SwapClear Weekly RFR Volumes
Weekly Registration Volume (USD BN)
Week End | Tenor Bucket | AONIA | CORRA | DESTR | €STR | HONIA | NOWA | NZONIA | SOFR | SWESTR | SHIR |
21/06/2024 | 0-2 Yrs | 1,216 | 231 | 4 | 4,300 | 41 | 238 | 2,418 | 19 | ||
2-5 Yrs | 0.82 | 72 | 1 | 407 | 974 | ||||||
5-10 Yrs | 2 | 55 | 0.00 | 189 | 645 | ||||||
10+ Yrs | 0.02 | 15 | 110 | 459 | |||||||
Total | 1,219 | 373 | 6 | 5,005 | 41 | 238 | 4,497 | 19 | |||
14/06/2024 | 0-2 Yrs | 843 | 424 | 1 | 5,241 | 40 | 198 | 2,727 | 24 | ||
2-5 Yrs | 8 | 239 | 0.25 | 673 | 0.33 | 1,868 | |||||
5-10 Yrs | 0.48 | 123 | 0.14 | 300 | 929 | ||||||
10+ Yrs | 39 | 183 | 825 | ||||||||
Total | 852 | 825 | 2 | 6,397 | 40 | 198 | 6,350 | 24 | |||
07/06/2024 | 0-2 Yrs | 774 | 933 | 0.36 | 8,810 | 22 | 103 | 2,478 | |||
2-5 Yrs | 4 | 137 | 0.32 | 633 | 2 | 0.31 | 1,262 | ||||
5-10 Yrs | 0.71 | 71 | 480 | 804 | |||||||
10+ Yrs | 0.28 | 43 | 218 | 580 | |||||||
Total | 780 | 1,184 | 0.68 | 10,141 | 24 | 103 | 5,124 | ||||
31/05/2024 | 0-2 Yrs | 988 | 436 | 6 | 3,784 | 7 | 349 | 2,282 | |||
2-5 Yrs | 2 | 102 | 1 | 245 | 0.10 | 0.12 | 1,445 | ||||
5-10 Yrs | 0.59 | 48 | 362 | 888 | |||||||
10+ Yrs | 0.05 | 25 | 158 | 605 | |||||||
Total | 990 | 610 | 7 | 4,548 | 7 | 349 | 5,220 | ||||
24/05/2024 | 0-2 Yrs | 892 | 569 | 4,351 | 15 | 376 | 2,188 | 0.84 | |||
2-5 Yrs | 9 | 98 | 0.10 | 256 | 0.37 | 0.07 | 1,421 | ||||
5-10 Yrs | 0.27 | 48 | 0.00 | 164 | 894 | ||||||
10+ Yrs | 0.33 | 20 | 0.00 | 125 | 448 | ||||||
Total | 902 | 735 | 0.10 | 4,896 | 16 | 376 | 4,952 | 0.84 | |||
17/05/2024 | 0-2 Yrs | 1,131 | 365 | 6 | 3,522 | 24 | 162 | 2,331 | 10 | ||
2-5 Yrs | 7 | 75 | 1 | 309 | 1,183 | ||||||
5-10 Yrs | 2 | 44 | 0.02 | 159 | 842 | ||||||
10+ Yrs | 0.82 | 26 | 0.02 | 123 | 651 | ||||||
Total | 1,141 | 509 | 8 | 4,113 | 24 | 162 | 5,007 | 10 | |||
10/05/2024 | 0-2 Yrs | 1,897 | 335 | 0.18 | 2,369 | 46 | 256 | 4,190 | 7 | ||
2-5 Yrs | 20 | 108 | 0.58 | 221 | 3,279 | ||||||
5-10 Yrs | 0.51 | 43 | 0.07 | 107 | 1,325 | ||||||
10+ Yrs | 0.04 | 14 | 72 | 652 | |||||||
Total | 1,918 | 501 | 0.83 | 2,769 | 46 | 256 | 9,447 | 7 | |||
03/05/2024 | 0-2 Yrs | 1,914 | 345 | 0.12 | 6,996 | 24 | 366 | 2,265 | 15 | ||
2-5 Yrs | 8 | 131 | 4 | 661 | 1,232 | ||||||
5-10 Yrs | 1 | 46 | 1,404 | 852 | |||||||
10+ Yrs | 0.12 | 18 | 609 | 562 | |||||||
Total | 1,923 | 540 | 4 | 9,670 | 24 | 366 | 4,912 | 15 | |||
26/04/2024 | 0-2 Yrs | 1,763 | 218 | 0.14 | 4,114 | 11 | 247 | 2,832 | 26 | ||
2-5 Yrs | 4 | 107 | 2 | 399 | 0.47 | 1,854 | |||||
5-10 Yrs | 0.49 | 41 | 0.07 | 1,149 | 0.04 | 1,420 | |||||
10+ Yrs | 0.18 | 10 | 624 | 716 | |||||||
Total | 1,767 | 375 | 2 | 6,286 | 11 | 248 | 6,822 | 26 | |||
19/04/2024 | 0-2 Yrs | 861 | 325 | 1 | 6,913 | 29 | 298 | 2,148 | 0.73 | ||
2-5 Yrs | 8 | 141 | 1,057 | 0.27 | 1,216 | ||||||
5-10 Yrs | 0.03 | 42 | 0.04 | 756 | 1,013 | ||||||
10+ Yrs | 12 | 180 | 702 | ||||||||
Total | 869 | 520 | 1 | 8,905 | 29 | 298 | 5,079 | 0.73 | |||
12/04/2024 | 0-2 Yrs | 780 | 428 | 0.89 | 6,869 | 10 | 325 | 2,060 | 9 | ||
2-5 Yrs | 10 | 103 | 2 | 321 | 1,166 | ||||||
5-10 Yrs | 0.90 | 43 | 0.28 | 232 | 0.03 | 936 | |||||
10+ Yrs | 0.63 | 14 | 111 | 685 | |||||||
Total | 791 | 588 | 3 | 7,533 | 10 | 325 | 4,848 | 9 | |||
05/04/2024 | 0-2 Yrs | 608 | 450 | 1 | 2,945 | 24 | 141 | 1,683 | 5 | ||
2-5 Yrs | 15 | 102 | 0.29 | 200 | 0.19 | 818 | |||||
5-10 Yrs | 0.07 | 39 | 130 | 785 | |||||||
10+ Yrs | 1 | 14 | 121 | 584 | |||||||
Total | 624 | 606 | 1 | 3,396 | 24 | 141 | 3,870 | 5 |
Figures are rounded to the nearest billion and include OIS and Basis Swaps only.
