Daily Volumes

  • Client Notional Cleared (USD)
    $190,710,996,615,830
    Notional Outstanding (USD)
    $381,795,360,371,032
    As of COB Dec 17, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $345,700,000,000,000
    Trades Compressed
    3,469,812
  • 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 Dec 17, 2014. *Other: CZK, ZAR, HKD, NZD, DKK, HUF, SGD, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$141,534,742,500
$665,246,761,610
$23,738,811,386,468
$3,591,713,762,829
EUR
€40,460,577,000
€540,975,347,191
€44,935,919,810,569
€3,377,797,035,203
GBP
£11,541,614,500
£49,378,871,199
£15,899,027,614,550
£1,100,680,977,442
JPY
¥2,184,131,623,000
¥11,321,182,994,250
¥300,385,276,652,494
¥46,008,310,766,566
CHF
CHF2,140,568,000
CHF5,498,417,000
CHF352,067,875,813
CHF163,849,581,213
AUD
$14,492,705,000
$75,074,297,400
$1,876,385,245,518
$1,300,127,656,621
CAD
$14,464,360,000
$43,271,602,501
$2,805,724,203,073
$711,874,629,996
Other*
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$18,119,788,805
$80,885,745,294
$3,248,996,365,810
$1,350,235,210,175
CZK
CZK1,287,800,000
CZK11,867,330,000
CZK682,979,587,634
CZK395,872,445,268
DKK
DKK1,840,000,000
DKK2,394,000,000
DKK268,529,300,000
DKK269,745,134,363
HKD
HKD500,000,000
HKD22,101,260,000
HKD678,237,699,533
HKD196,197,720,000
HUF
HUF1,389,320,000,000
HUF2,435,827,810,000
HUF63,013,630,253,000
HUF18,881,734,961,000
NOK
NOK8,741,706,000
NOK93,159,849,000
NOK2,509,375,321,654
NOK1,121,487,449,053
NZD
NZD5,962,810,000
NZD29,909,068,749
NZD924,369,924,227
NZD677,887,948,296
PLN
PLN14,808,000,000
PLN22,569,630,000
PLN693,672,074,574
PLN153,049,087,000
SEK
SEK11,838,721,000
SEK131,995,927,000
SEK7,970,889,446,199
SEK2,538,331,692,899
SGD
SGD114,700,000
SGD3,603,127,000
SGD222,896,627,060
SGD152,788,942,429
ZAR
ZAR5,925,010,000
ZAR49,382,210,000
ZAR1,131,433,818,952
ZAR259,957,840,000
Total in USD$272,379,576,542$1,695,527,549,872$120,968,814,467,773$13,049,508,945,563

