Daily Volumes

  • Client Notional Cleared (USD)
    $179,144,774,581,201
    Notional Outstanding (USD)
    $411,230,012,868,104
    As of COB Oct 30, 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 30, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, HUF, SGD, PLN, SEK, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$146,260,179,709
$486,111,875,581
$20,766,357,064,250
$3,609,486,206,121
EUR
€95,530,477,000
€1,047,043,082,678
€40,724,519,748,935
€3,559,298,238,658
GBP
£31,571,448,000
£781,897,148,214
£14,838,948,387,382
£1,799,171,345,740
JPY
¥1,501,312,500,000
¥5,223,155,721,000
¥248,483,123,410,430
¥43,685,373,699,356
CHF
CHF121,000,000
CHF2,463,922,000
CHF285,842,535,813
CHF168,140,757,213
AUD
$12,377,193,000
$39,301,759,000
$1,533,390,781,848
$1,469,525,360,083
CAD
$7,091,100,000
$90,508,369,000
$2,460,450,963,072
$802,805,050,747
Other*
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$17,454,285,907
$83,309,033,849
$2,675,188,338,653
$1,425,546,860,871
CZK
CZK0
CZK7,640,000,000
CZK561,848,857,634
CZK299,257,315,268
DKK
DKK400,000,000
DKK24,963,200,000
DKK218,364,300,000
DKK231,992,434,363
HKD
HKD6,685,200,000
HKD4,733,900,000
HKD597,486,199,533
HKD177,744,820,000
HUF
HUF62,211,430,000
HUF2,496,562,500,000
HUF48,724,769,823,000
HUF14,745,567,931,000
NOK
NOK28,614,670,000
NOK38,880,955,000
NOK1,922,510,936,654
NOK979,030,280,053
NZD
NZD5,373,250,000
NZD20,712,742,000
NZD768,359,073,366
NZD626,755,932,098
PLN
PLN2,187,500,000
PLN14,861,079,000
PLN516,259,798,514
PLN127,386,417,000
SEK
SEK42,869,200,000
SEK246,912,360,000
SEK6,559,461,415,199
SEK3,576,514,397,899
SGD
SGD1,352,500,000
SGD5,923,800,000
SGD190,810,848,899
SGD133,754,938,900
ZAR
ZAR2,499,000,000
ZAR24,985,000,000
ZAR910,710,038,952
ZAR232,294,800,000
Total in USD$365,887,809,290$3,321,543,597,378$109,402,592,433,145$14,996,365,823,781

