Daily Volumes

  • Client Notional Cleared (USD)
    $175,585,442,019,069
    Notional Outstanding (USD)
    $407,865,141,794,087
    As of COB Oct 21, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $333,683,000,000,000
    Trades Compressed
    3,339,446
  • 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 Oct 21, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, SGD, HUF, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$113,115,937,426
$461,779,494,213
$20,077,237,988,213
$3,796,173,964,081
EUR
€126,233,283,000
€1,231,788,583,500
€39,725,826,509,935
€3,603,989,287,645
GBP
£207,887,654,285
£654,803,774,181
£14,039,789,756,967
£2,456,505,045,766
JPY
¥368,151,056,000
¥2,873,574,800,000
¥240,417,346,255,430
¥40,260,470,731,902
CHF
CHF262,167,000
CHF5,357,709,000
CHF283,494,710,813
CHF170,878,946,213
AUD
$10,694,407,000
$37,982,065,000
$1,473,477,646,848
$1,457,619,145,083
CAD
$19,755,385,000
$46,972,770,000
$2,373,549,029,072
$854,050,144,747
Other*
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$17,353,959,897
$99,713,869,812
$2,559,298,772,791
$1,379,715,556,522
CZK
CZK6,030,000,000
CZK10,056,000,000
CZK560,243,857,634
CZK297,652,315,268
DKK
DKK758,000,000
DKK12,250,000,000
DKK192,806,780,000
DKK206,434,914,363
HKD
HKD399,300,000
HKD19,409,500,000
HKD582,602,399,533
HKD178,039,320,000
HUF
HUF769,090,000,000
HUF1,724,337,000,000
HUF46,111,082,437,000
HUF13,782,147,957,000
NOK
NOK6,354,808,000
NOK70,776,950,000
NOK1,840,602,769,654
NOK922,757,593,053
NZD
NZD3,029,872,000
NZD17,674,240,000
NZD736,643,257,547
NZD610,927,790,279
PLN
PLN3,633,800,000
PLN26,859,240,000
PLN498,046,979,514
PLN126,634,998,000
SEK
SEK43,230,678,000
SEK335,363,244,000
SEK6,204,770,581,199
SEK3,333,207,529,899
SGD
SGD3,800,600,000
SGD5,964,600,000
SGD184,924,048,899
SGD131,730,938,900
ZAR
ZAR2,910,000,000
ZAR34,278,572,000
ZAR878,847,538,952
ZAR234,364,300,000
Total in USD$656,655,916,500$3,291,839,797,755$105,843,259,871,012$16,314,263,637,684

