Daily Volumes

  • Client Notional Cleared (USD)
    $242,256,141,341,566
    Notional Outstanding (USD)
    $277,864,105,305,548
    As of COB Jul 31, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $721,175,000,000,000
    Trades Compressed
    5,997,383
  • 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 Jul 31, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$330,984,306,705
$972,103,644,887
$20,734,432,716,479
$6,236,540,434,998
EUR
€44,280,778,000
€256,070,710,432
€12,945,036,317,288
€2,924,960,928,538
GBP
£93,646,826,348
£279,892,057,552
£5,008,974,967,070
£1,246,268,835,528
JPY
¥460,836,275,000
¥4,007,572,207,000
¥219,847,386,592,776
¥48,744,382,173,900
CHF
CHF172,800,000
CHF3,883,710,000
CHF296,000,206,646
CHF190,190,805,974
AUD
$2,008,200,000
$30,016,220,000
$1,276,233,784,651
$811,828,526,186
CAD
$11,044,980,000
$40,764,249,000
$1,701,650,092,331
$850,566,493,189
Other*
Show All
Hide
$9,344,941,867
$54,560,263,933
$2,626,500,509,000
$1,581,037,628,627
CZK
CZK23,871,450,000
CZK58,820,870,000
CZK1,858,266,099,042
CZK922,902,780,958
DKK
DKK40,000,000
DKK791,330,000
DKK485,258,698,681
DKK303,318,056,332
HKD
HKD5,097,800,000
HKD16,502,100,000
HKD465,412,311,102
HKD303,731,276,300
HUF
HUF65,269,500,000
HUF471,346,890,000
HUF55,951,273,046,396
HUF21,083,751,707,720
NOK
NOK7,910,000,000
NOK59,606,282,000
NOK2,597,234,485,186
NOK648,512,250,414
NZD
NZD614,600,000
NZD18,076,531,600
NZD707,534,567,636
NZD848,009,980,202
PLN
PLN3,165,600,000
PLN32,106,450,000
PLN1,012,334,553,428
PLN358,248,830,250
SEK
SEK8,130,300,000
SEK62,604,662,000
SEK6,594,594,643,258
SEK3,159,167,279,310
SGD
SGD4,686,650,000
SGD11,914,804,700
SGD268,161,311,946
SGD306,992,144,587
ZAR
ZAR11,526,000,000
ZAR55,071,500,000
ZAR1,393,834,273,482
ZAR773,725,008,218
Total in USD$549,140,970,684$1,834,686,468,182$50,054,513,398,395$14,812,644,172,696

