Daily Volumes

  • Client Notional Cleared (USD)
    $217,354,125,305,447
    Notional Outstanding (USD)
    $298,929,581,220,344
    As of COB Apr 17, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $653,780,000,000,000
    Trades Compressed
    5,226,702
  • Notional Outstanding Showing Effect of Compression
SwapClear clears more than 50% of all OTC interest rate swaps and more than 95% of the overall cleared OTC interest rate swap market. We regularly clear in excess of $1 trillion notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:
Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB Apr 17, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$75,078,739,000
$357,617,764,827
$9,061,642,121,653
$4,311,572,700,372
EUR
€12,907,734,000
€194,747,202,300
€7,889,567,941,606
€3,476,064,659,484
GBP
£6,779,705,908
£139,182,374,127
£2,283,112,989,331
£884,855,646,820
JPY
¥1,350,659,525,000
¥10,225,805,790,000
¥113,524,041,389,088
¥48,769,064,576,580
CHF
CHF619,300,000
CHF7,755,039,000
CHF189,644,234,646
CHF177,261,069,488
AUD
$6,627,810,002
$40,940,815,349
$699,667,476,563
$1,086,500,049,094
CAD
$20,197,534,000
$93,132,262,000
$923,937,591,777
$813,644,589,910
Other*
Show All
Hide
$15,883,503,967
$92,458,543,751
$1,326,131,488,065
$1,466,906,854,018
CZK
CZK8,230,000,000
CZK78,498,000,000
CZK894,935,900,000
CZK643,908,305,268
DKK
DKK157,900,000
DKK22,164,190,000
DKK289,376,384,054
DKK357,209,576,317
HKD
HKD151,900,000
HKD13,198,400,000
HKD221,585,630,505
HKD259,730,094,272
HUF
HUF45,260,000,000
HUF412,062,630,000
HUF24,872,450,542,396
HUF19,043,973,650,000
NOK
NOK6,237,700,000
NOK81,444,865,000
NOK1,388,041,927,186
NOK793,170,106,260
NZD
NZD1,297,576,000
NZD12,680,234,000
NZD356,863,213,547
NZD751,489,443,033
PLN
PLN4,379,400,000
PLN25,541,730,000
PLN400,818,988,228
PLN228,496,385,228
SEK
SEK61,221,160,000
SEK331,665,589,430
SEK3,575,318,890,321
SEK2,853,865,389,416
SGD
SGD6,682,800,000
SGD21,545,900,000
SGD139,510,633,446
SGD237,855,696,252
ZAR
ZAR3,979,000,000
ZAR25,207,000,000
ZAR590,313,496,482
ZAR491,064,646,322
Total in USD$148,707,103,352$1,065,097,923,704$25,152,497,362,269$12,964,548,120,254