Figures as of COB Dec 17, 2014. Weekly figures as of COB Dec 12, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $60,432,970,500
OIS $65,351,550,000
Basis $4,049,000,000
Zeroes $101,222,000
FRAs $11,600,000,000
Total$141,534,742,500
ProductVolume
EUR
USD
Equivalent
IRS €25,828,517,000 $31,880,138,533
OIS €3,782,060,000 $4,668,196,658
Basis €0 $0
Zeroes €0 $0
FRAs €10,850,000,000 $13,392,155,000
Total€40,460,577,000$49,940,490,191
ProductVolume
GBP
USD
Equivalent
IRS £9,041,614,500 $14,082,314,584
OIS £2,500,000,000 $3,893,750,000
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
Total£11,541,614,500$17,976,064,584
ProductVolume
JPY
USD
Equivalent
IRS ¥2,184,131,623,000 $18,405,862,074
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥2,184,131,623,000$18,405,862,074
ProductVolume
CHF
USD
Equivalent
IRS CHF2,140,568,000 $2,200,193,237
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF2,140,568,000$2,200,193,237
ProductVolume
AUD
USD
Equivalent
IRS $14,132,705,000 $11,481,409,542
OIS $0 $0
Basis $360,000,000 $292,464,000
Zeroes $0 $0
FRAs $0 $0
Total$14,492,705,000$11,773,873,542
ProductVolume
CAD
USD
Equivalent
IRS $7,643,360,000 $6,567,588,933
OIS $4,831,000,000 $4,151,056,883
Basis $0 $0
Zeroes $1,990,000,000 $1,709,915,793
FRAs $0 $0
Total$14,464,360,000$12,428,561,609
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,287,800,000 $57,596,494
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK1,287,800,000$57,596,494
ProductVolume
DKK
USD
Equivalent
IRS DKK1,840,000,000 $305,242,203
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,840,000,000$305,242,203
ProductVolume
HKD
USD
Equivalent
IRS HKD500,000,000 $64,465,804
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD500,000,000$64,465,804
ProductVolume
HUF
USD
Equivalent
IRS HUF79,520,000,000 $312,461,934
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,309,800,000,000 $5,146,662,999
TotalHUF1,389,320,000,000$5,459,124,933
ProductVolume
NOK
USD
Equivalent
IRS NOK2,741,706,000 $370,075,724
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK6,000,000,000 $809,880,543
TotalNOK8,741,706,000$1,179,956,267
ProductVolume
NZD
USD
Equivalent
IRS NZD5,962,810,000 $4,594,046,965
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD5,962,810,000$4,594,046,965
ProductVolume
PLN
USD
Equivalent
IRS PLN1,278,000,000 $372,649,074
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN13,530,000,000 $3,945,181,513
TotalPLN14,808,000,000$4,317,830,587
ProductVolume
SEK
USD
Equivalent
IRS SEK9,238,521,000 $1,204,940,656
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK200,000 $26,085
FRAs SEK2,600,000,000 $339,106,845
TotalSEK11,838,721,000$1,544,073,586
ProductVolume
SGD
USD
Equivalent
IRS SGD114,700,000 $87,510,491
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD114,700,000$87,510,491
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,925,010,000 $509,941,475
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR5,925,010,000$509,941,475
ProductUSD
Equivalent
IRS$152,929,408,223
OIS$78,064,553,541
Basis$4,341,464,000
Zeroes$1,811,163,878
FRAs$35,232,986,900
Total$272,379,576,542
Show:
ProductUSD
Equivalent
IRS $467,171,791,500
OIS $182,512,100,000
Basis $2,481,154,691
Zeroes $5,846,715,419
FRAs $7,235,000,000
Total$665,246,761,610
ProductVolume
EUR
USD
Equivalent
IRS €172,913,342,000 $214,393,200,034
OIS €155,636,843,000 $193,246,972,604
Basis €3,100,000,000 $3,855,765,000
Zeroes €43,693,662,191 $54,358,445,585
FRAs €165,631,500,000 $205,480,978,200
Total€540,975,347,191$671,335,361,423
ProductVolume
GBP
USD
Equivalent
IRS £30,385,089,189 $47,723,785,799
OIS £13,567,920,000 $21,315,310,262
Basis £876,700,000 $1,373,278,368
Zeroes £1,269,162,010 $1,993,787,104
FRAs £3,280,000,000 $5,138,776,000
Total£49,378,871,199$77,544,937,533
ProductVolume
JPY
USD
Equivalent
IRS ¥11,201,182,994,250 $94,017,659,840
OIS ¥120,000,000,000 $1,011,207,550
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥11,321,182,994,250$95,028,867,390
ProductVolume
CHF
USD
Equivalent
IRS CHF3,586,417,000 $3,701,701,094
OIS CHF0 $0
Basis CHF530,000,000 $543,032,787
Zeroes CHF0 $0
FRAs CHF1,382,000,000 $1,427,391,035
TotalCHF5,498,417,000$5,672,124,916
ProductVolume
AUD
USD
Equivalent
IRS $74,564,297,400 $61,774,098,325
OIS $0 $0
Basis $510,000,000 $422,438,500
Zeroes $0 $0
FRAs $0 $0
Total$75,074,297,400$62,196,536,825
ProductVolume
CAD
USD
Equivalent
IRS $24,065,602,501 $20,923,170,535
OIS $17,778,000,000 $15,449,407,477
Basis $0 $0
Zeroes $1,428,000,000 $1,244,636,869
FRAs $0 $0
Total$43,271,602,501$37,617,214,881
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK11,867,330,000 $532,477,623
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK11,867,330,000$532,477,623
ProductVolume
DKK
USD
