Daily Volumes

  • Client Notional Cleared (USD)
    $152,927,559,906,696
    Notional Outstanding (USD)
    $417,683,043,176,902
    As of COB Aug 26, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $321,962,000,000,000
    Trades Compressed
    3,175,000
  • 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 Aug 26, 2014. *Other: ZAR, CZK, HKD, NZD, DKK, SGD, HUF, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$60,176,252,837
$303,525,709,687
$15,024,736,207,971
$3,315,597,058,338
EUR
€146,795,300,000
€548,666,660,000
€32,347,453,914,771
€3,161,194,317,919
GBP
£35,494,786,000
£359,879,422,681
£10,158,964,406,207
£2,038,141,639,544
JPY
¥1,004,105,367,000
¥15,102,692,859,000
¥186,050,621,525,250
¥45,643,079,045,500
CHF
CHF3,200,660,000
CHF4,365,866,000
CHF219,583,583,350
CHF166,710,174,750
AUD
$10,597,617,500
$42,409,395,500
$1,125,540,788,748
$1,327,847,513,583
CAD
$16,557,519,000
$59,473,853,000
$1,973,800,685,072
$727,582,780,747
Other*
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$14,516,001,592
$34,569,339,570
$1,946,992,112,420
$1,300,647,962,045
CZK
CZK3,319,000,000
CZK9,432,000,000
CZK442,411,457,634
CZK224,640,915,268
DKK
DKK0
DKK1,165,480,000
DKK136,389,980,000
DKK162,050,199,823
HKD
HKD3,482,300,000
HKD12,795,300,000
HKD470,725,399,533
HKD142,180,920,000
HUF
HUF430,200,000,000
HUF403,270,000,000
HUF36,992,752,817,000
HUF13,047,578,337,000
NOK
NOK10,057,153,000
NOK12,350,112,000
NOK1,319,926,978,654
NOK830,307,344,054
NZD
NZD979,388,000
NZD16,881,891,143
NZD569,745,820,427
NZD549,633,654,407
PLN
PLN2,902,000,000
PLN9,195,000,000
PLN371,657,049,514
PLN115,166,348,000
SEK
SEK45,982,397,000
SEK59,073,236,000
SEK4,613,301,422,199
SEK3,255,491,294,899
SGD
SGD2,142,980,000
SGD2,274,300,000
SGD127,454,965,899
SGD94,721,075,900
ZAR
ZAR4,485,000,000
ZAR11,005,000,000
ZAR634,817,140,000
ZAR169,114,890,000
Total in USD$364,835,786,542$1,911,099,686,251$83,185,377,758,639$14,670,851,807,405