Figures as of COB Jul 31, 2015. Weekly figures as of COB Jul 31, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $79,233,100,600
OIS $241,990,950,000
Basis $4,308,000,000
Zeroes $900,000,000
FRAs $4,047,000,000
VNS $505,256,105
Inflation $0
Total$330,984,306,705
ProductVolume
EUR
USD
Equivalent
IRS €30,182,843,000 $33,169,435,315
OIS €13,835,349,000 $15,204,356,784
Basis €0 $0
Zeroes €150,000,000 $164,842,500
FRAs €0 $0
VNS €112,586,000 $123,726,385
Inflation €0 $0
Total€44,280,778,000$48,662,360,984
ProductVolume
GBP
USD
Equivalent
IRS £5,553,492,000 $8,678,719,623
OIS £78,380,000,000 $122,488,345,000
Basis £750,000,000 $1,172,062,500
Zeroes £41,996,348 $65,629,793
FRAs £8,900,000,000 $13,908,475,000
VNS £0 $0
Inflation £21,338,000 $33,345,960
Total£93,646,826,348$146,346,577,876
ProductVolume
JPY
USD
Equivalent
IRS ¥460,036,275,000 $3,711,765,975
OIS ¥800,000,000 $6,454,736
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥460,836,275,000$3,718,220,711
ProductVolume
CHF
USD
Equivalent
IRS CHF172,800,000 $178,881,988
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF172,800,000$178,881,988
ProductVolume
AUD
USD
Equivalent
IRS $2,008,200,000 $1,466,990,100
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,008,200,000$1,466,990,100
ProductVolume
CAD
USD
Equivalent
IRS $3,544,980,000 $2,708,469,267
OIS $5,500,000,000 $4,202,162,203
Basis $0 $0
Zeroes $2,000,000,000 $1,528,058,983
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,044,980,000$8,438,690,453
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,871,450,000 $359,925,755
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK15,000,000,000 $608,568,647
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK23,871,450,000$968,494,402
ProductVolume
DKK
USD
Equivalent
IRS DKK40,000,000 $5,887,548
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK40,000,000$5,887,548
ProductVolume
HKD
USD
Equivalent
IRS HKD5,097,800,000 $657,534,600
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD5,097,800,000$657,534,600
ProductVolume
HUF
USD
Equivalent
IRS HUF65,269,500,000 $233,380,413
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF65,269,500,000$233,380,413
ProductVolume
NOK
USD
Equivalent
IRS NOK1,685,000,000 $206,148,990
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,225,000,000 $149,870,927
FRAs NOK5,000,000,000 $611,718,071
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK7,910,000,000$967,737,988
ProductVolume
NZD
USD
Equivalent
IRS NZD614,600,000 $405,175,050
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD614,600,000$405,175,050
ProductVolume
PLN
USD
Equivalent
IRS PLN1,565,600,000 $414,997,813
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,600,000,000 $424,116,314
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,165,600,000$839,114,127
ProductVolume
SEK
USD
Equivalent
IRS SEK8,130,300,000 $942,556,053
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK8,130,300,000$942,556,053
ProductVolume
SGD
USD
Equivalent
IRS SGD4,686,650,000 $3,415,676,700
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,686,650,000$3,415,676,700
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,526,000,000 $909,384,986
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,526,000,000$909,384,986
ProductUSD
Equivalent
IRS$136,698,030,776
OIS$383,892,268,723
Basis$5,480,062,500
Zeroes$2,808,402,203
FRAs$19,599,878,032
VNS$628,982,490
Inflation$33,345,960
Total$549,140,970,684
Show:
ProductUSD
Equivalent
IRS $281,778,347,936
OIS $575,615,083,000
Basis $34,383,700,000
Zeroes $3,737,000,000
FRAs $74,880,000,000
VNS $1,709,513,951
Inflation $0
Total$972,103,644,887
ProductVolume
EUR
USD
Equivalent
IRS €131,746,385,432 $144,821,592,760
OIS €48,613,559,000 $53,495,860,190
Basis €946,500,000 $1,035,306,650
Zeroes €3,411,000,000 $3,729,454,550
FRAs €71,203,800,000 $78,484,914,240
VNS €149,466,000 $164,248,926
Inflation €0 $0
Total€256,070,710,432$281,731,377,316
ProductVolume
GBP
USD
Equivalent
IRS £30,246,515,000 $47,180,971,309
OIS £228,802,000,000 $356,892,763,070
Basis £2,686,000,000 $4,189,392,400
Zeroes £840,742,382 $1,311,454,387
FRAs £15,577,800,000 $24,332,086,560
VNS £18,650,000 $29,094,910
Inflation £1,720,350,170 $2,681,276,453
Total£279,892,057,552$436,617,039,089
ProductVolume
JPY
USD
Equivalent
IRS ¥3,981,772,207,000 $32,202,921,565
OIS ¥25,800,000,000 $207,840,269
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,007,572,207,000$32,410,761,834
ProductVolume
CHF
USD
Equivalent
IRS CHF1,883,710,000 $1,953,477,986
OIS CHF2,000,000,000 $2,066,329,166
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,883,710,000$4,019,807,152
ProductVolume
AUD
USD
Equivalent
IRS $29,458,220,000 $21,497,418,908
OIS $0 $0
Basis $558,000,000 $407,937,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$30,016,220,000$21,905,356,508
ProductVolume
CAD
USD
Equivalent
IRS $22,071,849,000 $16,979,798,244
OIS $10,691,400,000 $8,210,420,137
Basis $0 $0
Zeroes $8,001,000,000 $6,147,999,082
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$40,764,249,000$31,338,217,463
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK29,220,870,000 $1,188,844,151
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK29,600,000,000 $1,200,404,554
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK58,820,870,000$2,389,248,705
ProductVolume
DKK
USD
Equivalent
IRS DKK791,330,000 $116,925,666
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK791,330,000$116,925,666
ProductVolume
HKD
USD
Equivalent
IRS HKD16,272,100,000 $2,098,952,931
OIS HKD0 $0
Basis HKD230,000,000 $29,672,059
