Daily Volumes

  • Client Notional Cleared (USD)
    $300,423,532,048,005
    Notional Outstanding (USD)
    $276,563,338,675,380
    As of COB Feb 10, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $909,672,000,000,000
    Trades Compressed
    7,654,432
  • 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 Feb 10, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$286,142,576,917
$1,587,929,667,999
$6,549,366,886,502
$7,706,639,400,361
EUR
€360,072,806,000
€459,556,521,474
€4,975,094,091,493
€5,175,476,001,746
GBP
£19,729,288,400
£384,289,131,223
£999,225,837,785
£1,285,575,955,130
JPY
¥6,224,538,029,000
¥23,024,061,475,380
¥82,140,513,370,871
¥88,814,459,412,698
CHF
CHF409,482,000
CHF7,423,299,000
CHF36,343,288,000
CHF187,983,628,400
AUD
$72,568,748,000
$54,863,019,029
$388,702,510,315
$1,105,207,567,177
CAD
$15,248,141,000
$53,944,739,500
$424,074,797,164
$872,845,608,792
Other*
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$20,972,648,926
$98,284,328,705
$478,653,151,255
$1,734,454,703,661
CZK
CZK16,543,000,000
CZK79,126,550,000
CZK586,322,600,000
CZK991,583,643,293
DKK
DKK61,430,000
DKK2,085,220,000
DKK19,324,980,000
DKK359,497,520,617
HKD
HKD0
HKD19,919,501,225
HKD226,960,558,725
HKD439,438,713,217
HUF
HUF119,550,000,000
HUF3,339,128,198,572
HUF8,213,426,218,572
HUF14,694,120,917,620
NOK
NOK7,315,000,000
NOK69,124,139,742
NOK271,599,439,742
NOK592,374,898,936
NZD
NZD9,743,690,000
NZD28,473,982,948
NZD161,068,699,948
NZD875,078,386,970
PLN
PLN3,964,000,000
PLN23,929,885,386
PLN176,330,780,239
PLN378,329,215,555
SEK
SEK78,884,586,000
SEK251,967,139,000
SEK1,087,386,854,361
SEK3,089,321,952,338
SGD
SGD1,072,800,000
SGD18,378,084,248
SGD90,455,640,996
SGD472,689,775,144
ZAR
ZAR19,984,400,000
ZAR75,743,545,000
ZAR369,101,768,707
ZAR1,092,243,723,758
Total in USD$860,205,658,290$3,033,398,767,525$15,235,345,350,586$19,541,240,973,054