Figures as of COB Oct 30, 2014. Weekly figures as of COB Oct 24, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $34,094,404,084
OIS $108,635,500,000
Basis $400,000,000
Zeroes $133,615,625
FRAs $2,996,660,000
Total$146,260,179,709
ProductVolume
EUR
USD
Equivalent
IRS €8,325,177,000 $10,501,378,268
OIS €87,130,300,000 $109,906,160,420
Basis €0 $0
Zeroes €75,000,000 $94,605,000
FRAs €0 $0
Total€95,530,477,000$120,502,143,688
ProductVolume
GBP
USD
Equivalent
IRS £2,157,098,000 $3,452,003,929
OIS £29,344,350,000 $46,959,763,305
Basis £0 $0
Zeroes £20,000,000 $32,006,000
FRAs £50,000,000 $80,015,000
Total£31,571,448,000$50,523,788,234
ProductVolume
JPY
USD
Equivalent
IRS ¥1,291,312,500,000 $11,818,712,246
OIS ¥210,000,000,000 $1,922,020,868
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,501,312,500,000$13,740,733,114
ProductVolume
CHF
USD
Equivalent
IRS CHF121,000,000 $126,595,522
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF121,000,000$126,595,522
ProductVolume
AUD
USD
Equivalent
IRS $10,826,193,000 $9,569,813,302
OIS $0 $0
Basis $1,551,000,000 $1,371,006,450
Zeroes $0 $0
FRAs $0 $0
Total$12,377,193,000$10,940,819,752
ProductVolume
CAD
USD
Equivalent
IRS $2,461,100,000 $2,200,160,915
OIS $4,630,000,000 $4,139,102,449
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$7,091,100,000$6,339,263,364
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 DKK400,000,000 $67,780,527
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK400,000,000$67,780,527
ProductVolume
HKD
USD
Equivalent
IRS HKD6,685,200,000 $862,005,828
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD6,685,200,000$862,005,828
ProductVolume
HUF
USD
Equivalent
IRS HUF62,211,430,000 $254,896,974
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF62,211,430,000$254,896,974
ProductVolume
NOK
USD
Equivalent
IRS NOK3,690,670,000 $550,735,300
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK424,000,000 $63,270,833
FRAs NOK24,500,000,000 $3,655,979,765
TotalNOK28,614,670,000$4,269,985,898
ProductVolume
NZD
USD
Equivalent
IRS NZD5,373,250,000 $4,215,851,950
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD5,373,250,000$4,215,851,950
ProductVolume
PLN
USD
Equivalent
IRS PLN2,187,500,000 $655,106,839
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN2,187,500,000$655,106,839
ProductVolume
SEK
USD
Equivalent
IRS SEK24,469,200,000 $3,333,337,874
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK18,400,000,000 $2,506,555,870
TotalSEK42,869,200,000$5,839,893,744
ProductVolume
SGD
USD
Equivalent
IRS SGD1,352,500,000 $1,058,791,295
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,352,500,000$1,058,791,295
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,499,000,000 $229,972,852
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR2,499,000,000$229,972,852
ProductUSD
Equivalent
IRS$82,991,547,705
OIS$271,562,547,042
Basis$1,771,006,450
Zeroes$323,497,458
FRAs$9,239,210,635
Total$365,887,809,290
Show:
ProductUSD
Equivalent
IRS $347,073,856,222
OIS $127,131,300,000
Basis $4,401,000,000
Zeroes $3,119,319,359
FRAs $4,386,400,000
Total$486,111,875,581
ProductVolume
EUR
USD
Equivalent
IRS €119,774,050,000 $152,268,431,059
OIS €777,477,040,000 $986,136,283,941
Basis €40,000,000 $50,672,000
Zeroes €4,706,992,678 $5,967,864,859
FRAs €145,045,000,000 $184,807,699,000
Total€1,047,043,082,678$1,329,230,950,859
ProductVolume
GBP
USD
Equivalent
IRS £31,257,297,959 $50,275,052,992
OIS £744,385,096,190 $1,196,471,899,735
Basis £1,523,500,000 $2,445,141,325
Zeroes £1,131,254,065 $1,820,773,616
FRAs £3,600,000,000 $5,770,800,000
Total£781,897,148,214$1,256,783,667,668
ProductVolume
JPY
USD
Equivalent
IRS ¥4,707,155,721,000 $43,710,181,911
OIS ¥516,000,000,000 $4,779,040,593
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥5,223,155,721,000$48,489,222,504
ProductVolume
CHF
USD
Equivalent
IRS CHF2,352,922,000 $2,487,801,905
OIS CHF0 $0
Basis CHF111,000,000 $117,734,408
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF2,463,922,000$2,605,536,313
ProductVolume
AUD
USD
Equivalent
IRS $36,507,759,000 $32,065,166,960
OIS $0 $0
Basis $2,794,000,000 $2,454,035,800
Zeroes $0 $0
FRAs $0 $0
Total$39,301,759,000$34,519,202,760
ProductVolume
CAD
USD
Equivalent
IRS $24,894,169,000 $22,145,401,193
OIS $65,614,200,000 $58,348,706,651
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$90,508,369,000$80,494,107,844
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,640,000,000 $351,831,829
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK7,640,000,000$351,831,829
ProductVolume
DKK
USD
Equivalent
IRS DKK24,963,200,000 $4,240,976,231