Figures as of COB Aug 26, 2014. Weekly figures as of COB Aug 22, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $56,784,552,837
OIS $2,959,700,000
Basis $0
Zeroes $432,000,000
FRAs $0
Total$60,176,252,837
ProductVolume
EUR
USD
Equivalent
IRS €39,585,325,000 $52,129,914,493
OIS €77,379,975,000 $101,901,689,078
Basis €0 $0
Zeroes €0 $0
FRAs €29,830,000,000 $39,283,127,000
Total€146,795,300,000$193,314,730,571
ProductVolume
GBP
USD
Equivalent
IRS £12,104,786,000 $20,022,526,523
OIS £23,390,000,000 $38,689,399,000
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
Total£35,494,786,000$58,711,925,523
ProductVolume
JPY
USD
Equivalent
IRS ¥732,905,367,000 $7,042,426,895
OIS ¥0 $0
Basis ¥271,200,000,000 $2,605,938,311
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,004,105,367,000$9,648,365,206
ProductVolume
CHF
USD
Equivalent
IRS CHF3,156,660,000 $3,440,313,879
OIS CHF0 $0
Basis CHF44,000,000 $47,953,790
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF3,200,660,000$3,488,267,669
ProductVolume
AUD
USD
Equivalent
IRS $9,403,617,500 $8,751,476,626
OIS $0 $0
Basis $1,194,000,000 $1,111,196,100
Zeroes $0 $0
FRAs $0 $0
Total$10,597,617,500$9,862,672,726
ProductVolume
CAD
USD
Equivalent
IRS $5,337,519,000 $4,873,333,942
OIS $11,220,000,000 $10,244,236,476
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$16,557,519,000$15,117,570,418
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,319,000,000 $157,559,934
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK3,319,000,000$157,559,934
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 HKD3,482,300,000 $449,294,248
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,482,300,000$449,294,248
ProductVolume
HUF
USD
Equivalent
IRS HUF142,200,000,000 $598,031,794
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF288,000,000,000 $1,211,203,634
TotalHUF430,200,000,000$1,809,235,428
ProductVolume
NOK
USD
Equivalent
IRS NOK10,414,000 $1,685,250
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,046,739,000 $1,625,817,461
TotalNOK10,057,153,000$1,627,502,711
ProductVolume
NZD
USD
Equivalent
IRS NZD979,388,000 $816,124,020
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD979,388,000$816,124,020
ProductVolume
PLN
USD
Equivalent
IRS PLN362,000,000 $113,757,778
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,540,000,000 $798,189,931
TotalPLN2,902,000,000$911,947,709
ProductVolume
SEK
USD
Equivalent
IRS SEK4,281,884,000 $615,465,241
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK41,700,513,000 $5,993,907,419
TotalSEK45,982,397,000$6,609,372,660
ProductVolume
SGD
USD
Equivalent
IRS SGD2,142,980,000 $1,715,001,401
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,142,980,000$1,715,001,401
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,485,000,000 $419,963,481
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR4,485,000,000$419,963,481
ProductUSD
Equivalent
IRS$157,931,428,342
OIS$153,795,024,554
Basis$3,765,088,201
Zeroes$432,000,000
FRAs$48,912,245,445
Total$364,835,786,542
Show:
ProductUSD
Equivalent
IRS $270,204,097,991
OIS $22,968,200,000
Basis $2,945,000,000
Zeroes $671,411,696
FRAs $6,737,000,000
Total$303,525,709,687
ProductVolume
EUR
USD
Equivalent
IRS €96,592,884,000 $128,411,540,863
OIS €357,250,776,000 $475,267,729,024
Basis €0 $0
Zeroes €18,963,000,000 $25,187,763,100
FRAs €75,860,000,000 $100,581,152,500
Total€548,666,660,000$729,448,185,487
ProductVolume
GBP
USD
Equivalent
IRS £27,159,772,000 $45,139,209,508
OIS £325,009,000,000 $540,471,255,360
Basis £2,084,000,000 $3,462,782,770
Zeroes £626,650,681 $1,038,648,109
FRAs £5,000,000,000 $8,310,550,000
Total£359,879,422,681$598,422,445,747
ProductVolume
JPY
USD
Equivalent
IRS ¥13,656,155,359,000 $132,582,026,292
OIS ¥0 $0
Basis ¥1,446,537,500,000 $13,931,336,346
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥15,102,692,859,000$146,513,362,638
ProductVolume
CHF
USD
Equivalent
IRS CHF4,321,166,000 $4,750,308,228
OIS CHF0 $0
Basis CHF44,700,000 $49,006,184
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF4,365,866,000$4,799,314,412
ProductVolume
AUD
USD
Equivalent
IRS $38,738,395,500 $36,039,150,954
OIS $0 $0
Basis $3,671,000,000 $3,419,196,300
Zeroes $0 $0
FRAs $0 $0
Total$42,409,395,500$39,458,347,254
ProductVolume
CAD
USD
Equivalent
IRS $21,222,853,000 $19,417,846,176
OIS $36,891,000,000 $33,702,403,464
Basis $0 $0
Zeroes $1,360,000,000 $1,242,731,816
FRAs $0 $0
Total$59,473,853,000$54,362,981,456
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,432,000,000 $448,751,520
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK9,432,000,000$448,751,520
ProductVolume
DKK
USD
Equivalent
IRS DKK1,165,480,000 $208,879,897