Figures as of COB Feb 10, 2016. Weekly figures as of COB Feb 5, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $86,881,774,280
OIS $96,806,600,000
Basis $3,474,200,000
Zeroes $2,512,500,000
FRAs $96,294,000,000
VNS $173,502,637
Inflation $0
Total$286,142,576,917
ProductVolume
EUR
USD
Equivalent
IRS €54,396,323,000 $61,432,487,380
OIS €277,610,985,500 $313,519,966,474
Basis €100,000,000 $112,935,000
Zeroes €0 $0
FRAs €27,855,497,500 $31,458,606,102
VNS €0 $0
Inflation €110,000,000 $124,228,500
Total€360,072,806,000$406,648,223,456
ProductVolume
GBP
USD
Equivalent
IRS £6,862,383,000 $9,968,983,784
OIS £8,443,300,000 $12,265,581,910
Basis £80,700,000 $117,232,890
Zeroes £68,280,000 $99,190,356
FRAs £4,205,000,000 $6,108,603,500
VNS £6,305,000 $9,159,274
Inflation £63,320,400 $91,985,545
Total£19,729,288,400$28,660,737,259
ProductVolume
JPY
USD
Equivalent
IRS ¥4,565,238,029,000 $40,277,365,821
OIS ¥356,100,000,000 $3,141,735,410
Basis ¥1,303,200,000,000 $11,497,639,949
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,224,538,029,000$54,916,741,180
ProductVolume
CHF
USD
Equivalent
IRS CHF409,482,000 $420,542,261
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF409,482,000$420,542,261
ProductVolume
AUD
USD
Equivalent
IRS $16,498,748,000 $11,707,511,581
OIS $55,300,000,000 $39,240,880,000
Basis $770,000,000 $546,392,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$72,568,748,000$51,494,783,581
ProductVolume
CAD
USD
Equivalent
IRS $8,858,141,000 $6,360,865,288
OIS $6,340,000,000 $4,552,635,358
Basis $50,000,000 $35,904,064
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$15,248,141,000$10,949,404,710
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK16,543,000,000 $691,163,568
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK16,543,000,000$691,163,568
ProductVolume
DKK
USD
Equivalent
IRS DKK61,430,000 $9,294,198
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK61,430,000$9,294,198
ProductVolume
HKD
USD
Equivalent
IRS HKD0 $0
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD0$0
ProductVolume
HUF
USD
Equivalent
IRS HUF119,550,000,000 $433,497,716
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF119,550,000,000$433,497,716
ProductVolume
NOK
USD
Equivalent
IRS NOK3,315,000,000 $389,566,893
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK4,000,000,000 $470,065,633
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK7,315,000,000$859,632,526
ProductVolume
NZD
USD
Equivalent
IRS NZD9,743,690,000 $6,514,631,134
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD9,743,690,000$6,514,631,134
ProductVolume
PLN
USD
Equivalent
IRS PLN3,964,000,000 $1,015,524,927
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,964,000,000$1,015,524,927
ProductVolume
SEK
USD
Equivalent
IRS SEK28,584,586,000 $3,413,390,572
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK50,300,000,000 $6,006,508,045
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK78,884,586,000$9,419,898,617
ProductVolume
SGD
USD
Equivalent
IRS SGD1,072,800,000 $770,938,881
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,072,800,000$770,938,881
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,984,400,000 $1,258,067,359
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR19,984,400,000$1,258,067,359
ProductUSD
Equivalent
IRS$231,545,605,643
OIS$469,527,399,152
Basis$15,784,303,903
Zeroes$2,611,690,356
FRAs$140,337,783,280
VNS$182,661,911
Inflation$216,214,045
Total$860,205,658,290
Show:
ProductUSD
Equivalent
IRS $486,441,693,328
OIS $909,774,780,000
Basis $26,359,950,000
Zeroes $5,963,030,000
FRAs $159,098,000,000
VNS $292,214,671
Inflation $0
Total$1,587,929,667,999
ProductVolume
EUR
USD
Equivalent
IRS €161,748,636,000 $178,754,319,522
OIS €226,964,810,000 $251,885,663,559
Basis €1,887,280,000 $2,105,121,032
Zeroes €7,870,000,000 $8,809,993,000
FRAs €60,664,000,000 $67,359,693,200
VNS €379,635,474 $414,684,529
Inflation €42,160,000 $45,914,504
Total€459,556,521,474$509,375,389,346
ProductVolume
GBP
USD
Equivalent
IRS £71,734,706,223 $104,120,357,220
OIS £274,991,258,000 $399,153,774,967
Basis £8,245,900,000 $11,963,553,920
Zeroes £640,267,000 $930,694,467
FRAs £28,677,000,000 $41,580,093,950
VNS £0 $0
Inflation £0 $0
Total£384,289,131,223$557,748,474,524
ProductVolume
JPY
USD
Equivalent
IRS ¥19,996,861,475,380 $169,000,745,789
OIS ¥832,400,000,000 $7,089,862,768
Basis ¥2,023,800,000,000 $17,181,478,265
Zeroes ¥121,000,000,000 $1,014,091,400
FRAs ¥50,000,000,000 $428,173,839
VNS ¥0 $0
Inflation ¥0 $0
Total¥23,024,061,475,380$194,714,352,061
ProductVolume
CHF
USD
Equivalent
IRS CHF6,473,299,000 $6,422,061,113
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF950,000,000 $944,503,374
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,423,299,000$7,366,564,487
ProductVolume
AUD
USD
Equivalent
IRS $36,691,733,315 $26,184,335,747
OIS $15,010,000,000 $10,722,358,500
Basis $3,161,285,714 $2,254,952,714
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$54,863,019,029$39,161,646,961
ProductVolume
CAD
USD
Equivalent
IRS $19,568,739,500 $14,087,010,848
OIS $34,376,000,000 $24,731,332,594
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$53,944,739,500$38,818,343,442
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK72,626,550,000 $2,980,386,371
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK6,500,000,000 $267,016,595
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK79,126,550,000$3,247,402,966
ProductVolume
DKK
USD
Equivalent
IRS DKK2,085,220,000 $307,530,159
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,085,220,000$307,530,159