Figures as of COB Apr 17, 2015. Weekly figures as of COB Apr 17, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $29,147,939,000
OIS $44,976,300,000
Basis $520,000,000
Zeroes $0
FRAs $0
VNS $434,500,000
Inflation $0
Total$75,078,739,000
ProductVolume
EUR
USD
Equivalent
IRS €8,397,134,000 $9,074,782,714
OIS €4,160,600,000 $4,496,360,420
Basis €200,000,000 $216,140,000
Zeroes €150,000,000 $162,105,000
FRAs €0 $0
VNS €0 $0
Inflation €0 $0
Total€12,907,734,000$13,949,388,134
ProductVolume
GBP
USD
Equivalent
IRS £3,114,233,000 $4,660,138,261
OIS £3,665,000,000 $5,484,306,000
Basis £0 $0
Zeroes £472,908 $707,660
FRAs £0 $0
VNS £0 $0
Inflation £0 $0
Total£6,779,705,908$10,145,151,921
ProductVolume
JPY
USD
Equivalent
IRS ¥1,350,659,525,000 $11,358,193,037
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,350,659,525,000$11,358,193,037
ProductVolume
CHF
USD
Equivalent
IRS CHF619,300,000 $650,559,378
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF619,300,000$650,559,378
ProductVolume
AUD
USD
Equivalent
IRS $6,627,810,002 $5,153,785,058
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$6,627,810,002$5,153,785,058
ProductVolume
CAD
USD
Equivalent
IRS $4,277,534,000 $3,491,864,490
OIS $15,920,000,000 $12,995,918,367
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,197,534,000$16,487,782,857
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,230,000,000 $324,271,080
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,230,000,000$324,271,080
ProductVolume
DKK
USD
Equivalent
IRS DKK157,900,000 $22,868,150
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK157,900,000$22,868,150
ProductVolume
HKD
USD
Equivalent
IRS HKD151,900,000 $19,594,817
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD151,900,000$19,594,817
ProductVolume
HUF
USD
Equivalent
IRS HUF45,260,000,000 $162,478,461
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF45,260,000,000$162,478,461
ProductVolume
NOK
USD
Equivalent
IRS NOK1,237,700,000 $158,055,371
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,000,000,000 $638,504,367
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK6,237,700,000$796,559,738
ProductVolume
NZD
USD
Equivalent
IRS NZD1,297,576,000 $996,927,641
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,297,576,000$996,927,641
ProductVolume
PLN
USD
Equivalent
IRS PLN2,129,400,000 $571,566,614
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,250,000,000 $603,937,674
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,379,400,000$1,175,504,288
ProductVolume
SEK
USD
Equivalent
IRS SEK9,221,160,000 $1,067,993,190
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK52,000,000,000 $6,022,631,195
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK61,221,160,000$7,090,624,385
ProductVolume
SGD
USD
Equivalent
IRS SGD6,682,800,000 $4,964,933,135
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,682,800,000$4,964,933,135
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,979,000,000 $329,742,272
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,979,000,000$329,742,272
ProductUSD
Equivalent
IRS$72,155,692,669
OIS$67,952,884,787
Basis$736,140,000
Zeroes$162,812,660
FRAs$7,265,073,236
VNS$434,500,000
Inflation$0
Total$148,707,103,352
Show:
ProductUSD
Equivalent
IRS $215,655,135,100
OIS $80,877,100,000
Basis $9,525,000,000
Zeroes $1,026,000,000
FRAs $49,750,000,000
VNS $784,529,727
Inflation $0
Total$357,617,764,827
ProductVolume
EUR
USD
Equivalent
IRS €56,344,442,300 $60,278,330,131
OIS €78,604,760,000 $83,724,495,502
Basis €998,000,000 $1,065,199,500
Zeroes €750,000,000 $798,735,000
FRAs €58,050,000,000 $61,754,772,250
VNS €0 $0
Inflation €0 $0
Total€194,747,202,300$207,621,532,383
ProductVolume
GBP
USD
Equivalent
IRS £15,551,625,333 $23,080,171,537
OIS £123,389,100,000 $183,574,425,640
Basis £68,000,000 $100,932,400
Zeroes £107,416,880 $158,501,746
FRAs £0 $0
VNS £66,231,914 $98,289,431
Inflation £0 $0
Total£139,182,374,127$207,012,320,754
ProductVolume
JPY
USD
Equivalent
IRS ¥8,053,805,790,000 $67,425,886,394
OIS ¥1,992,000,000,000 $16,581,345,986
Basis ¥180,000,000,000 $1,512,386,781
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,225,805,790,000$85,519,619,161
ProductVolume
CHF
USD
Equivalent
IRS CHF7,052,339,000 $7,339,423,849
OIS CHF129,000,000 $133,761,925
Basis CHF372,700,000 $385,860,889
Zeroes CHF201,000,000 $210,251,046
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,755,039,000$8,069,297,709
ProductVolume
AUD
USD
Equivalent
IRS $39,473,815,349 $30,539,742,286
OIS $0 $0
Basis $967,000,000 $740,261,550
Zeroes $500,000,000 $379,475,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$40,940,815,349$31,659,478,836
ProductVolume
CAD
USD
Equivalent
IRS $20,525,262,000 $16,597,415,025
OIS $71,132,000,000 $57,341,058,724
Basis $0 $0
Zeroes $1,475,000,000 $1,200,892,534
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$93,132,262,000$75,139,366,283
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK58,498,000,000 $2,279,440,917
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK20,000,000,000 $779,575,132
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK78,498,000,000$3,059,016,049
ProductVolume
DKK
USD
Equivalent
IRS DKK3,164,190,000 $453,177,871
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK19,000,000,000 $2,733,801,358
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK22,164,190,000$3,186,979,229
ProductVolume
HKD
USD
Equivalent
IRS HKD13,198,400,000 $1,702,473,004