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,165,480,000$208,879,897
ProductVolume
HKD
USD
Equivalent
IRS HKD12,795,300,000 $1,650,894,479
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD12,795,300,000$1,650,894,479
ProductVolume
HUF
USD
Equivalent
IRS HUF403,270,000,000 $1,712,300,757
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF403,270,000,000$1,712,300,757
ProductVolume
NOK
USD
Equivalent
IRS NOK5,256,634,000 $853,867,960
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK7,093,478,000 $1,153,129,194
TotalNOK12,350,112,000$2,006,997,154
ProductVolume
NZD
USD
Equivalent
IRS NZD15,434,891,143 $12,991,538,361
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,447,000,000 $1,216,275,850
FRAs NZD0 $0
TotalNZD16,881,891,143$14,207,814,211
ProductVolume
PLN
USD
Equivalent
IRS PLN7,695,000,000 $2,444,791,500
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,500,000,000 $478,210,374
TotalPLN9,195,000,000$2,923,001,874
ProductVolume
SEK
USD
Equivalent
IRS SEK17,572,210,000 $2,549,423,171
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,400,000,000 $491,738,077
FRAs SEK38,101,026,000 $5,519,828,790
TotalSEK59,073,236,000$8,560,990,038
ProductVolume
SGD
USD
Equivalent
IRS SGD2,274,300,000 $1,819,881,339
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,274,300,000$1,819,881,339
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,005,000,000 $1,029,828,301
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,005,000,000$1,029,828,301
ProductUSD
Equivalent
IRS$662,254,337,297
OIS$1,072,409,587,848
Basis$23,807,321,600
Zeroes$29,848,568,648
FRAs$122,779,870,858
Total$1,911,099,686,251
Show:
ProductUSD
Equivalent
IRS $12,026,108,012,433
OIS $2,175,249,667,000
Basis $171,140,800,000
Zeroes $68,890,828,538
FRAs $583,346,900,000
Total$15,024,736,207,971
ProductVolume
EUR
USD
Equivalent
IRS €3,592,651,601,137 $4,905,300,674,039
OIS €25,784,207,977,829 $35,231,339,161,890
Basis €2,230,142,883 $3,031,403,172
Zeroes €328,332,736,122 $447,494,740,701
FRAs €2,640,031,456,800 $3,606,353,798,288
Total€32,347,453,914,771$44,193,519,778,090
ProductVolume
GBP
USD
Equivalent
IRS £1,046,324,699,648 $1,752,128,754,431
OIS £8,813,134,501,750 $14,861,181,375,812
Basis £85,686,660,000 $143,425,370,567
Zeroes £11,967,044,809 $20,069,548,521
FRAs £201,851,500,000 $339,220,954,575
Total£10,158,964,406,207$17,116,026,003,906
ProductVolume
JPY
USD
Equivalent
IRS ¥173,212,479,025,250 $1,691,554,297,093
OIS ¥0 $0
Basis ¥11,998,142,500,000 $116,991,155,209
Zeroes ¥840,000,000,000 $8,187,999,646
FRAs ¥0 $0
Total¥186,050,621,525,250$1,816,733,451,948
ProductVolume
CHF
USD
Equivalent
IRS CHF181,949,433,350 $202,104,935,352
OIS CHF21,695,000,000 $24,040,933,896
Basis CHF7,945,150,000 $8,759,911,904
Zeroes CHF1,984,000,000 $2,191,976,609
FRAs CHF6,010,000,000 $6,679,064,403
TotalCHF219,583,583,350$243,776,822,164
ProductVolume
AUD
USD
Equivalent
IRS $1,055,151,934,602 $973,514,514,337
OIS $0 $0
Basis $51,146,000,000 $47,169,679,088
Zeroes $19,242,854,146 $17,822,909,701
FRAs $0 $0
Total$1,125,540,788,748$1,038,507,103,126
ProductVolume
CAD
USD
Equivalent
IRS $1,071,263,701,740 $981,067,315,170
OIS $712,406,533,332 $649,122,607,473
Basis $634,000,000 $589,065,018
Zeroes $189,496,450,000 $174,307,291,353
FRAs $0 $0
Total$1,973,800,685,072$1,805,086,279,014
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK210,071,457,634 $10,429,702,137
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK230,340,000,000 $11,314,399,766
TotalCZK442,411,457,634$21,843,772,988
ProductVolume
DKK
USD
Equivalent
IRS DKK130,889,980,000 $23,880,751,740
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK136,389,980,000$24,890,713,618
ProductVolume
HKD
USD
Equivalent
IRS HKD469,925,399,533 $60,594,357,751
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD470,725,399,533$60,697,560,919
ProductVolume
HUF
USD
Equivalent
IRS HUF10,347,832,817,000 $45,446,582,209
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF116,000,000,000 $516,471,988
FRAs HUF26,528,920,000,000 $116,901,426,785
TotalHUF36,992,752,817,000$162,864,480,982
ProductVolume
NOK
USD
Equivalent
IRS NOK207,190,761,653 $33,939,964,017
OIS NOK0 $0
Basis NOK495,000,000 $79,111,395
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,110,360,217,001 $182,745,832,468
TotalNOK1,319,926,978,654$217,077,391,771
ProductVolume
NZD
USD
Equivalent
IRS NZD556,557,120,427 $474,885,220,193
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD13,188,700,000 $11,245,729,180
FRAs NZD0 $0
TotalNZD569,745,820,427$486,130,949,373
ProductVolume
PLN
USD
Equivalent
IRS PLN155,932,049,514 $50,946,133,639
