Daily Volumes

  • Client Notional Cleared (USD)
    $162,569,487,690,442
    Notional Outstanding (USD)
    $396,931,113,523,210
    As of COB Sep 22, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $329,743,000,000,000
    Trades Compressed
    3,260,288
  • 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 Sep 22, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, HUF, SGD, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$88,923,503,000
$781,165,410,818
$17,308,334,535,342
$3,428,819,913,686
EUR
€130,786,332,000
€632,071,643,868
€35,542,317,458,850
€3,703,616,067,818
GBP
£15,328,028,500
£552,703,125,338
£11,553,903,780,691
£2,102,058,423,762
JPY
¥892,447,679,000
¥6,119,720,906,660
¥217,958,464,565,910
¥41,538,128,096,988
CHF
CHF836,790,000
CHF12,270,668,000
CHF256,647,943,350
CHF175,222,024,750
AUD
$11,851,863,750
$35,264,121,750
$1,276,021,578,648
$1,368,070,815,083
CAD
$8,204,780,000
$77,058,434,000
$2,174,239,786,072
$779,998,289,747
Other*
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$8,365,224,731
$79,522,323,054
$2,227,139,631,745
$1,224,077,184,807
CZK
CZK212,000,000
CZK8,427,000,000
CZK503,534,457,634
CZK241,808,915,268
DKK
DKK535,000,000
DKK2,310,000,000
DKK149,921,980,000
DKK176,740,114,363
HKD
HKD500,000,000
HKD7,855,000,000
HKD516,026,299,533
HKD155,420,020,000
HUF
HUF0
HUF218,195,000,000
HUF40,493,277,817,000
HUF12,215,988,337,000
NOK
NOK6,925,000,000
NOK113,360,479,000
NOK1,528,519,055,654
NOK711,893,285,053
NZD
NZD2,896,823,137
NZD20,437,487,537
NZD659,261,151,847
NZD568,805,718,253
PLN
PLN707,000,000
PLN15,559,925,000
PLN432,589,549,514
PLN117,517,768,000
SEK
SEK23,468,720,000
SEK200,310,438,000
SEK5,290,228,002,199
SEK2,825,906,288,899
SGD
SGD1,332,600,000
SGD9,638,350,000
SGD158,735,291,899
SGD113,118,431,900
ZAR
ZAR2,302,000,000
ZAR19,137,098,000
ZAR724,005,151,952
ZAR195,610,487,000
Total in USD$317,472,804,880$2,749,756,183,013$92,827,305,542,382$15,340,315,341,679

