Daily Volumes

  • Client Notional Cleared (USD)
    $141,414,085,953,531
    Notional Outstanding (USD)
    $415,869,839,451,396
    As of COB Jul 22, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $315,019,000,000,000
    Trades Compressed
    3,083,864
  • 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 22, 2014. *Other: ZAR, CZK, HKD, NZD, DKK, SGD, HUF, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$85,609,639,742
$468,078,732,444
$12,577,606,151,944
$3,051,015,641,835
EUR
€92,484,417,018
€785,824,922,500
€29,473,415,848,286
€3,758,041,969,787
GBP
£38,607,103,161
£309,507,073,547
£7,945,839,291,169
£1,954,667,940,439
JPY
¥1,531,790,961,000
¥9,961,005,434,000
¥149,817,481,650,750
¥45,347,715,625,000
CHF
CHF1,266,257,000
CHF4,128,395,000
CHF112,303,254,350
CHF70,979,427,750
AUD
$5,652,231,000
$19,684,635,000
$872,738,033,964
$1,179,297,717,084
CAD
$2,443,343,000
$112,954,242,000
$1,577,911,233,072
$432,148,644,747
Other*
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$21,241,818,823
$47,884,102,626
$1,511,904,332,715
$1,021,991,870,115
CZK
CZK656,957,634
CZK30,861,000,000
CZK320,139,457,634
CZK279,958,915,268
DKK
DKK0
DKK300,000,000
DKK125,425,500,000
DKK153,625,719,823
HKD
HKD1,610,000,000
HKD4,909,000,000
HKD391,779,699,533
HKD94,976,420,000
HUF
HUF229,170,000,000
HUF1,419,430,000,000
HUF29,820,857,567,000
HUF12,215,003,587,000
NOK
NOK30,890,981,000
NOK5,517,970,000
NOK1,062,779,798,654
NOK651,973,358,054
NZD
NZD4,939,837,000
NZD22,490,114,700
NZD464,626,828,384
NZD474,024,731,164
PLN
PLN9,094,000,000
PLN2,899,000,000
PLN311,815,479,514
PLN101,334,798,000
SEK
SEK39,434,344,000
SEK87,196,982,000
SEK3,149,990,337,199
SEK1,978,857,361,899
SGD
SGD1,795,000,000
SGD4,418,600,000
SGD105,937,061,799
SGD76,319,860,000
ZAR
ZAR5,953,000,000
ZAR18,291,020,000
ZAR562,930,940,000
ZAR160,630,090,000
Total in USD$321,351,485,638$2,336,050,490,143$71,671,903,805,469$14,504,608,218,990