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD13,198,400,000$1,702,473,004
ProductVolume
HUF
USD
Equivalent
IRS HUF153,062,630,000 $548,231,693
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF259,000,000,000 $922,236,623
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF412,062,630,000$1,470,468,316
ProductVolume
NOK
USD
Equivalent
IRS NOK9,444,865,000 $1,194,079,349
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK72,000,000,000 $9,219,252,377
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK81,444,865,000$10,413,331,726
ProductVolume
NZD
USD
Equivalent
IRS NZD12,680,234,000 $9,642,994,430
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD12,680,234,000$9,642,994,430
ProductVolume
PLN
USD
Equivalent
IRS PLN15,681,730,000 $4,178,990,765
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,860,000,000 $2,627,361,852
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN25,541,730,000$6,806,352,617
ProductVolume
SEK
USD
Equivalent
IRS SEK70,565,589,430 $8,105,189,676
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK261,100,000,000 $30,054,789,105
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK331,665,589,430$38,159,978,781
ProductVolume
SGD
USD
Equivalent
IRS SGD21,545,900,000 $15,925,824,840
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,545,900,000$15,925,824,840
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,207,000,000 $2,091,124,759
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR25,207,000,000$2,091,124,759
ProductUSD
Equivalent
IRS$467,037,631,626
OIS$422,232,187,777
Basis$13,329,641,120
Zeroes$3,773,855,326
FRAs$157,841,788,697
VNS$882,819,158
Inflation$0
Total$1,065,097,923,704
Show:
ProductUSD
Equivalent
IRS $4,024,657,881,779
OIS $3,339,765,900,000
Basis $133,028,439,733
Zeroes $30,864,820,069
FRAs $1,523,538,100,000
VNS $9,786,980,072
Inflation $0
Total$9,061,642,121,653
ProductVolume
EUR
USD
Equivalent
IRS €1,533,637,895,992 $1,719,939,789,138
OIS €4,815,652,835,460 $5,424,251,308,914
Basis €6,831,800,000 $7,730,776,560
Zeroes €89,346,742,141 $99,005,119,717
FRAs €1,442,793,497,500 $1,615,617,015,659
VNS €1,305,170,513 $1,449,828,350
Inflation €0 $0
Total€7,889,567,941,606$8,867,993,838,338
ProductVolume
GBP
USD
Equivalent
IRS £416,813,589,275 $629,769,058,058
OIS £1,765,525,595,000 $2,663,948,662,461
Basis £15,159,200,000 $23,020,049,468
Zeroes £5,334,747,521 $8,152,921,070
FRAs £78,884,600,000 $118,928,167,900
VNS £1,384,530,554 $2,086,089,418
Inflation £10,726,981 $15,695,182
Total£2,283,112,989,331$3,445,920,643,557
ProductVolume
JPY
USD
Equivalent
IRS ¥103,117,493,389,088 $866,757,443,250
OIS ¥7,051,148,000,000 $59,263,093,703
Basis ¥3,355,400,000,000 $28,348,416,424
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥113,524,041,389,088$954,368,953,377
ProductVolume
CHF
USD
Equivalent
IRS CHF159,549,534,646 $170,119,213,798
OIS CHF329,000,000 $332,618,499
Basis CHF9,258,200,000 $9,548,698,104
Zeroes CHF20,327,500,000 $21,560,407,563
FRAs CHF180,000,000 $180,852,246
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF189,644,234,646$201,741,790,210
ProductVolume
AUD
USD
Equivalent
IRS $677,468,076,390 $533,744,088,181
OIS $0 $0
Basis $17,991,400,173 $14,091,254,441
Zeroes $4,208,000,000 $3,260,683,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$699,667,476,563$551,096,026,022
ProductVolume
CAD
USD
Equivalent
IRS $494,144,273,463 $396,531,971,147
OIS $410,510,740,000 $331,787,404,270
Basis $1,400,000,000 $1,126,130,370
Zeroes $17,882,578,314 $14,156,995,260
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$923,937,591,777$743,602,501,047
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK544,225,900,000 $21,922,889,672
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK343,710,000,000 $13,731,690,592
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK894,935,900,000$35,939,678,985
ProductVolume
DKK
USD
Equivalent
IRS DKK172,663,884,054 $25,985,015,767
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK116,712,500,000 $17,386,207,439
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK289,376,384,054$43,371,223,206
ProductVolume
HKD
USD
Equivalent
IRS HKD221,085,630,505 $28,505,920,301
OIS HKD0 $0
Basis HKD500,000,000 $64,491,581
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD221,585,630,505$28,570,411,882
ProductVolume
HUF
USD
Equivalent
IRS HUF7,054,460,542,396 $25,711,085,116
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF17,817,990,000,000 $64,521,567,088
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF24,872,450,542,396$90,232,652,204
ProductVolume
NOK
USD
Equivalent
IRS NOK177,400,474,186 $22,718,308,144
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK8,651,000,000 $1,131,692,075
FRAs NOK1,201,990,453,000 $152,565,871,152
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,388,041,927,186$176,415,871,371
ProductVolume
NZD
USD
Equivalent
IRS NZD353,918,405,047 $265,892,788,853
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,944,808,500 $2,223,488,799
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD356,863,213,547$268,116,277,652
ProductVolume
PLN
USD
Equivalent
IRS PLN258,257,988,228 $68,930,453,277
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,470,000,000 $1,214,826,717
FRAs PLN138,091,000,000 $36,997,331,871
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN400,818,988,228$107,142,611,865
ProductVolume
SEK
USD
Equivalent
IRS SEK1,264,177,644,321 $150,803,214,339