ProductVolume
HKD
USD
Equivalent
IRS HKD19,919,501,225 $2,556,504,208
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD19,919,501,225$2,556,504,208
ProductVolume
HUF
USD
Equivalent
IRS HUF1,306,128,198,572 $4,612,354,628
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,033,000,000,000 $7,219,665,521
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,339,128,198,572$11,832,020,149
ProductVolume
NOK
USD
Equivalent
IRS NOK26,124,139,742 $3,042,930,195
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK43,000,000,000 $4,964,131,399
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK69,124,139,742$8,007,061,594
ProductVolume
NZD
USD
Equivalent
IRS NZD28,473,982,948 $18,857,587,166
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD28,473,982,948$18,857,587,166
ProductVolume
PLN
USD
Equivalent
IRS PLN9,459,885,386 $2,376,028,008
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN14,470,000,000 $3,658,548,223
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN23,929,885,386$6,034,576,231
ProductVolume
SEK
USD
Equivalent
IRS SEK131,847,139,000 $15,494,830,384
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK16,920,000,000 $1,991,301,158
FRAs SEK103,200,000,000 $12,201,188,888
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK251,967,139,000$29,687,320,430
ProductVolume
SGD
USD
Equivalent
IRS SGD18,378,084,248 $13,007,286,553
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD18,378,084,248$13,007,286,553
ProductVolume
ZAR
USD
Equivalent
IRS ZAR75,743,545,000 $4,747,039,249
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR75,743,545,000$4,747,039,249
ProductUSD
Equivalent
IRS$1,052,993,000,488
OIS$1,603,357,772,388
Basis$59,865,055,931
Zeroes$18,709,110,025
FRAs$297,721,014,989
VNS$706,899,200
Inflation$45,914,504
Total$3,033,398,767,525
Show:
ProductUSD
Equivalent
IRS $2,339,349,264,347
OIS $2,932,731,755,000
Basis $207,091,972,222
Zeroes $34,853,554,085
FRAs $1,031,058,900,000
VNS $4,218,440,848
Inflation $63,000,000
Total$6,549,366,886,502
ProductVolume
EUR
USD
Equivalent
IRS €994,161,646,525 $1,090,830,422,402
OIS €3,373,370,443,864 $3,697,234,817,600
Basis €4,559,780,000 $4,994,801,282
Zeroes €27,332,000,000 $30,218,754,280
FRAs €573,154,497,500 $629,106,156,617
VNS €1,132,013,604 $1,260,116,556
Inflation €1,383,710,000 $1,516,517,169
Total€4,975,094,091,493$5,455,161,585,906
ProductVolume
GBP
USD
Equivalent
IRS £284,901,940,463 $410,646,373,831
OIS £580,446,486,000 $837,908,167,798
Basis £25,877,700,000 $37,472,726,010
Zeroes £3,875,169,045 $5,658,322,962
FRAs £103,139,000,000 $149,029,232,800
VNS £154,177,077 $221,364,348
Inflation £831,365,200 $1,198,552,085
Total£999,225,837,785$1,442,134,739,834
ProductVolume
JPY
USD
Equivalent
IRS ¥65,768,297,145,871 $560,348,375,956
OIS ¥7,196,100,000,000 $60,858,114,812
Basis ¥8,180,116,225,000 $70,541,998,675
Zeroes ¥921,000,000,000 $7,848,358,103
FRAs ¥75,000,000,000 $643,979,441
VNS ¥0 $0
Inflation ¥0 $0
Total¥82,140,513,370,871$700,240,826,987
ProductVolume
CHF
USD
Equivalent
IRS CHF27,133,388,000 $26,892,105,456
OIS CHF40,000,000 $40,196,965
Basis CHF4,325,900,000 $4,291,594,505
Zeroes CHF0 $0
FRAs CHF4,844,000,000 $4,794,878,957
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF36,343,288,000$36,018,775,883
ProductVolume
AUD
USD
Equivalent
IRS $194,057,010,315 $136,537,888,481
OIS $177,642,000,000 $125,145,190,300
Basis $15,603,500,000 $11,005,188,629
Zeroes $1,400,000,000 $999,200,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$388,702,510,315$273,687,467,410
ProductVolume
CAD
USD
Equivalent
IRS $190,299,067,860 $134,583,898,466
OIS $228,818,729,304 $162,011,040,802
Basis $450,000,000 $314,232,338
Zeroes $4,507,000,000 $3,172,745,203
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$424,074,797,164$300,081,916,809
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK371,627,600,000 $15,067,340,665
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK11,145,000,000 $449,734,420
FRAs CZK203,550,000,000 $8,218,294,892
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK586,322,600,000$23,735,369,977
ProductVolume
DKK
USD
Equivalent
IRS DKK17,324,980,000 $2,526,831,312
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $292,361,343
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK19,324,980,000$2,819,192,655
ProductVolume
HKD
USD
Equivalent
IRS HKD224,165,558,725 $28,793,985,155
OIS HKD0 $0
Basis HKD2,100,000,000 $269,403,960
Zeroes HKD695,000,000 $88,883,961
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD226,960,558,725$29,152,273,076
ProductVolume
HUF
USD
Equivalent
IRS HUF4,047,526,218,572 $14,173,512,886
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,165,900,000,000 $14,641,239,598
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF8,213,426,218,572$28,814,752,484
ProductVolume
NOK
USD
Equivalent
IRS NOK124,594,439,742 $14,298,617,096
OIS NOK0 $0
Basis NOK2,700,000,000 $303,413,486
Zeroes NOK0 $0
FRAs NOK144,305,000,000 $16,511,069,218
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK271,599,439,742$31,113,099,800
ProductVolume
NZD
USD
Equivalent
IRS NZD161,068,699,948 $105,397,177,711
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD161,068,699,948$105,397,177,711
ProductVolume
PLN
USD
Equivalent
IRS PLN102,136,780,239 $25,254,953,843
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,350,000,000 $329,037,658
FRAs PLN72,844,000,000 $18,040,846,412
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN176,330,780,239$43,624,837,913
ProductVolume
SEK
USD
Equivalent
IRS SEK612,920,854,361 $71,931,571,214