Figures as of COB Jul 22, 2014. Weekly figures as of COB Jul 18, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $78,835,097,746
OIS $2,771,850,000
Basis $1,700,000,000
Zeroes $1,402,691,996
FRAs $900,000,000
Total$85,609,639,742
ProductVolume
EUR
USD
Equivalent
IRS €19,422,284,000 $26,153,076,520
OIS €73,046,200,000 $98,360,360,610
Basis €0 $0
Zeroes €15,933,018 $21,454,605
FRAs €0 $0
Total€92,484,417,018$124,534,891,735
ProductVolume
GBP
USD
Equivalent
IRS £2,297,855,000 $3,921,174,665
OIS £36,084,800,000 $61,576,906,960
Basis £0 $0
Zeroes £224,448,161 $383,009,564
FRAs £0 $0
Total£38,607,103,161$65,881,091,189
ProductVolume
JPY
USD
Equivalent
IRS ¥1,531,790,961,000 $15,096,742,335
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,531,790,961,000$15,096,742,335
ProductVolume
CHF
USD
Equivalent
IRS CHF916,257,000 $1,015,299,463
OIS CHF350,000,000 $387,833,121
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,266,257,000$1,403,132,584
ProductVolume
AUD
USD
Equivalent
IRS $5,109,231,000 $4,798,845,217
OIS $0 $0
Basis $543,000,000 $510,012,750
Zeroes $0 $0
FRAs $0 $0
Total$5,652,231,000$5,308,857,967
ProductVolume
CAD
USD
Equivalent
IRS $1,984,343,000 $1,847,877,264
OIS $0 $0
Basis $459,000,000 $427,433,999
Zeroes $0 $0
FRAs $0 $0
Total$2,443,343,000$2,275,311,263
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK656,957,634 $32,189,604
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK656,957,634$32,189,604
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD1,610,000,000 $207,700,395
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,610,000,000$207,700,395
ProductVolume
HUF
USD
Equivalent
IRS HUF47,170,000,000 $206,433,260
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF182,000,000,000 $796,498,906
TotalHUF229,170,000,000$1,002,932,166
ProductVolume
NOK
USD
Equivalent
IRS NOK27,890,981,000 $4,505,448,833
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK3,000,000,000 $484,613,521
TotalNOK30,890,981,000$4,990,062,354
ProductVolume
NZD
USD
Equivalent
IRS NZD4,939,837,000 $4,281,850,712
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD4,939,837,000$4,281,850,712
ProductVolume
PLN
USD
Equivalent
IRS PLN439,000,000 $142,840,874
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,655,000,000 $2,816,145,249
TotalPLN9,094,000,000$2,958,986,123
ProductVolume
SEK
USD
Equivalent
IRS SEK28,464,344,000 $4,155,560,681
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,970,000,000 $1,601,529,994
TotalSEK39,434,344,000$5,757,090,675
ProductVolume
SGD
USD
Equivalent
IRS SGD1,795,000,000 $1,447,755,777
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,795,000,000$1,447,755,777
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,953,000,000 $563,251,017
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR5,953,000,000$563,251,017
ProductUSD
Equivalent
IRS$147,211,144,363
OIS$163,096,950,691
Basis$2,637,446,749
Zeroes$1,807,156,165
FRAs$6,598,787,670
Total$321,351,485,638
Show:
ProductUSD
Equivalent
IRS $348,761,105,102
OIS $104,598,740,000
Basis $1,437,500,000
Zeroes $2,761,387,342
FRAs $10,520,000,000
Total$468,078,732,444
ProductVolume
EUR
USD
Equivalent
IRS €67,504,492,500 $91,438,664,255
OIS €680,775,630,000 $921,079,954,348
Basis €804,000,000 $1,087,654,700
Zeroes €2,105,000,000 $2,866,799,500
FRAs €34,635,800,000 $47,062,758,860
Total€785,824,922,500$1,063,535,831,663
ProductVolume
GBP
USD
Equivalent
IRS £19,081,114,500 $32,658,561,436
OIS £278,503,000,000 $477,216,248,900
Basis £6,506,000,000 $11,151,611,100
Zeroes £16,959,047 $29,062,719
FRAs £5,400,000,000 $9,241,100,000
Total£309,507,073,547$530,296,584,155
ProductVolume
JPY
USD
Equivalent
IRS ¥8,680,505,434,000 $85,482,908,146
OIS ¥0 $0
Basis ¥940,500,000,000 $9,261,903,590
Zeroes ¥340,000,000,000 $3,343,591,649
FRAs ¥0 $0
Total¥9,961,005,434,000$98,088,403,385
ProductVolume
CHF
USD
Equivalent
IRS CHF2,973,395,000 $3,317,842,186
OIS CHF1,155,000,000 $1,286,461,325
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF4,128,395,000$4,604,303,511
ProductVolume
AUD
USD
Equivalent
IRS $19,419,635,000 $18,200,053,580
OIS $0 $0
Basis $265,000,000 $248,205,250
Zeroes $0 $0
FRAs $0 $0
Total$19,684,635,000$18,448,258,830
ProductVolume
CAD
USD
Equivalent
IRS $61,525,842,000 $57,248,234,495
OIS $36,213,400,000 $33,701,256,097
Basis $0 $0
Zeroes $15,215,000,000 $14,164,782,937
FRAs $0 $0
Total$112,954,242,000$105,114,273,529
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,611,000,000 $326,747,478
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK24,250,000,000 $1,195,464,629
TotalCZK30,861,000,000$1,522,212,107
ProductVolume