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK36,805,000,000 $4,366,761,029
FRAs SEK2,274,336,246,000 $268,268,801,670
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,575,318,890,321$423,438,777,038
ProductVolume
SGD
USD
Equivalent
IRS SGD138,890,633,446 $102,455,298,441
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD620,000,000 $461,743,799
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD139,510,633,446$102,917,042,240
ProductVolume
ZAR
USD
Equivalent
IRS ZAR590,313,496,482 $49,986,941,622
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR590,313,496,482$49,986,941,622
ProductUSD
Equivalent
IRS$9,104,431,360,883
OIS$11,819,348,987,847
Basis$216,958,256,681
Zeroes$186,684,558,219
FRAs$3,811,735,605,617
VNS$13,322,897,840
Inflation$15,695,182
Total$25,152,497,362,269
Show:
ProductUSD
Equivalent
IRS $2,564,833,958,777
OIS $1,074,625,417,620
Basis $246,377,294,423
Zeroes $23,484,328,673
FRAs $370,648,800,000
VNS $31,602,900,879
Inflation $0
Total$4,311,572,700,372
ProductVolume
EUR
USD
Equivalent
IRS €1,270,765,573,177 $1,373,316,354,933
OIS €1,479,222,298,460 $1,598,595,537,946
Basis €31,289,742,883 $33,814,825,134
Zeroes €202,489,332,994 $218,830,222,166
FRAs €482,602,497,500 $521,548,519,048
VNS €9,695,214,469 $10,477,618,277
Inflation €0 $0
Total€3,476,064,659,483$3,756,583,077,504
ProductVolume
GBP
USD
Equivalent
IRS £249,414,480,808 $373,223,829,081
OIS £570,213,942,000 $853,268,142,809
Basis £11,562,200,000 $17,301,676,080
Zeroes £11,081,112,508 $16,581,776,757
FRAs £38,343,000,000 $57,376,465,200
VNS £4,230,184,524 $6,330,048,122
Inflation £10,726,981 $16,051,854
Total£884,855,646,821$1,324,097,989,903
ProductVolume
JPY
USD
Equivalent
IRS ¥44,022,306,576,580 $370,199,777,796
OIS ¥3,500,538,000,000 $29,437,312,366
Basis ¥1,225,020,000,000 $10,301,644,031
Zeroes ¥21,200,000,000 $178,278,602
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥48,769,064,576,580$410,117,012,795
ProductVolume
CHF
USD
Equivalent
IRS CHF156,817,219,488 $164,732,621,974
OIS CHF2,646,500,000 $2,780,082,988
Basis CHF14,563,850,000 $15,298,965,282
Zeroes CHF728,500,000 $765,271,285
FRAs CHF2,505,000,000 $2,631,440,727
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF177,261,069,488$186,208,382,256
ProductVolume
AUD
USD
Equivalent
IRS $1,015,088,698,921 $789,332,972,281
OIS $0 $0
Basis $66,804,350,173 $51,947,062,695
Zeroes $4,607,000,000 $3,582,403,200
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,086,500,049,094$844,862,438,176
ProductVolume
CAD
USD
Equivalent
IRS $538,575,637,910 $439,653,581,967
OIS $205,304,550,000 $167,595,551,020
Basis $3,887,500,000 $3,173,469,388
Zeroes $65,876,902,000 $53,777,062,857
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$813,644,589,910$664,199,665,232
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK546,108,305,268 $21,517,269,711
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK97,800,000,000 $3,853,427,896
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK643,908,305,268$25,370,697,607
ProductVolume
DKK
USD
Equivalent
IRS DKK329,960,076,317 $47,787,057,745
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK2,237,000,000 $323,977,523
FRAs DKK25,012,500,000 $3,622,480,014
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK357,209,576,317$51,733,515,282
ProductVolume
HKD
USD
Equivalent
IRS HKD255,930,094,272 $33,014,505,101
OIS HKD0 $0
Basis HKD3,800,000,000 $490,192,917
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD259,730,094,272$33,504,698,018
ProductVolume
HUF
USD
Equivalent
IRS HUF6,985,423,650,000 $25,076,908,565
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF12,058,550,000,000 $43,288,878,518
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF19,043,973,650,000$68,365,787,083
ProductVolume
NOK
USD
Equivalent
IRS NOK270,063,506,260 $34,487,345,643
OIS NOK0 $0
Basis NOK995,000,000 $127,062,369
Zeroes NOK18,723,000,000 $2,390,943,454
FRAs NOK503,388,600,000 $64,283,163,917
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK793,170,106,260$101,288,515,383
ProductVolume
NZD
USD
Equivalent
IRS NZD747,607,634,533 $574,386,945,611
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,881,808,500 $2,982,393,471
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD751,489,443,033$577,369,339,082
ProductVolume
PLN
USD
Equivalent
IRS PLN143,962,385,228 $38,641,914,678
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,370,000,000 $367,730,939
FRAs PLN83,164,000,000 $22,322,610,084
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN228,496,385,228$61,332,255,701
ProductVolume
SEK
USD
Equivalent
IRS SEK1,445,711,789,416 $167,442,094,650
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK66,950,000,000 $7,754,137,663
FRAs SEK1,341,203,600,000 $155,337,973,848
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,853,865,389,416$330,534,206,161
ProductVolume
SGD
USD
Equivalent
IRS SGD237,235,696,252 $176,252,374,630
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD620,000,000 $460,624,071
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD237,855,696,252$176,712,998,701
ProductVolume
ZAR
USD
Equivalent
IRS ZAR491,064,646,322 $40,694,840,998
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR491,064,646,322$40,694,840,998
ProductUSD
Equivalent
IRS$7,234,594,354,141
OIS$3,726,302,044,749
Basis$378,832,192,319
Zeroes$331,479,150,661
FRAs$1,244,913,759,252
VNS$48,410,567,278
Inflation$16,051,854
Total$12,964,548,120,254

