Daily Volumes

  • Client Notional Cleared (USD)
    $154,118,860,816,817
    Notional Outstanding (USD)
    $416,362,234,790,313
    As of COB Sep 1, 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 Sep 1, 2014. *Other: ZAR, CZK, HKD, NZD, DKK, HUF, SGD, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$990,716,500
$299,506,520,924
$15,216,771,610,842
$3,307,108,757,036
EUR
€134,166,548,000
€510,106,907,500
€32,786,497,677,271
€3,166,749,617,236
GBP
£11,073,278,475
£170,512,636,141
£10,305,055,534,823
£2,041,398,339,813
JPY
¥3,730,133,190,000
¥6,238,269,874,000
¥194,232,450,222,250
¥50,647,216,294,500
CHF
CHF960,750,000
CHF7,615,157,000
CHF224,708,630,350
CHF170,552,901,750
AUD
$3,522,230,700
$28,702,095,000
$1,143,343,559,448
$1,333,441,449,283
CAD
$134,400,000
$55,387,987,000
$1,998,856,837,072
$738,612,628,747
Other*
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$5,891,122,085
$70,636,882,214
$2,001,922,995,700
$1,313,784,760,487
CZK
CZK0
CZK18,529,000,000
CZK457,621,457,634
CZK229,730,915,268
DKK
DKK1,160,000,000
DKK3,784,000,000
DKK139,949,980,000
DKK165,610,199,823
HKD
HKD0
HKD14,336,500,000
HKD477,792,599,533
HKD139,569,520,000
HUF
HUF17,002,500,000
HUF2,204,130,000,000
HUF38,341,435,317,000
HUF12,848,580,837,000
NOK
NOK14,307,866,000
NOK30,117,153,000
NOK1,352,294,844,654
NOK821,654,382,054
NZD
NZD1,982,436,200
NZD12,651,971,095
NZD581,450,839,722
NZD555,294,819,706
PLN
PLN188,000,000
PLN14,733,000,000
PLN383,676,049,514
PLN119,827,868,000
SEK
SEK10,346,425,000
SEK211,165,252,000
SEK4,775,235,702,199
SEK3,298,245,686,899
SGD
SGD1,176,000
SGD6,980,880,000
SGD131,575,141,899
SGD98,569,291,900
ZAR
ZAR1,150,000,000
ZAR21,127,000,000
ZAR652,609,140,000
ZAR182,377,090,000
Total in USD$241,621,591,521$1,470,981,695,104$84,376,678,668,759$14,763,350,428,373