DKK
USD
Equivalent
IRS DKK300,000,000 $54,416,833
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK300,000,000$54,416,833
ProductVolume
HKD
USD
Equivalent
IRS HKD4,909,000,000 $633,364,969
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD4,909,000,000$633,364,969
ProductVolume
HUF
USD
Equivalent
IRS HUF57,430,000,000 $251,089,397
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,362,000,000,000 $5,943,431,598
TotalHUF1,419,430,000,000$6,194,520,995
ProductVolume
NOK
USD
Equivalent
IRS NOK5,517,970,000 $889,706,780
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK5,517,970,000$889,706,780
ProductVolume
NZD
USD
Equivalent
IRS NZD22,010,114,700 $19,172,541,018
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD480,000,000 $417,024,000
FRAs NZD0 $0
TotalNZD22,490,114,700$19,589,565,018
ProductVolume
PLN
USD
Equivalent
IRS PLN2,899,000,000 $948,068,205
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN2,899,000,000$948,068,205
ProductVolume
SEK
USD
Equivalent
IRS SEK25,296,982,000 $3,708,700,377
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,700,000,000 $249,199,264
FRAs SEK60,200,000,000 $8,827,195,712
TotalSEK87,196,982,000$12,785,095,353
ProductVolume
SGD
USD
Equivalent
IRS SGD4,418,600,000 $3,556,271,081
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD4,418,600,000$3,556,271,081
ProductVolume
ZAR
USD
Equivalent
IRS ZAR18,291,020,000 $1,710,881,285
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR18,291,020,000$1,710,881,285
ProductUSD
Equivalent
IRS$668,359,156,623
OIS$1,537,882,660,670
Basis$23,186,874,640
Zeroes$23,831,847,411
FRAs$82,789,950,799
Total$2,336,050,490,143
Show:
ProductUSD
Equivalent
IRS $10,328,544,814,599
OIS $1,493,861,817,000
Basis $146,847,300,000
Zeroes $63,538,320,345
FRAs $544,813,900,000
Total$12,577,606,151,944
ProductVolume
EUR
USD
Equivalent
IRS €3,190,975,331,631 $4,368,951,801,521
OIS €23,542,128,386,350 $32,235,340,751,061
Basis €2,170,142,883 $2,951,219,172
Zeroes €278,948,530,622 $381,547,984,529
FRAs €2,459,193,456,800 $3,365,834,489,038
Total€29,473,415,848,286$40,354,626,245,321
ProductVolume
GBP
USD
Equivalent
IRS £923,335,685,289 $1,545,957,710,999
OIS £6,762,457,521,750 $11,411,291,991,528
Basis £82,544,710,000 $138,189,497,497
Zeroes £8,724,874,130 $14,612,113,312
FRAs £168,776,500,000 $283,300,428,325
Total£7,945,839,291,169$13,393,351,741,661
ProductVolume
JPY
USD
Equivalent
IRS ¥138,738,101,650,750 $1,355,628,308,480
OIS ¥0 $0
Basis ¥10,239,380,000,000 $100,052,422,485
Zeroes ¥840,000,000,000 $8,187,999,646
FRAs ¥0 $0
Total¥149,817,481,650,750$1,463,868,730,611
ProductVolume
CHF
USD
Equivalent
IRS CHF98,719,254,350 $110,504,304,506
OIS CHF8,883,000,000 $9,944,786,552
Basis CHF489,000,000 $547,644,624
Zeroes CHF502,000,000 $561,037,992
FRAs CHF3,710,000,000 $4,145,550,033
TotalCHF112,303,254,350$125,703,323,707
ProductVolume
AUD
USD
Equivalent
IRS $813,289,679,818 $747,839,466,703
OIS $0 $0
Basis $41,295,500,000 $37,982,794,988
Zeroes $18,152,854,146 $16,811,607,701
FRAs $0 $0
Total$872,738,033,964$802,633,869,392
ProductVolume
CAD
USD
Equivalent
IRS $832,083,649,740 $761,593,327,587
OIS $577,004,133,332 $525,413,540,319
Basis $609,000,000 $565,759,340
Zeroes $168,214,450,000 $154,636,782,872
FRAs $0 $0
Total$1,577,911,233,072$1,442,209,410,118
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK167,969,457,634 $8,393,207,531
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK150,170,000,000 $7,456,492,688
TotalCZK320,139,457,634$15,949,371,304
ProductVolume
DKK
USD
Equivalent
IRS DKK119,925,500,000 $21,913,804,442
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK125,425,500,000$22,923,766,320
ProductVolume
HKD
USD
Equivalent
IRS HKD390,979,699,533 $50,408,536,959
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD391,779,699,533$50,511,740,127
ProductVolume
HUF
USD
Equivalent
IRS HUF7,574,787,567,000 $33,635,119,002
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF116,000,000,000 $516,471,988
FRAs HUF22,130,070,000,000 $98,074,336,866
TotalHUF29,820,857,567,000$132,225,927,856
ProductVolume
NOK
USD
Equivalent
IRS NOK171,894,798,653 $28,266,354,539
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK889,004,000,001 $147,216,091,111
TotalNOK1,062,779,798,654$175,794,929,541
ProductVolume
NZD
USD
Equivalent
IRS NZD453,585,128,384 $387,433,667,370
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD11,041,700,000 $9,437,148,330
FRAs NZD0 $0
TotalNZD464,626,828,384$396,870,815,700
ProductVolume
PLN
USD
Equivalent
IRS PLN122,725,479,514 $40,293,663,228
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,310,000,000 $431,539,341