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD16,502,100,000$2,128,624,990
ProductVolume
HUF
USD
Equivalent
IRS HUF339,546,890,000 $1,210,818,997
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF131,800,000,000 $471,202,317
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF471,346,890,000$1,682,021,314
ProductVolume
NOK
USD
Equivalent
IRS NOK28,981,282,000 $3,547,613,763
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,225,000,000 $149,870,927
FRAs NOK29,400,000,000 $3,596,710,574
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK59,606,282,000$7,294,195,264
ProductVolume
NZD
USD
Equivalent
IRS NZD18,076,531,600 $12,014,692,559
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD18,076,531,600$12,014,692,559
ProductVolume
PLN
USD
Equivalent
IRS PLN9,446,850,000 $2,506,619,409
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN22,659,600,000 $6,087,548,363
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN32,106,450,000$8,594,167,772
ProductVolume
SEK
USD
Equivalent
IRS SEK39,004,662,000 $4,544,453,123
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK23,600,000,000 $2,742,509,712
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK62,604,662,000$7,286,962,835
ProductVolume
SGD
USD
Equivalent
IRS SGD11,914,804,700 $8,689,497,311
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,914,804,700$8,689,497,311
ProductVolume
ZAR
USD
Equivalent
IRS ZAR55,071,500,000 $4,363,927,517
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR55,071,500,000$4,363,927,517
ProductUSD
Equivalent
IRS$586,696,874,135
OIS$996,488,295,832
Basis$40,046,008,709
Zeroes$15,075,778,946
FRAs$191,795,376,320
VNS$1,902,857,787
Inflation$2,681,276,453
Total$1,834,686,468,182
Show:
ProductUSD
Equivalent
IRS $9,275,803,287,698
OIS $8,422,111,017,000
Basis $334,013,297,946
Zeroes $118,701,601,143
FRAs $2,561,047,000,000
VNS $22,756,512,692
Inflation $0
Total$20,734,432,716,479
ProductVolume
EUR
USD
Equivalent
IRS €3,557,578,687,129 $3,972,001,711,536
OIS €7,046,118,128,418 $7,915,741,235,965
Basis €13,442,300,000 $15,071,173,460
Zeroes €126,595,842,141 $140,553,535,599
FRAs €2,197,622,249,925 $2,458,562,566,145
VNS €3,582,833,675 $4,002,911,009
Inflation €96,276,000 $106,872,282
Total€12,945,036,317,288$14,506,040,005,996
ProductVolume
GBP
USD
Equivalent
IRS £838,020,686,300 $1,284,015,845,254
OIS £3,847,458,600,500 $5,902,185,645,850
Basis £35,548,930,000 $54,751,654,700
Zeroes £13,573,545,927 $20,928,234,942
FRAs £265,331,600,000 $408,299,181,010
VNS £3,795,462,511 $5,842,529,897
Inflation £5,246,141,832 $8,195,623,931
Total£5,008,974,967,070$7,684,218,715,584
ProductVolume
JPY
USD
Equivalent
IRS ¥201,542,058,592,776 $1,673,547,003,428
OIS ¥13,889,448,000,000 $115,981,456,617
Basis ¥4,413,380,000,000 $37,102,047,538
Zeroes ¥2,500,000,000 $20,875,955
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥219,847,386,592,776$1,826,651,383,538
ProductVolume
CHF
USD
Equivalent
IRS CHF250,892,906,646 $267,642,100,559
OIS CHF4,102,000,000 $4,310,459,669
Basis CHF19,501,300,000 $20,479,225,757
Zeroes CHF20,327,500,000 $21,560,407,563
FRAs CHF1,176,500,000 $1,230,502,360
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF296,000,206,646$315,222,695,908
ProductVolume
AUD
USD
Equivalent
IRS $1,236,722,884,478 $965,678,684,888
OIS $0 $0
Basis $34,132,900,173 $26,510,005,191
Zeroes $5,378,000,000 $4,201,012,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,276,233,784,651$996,389,702,479
ProductVolume
CAD
USD
Equivalent
IRS $927,148,874,017 $744,748,099,658
OIS $721,995,340,000 $578,826,674,430
Basis $1,873,300,000 $1,511,123,988
Zeroes $50,632,578,314 $39,971,771,335
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,701,650,092,331$1,365,057,669,411
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,106,806,099,042 $44,861,302,001
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK744,460,000,000 $30,202,492,981
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,858,266,099,042$75,348,893,703
ProductVolume
DKK
USD
Equivalent
IRS DKK354,559,198,681 $53,158,766,114
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,987,000,000 $296,819,938
FRAs DKK128,712,500,000 $19,157,682,631
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK485,258,698,681$72,613,268,683
ProductVolume
HKD
USD
Equivalent
IRS HKD463,882,311,102 $59,825,995,698
OIS HKD0 $0
Basis HKD1,530,000,000 $197,372,134
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD465,412,311,102$60,023,367,832
ProductVolume
HUF
USD
Equivalent
IRS HUF20,339,103,046,396 $73,548,637,351
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF99,300,000,000 $355,402,136
FRAs HUF35,512,870,000,000 $128,570,460,274
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF55,951,273,046,396$202,474,499,761
ProductVolume
NOK
USD
Equivalent
IRS NOK458,069,032,186 $58,529,868,595
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK19,071,000,000 $2,451,782,873
FRAs NOK2,120,094,453,000 $270,630,559,434
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,597,234,485,186$331,612,210,902
ProductVolume
NZD
USD
Equivalent
IRS NZD699,578,759,136 $509,994,154,419
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD7,955,808,500 $5,732,886,249
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD707,534,567,636$515,727,040,668
ProductVolume
PLN
USD
Equivalent
IRS PLN506,861,553,428 $135,904,731,142
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN5,590,000,000 $1,514,712,656
FRAs PLN499,883,000,000 $133,742,723,597
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,012,334,553,428$271,162,167,395
ProductVolume
SEK