Equivalent
IRS DKK2,394,000,000 $400,571,349
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK2,394,000,000$400,571,349
ProductVolume
HKD
USD
Equivalent
IRS HKD22,101,260,000 $2,851,116,484
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD22,101,260,000$2,851,116,484
ProductVolume
HUF
USD
Equivalent
IRS HUF534,827,810,000 $2,158,396,782
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,901,000,000,000 $7,679,816,310
TotalHUF2,435,827,810,000$9,838,213,092
ProductVolume
NOK
USD
Equivalent
IRS NOK10,459,849,000 $1,443,445,298
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK8,700,000,000 $1,199,550,802
FRAs NOK74,000,000,000 $10,209,803,352
TotalNOK93,159,849,000$12,852,799,452
ProductVolume
NZD
USD
Equivalent
IRS NZD29,589,068,749 $22,935,952,407
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD320,000,000 $245,712,000
FRAs NZD0 $0
TotalNZD29,909,068,749$23,181,664,407
ProductVolume
PLN
USD
Equivalent
IRS PLN17,009,630,000 $5,058,022,711
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,560,000,000 $1,648,357,075
TotalPLN22,569,630,000$6,706,379,786
ProductVolume
SEK
USD
Equivalent
IRS SEK61,565,927,000 $8,165,641,850
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK70,430,000,000 $9,343,951,985
TotalSEK131,995,927,000$17,509,593,835
ProductVolume
SGD
USD
Equivalent
IRS SGD3,603,127,000 $2,740,176,615
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD3,603,127,000$2,740,176,615
ProductVolume
ZAR
USD
Equivalent
IRS ZAR49,382,210,000 $4,272,752,651
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR49,382,210,000$4,272,752,651
ProductUSD
Equivalent
IRS$960,263,960,897
OIS$413,534,997,893
Basis$8,675,669,346
Zeroes$64,888,847,779
FRAs$248,164,073,957
Total$1,695,527,549,872
Show:
ProductUSD
Equivalent
IRS $17,267,315,266,663
OIS $5,226,526,067,000
Basis $286,883,954,691
Zeroes $107,229,798,114
FRAs $850,856,300,000
Total$23,738,811,386,468
ProductVolume
EUR
USD
Equivalent
IRS €5,441,240,783,480 $7,251,143,237,108
OIS €34,389,156,152,256 $46,159,083,120,953
Basis €24,206,942,883 $30,435,502,542
Zeroes €567,376,975,150 $748,950,907,357
FRAs €4,513,938,956,800 $5,975,521,488,088
Total€44,935,919,810,569$60,165,134,256,048
ProductVolume
GBP
USD
Equivalent
IRS £1,557,748,835,412 $2,571,956,908,517
OIS £13,859,823,257,940 $22,982,336,354,079
Basis £113,236,860,000 $187,927,074,200
Zeroes £25,764,161,198 $42,143,730,085
FRAs £342,454,500,000 $565,468,217,275
Total£15,899,027,614,550$26,349,832,284,156
ProductVolume
JPY
USD
Equivalent
IRS ¥281,901,786,652,494 $2,666,659,965,002
OIS ¥3,761,110,000,000 $33,710,065,925
Basis ¥13,861,180,000,000 $134,241,941,580
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥300,385,276,652,494$2,842,994,851,962
ProductVolume
CHF
USD
Equivalent
IRS CHF294,089,825,813 $319,836,646,413
OIS CHF23,260,500,000 $25,697,414,945
Basis CHF14,093,550,000 $15,193,754,620
Zeroes CHF2,587,000,000 $2,818,707,094
FRAs CHF18,037,000,000 $19,404,399,450
TotalCHF352,067,875,813$382,950,922,522
ProductVolume
AUD
USD
Equivalent
IRS $1,775,127,941,372 $1,601,646,732,782
OIS $0 $0
Basis $80,014,450,000 $72,454,387,580
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,876,385,245,518$1,693,740,380,063
ProductVolume
CAD
USD
Equivalent
IRS $1,497,311,669,741 $1,361,499,949,860
OIS $1,088,036,483,332 $982,687,597,571
Basis $634,000,000 $589,065,018
Zeroes $219,742,050,000 $201,577,408,295
FRAs $0 $0
Total$2,805,724,203,073$2,546,354,020,744
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK369,729,587,634 $17,782,140,081
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK309,050,000,000 $14,879,293,821
TotalCZK682,979,587,634$32,863,769,601
ProductVolume
DKK
USD
Equivalent
IRS DKK249,935,000,000 $44,055,272,695
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK268,529,300,000$47,289,003,117
ProductVolume
HKD
USD
Equivalent
IRS HKD674,937,699,533 $87,031,635,699
OIS HKD0 $0
Basis HKD3,300,000,000 $425,652,340
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD678,237,699,533$87,457,288,039
ProductVolume
HUF
USD
Equivalent
IRS HUF18,199,370,253,000 $77,566,356,294
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF44,683,260,000,000 $190,923,853,199
TotalHUF63,013,630,253,000$269,068,113,050
ProductVolume
NOK
USD
Equivalent
IRS NOK366,580,974,653 $57,970,483,625
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK15,510,000,000 $2,228,787,114
FRAs NOK2,126,289,347,001 $334,053,358,783
TotalNOK2,509,375,321,654$394,409,356,565
ProductVolume
NZD
USD
Equivalent
IRS NZD906,594,224,227 $752,470,431,452
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD17,775,700,000 $14,869,116,730
FRAs NZD0 $0
TotalNZD924,369,924,227$767,339,548,182
ProductVolume
PLN
USD
Equivalent
IRS PLN333,048,574,574 $104,232,599,696