Figures as of COB Apr 17, 2015.

Notional Outstanding by Product

As of COB Apr 17, 2015

Daily Notional by Tenor
 

As of COB Apr 17, 2015

Notional Outstanding by Tenor
 

As of COB Apr 17, 2015

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
$297,506,140,000
$2,498,330,293,221
$58,852,595,899,438
$102,511,688,176,081
EUR
€199,942,270,656
€2,911,023,097,468
€55,920,063,521,911
€94,007,025,890,767
GBP
£38,244,541,349
£845,921,463,666
£14,462,308,071,495
£27,766,289,587,209
JPY
¥4,322,359,050,000
¥42,427,995,911,600
¥543,175,441,942,314
¥1,916,789,573,113,580
CHF
CHF4,943,800,000
CHF100,665,278,000
CHF1,217,490,039,293
CHF4,328,406,642,893
AUD
$30,174,120,004
$176,891,728,698
$2,639,660,824,069
$11,416,035,838,163
CAD
$92,433,004,350
$304,490,748,350
$3,616,002,872,440
$11,213,229,840,968
Other*
Show All
Hide
$42,756,897,111
$336,997,587,894
$5,354,203,163,561
$14,578,384,536,910
CZK
CZK29,502,000,000
CZK234,385,060,000
CZK3,083,961,902,962
CZK10,233,735,792,537
DKK
DKK915,800,000
DKK75,642,380,000
DKK1,384,564,452,454
DKK3,590,702,583,113
HKD
HKD5,629,800,000
HKD79,196,800,000
HKD1,622,104,240,847
HKD7,821,894,671,251
HUF
HUF428,520,000,000
HUF4,271,265,260,000
HUF98,426,263,764,724
HUF221,714,483,796,444
NOK
NOK34,525,400,000
NOK523,239,730,000
NOK6,493,253,734,372
NOK14,371,549,115,528
NZD
NZD4,244,152,000
NZD36,443,412,000
NZD1,007,287,964,474
NZD3,441,112,901,378
PLN
PLN12,650,500,000
PLN132,219,140,000
PLN2,236,544,708,251
PLN5,332,627,395,229
SEK
SEK139,292,320,000
SEK799,536,952,860
SEK12,881,279,195,246
SEK31,574,393,049,012
SGD
SGD11,377,900,000
SGD79,769,322,000
SGD682,087,680,206
SGD1,750,781,763,414
ZAR
ZAR42,790,000,000
ZAR132,492,000,000
ZAR2,734,264,570,877
ZAR11,850,884,327,307
Total in USD$754,030,338,176$8,041,058,771,938$159,692,963,598,963$298,929,581,220,344