Figures as of COB Oct 21, 2014. Weekly figures as of COB Oct 17, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $68,742,799,732
OIS $40,823,100,000
Basis $2,143,000,000
Zeroes $7,037,694
FRAs $1,400,000,000
Total$113,115,937,426
ProductVolume
EUR
USD
Equivalent
IRS €47,020,943,000 $59,794,182,166
OIS €45,512,340,000 $57,875,767,161
Basis €0 $0
Zeroes €650,000,000 $826,572,500
FRAs €33,050,000,000 $42,028,032,500
Total€126,233,283,000$160,524,554,327
ProductVolume
GBP
USD
Equivalent
IRS £7,952,132,300 $12,812,475,562
OIS £199,152,400,000 $320,874,346,880
Basis £0 $0
Zeroes £783,121,985 $1,261,766,142
FRAs £0 $0
Total£207,887,654,285$334,948,588,584
ProductVolume
JPY
USD
Equivalent
IRS ¥251,051,056,000 $2,346,271,551
OIS ¥117,100,000,000 $1,094,392,523
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥368,151,056,000$3,440,664,074
ProductVolume
CHF
USD
Equivalent
IRS CHF262,167,000 $276,226,952
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF262,167,000$276,226,952
ProductVolume
AUD
USD
Equivalent
IRS $9,640,407,000 $8,466,205,427
OIS $0 $0
Basis $1,054,000,000 $925,622,800
Zeroes $0 $0
FRAs $0 $0
Total$10,694,407,000$9,391,828,227
ProductVolume
CAD
USD
Equivalent
IRS $3,482,385,000 $3,103,176,796
OIS $16,273,000,000 $14,500,980,217
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$19,755,385,000$17,604,157,013
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,030,000,000 $277,925,011
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK6,030,000,000$277,925,011
ProductVolume
DKK
USD
Equivalent
IRS DKK758,000,000 $129,447,628
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK758,000,000$129,447,628
ProductVolume
HKD
USD
Equivalent
IRS HKD399,300,000 $51,480,732
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD399,300,000$51,480,732
ProductVolume
HUF
USD
Equivalent
IRS HUF142,390,000,000 $591,050,600
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF626,700,000,000 $2,601,386,410
TotalHUF769,090,000,000$3,192,437,010
ProductVolume
NOK
USD
Equivalent
IRS NOK1,249,808,000 $190,287,454
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,105,000,000 $777,253,350
TotalNOK6,354,808,000$967,540,804
ProductVolume
NZD
USD
Equivalent
IRS NZD3,029,872,000 $2,412,384,086
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD3,029,872,000$2,412,384,086
ProductVolume
PLN
USD
Equivalent
IRS PLN3,633,800,000 $1,094,897,329
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN3,633,800,000$1,094,897,329
ProductVolume
SEK
USD
Equivalent
IRS SEK10,053,678,000 $1,389,502,795
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK33,177,000,000 $4,585,340,235
TotalSEK43,230,678,000$5,974,843,030
ProductVolume
SGD
USD
Equivalent
IRS SGD3,800,600,000 $2,989,655,851
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD3,800,600,000$2,989,655,851
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,910,000,000 $263,348,416
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR2,910,000,000$263,348,416
ProductUSD
Equivalent
IRS$164,931,318,088
OIS$435,168,586,781
Basis$3,068,622,800
Zeroes$2,095,376,336
FRAs$51,392,012,495
Total$656,655,916,500
Show:
ProductUSD
Equivalent
IRS $346,668,323,131
OIS $67,668,500,000
Basis $33,321,100,000
Zeroes $138,571,082
FRAs $13,983,000,000
Total$461,779,494,213
ProductVolume
EUR
USD
Equivalent
IRS €163,460,803,500 $208,613,091,753
OIS €857,970,580,000 $1,096,578,380,097
Basis €25,000,000 $31,903,750
Zeroes €27,983,200,000 $35,521,734,910
FRAs €182,349,000,000 $232,948,436,000
Total€1,231,788,583,500$1,573,693,546,510
ProductVolume
GBP
USD
Equivalent
IRS £43,741,296,750 $70,142,617,980
OIS £605,367,150,000 $969,740,557,708
Basis £439,700,000 $707,587,225
Zeroes £185,627,431 $296,618,970
FRAs £5,070,000,000 $8,136,324,500
Total£654,803,774,181$1,049,023,706,383
ProductVolume
JPY
USD
Equivalent
IRS ¥2,863,574,800,000 $26,880,129,675
OIS ¥10,000,000,000 $92,897,952
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥2,873,574,800,000$26,973,027,627
ProductVolume
CHF
USD
Equivalent
IRS CHF4,701,709,000 $4,975,787,595
OIS CHF208,000,000 $218,132,243
Basis CHF48,000,000 $50,630,241
Zeroes CHF0 $0
FRAs CHF400,000,000 $424,403,183
TotalCHF5,357,709,000$5,668,953,262
ProductVolume
AUD
USD
Equivalent
IRS $37,304,065,000 $32,686,318,580
OIS $0 $0
Basis $678,000,000 $591,772,800
Zeroes $0 $0
FRAs $0 $0
Total$37,982,065,000$33,278,091,380
ProductVolume
CAD
USD
Equivalent
IRS $21,559,770,000 $19,146,820,378
OIS $25,413,000,000 $22,562,288,190
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$46,972,770,000$41,709,108,568
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,056,000,000 $468,189,814
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK10,056,000,000$468,189,814
ProductVolume
DKK