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK65,566,000,000 $7,717,296,031
FRAs SEK408,900,000,000 $48,154,899,493
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,087,386,854,361$127,803,766,738
ProductVolume
SGD
USD
Equivalent
IRS SGD90,455,640,996 $63,304,609,817
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD90,455,640,996$63,304,609,817
ProductVolume
ZAR
USD
Equivalent
IRS ZAR369,101,768,707 $22,888,071,084
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR369,101,768,707$22,888,071,084
ProductUSD
Equivalent
IRS$5,062,824,999,722
OIS$7,815,929,283,277
Basis$336,285,331,107
Zeroes$91,335,886,703
FRAs$1,920,491,858,771
VNS$5,699,921,752
Inflation$2,778,069,254
Total$15,235,345,350,586
Show:
ProductUSD
Equivalent
IRS $4,436,002,215,394
OIS $1,608,393,642,441
Basis $608,366,476,955
Zeroes $81,535,981,939
FRAs $915,176,657,801
VNS $56,921,425,831
Inflation $243,000,000
Total$7,706,639,400,361
ProductVolume
EUR
USD
Equivalent
IRS €1,999,839,385,944 $2,258,518,610,516
OIS €2,407,275,260,684 $2,718,656,315,653
Basis €37,543,002,883 $42,399,190,306
Zeroes €113,671,586,003 $128,375,005,652
FRAs €603,132,114,425 $681,147,253,426
VNS €11,730,103,808 $13,247,392,735
Inflation €2,284,548,000 $2,580,054,284
Total€5,175,476,001,747$5,844,923,822,572
ProductVolume
GBP
USD
Equivalent
IRS £514,498,810,131 $747,412,421,477
OIS £494,112,919,426 $717,797,838,050
Basis £59,399,950,000 $86,290,307,365
Zeroes £22,105,515,806 $32,112,682,811
FRAs £178,001,901,332 $258,583,362,065
VNS £8,025,859,382 $11,659,165,924
Inflation £9,430,999,054 $13,700,412,326
Total£1,285,575,955,131$1,867,556,190,018
ProductVolume
JPY
USD
Equivalent
IRS ¥72,810,215,187,698 $642,376,948,147
OIS ¥5,654,648,000,000 $49,888,817,328
Basis ¥9,181,596,225,000 $81,005,745,511
Zeroes ¥1,093,000,000,000 $9,643,124,972
FRAs ¥75,000,000,000 $661,696,590
VNS ¥0 $0
Inflation ¥0 $0
Total¥88,814,459,412,698$783,576,332,548
ProductVolume
CHF
USD
Equivalent
IRS CHF148,794,078,400 $152,813,061,928
OIS CHF6,085,500,000 $6,249,871,624
Basis CHF27,011,050,000 $27,740,628,530
Zeroes CHF1,144,000,000 $1,174,899,866
FRAs CHF4,949,000,000 $5,082,674,335
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF187,983,628,400$193,061,136,283
ProductVolume
AUD
USD
Equivalent
IRS $861,831,917,004 $611,555,928,306
OIS $142,842,000,000 $101,360,683,200
Basis $93,996,650,173 $66,700,022,963
Zeroes $6,537,000,000 $4,638,655,200
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,105,207,567,177$784,255,289,669
ProductVolume
CAD
USD
Equivalent
IRS $542,432,737,143 $389,510,797,891
OIS $263,277,111,650 $189,054,367,119
Basis $7,687,300,000 $5,520,106,276
Zeroes $59,448,460,000 $42,688,826,655
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$872,845,608,793$626,774,097,941
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK825,338,643,293 $34,482,500,242
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,895,000,000 $204,512,221
FRAs CZK161,350,000,000 $6,741,174,013
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK991,583,643,293$41,428,186,476
ProductVolume
DKK
USD
Equivalent
IRS DKK348,447,520,617 $52,719,195,191
OIS DKK0 $0
Basis DKK3,800,000,000 $574,930,025
Zeroes DKK750,000,000 $113,473,031
FRAs DKK6,500,000,000 $983,432,937
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK359,497,520,617$54,391,031,184
ProductVolume
HKD
USD
Equivalent
IRS HKD434,063,713,217 $55,697,036,328
OIS HKD0 $0
Basis HKD4,680,000,000 $600,515,828
Zeroes HKD695,000,000 $89,179,167
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD439,438,713,217$56,386,731,323
ProductVolume
HUF
USD
Equivalent
IRS HUF10,745,501,870,000 $38,964,036,079
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF3,500,000,000 $12,691,276
FRAs HUF3,945,119,047,620 $14,305,312,378
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF14,694,120,917,620$53,282,039,733
ProductVolume
NOK
USD
Equivalent
IRS NOK324,234,792,846 $38,102,908,278
OIS NOK0 $0
Basis NOK5,555,000,000 $652,803,648
Zeroes NOK0 $0
FRAs NOK262,585,106,090 $30,858,058,522
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK592,374,898,936$69,613,770,448
ProductVolume
NZD
USD
Equivalent
IRS NZD868,278,386,970 $580,530,929,528
OIS NZD0 $0
Basis NZD100,000,000 $66,860,000
Zeroes NZD6,700,000,000 $4,479,620,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD875,078,386,970$585,077,409,528
ProductVolume
PLN
USD
Equivalent
IRS PLN265,230,215,555 $67,948,510,415
OIS PLN0 $0
Basis PLN850,000,000 $217,758,877
Zeroes PLN2,124,000,000 $544,141,005
FRAs PLN110,125,000,000 $28,212,583,901
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN378,329,215,555$96,922,994,198
ProductVolume
SEK
USD
Equivalent
IRS SEK2,110,258,520,966 $251,993,733,285
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK112,709,801,877 $13,459,092,083
FRAs SEK866,353,629,496 $103,454,474,072
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,089,321,952,339$368,907,299,440
ProductVolume
SGD
USD
Equivalent
IRS SGD472,259,775,144 $339,376,792,170
OIS SGD0 $0
Basis SGD280,000,000 $201,214,473
Zeroes SGD150,000,000 $107,793,468
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD472,689,775,144$339,685,800,111
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,092,243,723,758 $68,759,441,219
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,092,243,723,758$68,759,441,219
ProductUSD
Equivalent
IRS$10,766,765,066,394
OIS$5,391,401,535,415
Basis$920,336,560,757
Zeroes$319,179,679,346
FRAs$2,045,206,680,040
VNS$81,827,984,490
Inflation$16,523,466,610
Total$19,541,240,973,052