Figures as of COB Sep 1, 2014. Weekly figures as of COB Aug 29, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $990,716,500
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$990,716,500
ProductVolume
EUR
USD
Equivalent
IRS €10,685,548,000 $14,029,055,969
OIS €80,591,000,000 $105,807,923,900
Basis €0 $0
Zeroes €2,502,000,000 $3,284,875,800
FRAs €40,388,000,000 $53,025,405,200
Total€134,166,548,000$176,147,260,869
ProductVolume
GBP
USD
Equivalent
IRS £1,062,495,500 $1,764,592,526
OIS £10,000,000,000 $16,608,000,000
Basis £0 $0
Zeroes £10,782,975 $17,908,365
FRAs £0 $0
Total£11,073,278,475$18,390,500,891
ProductVolume
JPY
USD
Equivalent
IRS ¥3,730,133,190,000 $35,746,365,022
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥3,730,133,190,000$35,746,365,022
ProductVolume
CHF
USD
Equivalent
IRS CHF942,750,000 $1,025,173,989
OIS CHF0 $0
Basis CHF18,000,000 $19,573,728
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF960,750,000$1,044,747,717
ProductVolume
AUD
USD
Equivalent
IRS $1,924,230,700 $1,795,884,512
OIS $0 $0
Basis $598,000,000 $558,113,400
Zeroes $1,000,000,000 $933,300,000
FRAs $0 $0
Total$3,522,230,700$3,287,297,912
ProductVolume
CAD
USD
Equivalent
IRS $134,400,000 $123,580,525
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$134,400,000$123,580,525
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK0 $0
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK0$0
ProductVolume
DKK
USD
Equivalent
IRS DKK1,160,000,000 $204,439,510
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,160,000,000$204,439,510
ProductVolume
HKD
USD
Equivalent
IRS HKD0 $0
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD0$0
ProductVolume
HUF
USD
Equivalent
IRS HUF17,002,500,000 $71,004,990
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF17,002,500,000$71,004,990
ProductVolume
NOK
USD
Equivalent
IRS NOK8,971,866,000 $1,448,944,767
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,336,000,000 $861,757,106
TotalNOK14,307,866,000$2,310,701,873
ProductVolume
NZD
USD
Equivalent
IRS NZD1,982,436,200 $1,660,686,805
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD1,982,436,200$1,660,686,805
ProductVolume
PLN
USD
Equivalent
IRS PLN188,000,000 $58,713,304
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN188,000,000$58,713,304
ProductVolume
SEK
USD
Equivalent
IRS SEK10,346,425,000 $1,476,921,375
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
TotalSEK10,346,425,000$1,476,921,375
ProductVolume
SGD
USD
Equivalent
IRS SGD1,176,000 $941,026
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,176,000$941,026
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,150,000,000 $107,713,202
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR1,150,000,000$107,713,202
ProductUSD
Equivalent
IRS$60,504,734,022
OIS$122,415,923,900
Basis$577,687,128
Zeroes$4,236,084,165
FRAs$53,887,162,306
Total$241,621,591,521
Show:
ProductUSD
Equivalent
IRS $263,558,567,718
OIS $31,639,700,000
Basis $1,400,000,000
Zeroes $1,908,253,206
FRAs $1,000,000,000
Total$299,506,520,924
ProductVolume
EUR
USD
Equivalent
IRS €139,302,209,500 $183,517,038,188
OIS €212,482,698,000 $280,008,585,660
Basis €0 $0
Zeroes €8,944,000,000 $11,789,243,600
FRAs €149,378,000,000 $196,919,040,100
Total€510,106,907,500$672,233,907,548
ProductVolume
GBP
USD
Equivalent
IRS £26,226,678,500 $43,442,270,525
OIS £140,018,300,000 $232,308,244,535
Basis £0 $0
Zeroes £267,657,641 $443,708,591
FRAs £4,000,000,000 $6,630,600,000
Total£170,512,636,141$282,824,823,651
ProductVolume
JPY
USD
Equivalent
IRS ¥5,967,069,874,000 $57,383,516,641
OIS ¥0 $0
Basis ¥271,200,000,000 $2,605,938,311
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥6,238,269,874,000$59,989,454,952
ProductVolume
CHF
USD
Equivalent
IRS CHF6,571,157,000 $7,169,470,448
OIS CHF0 $0
Basis CHF44,000,000 $47,953,790
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,093,135,111
TotalCHF7,615,157,000$8,310,559,349
ProductVolume
AUD
USD
Equivalent
IRS $26,370,095,000 $24,589,577,819
OIS $0 $0
Basis $2,332,000,000 $2,171,005,700
Zeroes $0 $0
FRAs $0 $0
Total$28,702,095,000$26,760,583,519
ProductVolume
CAD
USD
Equivalent
IRS $23,145,987,000 $21,233,636,474
OIS $28,194,000,000 $25,761,895,043
Basis $0 $0
Zeroes $4,048,000,000 $3,723,431,430
FRAs $0 $0
Total$55,387,987,000$50,718,962,947
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK18,529,000,000 $881,645,647
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK18,529,000,000$881,645,647
ProductVolume
DKK
USD
Equivalent
IRS DKK3,784,000,000 $669,223,034
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK3,784,000,000$669,223,034