Figures as of COB Sep 22, 2014. Weekly figures as of COB Sep 19, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $86,866,838,000
OIS $1,146,300,000
Basis $450,000,000
Zeroes $260,365,000
FRAs $200,000,000
Total$88,923,503,000
ProductVolume
EUR
USD
Equivalent
IRS €15,244,932,000 $19,589,737,620
OIS €111,630,400,000 $143,445,064,000
Basis €0 $0
Zeroes €1,911,000,000 $2,455,635,000
FRAs €2,000,000,000 $2,570,000,000
Total€130,786,332,000$168,060,436,620
ProductVolume
GBP
USD
Equivalent
IRS £4,967,028,500 $8,127,300,383
OIS £5,663,000,000 $9,266,083,750
Basis £308,000,000 $503,965,000
Zeroes £1,170,000,000 $1,914,412,500
FRAs £3,220,000,000 $5,268,725,000
Total£15,328,028,500$25,080,486,633
ProductVolume
JPY
USD
Equivalent
IRS ¥892,447,679,000 $8,203,775,144
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥892,447,679,000$8,203,775,144
ProductVolume
CHF
USD
Equivalent
IRS CHF816,790,000 $869,064,212
OIS CHF0 $0
Basis CHF20,000,000 $21,279,991
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF836,790,000$890,344,203
ProductVolume
AUD
USD
Equivalent
IRS $11,196,863,750 $9,934,977,205
OIS $0 $0
Basis $155,000,000 $137,531,500
Zeroes $500,000,000 $443,650,000
FRAs $0 $0
Total$11,851,863,750$10,516,158,705
ProductVolume
CAD
USD
Equivalent
IRS $5,869,780,000 $5,317,552,204
OIS $537,000,000 $486,479,141
Basis $0 $0
Zeroes $1,798,000,000 $1,628,844,499
FRAs $0 $0
Total$8,204,780,000$7,432,875,844
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK212,000,000 $9,903,071
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK212,000,000$9,903,071
ProductVolume
DKK
USD
Equivalent
IRS DKK535,000,000 $92,352,840
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK535,000,000$92,352,840
ProductVolume
HKD
USD
Equivalent
IRS HKD500,000,000 $64,504,893
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD500,000,000$64,504,893
ProductVolume
HUF
USD
Equivalent
IRS HUF0 $0
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK1,925,000,000 $303,465,019
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,000,000,000 $788,220,828
TotalNOK6,925,000,000$1,091,685,847
ProductVolume
NZD
USD
Equivalent
IRS NZD2,896,823,137 $2,352,365,228
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD2,896,823,137$2,352,365,228
ProductVolume
PLN
USD
Equivalent
IRS PLN707,000,000 $217,204,301
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN707,000,000$217,204,301
ProductVolume
SEK
USD
Equivalent
IRS SEK7,315,720,000 $1,022,898,650
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,650,000,000 $230,706,311
FRAs SEK14,503,000,000 $2,027,838,562
TotalSEK23,468,720,000$3,281,443,523
ProductVolume
SGD
USD
Equivalent
IRS SGD1,332,600,000 $1,049,621,928
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,332,600,000$1,049,621,928
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,302,000,000 $206,143,100
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR2,302,000,000$206,143,100
ProductUSD
Equivalent
IRS$144,227,703,798
OIS$154,343,926,891
Basis$1,112,776,491
Zeroes$6,933,613,310
FRAs$10,854,784,390
Total$317,472,804,880
Show:
ProductUSD
Equivalent
IRS $535,148,693,500
OIS $237,459,300,000
Basis $6,189,000,000
Zeroes $2,258,417,318
FRAs $110,000,000
Total$781,165,410,818
ProductVolume
EUR
USD
Equivalent
IRS €94,428,545,894 $121,907,804,138
OIS €525,823,749,000 $679,089,921,997
Basis €150,000,000 $193,932,500
Zeroes €2,275,348,974 $2,928,099,693
FRAs €9,394,000,000 $12,135,291,200
Total€632,071,643,868$816,255,049,528
ProductVolume
GBP
USD
Equivalent
IRS £42,998,689,338 $70,074,107,910
OIS £484,126,336,000 $789,472,615,095
Basis £10,144,700,000 $16,515,167,685
Zeroes £83,400,000 $135,765,720
FRAs £15,350,000,000 $24,999,657,500
Total£552,703,125,338$901,197,313,910
ProductVolume
JPY
USD
Equivalent
IRS ¥6,119,720,906,660 $56,503,166,530
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥6,119,720,906,660$56,503,166,530
ProductVolume
CHF
USD
Equivalent
IRS CHF10,004,668,000 $10,669,829,669
OIS CHF360,000,000 $384,156,315
Basis CHF1,106,000,000 $1,182,363,255
Zeroes CHF0 $0
FRAs CHF800,000,000 $856,647,421
TotalCHF12,270,668,000$13,092,996,660
ProductVolume
AUD
USD
Equivalent
IRS $34,543,121,750 $31,167,699,922
OIS $0 $0
Basis $721,000,000 $646,994,950
Zeroes $0 $0
FRAs $0 $0
Total$35,264,121,750$31,814,694,872
ProductVolume
CAD
USD
Equivalent
IRS $40,443,634,000 $36,808,350,712
OIS $35,128,200,000 $32,041,788,282
Basis $0 $0
Zeroes $1,486,600,000 $1,355,088,647
FRAs $0 $0
Total$77,058,434,000$70,205,227,641
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,427,000,000 $395,400,006
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK8,427,000,000$395,400,006
ProductVolume