Figures as of COB Feb 10, 2016.

Notional Outstanding by Product

As of COB Feb 10, 2016

Daily Notional by Tenor
 

As of COB Feb 10, 2016

Notional Outstanding by Tenor
 

As of COB Feb 10, 2016

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
$1,608,205,639,876
$6,173,505,901,233
$29,918,899,946,015
$97,004,827,788,272
EUR
€1,716,774,513,379
€3,239,303,162,210
€25,994,892,681,666
€84,763,994,851,381
GBP
£219,054,505,134
£1,328,135,132,676
£5,693,353,498,227
£23,666,922,176,951
JPY
¥22,056,556,058,000
¥82,659,091,287,478
¥328,302,999,198,430
¥1,748,531,126,932,270
CHF
CHF2,412,044,000
CHF34,697,044,000
CHF401,783,331,216
CHF3,534,861,240,432
AUD
$232,391,536,000
$390,651,548,521
$1,767,081,026,866
$11,997,201,459,374
CAD
$107,218,280,000
$171,701,243,680
$1,691,329,017,103
$9,428,131,990,130
Other*
Show All
Hide
$100,571,947,865
$383,063,304,675
$2,323,193,302,579
$15,109,009,197,056
CZK
CZK41,376,000,000
CZK223,811,100,000
CZK1,865,868,800,000
CZK13,349,258,990,498
DKK
DKK3,772,860,000
DKK8,270,440,000
DKK164,436,560,000
DKK4,148,147,852,211
HKD
HKD100,000,000
HKD156,537,991,931
HKD899,145,193,133
HKD7,385,499,567,437
HUF
HUF1,002,980,000,000
HUF10,603,933,997,144
HUF31,973,846,037,144
HUF205,721,373,276,744
NOK
NOK31,728,000,000
NOK710,981,828,969
NOK2,907,838,418,969
NOK16,675,248,376,650
NZD
NZD25,026,650,000
NZD69,537,109,897
NZD431,600,183,297
NZD3,571,120,695,948
PLN
PLN14,872,200,000
PLN146,224,910,772
PLN863,204,078,478
PLN6,342,386,538,809
SEK
SEK521,494,856,000
SEK775,601,788,894
SEK7,283,228,316,615
SEK34,710,364,360,846
SGD
SGD5,950,500,000
SGD58,945,088,496
SGD328,335,661,991
SGD2,022,034,257,443
ZAR
ZAR60,386,800,000
ZAR256,615,977,092
ZAR1,336,669,078,506
ZAR10,483,542,969,452
Total in USD$4,404,807,671,752$13,197,431,279,800$74,531,830,094,543$276,563,338,675,380