ProductVolume
HKD
USD
Equivalent
IRS HKD14,336,500,000 $1,849,804,087
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD14,336,500,000$1,849,804,087
ProductVolume
HUF
USD
Equivalent
IRS HUF851,830,000,000 $3,580,828,467
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,352,300,000,000 $5,663,005,429
TotalHUF2,204,130,000,000$9,243,833,896
ProductVolume
NOK
USD
Equivalent
IRS NOK2,200,414,000 $355,592,030
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK27,916,739,000 $4,517,410,969
TotalNOK30,117,153,000$4,873,002,999
ProductVolume
NZD
USD
Equivalent
IRS NZD12,651,971,095 $10,583,404,381
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD12,651,971,095$10,583,404,381
ProductVolume
PLN
USD
Equivalent
IRS PLN6,189,000,000 $1,939,710,317
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,544,000,000 $2,678,585,975
TotalPLN14,733,000,000$4,618,296,292
ProductVolume
SEK
USD
Equivalent
IRS SEK74,804,739,000 $10,731,287,182
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK136,360,513,000 $19,613,887,781
TotalSEK211,165,252,000$30,345,174,963
ProductVolume
SGD
USD
Equivalent
IRS SGD6,980,880,000 $5,588,266,968
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD6,980,880,000$5,588,266,968
ProductVolume
ZAR
USD
Equivalent
IRS ZAR21,127,000,000 $1,984,229,947
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR21,127,000,000$1,984,229,947
ProductUSD
Equivalent
IRS$639,058,069,873
OIS$569,718,425,238
Basis$6,224,897,801
Zeroes$17,864,636,827
FRAs$238,115,665,365
Total$1,470,981,695,104
Show:
ProductUSD
Equivalent
IRS $12,186,173,915,304
OIS $2,203,380,667,000
Basis $172,540,800,000
Zeroes $70,329,328,538
FRAs $584,346,900,000
Total$15,216,771,610,842
ProductVolume
EUR
USD
Equivalent
IRS €3,697,585,140,637 $5,043,502,016,613
OIS €25,954,536,200,829 $35,455,405,546,497
Basis €2,230,142,883 $3,031,403,172
Zeroes €339,778,736,122 $462,568,860,101
FRAs €2,792,367,456,800 $3,806,988,816,588
Total€32,786,497,677,271$44,771,496,642,971
ProductVolume
GBP
USD
Equivalent
IRS £1,061,509,087,648 $1,777,313,090,959
OIS £8,939,762,801,750 $15,071,408,221,347
Basis £85,686,660,000 $143,425,370,567
Zeroes £12,245,485,425 $20,531,165,476
FRAs £205,851,500,000 $345,851,554,575
Total£10,305,055,534,823$17,358,529,402,924
ProductVolume
JPY
USD
Equivalent
IRS ¥181,394,307,722,250 $1,770,121,988,273
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¥194,232,450,222,250$1,895,301,143,128
ProductVolume
CHF
USD
Equivalent
IRS CHF186,056,480,350 $206,585,957,700
OIS CHF21,695,000,000 $24,040,933,896
Basis CHF7,963,150,000 $8,779,485,632
Zeroes CHF1,984,000,000 $2,191,976,609
FRAs CHF7,010,000,000 $7,772,199,515
TotalCHF224,708,630,350$249,370,553,352
ProductVolume
AUD
USD
Equivalent
IRS $1,070,934,705,302 $988,259,050,548
OIS $0 $0
Basis $52,166,000,000 $48,121,936,888
Zeroes $20,242,854,146 $18,756,209,701
FRAs $0 $0
Total$1,143,343,559,448$1,055,137,197,137
ProductVolume
CAD
USD
Equivalent
IRS $1,085,937,853,740 $994,575,445,121
OIS $718,740,533,332 $654,953,889,783
Basis $634,000,000 $589,065,018
Zeroes $193,544,450,000 $178,030,722,783
FRAs $0 $0
Total$1,998,856,837,072$1,828,149,122,705
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK225,281,457,634 $11,153,787,850
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK230,340,000,000 $11,314,399,766
TotalCZK457,621,457,634$22,567,858,701
ProductVolume
DKK
USD
Equivalent
IRS DKK134,449,980,000 $24,509,506,212
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK139,949,980,000$25,519,468,090
ProductVolume
HKD
USD
Equivalent
IRS HKD476,992,599,533 $61,506,241,343
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD477,792,599,533$61,609,444,511
ProductVolume
HUF
USD
Equivalent
IRS HUF10,632,215,317,000 $46,639,453,934
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF116,000,000,000 $516,471,988
FRAs HUF27,593,220,000,000 $121,353,228,581
TotalHUF38,341,435,317,000$168,509,154,503
ProductVolume
NOK
USD
Equivalent
IRS NOK218,352,627,653 $35,742,815,565
OIS NOK0 $0
Basis NOK495,000,000 $79,111,395
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,131,566,217,001 $186,175,270,214
TotalNOK1,352,294,844,654$222,309,681,065
ProductVolume
NZD
USD
Equivalent
IRS NZD568,262,139,722 $484,686,107,359
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD13,188,700,000 $11,245,729,180
FRAs NZD0 $0
TotalNZD581,450,839,722$495,931,836,539
ProductVolume
PLN
USD
Equivalent
IRS PLN161,947,049,514 $52,830,799,482
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,080,000,000 $681,949,917
FRAs PLN219,649,000,000 $71,809,189,290