FRAs PLN187,780,000,000 $61,627,862,558
TotalPLN311,815,479,514$102,353,065,127
ProductVolume
SEK
USD
Equivalent
IRS SEK1,161,760,337,199 $176,815,999,280
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,800,000,000 $1,010,218,796
FRAs SEK1,981,430,000,000 $300,794,481,891
TotalSEK3,149,990,337,199$478,620,699,967
ProductVolume
SGD
USD
Equivalent
IRS SGD105,937,061,799 $84,334,999,556
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD105,937,061,799$84,334,999,556
ProductVolume
ZAR
USD
Equivalent
IRS ZAR562,930,940,000 $52,319,017,217
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR562,930,940,000$52,319,017,217
ProductUSD
Equivalent
IRS$20,102,834,103,519
OIS$45,675,852,886,460
Basis$427,239,841,274
Zeroes$651,796,303,677
FRAs$4,814,180,670,539
Total$71,671,903,805,469
Show:
ProductUSD
Equivalent
IRS $2,395,772,232,253
OIS $324,386,049,000
Basis $181,638,500,000
Zeroes $46,693,560,581
FRAs $102,525,300,000
Total$3,051,015,641,834
ProductVolume
EUR
USD
Equivalent
IRS €1,113,997,803,439 $1,500,053,742,220
OIS €2,188,381,444,488 $2,946,765,034,075
Basis €4,906,142,883 $6,606,366,700
Zeroes €138,407,778,978 $186,372,994,782
FRAs €312,348,800,000 $420,593,276,640
Total€3,758,041,969,788$5,060,391,414,417
ProductVolume
GBP
USD
Equivalent
IRS £317,877,798,794 $542,442,569,751
OIS £1,481,751,030,000 $2,528,534,045,144
Basis £38,331,660,000 $65,411,061,207
Zeroes £14,912,951,645 $25,448,206,334
FRAs £101,794,500,000 $173,707,224,525
Total£1,954,667,940,439$3,335,543,106,961
ProductVolume
JPY
USD
Equivalent
IRS ¥43,748,235,625,000 $431,165,777,608
OIS ¥0 $0
Basis ¥1,599,480,000,000 $15,763,859,459
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥45,347,715,625,000$446,929,637,067
ProductVolume
CHF
USD
Equivalent
IRS CHF57,653,927,750 $63,886,007,812
OIS CHF8,583,000,000 $9,510,776,220
Basis CHF530,500,000 $587,844,202
Zeroes CHF502,000,000 $556,263,505
FRAs CHF3,710,000,000 $4,111,031,082
TotalCHF70,979,427,750$78,651,922,821
ProductVolume
AUD
USD
Equivalent
IRS $1,069,417,862,938 $1,004,450,727,765
OIS $0 $0
Basis $101,228,000,000 $95,078,399,000
Zeroes $8,651,854,146 $8,126,254,006
FRAs $0 $0
Total$1,179,297,717,084$1,107,655,380,771
ProductVolume
CAD
USD
Equivalent
IRS $277,027,194,747 $257,975,690,037
OIS $92,987,700,000 $86,592,820,226
Basis $3,706,500,000 $3,451,599,385
Zeroes $58,427,250,000 $54,409,135,354
FRAs $0 $0
Total$432,148,644,747$402,429,245,002
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK193,788,915,268 $9,495,267,542
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK86,170,000,000 $4,222,156,892
TotalCZK279,958,915,268$13,717,424,434
ProductVolume
DKK
USD
Equivalent
IRS DKK152,125,719,823 $27,467,697,026
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $90,279,596
FRAs DKK1,000,000,000 $180,559,192
TotalDKK153,625,719,823$27,738,535,814
ProductVolume
HKD
USD
Equivalent
IRS HKD94,176,420,000 $12,149,366,256
OIS HKD0 $0
Basis HKD800,000,000 $103,205,165
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD94,976,420,000$12,252,571,421
ProductVolume
HUF
USD
Equivalent
IRS HUF4,330,453,587,000 $18,951,656,836
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,884,550,000,000 $34,505,689,278
TotalHUF12,215,003,587,000$53,457,346,114
ProductVolume
NOK
USD
Equivalent
IRS NOK132,974,358,053 $21,480,390,607
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,371,000,000 $221,468,379
FRAs NOK517,628,000,001 $83,616,509,167
TotalNOK651,973,358,054$105,318,368,153
ProductVolume
NZD
USD
Equivalent
IRS NZD470,154,031,164 $407,529,514,213
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,870,700,000 $3,355,122,760
FRAs NZD0 $0
TotalNZD474,024,731,164$410,884,636,973
ProductVolume
PLN
USD
Equivalent
IRS PLN41,702,298,000 $13,569,003,856
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN770,000,000 $250,540,941
FRAs PLN58,862,500,000 $19,152,553,403
TotalPLN101,334,798,000$32,972,098,200
ProductVolume
SEK
USD
Equivalent
IRS SEK651,537,361,899 $95,119,109,143
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,327,320,000,000 $193,777,829,686
TotalSEK1,978,857,361,899$288,896,938,829
ProductVolume
SGD
USD
Equivalent
IRS SGD76,319,860,000 $61,555,720,450
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD76,319,860,000$61,555,720,450
ProductVolume
ZAR
USD
Equivalent
IRS ZAR160,630,090,000 $15,198,229,728
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR160,630,090,000$15,198,229,728
ProductUSD
Equivalent
IRS$6,878,262,703,103
OIS$5,895,788,724,665
Basis$368,640,835,118
Zeroes$325,523,826,238
FRAs$1,036,392,129,865
Total$14,504,608,218,989