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN358,201,500,000 $113,240,188,377
TotalPLN693,672,074,574$218,258,113,532
ProductVolume
SEK
USD
Equivalent
IRS SEK2,650,441,092,199 $385,063,004,384
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK66,315,400,000 $9,353,494,132
FRAs SEK5,254,132,954,000 $757,877,630,067
TotalSEK7,970,889,446,199$1,152,294,128,583
ProductVolume
SGD
USD
Equivalent
IRS SGD222,896,627,060 $176,245,850,227
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD222,896,627,060$176,245,850,227
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,131,433,818,952 $103,771,194,914
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR1,131,433,818,952$103,771,194,914
ProductUSD
Equivalent
IRS$34,846,247,675,412
OIS$75,410,040,620,473
Basis$728,308,059,614
Zeroes$1,159,712,851,353
FRAs$8,824,505,260,921
Total$120,968,814,467,773
Show:
ProductUSD
Equivalent
IRS $2,420,096,116,217
OIS $714,221,653,077
Basis $225,034,154,691
Zeroes $47,542,738,843
FRAs $184,819,100,000
Total$3,591,713,762,828
ProductVolume
EUR
USD
Equivalent
IRS €1,214,565,711,795 $1,499,138,458,069
OIS €1,467,191,334,876 $1,810,954,264,637
Basis €26,905,942,883 $33,210,005,301
Zeroes €221,323,545,649 $273,179,652,395
FRAs €447,810,500,000 $552,732,500,150
Total€3,377,797,035,203$4,169,214,880,552
ProductVolume
GBP
USD
Equivalent
IRS £302,661,622,573 $471,395,477,158
OIS £710,946,800,000 $1,107,299,641,000
Basis £20,046,350,000 $31,222,190,125
Zeroes £16,321,504,868 $25,420,743,833
FRAs £50,704,700,000 $78,972,570,250
Total£1,100,680,977,441$1,714,310,622,366
ProductVolume
JPY
USD
Equivalent
IRS ¥42,849,120,766,566 $361,093,167,881
OIS ¥2,528,310,000,000 $21,306,282,392
Basis ¥609,680,000,000 $5,137,824,969
Zeroes ¥21,200,000,000 $178,654,195
FRAs ¥0 $0
Total¥46,008,310,766,566$387,715,929,437
ProductVolume
CHF
USD
Equivalent
IRS CHF123,345,031,213 $126,780,790,639
OIS CHF20,960,500,000 $21,544,351,938
Basis CHF14,135,050,000 $14,528,779,936
Zeroes CHF1,782,000,000 $1,831,637,373
FRAs CHF3,627,000,000 $3,728,029,602
TotalCHF163,849,581,213$168,413,589,488
ProductVolume
AUD
USD
Equivalent
IRS $1,194,994,206,621 $970,813,293,459
OIS $0 $0
Basis $101,644,450,000 $82,575,951,180
Zeroes $3,489,000,000 $2,834,463,600
FRAs $0 $0
Total$1,300,127,656,621$1,056,223,708,239
ProductVolume
CAD
USD
Equivalent
IRS $451,007,377,996 $387,529,969,063
OIS $190,069,150,000 $163,317,709,228
Basis $3,731,500,000 $3,206,306,926
Zeroes $67,066,602,000 $57,627,257,261
FRAs $0 $0
Total$711,874,629,996$611,681,242,478
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK314,962,445,268 $14,086,606,971
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $98,394,383
FRAs CZK78,710,000,000 $3,520,282,660
TotalCZK395,872,445,268$17,705,284,014
ProductVolume
DKK
USD
Equivalent
IRS DKK265,790,134,363 $44,092,590,306
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK3,955,000,000 $656,104,844
FRAs DKK0 $0
TotalDKK269,745,134,363$44,748,695,150
ProductVolume
HKD
USD
Equivalent
IRS HKD192,897,720,000 $24,870,613,263
OIS HKD0 $0
Basis HKD3,300,000,000 $425,474,307
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD196,197,720,000$25,296,087,570
ProductVolume
HUF
USD
Equivalent
IRS HUF5,498,994,961,000 $21,607,477,400
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF13,382,740,000,000 $52,585,473,192
TotalHUF18,881,734,961,000$74,192,950,592
ProductVolume
NOK
USD
Equivalent
IRS NOK184,289,796,053 $24,875,453,338
OIS NOK0 $0
Basis NOK995,000,000 $134,305,190
Zeroes NOK10,072,000,000 $1,359,519,471
FRAs NOK926,130,653,000 $125,009,199,298
TotalNOK1,121,487,449,053$151,378,477,297
ProductVolume
NZD
USD
Equivalent
IRS NZD673,577,248,296 $518,957,590,949
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,310,700,000 $3,321,178,815
FRAs NZD0 $0
TotalNZD677,887,948,296$522,278,769,764
ProductVolume
PLN
USD
Equivalent
IRS PLN81,847,087,000 $23,865,603,441
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN71,202,000,000 $20,761,627,059
TotalPLN153,049,087,000$44,627,230,500
ProductVolume
SEK
USD
Equivalent
IRS SEK1,166,821,846,899 $152,183,567,260
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK36,705,000,000 $4,787,275,668
FRAs SEK1,334,804,846,000 $174,092,869,105
TotalSEK2,538,331,692,899$331,063,712,033
ProductVolume
SGD
USD
Equivalent
IRS SGD152,788,942,429 $116,570,490,905
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD152,788,942,429$116,570,490,905
ProductVolume
ZAR
USD
Equivalent
IRS ZAR259,957,840,000 $22,373,512,350
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR259,957,840,000$22,373,512,350
ProductUSD
Equivalent
IRS$7,200,330,778,669
OIS$3,838,643,902,272
Basis$395,474,992,625
Zeroes$418,837,620,681
FRAs$1,196,221,651,316
Total$13,049,508,945,563