TotalPLN383,676,049,514$125,321,938,689
ProductVolume
SEK
USD
Equivalent
IRS SEK1,682,445,563,199 $252,343,959,787
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK32,880,000,000 $4,796,327,768
FRAs SEK3,059,910,139,000 $457,380,310,018
TotalSEK4,775,235,702,199$714,520,597,573
ProductVolume
SGD
USD
Equivalent
IRS SGD131,575,141,899 $104,891,124,590
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD131,575,141,899$104,891,124,590
ProductVolume
ZAR
USD
Equivalent
IRS ZAR652,609,140,000 $60,741,891,439
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR652,609,140,000$60,741,891,439
ProductUSD
Equivalent
IRS$24,101,577,152,079
OIS$53,409,189,258,523
Basis$493,661,531,049
Zeroes$778,341,820,532
FRAs$5,593,908,906,576
Total$84,376,678,668,759
Show:
ProductUSD
Equivalent
IRS $2,372,989,098,760
OIS $579,202,299,000
Basis $191,576,000,000
Zeroes $42,676,259,275
FRAs $120,665,100,000
Total$3,307,108,757,035
ProductVolume
EUR
USD
Equivalent
IRS €1,116,077,488,262 $1,465,298,134,339
OIS €1,506,883,801,613 $1,978,387,743,137
Basis €4,966,142,883 $6,520,048,992
Zeroes €165,122,384,478 $216,789,178,580
FRAs €373,699,800,000 $490,630,467,420
Total€3,166,749,617,236$4,157,625,572,468
ProductVolume
GBP
USD
Equivalent
IRS £316,640,649,088 $525,876,790,006
OIS £1,581,247,310,000 $2,626,135,532,448
Basis £33,106,210,000 $54,982,793,568
Zeroes £14,532,670,724 $24,135,859,539
FRAs £95,871,500,000 $159,223,387,200
Total£2,041,398,339,812$3,390,354,362,761
ProductVolume
JPY
USD
Equivalent
IRS ¥48,801,373,794,500 $467,670,089,070
OIS ¥0 $0
Basis ¥1,845,842,500,000 $17,688,955,438
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥50,647,216,294,500$485,359,044,508
ProductVolume
CHF
USD
Equivalent
IRS CHF132,159,251,750 $143,713,844,878
OIS CHF21,395,000,000 $23,265,550,239
Basis CHF8,004,650,000 $8,704,491,083
Zeroes CHF1,984,000,000 $2,157,459,765
FRAs CHF7,010,000,000 $7,622,879,513
TotalCHF170,552,901,750$185,464,225,478
ProductVolume
AUD
USD
Equivalent
IRS $1,214,495,095,137 $1,133,488,272,291
OIS $0 $0
Basis $110,454,500,000 $103,087,184,850
Zeroes $8,491,854,146 $7,925,447,474
FRAs $0 $0
Total$1,333,441,449,283$1,244,500,904,615
ProductVolume
CAD
USD
Equivalent
IRS $427,917,778,747 $393,469,522,088
OIS $228,711,100,000 $210,299,388,534
Basis $3,731,500,000 $3,431,106,616
Zeroes $78,252,250,000 $71,952,783,780
FRAs $0 $0
Total$738,612,628,747$679,152,801,018
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK225,730,915,268 $10,681,442,070
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,000,000,000 $189,277,433
TotalCZK229,730,915,268$10,870,719,503
ProductVolume
DKK
USD
Equivalent
IRS DKK164,110,199,823 $28,922,938,611
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $88,120,478
FRAs DKK1,000,000,000 $176,240,957
TotalDKK165,610,199,823$29,187,300,046
ProductVolume
HKD
USD
Equivalent
IRS HKD138,769,520,000 $17,905,282,444
OIS HKD0 $0
Basis HKD800,000,000 $103,223,143
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD139,569,520,000$18,008,505,587
ProductVolume
HUF
USD
Equivalent
IRS HUF4,330,980,837,000 $18,086,825,654
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,517,600,000,000 $35,570,775,302
TotalHUF12,848,580,837,000$53,657,600,956
ProductVolume
NOK
USD
Equivalent
IRS NOK160,332,165,053 $25,893,437,509
OIS NOK0 $0
Basis NOK495,000,000 $79,941,860
Zeroes NOK1,371,000,000 $221,414,729
FRAs NOK659,456,217,001 $106,501,327,035
TotalNOK821,654,382,054$132,696,121,133
ProductVolume
NZD
USD
Equivalent
IRS NZD550,677,119,706 $461,302,223,178
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,617,700,000 $3,868,247,290
FRAs NZD0 $0
TotalNZD555,294,819,706$465,170,470,468
ProductVolume
PLN
USD
Equivalent
IRS PLN52,796,368,000 $16,488,559,650
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN67,031,500,000 $20,934,259,838
TotalPLN119,827,868,000$37,422,819,488
ProductVolume
SEK
USD
Equivalent
IRS SEK1,046,147,547,899 $149,334,448,839
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK19,680,000,000 $2,809,261,427
FRAs SEK2,232,418,139,000 $318,671,045,051
TotalSEK3,298,245,686,899$470,814,755,317
ProductVolume
SGD
USD
Equivalent
IRS SGD98,569,291,900 $78,874,363,367
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD98,569,291,900$78,874,363,367
ProductVolume
ZAR
USD
Equivalent
IRS ZAR182,377,090,000 $17,082,104,622
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR182,377,090,000$17,082,104,622
ProductUSD
Equivalent
IRS$7,327,077,377,376
OIS$5,417,290,513,358
Basis$386,173,745,550
Zeroes$372,624,032,337
FRAs$1,260,184,759,749
Total$14,763,350,428,370