Notional amounts outstanding at week end (USD BN)
Week End | Tenor Bucket | AONIA | CORRA | DESTR | €STR | HONIA | NOWA | NZONIA | SOFR | SWESTR | SHIR |
21/06/2024 | 0-2 Yrs | 9,959 | 9,620 | 74 | 36,388 | 0.39 | 355 | 3,325 | 51,640 | 112 | 2 |
2-5 Yrs | 161 | 5,053 | 22 | 4,817 | 3 | 2 | 29,321 | ||||
5-10 Yrs | 50 | 2,353 | 7 | 3,514 | 0.02 | 0.17 | 0.28 | 19,349 | |||
10+ Yrs | 20 | 510 | 0.02 | 2,332 | 0.01 | 0.02 | 11,115 | ||||
Total | 10,190 | 17,536 | 104 | 47,052 | 0.41 | 358 | 3,327 | 111,424 | 112 | 2 | |
14/06/2024 | 0-2 Yrs | 11,919 | 9,553 | 69 | 37,600 | 0.39 | 352 | 3,235 | 50,346 | 94 | 2 |
2-5 Yrs | 196 | 5,118 | 22 | 5,205 | 3 | 6 | 30,147 | ||||
5-10 Yrs | 52 | 2,396 | 7 | 3,581 | 0.02 | 0.17 | 0.37 | 19,759 | |||
10+ Yrs | 20 | 549 | 0.02 | 2,388 | 0.01 | 0.02 | 11,561 | ||||
Total | 12,188 | 17,616 | 98 | 48,774 | 0.41 | 355 | 3,241 | 111,814 | 94 | 2 | |
07/06/2024 | 0-2 Yrs | 12,235 | 6,678 | 69 | 45,025 | 0.39 | 319 | 3,136 | 49,504 | 71 | 2 |
2-5 Yrs | 199 | 2,775 | 22 | 5,144 | 3 | 6 | 29,465 | ||||
5-10 Yrs | 52 | 1,198 | 7 | 3,752 | 0.02 | 0.17 | 0.37 | 19,403 | |||
10+ Yrs | 20 | 244 | 0.02 | 2,445 | 0.01 | 0.02 | 11,283 | ||||
Total | 12,506 | 10,896 | 98 | 56,366 | 0.41 | 323 | 3,143 | 109,656 | 71 | 2 | |
31/05/2024 | 0-2 Yrs | 11,972 | 6,974 | 69 | 40,298 | 0.39 | 318 | 3,076 | 49,515 | 71 | 2 |
2-5 Yrs | 200 | 2,761 | 22 | 4,841 | 0.99 | 13 | 30,159 | ||||
5-10 Yrs | 61 | 1,171 | 7 | 3,564 | 0.02 | 0.17 | 8 | 19,930 | |||
10+ Yrs | 25 | 231 | 0.02 | 2,370 | 0.01 | 0.02 | 11,329 | ||||
Total | 12,258 | 11,137 | 98 | 51,073 | 0.41 | 319 | 3,097 | 110,932 | 71 | 2 | |
24/05/2024 | 0-2 Yrs | 11,355 | 6,615 | 63 | 39,315 | 0.39 | 310 | 3,338 | 48,581 | 70 | 2 |
2-5 Yrs | 200 | 2,707 | 21 | 4,808 | 0.89 | 13 | 29,352 | ||||
5-10 Yrs | 62 | 1,142 | 7 | 3,432 | 0.02 | 0.17 | 10 | 19,665 | |||
10+ Yrs | 25 | 219 | 0.03 | 2,353 | 0.01 | 0.02 | 11,121 | ||||
Total | 11,643 | 10,683 | 91 | 49,909 | 0.41 | 311 | 3,361 | 108,719 | 70 | 2 | |
17/05/2024 | 0-2 Yrs | 11,089 | 6,239 | 63 | 37,687 | 0.39 | 312 | 3,074 | 48,547 | 69 | 2 |
2-5 Yrs | 198 | 2,663 | 21 | 4,776 | 0.54 | 13 | 29,936 | ||||
5-10 Yrs | 63 | 1,113 | 7 | 3,407 | 0.02 | 0.17 | 10 | 19,732 | |||
10+ Yrs | 26 | 212 | 0.02 | 2,329 | 0.01 | 0.02 | 11,209 | ||||