Figures as of COB Dec 17, 2014.

Notional Outstanding by Product

As of COB Dec 17, 2014

Daily Notional by Tenor
 

As of COB Dec 17, 2014

Notional Outstanding by Tenor
 

As of COB Dec 17, 2014

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
$676,127,965,654
$4,206,040,532,284
$156,715,489,015,974
$119,822,518,524,124
EUR
€595,286,035,516
€3,290,904,361,826
€236,342,013,667,663
€121,864,539,075,031
GBP
£74,190,055,072
£744,187,372,780
£65,950,475,741,875
£36,665,539,929,762
JPY
¥8,681,183,246,000
¥46,961,842,331,686
¥1,562,022,795,435,485
¥2,177,636,311,830,267
CHF
CHF14,545,136,000
CHF20,719,374,000
CHF3,975,571,680,814
CHF4,374,869,724,574
AUD
$47,196,300,508
$210,536,492,800
$6,916,122,708,304
$10,219,619,237,432
CAD
$63,693,546,000
$167,682,027,396
$10,862,469,495,736
$10,264,463,939,783
Other*
Show All
Hide
$95,857,818,918
$468,365,474,617
$16,744,781,909,149
$14,478,804,066,021
CZK
CZK4,555,600,000
CZK44,814,660,000
CZK4,341,357,188,772
CZK8,558,384,538,222
DKK
DKK6,680,000,000
DKK160,422,300,000
DKK3,405,364,957,186
DKK3,265,425,218,480
HKD
HKD12,225,000,000
HKD126,995,920,000
HKD4,041,518,450,914
HKD7,555,303,595,118
HUF
HUF3,566,240,000,000
HUF9,111,655,620,000
HUF323,847,381,890,744
HUF210,290,427,012,762
NOK
NOK268,835,012,000
NOK613,089,698,000
NOK15,990,645,946,106
NOK13,811,499,177,035
NZD
NZD24,229,920,000
NZD94,104,287,498
NZD2,473,030,773,717
NZD3,247,694,625,538
PLN
PLN38,454,000,000
PLN196,534,620,000
PLN6,558,941,147,148
PLN5,071,143,419,720
SEK
SEK79,794,122,000
SEK958,699,054,000
SEK40,158,965,344,404
SEK30,201,946,695,538
SGD
SGD767,400,000
SGD30,569,494,000
SGD1,008,683,444,943
SGD1,334,884,526,051
ZAR
ZAR20,867,620,000
ZAR228,582,920,000
ZAR7,695,666,998,302
ZAR11,051,903,089,402
Total in USD$1,803,476,923,257$10,660,404,959,198$633,982,334,612,253$381,795,360,371,032