USD
Equivalent
IRS DKK7,250,000,000 $1,244,315,500
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $172,035,611
FRAs DKK4,000,000,000 $685,136,813
TotalDKK12,250,000,000$2,101,487,924
ProductVolume
HKD
USD
Equivalent
IRS HKD19,409,500,000 $2,502,049,114
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD19,409,500,000$2,502,049,114
ProductVolume
HUF
USD
Equivalent
IRS HUF626,137,000,000 $2,608,179,666
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,098,200,000,000 $4,563,466,401
TotalHUF1,724,337,000,000$7,171,646,067
ProductVolume
NOK
USD
Equivalent
IRS NOK14,276,950,000 $2,184,995,705
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK56,500,000,000 $8,660,105,047
TotalNOK70,776,950,000$10,845,100,752
ProductVolume
NZD
USD
Equivalent
IRS NZD17,674,240,000 $13,996,898,247
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD17,674,240,000$13,996,898,247
ProductVolume
PLN
USD
Equivalent
IRS PLN12,057,090,000 $3,649,655,224
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN171,000,000 $51,488,964
FRAs PLN14,631,150,000 $4,433,429,896
TotalPLN26,859,240,000$8,134,574,084
ProductVolume
SEK
USD
Equivalent
IRS SEK73,413,244,000 $10,222,376,726
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK261,950,000,000 $36,493,481,213
TotalSEK335,363,244,000$46,715,857,939
ProductVolume
SGD
USD
Equivalent
IRS SGD5,964,600,000 $4,683,507,881
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD5,964,600,000$4,683,507,881
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,278,572,000 $3,094,557,990
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR34,278,572,000$3,094,557,990
ProductUSD
Equivalent
IRS$753,767,814,959
OIS$2,156,860,756,190
Basis$34,702,994,016
Zeroes$36,180,449,537
FRAs$310,327,783,053
Total$3,291,839,797,755
Show:
ProductUSD
Equivalent
IRS $15,072,051,075,049
OIS $3,943,659,067,000
Basis $254,975,500,000
Zeroes $77,902,046,164
FRAs $728,650,300,000
Total$20,077,237,988,213
ProductVolume
EUR
USD
Equivalent
IRS €4,660,054,747,205 $6,278,093,634,666
OIS €31,174,093,002,256 $42,138,334,997,992
Basis €3,208,442,883 $4,276,544,142
Zeroes €426,953,860,791 $573,923,905,730
FRAs €3,461,516,456,800 $4,663,651,565,588
Total€39,725,826,509,935$53,658,280,648,118
ProductVolume
GBP
USD
Equivalent
IRS £1,342,196,142,882 $2,232,068,730,269
OIS £12,276,892,737,750 $20,463,796,675,898
Basis £105,615,560,000 $175,853,607,482
Zeroes £18,654,816,335 $30,937,711,063
FRAs £296,430,500,000 $492,833,408,475
Total£14,039,789,756,967$23,395,490,133,187
ProductVolume
JPY
USD
Equivalent
IRS ¥224,440,056,255,430 $2,170,723,857,819
OIS ¥1,574,910,000,000 $14,578,591,800
Basis ¥13,541,180,000,000 $131,500,377,047
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥240,417,346,255,430$2,325,185,706,121
ProductVolume
CHF
USD
Equivalent
IRS CHF235,073,660,813 $258,631,508,353
OIS CHF22,772,000,000 $25,189,447,705
Basis CHF10,587,050,000 $11,560,472,709
Zeroes CHF2,587,000,000 $2,818,707,094
FRAs CHF12,475,000,000 $13,621,997,277
TotalCHF283,494,710,813$311,822,133,138
ProductVolume
AUD
USD
Equivalent
IRS $1,389,076,092,702 $1,272,253,852,059
OIS $0 $0
Basis $63,158,700,000 $57,819,351,193
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,473,477,646,848$1,349,712,462,953
ProductVolume
CAD
USD
Equivalent
IRS $1,300,881,495,740 $1,188,754,194,756
OIS $857,409,483,332 $779,764,970,196
Basis $634,000,000 $589,065,018
Zeroes $214,624,050,000 $197,123,796,521
FRAs $0 $0
Total$2,373,549,029,072$2,166,232,026,491
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK299,903,857,634 $14,641,543,995
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK256,140,000,000 $12,499,843,619
TotalCZK560,243,857,634$27,343,723,313
ProductVolume
DKK
USD
Equivalent
IRS DKK174,212,480,000 $31,311,355,978
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK192,806,780,000$34,545,086,400
ProductVolume
HKD
USD
Equivalent
IRS HKD581,802,399,533 $75,020,614,957
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD582,602,399,533$75,123,818,125
ProductVolume
HUF
USD
Equivalent
IRS HUF13,757,422,437,000 $59,555,486,664
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF32,222,660,000,000 $140,494,265,061
TotalHUF46,111,082,437,000$200,627,655,282
ProductVolume
NOK
USD
Equivalent
IRS NOK293,106,369,653 $47,415,010,469
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,544,620,400,001 $250,491,834,496
TotalNOK1,840,602,769,654$298,376,055,899
ProductVolume
NZD
USD
Equivalent
IRS NZD719,887,557,547 $606,691,458,151
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD16,755,700,000 $14,082,094,730
FRAs NZD0 $0
TotalNZD736,643,257,547$620,773,552,881
ProductVolume
PLN
USD
Equivalent
IRS PLN233,282,979,514 $74,611,513,222