Figures as of COB Apr 17, 2015. Weekly figures as of COB Apr 17, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $146,049,290,000
OIS $123,506,600,000
Basis $9,424,000,000
Zeroes $22,000,000
FRAs $17,600,000,000
VNS $904,250,000
Inflation $0
Total$297,506,140,000
ProductVolume
EUR
USD
Equivalent
IRS €112,052,380,000 $121,095,007,066
OIS €67,377,400,000 $72,814,756,180
Basis €400,000,000 $432,280,000
Zeroes €300,000,000 $324,210,000
FRAs €19,650,000,000 $21,235,755,000
VNS €12,490,656 $13,498,652
Inflation €150,000,000 $162,105,000
Total€199,942,270,656$216,077,611,898
ProductVolume
GBP
USD
Equivalent
IRS £19,503,626,000 $29,185,225,946
OIS £8,606,000,000 $12,878,018,400
Basis £4,863,600,000 $7,277,891,040
Zeroes £6,778,016 $10,142,623
FRAs £4,800,000,000 $7,182,720,000
VNS £64,037,333 $95,825,466
Inflation £400,500,000 $599,308,200
Total£38,244,541,349$57,229,131,675
ProductVolume
JPY
USD
Equivalent
IRS ¥4,286,359,050,000 $36,045,570,786
OIS ¥0 $0
Basis ¥36,000,000,000 $302,737,249
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,322,359,050,000$36,348,308,035
ProductVolume
CHF
USD
Equivalent
IRS CHF2,385,800,000 $2,506,224,066
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF2,558,000,000 $2,687,115,920
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,943,800,000$5,193,339,986
ProductVolume
AUD
USD
Equivalent
IRS $29,934,120,004 $23,276,771,715
OIS $0 $0
Basis $240,000,000 $186,624,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$30,174,120,004$23,463,395,715
ProductVolume
CAD
USD
Equivalent
IRS $57,593,004,350 $47,014,697,429
OIS $34,840,000,000 $28,440,816,327
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$92,433,004,350$75,455,513,756
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK29,502,000,000 $1,162,411,348
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK29,502,000,000$1,162,411,348
ProductVolume
DKK
USD
Equivalent
IRS DKK915,800,000 $132,632,372
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK915,800,000$132,632,372
ProductVolume
HKD
USD
Equivalent
IRS HKD5,629,800,000 $726,233,706
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD5,629,800,000$726,233,706
ProductVolume
HUF
USD
Equivalent
IRS HUF108,520,000,000 $389,574,957
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF320,000,000,000 $1,148,765,078
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF428,520,000,000$1,538,340,035
ProductVolume
NOK
USD
Equivalent
IRS NOK8,525,400,000 $1,088,701,027
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK26,000,000,000 $3,320,222,710
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK34,525,400,000$4,408,923,737
ProductVolume
NZD
USD
Equivalent
IRS NZD4,244,152,000 $3,260,781,982
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,244,152,000$3,260,781,982
ProductVolume
PLN
USD
Equivalent
IRS PLN6,074,500,000 $1,630,497,510
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN76,000,000 $20,399,673
FRAs PLN6,500,000,000 $1,744,708,835
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN12,650,500,000$3,395,606,018
ProductVolume
SEK
USD
Equivalent
IRS SEK35,292,320,000 $4,087,550,526
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK104,000,000,000 $12,045,262,390
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK139,292,320,000$16,132,812,916
ProductVolume
SGD
USD
Equivalent
IRS SGD11,377,900,000 $8,453,120,357
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,377,900,000$8,453,120,357
ProductVolume
ZAR
USD
Equivalent
IRS ZAR42,790,000,000 $3,546,034,640
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR42,790,000,000$3,546,034,640
ProductUSD
Equivalent
IRS$429,650,325,433
OIS$237,640,190,907
Basis$17,623,532,289
Zeroes$376,752,296
FRAs$66,964,549,933
VNS$1,013,574,118
Inflation$761,413,200
Total$754,030,338,176
Show:
ProductUSD
Equivalent
IRS $889,233,362,518
OIS $279,140,200,000
Basis $56,967,352,000
Zeroes $6,034,506,000
FRAs $1,264,642,000,000
VNS $2,312,872,703
Inflation $0
Total$2,498,330,293,221
ProductVolume
EUR
USD
Equivalent
IRS €772,616,354,812 $825,928,473,556
OIS €576,894,120,000 $615,907,220,764
Basis €15,740,000,000 $16,752,235,800
Zeroes €49,162,332,000 $52,498,007,425
FRAs €1,495,248,000,000 $1,595,160,546,600
VNS €292,490,656 $314,834,652
Inflation €1,069,800,000 $1,146,555,810
Total€2,911,023,097,468$3,107,707,874,607
ProductVolume
GBP
USD
Equivalent
IRS £97,750,684,667 $145,127,505,735
OIS £425,451,700,000 $631,826,611,055
Basis £30,468,000,000 $45,291,494,700
Zeroes £9,249,259,992 $13,671,051,458
FRAs £282,012,000,000 $418,348,548,900
VNS £318,383,372 $473,905,801
Inflation £671,435,635 $1,003,398,373
Total£845,921,463,666$1,255,742,516,022
ProductVolume
JPY
USD
Equivalent
IRS ¥37,047,695,911,600 $310,339,157,338
OIS ¥4,266,900,000,000 $35,538,856,452
Basis ¥1,113,400,000,000 $9,351,855,416
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥42,427,995,911,600$355,229,869,206
ProductVolume
CHF
USD
Equivalent
IRS CHF27,801,878,000 $28,911,632,479
OIS CHF658,000,000 $681,227,847
Basis CHF1,225,400,000 $1,268,168,885
Zeroes CHF402,000,000 $420,502,092
FRAs CHF70,578,000,000 $73,221,842,565
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF100,665,278,000$104,503,373,868
ProductVolume
AUD
USD
Equivalent
IRS $156,601,728,698 $120,692,244,490
OIS $0 $0
Basis $19,290,000,000 $14,851,605,750
Zeroes $1,000,000,000 $758,950,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$176,891,728,698$136,302,800,240
ProductVolume
CAD
USD
Equivalent
IRS $125,028,936,350 $101,418,552,298
OIS $167,264,000,000 $134,845,274,531
Basis $9,240,000,000 $7,572,642,522
Zeroes $2,957,812,000 $2,407,987,529
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$304,490,748,350$246,244,456,880
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK178,385,060,000 $6,954,902,145
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK56,000,000,000 $2,177,364,397
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK234,385,060,000$9,132,266,542
ProductVolume
DKK
USD
Equivalent
IRS DKK37,642,380,000 $5,385,704,087
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK38,000,000,000 $5,467,602,716
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK75,642,380,000$10,853,306,803