Figures as of COB Jul 22, 2014.

Notional Outstanding by Product

As of COB Jul 22, 2014

Daily Notional by Tenor
 

As of COB Jul 22, 2014

Notional Outstanding by Tenor
 

As of COB Jul 22, 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
$702,523,293,464
$2,475,207,041,736
$88,733,523,525,322
$115,550,473,950,712
EUR
€1,569,143,402,705
€3,858,997,724,824
€154,456,069,262,331
€134,150,263,075,120
GBP
£396,848,142,183
£1,242,679,746,103
£34,272,094,852,628
£37,880,681,592,664
JPY
¥5,054,141,922,000
¥45,300,270,371,828
¥813,008,628,729,327
¥2,031,098,000,447,635
CHF
CHF5,741,505,652
CHF60,479,090,000
CHF2,303,955,128,148
CHF3,921,240,597,926
AUD
$22,742,662,000
$89,252,192,596
$3,342,598,623,492
$8,033,190,940,803
CAD
$13,553,686,000
$325,656,081,170
$6,661,237,708,948
$8,922,335,694,363
Other*
Show All
Hide
$60,128,416,552
$215,644,115,111
$8,908,940,054,770
$14,821,103,434,454
CZK
CZK7,313,589,554
CZK121,257,400,000
CZK2,412,672,684,772
CZK8,125,739,482,146
DKK
DKK0
DKK13,668,200,000
DKK1,334,433,743,104
DKK2,374,175,314,630
HKD
HKD18,662,000,000
HKD39,010,000,000
HKD2,378,683,100,812
HKD6,745,460,649,432
HUF
HUF1,009,004,701,400
HUF4,387,494,445,002
HUF192,370,307,307,344
HUF184,628,177,929,152
NOK
NOK70,681,962,000
NOK116,657,940,000
NOK6,813,121,501,692
NOK9,951,521,620,548
NZD
NZD11,349,474,000
NZD49,667,849,358
NZD1,239,808,874,407
NZD2,487,597,864,833
PLN
PLN24,646,000,000
PLN58,057,000,000
PLN3,509,823,919,028
PLN5,268,557,052,918
SEK
SEK103,726,688,000
SEK499,484,964,000
SEK21,127,161,229,190
SEK33,558,445,459,752
SGD
SGD5,652,600,000
SGD19,736,952,000
SGD535,036,952,923
SGD971,401,342,973
ZAR
ZAR41,955,000,000
ZAR137,551,620,000
ZAR4,266,269,087,010
ZAR12,209,954,115,316
Total in USD$3,642,939,708,323$10,946,141,388,324$386,257,525,670,690$415,869,839,451,396