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN262,342,000,000 $84,863,495,852
TotalPLN498,046,979,514$160,260,334,533
ProductVolume
SEK
USD
Equivalent
IRS SEK2,112,566,681,199 $312,621,460,718
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK39,315,000,000 $5,695,896,081
FRAs SEK4,052,888,900,000 $595,734,812,577
TotalSEK6,204,770,581,199$914,052,169,376
ProductVolume
SGD
USD
Equivalent
IRS SGD184,924,048,899 $146,996,703,833
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD184,924,048,899$146,996,703,833
ProductVolume
ZAR
USD
Equivalent
IRS ZAR878,847,538,952 $81,199,673,149
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR878,847,538,952$81,199,673,149
ProductUSD
Equivalent
IRS$29,922,641,674,107
OIS$67,365,323,750,591
Basis$636,834,847,802
Zeroes$933,337,543,706
FRAs$6,985,122,054,806
Total$105,843,259,871,012
Show:
ProductUSD
Equivalent
IRS $2,482,662,892,699
OIS $883,089,200,000
Basis $224,213,700,000
Zeroes $44,794,671,382
FRAs $161,413,500,000
Total$3,796,173,964,081
ProductVolume
EUR
USD
Equivalent
IRS €1,286,775,011,828 $1,636,327,443,791
OIS €1,713,502,001,645 $2,178,974,820,392
Basis €5,919,442,883 $7,527,459,543
Zeroes €202,395,831,289 $257,376,658,859
FRAs €395,397,000,000 $502,806,595,050
Total€3,603,989,287,645$4,583,012,977,635
ProductVolume
GBP
USD
Equivalent
IRS £337,803,482,301 $544,268,970,683
OIS £1,949,103,557,045 $3,140,395,651,111
Basis £23,559,010,000 $37,958,276,912
Zeroes £18,635,496,420 $30,025,511,832
FRAs £127,403,500,000 $205,272,519,200
Total£2,456,505,045,766$3,957,920,929,738
ProductVolume
JPY
USD
Equivalent
IRS ¥38,366,680,731,902 $358,567,109,644
OIS ¥1,574,910,000,000 $14,718,785,047
Basis ¥297,680,000,000 $2,782,056,075
Zeroes ¥21,200,000,000 $198,130,841
FRAs ¥0 $0
Total¥40,260,470,731,902$376,266,081,607
ProductVolume
CHF
USD
Equivalent
IRS CHF132,156,396,213 $139,243,911,298
OIS CHF22,472,000,000 $23,677,167,843
Basis CHF10,628,550,000 $11,198,556,527
Zeroes CHF1,782,000,000 $1,877,568,223
FRAs CHF3,840,000,000 $4,045,938,257
TotalCHF170,878,946,213$180,043,142,148
ProductVolume
AUD
USD
Equivalent
IRS $1,334,173,590,937 $1,171,671,247,561
OIS $0 $0
Basis $116,853,700,000 $102,620,919,340
Zeroes $6,591,854,146 $5,788,966,311
FRAs $0 $0
Total$1,457,619,145,083$1,280,081,133,212
ProductVolume
CAD
USD
Equivalent
IRS $458,390,744,747 $408,475,088,885
OIS $306,369,050,000 $273,007,529,852
Basis $3,731,500,000 $3,325,164,855
Zeroes $85,558,850,000 $76,242,069,150
FRAs $0 $0
Total$854,050,144,747$761,049,852,742
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK269,652,315,268 $12,428,378,553
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $101,398,843
FRAs CZK25,800,000,000 $1,189,131,888
TotalCZK297,652,315,268$13,718,909,284
ProductVolume
DKK
USD
Equivalent
IRS DKK199,840,614,363 $34,127,827,716
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $955,367,893
FRAs DKK1,000,000,000 $170,775,234
TotalDKK206,434,914,363$35,253,970,843
ProductVolume
HKD
USD
Equivalent
IRS HKD177,239,320,000 $22,851,014,014
OIS HKD0 $0
Basis HKD800,000,000 $103,141,962
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD178,039,320,000$22,954,155,976
ProductVolume
HUF
USD
Equivalent
IRS HUF5,226,107,957,000 $21,693,196,451
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,556,040,000,000 $35,515,503,715
TotalHUF13,782,147,957,000$57,208,700,166
ProductVolume
NOK
USD
Equivalent
IRS NOK159,581,193,053 $24,296,771,171
OIS NOK0 $0
Basis NOK995,000,000 $151,492,083
Zeroes NOK1,371,000,000 $208,739,342
FRAs NOK760,810,400,000 $115,835,931,791
TotalNOK922,757,593,053$140,492,934,387
ProductVolume
NZD
USD
Equivalent
IRS NZD607,637,090,279 $483,800,651,280
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,290,700,000 $2,620,055,340
FRAs NZD0 $0
TotalNZD610,927,790,279$486,420,706,620
ProductVolume
PLN
USD
Equivalent
IRS PLN66,628,498,000 $20,075,778,658
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN342,000,000 $103,047,742
FRAs PLN59,664,500,000 $17,977,462,073
TotalPLN126,634,998,000$38,156,288,473
ProductVolume
SEK
USD
Equivalent
IRS SEK1,177,242,629,899 $162,704,825,532
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK18,955,000,000 $2,619,740,306
FRAs SEK2,137,009,900,000 $295,352,728,579
TotalSEK3,333,207,529,899$460,677,294,417
ProductVolume
SGD
USD
Equivalent
IRS SGD131,730,938,900 $103,623,157,443
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD131,730,938,900$103,623,157,443
ProductVolume
ZAR
USD
Equivalent
IRS ZAR234,364,300,000 $21,209,438,914
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR234,364,300,000$21,209,438,914
ProductUSD
Equivalent
IRS$7,648,027,704,293
OIS$6,513,863,154,245
Basis$389,880,767,297
Zeroes$422,911,926,064
FRAs$1,339,580,085,787
Total$16,314,263,637,686