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,080,000,000 $681,949,917
FRAs PLN213,645,000,000 $69,928,793,246
TotalPLN371,657,049,514$121,556,876,802
ProductVolume
SEK
USD
Equivalent
IRS SEK1,602,171,283,199 $240,837,018,721
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK32,880,000,000 $4,796,327,768
FRAs SEK2,978,250,139,000 $445,635,000,687
TotalSEK4,613,301,422,199$691,268,347,176
ProductVolume
SGD
USD
Equivalent
IRS SGD127,454,965,899 $101,592,107,019
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD127,454,965,899$101,592,107,019
ProductVolume
ZAR
USD
Equivalent
IRS ZAR634,817,140,000 $59,069,911,772
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR634,817,140,000$59,069,911,772
ProductUSD
Equivalent
IRS$23,633,400,252,053
OIS$52,940,933,746,071
Basis$491,289,699,521
Zeroes$756,710,852,747
FRAs$5,363,043,208,247
Total$83,185,377,758,639
Show:
ProductUSD
Equivalent
IRS $2,382,155,435,363
OIS $582,020,099,000
Basis $190,176,000,000
Zeroes $41,323,423,974
FRAs $119,922,100,000
Total$3,315,597,058,337
ProductVolume
EUR
USD
Equivalent
IRS €1,139,932,611,945 $1,501,177,256,670
OIS €1,470,291,378,613 $1,936,226,716,495
Basis €4,966,142,883 $6,539,913,563
Zeroes €164,850,384,478 $217,091,471,319
FRAs €381,153,800,000 $501,941,439,220
Total€3,161,194,317,919$4,162,976,797,267
ProductVolume
GBP
USD
Equivalent
IRS £322,385,089,435 $533,257,176,435
OIS £1,555,414,610,000 $2,572,811,306,401
Basis £33,106,210,000 $54,760,981,961
Zeroes £14,266,230,108 $23,597,771,222
FRAs £112,969,500,000 $186,862,849,950
Total£2,038,141,639,543$3,371,290,085,969
ProductVolume
JPY
USD
Equivalent
IRS ¥42,614,836,545,500 $409,482,430,532
OIS ¥0 $0
Basis ¥3,028,242,500,000 $29,098,131,066
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥45,643,079,045,500$438,580,561,598
ProductVolume
CHF
USD
Equivalent
IRS CHF129,334,524,750 $140,956,378,127
OIS CHF21,395,000,000 $23,317,530,380
Basis CHF7,986,650,000 $8,704,321,290
Zeroes CHF1,984,000,000 $2,162,279,985
FRAs CHF6,010,000,000 $6,550,051,768
TotalCHF166,710,174,750$181,690,561,550
ProductVolume
AUD
USD
Equivalent
IRS $1,210,921,159,437 $1,126,943,777,030
OIS $0 $0
Basis $109,434,500,000 $101,845,217,425
Zeroes $7,491,854,146 $6,972,294,061
FRAs $0 $0
Total$1,327,847,513,583$1,235,761,288,516
ProductVolume
CAD
USD
Equivalent
IRS $426,714,930,747 $389,605,049,757
OIS $223,427,100,000 $203,996,439,169
Basis $3,731,500,000 $3,406,984,707
Zeroes $73,709,250,000 $67,299,018,489
FRAs $0 $0
Total$727,582,780,747$664,307,492,122
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK218,640,915,268 $10,379,345,610
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK6,000,000,000 $284,832,661
TotalCZK224,640,915,268$10,664,178,271
ProductVolume
DKK
USD
Equivalent
IRS DKK160,550,199,823 $28,362,251,987
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $88,328,299
FRAs DKK1,000,000,000 $176,656,597
TotalDKK162,050,199,823$28,627,236,883
ProductVolume
HKD
USD
Equivalent
IRS HKD141,380,920,000 $18,241,287,126
OIS HKD0 $0
Basis HKD800,000,000 $103,217,815
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD142,180,920,000$18,344,504,941
ProductVolume
HUF
USD
Equivalent
IRS HUF4,398,278,337,000 $18,497,259,387
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,649,300,000,000 $36,375,220,792
TotalHUF13,047,578,337,000$54,872,480,179
ProductVolume
NOK
USD
Equivalent
IRS NOK149,191,127,053 $24,142,912,380
OIS NOK0 $0
Basis NOK495,000,000 $80,103,568
Zeroes NOK1,371,000,000 $221,862,610
FRAs NOK679,250,217,001 $109,919,931,548
TotalNOK830,307,344,054$134,364,810,106
ProductVolume
NZD
USD
Equivalent
IRS NZD545,015,954,407 $454,161,794,807
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,617,700,000 $3,847,929,410
FRAs NZD0 $0
TotalNZD549,633,654,407$458,009,724,217
ProductVolume
PLN
USD
Equivalent
IRS PLN51,138,848,000 $16,070,280,938
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN64,027,500,000 $20,120,514,110
TotalPLN115,166,348,000$36,190,795,048
ProductVolume
SEK
USD
Equivalent
IRS SEK1,004,671,155,899 $144,408,436,774
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK19,680,000,000 $2,828,744,529
FRAs SEK2,231,140,139,000 $320,697,431,994
TotalSEK3,255,491,294,899$467,934,613,297
ProductVolume
SGD
USD
Equivalent
IRS SGD94,721,075,900 $75,804,150,214
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD94,721,075,900$75,804,150,214
ProductVolume
ZAR
USD
Equivalent
IRS ZAR169,114,890,000 $15,835,468,889
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR169,114,890,000$15,835,468,889
ProductUSD
Equivalent
IRS$7,289,480,692,026
OIS$5,318,372,091,445
Basis$394,714,871,395
Zeroes$365,433,123,898
FRAs$1,302,851,028,640
Total$14,670,851,807,404