USD
Equivalent
IRS SEK2,365,008,397,258 $282,491,964,533
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK47,605,000,000 $5,626,675,151
FRAs SEK4,181,981,246,000 $495,486,516,611
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK6,594,594,643,258$783,605,156,295
ProductVolume
SGD
USD
Equivalent
IRS SGD267,001,311,946 $197,626,952,051
OIS SGD0 $0
Basis SGD140,000,000 $102,070,575
Zeroes SGD1,020,000,000 $758,529,306
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD268,161,311,946$198,487,551,932
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,393,834,273,482 $115,446,351,829
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,393,834,273,482$115,446,351,829
ProductUSD
Equivalent
IRS$19,714,825,456,754
OIS$22,939,156,489,531
Basis$489,737,971,289
Zeroes$362,959,345,967
FRAs$6,506,929,685,043
VNS$32,601,953,598
Inflation$8,302,496,213
Total$50,054,513,398,395
Show:
ProductUSD
Equivalent
IRS $3,360,212,211,893
OIS $1,619,448,916,803
Basis $353,014,395,573
Zeroes $89,478,287,229
FRAs $772,423,000,000
VNS $41,963,623,499
Inflation $0
Total$6,236,540,434,997
ProductVolume
EUR
USD
Equivalent
IRS €1,478,461,286,477 $1,624,755,030,774
OIS €1,039,655,051,811 $1,142,528,919,188
Basis €32,090,242,883 $35,265,572,417
Zeroes €169,548,602,994 $186,325,437,260
FRAs €193,178,616,925 $212,293,641,070
VNS €11,930,851,448 $13,111,409,199
Inflation €96,276,000 $105,802,510
Total€2,924,960,928,538$3,214,385,812,418
ProductVolume
GBP
USD
Equivalent
IRS £317,426,119,377 $496,057,668,057
OIS £791,496,738,500 $1,236,911,528,091
Basis £23,744,900,000 $37,107,342,475
Zeroes £15,452,125,442 $24,147,809,034
FRAs £86,528,600,000 $135,222,569,650
VNS £6,388,886,377 $9,984,232,186
Inflation £5,231,465,832 $8,175,473,229
Total£1,246,268,835,528$1,947,606,622,722
ProductVolume
JPY
USD
Equivalent
IRS ¥45,583,364,173,900 $367,785,736,436
OIS ¥2,104,238,000,000 $16,977,876,392
Basis ¥1,033,080,000,000 $8,335,323,544
Zeroes ¥23,700,000,000 $191,221,559
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥48,744,382,173,900$393,290,157,931
ProductVolume
CHF
USD
Equivalent
IRS CHF161,366,355,974 $167,045,917,157
OIS CHF5,986,500,000 $6,197,204,969
Basis CHF19,334,950,000 $20,015,476,190
Zeroes CHF326,500,000 $337,991,718
FRAs CHF3,176,500,000 $3,288,302,277
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF190,190,805,974$196,884,892,311
ProductVolume
AUD
USD
Equivalent
IRS $757,500,676,013 $553,354,243,828
OIS $0 $0
Basis $51,599,850,173 $37,693,690,551
Zeroes $2,728,000,000 $1,992,804,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$811,828,526,186$593,040,738,379
ProductVolume
CAD
USD
Equivalent
IRS $606,476,318,293 $463,365,793,095
OIS $174,092,022,896 $133,011,439,734
Basis $4,160,800,000 $3,178,973,908
Zeroes $65,837,352,000 $50,301,678,573
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$850,566,493,189$649,857,885,310
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK669,152,780,958 $27,148,360,149
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK253,750,000,000 $10,294,952,937
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK922,902,780,958$37,443,313,086
ProductVolume
DKK
USD
Equivalent
IRS DKK293,305,556,332 $43,171,262,339
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $147,188,696
FRAs DKK9,012,500,000 $1,326,538,122
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK303,318,056,332$44,644,989,157
ProductVolume
HKD
USD
Equivalent
IRS HKD298,901,276,300 $38,553,480,156
OIS HKD0 $0
Basis HKD4,830,000,000 $622,992,687
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD303,731,276,300$39,176,472,843
ProductVolume
HUF
USD
Equivalent
IRS HUF8,642,821,707,720 $30,903,642,535
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF14,800,000,000 $52,919,512
FRAs HUF12,426,130,000,000 $44,431,401,294
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF21,083,751,707,720$75,387,963,341
ProductVolume
NOK
USD
Equivalent
IRS NOK235,137,650,414 $28,767,590,004
OIS NOK0 $0
Basis NOK995,000,000 $121,731,896
Zeroes NOK21,403,000,000 $2,618,520,376
FRAs NOK390,976,600,000 $47,833,490,341
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK648,512,250,414$79,341,332,617
ProductVolume
NZD
USD
Equivalent
IRS NZD846,003,980,202 $557,728,123,948
OIS NZD0 $0
Basis NZD100,000,000 $65,925,000
Zeroes NZD1,906,000,000 $1,256,530,500
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD848,009,980,202$559,050,579,448
ProductVolume
PLN
USD
Equivalent
IRS PLN197,452,330,250 $52,339,221,548
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN250,000,000 $66,268,174
FRAs PLN160,546,500,000 $42,556,493,618
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN358,248,830,250$94,961,983,340
ProductVolume
SEK
USD
Equivalent
IRS SEK1,872,810,679,310 $217,117,331,646
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK74,750,000,000 $8,665,862,876
FRAs SEK1,211,606,600,000 $140,463,099,075
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,159,167,279,310$366,246,293,597
ProductVolume
SGD
USD
Equivalent
IRS SGD306,352,144,587 $223,272,461,619
OIS SGD0 $0
Basis SGD140,000,000 $102,033,379
Zeroes SGD500,000,000 $364,404,927
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD306,992,144,587$223,738,899,925
ProductVolume
ZAR
USD
Equivalent
IRS ZAR773,725,008,218 $61,045,801,272
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR773,725,008,218$61,045,801,272
ProductUSD
Equivalent
IRS$8,312,623,876,456
OIS$4,155,075,885,177
Basis$495,523,457,620
Zeroes$365,946,924,434
FRAs$1,410,133,488,384
VNS$65,059,264,884
Inflation$8,281,275,739
Total$14,812,644,172,694