Figures as of COB Sep 1, 2014.

Notional Outstanding by Product

As of COB Sep 1, 2014

Daily Notional by Tenor
 

As of COB Sep 1, 2014

Notional Outstanding by Tenor
 

As of COB Sep 1, 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
$2,683,149,000
$2,297,296,158,101
$104,616,035,684,257
$115,292,065,912,527
EUR
€474,302,026,000
€2,710,605,240,494
€171,630,336,522,724
€131,805,275,656,666
GBP
£60,787,176,950
£698,771,366,688
£43,039,660,511,946
£42,618,230,077,996
JPY
¥8,040,646,380,000
¥28,213,371,848,000
¥1,008,750,863,351,329
¥2,123,146,488,892,421
CHF
CHF8,587,500,000
CHF33,458,264,000
CHF2,891,697,126,364
CHF4,263,574,784,820
AUD
$9,020,407,400
$226,515,759,012
$4,256,183,250,166
$8,640,839,938,191
CAD
$268,800,000
$161,657,736,000
$7,825,189,953,948
$9,729,367,804,861
Other*
Show All
Hide
$24,522,723,858
$293,425,709,708
$10,769,178,858,511
$15,249,303,396,951
CZK
CZK15,560,000,000
CZK128,603,250,000
CZK2,984,623,934,772
CZK8,182,482,732,146
DKK
DKK2,820,000,000
DKK89,022,000,000
DKK1,687,126,103,104
DKK2,527,298,120,710
HKD
HKD2,050,000,000
HKD84,115,200,000
HKD2,824,719,300,812
HKD7,058,709,049,432
HUF
HUF183,105,000,000
HUF7,468,576,000,000
HUF223,249,117,508,744
HUF184,496,012,516,732
NOK
NOK32,835,732,000
NOK214,320,684,000
NOK8,150,707,371,692
NOK10,815,029,848,548
NZD
NZD5,320,846,242
NZD31,003,201,111
NZD1,527,561,206,174
NZD2,696,102,148,853
PLN
PLN11,983,800,000
PLN55,547,000,000
PLN4,099,037,479,028
PLN4,430,783,311,710
SEK
SEK41,874,850,000
SEK803,451,104,000
SEK26,540,076,453,190
SEK37,263,412,916,650
SGD
SGD2,264,952,000
SGD29,742,144,318
SGD650,443,439,441
SGD1,070,152,981,291
ZAR
ZAR10,330,000,000
ZAR129,558,053,724
ZAR4,850,690,420,046
ZAR12,501,937,978,758
Total in USD$845,931,141,979$7,988,714,359,396$446,090,147,741,396$416,362,234,790,313