Figures as of COB Jul 22, 2014. Weekly figures as of COB Jul 18, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $278,787,962,168
OIS $68,449,700,000
Basis $20,358,000,000
Zeroes $3,239,631,296
FRAs $331,688,000,000
Total$702,523,293,464
ProductVolume
EUR
USD
Equivalent
IRS €165,677,338,505 $223,092,820,164
OIS €315,099,998,000 $424,297,902,307
Basis €0 $0
Zeroes €360,066,200 $484,847,142
FRAs €1,088,006,000,000 $1,465,054,479,300
Total€1,569,143,402,705$2,112,930,048,913
ProductVolume
GBP
USD
Equivalent
IRS £20,499,702,002 $34,981,716,481
OIS £93,149,000,000 $158,954,111,050
Basis £2,816,220,000 $4,805,738,619
Zeroes £475,220,181 $810,939,478
FRAs £279,908,000,000 $477,649,006,600
Total£396,848,142,183$677,201,512,228
ProductVolume
JPY
USD
Equivalent
IRS ¥5,011,021,922,000 $49,386,704,006
OIS ¥0 $0
Basis ¥43,120,000,000 $424,974,129
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥5,054,141,922,000$49,811,678,135
ProductVolume
CHF
USD
Equivalent
IRS CHF4,541,505,652 $5,032,418,031
OIS CHF700,000,000 $775,666,242
Basis CHF500,000,000 $554,047,316
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF5,741,505,652$6,362,131,589
ProductVolume
AUD
USD
Equivalent
IRS $20,614,662,000 $19,362,321,284
OIS $0 $0
Basis $2,128,000,000 $1,998,724,000
Zeroes $0 $0
FRAs $0 $0
Total$22,742,662,000$21,361,045,284
ProductVolume
CAD
USD
Equivalent
IRS $12,375,686,000 $11,524,594,683
OIS $260,000,000 $242,119,477
Basis $918,000,000 $854,867,998
Zeroes $0 $0
FRAs $0 $0
Total$13,553,686,000$12,621,582,158
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,313,589,554 $358,351,196
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK7,313,589,554$358,351,196
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD18,662,000,000 $2,407,518,496
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD18,662,000,000$2,407,518,496
ProductVolume
HUF
USD
Equivalent
IRS HUF259,004,701,400 $1,133,499,787
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF750,000,000,000 $3,282,275,711
TotalHUF1,009,004,701,400$4,415,775,498
ProductVolume
NOK
USD
Equivalent
IRS NOK56,681,962,000 $9,156,281,722
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK14,000,000,000 $2,261,529,763
TotalNOK70,681,962,000$11,417,811,485
ProductVolume
NZD
USD
Equivalent
IRS NZD11,349,474,000 $9,837,724,063
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD11,349,474,000$9,837,724,063
ProductVolume
PLN
USD
Equivalent
IRS PLN2,836,000,000 $922,771,568
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN21,810,000,000 $7,096,490,800
TotalPLN24,646,000,000$8,019,262,368
ProductVolume
SEK
USD
Equivalent
IRS SEK65,786,688,000 $9,604,316,685
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK37,940,000,000 $5,538,928,712
TotalSEK103,726,688,000$15,143,245,397
ProductVolume
SGD
USD
Equivalent
IRS SGD5,652,600,000 $4,559,099,891
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD5,652,600,000$4,559,099,891
ProductVolume
ZAR
USD
Equivalent
IRS ZAR41,955,000,000 $3,969,628,158
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR41,955,000,000$3,969,628,158
ProductUSD
Equivalent
IRS$664,117,728,383
OIS$652,719,499,076
Basis$28,996,352,062
Zeroes$4,535,417,916
FRAs$2,292,570,710,886
Total$3,642,939,708,323
Show:
ProductUSD
Equivalent
IRS $1,302,034,584,677
OIS $379,565,680,000
Basis $41,012,000,000
Zeroes $6,934,777,059
FRAs $745,660,000,000
Total$2,475,207,041,736
ProductVolume
EUR
USD
Equivalent
IRS €709,112,895,506 $960,685,403,611
OIS €2,016,343,684,000 $2,728,907,452,718
Basis €40,668,000,000 $55,007,865,400
Zeroes €4,289,545,318 $5,841,199,032
FRAs €1,088,583,600,000 $1,475,982,113,520
Total€3,858,997,724,824$5,226,424,034,281
ProductVolume
GBP
USD
Equivalent
IRS £128,115,826,330 $219,235,945,371
OIS £787,328,900,000 $1,348,848,299,215
Basis £19,655,200,000 $33,666,074,050
Zeroes £2,297,819,773 $3,929,495,065
FRAs £305,282,000,000 $522,735,835,800
Total£1,242,679,746,103$2,128,415,649,501
ProductVolume
JPY
USD
Equivalent
IRS ¥41,779,930,371,828 $411,683,164,533
OIS ¥0 $0
Basis ¥2,840,340,000,000 $27,980,408,794
Zeroes ¥680,000,000,000 $6,687,183,298
FRAs ¥0 $0
Total¥45,300,270,371,828$446,350,756,625
ProductVolume
CHF
USD
Equivalent
IRS CHF13,444,890,000 $14,992,221,479
OIS CHF4,310,000,000 $4,805,813,128
Basis CHF4,172,200,000 $4,644,311,166
Zeroes CHF0 $0
FRAs CHF38,552,000,000 $42,914,990,256
TotalCHF60,479,090,000$67,357,336,029
ProductVolume
AUD
USD
Equivalent
IRS $85,120,192,596 $79,819,743,868
OIS $0 $0
Basis $4,132,000,000 $3,877,766,600
Zeroes $0 $0
FRAs $0 $0
Total$89,252,192,596$83,697,510,468
ProductVolume
CAD
USD
Equivalent
IRS $206,910,281,170 $192,533,966,403
OIS $84,426,800,000 $78,565,105,379
Basis $3,889,000,000 $3,616,306,918
Zeroes $30,430,000,000 $28,329,565,873
FRAs $0 $0
Total$325,656,081,170$303,044,944,573
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK42,757,400,000 $2,111,021,472
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK78,500,000,000 $3,869,684,514
TotalCZK121,257,400,000$5,980,705,986
ProductVolume
DKK
USD
Equivalent
IRS DKK3,668,200,000 $665,372,770
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,813,746,384