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK24,963,200,000$4,240,976,231
ProductVolume
HKD
USD
Equivalent
IRS HKD4,733,900,000 $610,257,708
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD4,733,900,000$610,257,708
ProductVolume
HUF
USD
Equivalent
IRS HUF616,862,500,000 $2,556,969,642
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,879,700,000,000 $7,808,648,282
TotalHUF2,496,562,500,000$10,365,617,924
ProductVolume
NOK
USD
Equivalent
IRS NOK5,271,608,000 $801,452,921
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK33,609,347,000 $5,097,425,486
TotalNOK38,880,955,000$5,898,878,407
ProductVolume
NZD
USD
Equivalent
IRS NZD20,712,742,000 $16,336,876,250
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD20,712,742,000$16,336,876,250
ProductVolume
PLN
USD
Equivalent
IRS PLN10,941,079,000 $3,282,823,790
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,920,000,000 $1,179,164,493
TotalPLN14,861,079,000$4,461,988,283
ProductVolume
SEK
USD
Equivalent
IRS SEK68,181,306,000 $9,433,167,483
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK178,731,054,000 $24,678,176,185
TotalSEK246,912,360,000$34,111,343,668
ProductVolume
SGD
USD
Equivalent
IRS SGD5,923,800,000 $4,657,892,807
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD5,923,800,000$4,657,892,807
ProductVolume
ZAR
USD
Equivalent
IRS ZAR24,985,000,000 $2,273,370,742
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR24,985,000,000$2,273,370,742
ProductUSD
Equivalent
IRS$694,571,511,645
OIS$2,372,867,230,920
Basis$9,468,583,533
Zeroes$10,907,957,834
FRAs$233,728,313,446
Total$3,321,543,597,378
Show:
ProductUSD
Equivalent
IRS $15,446,740,870,333
OIS $4,227,216,267,000
Basis $260,040,000,000
Zeroes $92,712,966,917
FRAs $739,646,960,000
Total$20,766,357,064,250
ProductVolume
EUR
USD
Equivalent
IRS €4,754,508,156,205 $6,397,766,298,991
OIS €31,971,242,132,256 $43,147,352,838,453
Basis €3,254,442,883 $4,334,835,242
Zeroes €434,003,560,791 $582,864,807,990
FRAs €3,561,511,456,800 $4,790,507,887,088
Total€40,724,519,748,935$54,922,826,667,764
ProductVolume
GBP
USD
Equivalent
IRS £1,374,205,959,360 $2,283,472,462,457
OIS £13,029,889,433,940 $21,672,323,741,678
Basis £108,469,760,000 $180,443,903,742
Zeroes £19,692,734,082 $32,608,347,172
FRAs £306,690,500,000 $509,276,014,475
Total£14,838,948,387,382$24,678,124,469,524
ProductVolume
JPY
USD
Equivalent
IRS ¥231,896,933,410,430 $2,239,569,320,464
OIS ¥2,183,810,000,000 $20,185,260,738
Basis ¥13,541,180,000,000 $131,500,377,047
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥248,483,123,410,430$2,399,637,837,704
ProductVolume
CHF
USD
Equivalent
IRS CHF237,421,485,813 $261,095,674,307
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
TotalCHF285,842,535,813$314,286,299,092
ProductVolume
AUD
USD
Equivalent
IRS $1,442,211,727,702 $1,319,066,097,094
OIS $0 $0
Basis $69,936,200,000 $63,794,293,843
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,533,390,781,848$1,402,499,650,638
ProductVolume
CAD
USD
Equivalent
IRS $1,336,663,429,740 $1,220,641,173,580
OIS $908,529,483,332 $825,318,070,401
Basis $634,000,000 $589,065,018
Zeroes $214,624,050,000 $197,123,796,521
FRAs $0 $0
Total$2,460,450,963,072$2,243,672,105,520
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK301,508,857,634 $14,714,930,376
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK256,140,000,000 $12,499,843,619
TotalCZK561,848,857,634$27,417,109,694
ProductVolume
DKK
USD
Equivalent
IRS DKK199,770,000,000 $35,652,610,641
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK218,364,300,000$38,886,341,063
ProductVolume
HKD
USD
Equivalent
IRS HKD596,686,199,533 $76,939,572,514
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD597,486,199,533$77,042,775,682
ProductVolume
HUF
USD
Equivalent
IRS HUF14,422,109,823,000 $62,288,565,553
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF34,171,660,000,000 $148,515,667,049
TotalHUF48,724,769,823,000$211,382,136,159
ProductVolume
NOK
USD
Equivalent
IRS NOK308,586,189,653 $49,749,340,983
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK2,305,000,000 $375,754,725
FRAs NOK1,610,624,747,001 $260,432,595,829
TotalNOK1,922,510,936,654$310,714,418,580
ProductVolume
NZD
USD
Equivalent
IRS NZD751,603,373,366 $631,629,169,128
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD16,755,700,000 $14,082,094,730
FRAs NZD0 $0
TotalNZD768,359,073,366$645,711,263,858
ProductVolume
PLN
USD
Equivalent
IRS PLN244,175,798,514 $77,874,044,036
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN269,662,000,000 $87,062,529,993
TotalPLN516,259,798,514$165,721,899,488