DKK
USD
Equivalent
IRS DKK2,310,000,000 $398,544,558
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK2,310,000,000$398,544,558
ProductVolume
HKD
USD
Equivalent
IRS HKD7,855,000,000 $1,013,415,658
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,855,000,000$1,013,415,658
ProductVolume
HUF
USD
Equivalent
IRS HUF218,195,000,000 $898,527,042
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF218,195,000,000$898,527,042
ProductVolume
NOK
USD
Equivalent
IRS NOK8,460,479,000 $1,330,799,178
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK104,900,000,000 $16,537,046,922
TotalNOK113,360,479,000$17,867,846,100
ProductVolume
NZD
USD
Equivalent
IRS NZD19,149,487,537 $15,612,990,657
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,288,000,000 $1,052,125,800
FRAs NZD0 $0
TotalNZD20,437,487,537$16,665,116,457
ProductVolume
PLN
USD
Equivalent
IRS PLN5,834,925,000 $1,793,360,529
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,725,000,000 $2,996,246,798
TotalPLN15,559,925,000$4,789,607,327
ProductVolume
SEK
USD
Equivalent
IRS SEK62,410,438,000 $8,774,751,056
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK137,900,000,000 $19,369,732,533
TotalSEK200,310,438,000$28,144,483,589
ProductVolume
SGD
USD
Equivalent
IRS SGD9,638,350,000 $7,616,499,067
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD9,638,350,000$7,616,499,067
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,137,098,000 $1,732,883,250
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR19,137,098,000$1,732,883,250
ProductUSD
Equivalent
IRS$901,846,823,382
OIS$1,738,447,781,689
Basis$24,727,458,390
Zeroes$7,729,497,178
FRAs$77,004,622,374
Total$2,749,756,183,013
Show:
ProductUSD
Equivalent
IRS $13,574,682,402,345
OIS $2,849,375,367,000
Basis $183,903,300,000
Zeroes $74,078,565,997
FRAs $626,294,900,000
Total$17,308,334,535,342
ProductVolume
EUR
USD
Equivalent
IRS €4,155,853,422,533 $5,636,829,926,427
OIS €28,047,088,502,256 $38,163,042,454,655
Basis €2,380,142,883 $3,225,335,672
Zeroes €363,592,934,378 $493,561,662,234
FRAs €2,973,402,456,800 $4,041,969,868,138
Total€35,542,317,458,850$48,338,629,247,126
ProductVolume
GBP
USD
Equivalent
IRS £1,197,717,990,596 $1,999,012,236,464
OIS £9,977,031,857,750 $16,756,006,946,044
Basis £100,323,360,000 $167,253,324,002
Zeroes £16,090,072,345 $26,793,942,865
FRAs £262,740,500,000 $438,191,641,475
Total£11,553,903,780,691$19,387,258,090,850
ProductVolume
JPY
USD
Equivalent
IRS ¥203,915,622,065,910 $1,981,101,400,577
OIS ¥0 $0
Basis ¥13,202,842,500,000 $128,397,791,904
Zeroes ¥840,000,000,000 $8,187,999,646
FRAs ¥0 $0
Total¥217,958,464,565,910$2,117,687,192,127
ProductVolume
CHF
USD
Equivalent
IRS CHF211,305,893,350 $233,645,690,225
OIS CHF22,564,000,000 $24,971,315,462
Basis CHF9,384,050,000 $10,299,327,995
Zeroes CHF1,984,000,000 $2,191,976,609
FRAs CHF11,410,000,000 $12,501,456,192
TotalCHF256,647,943,350$283,609,766,483
ProductVolume
AUD
USD
Equivalent
IRS $1,201,281,224,502 $1,107,454,514,400
OIS $0 $0
Basis $53,997,500,000 $49,786,785,813
Zeroes $20,742,854,146 $19,199,859,701
FRAs $0 $0
Total$1,276,021,578,648$1,176,441,159,914
ProductVolume
CAD
USD
Equivalent
IRS $1,191,621,002,740 $1,090,993,402,674
OIS $777,359,733,332 $708,481,774,593
Basis $634,000,000 $589,065,018
Zeroes $204,625,050,000 $188,141,676,510
FRAs $0 $0
Total$2,174,239,786,072$1,988,205,918,795
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK271,194,457,634 $13,311,275,986
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK230,340,000,000 $11,314,399,766
TotalCZK503,534,457,634$24,725,346,837
ProductVolume
DKK
USD
Equivalent
IRS DKK144,421,980,000 $26,247,277,395
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK149,921,980,000$27,257,239,273
ProductVolume
HKD
USD
Equivalent
IRS HKD515,226,299,533 $66,439,282,105
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD516,026,299,533$66,542,485,273
ProductVolume
HUF
USD
Equivalent
IRS HUF11,509,057,817,000 $50,250,754,759
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF116,000,000,000 $516,471,988
FRAs HUF28,868,220,000,000 $126,581,670,467
TotalHUF40,493,277,817,000$177,348,897,214
ProductVolume
NOK
USD
Equivalent
IRS NOK248,127,655,653 $40,469,116,593
OIS NOK0 $0
Basis NOK495,000,000 $79,111,395
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,278,015,400,001 $209,294,488,803
TotalNOK1,528,519,055,654$250,155,200,682
ProductVolume
NZD
USD
Equivalent
IRS NZD644,484,451,847 $547,332,619,397
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD14,776,700,000 $12,543,434,980
FRAs NZD0 $0
TotalNZD659,261,151,847$559,876,054,377
ProductVolume
PLN
USD
Equivalent
IRS PLN191,985,549,514 $62,100,813,878