Figures as of COB Aug 26, 2014.

Notional Outstanding by Product

As of COB Aug 26, 2014

Daily Notional by Tenor
 

As of COB Aug 26, 2014

Notional Outstanding by Tenor
 

As of COB Aug 26, 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
$351,888,267,674
$2,076,928,132,268
$102,827,041,157,715
$114,604,045,744,416
EUR
€678,174,980,510
€3,546,158,699,468
€169,367,961,024,739
€133,790,373,513,960
GBP
£130,369,792,000
£1,713,188,191,936
£42,428,531,760,308
£42,361,357,591,627
JPY
¥10,000,110,734,000
¥51,298,987,718,000
¥984,641,397,857,329
¥2,107,713,953,947,997
CHF
CHF9,271,520,000
CHF49,798,512,524
CHF2,861,540,282,364
CHF4,257,497,960,820
AUD
$36,097,608,128
$133,359,380,000
$4,094,766,432,766
$8,501,566,855,791
CAD
$44,034,238,000
$206,738,105,000
$7,739,514,589,948
$9,673,200,944,861
Other*
Show All
Hide
$63,467,378,965
$210,964,052,267
$10,535,909,322,626
$15,183,672,238,835
CZK
CZK12,688,000,000
CZK35,078,000,000
CZK2,853,148,684,772
CZK8,129,653,482,146
DKK
DKK6,000,000,000
DKK4,030,960,000
DKK1,620,052,103,104
DKK2,492,000,120,710
HKD
HKD16,024,600,000
HKD63,329,400,000
HKD2,783,964,900,812
HKD7,037,175,249,432
HUF
HUF1,630,980,000,000
HUF1,929,600,000,000
HUF218,112,916,508,744
HUF184,198,243,675,454
NOK
NOK58,772,644,000
NOK184,870,604,000
NOK7,970,923,599,692
NOK10,729,200,904,548
NZD
NZD3,579,748,408
NZD43,824,782,286
NZD1,497,734,907,229
NZD2,675,537,603,903
PLN
PLN9,552,000,000
PLN49,292,020,000
PLN4,041,058,679,028
PLN4,425,969,991,710
SEK
SEK208,148,794,000
SEK592,566,476,000
SEK25,931,089,293,190
SEK36,984,139,004,650
SGD
SGD6,271,760,000
SGD18,917,800,000
SGD627,649,503,123
SGD1,048,394,604,973
ZAR
ZAR26,110,053,724
ZAR92,311,200,000
ZAR4,738,312,420,046
ZAR12,423,025,778,758
Total in USD$1,704,082,810,275$10,716,086,764,313$439,580,334,138,722$417,683,043,176,902