Figures as of COB Oct 21, 2014.

Notional Outstanding by Product

As of COB Oct 21, 2014

Daily Notional by Tenor
 

As of COB Oct 21, 2014

Notional Outstanding by Tenor
 

As of COB Oct 21, 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
$1,406,402,134,553
$3,208,864,522,996
$131,377,064,409,739
$119,492,446,374,835
EUR
€856,902,888,537
€5,242,615,794,632
€206,176,109,884,083
€127,012,479,001,231
GBP
£671,910,514,940
£2,256,821,752,490
£56,759,754,728,122
£44,582,070,472,100
JPY
¥16,600,042,112,000
¥27,466,649,800,000
¥1,251,158,444,581,331
¥2,031,746,114,051,251
CHF
CHF7,021,534,000
CHF123,728,628,000
CHF3,475,014,300,500
CHF4,381,170,297,888
AUD
$33,433,114,000
$147,793,324,000
$5,480,077,032,490
$9,367,269,783,296
CAD
$101,787,352,000
$167,686,650,000
$9,208,547,974,536
$9,996,624,450,620
Other*
Show All
Hide
$69,031,179,960
$360,104,220,634
$13,395,555,680,727
$14,287,835,832,821
CZK
CZK19,100,000,000
CZK34,548,000,000
CZK3,558,029,364,772
CZK8,171,591,042,146
DKK
DKK1,516,000,000
DKK27,656,800,000
DKK2,160,535,903,104
DKK2,504,177,764,398
HKD
HKD11,486,600,000
HKD59,142,000,000
HKD3,372,468,209,250
HKD7,313,956,280,144
HUF
HUF3,748,740,000,000
HUF9,053,148,000,000
HUF261,003,334,258,744
HUF190,605,683,611,362
NOK
NOK42,861,616,000
NOK343,136,200,000
NOK11,150,000,261,692
NOK11,670,666,249,537
NZD
NZD11,441,854,000
NZD60,867,585,000
NZD1,958,213,311,287
NZD2,932,843,331,204
PLN
PLN17,801,600,000
PLN156,394,761,998
PLN5,193,213,941,028
PLN4,694,104,047,236
SEK
SEK156,321,356,000
SEK878,385,310,000
SEK32,848,685,334,232
SEK31,563,590,933,697
SGD
SGD7,745,000,000
SGD24,211,740,000
SGD836,783,767,441
SGD1,209,933,543,181
ZAR
ZAR23,794,000,000
ZAR209,709,564,000
ZAR6,111,261,553,950
ZAR10,042,985,285,326
Total in USD$3,930,299,129,638$14,535,248,226,380$547,169,384,502,419$407,865,141,794,087