ProductVolume
SEK
USD
Equivalent
IRS SEK2,235,013,461,199 $329,350,744,248
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK39,315,000,000 $5,695,896,081
FRAs SEK4,285,132,954,000 $627,546,898,038
TotalSEK6,559,461,415,199$962,593,538,367
ProductVolume
SGD
USD
Equivalent
IRS SGD190,810,848,899 $151,609,343,043
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD190,810,848,899$151,609,343,043
ProductVolume
ZAR
USD
Equivalent
IRS ZAR910,710,038,952 $84,109,512,719
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR910,710,038,952$84,109,512,719
ProductUSD
Equivalent
IRS$30,682,269,730,467
OIS$69,917,585,625,975
Basis$652,522,877,812
Zeroes$958,823,273,662
FRAs$7,191,390,925,229
Total$109,402,592,433,145
Show:
ProductUSD
Equivalent
IRS $2,309,530,908,083
OIS $848,813,560,000
Basis $226,025,200,000
Zeroes $58,224,578,038
FRAs $166,891,960,000
Total$3,609,486,206,121
ProductVolume
EUR
USD
Equivalent
IRS €1,198,569,692,828 $1,511,875,810,533
OIS €1,758,798,971,658 $2,218,549,022,849
Basis €5,953,442,883 $7,509,672,853
Zeroes €200,570,131,289 $252,999,163,608
FRAs €395,406,000,000 $498,765,128,400
Total€3,559,298,238,658$4,489,698,798,243
ProductVolume
GBP
USD
Equivalent
IRS £312,200,793,354 $499,614,929,604
OIS £1,313,038,571,565 $2,101,255,626,075
Basis £20,868,810,000 $33,396,356,643
Zeroes £19,399,670,821 $31,045,293,214
FRAs £133,663,500,000 $213,901,699,050
Total£1,799,171,345,740$2,879,213,904,586
ProductVolume
JPY
USD
Equivalent
IRS ¥41,190,683,699,356 $376,996,922,015
OIS ¥2,183,810,000,000 $19,987,278,052
Basis ¥289,680,000,000 $2,651,290,500
Zeroes ¥21,200,000,000 $194,032,583
FRAs ¥0 $0
Total¥43,685,373,699,356$399,829,523,150
ProductVolume
CHF
USD
Equivalent
IRS CHF130,218,207,213 $136,240,015,917
OIS CHF22,472,000,000 $23,511,194,811
Basis CHF10,628,550,000 $11,120,056,497
Zeroes CHF1,782,000,000 $1,864,406,780
FRAs CHF3,040,000,000 $3,180,581,712
TotalCHF168,140,757,213$175,916,255,717
ProductVolume
AUD
USD
Equivalent
IRS $1,341,832,305,937 $1,186,112,666,833
OIS $0 $0
Basis $121,101,200,000 $107,047,405,740
Zeroes $6,591,854,146 $5,826,869,472
FRAs $0 $0
Total$1,469,525,360,083$1,298,986,942,045
ProductVolume
CAD
USD
Equivalent
IRS $460,156,802,747 $411,368,498,790
OIS $254,332,650,000 $227,366,931,879
Basis $3,731,500,000 $3,335,866,261
Zeroes $84,584,098,000 $75,616,036,117
FRAs $0 $0
Total$802,805,050,747$717,687,333,047
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK271,257,315,268 $12,330,998,967
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $100,009,092
FRAs CZK25,800,000,000 $1,172,833,894
TotalCZK299,257,315,268$13,603,841,953
ProductVolume
DKK
USD
Equivalent
IRS DKK225,398,134,363 $38,194,010,635
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $947,961,501
FRAs DKK1,000,000,000 $169,451,317
TotalDKK231,992,434,363$39,311,423,453
ProductVolume
HKD
USD
Equivalent
IRS HKD176,944,820,000 $22,815,692,292
OIS HKD0 $0
Basis HKD800,000,000 $103,153,931
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD177,744,820,000$22,918,846,223
ProductVolume
HUF
USD
Equivalent
IRS HUF5,225,527,931,000 $21,410,394,489
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,520,040,000,000 $39,006,166,390
TotalHUF14,745,567,931,000$60,416,560,879
ProductVolume
NOK
USD
Equivalent
IRS NOK165,034,227,053 $24,627,012,028
OIS NOK0 $0
Basis NOK995,000,000 $148,477,546
Zeroes NOK1,795,000,000 $267,856,477
FRAs NOK811,206,053,000 $121,051,139,397
TotalNOK979,030,280,053$146,094,485,448
ProductVolume
NZD
USD
Equivalent
IRS NZD623,465,232,098 $489,170,821,104
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,290,700,000 $2,581,883,220
FRAs NZD0 $0
TotalNZD626,755,932,098$491,752,704,324
ProductVolume
PLN
USD
Equivalent
IRS PLN67,901,917,000 $20,335,090,367
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN59,484,500,000 $17,814,264,109
TotalPLN127,386,417,000$38,149,354,476
ProductVolume
SEK
USD
Equivalent
IRS SEK1,217,365,551,899 $165,836,672,261
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK18,955,000,000 $2,582,161,223
FRAs SEK2,340,193,846,000 $318,794,925,042
TotalSEK3,576,514,397,899$487,213,758,526
ProductVolume
SGD
USD
Equivalent
IRS SGD133,754,938,900 $104,708,735,635
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD133,754,938,900$104,708,735,635
ProductVolume
ZAR
USD
Equivalent
IRS ZAR232,294,800,000 $21,377,149,956
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR232,294,800,000$21,377,149,956
ProductUSD
Equivalent
IRS$7,352,546,329,509
OIS$5,439,483,613,666
Basis$391,337,479,971
Zeroes$432,250,251,325
FRAs$1,380,748,149,311
Total$14,996,365,823,782