Figures as of COB Dec 17, 2014. Weekly figures as of COB Dec 12, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $300,437,147,260
OIS $219,857,900,000
Basis $22,142,000,000
Zeroes $2,804,918,394
FRAs $130,886,000,000
Total$676,127,965,654
ProductVolume
EUR
USD
Equivalent
IRS €287,023,045,516 $354,272,545,080
OIS €132,903,270,000 $164,042,506,161
Basis €0 $0
Zeroes €5,517,720,000 $6,810,521,796
FRAs €169,842,000,000 $209,635,980,600
Total€595,286,035,516$734,761,553,637
ProductVolume
GBP
USD
Equivalent
IRS £42,551,079,872 $66,273,306,901
OIS £17,978,000,000 $28,000,735,000
Basis £4,087,600,000 $6,366,437,000
Zeroes £15,375,200 $23,946,874
FRAs £9,558,000,000 $14,886,585,000
Total£74,190,055,072$115,551,010,775
ProductVolume
JPY
USD
Equivalent
IRS ¥7,719,423,246,000 $65,052,233,144
OIS ¥135,000,000,000 $1,137,656,428
Basis ¥286,760,000,000 $2,416,550,794
Zeroes ¥500,000,000,000 $4,213,542,325
FRAs ¥40,000,000,000 $337,083,386
Total¥8,681,183,246,000$73,157,066,077
ProductVolume
CHF
USD
Equivalent
IRS CHF9,725,136,000 $9,996,028,369
OIS CHF2,800,000,000 $2,877,993,627
Basis CHF20,000,000 $20,557,097
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $2,055,709,734
TotalCHF14,545,136,000$14,950,288,827
ProductVolume
AUD
USD
Equivalent
IRS $42,296,300,508 $34,361,514,533
OIS $0 $0
Basis $4,900,000,000 $3,980,760,000
Zeroes $0 $0
FRAs $0 $0
Total$47,196,300,508$38,342,274,533
ProductVolume
CAD
USD
Equivalent
IRS $51,487,320,000 $44,240,694,277
OIS $8,212,000,000 $7,056,195,223
Basis $0 $0
Zeroes $3,994,226,000 $3,432,055,336
FRAs $0 $0
Total$63,693,546,000$54,728,944,836
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,555,600,000 $203,747,931
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK4,555,600,000$203,747,931
ProductVolume
DKK
USD
Equivalent
IRS DKK6,680,000,000 $1,108,161,911
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK6,680,000,000$1,108,161,911
ProductVolume
HKD
USD
Equivalent
IRS HKD12,225,000,000 $1,576,188,911
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD12,225,000,000$1,576,188,911
ProductVolume
HUF
USD
Equivalent
IRS HUF276,640,000,000 $1,087,015,462
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,289,600,000,000 $12,925,990,687
TotalHUF3,566,240,000,000$14,013,006,149
ProductVolume
NOK
USD
Equivalent
IRS NOK18,273,012,000 $2,466,492,812
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK250,562,000,000 $33,820,881,420
TotalNOK268,835,012,000$36,287,374,232
ProductVolume
NZD
USD
Equivalent
IRS NZD24,229,920,000 $18,667,941,864
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD24,229,920,000$18,667,941,864
ProductVolume
PLN
USD
Equivalent
IRS PLN8,994,000,000 $2,622,539,729
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN29,460,000,000 $8,590,173,495
TotalPLN38,454,000,000$11,212,713,224
ProductVolume
SEK
USD
Equivalent
IRS SEK39,593,722,000 $5,164,039,284
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK400,000 $52,170
FRAs SEK40,200,000,000 $5,243,113,523
TotalSEK79,794,122,000$10,407,204,977
ProductVolume
SGD
USD
Equivalent
IRS SGD767,400,000 $585,488,670
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD767,400,000$585,488,670
ProductVolume
ZAR
USD
Equivalent
IRS ZAR20,867,620,000 $1,795,991,049
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR20,867,620,000$1,795,991,049
ProductUSD
Equivalent
IRS$909,911,077,187
OIS$422,972,986,439
Basis$34,926,304,891
Zeroes$17,285,036,895
FRAs$418,381,517,845
Total$1,803,476,923,257
Show:
ProductUSD
Equivalent
IRS $1,828,091,400,446
OIS $649,581,800,000
Basis $145,127,459,381
Zeroes $20,075,872,457
FRAs $1,563,164,000,000
Total$4,206,040,532,284
ProductVolume
EUR
USD
Equivalent
IRS €985,006,470,014 $1,221,707,752,712
OIS €893,154,920,000 $1,108,506,703,462
Basis €6,200,000,000 $7,711,530,000
Zeroes €139,463,971,812 $173,073,390,934
FRAs €1,267,079,000,000 $1,570,371,462,800
Total€3,290,904,361,826$4,081,370,839,908
ProductVolume
GBP
USD
Equivalent
IRS £165,920,825,186 $260,536,728,409
OIS £125,555,200,000 $197,121,673,336
Basis £37,190,300,000 $58,355,510,725
Zeroes £8,571,047,594 $13,467,714,177
FRAs £406,950,000,000 $639,592,081,300
Total£744,187,372,780$1,169,073,707,947
ProductVolume
JPY
USD
Equivalent
IRS ¥44,395,082,331,686 $372,402,904,079
OIS ¥1,316,800,000,000 $11,069,269,001
Basis ¥1,249,960,000,000 $10,491,907,947
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥46,961,842,331,686$393,964,081,027
ProductVolume
CHF
USD
Equivalent
IRS CHF15,705,374,000 $16,218,581,353
OIS CHF0 $0
Basis CHF2,250,000,000 $2,307,220,101
Zeroes CHF0 $0
FRAs CHF2,764,000,000 $2,854,782,070
TotalCHF20,719,374,000$21,380,583,524
ProductVolume
AUD
USD
Equivalent
IRS $200,941,992,800 $166,493,044,737
OIS $0 $0
Basis $9,594,500,000 $7,950,468,450
Zeroes $0 $0
FRAs $0 $0
Total$210,536,492,800$174,443,513,187
ProductVolume
CAD
USD
Equivalent
IRS $126,220,027,396 $109,728,629,764
OIS $37,256,000,000 $32,375,675,481
Basis $1,350,000,000 $1,172,647,722
Zeroes $2,856,000,000 $2,489,273,737
FRAs $0 $0
Total$167,682,027,396$145,766,226,704
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK44,814,660,000 $2,010,577,069
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK44,814,660,000$2,010,577,069
ProductVolume
DKK
USD
Equivalent
IRS DKK150,422,300,000 $25,032,589,717
