886,826$2,142,989,308,793
ProductUSD
Equivalent
IRS$179,521,771,869,337
OIS$73,069,364,246,901
Basis$36,695,486,182,722
Zeroes$695,120,944,066
FRAs$74,710,312,534,592
VNS$2,942,887,265,874
Inflation$6,915,326,610,266
Total$374,550,269,653,758

Figures as of COB May 28, 2020.

Notional Outstanding by Product

As of COB May 28, 2020

Daily Notional by Tenor

As of COB May 28, 2020

Notional Outstanding by Currency

As of COB May 28, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
  • $3 trillion notional per day based on daily average over 2017.
  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.

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