Figures as of COB Feb 10, 2016. Weekly figures as of COB Feb 5, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $313,289,199,560
OIS $338,176,600,000
Basis $49,929,200,000
Zeroes $5,697,453,042
FRAs $900,518,000,000
VNS $595,187,274
Inflation $0
Total$1,608,205,639,876
ProductVolume
EUR
USD
Equivalent
IRS €265,406,108,000 $299,736,388,070
OIS €837,164,571,000 $945,451,808,259
Basis €200,000,000 $225,870,000
Zeroes €3,652,240,000 $4,124,657,244
FRAs €608,370,995,000 $687,063,783,203
VNS €68,899,379 $77,811,514
Inflation €1,911,700,000 $2,158,978,395
Total€1,716,774,513,379$1,938,839,296,685
ProductVolume
GBP
USD
Equivalent
IRS £56,307,656,334 $81,798,132,356
OIS £61,471,000,000 $89,298,921,700
Basis £12,215,400,000 $17,745,311,580
Zeroes £184,830,000 $268,502,541
FRAs £88,266,000,000 $128,224,018,200
VNS £82,978,000 $120,542,141
Inflation £526,640,800 $765,051,090
Total£219,054,505,134$318,220,479,608
ProductVolume
JPY
USD
Equivalent
IRS ¥17,211,316,058,000 $151,848,921,946
OIS ¥1,189,240,000,000 $10,492,214,037
Basis ¥3,596,000,000,000 $31,726,145,838
Zeroes ¥60,000,000,000 $529,357,272
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥22,056,556,058,000$194,596,639,093
ProductVolume
CHF
USD
Equivalent
IRS CHF1,662,044,000 $1,706,936,428
OIS CHF0 $0
Basis CHF750,000,000 $770,257,780
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,412,044,000$2,477,194,208
ProductVolume
AUD
USD
Equivalent
IRS $159,013,536,000 $112,836,005,146
OIS $71,800,000,000 $50,949,280,000
Basis $1,578,000,000 $1,119,748,800
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$232,391,536,000$164,905,033,946
ProductVolume
CAD
USD
Equivalent
IRS $93,857,982,000 $67,397,660,491
OIS $13,080,000,000 $9,392,503,231
Basis $100,000,000 $71,808,129
Zeroes $180,298,000 $129,468,620
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$107,218,280,000$76,991,440,471
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK39,376,000,000 $1,645,122,206
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $83,559,641
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK41,376,000,000$1,728,681,847
ProductVolume
DKK
USD
Equivalent
IRS DKK1,772,860,000 $268,229,064
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $302,594,750
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,772,860,000$570,823,814
ProductVolume
HKD
USD
Equivalent
IRS HKD100,000,000 $12,831,535
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD100,000,000$12,831,535
ProductVolume
HUF
USD
Equivalent
IRS HUF435,580,000,000 $1,579,447,386
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF567,400,000,000 $2,057,437,088
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,002,980,000,000$3,636,884,474
ProductVolume
NOK
USD
Equivalent
IRS NOK9,728,000,000 $1,143,199,619
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK22,000,000,000 $2,585,360,981
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK31,728,000,000$3,728,560,600
ProductVolume
NZD
USD
Equivalent
IRS NZD25,026,650,000 $16,732,818,190
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD25,026,650,000$16,732,818,190
ProductVolume
PLN
USD
Equivalent
IRS PLN14,872,200,000 $3,810,063,022
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN14,872,200,000$3,810,063,022
ProductVolume
SEK
USD
Equivalent
IRS SEK168,218,856,000 $20,087,632,445
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,000,000,000 $238,827,358
FRAs SEK351,276,000,000 $41,947,159,447
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK521,494,856,000$62,273,619,250
ProductVolume
SGD
USD
Equivalent
IRS SGD5,950,500,000 $4,276,166,864
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,950,500,000$4,276,166,864
ProductVolume
ZAR
USD
Equivalent
IRS ZAR60,386,800,000 $3,801,498,269
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR60,386,800,000$3,801,498,269
ProductUSD
Equivalent
IRS$1,081,970,252,597
OIS$1,443,761,327,227
Basis$101,588,342,127
Zeroes$11,071,825,718
FRAs$1,762,698,353,669
VNS$793,540,929
Inflation$2,924,029,485
Total$4,404,807,671,752
Show:
ProductUSD
Equivalent
IRS $1,570,925,852,812
OIS $2,170,988,319,794
Basis $182,513,000,000
Zeroes $30,996,854,191
FRAs $2,216,086,000,000
VNS $1,995,874,436
Inflation $0
Total$6,173,505,901,233
ProductVolume
EUR
USD
Equivalent
IRS €922,427,873,616 $1,019,691,336,398
OIS €1,100,274,905,508 $1,220,489,032,866
Basis €4,524,560,000 $5,043,042,064
Zeroes €71,276,012,000 $79,490,737,705
FRAs €1,128,244,000,000 $1,242,547,786,800
VNS €764,092,614 $834,572,393
Inflation €11,791,718,472 $12,966,500,900
Total€3,239,303,162,210$3,581,063,009,126
ProductVolume
GBP
USD
Equivalent
IRS £238,366,545,446 $345,942,416,591
OIS £757,807,508,000 $1,099,518,769,530
Basis £41,459,880,000 $60,160,569,137
Zeroes £1,280,534,000 $1,861,388,934
FRAs £287,992,000,000 $416,419,204,200
VNS £13,465,230 $19,435,040
Inflation £1,215,200,000 $1,765,190,375
Total£1,328,135,132,676$1,925,686,973,807
ProductVolume
JPY
USD
Equivalent
IRS ¥70,202,411,287,478 $592,467,137,837
OIS ¥3,604,800,000,000 $30,534,718,394
Basis ¥8,365,880,000,000 $70,889,511,610
Zeroes ¥386,000,000,000 $3,228,532,902
FRAs ¥100,000,000,000 $856,347,677
VNS ¥0 $0
Inflation ¥0 $0
Total¥82,659,091,287,478$697,976,248,420
ProductVolume
CHF
USD
Equivalent
IRS CHF28,801,744,000 $28,608,656,810
OIS CHF1,380,000,000 $1,374,228,241
Basis CHF2,615,300,000 $2,600,193,226
Zeroes CHF0 $0
FRAs CHF1,900,000,000 $1,889,006,748
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF34,697,044,000$34,472,085,025
ProductVolume
AUD
USD
Equivalent
IRS $161,760,977,093 $115,299,857,767
OIS $211,836,000,000 $150,713,420,900
Basis $17,054,571,428 $12,177,263,528
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$390,651,548,521$278,190,542,195
ProductVolume
CAD
USD
Equivalent
IRS $76,870,630,600 $55,324,119,407
OIS $82,652,000,000 $59,426,283,110
Basis $6,128,000,000 $4,379,656,970
Zeroes $6,050,613,080 $4,343,155,832
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$171,701,243,680$123,473,215,319
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK200,811,100,000 $8,234,597,306
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK23,000,000,000 $938,073,594