TotalDKK13,668,200,000$2,479,119,154
ProductVolume
HKD
USD
Equivalent
IRS HKD39,010,000,000 $5,033,133,780
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD39,010,000,000$5,033,133,780
ProductVolume
HUF
USD
Equivalent
IRS HUF463,494,445,002 $2,029,967,104
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,924,000,000,000 $17,126,359,432
TotalHUF4,387,494,445,002$19,156,326,536
ProductVolume
NOK
USD
Equivalent
IRS NOK41,657,940,000 $6,716,786,626
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK75,000,000,000 $12,092,064,564
TotalNOK116,657,940,000$18,808,851,190
ProductVolume
NZD
USD
Equivalent
IRS NZD48,707,849,358 $42,426,024,048
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD960,000,000 $834,048,000
FRAs NZD0 $0
TotalNZD49,667,849,358$43,260,072,048
ProductVolume
PLN
USD
Equivalent
IRS PLN25,557,000,000 $8,354,104,547
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN32,500,000,000 $10,617,124,795
TotalPLN58,057,000,000$18,971,229,342
ProductVolume
SEK
USD
Equivalent
IRS SEK153,164,964,000 $22,446,716,548
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,400,000,000 $498,398,528
FRAs SEK342,920,000,000 $50,267,831,434
TotalSEK499,484,964,000$73,212,946,510
ProductVolume
SGD
USD
Equivalent
IRS SGD19,736,952,000 $15,884,774,166
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD19,736,952,000$15,884,774,166
ProductVolume
ZAR
USD
Equivalent
IRS ZAR137,551,620,000 $12,856,956,399
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR137,551,620,000$12,856,956,399
ProductUSD
Equivalent
IRS$3,299,509,887,402
OIS$4,540,692,350,440
Basis$169,804,732,928
Zeroes$53,054,666,855
FRAs$2,883,079,750,699
Total$10,946,141,388,324
Show:
ProductUSD
Equivalent
IRS $40,933,406,864,031
OIS $8,220,259,316,946
Basis $1,621,605,675,400
Zeroes $167,591,868,945
FRAs $37,790,659,800,000
Total$88,733,523,525,322
ProductVolume
EUR
USD
Equivalent
IRS €26,923,357,551,943 $36,857,269,132,864
OIS €76,213,957,787,978 $104,326,768,724,489
Basis €72,666,615,767 $98,784,043,314
Zeroes €595,540,193,043 $814,574,213,223
FRAs €50,650,547,113,600 $69,299,637,743,635
Total€154,456,069,262,331$211,397,033,857,525
ProductVolume
GBP
USD
Equivalent
IRS £4,853,786,580,819 $8,121,887,902,133
OIS £17,710,834,082,815 $29,838,033,342,239
Basis £805,041,320,000 $1,345,339,056,526
Zeroes £55,911,868,994 $93,522,618,765
FRAs £10,846,521,000,000 $18,153,814,189,600
Total£34,272,094,852,628$57,552,597,109,263
ProductVolume
JPY
USD
Equivalent
IRS ¥755,234,828,729,327 $7,378,010,100,683
OIS ¥0 $0
Basis ¥56,093,800,000,000 $547,769,094,056
Zeroes ¥1,680,000,000,000 $16,375,999,293
FRAs ¥0 $0
Total¥813,008,628,729,327$7,942,155,194,032
ProductVolume
CHF
USD
Equivalent
IRS CHF888,352,580,148 $995,501,489,269
OIS CHF81,906,000,000 $92,260,388,205
Basis CHF91,631,000,000 $102,990,065,963
Zeroes CHF1,071,548,000 $1,198,483,426
FRAs CHF1,240,994,000,000 $1,383,834,945,393
TotalCHF2,303,955,128,148$2,575,785,372,256
ProductVolume
AUD
USD
Equivalent
IRS $3,096,588,015,201 $2,842,546,181,712
OIS $0 $0
Basis $215,004,900,000 $196,898,608,415
Zeroes $31,005,708,291 $28,593,610,402
FRAs $0 $0
Total$3,342,598,623,492$3,068,038,400,529
ProductVolume
CAD
USD
Equivalent
IRS $3,958,235,569,896 $3,617,413,979,752
OIS $2,325,967,808,498 $2,115,839,667,018
Basis $75,526,072,554 $69,039,395,162
Zeroes $301,508,258,000 $277,159,115,061
FRAs $0 $0
Total$6,661,237,708,948$6,079,452,156,993
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,584,240,684,772 $79,081,009,278
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK824,432,000,000 $41,030,956,759
TotalCZK2,412,672,684,772$120,311,308,208
ProductVolume
DKK
USD
Equivalent
IRS DKK509,977,743,104 $93,412,273,085
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK823,456,000,000 $151,142,232,986
TotalDKK1,334,433,743,104$244,740,353,769
ProductVolume
HKD
USD
Equivalent
IRS HKD2,373,483,100,812 $306,005,001,394
OIS HKD0 $0
Basis HKD5,200,000,000 $670,656,230
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,378,683,100,812$306,675,657,624
ProductVolume
HUF
USD
Equivalent
IRS HUF50,514,678,886,292 $224,519,691,536
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF232,000,000,000 $1,032,943,976
FRAs HUF141,623,628,421,052 $629,939,736,844
TotalHUF192,370,307,307,344$855,492,372,356
ProductVolume
NOK
USD
Equivalent
IRS NOK1,401,470,101,690 $231,733,503,069
OIS NOK0 $0
Basis NOK15,655,400,000 $2,618,473,166
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK5,392,234,000,002 $891,364,918,144
TotalNOK6,813,121,501,692$1,126,341,862,161
ProductVolume
NZD
USD
Equivalent
IRS NZD1,221,325,474,407 $1,041,377,230,224
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD18,083,400,000 $15,431,696,660
FRAs NZD0 $0
TotalNZD1,239,808,874,407$1,057,149,816,884
ProductVolume
PLN
USD
Equivalent
IRS PLN1,122,092,919,028 $368,242,550,446
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,620,000,000 $863,078,682
FRAs PLN2,385,111,000,000 $781,920,549,258
TotalPLN3,509,823,919,028$1,151,026,178,386
ProductVolume
SEK
USD
Equivalent
IRS SEK5,918,356,229,190 $903,488,805,441
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK16,854,000,000 $2,499,580,025