Figures as of COB Oct 21, 2014. Weekly figures as of COB Oct 17, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $248,835,214,631
OIS $166,588,200,000
Basis $81,169,200,000
Zeroes $1,281,519,922
FRAs $908,528,000,000
Total$1,406,402,134,553
ProductVolume
EUR
USD
Equivalent
IRS €214,714,103,830 $273,041,190,136
OIS €150,092,360,000 $190,864,949,594
Basis €300,000,000 $381,495,000
Zeroes €1,412,424,707 $1,796,109,879
FRAs €490,384,000,000 $623,596,813,600
Total€856,902,888,537$1,089,680,558,209
ProductVolume
GBP
USD
Equivalent
IRS £38,980,670,646 $62,805,656,545
OIS £409,608,800,000 $659,961,698,560
Basis £2,740,000,000 $4,414,688,000
Zeroes £1,831,044,294 $2,950,178,566
FRAs £218,750,000,000 $352,450,000,000
Total£671,910,514,940$1,082,582,221,671
ProductVolume
JPY
USD
Equivalent
IRS ¥15,896,322,112,000 $148,563,758,056
OIS ¥323,820,000,000 $3,026,355,140
Basis ¥379,900,000,000 $3,550,467,290
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥16,600,042,112,000$155,140,580,486
ProductVolume
CHF
USD
Equivalent
IRS CHF4,021,534,000 $4,237,207,881
OIS CHF0 $0
Basis CHF3,000,000,000 $3,160,889,264
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF7,021,534,000$7,398,097,145
ProductVolume
AUD
USD
Equivalent
IRS $31,653,114,000 $27,797,764,715
OIS $0 $0
Basis $1,780,000,000 $1,563,196,000
Zeroes $0 $0
FRAs $0 $0
Total$33,433,114,000$29,360,960,715
ProductVolume
CAD
USD
Equivalent
IRS $68,121,352,000 $60,703,396,899
OIS $32,946,000,000 $29,358,403,137
Basis $720,000,000 $641,596,863
Zeroes $0 $0
FRAs $0 $0
Total$101,787,352,000$90,703,396,899
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK19,100,000,000 $880,326,320
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK19,100,000,000$880,326,320
ProductVolume
DKK
USD
Equivalent
IRS DKK1,516,000,000 $258,895,255
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,516,000,000$258,895,255
ProductVolume
HKD
USD
Equivalent
IRS HKD11,486,600,000 $1,480,938,076
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD11,486,600,000$1,480,938,076
ProductVolume
HUF
USD
Equivalent
IRS HUF455,340,000,000 $1,890,083,434
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,293,400,000,000 $13,670,665,394
TotalHUF3,748,740,000,000$15,560,748,828
ProductVolume
NOK
USD
Equivalent
IRS NOK9,151,616,000 $1,393,364,190
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK33,710,000,000 $5,132,460,414
TotalNOK42,861,616,000$6,525,824,604
ProductVolume
NZD
USD
Equivalent
IRS NZD11,441,854,000 $9,110,004,155
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD11,441,854,000$9,110,004,155
ProductVolume
PLN
USD
Equivalent
IRS PLN11,101,600,000 $3,345,014,086
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,700,000,000 $2,018,771,562
TotalPLN17,801,600,000$5,363,785,648
ProductVolume
SEK
USD
Equivalent
IRS SEK43,967,356,000 $6,076,658,121
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK112,354,000,000 $15,528,267,074
TotalSEK156,321,356,000$21,604,925,195
ProductVolume
SGD
USD
Equivalent
IRS SGD7,745,000,000 $6,092,428,712
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD7,745,000,000$6,092,428,712
ProductVolume
ZAR
USD
Equivalent
IRS ZAR23,794,000,000 $2,153,303,167
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR23,794,000,000$2,153,303,167
ProductUSD
Equivalent
IRS$858,665,204,379
OIS$1,049,799,606,431
Basis$94,881,532,417
Zeroes$6,027,808,367
FRAs$1,920,924,978,044
Total$3,930,299,129,638
Show:
ProductUSD
Equivalent
IRS $1,431,597,331,188
OIS $298,650,932,450
Basis $144,971,400,000
Zeroes $11,230,859,358
FRAs $1,322,414,000,000
Total$3,208,864,522,996
ProductVolume
EUR
USD
Equivalent
IRS €1,067,756,452,776 $1,362,798,785,209
OIS €2,276,545,020,000 $2,909,384,797,278
Basis €362,622,118 $462,760,216
Zeroes €105,757,699,738 $134,418,020,902
FRAs €1,792,194,000,000 $2,275,490,252,800
Total€5,242,615,794,632$6,682,554,616,405
ProductVolume
GBP
USD
Equivalent
IRS £206,107,902,806 $330,520,445,954
OIS £1,821,903,475,766 $2,919,877,582,268
Basis £23,503,500,000 $37,661,812,735
Zeroes £3,102,873,918 $4,975,863,367
FRAs £202,204,000,000 $322,615,936,400
Total£2,256,821,752,490$3,615,651,640,724
ProductVolume
JPY
USD
Equivalent
IRS ¥25,111,509,800,000 $236,114,471,470
OIS ¥60,000,000,000 $559,435,621
Basis ¥245,140,000,000 $2,307,179,813
Zeroes ¥2,050,000,000,000 $19,223,539,950
FRAs ¥0 $0
Total¥27,466,649,800,000$258,204,626,854
ProductVolume
CHF
USD
Equivalent
IRS CHF29,384,628,000 $31,163,285,575
OIS CHF716,000,000 $755,396,446
Basis CHF8,596,000,000 $9,121,210,744
Zeroes CHF0 $0
FRAs CHF85,032,000,000 $90,450,338,651
TotalCHF123,728,628,000$131,490,231,416
ProductVolume
AUD
USD
Equivalent
IRS $133,264,324,000 $116,793,748,350
OIS $0 $0
Basis $12,529,000,000 $10,962,233,000
Zeroes $2,000,000,000 $1,749,700,000
FRAs $0 $0
Total$147,793,324,000$129,505,681,350
ProductVolume
CAD
USD
Equivalent
IRS $85,094,192,000 $75,553,450,245
OIS $81,485,800,000 $72,335,933,077
Basis $0 $0
Zeroes $1,106,658,000 $983,302,679
FRAs $0 $0
Total$167,686,650,000$148,872,686,001
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK34,548,000,000 $1,607,635,424
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK34,548,000,000$1,607,635,424
ProductVolume
DKK
USD
Equivalent