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK223,811,100,000$9,172,670,900
ProductVolume
DKK
USD
Equivalent
IRS DKK8,270,440,000 $1,214,251,553
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,270,440,000$1,214,251,553
ProductVolume
HKD
USD
Equivalent
IRS HKD156,037,991,931 $20,028,475,062
OIS HKD0 $0
Basis HKD500,000,000 $64,290,077
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD156,537,991,931$20,092,765,139
ProductVolume
HUF
USD
Equivalent
IRS HUF4,336,933,997,144 $15,384,032,295
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,267,000,000,000 $22,310,978,063
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,603,933,997,144$37,695,010,358
ProductVolume
NOK
USD
Equivalent
IRS NOK99,221,828,969 $11,535,041,147
OIS NOK0 $0
Basis NOK3,750,000,000 $441,080,471
Zeroes NOK0 $0
FRAs NOK608,010,000,000 $70,742,307,681
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK710,981,828,969$82,718,429,299
ProductVolume
NZD
USD
Equivalent
IRS NZD69,537,109,897 $46,104,164,998
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD69,537,109,897$46,104,164,998
ProductVolume
PLN
USD
Equivalent
IRS PLN35,304,910,772 $8,885,020,693
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN200,000,000 $50,207,735
FRAs PLN110,720,000,000 $27,964,248,735
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN146,224,910,772$36,899,477,163
ProductVolume
SEK
USD
Equivalent
IRS SEK403,361,788,894 $47,461,762,128
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK33,840,000,000 $3,982,602,316
FRAs SEK338,400,000,000 $39,911,590,927
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK775,601,788,894$91,355,955,371
ProductVolume
SGD
USD
Equivalent
IRS SGD58,945,088,496 $41,718,415,131
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD58,945,088,496$41,718,415,131
ProductVolume
ZAR
USD
Equivalent
IRS ZAR256,615,977,092 $16,092,164,763
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR256,615,977,092$16,092,164,763
ProductUSD
Equivalent
IRS$3,944,917,302,698
OIS$4,733,044,772,835
Basis$338,268,607,083
Zeroes$123,953,479,615
FRAs$4,039,665,544,425
VNS$2,849,881,869
Inflation$14,731,691,275
Total$13,197,431,279,800
Show:
ProductUSD
Equivalent
IRS $8,359,689,021,417
OIS $8,748,687,928,970
Basis $1,074,794,760,444
Zeroes $155,311,676,267
FRAs $11,561,119,800,000
VNS $19,170,758,917
Inflation $126,000,000
Total$29,918,899,946,015
ProductVolume
EUR
USD
Equivalent
IRS €6,226,827,352,210 $6,817,623,990,645
OIS €10,696,195,546,160 $11,726,325,414,479
Basis €42,828,760,000 $47,008,082,304
Zeroes €298,203,774,400 $326,782,175,208
FRAs €8,664,542,995,000 $9,465,891,361,733
VNS €4,196,867,102 $4,624,413,472
Inflation €62,097,386,794 $67,893,068,523
Total€25,994,892,681,666$28,456,148,506,364
ProductVolume
GBP
USD
Equivalent
IRS £1,188,686,950,820 $1,713,285,599,332
OIS £1,869,689,344,000 $2,699,341,009,251
Basis £203,690,460,000 $293,998,467,709
Zeroes £14,316,082,650 $20,871,908,742
FRAs £2,407,903,400,000 $3,463,359,171,680
VNS £598,394,265 $859,854,979
Inflation £8,468,866,492 $12,206,957,822
Total£5,693,353,498,227$8,203,922,969,515
ProductVolume
JPY
USD
Equivalent
IRS ¥274,520,226,748,430 $2,334,706,037,349
OIS ¥22,064,560,000,000 $186,431,549,170
Basis ¥28,522,212,450,000 $244,577,421,615
Zeroes ¥3,046,000,000,000 $25,913,836,078
FRAs ¥150,000,000,000 $1,287,958,882
VNS ¥0 $0
Inflation ¥0 $0
Total¥328,302,999,198,430$2,792,916,803,094
ProductVolume
CHF
USD
Equivalent
IRS CHF119,214,631,216 $118,345,409,436
OIS CHF3,540,000,000 $3,529,821,941
Basis CHF25,754,700,000 $25,606,894,812
Zeroes CHF2,000,000,000 $1,995,609,659
FRAs CHF251,274,000,000 $248,356,940,843
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF401,783,331,216$397,834,676,691
ProductVolume
AUD
USD
Equivalent
IRS $1,011,650,177,281 $712,315,480,158
OIS $650,784,000,000 $459,084,817,400
Basis $102,871,300,000 $72,296,717,017
Zeroes $1,775,549,585 $1,258,236,026
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,767,081,026,866$1,244,955,250,601
ProductVolume
CAD
USD
Equivalent
IRS $886,333,695,319 $626,074,553,617
OIS $718,768,229,304 $507,153,827,885
Basis $29,855,000,000 $21,045,309,228
Zeroes $56,372,092,480 $39,684,948,954
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,691,329,017,103$1,193,958,639,684
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,193,154,800,000 $48,303,085,846
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK24,290,000,000 $983,028,480
FRAs CZK648,424,000,000 $26,177,080,743
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,865,868,800,000$75,463,195,069
ProductVolume
DKK
USD
Equivalent
IRS DKK116,436,560,000 $16,978,901,467
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK48,000,000,000 $7,018,757,351
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK164,436,560,000$23,997,658,818
ProductVolume
HKD
USD
Equivalent
IRS HKD890,355,193,133 $114,317,684,714
OIS HKD0 $0
Basis HKD7,000,000,000 $898,132,439
Zeroes HKD1,790,000,000 $229,086,818
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD899,145,193,133$115,444,903,971
ProductVolume
HUF
USD
Equivalent
IRS HUF14,223,646,037,144 $49,825,177,562
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF17,750,200,000,000 $62,203,581,447
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF31,973,846,037,144$112,028,759,009
ProductVolume
NOK
USD
Equivalent
IRS NOK629,566,418,969 $72,173,595,137
OIS NOK0 $0
Basis NOK9,150,000,000 $1,047,907,444
Zeroes NOK0 $0
FRAs NOK2,269,122,000,000 $258,827,238,353
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,907,838,418,969$332,048,740,934
ProductVolume
NZD
USD
Equivalent
IRS NZD431,600,183,297 $282,571,694,972
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD431,600,183,297$282,571,694,972
ProductVolume
PLN
USD
Equivalent
IRS PLN389,708,078,478 $96,285,733,447
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,650,000,000 $892,535,888
FRAs PLN469,846,000,000 $116,317,460,751
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN863,204,078,478$213,495,730,086
ProductVolume
SEK
USD
Equivalent
IRS SEK2,057,456,316,615 $241,709,180,154