Total | 11,376 | 10,226 | 92 | 48,199 | 0.41 | 313 | 3,097 | 109,424 | 69 | 2 | |
10/05/2024 | 0-2 Yrs | 10,129 | 6,234 | 54 | 37,813 | 0.39 | 281 | 2,895 | 48,342 | 73 | 2 |
2-5 Yrs | 196 | 2,736 | 22 | 4,751 | 0.54 | 13 | 30,086 | ||||
5-10 Yrs | 61 | 1,128 | 7 | 3,754 | 0.02 | 0.17 | 9 | 19,689 | |||
10+ Yrs | 25 | 208 | 0.02 | 2,380 | 0.01 | 0.02 | 11,031 | ||||
Total | 10,412 | 10,306 | 84 | 48,699 | 0.41 | 281 | 2,917 | 109,148 | 73 | 2 | |
03/05/2024 | 0-2 Yrs | 10,371 | 5,989 | 51 | 38,786 | 0.39 | 263 | 2,820 | 48,550 | 69 | 2 |
2-5 Yrs | 184 | 2,664 | 25 | 4,885 | 0.54 | 13 | 29,314 | ||||
5-10 Yrs | 61 | 1,105 | 7 | 4,527 | 0.02 | 0.17 | 9 | 19,869 | |||
10+ Yrs | 25 | 203 | 0.02 | 2,647 | 0.01 | 0.02 | 11,253 | ||||
Total | 10,641 | 9,960 | 83 | 50,845 | 0.41 | 263 | 2,843 | 108,986 | 69 | 2 | |
26/04/2024 | 0-2 Yrs | 9,216 | 5,700 | 49 | 36,888 | 0.39 | 247 | 2,518 | 48,710 | 66 | 2 |
2-5 Yrs | 176 | 2,589 | 23 | 4,744 | 0.53 | 13 | 29,187 | ||||
5-10 Yrs | 60 | 1,083 | 7 | 4,298 | 0.02 | 0.16 | 9 | 19,878 | |||
10+ Yrs | 24 | 191 | 0.02 | 2,398 | 0.01 | 0.02 | 11,166 | ||||
Total | 9,477 | 9,562 | 79 | 48,328 | 0.41 | 248 | 2,540 | 108,942 | 66 | 2 | |
19/04/2024 | 0-2 Yrs | 7,744 | 5,504 | 53 | 35,424 | 0.39 | 244 | 2,434 | 48,918 | 52 | 2 |
2-5 Yrs | 172 | 2,528 | 22 | 4,555 | 0.49 | 12 | 28,867 | ||||
5-10 Yrs | 59 | 1,063 | 7 | 3,547 | 0.02 | 0.16 | 9 | 19,660 | |||
10+ Yrs | 24 | 187 | 0.02 | 2,077 | 0.01 | 0.02 | 11,230 | ||||
Total | 8,000 | 9,281 | 82 | 45,602 | 0.41 | 245 | 2,455 | 108,675 | 52 | 2 | |
12/04/2024 | 0-2 Yrs | 7,801 | 5,351 | 54 | 41,808 | 0.39 | 229 | 2,922 | 48,014 | 59 | 2 |
2-5 Yrs | 173 | 2,472 | 22 | 4,587 | 0.22 | 12 | 28,515 | ||||
5-10 Yrs | 61 | 1,050 | 7 | 3,502 | 0.02 | 0.17 | 9 | 19,355 | |||
10+ Yrs | 24 | 182 | 0.02 | 2,069 | 0.01 | 0.02 | 11,096 | ||||
Total | 8,059 | 9,055 | 83 | 51,965 | 0.41 | 229 | 2,944 | 106,980 | 59 | 2 | |
05/04/2024 | 0-2 Yrs | 7,448 | 5,751 | 53 | 38,400 | 0.39 | 232 | 2,691 | 47,150 | 57 | 2 |
2-5 Yrs | 173 | 2,455 | 23 | 4,406 | 0.38 | 13 | 28,247 | ||||
5-10 Yrs | 61 | 1,042 | 7 | 3,539 | 0.02 | 0.17 | 9 | 19,142 | |||
10+ Yrs | 24 | 178 | 0.02 | 2,065 | 0.01 | 0.02 | 10,857 | ||||
Total | 7,706 | 9,426 | 82 | 48,411 | 0.41 | 233 | 2,713 | 105,396 | 57 | 2 |
Figures are rounded to the nearest billion and include OIS and Basis Swaps only.