Figures as of COB Jul 31, 2015.

Notional Outstanding by Product

As of COB Jul 31, 2015

Daily Notional by Tenor
 

As of COB Jul 31, 2015

Notional Outstanding by Tenor
 

As of COB Jul 31, 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
$1,423,430,201,340
$5,391,004,876,973
$119,875,845,291,760
$99,301,568,423,050
EUR
€279,642,309,890
€2,555,604,152,879
€100,227,520,629,506
€79,031,043,874,796
GBP
£259,351,888,822
£1,350,172,984,521
£29,539,772,780,061
£28,388,754,726,231
JPY
¥4,376,134,550,000
¥29,826,559,014,000
¥1,041,786,217,775,548
¥1,649,901,016,824,900
CHF
CHF1,810,600,000
CHF22,092,926,000
CHF2,344,251,675,503
CHF3,560,455,732,267
AUD
$26,183,100,000
$148,526,340,000
$5,070,590,466,236
$10,338,446,076,975
CAD
$33,395,560,000
$159,111,690,000
$6,270,711,798,361
$10,736,563,968,159
Other*
Show All
Hide
$42,556,687,884
$263,112,359,438
$10,588,925,500,853
$14,593,691,721,974
CZK
CZK64,962,900,000
CZK264,667,218,540
CZK7,085,934,276,579
CZK11,599,552,710,825
DKK
DKK80,000,000
DKK1,982,660,000
DKK2,971,675,387,714
DKK4,160,933,506,222
HKD
HKD16,089,600,000
HKD78,973,600,000
HKD2,805,111,722,259
HKD6,015,620,314,994
HUF
HUF347,339,000,000
HUF2,571,711,780,000
HUF205,146,826,772,724
HUF228,326,665,827,512
NOK
NOK56,290,360,000
NOK508,843,905,192
NOK13,404,122,218,054
NOK15,692,545,088,418
NZD
NZD3,890,700,000
NZD56,706,163,200
NZD1,996,076,014,923
NZD3,845,975,280,196
PLN
PLN13,422,974,000
PLN165,259,274,000
PLN4,640,371,542,327
PLN5,968,159,116,293
SEK
SEK114,478,600,000
SEK422,780,924,000
SEK24,739,089,727,688
SEK29,181,082,910,440
SGD
SGD10,004,300,000
SGD38,318,229,400
SGD1,214,572,001,936
SGD2,047,422,362,177
ZAR
ZAR38,269,000,000
ZAR145,632,000,000
ZAR5,827,452,088,301
ZAR12,747,861,027,523
Total in USD$2,260,426,736,747$11,071,665,386,051$307,899,925,092,078$277,864,105,305,548