Figures as of COB Sep 1, 2014. Weekly figures as of COB Aug 29, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $2,383,149,000
OIS $300,000,000
Basis $0
Zeroes $0
FRAs $0
Total$2,683,149,000
ProductVolume
EUR
USD
Equivalent
IRS €115,672,926,000 $151,866,984,545
OIS €247,249,100,000 $324,613,343,390
Basis €0 $0
Zeroes €5,004,000,000 $6,569,751,600
FRAs €106,376,000,000 $139,661,050,400
Total€474,302,026,000$622,711,129,935
ProductVolume
GBP
USD
Equivalent
IRS £9,392,571,000 $15,599,181,917
OIS £37,892,400,000 $62,931,697,920
Basis £1,143,000,000 $1,898,294,400
Zeroes £59,205,950 $98,329,242
FRAs £12,300,000,000 $20,427,840,000
Total£60,787,176,950$100,955,343,479
ProductVolume
JPY
USD
Equivalent
IRS ¥7,835,646,380,000 $75,090,046,766
OIS ¥200,000,000,000 $1,916,626,737
Basis ¥5,000,000,000 $47,915,668
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥8,040,646,380,000$77,054,589,171
ProductVolume
CHF
USD
Equivalent
IRS CHF4,051,500,000 $4,405,719,878
OIS CHF0 $0
Basis CHF36,000,000 $39,147,455
Zeroes CHF0 $0
FRAs CHF4,500,000,000 $4,893,431,927
TotalCHF8,587,500,000$9,338,299,260
ProductVolume
AUD
USD
Equivalent
IRS $5,380,407,400 $5,021,534,226
OIS $0 $0
Basis $1,640,000,000 $1,530,612,000
Zeroes $2,000,000,000 $1,866,600,000
FRAs $0 $0
Total$9,020,407,400$8,418,746,226
ProductVolume
CAD
USD
Equivalent
IRS $268,800,000 $247,161,050
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$268,800,000$247,161,050
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK15,560,000,000 $736,289,216
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK15,560,000,000$736,289,216
ProductVolume
DKK
USD
Equivalent
IRS DKK2,820,000,000 $496,999,498
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK2,820,000,000$496,999,498
ProductVolume
HKD
USD
Equivalent
IRS HKD2,050,000,000 $264,509,303
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,050,000,000$264,509,303
ProductVolume
HUF
USD
Equivalent
IRS HUF77,505,000,000 $323,672,506
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF105,600,000,000 $441,001,441
TotalHUF183,105,000,000$764,673,947
ProductVolume
NOK
USD
Equivalent
IRS NOK18,163,732,000 $2,933,419,251
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK14,672,000,000 $2,369,509,044
TotalNOK32,835,732,000$5,302,928,295
ProductVolume
NZD
USD
Equivalent
IRS NZD5,320,846,242 $4,457,272,897
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD5,320,846,242$4,457,272,897
ProductVolume
PLN
USD
Equivalent
IRS PLN11,983,800,000 $3,742,598,376
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN11,983,800,000$3,742,598,376
ProductVolume
SEK
USD
Equivalent
IRS SEK25,874,850,000 $3,693,557,827
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK16,000,000,000 $2,283,952,380
TotalSEK41,874,850,000$5,977,510,207
ProductVolume
SGD
USD
Equivalent
IRS SGD2,264,952,000 $1,812,396,575
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,264,952,000$1,812,396,575
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,330,000,000 $967,545,544
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,330,000,000$967,545,544
ProductUSD
Equivalent
IRS$274,042,038,375
OIS$389,761,668,047
Basis$3,515,969,523
Zeroes$8,534,680,842
FRAs$170,076,785,192
Total$845,931,141,979
Show:
ProductUSD
Equivalent
IRS $1,090,769,431,690
OIS $326,483,600,000
Basis $51,206,000,000
Zeroes $4,301,126,411
FRAs $824,536,000,000
Total$2,297,296,158,101
ProductVolume
EUR
USD
Equivalent
IRS €924,826,331,532 $1,218,248,989,411
OIS €935,541,986,000 $1,232,783,186,060
Basis €0 $0
Zeroes €17,944,922,962 $23,653,571,115
FRAs €832,292,000,000 $1,097,334,090,200
Total€2,710,605,240,494$3,572,019,836,786
ProductVolume
GBP
USD
Equivalent
IRS £130,971,679,334 $217,042,603,752
OIS £432,536,400,000 $717,428,355,130
Basis £13,584,900,000 $22,519,771,180
Zeroes £782,387,354 $1,297,226,607
FRAs £120,896,000,000 $200,413,367,400
Total£698,771,366,688$1,158,701,324,069
ProductVolume
JPY
USD
Equivalent
IRS ¥27,057,231,848,000 $260,193,007,027
OIS ¥322,000,000,000 $3,096,919,404
Basis ¥834,140,000,000 $8,020,671,013
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥28,213,371,848,000$271,310,597,444
ProductVolume
CHF
USD
Equivalent
IRS CHF28,848,464,000 $31,490,616,165
OIS CHF0 $0
Basis CHF2,609,800,000 $2,850,014,401
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $2,186,270,223
TotalCHF33,458,264,000$36,526,900,789
ProductVolume
AUD
USD
Equivalent
IRS $199,789,259,012 $186,368,129,415
OIS $0 $0
Basis $26,726,500,000 $24,915,516,050
Zeroes $0 $0
FRAs $0 $0
Total$226,515,759,012$211,283,645,465
ProductVolume
CAD
USD
Equivalent
IRS $77,860,234,000 $71,445,495,796
OIS $74,188,000,000 $67,867,582,461
Basis $1,500,000,000 $1,377,954,051
Zeroes $8,109,502,000 $7,459,154,726
FRAs $0 $0
Total$161,657,736,000$148,150,187,034
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK128,603,250,000 $6,117,131,249
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK128,603,250,000$6,117,131,249
ProductVolume
DKK
USD
Equivalent
IRS DKK13,768,000,000 $2,433,102,910
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK75,254,000,000 $13,312,039,811
TotalDKK89,022,000,000$15,745,142,721
ProductVolume
HKD
USD
Equivalent
IRS HKD84,115,200,000 $10,853,191,948