Figures as of COB Aug 26, 2014. Weekly figures as of COB Aug 22, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $222,308,867,674
OIS $92,745,400,000
Basis $2,720,000,000
Zeroes $1,314,000,000
FRAs $32,800,000,000
Total$351,888,267,674
ProductVolume
EUR
USD
Equivalent
IRS €236,323,830,510 $311,214,852,399
OIS €327,535,150,000 $431,331,039,035
Basis €0 $0
Zeroes €6,000,000 $7,901,400
FRAs €114,310,000,000 $150,534,839,000
Total€678,174,980,510$893,088,631,834
ProductVolume
GBP
USD
Equivalent
IRS £40,991,412,000 $67,803,894,589
OIS £80,980,000,000 $133,949,018,000
Basis £1,893,000,000 $3,131,211,300
Zeroes £5,380,000 $8,899,058
FRAs £6,500,000,000 $10,751,650,000
Total£130,369,792,000$215,644,672,947
ProductVolume
JPY
USD
Equivalent
IRS ¥9,457,710,734,000 $90,878,358,163
OIS ¥0 $0
Basis ¥542,400,000,000 $5,211,876,622
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥10,000,110,734,000$96,090,234,785
ProductVolume
CHF
USD
Equivalent
IRS CHF8,673,520,000 $9,452,912,648
OIS CHF0 $0
Basis CHF598,000,000 $651,735,600
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF9,271,520,000$10,104,648,248
ProductVolume
AUD
USD
Equivalent
IRS $32,853,608,128 $30,575,210,404
OIS $0 $0
Basis $3,244,000,000 $3,019,028,600
Zeroes $0 $0
FRAs $0 $0
Total$36,097,608,128$33,594,239,004
ProductVolume
CAD
USD
Equivalent
IRS $15,594,238,000 $14,238,062,543
OIS $28,240,000,000 $25,784,067,564
Basis $200,000,000 $182,606,711
Zeroes $0 $0
FRAs $0 $0
Total$44,034,238,000$40,204,736,818
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK12,688,000,000 $602,326,133
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK12,688,000,000$602,326,133
ProductVolume
DKK
USD
Equivalent
IRS DKK2,000,000,000 $353,313,194
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK4,000,000,000 $706,626,389
TotalDKK6,000,000,000$1,059,939,583
ProductVolume
HKD
USD
Equivalent
IRS HKD16,024,600,000 $2,067,530,256
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD16,024,600,000$2,067,530,256
ProductVolume
HUF
USD
Equivalent
IRS HUF374,980,000,000 $1,577,003,953
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,256,000,000,000 $5,282,193,624
TotalHUF1,630,980,000,000$6,859,197,577
ProductVolume
NOK
USD
Equivalent
IRS NOK8,679,166,000 $1,404,509,426
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK50,093,478,000 $8,106,396,634
TotalNOK58,772,644,000$9,510,906,060
ProductVolume
NZD
USD
Equivalent
IRS NZD3,579,748,408 $2,983,004,348
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD3,579,748,408$2,983,004,348
ProductVolume
PLN
USD
Equivalent
IRS PLN3,872,000,000 $1,216,768,274
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,680,000,000 $1,784,928,666
TotalPLN9,552,000,000$3,001,696,940
ProductVolume
SEK
USD
Equivalent
IRS SEK24,747,768,000 $3,557,170,393
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK183,401,026,000 $26,361,516,713
TotalSEK208,148,794,000$29,918,687,106
ProductVolume
SGD
USD
Equivalent
IRS SGD6,271,760,000 $5,019,214,917
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD6,271,760,000$5,019,214,917
ProductVolume
ZAR
USD
Equivalent
IRS ZAR26,110,053,724 $2,444,876,045
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR26,110,053,724$2,444,876,045
ProductUSD
Equivalent
IRS$767,697,875,359
OIS$683,809,524,599
Basis$14,916,458,833
Zeroes$1,330,800,458
FRAs$236,328,151,026
Total$1,704,082,810,275
Show:
ProductUSD
Equivalent
IRS $1,077,949,513,320
OIS $213,952,600,000
Basis $40,148,000,000
Zeroes $4,418,018,948
FRAs $740,460,000,000
Total$2,076,928,132,268
ProductVolume
EUR
USD
Equivalent
IRS €774,362,641,468 $1,029,530,295,461
OIS €1,211,188,302,000 $1,611,168,723,119
Basis €6,600,000,000 $8,741,160,000
Zeroes €38,065,756,000 $50,561,198,943
FRAs €1,515,942,000,000 $2,016,665,653,800
Total€3,546,158,699,468$4,716,667,031,323
ProductVolume
GBP
USD
Equivalent
IRS £129,723,576,590 $215,585,332,362
OIS £1,107,992,900,000 $1,842,572,347,905
Basis £21,760,020,000 $36,182,420,944
Zeroes £1,623,695,346 $2,691,903,433
FRAs £452,088,000,000 $750,120,784,800
Total£1,713,188,191,936$2,847,152,789,444
ProductVolume
JPY
USD
Equivalent
IRS ¥46,755,292,718,000 $452,840,874,461
OIS ¥714,340,000,000 $6,881,330,727
Basis ¥3,829,355,000,000 $36,903,580,818
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥51,298,987,718,000$496,625,786,006
ProductVolume
CHF
USD
Equivalent
IRS CHF48,969,112,524 $53,919,339,694
OIS CHF100,000,000 $109,703,253
Basis CHF729,400,000 $798,307,806
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF49,798,512,524$54,827,350,753
ProductVolume
AUD
USD
Equivalent
IRS $118,081,380,000 $109,839,093,114
OIS $0 $0
Basis $15,278,000,000 $14,220,970,550
Zeroes $0 $0
FRAs $0 $0
Total$133,359,380,000$124,060,063,664
ProductVolume
CAD
USD
Equivalent
IRS $121,037,553,000 $110,566,933,962
OIS $82,082,000,000 $74,989,942,514
Basis $400,000,000 $364,680,676
Zeroes $3,218,552,000 $2,940,001,436
FRAs $0 $0
Total$206,738,105,000$188,861,558,588
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK35,078,000,000 $1,670,492,458
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK35,078,000,000$1,670,492,458
ProductVolume
DKK
USD
Equivalent
IRS DKK4,030,960,000 $720,285,717