Figures as of COB Jul 31, 2015. Weekly figures as of COB Jul 31, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $258,991,440,200
OIS $536,643,900,000
Basis $31,938,000,000
Zeroes $2,920,000,000
FRAs $591,094,000,000
VNS $1,842,861,140
Inflation $0
Total$1,423,430,201,340
ProductVolume
EUR
USD
Equivalent
IRS €187,832,056,741 $206,418,038,755
OIS €66,489,698,000 $73,068,853,617
Basis €0 $0
Zeroes €2,860,000,000 $3,142,997,000
FRAs €20,850,000,000 $22,913,107,500
VNS €574,255,149 $631,077,696
Inflation €1,036,300,000 $1,138,841,885
Total€279,642,309,890$307,312,916,453
ProductVolume
GBP
USD
Equivalent
IRS £30,407,301,800 $47,519,010,888
OIS £202,466,480,000 $316,404,491,620
Basis £3,754,000,000 $5,866,563,500
Zeroes £575,539,536 $899,424,410
FRAs £21,800,000,000 $34,067,950,000
VNS £20,000,000 $31,255,000
Inflation £328,567,486 $513,468,839
Total£259,351,888,822$405,302,164,257
ProductVolume
JPY
USD
Equivalent
IRS ¥3,234,574,550,000 $26,097,906,648
OIS ¥1,600,000,000 $12,909,472
Basis ¥73,300,000,000 $591,415,201
Zeroes ¥1,066,660,000,000 $8,606,261,094
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,376,134,550,000$35,308,492,415
ProductVolume
CHF
USD
Equivalent
IRS CHF790,600,000 $818,426,501
OIS CHF0 $0
Basis CHF1,020,000,000 $1,055,900,621
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,810,600,000$1,874,327,122
ProductVolume
AUD
USD
Equivalent
IRS $23,277,100,000 $17,003,921,550
OIS $0 $0
Basis $2,650,000,000 $1,935,825,000
Zeroes $256,000,000 $187,008,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$26,183,100,000$19,126,754,550
ProductVolume
CAD
USD
Equivalent
IRS $14,497,560,000 $11,076,563,395
OIS $11,000,000,000 $8,404,324,407
Basis $0 $0
Zeroes $7,898,000,000 $6,034,304,924
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$33,395,560,000$25,515,192,726
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK30,962,900,000 $1,256,203,343
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK34,000,000,000 $1,379,422,265
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK64,962,900,000$2,635,625,608
ProductVolume
DKK
USD
Equivalent
IRS DKK80,000,000 $11,775,096
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK80,000,000$11,775,096
ProductVolume
HKD
USD
Equivalent
IRS HKD16,089,600,000 $2,075,300,855
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD16,089,600,000$2,075,300,855
ProductVolume
HUF
USD
Equivalent
IRS HUF297,339,000,000 $1,063,178,031
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF50,000,000,000 $178,782,136
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF347,339,000,000$1,241,960,167
ProductVolume
NOK
USD
Equivalent
IRS NOK19,840,360,000 $2,427,341,351
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK2,450,000,000 $299,741,855
FRAs NOK34,000,000,000 $4,159,682,885
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK56,290,360,000$6,886,766,091
ProductVolume
NZD
USD
Equivalent
IRS NZD3,890,700,000 $2,564,943,975
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,890,700,000$2,564,943,975
ProductVolume
PLN
USD
Equivalent
IRS PLN10,222,974,000 $2,709,831,281
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,200,000,000 $848,232,628
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN13,422,974,000$3,558,063,909
ProductVolume
SEK
USD
Equivalent
IRS SEK26,478,600,000 $3,069,697,883
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK88,000,000,000 $10,201,952,283
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK114,478,600,000$13,271,650,166
ProductVolume
SGD
USD
Equivalent
IRS SGD10,004,300,000 $7,291,232,417
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD10,004,300,000$7,291,232,417
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,269,000,000 $3,019,369,600
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR38,269,000,000$3,019,369,600
ProductUSD
Equivalent
IRS$593,414,181,769
OIS$934,534,479,116
Basis$41,387,704,322
Zeroes$22,089,737,283
FRAs$664,843,129,697
VNS$2,505,193,836
Inflation$1,652,310,724
Total$2,260,426,736,747
Show:
ProductUSD
Equivalent
IRS $1,076,086,643,343
OIS $1,580,609,164,786
Basis $195,010,200,000
Zeroes $13,645,592,371
FRAs $2,520,352,000,000
VNS $5,301,276,473
Inflation $0
Total$5,391,004,876,973
ProductVolume
EUR
USD
Equivalent
IRS €908,350,150,109 $998,969,752,652
OIS €332,642,738,000 $365,767,882,408
Basis €21,815,000,000 $23,989,012,000
Zeroes €20,385,000,000 $22,447,797,800
FRAs €1,264,163,600,000 $1,395,635,916,980
VNS €3,217,264,770 $3,551,567,998
Inflation €5,030,400,000 $5,522,837,545
Total€2,555,604,152,879$2,815,884,767,383
ProductVolume
GBP
USD
Equivalent
IRS £155,933,072,800 $243,246,998,549
OIS £833,293,790,000 $1,300,072,361,437
Basis £18,931,500,000 $29,540,731,520
Zeroes £2,339,728,246 $3,651,197,161
FRAs £334,369,600,000 $521,954,979,320
VNS £119,475,649 $186,475,827
Inflation £5,185,817,826 $8,086,838,491
Total£1,350,172,984,521$2,106,739,582,305
ProductVolume
JPY
USD
Equivalent
IRS ¥28,589,599,014,000 $231,182,293,905
OIS ¥51,600,000,000 $415,680,537
Basis ¥118,700,000,000 $957,282,579
Zeroes ¥1,066,660,000,000 $8,606,261,094
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥29,826,559,014,000$241,161,518,115
ProductVolume
CHF
USD
Equivalent
IRS CHF13,718,126,000 $14,196,209,781
OIS CHF4,000,000,000 $4,132,658,332
Basis CHF4,268,800,000 $4,410,844,668
Zeroes CHF0 $0
FRAs CHF106,000,000 $109,515,446
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF22,092,926,000$22,849,228,227
ProductVolume
AUD
USD
Equivalent
IRS $138,305,340,000 $100,932,749,245
OIS $0 $0
Basis $9,965,000,000 $7,278,853,500
Zeroes $256,000,000 $187,008,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$148,526,340,000$108,398,610,745
ProductVolume
CAD
USD
Equivalent
IRS $116,307,018,000 $89,648,462,776
OIS $22,182,800,000 $17,034,360,731
Basis $706,000,000 $545,179,979
Zeroes $19,915,872,000 $15,286,439,379
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$159,111,690,000$122,514,442,865
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK161,467,218,540 $6,571,315,976
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK103,200,000,000 $4,192,304,501
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK264,667,218,540$10,763,620,477
ProductVolume
DKK
USD
Equivalent