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,080,000,000 $681,949,917
FRAs PLN238,524,000,000 $77,652,533,763
TotalPLN432,589,549,514$140,435,297,558
ProductVolume
SEK
USD
Equivalent
IRS SEK1,905,025,802,199 $283,768,831,932
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK37,610,000,000 $5,458,905,639
FRAs SEK3,347,592,200,000 $497,848,391,961
TotalSEK5,290,228,002,199$787,076,129,532
ProductVolume
SGD
USD
Equivalent
IRS SGD158,735,291,899 $126,416,916,735
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD158,735,291,899$126,416,916,735
ProductVolume
ZAR
USD
Equivalent
IRS ZAR724,005,151,952 $67,306,064,264
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR724,005,151,952$67,306,064,264
ProductUSD
Equivalent
IRS$26,907,362,526,156
OIS$58,501,877,857,754
Basis$543,637,244,967
Zeroes$831,861,524,911
FRAs$6,042,566,388,594
Total$92,827,305,542,382
Show:
ProductUSD
Equivalent
IRS $2,433,935,129,040
OIS $633,518,879,000
Basis $177,668,500,000
Zeroes $46,546,305,646
FRAs $137,151,100,000
Total$3,428,819,913,686
ProductVolume
EUR
USD
Equivalent
IRS €1,175,787,038,156 $1,510,886,344,030
OIS €2,144,768,282,903 $2,756,027,243,530
Basis €5,116,142,883 $6,574,243,605
Zeroes €166,240,603,876 $213,619,175,981
FRAs €211,704,000,000 $272,039,640,000
Total€3,703,616,067,818$4,759,146,647,146
ProductVolume
GBP
USD
Equivalent
IRS £321,623,897,549 $526,257,102,364
OIS £1,598,266,234,000 $2,615,163,125,383
Basis £46,706,910,000 $76,424,181,488
Zeroes £17,757,882,213 $29,056,334,772
FRAs £117,703,500,000 $192,592,351,875
Total£2,102,058,423,762$3,439,493,095,882
ProductVolume
JPY
USD
Equivalent
IRS ¥40,696,985,596,988 $374,104,753,385
OIS ¥0 $0
Basis ¥841,142,500,000 $7,732,155,168
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥41,538,128,096,988$381,836,908,553
ProductVolume
CHF
USD
Equivalent
IRS CHF134,173,474,750 $142,760,520,030
OIS CHF22,264,000,000 $23,688,886,524
Basis CHF9,425,550,000 $10,028,781,188
Zeroes CHF1,984,000,000 $2,110,975,156
FRAs CHF7,375,000,000 $7,846,996,861
TotalCHF175,222,024,750$186,436,159,759
ProductVolume
AUD
USD
Equivalent
IRS $1,250,604,960,937 $1,109,661,781,839
OIS $0 $0
Basis $109,624,000,000 $97,269,375,200
Zeroes $7,841,854,146 $6,958,077,183
FRAs $0 $0
Total$1,368,070,815,083$1,213,889,234,222
ProductVolume
CAD
USD
Equivalent
IRS $445,418,639,747 $403,513,738,050
OIS $244,009,300,000 $221,052,951,035
Basis $3,731,500,000 $3,380,441,183
Zeroes $86,838,850,000 $78,669,067,355
FRAs $0 $0
Total$779,998,289,747$706,616,197,623
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK241,808,915,268 $11,295,523,310
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK241,808,915,268$11,295,523,310
ProductVolume
DKK
USD
Equivalent
IRS DKK175,240,114,363 $30,250,321,830
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $86,311,065
FRAs DKK1,000,000,000 $172,622,130
TotalDKK176,740,114,363$30,509,255,025
ProductVolume
HKD
USD
Equivalent
IRS HKD154,620,020,000 $19,947,495,598
OIS HKD0 $0
Basis HKD800,000,000 $103,207,828
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD155,420,020,000$20,050,703,426
ProductVolume
HUF
USD
Equivalent
IRS HUF4,904,388,337,000 $20,176,025,740
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,311,600,000,000 $30,078,986,342
TotalHUF12,215,988,337,000$50,255,012,082
ProductVolume
NOK
USD
Equivalent
IRS NOK146,821,885,053 $23,145,613,559
OIS NOK0 $0
Basis NOK495,000,000 $78,033,862
Zeroes NOK1,371,000,000 $216,130,151
FRAs NOK563,205,400,000 $88,786,045,339
TotalNOK711,893,285,053$112,225,822,911
ProductVolume
NZD
USD
Equivalent
IRS NZD564,600,018,253 $458,483,444,822
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,205,700,000 $3,415,238,685
FRAs NZD0 $0
TotalNZD568,805,718,253$461,898,683,507
ProductVolume
PLN
USD
Equivalent
IRS PLN56,371,268,000 $17,318,361,905
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN61,146,500,000 $18,785,407,066
TotalPLN117,517,768,000$36,103,768,971
ProductVolume
SEK
USD
Equivalent
IRS SEK1,056,743,088,899 $147,755,939,135
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK18,250,000,000 $2,551,751,620
FRAs SEK1,750,913,200,000 $244,816,196,981
TotalSEK2,825,906,288,899$395,123,887,736
ProductVolume
SGD
USD
Equivalent
IRS SGD113,118,431,900 $89,097,693,683
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD113,118,431,900$89,097,693,683
ProductVolume
ZAR
USD
Equivalent
IRS ZAR195,610,487,000 $17,516,834,154
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR195,610,487,000$17,516,834,154
ProductUSD
Equivalent
IRS$7,336,106,622,474
OIS$6,249,451,085,472
Basis$379,258,919,522
Zeroes$383,229,367,614
FRAs$992,269,346,594
Total$15,340,315,341,676