ProductVolume
HKD
USD
Equivalent
IRS HKD79,196,800,000 $10,216,362,998
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD79,196,800,000$10,216,362,998
ProductVolume
HUF
USD
Equivalent
IRS HUF713,265,260,000 $2,547,692,455
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,558,000,000,000 $12,677,850,425
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF4,271,265,260,000$15,225,542,880
ProductVolume
NOK
USD
Equivalent
IRS NOK56,107,730,000 $7,135,606,166
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK6,000,000,000 $755,372,588
FRAs NOK461,132,000,000 $59,032,423,564
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK523,239,730,000$66,923,402,318
ProductVolume
NZD
USD
Equivalent
IRS NZD36,443,412,000 $27,688,426,386
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD36,443,412,000$27,688,426,386
ProductVolume
PLN
USD
Equivalent
IRS PLN39,793,140,000 $10,601,919,361
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN76,000,000 $20,399,673
FRAs PLN92,350,000,000 $24,555,483,914
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN132,219,140,000$35,177,802,948
ProductVolume
SEK
USD
Equivalent
IRS SEK197,682,952,860 $22,732,848,033
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK601,854,000,000 $69,310,829,600
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK799,536,952,860$92,043,677,633
ProductVolume
SGD
USD
Equivalent
IRS SGD79,769,322,000 $58,736,251,561
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD79,769,322,000$58,736,251,561
ProductVolume
ZAR
USD
Equivalent
IRS ZAR132,492,000,000 $11,000,547,825
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR132,492,000,000$11,000,547,825
ProductUSD
Equivalent
IRS$2,584,651,189,431
OIS$1,697,939,390,649
Basis$152,055,355,073
Zeroes$76,566,776,765
FRAs$3,524,594,492,681
VNS$3,101,613,156
Inflation$2,149,954,183
Total$8,041,058,771,938
Show:
ProductUSD
Equivalent
IRS $17,938,344,828,576
OIS $10,310,179,705,428
Basis $1,607,152,283,465
Zeroes $216,000,538,811
FRAs $28,736,129,200,000
VNS $44,687,343,158
Inflation $102,000,000
Total$58,852,595,899,438
ProductVolume
EUR
USD
Equivalent
IRS €14,815,508,471,230 $16,617,778,721,758
OIS €19,894,079,124,920 $22,406,102,175,451
Basis €39,362,329,013 $43,297,066,755
Zeroes €666,958,751,071 $748,194,691,361
FRAs €20,473,575,995,000 $22,958,368,940,869
VNS €28,468,650,677 $30,993,067,058
Inflation €2,110,200,000 $2,259,346,950
Total€55,920,063,521,911$62,806,994,010,202
ProductVolume
GBP
USD
Equivalent
IRS £2,461,516,722,357 $3,721,172,603,171
OIS £6,265,464,602,569 $9,455,807,976,129
Basis £481,970,991,843 $729,098,248,934
Zeroes £44,358,060,608 $66,727,343,228
FRAs £5,199,364,800,000 $7,864,218,104,500
VNS £7,196,857,851 $10,876,417,025
Inflation £2,436,036,267 $3,618,175,983
Total£14,462,308,071,495$21,851,518,868,970
ProductVolume
JPY
USD
Equivalent
IRS ¥493,581,163,942,314 $4,146,403,799,519
OIS ¥21,452,476,000,000 $180,390,829,177
Basis ¥23,288,402,000,000 $195,757,210,442
Zeroes ¥4,703,400,000,000 $39,431,734,814
FRAs ¥150,000,000,000 $1,253,626,314
VNS ¥0 $0
Inflation ¥0 $0
Total¥543,175,441,942,314$4,563,237,200,266
ProductVolume
CHF
USD
Equivalent
IRS CHF555,603,239,293 $590,517,807,349
OIS CHF32,898,000,000 $34,794,389,627
Basis CHF66,787,800,000 $69,470,384,770
Zeroes CHF44,655,000,000 $47,571,012,522
FRAs CHF517,546,000,000 $540,434,615,434
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,217,490,039,293$1,282,788,209,702
ProductVolume
AUD
USD
Equivalent
IRS $2,363,308,823,723 $1,855,203,940,090
OIS $0 $0
Basis $253,826,400,346 $198,301,332,921
Zeroes $22,525,600,000 $17,572,140,640
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,639,660,824,069$2,071,077,413,651
ProductVolume
CAD
USD
Equivalent
IRS $2,239,923,495,812 $1,802,220,905,315
OIS $1,215,652,480,000 $980,009,498,837
Basis $54,290,600,000 $43,663,110,898
Zeroes $106,136,296,628 $84,655,318,123
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$3,616,002,872,440$2,910,548,833,173
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,056,513,902,962 $83,003,707,718
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK14,000,000,000 $570,197,443
FRAs CZK1,013,448,000,000 $40,594,613,307
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,083,961,902,962$124,168,518,468
ProductVolume
DKK
USD
Equivalent
IRS DKK798,945,452,454 $120,419,812,742
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,940,000,000 $753,455,307
FRAs DKK580,679,000,000 $87,664,518,664
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,384,564,452,454$208,837,786,713
ProductVolume
HKD
USD
Equivalent
IRS HKD1,620,964,240,847 $209,024,076,379
OIS HKD0 $0
Basis HKD1,140,000,000 $147,041,968
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,622,104,240,847$209,171,118,347
ProductVolume
HUF
USD
Equivalent
IRS HUF28,566,583,764,724 $104,037,037,522
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF69,859,680,000,000 $253,268,855,874
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF98,426,263,764,724$357,305,893,396
ProductVolume
NOK
USD
Equivalent
IRS NOK1,150,970,828,372 $147,207,087,228
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK23,302,000,000 $3,018,756,738
FRAs NOK5,318,980,906,000 $679,751,165,800
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK6,493,253,734,372$829,977,009,766
ProductVolume
NZD
USD
Equivalent
IRS NZD1,002,534,147,474 $753,925,719,851
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,753,817,000 $3,553,971,787
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,007,287,964,474$757,479,691,638
ProductVolume
PLN
USD
Equivalent
IRS PLN1,020,416,708,251 $272,998,536,090
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN9,016,000,000 $2,450,053,107
FRAs PLN1,207,112,000,000 $323,563,978,777
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,236,544,708,251$599,012,567,974
ProductVolume
SEK
USD
Equivalent
IRS SEK4,319,822,703,246 $515,936,350,215
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK73,610,000,000 $8,733,522,058
FRAs SEK8,487,846,492,000 $1,009,035,430,004
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK12,881,279,195,246$1,533,705,302,277