IRS DKK17,656,800,000 $3,029,150,474
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK2,000,000,000 $344,071,223
FRAs DKK8,000,000,000 $1,370,273,627
TotalDKK27,656,800,000$4,743,495,324
ProductVolume
HKD
USD
Equivalent
IRS HKD59,142,000,000 $7,623,838,982
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD59,142,000,000$7,623,838,982
ProductVolume
HUF
USD
Equivalent
IRS HUF2,829,498,000,000 $11,787,512,205
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,223,650,000,000 $25,885,159,153
TotalHUF9,053,148,000,000$37,672,671,358
ProductVolume
NOK
USD
Equivalent
IRS NOK74,330,200,000 $11,363,039,723
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK268,806,000,000 $41,162,871,626
TotalNOK343,136,200,000$52,525,911,349
ProductVolume
NZD
USD
Equivalent
IRS NZD60,867,585,000 $48,239,084,243
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD60,867,585,000$48,239,084,243
ProductVolume
PLN
USD
Equivalent
IRS PLN63,556,461,998 $19,246,248,610
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN11,342,000,000 $3,415,133,540
FRAs PLN81,496,300,000 $24,698,806,431
TotalPLN156,394,761,998$47,360,188,581
ProductVolume
SEK
USD
Equivalent
IRS SEK260,485,310,000 $36,285,217,967
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK617,900,000,000 $86,103,990,722
TotalSEK878,385,310,000$122,389,208,689
ProductVolume
SGD
USD
Equivalent
IRS SGD24,211,740,000 $19,012,869,880
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD24,211,740,000$19,012,869,880
ProductVolume
ZAR
USD
Equivalent
IRS ZAR209,709,564,000 $18,929,316,804
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR209,709,564,000$18,929,316,804
ProductUSD
Equivalent
IRS$3,761,665,432,303
OIS$6,201,564,077,140
Basis$205,486,596,508
Zeroes$176,340,491,019
FRAs$4,190,191,629,410
Total$14,535,248,226,380
Show:
ProductUSD
Equivalent
IRS $59,135,176,373,509
OIS $15,763,218,758,868
Basis $2,649,196,637,400
Zeroes $246,054,039,962
FRAs $53,583,418,600,000
Total$131,377,064,409,739
ProductVolume
EUR
USD
Equivalent
IRS €39,011,081,797,073 $52,571,244,121,447
OIS €100,204,409,928,790 $135,497,818,713,017
Basis €95,380,436,293 $128,496,741,600
Zeroes €1,052,791,808,327 $1,404,717,250,962
FRAs €65,812,445,913,600 $88,969,353,118,715
Total€206,176,109,884,083$278,571,629,945,741
ProductVolume
GBP
USD
Equivalent
IRS £7,042,809,682,519 $11,710,594,256,219
OIS £33,157,152,054,517 $55,196,673,651,485
Basis £1,100,280,440,000 $1,828,281,450,411
Zeroes £102,407,551,086 $169,643,471,100
FRAs £15,357,105,000,000 $25,568,790,166,300
Total£56,759,754,728,122$94,473,982,995,515
ProductVolume
JPY
USD
Equivalent
IRS ¥1,164,608,662,581,331 $11,265,007,493,794
OIS ¥9,429,062,000,000 $88,481,100,847
Basis ¥73,348,320,000,000 $711,090,179,738
Zeroes ¥3,772,400,000,000 $35,989,298,860
FRAs ¥0 $0
Total¥1,251,158,444,581,331$12,100,568,073,239
ProductVolume
CHF
USD
Equivalent
IRS CHF1,386,529,849,200 $1,535,247,206,079
OIS CHF149,984,000,000 $165,714,323,476
Basis CHF158,910,100,000 $175,439,040,965
Zeroes CHF6,214,351,300 $6,739,635,717
FRAs CHF1,773,376,000,000 $1,960,665,493,988
TotalCHF3,475,014,300,500$3,843,805,700,225
ProductVolume
AUD
USD
Equivalent
IRS $5,032,294,924,199 $4,603,534,418,056
OIS $0 $0
Basis $408,596,400,000 $371,852,635,180
Zeroes $39,185,708,291 $35,998,614,402
FRAs $0 $0
Total$5,480,077,032,490$5,011,385,667,638
ProductVolume
CAD
USD
Equivalent
IRS $5,679,627,011,336 $5,183,653,921,230
OIS $3,036,748,120,954 $2,760,361,364,178
Basis $86,621,345,446 $79,118,051,164
Zeroes $405,551,496,800 $372,258,693,023
FRAs $0 $0
Total$9,208,547,974,536$8,395,392,029,595
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,391,553,364,772 $117,306,462,810
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,158,076,000,000 $56,815,141,686
TotalCZK3,558,029,364,772$174,526,275,894
ProductVolume
DKK
USD
Equivalent
IRS DKK722,077,303,104 $130,361,085,577
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK11,188,600,000 $1,906,397,123
FRAs DKK1,426,390,000,000 $256,570,437,827
TotalDKK2,160,535,903,104$388,996,030,395
ProductVolume
HKD
USD
Equivalent
IRS HKD3,366,778,209,250 $434,126,532,486
OIS HKD0 $0
Basis HKD5,690,000,000 $733,872,656
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,372,468,209,250$434,860,405,142
ProductVolume
HUF
USD
Equivalent
IRS HUF73,746,975,837,692 $321,985,014,838
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF186,994,358,421,052 $819,823,432,970
TotalHUF261,003,334,258,744$1,142,964,254,921
ProductVolume
NOK
USD
Equivalent
IRS NOK2,104,024,061,690 $342,643,141,067
OIS NOK0 $0
Basis NOK17,645,400,000 $2,931,927,251
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK9,024,568,800,002 $1,464,094,696,312
TotalNOK11,150,000,261,692$1,810,294,732,412
ProductVolume
NZD
USD
Equivalent
IRS NZD1,928,761,911,287 $1,622,739,711,516
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD29,051,400,000 $24,344,366,460
FRAs NZD0 $0
TotalNZD1,958,213,311,287$1,647,424,967,976
ProductVolume
PLN
USD
Equivalent
IRS PLN1,757,768,941,028 $565,310,298,974
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN3,419,601,000,000 $1,104,488,114,867
TotalPLN5,193,213,941,028$1,674,681,220,370
ProductVolume
SEK
USD
Equivalent
IRS SEK9,017,898,534,232 $1,345,171,827,702