IRS DKK1,982,660,000 $292,746,748
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,982,660,000$292,746,748
ProductVolume
HKD
USD
Equivalent
IRS HKD78,513,600,000 $10,127,916,123
OIS HKD0 $0
Basis HKD460,000,000 $59,344,118
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD78,973,600,000$10,187,260,241
ProductVolume
HUF
USD
Equivalent
IRS HUF1,858,111,780,000 $6,622,950,420
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF713,600,000,000 $2,551,239,324
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,571,711,780,000$9,174,189,744
ProductVolume
NOK
USD
Equivalent
IRS NOK224,399,444,924 $27,478,485,879
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK67,644,460,268 $8,280,749,882
FRAs NOK216,800,000,000 $26,550,130,721
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK508,843,905,192$62,309,366,482
ProductVolume
NZD
USD
Equivalent
IRS NZD56,706,163,200 $37,684,941,433
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD56,706,163,200$37,684,941,433
ProductVolume
PLN
USD
Equivalent
IRS PLN37,942,074,000 $10,091,235,097
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN127,317,200,000 $34,000,752,949
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN165,259,274,000$44,091,988,046
ProductVolume
SEK
USD
Equivalent
IRS SEK169,580,924,000 $19,755,119,711
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK253,200,000,000 $29,365,758,566
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK422,780,924,000$49,120,878,277
ProductVolume
SGD
USD
Equivalent
IRS SGD37,618,229,400 $27,438,253,209
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD700,000,000 $513,384,672
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD38,318,229,400$27,951,637,881
ProductVolume
ZAR
USD
Equivalent
IRS ZAR145,632,000,000 $11,535,730,109
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR145,632,000,000$11,535,730,109
ProductUSD
Equivalent
IRS$2,911,861,804,956
OIS$3,268,032,108,231
Basis$261,791,448,364
Zeroes$72,618,430,359
FRAs$4,534,712,597,807
VNS$9,039,320,298
Inflation$13,609,676,036
Total$11,071,665,386,051
Show:
ProductUSD
Equivalent
IRS $38,171,470,101,406
OIS $24,106,377,278,142
Basis $3,599,292,920,881
Zeroes $570,968,010,075
FRAs $53,319,491,000,000
VNS $108,139,181,256
Inflation $106,800,000
Total$119,875,845,291,760
ProductVolume
EUR
USD
Equivalent
IRS €29,692,022,743,519 $33,166,124,667,935
OIS €30,756,930,730,208 $34,530,058,298,663
Basis €293,974,305,013 $326,752,171,573
Zeroes €1,154,299,419,215 $1,292,186,449,441
FRAs €38,198,538,499,850 $42,614,902,903,790
VNS €88,349,341,301 $97,645,409,960
Inflation €43,405,590,400 $48,010,720,504
Total€100,227,520,629,506$112,075,680,621,866
ProductVolume
GBP
USD
Equivalent
IRS £4,979,382,798,912 $7,623,236,787,981
OIS £13,803,897,414,301 $21,165,185,881,387
Basis £962,542,977,675 $1,473,556,206,970
Zeroes £71,148,972,604 $108,228,789,458
FRAs £9,668,490,800,000 $14,800,038,675,220
VNS £18,379,986,693 $28,172,256,039
Inflation £35,929,829,876 $55,704,455,416
Total£29,539,772,780,061$45,254,123,052,471
ProductVolume
JPY
USD
Equivalent
IRS ¥959,200,571,775,548 $7,955,359,530,937
OIS ¥38,866,898,000,000 $324,535,368,334
Basis ¥35,215,688,000,000 $293,553,727,139
Zeroes ¥8,033,060,000,000 $66,548,905,026
FRAs ¥470,000,000,000 $3,843,111,506
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,041,786,217,775,548$8,643,840,642,942
ProductVolume
CHF
USD
Equivalent
IRS CHF907,792,075,503 $966,616,328,942
OIS CHF61,204,000,000 $64,988,587,158
Basis CHF132,083,600,000 $139,081,797,918
Zeroes CHF49,655,000,000 $53,009,146,836
FRAs CHF1,193,517,000,000 $1,257,460,101,959
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,344,251,675,503$2,481,155,962,813
ProductVolume
AUD
USD
Equivalent
IRS $4,584,919,165,690 $3,568,032,561,358
OIS $0 $0
Basis $458,549,700,546 $355,996,907,219
Zeroes $27,121,600,000 $21,206,206,640
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,070,590,466,236$3,945,235,675,217
ProductVolume
CAD
USD
Equivalent
IRS $3,936,889,291,203 $3,167,296,686,499
OIS $2,027,911,680,000 $1,624,423,020,464
Basis $74,105,200,000 $59,731,419,902
Zeroes $231,805,627,158 $183,667,217,291
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$6,270,711,798,361$5,035,118,344,156
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,623,588,276,579 $187,865,328,541
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK14,000,000,000 $570,197,443
FRAs CZK2,448,346,000,000 $99,223,324,839
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK7,085,934,276,579$287,658,850,823
ProductVolume
DKK
USD
Equivalent
IRS DKK1,304,062,387,714 $195,931,683,577
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK18,914,000,000 $2,839,654,773
FRAs DKK1,648,699,000,000 $248,499,346,658
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,971,675,387,714$447,270,685,008
ProductVolume
HKD
USD
Equivalent
IRS HKD2,799,511,722,259 $361,052,267,365
OIS HKD0 $0
Basis HKD3,600,000,000 $464,398,337
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,805,111,722,259$361,774,673,623
ProductVolume
HUF
USD
Equivalent
IRS HUF69,643,286,772,724 $251,852,443,409
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF364,600,000,000 $1,300,089,216
FRAs HUF135,138,940,000,000 $488,715,071,357
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF205,146,826,772,724$741,867,603,982
ProductVolume
NOK
USD
Equivalent
IRS NOK2,614,752,851,786 $333,867,581,255
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK129,336,460,268 $16,221,338,088
FRAs NOK10,660,032,906,000 $1,369,944,948,822
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK13,404,122,218,054$1,720,033,868,165
ProductVolume
NZD
USD
Equivalent
IRS NZD1,981,300,197,923 $1,444,934,545,836
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD14,775,817,000 $10,572,766,687
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,996,076,014,923$1,455,507,312,523
ProductVolume
PLN
USD
Equivalent
IRS PLN1,921,151,542,327 $516,154,697,892
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN11,716,000,000 $3,174,533,741
FRAs PLN2,707,504,000,000 $725,857,186,573
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,640,371,542,327$1,245,186,418,206
ProductVolume
SEK
USD
Equivalent