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,673,248,109
TotalDKK160,422,300,000$26,705,837,826
ProductVolume
HKD
USD
Equivalent
IRS HKD126,995,920,000 $16,382,826,213
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD126,995,920,000$16,382,826,213
ProductVolume
HUF
USD
Equivalent
IRS HUF1,809,655,620,000 $7,303,981,524
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,302,000,000,000 $29,509,005,954
TotalHUF9,111,655,620,000$36,812,987,478
ProductVolume
NOK
USD
Equivalent
IRS NOK106,089,698,000 $14,738,883,186
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK17,400,000,000 $2,399,101,604
FRAs NOK489,600,000,000 $67,683,653,865
TotalNOK613,089,698,000$84,821,638,655
ProductVolume
NZD
USD
Equivalent
IRS NZD93,464,287,498 $72,361,757,787
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD640,000,000 $491,424,000
FRAs NZD0 $0
TotalNZD94,104,287,498$72,853,181,787
ProductVolume
PLN
USD
Equivalent
IRS PLN58,722,620,000 $17,455,052,550
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN137,812,000,000 $41,021,716,200
TotalPLN196,534,620,000$58,476,768,750
ProductVolume
SEK
USD
Equivalent
IRS SEK255,401,054,000 $33,878,866,786
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK703,298,000,000 $93,372,720,507
TotalSEK958,699,054,000$127,251,587,293
ProductVolume
SGD
USD
Equivalent
IRS SGD30,569,494,000 $23,257,438,745
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD30,569,494,000$23,257,438,745
ProductVolume
ZAR
USD
Equivalent
IRS ZAR228,582,920,000 $19,792,630,801
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR228,582,920,000$19,792,630,801
ProductUSD
Equivalent
IRS$4,207,393,645,878
OIS$1,998,655,121,280
Basis$233,116,744,326
Zeroes$211,996,776,909
FRAs$4,009,242,670,805
Total$10,660,404,959,198
Show:
ProductUSD
Equivalent
IRS $69,084,261,100,287
OIS $20,155,176,719,334
Basis $3,338,450,940,782
Zeroes $413,959,655,571
FRAs $63,723,640,600,000
Total$156,715,489,015,974
ProductVolume
EUR
USD
Equivalent
IRS €45,631,271,821,257 $60,824,800,694,929
OIS €110,846,157,484,580 $148,794,250,615,361
Basis €152,478,436,293 $199,720,675,300
Zeroes €1,652,482,811,933 $2,152,716,975,776
FRAs €78,059,623,113,600 $104,273,177,531,095
Total€236,342,013,667,663$316,244,666,492,461
ProductVolume
GBP
USD
Equivalent
IRS £8,265,337,154,914 $13,638,781,124,332
OIS £38,036,009,045,203 $62,949,517,487,473
Basis £1,310,343,273,904 $2,159,612,542,086
Zeroes £135,581,267,854 $222,005,632,405
FRAs £18,203,205,000,000 $30,060,157,814,500
Total£65,950,475,741,875$109,030,074,600,796
ProductVolume
JPY
USD
Equivalent
IRS ¥1,454,415,213,435,485 $13,772,165,626,383
OIS ¥16,976,642,000,000 $153,865,533,170
Basis ¥85,748,540,000,000 $820,656,883,803
Zeroes ¥4,842,400,000,000 $45,408,726,567
FRAs ¥40,000,000,000 $337,083,386
Total¥1,562,022,795,435,485$14,792,433,853,309
ProductVolume
CHF
USD
Equivalent
IRS CHF1,606,706,429,514 $1,763,662,121,024
OIS CHF158,207,000,000 $174,239,530,859
Basis CHF183,685,900,000 $201,187,630,743
Zeroes CHF9,214,351,300 $9,879,737,744
FRAs CHF2,017,758,000,000 $2,214,214,635,616
TotalCHF3,975,571,680,814$4,363,183,655,986
ProductVolume
AUD
USD
Equivalent
IRS $6,310,731,100,013 $5,696,947,914,925
OIS $0 $0
Basis $559,005,900,000 $501,304,295,948
Zeroes $46,385,708,291 $42,315,044,402
FRAs $0 $0
Total$6,916,122,708,304$6,240,567,255,275
ProductVolume
CAD
USD
Equivalent
IRS $6,764,673,760,536 $6,138,759,902,197
OIS $3,557,484,252,954 $3,218,578,545,122
Basis $102,117,345,446 $92,830,641,761
Zeroes $438,194,136,800 $400,968,740,223
FRAs $0 $0
Total$10,862,469,495,736$9,851,137,829,303
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,916,371,188,772 $140,929,611,878
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,416,586,000,000 $68,434,203,734
TotalCZK4,341,357,188,772$209,768,487,010
ProductVolume
DKK
USD
Equivalent
IRS DKK1,209,051,502,976 $211,910,025,771
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK36,099,454,210 $6,076,455,572
FRAs DKK2,159,334,000,000 $379,999,801,470
TotalDKK3,405,364,957,186$598,144,392,681
ProductVolume
HKD
USD
Equivalent
IRS HKD4,029,828,450,914 $519,639,841,388
OIS HKD0 $0
Basis HKD11,690,000,000 $1,507,681,000
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD4,041,518,450,914$521,147,522,388
ProductVolume
HUF
USD
Equivalent
IRS HUF87,690,323,469,692 $378,510,367,770
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF235,895,058,421,052 $1,017,946,395,927
TotalHUF323,847,381,890,744$1,397,612,570,810
ProductVolume
NOK
USD
Equivalent
IRS NOK2,857,774,452,104 $451,785,791,178
OIS NOK0 $0
Basis NOK32,816,800,000 $5,161,966,056
Zeroes NOK31,430,000,000 $4,517,074,350
FRAs NOK13,068,624,694,002 $2,045,376,780,289
TotalNOK15,990,645,946,106$2,506,841,611,873
ProductVolume
NZD
USD
Equivalent
IRS NZD2,442,065,651,307 $2,023,359,232,665
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD30,565,122,410 $25,513,698,391
FRAs NZD0 $0
TotalNZD2,473,030,773,717$2,049,213,821,056
ProductVolume
PLN
USD
Equivalent
IRS PLN2,183,847,147,148 $691,695,959,612
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN4,359,250,000,000 $1,383,594,077,177
TotalPLN6,558,941,147,148$2,080,172,843,318
ProductVolume
SEK
USD
Equivalent
IRS SEK11,063,893,636,404 $1,620,494,527,844
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK136,104,800,000 $19,215,701,583