Figures as of COB Oct 30, 2014.

Notional Outstanding by Product

As of COB Oct 30, 2014

Daily Notional by Tenor
 

As of COB Oct 30, 2014

Notional Outstanding by Tenor
 

As of COB Oct 30, 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
$647,856,556,907
$3,555,242,282,119
$135,670,205,604,318
$121,358,929,638,200
EUR
€650,766,292,989
€4,166,068,702,789
€211,467,590,425,900
€129,361,227,776,169
GBP
£195,438,581,558
£2,238,115,318,907
£59,364,408,770,713
£44,507,665,794,128
JPY
¥14,223,410,600,000
¥38,884,570,579,816
¥1,307,281,390,226,171
¥2,067,763,756,669,729
CHF
CHF14,007,995,422
CHF16,503,044,000
CHF3,565,061,700,444
CHF4,420,461,683,832
AUD
$38,299,686,000
$168,272,718,382
$5,729,392,090,872
$9,540,844,971,678
CAD
$27,540,095,624
$304,243,324,040
$9,468,614,746,174
$10,022,097,941,864
Other*
Show All
Hide
$119,481,069,443
$362,669,892,476
$13,985,094,935,532
$14,526,033,382,339
CZK
CZK2,000,000,000
CZK30,460,000,000
CZK3,581,939,364,772
CZK8,160,843,042,146
DKK
DKK342,386,000,000
DKK51,486,400,000
DKK2,560,959,543,104
DKK2,842,879,404,398
HKD
HKD21,644,400,768
HKD38,800,500,000
HKD3,459,348,530,466
HKD7,310,520,301,360
HUF
HUF250,062,860,000
HUF7,707,645,000,000
HUF269,475,469,030,744
HUF192,948,290,971,362
NOK
NOK107,279,340,000
NOK381,979,210,000
NOK11,690,795,195,692
NOK12,100,585,322,621
NZD
NZD15,729,500,000
NZD59,611,444,000
NZD2,047,133,492,925
NZD2,977,638,828,542
PLN
PLN11,055,000,000
PLN83,257,158,000
PLN5,394,293,379,028
PLN4,774,630,125,236
SEK
SEK134,950,400,000
SEK1,138,559,720,000
SEK34,449,128,762,232
SEK32,784,489,022,659
SGD
SGD6,425,800,000
SGD15,622,200,000
SGD861,861,769,771
SGD1,228,665,945,511
ZAR
ZAR26,972,000,000
ZAR177,100,000,000
ZAR6,371,796,553,950
ZAR10,218,183,665,326
Total in USD$2,104,285,010,678$13,601,119,100,172$564,002,186,294,847$411,230,012,868,104