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD84,115,200,000$10,853,191,948
ProductVolume
HUF
USD
Equivalent
IRS HUF3,171,476,000,000 $13,301,618,389
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,297,100,000,000 $17,997,694,202
TotalHUF7,468,576,000,000$31,299,312,591
ProductVolume
NOK
USD
Equivalent
IRS NOK48,487,206,000 $7,842,490,062
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK165,833,478,000 $26,833,201,781
TotalNOK214,320,684,000$34,675,691,843
ProductVolume
NZD
USD
Equivalent
IRS NZD31,003,201,111 $25,938,827,080
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD31,003,201,111$25,938,827,080
ProductVolume
PLN
USD
Equivalent
IRS PLN32,149,000,000 $10,069,366,019
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN23,398,000,000 $7,327,400,748
TotalPLN55,547,000,000$17,396,766,767
ProductVolume
SEK
USD
Equivalent
IRS SEK278,730,078,000 $40,006,836,297
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK524,721,026,000 $75,407,721,115
TotalSEK803,451,104,000$115,414,557,412
ProductVolume
SGD
USD
Equivalent
IRS SGD29,742,144,318 $23,811,160,750
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD29,742,144,318$23,811,160,750
ProductVolume
ZAR
USD
Equivalent
IRS ZAR129,558,053,724 $12,173,927,347
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR129,558,053,724$12,173,927,347
ProductUSD
Equivalent
IRS$3,228,105,925,307
OIS$2,347,659,643,055
Basis$110,889,926,695
Zeroes$36,711,078,859
FRAs$2,265,347,785,480
Total$7,988,714,359,396
Show:
ProductUSD
Equivalent
IRS $47,797,744,346,665
OIS $10,649,321,400,354
Basis $1,893,349,197,400
Zeroes $189,950,939,838
FRAs $44,085,669,800,000
Total$104,616,035,684,257
ProductVolume
EUR
USD
Equivalent
IRS €31,198,473,590,662 $42,554,359,897,850
OIS €84,274,796,596,936 $115,084,725,035,990
Basis €84,746,615,767 $114,866,512,914
Zeroes €724,716,605,759 $986,685,767,814
FRAs €55,347,603,113,600 $75,556,008,123,035
Total€171,630,336,522,724$234,296,645,337,603
ProductVolume
GBP
USD
Equivalent
IRS £5,607,139,267,864 $9,383,883,169,251
OIS £23,919,304,462,211 $40,266,410,221,820
Basis £886,057,060,000 $1,480,904,964,237
Zeroes £66,992,721,871 $112,163,839,792
FRAs £12,560,167,000,000 $21,030,199,323,200
Total£43,039,660,511,946$72,273,561,518,300
ProductVolume
JPY
USD
Equivalent
IRS ¥941,559,576,351,329 $9,189,883,971,307
OIS ¥2,503,882,000,000 $24,269,636,774
Basis ¥63,007,405,000,000 $614,744,463,640
Zeroes ¥1,680,000,000,000 $16,375,999,293
FRAs ¥0 $0
Total¥1,008,750,863,351,329$9,845,274,071,014
ProductVolume
CHF
USD
Equivalent
IRS CHF1,159,810,875,064 $1,294,144,399,532
OIS CHF110,430,000,000 $123,650,712,966
Basis CHF115,891,900,000 $129,693,813,682
Zeroes CHF4,108,351,300 $4,540,597,945
FRAs CHF1,501,456,000,000 $1,670,432,611,170
TotalCHF2,891,697,126,364$3,222,462,135,295
ProductVolume
AUD
USD
Equivalent
IRS $3,935,471,141,875 $3,625,104,936,794
OIS $0 $0
Basis $285,526,400,000 $262,670,510,715
Zeroes $35,185,708,291 $32,482,814,402
FRAs $0 $0
Total$4,256,183,250,166$3,920,258,261,911
ProductVolume
CAD
USD
Equivalent
IRS $4,730,288,841,896 $4,325,845,336,874
OIS $2,660,612,608,498 $2,421,861,940,479
Basis $79,567,072,554 $72,742,259,878
Zeroes $354,721,431,000 $326,282,337,274
FRAs $0 $0
Total$7,825,189,953,948$7,146,731,874,505
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,987,651,934,772 $98,462,292,935
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK992,972,000,000 $49,145,506,631
TotalCZK2,984,623,934,772$147,807,141,737
ProductVolume
DKK
USD
Equivalent
IRS DKK588,810,103,104 $107,526,256,343
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK1,096,436,000,000 $199,959,713,371
TotalDKK1,687,126,103,104$307,829,927,280
ProductVolume
HKD
USD
Equivalent
IRS HKD2,819,519,300,812 $363,554,858,126
OIS HKD0 $0
Basis HKD5,200,000,000 $670,656,230
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,824,719,300,812$364,225,514,356
ProductVolume
HUF
USD
Equivalent
IRS HUF62,630,889,087,692 $276,055,440,690
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF232,000,000,000 $1,032,943,976
FRAs HUF160,386,228,421,052 $709,897,859,772
TotalHUF223,249,117,508,744$986,986,244,438
ProductVolume
NOK
USD
Equivalent
IRS NOK1,640,551,537,690 $270,231,550,206
OIS NOK0 $0
Basis NOK16,645,400,000 $2,776,695,956
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK6,489,748,434,002 $1,068,083,421,701
TotalNOK8,150,707,371,692$1,341,716,635,645
ProductVolume
NZD
USD
Equivalent
IRS NZD1,504,783,806,174 $1,281,724,066,168
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD22,377,400,000 $19,048,858,360
FRAs NZD0 $0
TotalNZD1,527,561,206,174$1,301,113,814,528
ProductVolume
PLN
USD
Equivalent
IRS PLN1,343,554,479,028 $438,856,191,652
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,160,000,000 $1,363,899,833
FRAs PLN2,751,323,000,000 $899,373,374,339
TotalPLN4,099,037,479,028$1,339,593,465,824
ProductVolume
SEK
USD
Equivalent
IRS SEK7,450,573,175,190 $1,125,744,426,135
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK69,014,000,000 $10,071,797,968
FRAs SEK19,020,489,278,000 $2,873,740,273,214
TotalSEK26,540,076,453,190$4,009,556,497,317
ProductVolume
SGD
USD
Equivalent
IRS SGD650,443,439,441 $517,816,195,250
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD650,443,439,441$517,816,195,250