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK4,030,960,000$720,285,717
ProductVolume
HKD
USD
Equivalent
IRS HKD63,329,400,000 $8,170,949,452
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD63,329,400,000$8,170,949,452
ProductVolume
HUF
USD
Equivalent
IRS HUF1,789,600,000,000 $7,595,048,102
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF140,000,000,000 $591,853,876
TotalHUF1,929,600,000,000$8,186,901,978
ProductVolume
NOK
USD
Equivalent
IRS NOK26,505,648,000 $4,305,201,936
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK158,364,956,000 $25,754,472,375
TotalNOK184,870,604,000$30,059,674,311
ProductVolume
NZD
USD
Equivalent
IRS NZD40,930,782,286 $34,442,465,222
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,894,000,000 $2,432,551,700
FRAs NZD0 $0
TotalNZD43,824,782,286$36,875,016,922
ProductVolume
PLN
USD
Equivalent
IRS PLN33,222,020,000 $10,551,959,926
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN16,070,000,000 $5,104,870,787
TotalPLN49,292,020,000$15,656,830,713
ProductVolume
SEK
USD
Equivalent
IRS SEK90,348,424,000 $13,114,830,340
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,800,000,000 $983,476,154
FRAs SEK495,418,052,000 $71,725,946,849
TotalSEK592,566,476,000$85,824,253,343
ProductVolume
SGD
USD
Equivalent
IRS SGD18,917,800,000 $15,147,462,939
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD18,917,800,000$15,147,462,939
ProductVolume
ZAR
USD
Equivalent
IRS ZAR92,311,200,000 $8,652,184,434
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR92,311,200,000$8,652,184,434
ProductUSD
Equivalent
IRS$3,154,602,262,900
OIS$3,749,674,647,518
Basis$137,359,120,794
Zeroes$64,027,150,614
FRAs$3,610,423,582,487
Total$10,716,086,764,313
Show:
ProductUSD
Equivalent
IRS $47,076,543,640,123
OIS $10,422,481,200,354
Basis $1,847,023,197,400
Zeroes $187,059,319,838
FRAs $43,293,933,800,000
Total$102,827,041,157,715
ProductVolume
EUR
USD
Equivalent
IRS €30,457,647,453,640 $41,579,032,327,125
OIS €83,578,348,158,936 $114,168,166,337,312
Basis €84,746,615,767 $114,866,512,914
Zeroes €701,773,682,796 $956,470,346,499
FRAs €54,545,445,113,600 $74,498,835,171,435
Total€169,367,961,024,739$231,317,370,695,285
ProductVolume
GBP
USD
Equivalent
IRS £5,507,866,429,530 $9,219,210,988,172
OIS £23,547,815,662,211 $39,649,760,702,770
Basis £873,222,160,000 $1,459,618,109,957
Zeroes £66,156,508,567 $110,777,183,001
FRAs £12,433,471,000,000 $20,820,109,765,800
Total£42,428,531,760,308$71,259,476,749,700
ProductVolume
JPY
USD
Equivalent
IRS ¥918,268,850,857,329 $8,966,088,011,442
OIS ¥1,981,882,000,000 $19,256,090,633
Basis ¥62,710,665,000,000 $611,887,753,580
Zeroes ¥1,680,000,000,000 $16,375,999,293
FRAs ¥0 $0
Total¥984,641,397,857,329$9,613,607,854,948
ProductVolume
CHF
USD
Equivalent
IRS CHF1,138,001,831,064 $1,270,341,644,661
OIS CHF110,430,000,000 $123,650,712,966
Basis CHF114,044,100,000 $127,674,859,216
Zeroes CHF4,108,351,300 $4,540,597,945
FRAs CHF1,494,956,000,000 $1,663,352,909,020
TotalCHF2,861,540,282,364$3,189,560,723,808
ProductVolume
AUD
USD
Equivalent
IRS $3,792,567,324,475 $3,491,635,043,906
OIS $0 $0
Basis $269,013,400,000 $247,247,663,415
Zeroes $33,185,708,291 $30,616,214,402
FRAs $0 $0
Total$4,094,766,432,766$3,769,498,921,723
ProductVolume
CAD
USD
Equivalent
IRS $4,678,677,477,896 $4,278,335,147,869
OIS $2,635,944,608,498 $2,399,151,178,097
Basis $78,267,072,554 $71,546,912,538
Zeroes $346,625,431,000 $318,835,474,413
FRAs $0 $0
Total$7,739,514,589,948$7,067,868,712,917
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,856,176,684,772 $92,211,198,603
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK992,972,000,000 $49,145,506,631
TotalCZK2,853,148,684,772$141,556,047,405
ProductVolume
DKK
USD
Equivalent
IRS DKK576,990,103,104 $105,439,283,271
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK1,041,182,000,000 $190,185,607,128
TotalDKK1,620,052,103,104$295,968,847,965
ProductVolume
HKD
USD
Equivalent
IRS HKD2,778,764,900,812 $358,296,308,100
OIS HKD0 $0
Basis HKD5,200,000,000 $670,656,230
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,783,964,900,812$358,966,964,330
ProductVolume
HUF
USD
Equivalent
IRS HUF60,641,388,087,692 $267,729,013,626
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF232,000,000,000 $1,032,943,976
FRAs HUF157,239,528,421,052 $696,741,357,753
TotalHUF218,112,916,508,744$965,503,315,355
ProductVolume
NOK
USD
Equivalent
IRS NOK1,583,179,765,690 $260,957,324,180
OIS NOK0 $0
Basis NOK16,645,400,000 $2,776,695,956
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK6,367,336,434,002 $1,048,282,758,980
TotalNOK7,970,923,599,692$1,312,641,746,898
ProductVolume
NZD
USD
Equivalent
IRS NZD1,474,957,507,229 $1,256,745,749,739
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD22,377,400,000 $19,048,858,360
FRAs NZD0 $0
TotalNZD1,497,734,907,229$1,276,135,498,099
ProductVolume
PLN
USD
Equivalent
IRS PLN1,303,293,679,028 $426,260,995,530
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,160,000,000 $1,363,899,833
FRAs PLN2,733,605,000,000 $893,830,902,256
TotalPLN4,041,058,679,028$1,321,455,797,619
ProductVolume
SEK
USD
Equivalent
IRS SEK7,172,906,015,190 $1,085,917,012,370