Figures as of COB Oct 30, 2014. Weekly figures as of COB Oct 24, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $196,747,977,580
OIS $377,971,000,000
Basis $11,180,000,000
Zeroes $814,259,327
FRAs $61,143,320,000
Total$647,856,556,907
ProductVolume
EUR
USD
Equivalent
IRS €109,729,365,290 $138,412,621,377
OIS €222,812,460,000 $281,055,637,044
Basis €500,000,000 $630,700,000
Zeroes €13,706,467,699 $17,289,338,356
FRAs €304,018,000,000 $383,488,305,200
Total€650,766,292,989$820,876,601,977
ProductVolume
GBP
USD
Equivalent
IRS £22,513,480,294 $36,028,322,514
OIS £94,343,018,300 $150,977,132,185
Basis £4,391,100,000 $7,027,077,330
Zeroes £884,982,964 $1,416,238,237
FRAs £73,306,000,000 $117,311,591,800
Total£195,438,581,558$312,760,362,066
ProductVolume
JPY
USD
Equivalent
IRS ¥13,098,890,600,000 $119,887,338,459
OIS ¥440,000,000,000 $4,027,091,342
Basis ¥684,520,000,000 $6,265,055,830
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥14,223,410,600,000$130,179,485,631
ProductVolume
CHF
USD
Equivalent
IRS CHF7,067,995,422 $7,394,847,690
OIS CHF0 $0
Basis CHF4,940,000,000 $5,168,445,281
Zeroes CHF2,000,000,000 $2,092,487,968
FRAs CHF0 $0
TotalCHF14,007,995,422$14,655,780,939
ProductVolume
AUD
USD
Equivalent
IRS $31,343,186,000 $27,705,809,265
OIS $0 $0
Basis $6,956,500,000 $6,149,198,175
Zeroes $0 $0
FRAs $0 $0
Total$38,299,686,000$33,855,007,440
ProductVolume
CAD
USD
Equivalent
IRS $16,360,301,624 $14,625,694,282
OIS $9,260,000,000 $8,278,204,899
Basis $1,900,000,000 $1,698,551,761
Zeroes $19,794,000 $17,695,333
FRAs $0 $0
Total$27,540,095,624$24,620,146,275
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,000,000,000 $90,917,356
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK2,000,000,000$90,917,356
ProductVolume
DKK
USD
Equivalent
IRS DKK8,800,000,000 $1,491,171,586
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK333,586,000,000 $56,526,586,912
TotalDKK342,386,000,000$58,017,758,498
ProductVolume
HKD
USD
Equivalent
IRS HKD21,644,400,768 $2,790,881,291
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD21,644,400,768$2,790,881,291
ProductVolume
HUF
USD
Equivalent
IRS HUF250,062,860,000 $1,024,574,847
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF250,062,860,000$1,024,574,847
ProductVolume
NOK
USD
Equivalent
IRS NOK11,431,340,000 $1,705,826,438
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK848,000,000 $126,541,667
FRAs NOK95,000,000,000 $14,176,248,069
TotalNOK107,279,340,000$16,008,616,174
ProductVolume
NZD
USD
Equivalent
IRS NZD15,729,500,000 $12,341,365,700
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD15,729,500,000$12,341,365,700
ProductVolume
PLN
USD
Equivalent
IRS PLN7,835,000,000 $2,346,405,522
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,220,000,000 $964,317,266
TotalPLN11,055,000,000$3,310,722,788
ProductVolume
SEK
USD
Equivalent
IRS SEK91,150,400,000 $12,417,041,855
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK43,800,000,000 $5,966,692,777
TotalSEK134,950,400,000$18,383,734,632
ProductVolume
SGD
USD
Equivalent
IRS SGD6,425,800,000 $5,030,374,198
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD6,425,800,000$5,030,374,198
ProductVolume
ZAR
USD
Equivalent
IRS ZAR26,972,000,000 $2,482,123,959
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR26,972,000,000$2,482,123,959
ProductUSD
Equivalent
IRS$582,523,293,919
OIS$822,309,065,470
Basis$38,119,028,377
Zeroes$21,756,560,888
FRAs$639,577,062,024
Total$2,104,285,010,678
Show:
ProductUSD
Equivalent
IRS $1,350,662,701,833
OIS $488,736,600,000
Basis $155,557,100,000
Zeroes $8,911,080,286
FRAs $1,551,374,800,000
Total$3,555,242,282,119
ProductVolume
EUR
USD
Equivalent
IRS €774,987,614,726 $984,354,269,858
OIS €2,010,377,438,000 $2,549,430,174,774
Basis €5,212,000,000 $6,619,150,200
Zeroes €60,065,650,063 $76,060,761,558
FRAs €1,315,426,000,000 $1,670,365,453,000
Total€4,166,068,702,789$5,286,829,809,390
ProductVolume
GBP
USD
Equivalent
IRS £150,015,668,514 $241,286,780,468
OIS £1,706,725,692,380 $2,743,732,519,220
Basis £11,980,200,000 $19,258,514,090
Zeroes £3,345,758,013 $5,387,267,558
FRAs £366,048,000,000 $589,071,526,600
Total£2,238,115,318,907$3,598,736,607,936
ProductVolume
JPY
USD
Equivalent
IRS ¥34,012,290,579,816 $316,706,137,413
OIS ¥1,381,620,000,000 $12,799,583,551
Basis ¥2,990,660,000,000 $27,691,054,658
Zeroes ¥500,000,000,000 $4,618,510,992
FRAs ¥0 $0
Total¥38,884,570,579,816$361,815,286,614
ProductVolume
CHF
USD
Equivalent
IRS CHF13,281,044,000 $13,999,621,343
OIS CHF0 $0
Basis CHF3,222,000,000 $3,396,358,080
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF16,503,044,000$17,395,979,423
ProductVolume
AUD
USD
Equivalent
IRS $143,043,718,382 $125,588,677,565
OIS $0 $0
Basis $20,029,000,000 $17,583,430,900
Zeroes $5,200,000,000 $4,568,540,000
FRAs $0 $0
Total$168,272,718,382$147,740,648,465
ProductVolume
CAD
USD
Equivalent
IRS $142,710,250,040 $127,051,771,708
OIS $150,288,400,000 $133,629,952,935
Basis $4,260,000,000 $3,788,157,677
Zeroes $6,984,674,000 $6,218,711,429
FRAs $0 $0
Total$304,243,324,040$270,688,593,749
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK30,460,000,000 $1,402,061,474
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK30,460,000,000$1,402,061,474