Figures as of COB Sep 22, 2014.

Notional Outstanding by Product

As of COB Sep 22, 2014

Daily Notional by Tenor
 

As of COB Sep 22, 2014

Notional Outstanding by Tenor
 

As of COB Sep 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
$340,505,616,293
$3,837,464,214,186
$115,203,765,003,227
$112,989,585,989,033
EUR
€560,891,992,308
€4,541,020,057,410
€186,291,404,022,535
€126,207,831,746,530
GBP
£84,328,522,670
£2,032,966,190,389
£48,165,431,873,650
£40,917,807,361,037
JPY
¥3,537,095,358,000
¥25,637,315,013,320
¥1,107,735,068,207,941
¥2,114,480,553,111,355
CHF
CHF3,969,580,000
CHF151,393,541,762
CHF3,218,857,335,574
CHF4,321,770,567,078
AUD
$36,638,281,500
$153,597,507,368
$4,746,507,377,774
$8,830,806,206,361
CAD
$30,904,080,000
$225,572,608,000
$8,517,799,256,536
$9,572,437,231,788
Other*
Show All
Hide
$33,184,595,056
$429,257,258,996
$11,886,545,545,178
$14,269,657,239,366
CZK
CZK424,000,000
CZK46,163,600,000
CZK3,346,316,364,772
CZK8,136,496,542,146
DKK
DKK7,260,000,000
DKK38,050,000,000
DKK1,792,966,103,104
DKK2,332,241,949,790
HKD
HKD9,970,000,000
HKD58,864,238,600
HKD3,066,394,979,412
HKD7,210,403,128,032
HUF
HUF12,000,000,000
HUF1,029,138,350,000
HUF234,119,372,858,744
HUF182,087,415,915,860
NOK
NOK55,000,000,000
NOK597,997,958,000
NOK9,363,815,833,692
NOK10,240,415,962,547
NZD
NZD7,862,478,274
NZD56,141,757,399
NZD1,738,252,570,887
NZD2,783,635,162,260
PLN
PLN6,313,800,000
PLN149,186,110,000
PLN4,594,055,939,028
PLN4,516,536,826,516
SEK
SEK67,565,440,000
SEK1,345,975,336,000
SEK29,236,760,913,190
SEK34,267,075,246,650
SGD
SGD2,566,800,000
SGD26,460,854,000
SGD730,710,193,441
SGD1,134,541,835,291
ZAR
ZAR23,587,000,000
ZAR148,676,196,000
ZAR5,339,697,959,950
ZAR9,608,226,265,326
Total in USD$1,329,662,925,600$14,189,372,031,043$487,490,493,605,944$396,931,113,523,210