IRS SEK8,278,492,282,398 $988,870,704,334
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK120,676,953,290 $14,360,489,420
FRAs SEK16,339,920,492,000 $1,943,970,523,829
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK24,739,089,727,688$2,947,201,717,583
ProductVolume
SGD
USD
Equivalent
IRS SGD1,207,136,001,936 $892,675,392,014
OIS SGD0 $0
Basis SGD280,000,000 $204,141,149
Zeroes SGD7,156,000,000 $5,339,049,308
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,214,572,001,936$898,218,582,471
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,827,452,088,301 $484,205,788,469
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,827,452,088,301$484,205,788,469
ProductUSD
Equivalent
IRS$100,275,547,097,750
OIS$81,815,568,434,148
Basis$6,248,633,691,088
Zeroes$2,350,450,851,364
FRAs$116,871,946,194,553
VNS$233,956,847,255
Inflation$103,821,975,920
Total$307,899,925,092,078
Show:
ProductUSD
Equivalent
IRS $41,196,048,782,235
OIS $15,746,775,554,743
Basis $9,120,042,418,600
Zeroes $532,374,552,144
FRAs $32,432,427,542,478
VNS $273,792,772,850
Inflation $106,800,000
Total$99,301,568,423,050
ProductVolume
EUR
USD
Equivalent
IRS €40,357,834,349,645 $44,351,242,058,542
OIS €15,202,825,490,684 $16,707,145,072,987
Basis €583,021,806,389 $640,711,814,131
Zeroes €1,531,157,130,787 $1,682,665,128,878
FRAs €21,155,441,590,303 $23,248,772,535,663
VNS €157,407,916,589 $172,983,429,935
Inflation €43,355,590,400 $47,645,626,070
Total€79,031,043,874,797$86,851,165,666,206
ProductVolume
GBP
USD
Equivalent
IRS £8,059,066,090,190 $12,594,305,532,445
OIS £9,052,600,762,944 $14,146,951,842,291
Basis £2,857,233,275,299 $4,465,141,300,974
Zeroes £198,540,629,349 $310,269,368,515
FRAs £8,130,693,135,891 $12,706,240,698,114
VNS £54,905,678,681 $85,803,849,358
Inflation £35,715,153,876 $55,813,856,720
Total£28,388,754,726,230$44,364,526,448,417
ProductVolume
JPY
USD
Equivalent
IRS ¥1,442,184,405,824,900 $11,636,149,796,877
OIS ¥34,207,798,000,000 $276,002,888,494
Basis ¥159,833,353,000,000 $1,289,602,654,510
Zeroes ¥13,425,460,000,000 $108,322,252,703
FRAs ¥250,000,000,000 $2,017,105,051
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,649,901,016,824,900$13,312,094,697,635
ProductVolume
CHF
USD
Equivalent
IRS CHF2,114,108,083,887 $2,188,517,685,183
OIS CHF63,894,600,000 $66,143,478,261
Basis CHF442,638,800,000 $458,218,219,462
Zeroes CHF34,996,031,459 $36,227,775,837
FRAs CHF904,818,216,921 $936,664,820,829
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,560,455,732,267$3,685,771,979,572
ProductVolume
AUD
USD
Equivalent
IRS $9,109,804,176,529 $6,654,711,950,955
OIS $0 $0
Basis $1,220,822,300,446 $891,810,690,476
Zeroes $7,819,600,000 $5,712,217,800
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,338,446,076,975$7,552,234,859,231
ProductVolume
CAD
USD
Equivalent
IRS $8,782,512,390,959 $6,710,098,476,494
OIS $1,341,842,564,151 $1,025,207,292,013
Basis $264,310,595,446 $201,941,089,847
Zeroes $347,898,417,602 $265,804,651,108
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,736,563,968,158$8,203,051,509,462
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,697,366,710,825 $393,434,222,283
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $860,110,354
FRAs CZK1,880,986,000,000 $76,313,940,279
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,599,552,710,825$470,608,272,916
ProductVolume
DKK
USD
Equivalent
IRS DKK2,789,538,506,222 $410,588,534,916
OIS DKK0 $0
Basis DKK1,930,000,000 $284,074,183
Zeroes DKK17,690,000,000 $2,603,768,031
FRAs DKK1,351,775,000,000 $198,965,999,411
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,160,933,506,222$612,442,376,541
ProductVolume
HKD
USD
Equivalent
IRS HKD5,997,360,314,994 $773,563,481,406
OIS HKD0 $0
Basis HKD16,260,000,000 $2,097,279,728
Zeroes HKD2,000,000,000 $257,967,986
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,015,620,314,994$775,918,729,120
ProductVolume
HUF
USD
Equivalent
IRS HUF135,442,205,827,512 $484,292,937,489
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF388,600,000,000 $1,389,494,762
FRAs HUF92,495,860,000,000 $330,732,148,604
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF228,326,665,827,512$816,414,580,855
ProductVolume
NOK
USD
Equivalent
IRS NOK6,617,473,150,150 $809,605,582,557
OIS NOK0 $0
Basis NOK10,051,400,000 $1,229,724,605
Zeroes NOK143,958,460,268 $17,612,398,335
FRAs NOK8,921,062,078,000 $1,091,434,977,795
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK15,692,545,088,418$1,919,882,683,292
ProductVolume
NZD
USD
Equivalent
IRS NZD3,833,717,280,196 $2,527,378,116,969
OIS NZD0 $0
Basis NZD400,000,000 $263,700,000
Zeroes NZD11,858,000,000 $7,817,386,500
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,845,975,280,196$2,535,459,203,469
ProductVolume
PLN
USD
Equivalent
IRS PLN3,774,322,116,293 $1,000,469,739,644
OIS PLN0 $0
Basis PLN674,000,000 $178,658,997
Zeroes PLN19,378,000,000 $5,136,578,707
FRAs PLN2,173,785,000,000 $576,211,050,881
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,968,159,116,293$1,581,996,028,229
ProductVolume
SEK
USD
Equivalent
IRS SEK15,992,680,444,818 $1,854,051,849,662
OIS SEK0 $0
Basis SEK500,000,000 $57,965,638
Zeroes SEK199,711,353,290 $23,152,792,006
FRAs SEK12,988,191,112,332 $1,505,737,567,800
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK29,181,082,910,440$3,383,000,175,106
ProductVolume
SGD
USD
Equivalent
IRS SGD2,040,426,362,177 $1,487,082,838,115
OIS SGD0 $0
Basis SGD280,000,000 $204,066,759
Zeroes SGD6,716,000,000 $4,894,686,976
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,047,422,362,177$1,492,181,591,850
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,747,861,027,523 $1,005,788,080,597
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,747,861,027,523$1,005,788,080,597
ProductUSD
Equivalent
IRS$136,077,329,666,369
OIS$47,968,226,128,789
Basis$17,071,783,657,910
Zeroes$3,005,101,130,642
FRAs$73,105,518,386,905
VNS$532,580,052,143
Inflation$103,566,282,790
Total$277,864,105,305,548

Figures as of COB Jul 31, 2015.

Notional Outstanding by Product

As of COB Jul 31, 2015

Daily Notional by Tenor

As of COB Jul 31, 2015

Notional Outstanding by Currency

As of COB Jul 31, 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.