ProductVolume
DKK
USD
Equivalent
IRS DKK51,486,400,000 $8,748,362,380
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK51,486,400,000$8,748,362,380
ProductVolume
HKD
USD
Equivalent
IRS HKD38,800,500,000 $5,001,937,312
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD38,800,500,000$5,001,937,312
ProductVolume
HUF
USD
Equivalent
IRS HUF1,658,245,000,000 $6,874,337,782
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,049,400,000,000 $25,114,991,622
TotalHUF7,707,645,000,000$31,989,329,404
ProductVolume
NOK
USD
Equivalent
IRS NOK48,862,516,000 $7,423,444,239
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK333,116,694,000 $50,575,035,030
TotalNOK381,979,210,000$57,998,479,269
ProductVolume
NZD
USD
Equivalent
IRS NZD59,611,444,000 $47,028,508,684
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD59,611,444,000$47,028,508,684
ProductVolume
PLN
USD
Equivalent
IRS PLN50,267,158,000 $15,090,127,540
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN32,990,000,000 $9,933,266,742
TotalPLN83,257,158,000$25,023,394,282
ProductVolume
SEK
USD
Equivalent
IRS SEK189,571,612,000 $26,219,648,325
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK948,988,108,000 $130,861,652,658
TotalSEK1,138,559,720,000$157,081,300,983
ProductVolume
SGD
USD
Equivalent
IRS SGD15,622,200,000 $12,276,148,584
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD15,622,200,000$12,276,148,584
ProductVolume
ZAR
USD
Equivalent
IRS ZAR177,100,000,000 $16,120,370,104
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR177,100,000,000$16,120,370,104
ProductUSD
Equivalent
IRS$3,305,834,906,612
OIS$5,928,328,830,480
Basis$233,893,765,605
Zeroes$105,764,871,823
FRAs$4,027,296,725,652
Total$13,601,119,100,172
Show:
ProductUSD
Equivalent
IRS $60,779,622,467,474
OIS $16,710,296,158,868
Basis $2,764,298,881,400
Zeroes $285,316,176,576
FRAs $55,130,671,920,000
Total$135,670,205,604,318
ProductVolume
EUR
USD
Equivalent
IRS €39,912,183,682,462 $53,712,648,483,003
OIS €102,438,600,434,790 $138,326,150,818,927
Basis €99,848,436,293 $134,152,850,600
Zeroes €1,147,673,958,755 $1,524,868,516,187
FRAs €67,869,283,913,600 $91,579,030,756,715
Total€211,467,590,425,900$285,276,851,425,432
ProductVolume
GBP
USD
Equivalent
IRS £7,234,810,270,839 $12,018,914,553,071
OIS £35,080,971,365,197 $58,284,268,291,311
Basis £1,124,556,973,904 $1,867,304,076,856
Zeroes £108,341,160,773 $179,186,151,599
FRAs £15,815,729,000,000 $26,306,173,345,500
Total£59,364,408,770,713$98,655,846,418,337
ProductVolume
JPY
USD
Equivalent
IRS ¥1,213,087,668,226,171 $11,711,935,844,930
OIS ¥10,966,862,000,000 $102,645,616,197
Basis ¥78,954,460,000,000 $762,756,015,298
Zeroes ¥4,272,400,000,000 $40,607,809,852
FRAs ¥0 $0
Total¥1,307,281,390,226,171$12,617,945,286,277
ProductVolume
CHF
USD
Equivalent
IRS CHF1,406,775,449,144 $1,556,484,402,414
OIS CHF150,130,000,000 $165,867,275,129
Basis CHF165,607,900,000 $182,452,133,522
Zeroes CHF9,214,351,300 $9,879,737,744
FRAs CHF1,833,334,000,000 $2,023,478,337,737
TotalCHF3,565,061,700,444$3,938,161,886,546
ProductVolume
AUD
USD
Equivalent
IRS $5,232,662,482,581 $4,779,942,429,610
OIS $0 $0
Basis $450,943,900,000 $409,146,323,205
Zeroes $45,785,708,291 $41,799,434,402
FRAs $0 $0
Total$5,729,392,090,872$5,230,888,187,217
ProductVolume
CAD
USD
Equivalent
IRS $5,812,259,236,974 $5,301,889,296,506
OIS $3,152,988,120,954 $2,863,952,439,879
Basis $90,821,345,446 $82,864,506,051
Zeroes $412,546,042,800 $378,486,308,752
FRAs $0 $0
Total$9,468,614,746,174$8,627,192,551,188
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,415,463,364,772 $118,398,865,977
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,158,076,000,000 $56,815,141,686
TotalCZK3,581,939,364,772$175,618,679,061
ProductVolume
DKK
USD
Equivalent
IRS DKK788,914,943,104 $141,714,763,280
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK11,188,600,000 $1,906,397,123
FRAs DKK1,759,976,000,000 $313,097,024,738
TotalDKK2,560,959,543,104$456,876,295,009
ProductVolume
HKD
USD
Equivalent
IRS HKD3,452,658,530,466 $445,199,178,138
OIS HKD0 $0
Basis HKD6,690,000,000 $862,782,658
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,459,348,530,466$446,061,960,796
ProductVolume
HUF
USD
Equivalent
IRS HUF75,681,110,609,692 $329,929,933,394
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF193,532,358,421,052 $846,720,359,508
TotalHUF269,475,469,030,744$1,177,806,100,015
ProductVolume
NOK
USD
Equivalent
IRS NOK2,178,064,301,690 $353,821,156,246
OIS NOK0 $0
Basis NOK17,645,400,000 $2,931,927,251
Zeroes NOK4,610,000,000 $751,509,449
FRAs NOK9,490,475,494,002 $1,534,334,355,581
TotalNOK11,690,795,195,692$1,891,838,948,527
ProductVolume
NZD
USD
Equivalent
IRS NZD2,017,682,092,925 $1,692,654,605,166
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD29,051,400,000 $24,344,366,460
FRAs NZD0 $0
TotalNZD2,047,133,492,925$1,717,339,861,626
ProductVolume
PLN
USD
Equivalent
IRS PLN1,810,140,379,028 $580,992,992,545
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN3,568,309,000,000 $1,149,057,158,568
TotalPLN5,394,293,379,028$1,734,932,957,642
ProductVolume
SEK
USD
Equivalent
IRS SEK9,438,827,854,232 $1,402,656,944,301