FRAs SEK28,958,966,908,000 $4,236,345,510,810
TotalSEK40,158,965,344,404$5,876,055,740,237
ProductVolume
SGD
USD
Equivalent
IRS SGD1,007,683,444,943 $796,248,410,274
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,000,000,000 $773,130,850
FRAs SGD0 $0
TotalSGD1,008,683,444,943$797,021,541,124
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,695,666,998,302 $708,803,378,652
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR7,695,666,998,302$708,803,378,652
ProductUSD
Equivalent
IRS$178,462,755,631,109
OIS$235,445,628,431,319
Basis$7,320,932,257,347
Zeroes$3,349,793,858,474
FRAs$209,403,224,434,004
Total$633,982,334,612,253
Show:
ProductUSD
Equivalent
IRS $69,732,924,109,233
OIS $14,048,991,533,137
Basis $7,411,211,407,982
Zeroes $374,338,073,773
FRAs $28,255,053,400,000
Total$119,822,518,524,125
ProductVolume
EUR
USD
Equivalent
IRS €63,348,889,118,710 $78,191,533,839,223
OIS €25,977,215,047,294 $32,063,676,532,876
Basis €341,717,358,701 $421,781,735,845
Zeroes €1,304,047,950,326 $1,609,586,385,087
FRAs €30,892,669,600,000 $38,130,822,087,280
Total€121,864,539,075,031$150,417,400,580,311
ProductVolume
GBP
USD
Equivalent
IRS £10,816,039,168,650 $16,845,981,005,173
OIS £14,019,385,819,126 $21,835,193,413,289
Basis £2,364,297,647,624 $3,682,393,586,174
Zeroes £207,771,894,362 $323,604,725,468
FRAs £9,258,045,400,000 $14,419,405,710,500
Total£36,665,539,929,762$57,106,578,440,604
ProductVolume
JPY
USD
Equivalent
IRS ¥1,985,019,786,830,267 $16,727,929,775,673
OIS ¥14,705,220,000,000 $123,922,133,738
Basis ¥168,417,505,000,000 $1,419,268,571,188
Zeroes ¥9,292,400,000,000 $78,307,841,402
FRAs ¥201,400,000,000 $1,697,214,849
Total¥2,177,636,311,830,267$18,351,125,536,850
ProductVolume
CHF
USD
Equivalent
IRS CHF2,989,615,993,274 $3,072,891,348,827
OIS CHF152,799,680,000 $157,055,894,748
Basis CHF414,130,700,000 $425,666,255,525
Zeroes CHF8,409,351,300 $8,643,592,661
FRAs CHF809,914,000,000 $832,474,046,665
TotalCHF4,374,869,724,574$4,496,731,138,426
ProductVolume
AUD
USD
Equivalent
IRS $9,357,893,137,432 $7,602,352,384,850
OIS $0 $0
Basis $838,948,100,000 $681,561,436,440
Zeroes $22,778,000,000 $18,504,847,200
FRAs $0 $0
Total$10,219,619,237,432$8,302,418,668,490
ProductVolume
CAD
USD
Equivalent
IRS $8,430,862,401,288 $7,244,253,652,937
OIS $1,321,404,386,290 $1,135,422,225,717
Basis $233,180,895,446 $200,361,656,166
Zeroes $279,016,256,758 $239,745,881,387
FRAs $0 $0
Total$10,264,463,939,782$8,819,783,416,207
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,873,686,538,222 $352,148,420,691
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $733,485,397
FRAs CZK668,298,000,000 $29,889,440,494
TotalCZK8,558,384,538,222$382,771,346,582
ProductVolume
DKK
USD
Equivalent
IRS DKK2,119,998,364,270 $351,691,832,162
OIS DKK0 $0
Basis DKK1,930,000,000 $320,172,528
Zeroes DKK32,820,854,210 $5,444,733,611
FRAs DKK1,110,676,000,000 $184,252,820,173
TotalDKK3,265,425,218,480$541,709,558,474
ProductVolume
HKD
USD
Equivalent
IRS HKD7,539,873,595,118 $972,128,028,458
OIS HKD0 $0
Basis HKD15,430,000,000 $1,989,414,715
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,555,303,595,118$974,117,443,173
ProductVolume
HUF
USD
Equivalent
IRS HUF110,117,639,486,446 $432,690,777,762
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $882,139,138
FRAs HUF99,948,287,526,316 $392,731,831,770
TotalHUF210,290,427,012,762$826,304,748,670
ProductVolume
NOK
USD
Equivalent
IRS NOK5,781,510,377,035 $780,388,793,553
OIS NOK0 $0
Basis NOK36,382,800,000 $4,910,953,634
Zeroes NOK27,362,000,000 $3,693,325,235
FRAs NOK7,966,244,000,001 $1,075,284,335,561
TotalNOK13,811,499,177,036$1,864,277,407,983
ProductVolume
NZD
USD
Equivalent
IRS NZD3,233,625,503,128 $2,491,346,768,885
OIS NZD0 $0
Basis NZD400,000,000 $308,180,000
Zeroes NZD13,669,122,410 $10,531,375,361
FRAs NZD0 $0
TotalNZD3,247,694,625,538$2,502,186,324,246
ProductVolume
PLN
USD
Equivalent
IRS PLN2,903,121,419,720 $846,514,483,079
OIS PLN0 $0
Basis PLN674,000,000 $196,530,106
Zeroes PLN15,602,000,000 $4,549,351,217
FRAs PLN2,151,746,000,000 $627,422,656,364
TotalPLN5,071,143,419,720$1,478,683,020,766
ProductVolume
SEK
USD
Equivalent
IRS SEK15,796,570,835,538 $2,060,278,959,143
OIS SEK0 $0
Basis SEK500,000,000 $65,212,855
Zeroes SEK99,975,060,000 $13,039,318,134
FRAs SEK14,304,900,800,000 $1,865,726,836,394
TotalSEK30,201,946,695,538$3,939,110,326,526
ProductVolume
SGD
USD
Equivalent
IRS SGD1,333,884,526,051 $1,017,688,659,534
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,000,000,000 $762,951,095
FRAs SGD0 $0
TotalSGD1,334,884,526,051$1,018,451,610,629
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,051,903,089,402 $951,192,278,974
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,051,903,089,402$951,192,278,974
ProductUSD
Equivalent
IRS$209,673,935,118,157
OIS$69,364,261,733,505
Basis$14,250,035,113,158
Zeroes$2,692,368,026,166
FRAs$85,814,760,380,050
Total$381,795,360,371,036

Figures as of COB Dec 17, 2014.

Notional Outstanding by Product

As of COB Dec 17, 2014

Daily Notional by Tenor

As of COB Dec 17, 2014

Notional Outstanding by Currency

As of COB Dec 17, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, SGD, HUF, PLN, NOK, 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.