FRAs SEK15,191,951,000,000 $2,318,288,107,670
TotalSEK21,127,161,229,190$3,224,276,493,136
ProductVolume
SGD
USD
Equivalent
IRS SGD535,036,952,923 $425,326,147,917
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD535,036,952,923$425,326,147,917
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,266,269,087,010 $397,599,864,329
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR4,266,269,087,010$397,599,864,329
ProductUSD
Equivalent
IRS$104,816,821,727,163
OIS$144,593,161,438,897
Basis$3,986,055,958,232
Zeroes$1,419,853,366,109
FRAs$131,441,633,180,289
Total$386,257,525,670,690
Show:
ProductUSD
Equivalent
IRS $69,711,436,552,409
OIS $10,175,497,556,368
Basis $7,090,706,589,400
Zeroes $216,584,652,535
FRAs $28,356,248,600,000
Total$115,550,473,950,712
ProductVolume
EUR
USD
Equivalent
IRS €64,549,753,503,894 $86,919,470,580,669
OIS €32,735,371,292,388 $44,079,814,213,765
Basis €310,287,698,175 $417,817,899,977
Zeroes €663,461,823,863 $893,384,518,922
FRAs €35,891,388,756,800 $48,329,549,530,469
Total€134,150,263,075,120$180,640,036,743,802
ProductVolume
GBP
USD
Equivalent
IRS £11,409,042,849,871 $19,468,961,171,163
OIS £13,731,188,296,955 $23,431,586,269,339
Basis £2,189,533,493,720 $3,736,329,430,358
Zeroes £147,041,952,117 $250,919,739,190
FRAs £10,403,875,000,000 $17,753,692,493,750
Total£37,880,681,592,663$64,641,489,103,800
ProductVolume
JPY
USD
Equivalent
IRS ¥1,852,397,455,447,635 $18,256,516,586,485
OIS ¥0 $0
Basis ¥171,807,945,000,000 $1,693,273,000,542
Zeroes ¥6,130,000,000,000 $60,414,921,401
FRAs ¥762,600,000,000 $7,515,892,180
Total¥2,031,098,000,447,635$20,017,720,400,608
ProductVolume
CHF
USD
Equivalent
IRS CHF2,571,241,369,926 $2,849,178,757,743
OIS CHF146,208,680,000 $162,013,053,355
Basis CHF347,905,000,000 $385,511,662,696
Zeroes CHF1,071,548,000 $1,187,376,586
FRAs CHF854,814,000,000 $947,214,804,144
TotalCHF3,921,240,597,926$4,345,105,654,524
ProductVolume
AUD
USD
Equivalent
IRS $7,492,954,432,512 $7,037,757,450,737
OIS $0 $0
Basis $522,032,800,000 $490,319,307,400
Zeroes $18,203,708,291 $17,097,833,012
FRAs $0 $0
Total$8,033,190,940,803$7,545,174,591,149
ProductVolume
CAD
USD
Equivalent
IRS $7,149,030,504,016 $6,657,382,785,320
OIS $1,354,198,941,834 $1,261,068,996,447
Basis $225,973,622,554 $210,433,135,498
Zeroes $193,132,625,958 $179,850,655,081
FRAs $0 $0
Total$8,922,335,694,362$8,308,735,572,346
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,084,327,482,146 $347,117,814,795
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $587,975,893
FRAs CZK1,029,412,000,000 $50,439,119,996
TotalCZK8,125,739,482,146$398,144,910,684
ProductVolume
DKK
USD
Equivalent
IRS DKK1,579,721,314,630 $285,233,203,866
OIS DKK0 $0
Basis DKK1,050,000,000 $189,587,151
Zeroes DKK1,000,000,000 $180,559,192
FRAs DKK792,404,000,000 $143,075,825,833
TotalDKK2,374,175,314,630$428,679,176,042
ProductVolume
HKD
USD
Equivalent
IRS HKD6,731,920,649,432 $868,461,230,261
OIS HKD0 $0
Basis HKD13,540,000,000 $1,746,747,425
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD6,745,460,649,432$870,207,977,686
ProductVolume
HUF
USD
Equivalent
IRS HUF93,324,640,402,836 $408,422,933,929
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF209,500,000,000 $916,849,015
FRAs HUF91,094,037,526,316 $398,660,995,739
TotalHUF184,628,177,929,152$808,000,778,683
ProductVolume
NOK
USD
Equivalent
IRS NOK4,772,404,220,547 $770,923,870,535
OIS NOK0 $0
Basis NOK19,221,400,000 $3,104,983,442
Zeroes NOK4,622,000,000 $746,627,898
FRAs NOK5,155,274,000,002 $832,771,827,801
TotalNOK9,951,521,620,549$1,607,547,309,676
ProductVolume
NZD
USD
Equivalent
IRS NZD2,479,716,464,833 $2,149,418,231,717
OIS NZD0 $0
Basis NZD400,000,000 $346,720,000
Zeroes NZD7,481,400,000 $6,484,877,520
FRAs NZD0 $0
TotalNZD2,487,597,864,833$2,156,249,829,237
ProductVolume
PLN
USD
Equivalent
IRS PLN3,240,113,052,918 $1,054,261,002,788
OIS PLN0 $0
Basis PLN674,000,000 $219,304,668
Zeroes PLN4,260,000,000 $1,386,109,620
FRAs PLN2,023,510,000,000 $658,405,323,182
TotalPLN5,268,557,052,918$1,714,271,740,258
ProductVolume
SEK
USD
Equivalent
IRS SEK17,978,326,399,752 $2,624,688,146,890
OIS SEK0 $0
Basis SEK2,000,000,000 $291,983,591
Zeroes SEK14,144,660,000 $2,065,004,307
FRAs SEK15,563,974,400,000 $2,272,212,564,054
TotalSEK33,558,445,459,752$4,899,257,698,842
ProductVolume
SGD
USD
Equivalent
IRS SGD971,401,342,973 $783,482,955,981
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD971,401,342,973$783,482,955,981
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,209,954,115,316 $1,155,261,057,367
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR12,209,954,115,316$1,155,261,057,367
ProductUSD
Equivalent
IRS$221,347,974,332,655
OIS$79,109,980,089,274
Basis$14,030,290,352,148
Zeroes$1,631,807,700,172
FRAs$99,749,786,977,148
Total$415,869,839,451,397

Figures as of COB Jul 22, 2014.

Notional Outstanding by Product

As of COB Jul 22, 2014

Daily Notional by Tenor

As of COB Jul 22, 2014

Notional Outstanding by Currency

As of COB Jul 22, 2014. *Other: CZK, ZAR, HKD, NZD, DKK, HUF, SGD, SEK, NOK, PLN

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.