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK142,158,000,000 $16,741,902,423
FRAs SEK5,083,614,000,000 $597,096,796,825
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK7,283,228,316,615$855,547,879,402
ProductVolume
SGD
USD
Equivalent
IRS SGD328,335,661,991 $229,783,780,102
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD328,335,661,991$229,783,780,102
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,336,669,078,506 $82,810,960,216
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,336,669,078,506$82,810,960,216
ProductUSD
Equivalent
IRS$21,916,799,885,571
OIS$24,330,554,369,096
Basis$1,781,273,693,012
Zeroes$590,664,944,543
FRAs$25,807,656,148,608
VNS$24,655,027,368
Inflation$80,226,026,345
Total$74,531,830,094,543
Show:
ProductUSD
Equivalent
IRS $43,215,307,187,638
OIS $15,371,770,859,903
Basis $11,967,345,350,607
Zeroes $649,723,592,425
FRAs $25,451,503,048,273
VNS $348,586,349,426
Inflation $591,400,000
Total$97,004,827,788,272
ProductVolume
EUR
USD
Equivalent
IRS €39,721,035,846,382 $44,858,951,833,112
OIS €21,219,338,135,886 $23,964,059,523,762
Basis €794,287,618,389 $897,028,721,827
Zeroes €1,710,867,334,113 $1,932,168,023,781
FRAs €20,926,270,154,153 $23,633,083,198,593
VNS €183,060,494,964 $206,739,369,988
Inflation €209,135,267,494 $236,186,914,344
Total€84,763,994,851,381$95,728,217,585,407
ProductVolume
GBP
USD
Equivalent
IRS £8,198,181,263,337 $11,909,497,921,250
OIS £4,716,876,753,721 $6,852,206,860,131
Basis £3,287,232,402,122 $4,775,362,510,563
Zeroes £253,255,634,144 $367,904,459,721
FRAs £7,042,515,276,402 $10,230,661,942,029
VNS £70,360,332,788 $102,212,455,441
Inflation £98,500,514,436 $143,091,697,321
Total£23,666,922,176,950$34,380,937,846,456
ProductVolume
JPY
USD
Equivalent
IRS ¥1,512,025,165,172,870 $13,340,025,278,335
OIS ¥46,275,636,309,394 $408,272,409,982
Basis ¥175,019,665,450,000 $1,544,132,210,949
Zeroes ¥15,010,660,000,000 $132,433,367,153
FRAs ¥200,000,000,000 $1,764,524,240
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,748,531,126,932,264$15,426,627,790,659
ProductVolume
CHF
USD
Equivalent
IRS CHF2,002,136,506,420 $2,056,214,959,865
OIS CHF52,759,000,000 $54,184,040,259
Basis CHF468,603,400,000 $481,260,552,532
Zeroes CHF26,213,003,297 $26,921,026,288
FRAs CHF985,149,330,714 $1,011,758,581,405
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,534,861,240,431$3,630,339,160,349
ProductVolume
AUD
USD
Equivalent
IRS $9,765,039,615,531 $6,929,272,111,181
OIS $615,984,000,000 $437,102,246,400
Basis $1,601,950,319,307 $1,136,743,946,580
Zeroes $14,227,524,535 $10,095,851,410
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,997,201,459,373$8,513,214,155,571
ProductVolume
CAD
USD
Equivalent
IRS $7,603,815,058,004 $5,460,157,301,454
OIS $1,240,322,786,804 $890,652,582,797
Basis $295,539,195,446 $212,221,165,766
Zeroes $288,454,949,875 $207,134,101,591
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$9,428,131,990,129$6,770,165,151,608
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK11,002,766,990,498 $459,693,628,180
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK47,490,000,000 $1,984,123,668
FRAs CZK2,299,002,000,000 $96,051,890,537
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK13,349,258,990,498$557,729,642,385
ProductVolume
DKK
USD
Equivalent
IRS DKK3,005,930,101,450 $454,789,333,754
OIS DKK0 $0
Basis DKK8,480,000,000 $1,283,001,740
Zeroes DKK30,400,000,000 $4,599,440,200
FRAs DKK1,103,337,750,761 $166,932,105,418
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,148,147,852,211$627,603,881,112
ProductVolume
HKD
USD
Equivalent
IRS HKD7,358,449,567,437 $944,202,015,505
OIS HKD0 $0
Basis HKD24,260,000,000 $3,112,930,338
Zeroes HKD2,790,000,000 $357,999,820
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,385,499,567,437$947,672,945,663
ProductVolume
HUF
USD
Equivalent
IRS HUF156,504,854,229,124 $567,498,927,512
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF394,100,000,000 $1,429,037,639
FRAs HUF48,822,419,047,620 $177,033,936,644
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF205,721,373,276,744$745,961,901,795
ProductVolume
NOK
USD
Equivalent
IRS NOK7,968,550,891,603 $936,435,479,567
OIS NOK0 $0
Basis NOK22,921,400,000 $2,693,640,600
Zeroes NOK92,800,460,268 $10,905,576,773
FRAs NOK8,590,975,624,779 $1,009,580,598,603
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK16,675,248,376,650$1,959,615,295,543
ProductVolume
NZD
USD
Equivalent
IRS NZD3,551,617,700,699 $2,374,611,594,688
OIS NZD0 $0
Basis NZD2,600,000,000 $1,738,360,000
Zeroes NZD16,902,995,249 $11,301,342,623
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,571,120,695,948$2,387,651,297,311
ProductVolume
PLN
USD
Equivalent
IRS PLN4,322,326,815,886 $1,107,323,568,142
OIS PLN0 $0
Basis PLN2,374,000,000 $608,187,734
Zeroes PLN28,196,000,000 $7,223,446,226
FRAs PLN1,989,489,722,924 $509,681,232,496
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,342,386,538,810$1,624,836,434,598
ProductVolume
SEK
USD
Equivalent
IRS SEK20,899,832,829,130 $2,495,725,925,203
OIS SEK0 $0
Basis SEK500,000,000 $59,706,839
Zeroes SEK411,139,157,044 $49,095,639,256
FRAs SEK13,398,892,374,672 $1,600,011,030,799
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK34,710,364,360,846$4,144,892,302,097
ProductVolume
SGD
USD
Equivalent
IRS SGD2,020,474,257,443 $1,451,959,510,936
OIS SGD0 $0
Basis SGD560,000,000 $402,428,946
Zeroes SGD1,000,000,000 $718,623,118
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,022,034,257,443$1,453,080,563,000
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,483,542,969,452 $659,964,933,551
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,483,542,969,452$659,964,933,551
ProductUSD
Equivalent
IRS$139,221,631,509,873
OIS$47,978,248,523,234
Basis$21,023,992,715,021
Zeroes$3,413,995,651,692
FRAs$63,888,062,089,037
VNS$657,538,174,855
Inflation$379,870,011,665
Total$276,563,338,675,377

Figures as of COB Feb 10, 2016.

Notional Outstanding by Product

As of COB Feb 10, 2016

Daily Notional by Tenor

As of COB Feb 10, 2016

Notional Outstanding by Currency

As of COB Feb 10, 2016. *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.