Figures as of COB Sep 22, 2014. Weekly figures as of COB Sep 19, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $304,615,062,000
OIS $8,762,600,000
Basis $5,890,000,000
Zeroes $1,073,954,293
FRAs $20,164,000,000
Total$340,505,616,293
ProductVolume
EUR
USD
Equivalent
IRS €159,732,632,308 $205,256,432,516
OIS €352,852,160,000 $453,415,025,600
Basis €0 $0
Zeroes €4,065,200,000 $5,223,782,000
FRAs €44,242,000,000 $56,850,970,000
Total€560,891,992,308$720,746,210,116
ProductVolume
GBP
USD
Equivalent
IRS £31,877,333,000 $52,159,286,121
OIS £33,726,000,000 $55,184,167,500
Basis £3,076,000,000 $5,033,105,000
Zeroes £2,509,189,670 $4,105,661,598
FRAs £13,140,000,000 $21,500,325,000
Total£84,328,522,670$137,982,545,219
ProductVolume
JPY
USD
Equivalent
IRS ¥3,433,095,358,000 $31,558,536,177
OIS ¥0 $0
Basis ¥104,000,000,000 $956,014,156
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥3,537,095,358,000$32,514,550,333
ProductVolume
CHF
USD
Equivalent
IRS CHF2,929,580,000 $3,117,071,873
OIS CHF0 $0
Basis CHF40,000,000 $42,559,983
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,063,999,574
TotalCHF3,969,580,000$4,223,631,430
ProductVolume
AUD
USD
Equivalent
IRS $33,070,281,500 $29,343,260,775
OIS $0 $0
Basis $2,568,000,000 $2,278,586,400
Zeroes $1,000,000,000 $887,300,000
FRAs $0 $0
Total$36,638,281,500$32,509,147,175
ProductVolume
CAD
USD
Equivalent
IRS $25,134,080,000 $22,769,470,490
OIS $2,174,000,000 $1,969,470,490
Basis $0 $0
Zeroes $3,596,000,000 $3,257,688,998
FRAs $0 $0
Total$30,904,080,000$27,996,629,978
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK424,000,000 $19,806,143
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK424,000,000$19,806,143
ProductVolume
DKK
USD
Equivalent
IRS DKK7,260,000,000 $1,253,236,665
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK7,260,000,000$1,253,236,665
ProductVolume
HKD
USD
Equivalent
IRS HKD9,970,000,000 $1,286,227,560
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD9,970,000,000$1,286,227,560
ProductVolume
HUF
USD
Equivalent
IRS HUF12,000,000,000 $49,366,464
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF12,000,000,000$49,366,464
ProductVolume
NOK
USD
Equivalent
IRS NOK5,000,000,000 $788,220,828
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK50,000,000,000 $7,882,208,279
TotalNOK55,000,000,000$8,670,429,107
ProductVolume
NZD
USD
Equivalent
IRS NZD7,862,478,274 $6,384,725,482
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD7,862,478,274$6,384,725,482
ProductVolume
PLN
USD
Equivalent
IRS PLN5,313,800,000 $1,632,503,840
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,000,000,000 $307,219,662
TotalPLN6,313,800,000$1,939,723,502
ProductVolume
SEK
USD
Equivalent
IRS SEK27,259,440,000 $3,811,469,599
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,300,000,000 $461,412,622
FRAs SEK37,006,000,000 $5,174,253,176
TotalSEK67,565,440,000$9,447,135,397
ProductVolume
SGD
USD
Equivalent
IRS SGD2,566,800,000 $2,021,739,130
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,566,800,000$2,021,739,130
ProductVolume
ZAR
USD
Equivalent
IRS ZAR23,587,000,000 $2,112,205,606
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR23,587,000,000$2,112,205,606
ProductUSD
Equivalent
IRS$668,178,621,269
OIS$519,331,263,590
Basis$14,200,265,539
Zeroes$15,009,799,511
FRAs$112,942,975,691
Total$1,329,662,925,600
Show:
ProductUSD
Equivalent
IRS $1,837,854,772,992
OIS $720,490,626,064
Basis $74,558,256,000
Zeroes $6,784,559,130
FRAs $1,197,776,000,000
Total$3,837,464,214,186
ProductVolume
EUR
USD
Equivalent
IRS €1,130,223,407,071 $1,458,980,087,081
OIS €2,187,566,148,000 $2,824,296,902,384
Basis €700,000,000 $906,265,000
Zeroes €5,065,302,339 $6,519,073,386
FRAs €1,217,465,200,000 $1,575,066,146,340
Total€4,541,020,057,410$5,865,768,474,191
ProductVolume
GBP
USD
Equivalent
IRS £229,719,384,244 $374,323,574,625
OIS £1,274,629,420,386 $2,078,577,374,565
Basis £48,377,700,000 $78,843,116,970
Zeroes £2,273,685,759 $3,706,518,461
FRAs £477,966,000,000 $779,431,118,700
Total£2,032,966,190,389$3,314,881,703,321
ProductVolume
JPY
USD
Equivalent
IRS ¥24,749,635,013,320 $228,559,855,508
OIS ¥290,000,000,000 $2,679,881,404
Basis ¥597,680,000,000 $5,511,280,642
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥25,637,315,013,320$236,751,017,554
ProductVolume
CHF
USD
Equivalent
IRS CHF56,789,541,762 $60,675,147,808
OIS CHF11,320,000,000 $12,104,442,057
Basis CHF20,062,000,000 $21,451,764,792
Zeroes CHF0 $0
FRAs CHF63,222,000,000 $67,211,872,435
TotalCHF151,393,541,762$161,443,227,092
ProductVolume
AUD
USD
Equivalent
IRS $142,125,007,368 $128,057,961,825
OIS $0 $0
Basis $11,472,500,000 $10,297,039,950
Zeroes $0 $0
FRAs $0 $0
Total$153,597,507,368$138,355,001,775
ProductVolume
CAD
USD
Equivalent
IRS $135,393,008,000 $123,210,542,385
OIS $86,206,400,000 $78,618,130,346
Basis $1,000,000,000 $912,283,903
Zeroes $2,973,200,000 $2,710,177,294
FRAs $0 $0
Total$225,572,608,000$205,451,133,928
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK46,163,600,000 $2,167,076,047
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK46,163,600,000$2,167,076,047
ProductVolume
DKK
USD
Equivalent
IRS DKK12,050,000,000 $2,080,908,570