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK69,014,000,000 $10,071,797,968
FRAs SEK18,689,169,278,000 $2,826,159,458,495
TotalSEK25,931,089,293,190$3,922,148,268,833
ProductVolume
SGD
USD
Equivalent
IRS SGD627,649,503,123 $499,565,255,250
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD627,649,503,123$499,565,255,250
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,738,312,420,046 $441,967,580,872
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR4,738,312,420,046$441,967,580,872
ProductUSD
Equivalent
IRS$120,676,276,524,839
OIS$166,782,466,222,132
Basis$4,483,811,361,074
Zeroes$1,657,202,793,179
FRAs$145,980,577,237,498
Total$439,580,334,138,722
Show:
ProductUSD
Equivalent
IRS $65,982,001,505,606
OIS $11,503,788,639,776
Basis $7,187,285,631,400
Zeroes $217,814,567,634
FRAs $29,713,155,400,000
Total$114,604,045,744,416
ProductVolume
EUR
USD
Equivalent
IRS €65,986,367,566,310 $86,897,447,448,073
OIS €32,158,100,098,190 $42,349,002,019,306
Basis €321,611,698,175 $423,530,445,326
Zeroes €741,053,394,485 $975,893,215,197
FRAs €34,583,240,756,800 $45,542,669,752,630
Total€133,790,373,513,960$176,188,542,880,532
ProductVolume
GBP
USD
Equivalent
IRS £11,770,568,462,186 $19,469,697,293,302
OIS £17,265,777,908,043 $28,559,323,237,694
Basis £2,218,898,233,720 $3,670,279,568,396
Zeroes £153,283,987,677 $253,547,044,017
FRAs £10,952,829,000,000 $18,117,074,448,900
Total£42,361,357,591,626$70,069,921,592,309
ProductVolume
JPY
USD
Equivalent
IRS ¥1,925,084,681,947,997 $18,497,979,071,279
OIS ¥1,981,882,000,000 $19,043,739,791
Basis ¥173,754,790,000,000 $1,669,595,368,502
Zeroes ¥6,130,000,000,000 $58,902,661,670
FRAs ¥762,600,000,000 $7,327,760,161
Total¥2,107,713,953,947,997$20,252,848,601,403
ProductVolume
CHF
USD
Equivalent
IRS CHF2,766,396,829,520 $3,014,982,103,994
OIS CHF166,632,680,000 $181,606,103,210
Basis CHF362,868,100,000 $395,475,014,986
Zeroes CHF4,108,351,300 $4,477,523,078
FRAs CHF957,492,000,000 $1,043,531,142,717
TotalCHF4,257,497,960,820$4,640,071,887,985
ProductVolume
AUD
USD
Equivalent
IRS $7,915,771,847,500 $7,366,813,069,876
OIS $0 $0
Basis $569,911,300,000 $530,387,951,345
Zeroes $15,883,708,291 $14,782,173,121
FRAs $0 $0
Total$8,501,566,855,791$7,911,983,194,342
ProductVolume
CAD
USD
Equivalent
IRS $7,628,006,781,514 $6,964,626,141,533
OIS $1,589,429,741,834 $1,451,202,685,993
Basis $223,514,622,554 $204,076,350,198
Zeroes $232,249,798,958 $212,051,859,355
FRAs $0 $0
Total$9,673,200,944,860$8,831,957,037,079
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,300,499,482,146 $346,570,115,459
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $569,665,322
FRAs CZK817,154,000,000 $38,792,024,685
TotalCZK8,129,653,482,146$385,931,805,466
ProductVolume
DKK
USD
Equivalent
IRS DKK1,623,398,120,710 $286,783,987,971
OIS DKK0 $0
Basis DKK1,930,000,000 $340,947,233
Zeroes DKK1,000,000,000 $176,656,597
FRAs DKK865,672,000,000 $152,926,669,846
TotalDKK2,492,000,120,710$440,228,261,647
ProductVolume
HKD
USD
Equivalent
IRS HKD7,028,235,249,432 $906,798,860,660
OIS HKD0 $0
Basis HKD8,940,000,000 $1,153,459,087
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,037,175,249,432$907,952,319,747
ProductVolume
HUF
USD
Equivalent
IRS HUF97,975,406,149,138 $412,042,249,765
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF209,500,000,000 $881,066,532
FRAs HUF86,013,337,526,316 $361,734,954,691
TotalHUF184,198,243,675,454$774,658,270,988
ProductVolume
NOK
USD
Equivalent
IRS NOK4,883,791,070,547 $790,321,396,642
OIS NOK0 $0
Basis NOK20,211,400,000 $3,270,717,696
Zeroes NOK4,622,000,000 $747,956,954
FRAs NOK5,820,576,434,002 $941,917,053,807
TotalNOK10,729,200,904,549$1,736,257,125,099
ProductVolume
NZD
USD
Equivalent
IRS NZD2,664,762,203,903 $2,220,546,344,512
OIS NZD0 $0
Basis NZD400,000,000 $333,320,000
Zeroes NZD10,375,400,000 $8,645,820,820
FRAs NZD0 $0
TotalNZD2,675,537,603,903$2,229,525,485,332
ProductVolume
PLN
USD
Equivalent
IRS PLN2,373,039,991,710 $745,723,082,053
OIS PLN0 $0
Basis PLN674,000,000 $211,803,155
Zeroes PLN4,260,000,000 $1,338,696,499
FRAs PLN2,047,996,000,000 $643,578,656,276
TotalPLN4,425,969,991,710$1,390,852,237,983
ProductVolume
SEK
USD
Equivalent
IRS SEK18,892,769,666,650 $2,715,590,387,824
OIS SEK0 $0
Basis SEK500,000,000 $71,868,509
Zeroes SEK59,904,660,000 $8,610,517,238
FRAs SEK18,030,964,678,000 $2,591,717,108,011
TotalSEK36,984,139,004,650$5,315,989,881,582
ProductVolume
SGD
USD
Equivalent
IRS SGD1,048,394,604,973 $839,017,730,361
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,048,394,604,973$839,017,730,361
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,423,025,778,758 $1,163,259,120,629
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR12,423,025,778,758$1,163,259,120,629
ProductUSD
Equivalent
IRS$218,620,199,909,539
OIS$84,063,966,425,770
Basis$14,086,012,445,833
Zeroes$1,758,439,424,034
FRAs$99,154,424,971,724
Total$417,683,043,176,900

Figures as of COB Aug 26, 2014.

Notional Outstanding by Product

As of COB Aug 26, 2014

Daily Notional by Tenor

As of COB Aug 26, 2014

Notional Outstanding by Currency

As of COB Aug 26, 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.