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK81,884,000,000 $11,870,934,594
FRAs SEK23,748,902,800,000 $3,533,360,182,072
TotalSEK32,848,685,334,232$4,890,402,944,368
ProductVolume
SGD
USD
Equivalent
IRS SGD836,783,767,441 $664,783,962,844
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD836,783,767,441$664,783,962,844
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,111,261,553,950 $566,620,886,405
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR6,111,261,553,950$566,620,886,405
ProductUSD
Equivalent
IRS$152,115,506,714,553
OIS$209,472,267,911,871
Basis$5,947,639,536,233
Zeroes$2,316,590,955,025
FRAs$177,317,379,384,737
Total$547,169,384,502,419
Show:
ProductUSD
Equivalent
IRS $69,425,502,010,056
OIS $13,205,473,119,047
Basis $7,280,911,921,400
Zeroes $240,591,124,332
FRAs $29,339,968,200,000
Total$119,492,446,374,835
ProductVolume
EUR
USD
Equivalent
IRS €64,395,260,549,918 $81,888,233,078,304
OIS €29,334,768,032,217 $37,303,557,768,169
Basis €302,485,518,701 $384,655,709,856
Zeroes €902,855,500,395 $1,148,116,197,077
FRAs €32,077,109,400,000 $40,790,856,168,510
Total€127,012,479,001,231$161,515,418,921,916
ProductVolume
GBP
USD
Equivalent
IRS £11,362,996,316,618 $18,308,059,665,334
OIS £20,356,286,780,505 $32,798,049,260,749
Basis £2,327,701,913,720 $3,750,393,323,386
Zeroes £186,922,461,258 $301,169,469,580
FRAs £10,348,163,000,000 $16,672,960,225,600
Total£44,582,070,472,101$71,830,631,944,649
ProductVolume
JPY
USD
Equivalent
IRS ¥1,846,020,529,051,251 $17,252,528,308,891
OIS ¥9,390,440,000,000 $87,761,121,495
Basis ¥167,827,745,000,000 $1,568,483,598,131
Zeroes ¥8,222,400,000,000 $76,844,859,813
FRAs ¥285,000,000,000 $2,663,551,402
Total¥2,031,746,114,051,251$18,988,281,439,732
ProductVolume
CHF
USD
Equivalent
IRS CHF2,889,645,166,588 $3,044,616,127,476
OIS CHF168,776,680,000 $177,828,131,914
Basis CHF396,579,100,000 $417,847,539,775
Zeroes CHF5,409,351,300 $5,699,453,482
FRAs CHF920,760,000,000 $970,140,132,757
TotalCHF4,381,170,297,888$4,616,131,385,404
ProductVolume
AUD
USD
Equivalent
IRS $8,655,192,475,005 $7,600,990,031,550
OIS $0 $0
Basis $696,493,600,000 $611,660,679,520
Zeroes $15,583,708,291 $13,685,612,621
FRAs $0 $0
Total$9,367,269,783,296$8,226,336,323,691
ProductVolume
CAD
USD
Equivalent
IRS $7,930,474,436,126 $7,066,899,337,129
OIS $1,562,899,254,290 $1,392,710,082,240
Basis $227,846,895,446 $203,035,907,544
Zeroes $275,403,864,758 $245,414,244,126
FRAs $0 $0
Total$9,996,624,450,620$8,908,059,571,039
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,559,603,042,146 $348,425,001,366
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $755,882,285
FRAs CZK595,588,000,000 $27,450,879,174
TotalCZK8,171,591,042,146$376,631,762,825
ProductVolume
DKK
USD
Equivalent
IRS DKK1,703,811,164,398 $290,968,750,591
OIS DKK0 $0
Basis DKK1,930,000,000 $329,596,202
Zeroes DKK11,188,600,000 $1,910,735,785
FRAs DKK787,248,000,000 $134,442,461,554
TotalDKK2,504,177,764,398$427,651,544,132
ProductVolume
HKD
USD
Equivalent
IRS HKD7,304,526,280,144 $941,753,965,182
OIS HKD0 $0
Basis HKD9,430,000,000 $1,215,785,877
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,313,956,280,144$942,969,751,059
ProductVolume
HUF
USD
Equivalent
IRS HUF103,593,096,085,046 $430,007,455,419
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $931,883,276
FRAs HUF86,788,087,526,316 $360,251,079,350
TotalHUF190,605,683,611,362$791,190,418,045
ProductVolume
NOK
USD
Equivalent
IRS NOK5,164,988,049,537 $786,386,731,050
OIS NOK0 $0
Basis NOK21,211,400,000 $3,229,506,699
Zeroes NOK4,622,000,000 $703,714,982
FRAs NOK6,479,844,800,001 $986,578,075,518
TotalNOK11,670,666,249,538$1,776,898,028,249
ProductVolume
NZD
USD
Equivalent
IRS NZD2,920,287,931,204 $2,325,133,250,824
OIS NZD0 $0
Basis NZD400,000,000 $318,480,000
Zeroes NZD12,155,400,000 $9,678,129,480
FRAs NZD0 $0
TotalNZD2,932,843,331,204$2,335,129,860,304
ProductVolume
PLN
USD
Equivalent
IRS PLN2,654,582,047,236 $799,849,962,257
OIS PLN0 $0
Basis PLN674,000,000 $203,082,393
Zeroes PLN15,944,000,000 $4,804,073,700
FRAs PLN2,022,904,000,000 $609,519,562,499
TotalPLN4,694,104,047,236$1,414,376,680,849
ProductVolume
SEK
USD
Equivalent
IRS SEK14,817,982,073,697 $2,047,969,659,620
OIS SEK0 $0
Basis SEK500,000,000 $69,104,202
Zeroes SEK64,254,660,000 $8,880,534,037
FRAs SEK16,680,854,200,000 $2,305,434,243,896
TotalSEK31,563,590,933,697$4,362,353,541,755
ProductVolume
SGD
USD
Equivalent
IRS SGD1,209,933,543,181 $951,766,798,963
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,209,933,543,181$951,766,798,963
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,042,985,285,326 $908,867,446,636
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,042,985,285,326$908,867,446,636
ProductUSD
Equivalent
IRS$214,417,957,580,648
OIS$84,965,379,483,614
Basis$14,222,354,234,985
Zeroes$2,059,185,914,576
FRAs$92,200,264,580,260
Total$407,865,141,794,083

Figures as of COB Oct 21, 2014.

Notional Outstanding by Product

As of COB Oct 21, 2014

Daily Notional by Tenor

As of COB Oct 21, 2014

Notional Outstanding by Currency

As of COB Oct 21, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, SGD, HUF, SEK, PLN, NOK

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.