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK26,000,000,000 $4,493,734,602
TotalDKK38,050,000,000$6,574,643,172
ProductVolume
HKD
USD
Equivalent
IRS HKD58,374,238,600 $7,531,175,388
OIS HKD0 $0
Basis HKD490,000,000 $63,216,426
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD58,864,238,600$7,594,391,814
ProductVolume
HUF
USD
Equivalent
IRS HUF939,138,350,000 $3,870,365,253
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF90,000,000,000 $370,089,337
TotalHUF1,029,138,350,000$4,240,454,590
ProductVolume
NOK
USD
Equivalent
IRS NOK81,197,958,000 $12,747,232,175
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK516,800,000,000 $81,283,480,162
TotalNOK597,997,958,000$94,030,712,337
ProductVolume
NZD
USD
Equivalent
IRS NZD54,025,757,399 $44,035,219,225
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,116,000,000 $1,727,028,600
FRAs NZD0 $0
TotalNZD56,141,757,399$45,762,247,825
ProductVolume
PLN
USD
Equivalent
IRS PLN44,336,110,000 $13,645,816,183
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN104,850,000,000 $32,240,793,346
TotalPLN149,186,110,000$45,886,609,529
ProductVolume
SEK
USD
Equivalent
IRS SEK207,665,336,000 $29,158,033,475
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,138,310,000,000 $159,453,642,869
TotalSEK1,345,975,336,000$188,611,676,344
ProductVolume
SGD
USD
Equivalent
IRS SGD26,460,854,000 $20,912,599,293
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD26,460,854,000$20,912,599,293
ProductVolume
ZAR
USD
Equivalent
IRS ZAR148,676,196,000 $13,476,848,045
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR148,676,196,000$13,476,848,045
ProductUSD
Equivalent
IRS$4,361,287,215,878
OIS$5,716,767,356,820
Basis$192,543,223,683
Zeroes$21,447,356,871
FRAs$3,897,326,877,791
Total$14,189,372,031,043
Show:
ProductUSD
Equivalent
IRS $52,884,766,651,889
OIS $12,590,640,926,418
Basis $2,090,098,277,400
Zeroes $201,613,347,520
FRAs $47,436,645,800,000
Total$115,203,765,003,227
ProductVolume
EUR
USD
Equivalent
IRS €34,945,004,276,493 $47,403,707,149,951
OIS €91,403,317,624,790 $124,310,873,581,477
Basis €89,896,615,767 $121,521,972,914
Zeroes €777,627,591,885 $1,055,512,208,271
FRAs €59,075,557,913,600 $80,407,441,068,215
Total€186,291,404,022,535$253,299,055,980,828
ProductVolume
GBP
USD
Equivalent
IRS £6,299,863,372,131 $10,511,711,664,715
OIS £26,942,242,868,695 $45,178,072,432,662
Basis £981,530,560,000 $1,636,489,247,771
Zeroes £78,668,072,824 $131,188,289,495
FRAs £13,863,127,000,000 $23,150,943,978,400
Total£48,165,431,873,650$80,608,405,613,043
ProductVolume
JPY
USD
Equivalent
IRS ¥1,034,222,881,207,941 $10,058,304,437,416
OIS ¥4,117,882,000,000 $39,377,183,052
Basis ¥67,714,305,000,000 $659,091,926,790
Zeroes ¥1,680,000,000,000 $16,375,999,293
FRAs ¥0 $0
Total¥1,107,735,068,207,941$10,773,149,546,551
ProductVolume
CHF
USD
Equivalent
IRS CHF1,287,570,884,274 $1,431,066,620,713
OIS CHF136,068,000,000 $151,109,046,074
Basis CHF139,712,100,000 $155,173,813,570
Zeroes CHF4,108,351,300 $4,540,597,945
FRAs CHF1,651,398,000,000 $1,831,538,808,797
TotalCHF3,218,857,335,574$3,573,428,887,099
ProductVolume
AUD
USD
Equivalent
IRS $4,388,738,769,483 $4,038,878,885,266
OIS $0 $0
Basis $321,582,900,000 $295,548,931,615
Zeroes $36,185,708,291 $33,370,114,402
FRAs $0 $0
Total$4,746,507,377,774$4,367,797,931,283
ProductVolume
CAD
USD
Equivalent
IRS $5,230,598,771,336 $4,782,018,235,496
OIS $2,826,406,820,954 $2,573,119,239,957
Basis $83,883,345,446 $76,677,980,990
Zeroes $376,910,318,800 $346,529,642,292
FRAs $0 $0
Total$8,517,799,256,536$7,778,345,098,735
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,245,840,364,772 $110,562,373,102
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK1,096,476,000,000 $53,983,530,646
TotalCZK3,346,316,364,772$164,745,245,919
ProductVolume
DKK
USD
Equivalent
IRS DKK631,650,103,104 $114,967,229,051
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK1,159,436,000,000 $210,876,553,483
TotalDKK1,792,966,103,104$326,187,740,100
ProductVolume
HKD
USD
Equivalent
IRS HKD3,060,704,979,412 $394,673,115,168
OIS HKD0 $0
Basis HKD5,690,000,000 $733,872,656
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,066,394,979,412$395,406,987,824
ProductVolume
HUF
USD
Equivalent
IRS HUF66,029,144,437,692 $290,052,835,203
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF232,000,000,000 $1,032,943,976
FRAs HUF167,858,228,421,052 $740,608,680,408
TotalHUF234,119,372,858,744$1,031,694,459,587
ProductVolume
NOK
USD
Equivalent
IRS NOK1,866,901,633,690 $306,034,530,082
OIS NOK0 $0
Basis NOK16,645,400,000 $2,776,695,956
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK7,476,506,800,002 $1,224,064,111,970
TotalNOK9,363,815,833,692$1,533,500,305,790
ProductVolume
NZD
USD
Equivalent
IRS NZD1,712,759,170,887 $1,452,531,618,342
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD25,093,400,000 $21,267,046,960
FRAs NZD0 $0
TotalNZD1,738,252,570,887$1,474,139,555,302
ProductVolume
PLN
USD
Equivalent
IRS PLN1,504,512,939,028 $488,543,061,540
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,160,000,000 $1,363,899,833
FRAs PLN3,085,383,000,000 $1,002,960,201,060
TotalPLN4,594,055,939,028$1,492,867,162,433
ProductVolume
SEK
USD