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK81,884,000,000 $11,870,934,594
FRAs SEK24,928,416,908,000 $3,695,224,553,400
TotalSEK34,449,128,762,232$5,109,752,432,295
ProductVolume
SGD
USD
Equivalent
IRS SGD861,861,769,771 $684,434,745,430
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD861,861,769,771$684,434,745,430
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,371,796,553,950 $590,432,955,131
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR6,371,796,553,950$590,432,955,131
ProductUSD
Equivalent
IRS$156,201,673,616,616
OIS$216,453,180,600,311
Basis$6,207,268,496,709
Zeroes$2,505,460,627,778
FRAs$182,634,602,953,433
Total$564,002,186,294,847
Show:
ProductUSD
Equivalent
IRS $70,323,104,015,869
OIS $13,739,391,199,047
Basis $7,356,067,165,400
Zeroes $277,948,137,884
FRAs $29,662,419,120,000
Total$121,358,929,638,200
ProductVolume
EUR
USD
Equivalent
IRS €64,813,128,253,082 $81,755,279,978,438
OIS €30,344,159,515,290 $38,276,122,812,587
Basis €305,879,518,701 $385,836,424,889
Zeroes €988,675,089,096 $1,247,114,757,386
FRAs €32,909,385,400,000 $41,511,898,743,560
Total€129,361,227,776,169$163,176,252,716,860
ProductVolume
GBP
USD
Equivalent
IRS £10,644,374,660,591 $17,034,192,769,344
OIS £20,827,959,758,314 $33,330,984,001,230
Basis £2,336,470,047,624 $3,739,053,017,212
Zeroes £192,472,327,600 $308,013,465,858
FRAs £10,506,389,000,000 $16,813,374,316,700
Total£44,507,665,794,129$71,225,617,570,344
ProductVolume
JPY
USD
Equivalent
IRS ¥1,876,679,231,669,729 $17,176,269,738,878
OIS ¥10,928,240,000,000 $100,020,501,556
Basis ¥171,148,885,000,000 $1,566,436,802,123
Zeroes ¥8,722,400,000,000 $79,831,594,362
FRAs ¥285,000,000,000 $2,608,456,892
Total¥2,067,763,756,669,729$18,925,167,093,811
ProductVolume
CHF
USD
Equivalent
IRS CHF2,897,060,752,532 $3,031,032,383,900
OIS CHF165,922,680,000 $173,595,605,775
Basis CHF402,876,900,000 $421,507,532,957
Zeroes CHF8,409,351,300 $8,798,233,208
FRAs CHF946,192,000,000 $989,947,687,801
TotalCHF4,420,461,683,832$4,624,881,443,641
ProductVolume
AUD
USD
Equivalent
IRS $8,786,600,163,387 $7,766,915,214,426
OIS $0 $0
Basis $732,061,100,000 $647,105,409,345
Zeroes $22,183,708,291 $19,609,288,944
FRAs $0 $0
Total$9,540,844,971,678$8,433,629,912,715
ProductVolume
CAD
USD
Equivalent
IRS $7,995,210,533,370 $7,147,515,227,400
OIS $1,515,398,854,290 $1,354,728,101,457
Basis $230,064,895,446 $205,672,175,439
Zeroes $281,423,658,758 $251,585,605,899
FRAs $0 $0
Total$10,022,097,941,864$8,959,501,110,195
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,569,715,042,146 $344,109,239,119
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $745,522,320
FRAs CZK574,728,000,000 $26,126,375,125
TotalCZK8,160,843,042,146$370,981,136,564
ProductVolume
DKK
USD
Equivalent
IRS DKK1,766,998,804,398 $299,420,273,901
OIS DKK0 $0
Basis DKK1,930,000,000 $327,041,041
Zeroes DKK11,188,600,000 $1,895,923,001
FRAs DKK1,062,762,000,000 $180,086,420,171
TotalDKK2,842,879,404,398$481,729,658,114
ProductVolume
HKD
USD
Equivalent
IRS HKD7,300,090,301,360 $941,291,268,195
OIS HKD0 $0
Basis HKD10,430,000,000 $1,344,869,381
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,310,520,301,360$942,636,137,576
ProductVolume
HUF
USD
Equivalent
IRS HUF104,215,703,445,046 $426,999,788,765
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $919,836,929
FRAs HUF88,508,087,526,316 $362,641,458,326
TotalHUF192,948,290,971,362$790,561,084,020
ProductVolume
NOK
USD
Equivalent
IRS NOK5,209,597,122,621 $777,395,170,021
OIS NOK0 $0
Basis NOK21,211,400,000 $3,165,242,824
Zeroes NOK5,470,000,000 $816,253,441
FRAs NOK6,864,306,800,001 $1,024,317,010,752
TotalNOK12,100,585,322,622$1,805,693,677,038
ProductVolume
NZD
USD
Equivalent
IRS NZD2,965,083,428,542 $2,326,404,458,034
OIS NZD0 $0
Basis NZD400,000,000 $313,840,000
Zeroes NZD12,155,400,000 $9,537,126,840
FRAs NZD0 $0
TotalNZD2,977,638,828,542$2,336,255,424,874
ProductVolume
PLN
USD
Equivalent
IRS PLN2,680,858,125,236 $802,856,453,060
OIS PLN0 $0
Basis PLN674,000,000 $201,847,776
Zeroes PLN15,602,000,000 $4,672,446,581
FRAs PLN2,077,496,000,000 $622,163,125,346
TotalPLN4,774,630,125,236$1,429,893,872,763
ProductVolume
SEK
USD
Equivalent
IRS SEK15,064,640,162,659 $2,052,193,599,109
OIS SEK0 $0
Basis SEK500,000,000 $68,112,931
Zeroes SEK64,254,660,000 $8,753,146,477
FRAs SEK17,655,094,200,000 $2,405,080,434,561
TotalSEK32,784,489,022,659$4,466,095,293,078
ProductVolume
SGD
USD
Equivalent
IRS SGD1,228,665,945,511 $961,849,025,764
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,228,665,945,511$961,849,025,764
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,218,183,665,326 $940,338,072,546
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,218,183,665,326$940,338,072,546
ProductUSD
Equivalent
IRS$214,107,166,676,769
OIS$86,974,842,221,652
Basis$14,327,099,481,318
Zeroes$2,220,241,339,130
FRAs$93,600,663,149,234
Total$411,230,012,868,103

Figures as of COB Oct 30, 2014.

Notional Outstanding by Product

As of COB Oct 30, 2014

Daily Notional by Tenor

As of COB Oct 30, 2014

Notional Outstanding by Currency

As of COB Oct 30, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, HUF, SGD, PLN, NOK, 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.