ProductVolume
SGD
USD
Equivalent
IRS SGD679,847,680,206 $500,892,181,854
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD2,240,000,000 $1,667,832,509
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD682,087,680,206$502,560,014,363
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,734,264,570,877 $231,985,260,619
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,734,264,570,877$231,985,260,619
ProductUSD
Equivalent
IRS$49,611,072,375,996
OIS$43,367,284,574,649
Basis$2,886,886,680,153
Zeroes$1,240,900,568,448
FRAs$62,494,283,049,543
VNS$86,556,827,241
Inflation$5,979,522,933
Total$159,692,963,598,963
Show:
ProductUSD
Equivalent
IRS $43,049,104,504,489
OIS $15,422,495,323,500
Basis $7,993,891,116,247
Zeroes $336,997,009,620
FRAs $35,494,945,200,000
VNS $214,153,022,225
Inflation $102,000,000
Total$102,511,688,176,081
ProductVolume
EUR
USD
Equivalent
IRS €43,606,553,974,275 $47,125,602,879,999
OIS €20,737,688,716,544 $22,411,220,195,969
Basis €366,146,430,389 $395,694,447,321
Zeroes €1,520,867,123,173 $1,643,601,100,013
FRAs €27,675,210,829,998 $29,908,600,343,979
VNS €98,448,616,389 $106,393,419,731
Inflation €2,110,200,000 $2,280,493,140
Total€94,007,025,890,768$101,593,392,880,152
ProductVolume
GBP
USD
Equivalent
IRS £7,880,501,835,668 $11,792,382,946,893
OIS £8,748,919,955,507 $13,091,883,821,421
Basis £2,605,107,969,466 $3,898,283,565,509
Zeroes £201,813,321,591 $301,993,454,429
FRAs £8,283,330,263,539 $12,395,175,406,360
VNS £44,380,205,171 $66,410,539,018
Inflation £2,236,036,267 $3,346,004,670
Total£27,766,289,587,209$41,549,475,738,300
ProductVolume
JPY
USD
Equivalent
IRS ¥1,707,809,710,113,580 $14,361,600,387,786
OIS ¥27,498,976,000,000 $231,249,009,797
Basis ¥169,885,087,000,000 $1,428,626,220,410
Zeroes ¥11,545,800,000,000 $97,092,881,470
FRAs ¥50,000,000,000 $420,468,402
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,916,789,573,113,580$16,118,988,967,865
ProductVolume
CHF
USD
Equivalent
IRS CHF3,018,738,091,593 $3,171,109,923,413
OIS CHF63,604,600,000 $66,815,063,816
Basis CHF422,358,600,000 $443,677,293,976
Zeroes CHF30,563,351,300 $32,106,046,851
FRAs CHF793,142,000,000 $833,176,112,191
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,328,406,642,893$4,546,884,440,247
ProductVolume
AUD
USD
Equivalent
IRS $10,321,020,737,817 $8,025,625,725,726
OIS $0 $0
Basis $1,063,401,500,346 $826,901,006,669
Zeroes $31,613,600,000 $24,582,735,360
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,416,035,838,163$8,877,109,467,755
ProductVolume
CAD
USD
Equivalent
IRS $9,078,663,332,159 $7,411,153,740,538
OIS $1,526,557,326,290 $1,246,169,245,951
Basis $268,803,995,446 $219,431,833,017
Zeroes $339,205,187,072 $276,902,193,529
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,213,229,840,967$9,153,657,013,035
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,163,367,792,537 $361,046,800,336
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $835,303,388
FRAs CZK1,049,168,000,000 $41,338,376,675
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,233,735,792,537$403,220,480,399
ProductVolume
DKK
USD
Equivalent
IRS DKK2,712,835,583,113 $392,891,261,603
OIS DKK0 $0
Basis DKK1,930,000,000 $279,515,699
Zeroes DKK30,014,000,000 $4,346,831,190
FRAs DKK845,923,000,000 $122,512,310,277
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,590,702,583,113$520,029,918,769
ProductVolume
HKD
USD
Equivalent
IRS HKD7,807,814,671,251 $1,007,193,538,645
OIS HKD0 $0
Basis HKD14,080,000,000 $1,816,293,755
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,821,894,671,251$1,009,009,832,400
ProductVolume
HUF
USD
Equivalent
IRS HUF119,459,033,796,444 $428,844,894,444
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF108,500,000,000 $389,503,159
FRAs HUF102,146,950,000,000 $366,696,402,929
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF221,714,483,796,444$795,930,800,532
ProductVolume
NOK
USD
Equivalent
IRS NOK5,972,252,915,528 $762,661,913,920
OIS NOK0 $0
Basis NOK39,482,800,000 $5,041,988,047
Zeroes NOK50,664,000,000 $6,469,837,054
FRAs NOK8,309,149,400,000 $1,061,085,636,206
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,371,549,115,528$1,835,259,375,227
ProductVolume
NZD
USD
Equivalent
IRS NZD3,430,742,084,378 $2,635,839,143,427
OIS NZD0 $0
Basis NZD400,000,000 $307,320,000
Zeroes NZD9,970,817,000 $7,660,578,701
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,441,112,901,378$2,643,807,042,128
ProductVolume
PLN
USD
Equivalent
IRS PLN3,377,585,395,229 $906,600,473,817
OIS PLN0 $0
Basis PLN674,000,000 $180,912,885
Zeroes PLN21,518,000,000 $5,775,791,494
FRAs PLN1,932,850,000,000 $518,809,303,324
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,332,627,395,229$1,431,366,481,520
ProductVolume
SEK
USD
Equivalent
IRS SEK16,680,044,849,012 $1,931,879,970,004
OIS SEK0 $0
Basis SEK500,000,000 $57,909,915
Zeroes SEK158,644,400,000 $18,374,167,545
FRAs SEK14,735,203,800,000 $1,706,628,809,025
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK31,574,393,049,012$3,656,940,856,489
ProductVolume
SGD
USD
Equivalent
IRS SGD1,747,941,763,414 $1,298,619,437,901
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD2,840,000,000 $2,109,955,423
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,750,781,763,414$1,300,729,393,324
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,850,884,327,307 $982,090,356,121
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,850,884,327,307$982,090,356,121
ProductUSD
Equivalent
IRS$145,644,247,899,062
OIS$52,469,832,660,454
Basis$15,214,189,423,450
Zeroes$2,759,237,389,226
FRAs$82,449,388,369,368
VNS$386,956,980,974
Inflation$5,728,497,810
Total$298,929,581,220,344

Figures as of COB Apr 17, 2015.

Notional Outstanding by Product

As of COB Apr 17, 2015

Daily Notional by Tenor

As of COB Apr 17, 2015

Notional Outstanding by Currency

As of COB Apr 17, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, 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

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.

  • 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.

  • "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.