Equivalent
IRS SEK8,227,087,513,190 $1,235,284,926,901
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK78,474,000,000 $11,396,953,710
FRAs SEK20,931,199,400,000 $3,142,480,291,369
TotalSEK29,236,760,913,190$4,389,162,171,980
ProductVolume
SGD
USD
Equivalent
IRS SGD730,710,193,441 $581,447,703,465
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD730,710,193,441$581,447,703,465
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,339,697,959,950 $497,394,212,778
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR5,339,697,959,950$497,394,212,778
ProductUSD
Equivalent
IRS$136,581,945,251,078
OIS$184,843,192,409,640
Basis$5,038,611,719,530
Zeroes$1,825,201,201,348
FRAs$159,201,543,024,348
Total$487,490,493,605,944
Show:
ProductUSD
Equivalent
IRS $67,290,044,912,543
OIS $11,545,921,189,919
Basis $6,876,770,111,400
Zeroes $224,034,375,171
FRAs $27,052,815,400,000
Total$112,989,585,989,033
ProductVolume
EUR
USD
Equivalent
IRS €65,169,748,920,320 $83,743,127,362,612
OIS €30,337,140,368,894 $38,983,225,374,029
Basis €306,061,698,175 $393,289,282,155
Zeroes €663,110,602,340 $852,097,124,007
FRAs €29,731,770,156,800 $38,205,324,651,488
Total€126,207,831,746,529$162,177,063,794,291
ProductVolume
GBP
USD
Equivalent
IRS £10,981,940,648,430 $17,969,200,385,993
OIS £17,595,043,180,985 $28,789,889,404,887
Basis £2,271,997,533,720 $3,717,555,964,549
Zeroes £165,138,997,902 $270,208,685,318
FRAs £9,903,687,000,000 $16,204,907,853,750
Total£40,917,807,361,037$66,951,762,294,497
ProductVolume
JPY
USD
Equivalent
IRS ¥1,936,562,763,111,355 $17,801,744,386,738
OIS ¥4,079,260,000,000 $37,498,368,341
Basis ¥167,423,530,000,000 $1,539,031,392,196
Zeroes ¥6,130,000,000,000 $56,349,680,563
FRAs ¥285,000,000,000 $2,619,846,486
Total¥2,114,480,553,111,355$19,437,243,674,324
ProductVolume
CHF
USD
Equivalent
IRS CHF2,842,563,435,778 $3,024,486,285,873
OIS CHF166,240,680,000 $176,880,012,768
Basis CHF380,906,100,000 $405,283,928,286
Zeroes CHF4,108,351,300 $4,371,284,035
FRAs CHF927,952,000,000 $987,340,533,064
TotalCHF4,321,770,567,078$4,598,362,044,026
ProductVolume
AUD
USD
Equivalent
IRS $8,197,063,698,070 $7,273,254,619,298
OIS $0 $0
Basis $617,658,800,000 $548,048,653,240
Zeroes $16,083,708,291 $14,271,074,367
FRAs $0 $0
Total$8,830,806,206,361$7,835,574,346,905
ProductVolume
CAD
USD
Equivalent
IRS $7,703,446,695,294 $6,978,707,881,772
OIS $1,382,817,954,290 $1,252,722,701,717
Basis $228,130,895,446 $206,668,383,790
Zeroes $258,041,686,758 $233,765,173,491
FRAs $0 $0
Total$9,572,437,231,788$8,671,864,140,770
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,507,472,542,146 $350,693,567,308
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $560,551,209
FRAs CZK617,024,000,000 $28,822,795,749
TotalCZK8,136,496,542,146$380,076,914,266
ProductVolume
DKK
USD
Equivalent
IRS DKK1,660,879,949,790 $286,704,634,868
OIS DKK0 $0
Basis DKK1,930,000,000 $333,160,711
Zeroes DKK1,000,000,000 $172,622,130
FRAs DKK668,432,000,000 $115,386,155,705
TotalDKK2,332,241,949,790$402,596,573,414
ProductVolume
HKD
USD
Equivalent
IRS HKD7,200,973,128,032 $928,995,997,863
OIS HKD0 $0
Basis HKD9,430,000,000 $1,216,562,276
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,210,403,128,032$930,212,560,139
ProductVolume
HUF
USD
Equivalent
IRS HUF100,143,598,389,544 $411,977,943,021
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF209,500,000,000 $861,856,179
FRAs HUF81,734,317,526,316 $336,244,518,374
TotalHUF182,087,415,915,860$749,084,317,574
ProductVolume
NOK
USD
Equivalent
IRS NOK5,004,631,762,547 $788,950,998,289
OIS NOK0 $0
Basis NOK20,211,400,000 $3,186,209,288
Zeroes NOK4,622,000,000 $728,631,333
FRAs NOK5,210,950,800,001 $821,475,990,794
TotalNOK10,240,415,962,548$1,614,341,829,704
ProductVolume
NZD
USD
Equivalent
IRS NZD2,772,143,762,260 $2,251,119,342,143
OIS NZD0 $0
Basis NZD400,000,000 $324,820,000
Zeroes NZD11,091,400,000 $9,006,771,370
FRAs NZD0 $0
TotalNZD2,783,635,162,260$2,260,450,933,513
ProductVolume
PLN
USD
Equivalent
IRS PLN2,483,074,826,516 $762,849,409,068
OIS PLN0 $0
Basis PLN674,000,000 $207,066,052
Zeroes PLN4,260,000,000 $1,308,755,760
FRAs PLN2,028,528,000,000 $623,203,686,636
TotalPLN4,516,536,826,516$1,387,568,917,516
ProductVolume
SEK
USD
Equivalent
IRS SEK19,384,101,786,650 $2,710,324,007,669
OIS SEK0 $0
Basis SEK500,000,000 $69,911,003
Zeroes SEK63,204,660,000 $8,837,402,387
FRAs SEK14,819,268,800,000 $2,072,059,899,748
TotalSEK34,267,075,246,650$4,791,291,220,807
ProductVolume
SGD
USD
Equivalent
IRS SGD1,134,541,835,291 $893,621,483,374
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,134,541,835,291$893,621,483,374
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,608,226,265,326 $860,412,489,059
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR9,608,226,265,326$860,412,489,059
ProductUSD
Equivalent
IRS$214,326,215,707,491
OIS$80,786,137,051,661
Basis$13,691,985,444,946
Zeroes$1,676,573,987,320
FRAs$86,450,201,331,794
Total$396,931,113,523,212

Figures as of COB Sep 22, 2014.

Notional Outstanding by Product

As of COB Sep 22, 2014

Daily Notional by Tenor

As of COB Sep 22, 2014

Notional Outstanding by Currency

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