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,850,690,420,046 $452,533,422,136
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR4,850,690,420,046$452,533,422,136
ProductUSD
Equivalent
IRS$123,103,470,757,914
OIS$168,570,238,948,383
Basis$4,572,918,074,520
Zeroes$1,701,009,954,146
FRAs$148,142,510,006,433
Total$446,090,147,741,396
Show:
ProductUSD
Equivalent
IRS $66,348,858,318,416
OIS $11,651,134,039,776
Basis $7,223,649,631,400
Zeroes $220,620,522,935
FRAs $29,847,803,400,000
Total$115,292,065,912,527
ProductVolume
EUR
USD
Equivalent
IRS €63,781,262,148,053 $83,738,419,074,179
OIS €32,374,034,736,190 $42,503,870,205,144
Basis €321,611,698,175 $422,243,998,534
Zeroes €750,040,317,448 $984,727,932,777
FRAs €34,578,326,756,800 $45,397,885,199,003
Total€131,805,275,656,666$173,047,146,409,637
ProductVolume
GBP
USD
Equivalent
IRS £11,834,891,213,852 $19,655,387,327,966
OIS £17,490,351,708,043 $29,047,976,116,718
Basis £2,227,233,133,720 $3,698,988,788,482
Zeroes £154,083,022,380 $255,901,083,570
FRAs £10,911,671,000,000 $18,122,103,196,800
Total£42,618,230,077,995$70,780,356,513,536
ProductVolume
JPY
USD
Equivalent
IRS ¥1,941,010,876,892,421 $18,600,966,716,746
OIS ¥2,503,882,000,000 $23,995,035,937
Basis ¥172,739,130,000,000 $1,655,382,175,371
Zeroes ¥6,130,000,000,000 $58,744,609,487
FRAs ¥762,600,000,000 $7,308,097,748
Total¥2,123,146,488,892,421$20,346,396,635,289
ProductVolume
CHF
USD
Equivalent
IRS CHF2,782,363,853,520 $3,025,624,025,141
OIS CHF166,432,680,000 $180,983,775,555
Basis CHF362,935,900,000 $394,667,137,886
Zeroes CHF4,108,351,300 $4,467,541,649
FRAs CHF947,734,000,000 $1,030,593,736,407
TotalCHF4,263,574,784,820$4,636,336,216,638
ProductVolume
AUD
USD
Equivalent
IRS $8,036,531,929,900 $7,500,495,250,176
OIS $0 $0
Basis $586,424,300,000 $547,309,799,190
Zeroes $17,883,708,291 $16,690,864,948
FRAs $0 $0
Total$8,640,839,938,191$8,064,495,914,314
ProductVolume
CAD
USD
Equivalent
IRS $7,652,764,641,514 $7,036,701,431,211
OIS $1,611,547,741,834 $1,481,814,851,578
Basis $224,214,622,554 $206,164,886,722
Zeroes $240,840,798,958 $221,452,621,910
FRAs $0 $0
Total$9,729,367,804,860$8,946,133,791,421
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,413,566,732,146 $350,805,220,846
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $567,832,300
FRAs CZK756,916,000,000 $35,816,779,444
TotalCZK8,182,482,732,146$387,189,832,590
ProductVolume
DKK
USD
Equivalent
IRS DKK1,632,718,120,710 $287,751,803,511
OIS DKK0 $0
Basis DKK1,930,000,000 $340,145,046
Zeroes DKK1,000,000,000 $176,240,957
FRAs DKK891,650,000,000 $157,145,248,984
TotalDKK2,527,298,120,710$445,413,438,498
ProductVolume
HKD
USD
Equivalent
IRS HKD7,049,769,049,432 $909,624,145,110
OIS HKD0 $0
Basis HKD8,940,000,000 $1,153,518,619
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,058,709,049,432$910,777,663,729
ProductVolume
HUF
USD
Equivalent
IRS HUF99,062,474,990,416 $413,699,755,655
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF209,500,000,000 $874,903,427
FRAs HUF85,224,037,526,316 $355,908,364,938
TotalHUF184,496,012,516,732$770,483,024,020
ProductVolume
NOK
USD
Equivalent
IRS NOK4,935,596,014,547 $797,092,379,610
OIS NOK0 $0
Basis NOK20,211,400,000 $3,264,114,987
Zeroes NOK4,622,000,000 $746,447,028
FRAs NOK5,854,600,434,002 $945,510,406,008
TotalNOK10,815,029,848,549$1,746,613,347,633
ProductVolume
NZD
USD
Equivalent
IRS NZD2,685,326,748,853 $2,249,498,217,514
OIS NZD0 $0
Basis NZD400,000,000 $335,080,000
Zeroes NZD10,375,400,000 $8,691,472,580
FRAs NZD0 $0
TotalNZD2,696,102,148,853$2,258,524,770,094
ProductVolume
PLN
USD
Equivalent
IRS PLN2,407,643,311,710 $751,918,585,793
OIS PLN0 $0
Basis PLN674,000,000 $210,493,442
Zeroes PLN4,260,000,000 $1,330,418,488
FRAs PLN2,018,206,000,000 $630,295,440,350
TotalPLN4,430,783,311,710$1,383,754,938,073
ProductVolume
SEK
USD
Equivalent
IRS SEK19,094,865,578,650 $2,725,735,229,773
OIS SEK0 $0
Basis SEK500,000,000 $71,373,512
Zeroes SEK59,904,660,000 $8,551,211,922
FRAs SEK18,108,142,678,000 $2,584,883,472,464
TotalSEK37,263,412,916,650$5,319,241,287,671
ProductVolume
SGD
USD
Equivalent
IRS SGD1,070,152,981,291 $856,327,903,730
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,070,152,981,291$856,327,903,730
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,501,937,978,758 $1,170,977,190,911
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR12,501,937,978,758$1,170,977,190,911
ProductUSD
Equivalent
IRS$216,419,882,576,288
OIS$84,889,774,024,708
Basis$14,153,781,143,191
Zeroes$1,783,543,703,978
FRAs$99,115,253,342,146
Total$416,362,234,790,311

Figures as of COB Sep 1, 2014.

Notional Outstanding by Product

As of COB Sep 1, 2014

Daily Notional by Tenor

As of COB Sep 1, 2014

Notional Outstanding by Currency

As of COB Sep 1, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, HUF, SGD, NOK, PLN, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.

  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.

  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.

  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.

  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.

  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.