Daily Volumes

  • Client Notional Cleared (USD)
    $176,247,986,551,068
    Notional Outstanding (USD)
    $407,175,800,536,338
    As of COB Oct 22, 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 22, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$110,955,382,364
$461,779,494,213
$20,188,193,370,577
$3,758,694,749,755
EUR
€39,254,969,000
€1,231,788,583,500
€39,765,081,478,935
€3,538,216,564,645
GBP
£281,021,300,435
£654,803,774,181
£14,320,811,057,402
£2,336,459,394,201
JPY
¥1,028,945,290,000
¥2,873,574,800,000
¥241,446,291,545,430
¥41,151,225,851,902
CHF
CHF259,310,000
CHF5,357,709,000
CHF283,754,020,813
CHF169,489,466,213
AUD
$11,230,391,000
$37,982,065,000
$1,484,708,037,848
$1,450,863,524,083
CAD
$12,987,910,000
$46,972,770,000
$2,386,536,939,072
$846,791,232,747
Other*
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$19,627,808,485
$99,713,869,812
$2,578,926,581,275
$1,380,798,600,757
CZK
CZK0
CZK10,056,000,000
CZK560,243,857,634
CZK297,652,315,268
DKK
DKK22,745,200,000
DKK12,250,000,000
DKK215,551,980,000
DKK229,180,114,363
HKD
HKD0
HKD19,409,500,000
HKD582,602,399,533
HKD178,039,320,000
HUF
HUF494,690,000,000
HUF1,724,337,000,000
HUF46,605,772,437,000
HUF13,652,712,957,000
NOK
NOK15,149,347,000
NOK70,776,950,000
NOK1,855,752,116,654
NOK937,626,940,053
NZD
NZD2,080,870,000
NZD17,674,240,000
NZD738,724,127,547
NZD612,223,600,279
PLN
PLN3,316,460,000
PLN26,859,240,000
PLN501,363,439,514
PLN117,683,458,000
SEK
SEK58,062,714,000
SEK335,363,244,000
SEK6,262,833,295,199
SEK3,358,692,911,899
SGD
SGD0
SGD5,964,600,000
SGD184,924,048,899
SGD131,669,938,900
ZAR
ZAR8,905,500,000
ZAR34,278,572,000
ZAR887,753,038,952
ZAR234,707,800,000
Total in USD$662,544,532,000$3,291,839,797,755$106,505,804,403,010$15,952,989,813,649

Figures as of COB Oct 22, 2014. Weekly figures as of COB Oct 17, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $41,274,133,000
OIS $66,562,000,000
Basis $500,000,000
Zeroes $2,619,249,364
FRAs $0
Total$110,955,382,364
ProductVolume
EUR
USD
Equivalent
IRS €18,500,269,000 $23,397,290,204
OIS €8,008,700,000 $10,128,602,890
Basis €0 $0
Zeroes €3,111,000,000 $3,934,481,700
FRAs €9,635,000,000 $12,185,384,500
Total€39,254,969,000$49,645,759,294
ProductVolume
GBP
USD
Equivalent
IRS £6,075,894,500 $9,751,506,878
OIS £273,277,106,190 $438,596,091,580
Basis £1,523,500,000 $2,445,141,325
Zeroes £144,799,745 $232,396,351
FRAs £0 $0
Total£281,021,300,435$451,025,136,134
ProductVolume
JPY
USD
Equivalent
IRS ¥1,028,945,290,000 $9,601,953,061
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,028,945,290,000$9,601,953,061
ProductVolume
CHF
USD
Equivalent
IRS CHF259,310,000 $271,870,413
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF259,310,000$271,870,413
ProductVolume
AUD
USD
Equivalent
IRS $10,340,391,000 $9,075,761,181
OIS $0 $0
Basis $890,000,000 $781,153,000
Zeroes $0 $0
FRAs $0 $0
Total$11,230,391,000$9,856,914,181
ProductVolume
CAD
USD
Equivalent
IRS $9,563,710,000 $8,512,046,638
OIS $3,424,200,000 $3,047,661,430
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$12,987,910,000$11,559,708,068
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 DKK22,745,200,000 $3,863,106,763
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK22,745,200,000$3,863,106,763
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 HUF201,690,000,000 $830,803,452
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF293,000,000,000 $1,206,928,511
TotalHUF494,690,000,000$2,037,731,963
ProductVolume
NOK
USD
Equivalent
IRS NOK345,000,000 $52,179,437
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK14,804,347,000 $2,239,079,676
TotalNOK15,149,347,000$2,291,259,113
ProductVolume
NZD
USD
Equivalent
IRS NZD2,080,870,000 $1,649,921,823
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD2,080,870,000$1,649,921,823
ProductVolume
PLN
USD
Equivalent
IRS PLN3,316,460,000 $990,934,624
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN3,316,460,000$990,934,624
ProductVolume
SEK
USD
Equivalent
IRS SEK14,532,660,000 $1,998,660,469
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK43,530,054,000 $5,986,639,619
TotalSEK58,062,714,000$7,985,300,088
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,905,500,000 $809,554,111
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR8,905,500,000$809,554,111
ProductUSD
Equivalent
IRS$112,079,722,054
OIS$518,334,355,900
Basis$3,726,294,325
Zeroes$6,786,127,415
FRAs$21,618,032,306
Total$662,544,532,000
Show:
ProductUSD
Equivalent
IRS $346,668,323,131
OIS $67,668,500,000
Basis $33,321,100,000
Zeroes $138,571,082
FRAs $13,983,000,000
Total$461,779,494,213
ProductVolume
EUR
USD
Equivalent
IRS €163,460,803,500 $208,613,091,753
OIS €857,970,580,000 $1,096,578,380,097
Basis €25,000,000 $31,903,750
Zeroes €27,983,200,000 $35,521,734,910
FRAs €182,349,000,000 $232,948,436,000
Total€1,231,788,583,500$1,573,693,546,510
ProductVolume
GBP
USD
Equivalent
IRS £43,741,296,750 $70,142,617,980
OIS £605,367,150,000 $969,740,557,708
Basis £439,700,000 $707,587,225
Zeroes £185,627,431 $296,618,970
FRAs £5,070,000,000 $8,136,324,500
Total£654,803,774,181$1,049,023,706,383
ProductVolume
JPY
USD
Equivalent
IRS ¥2,863,574,800,000 $26,880,129,675
OIS ¥10,000,000,000 $92,897,952
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥2,873,574,800,000$26,973,027,627
ProductVolume
CHF
USD
Equivalent
IRS CHF4,701,709,000 $4,975,787,595
OIS CHF208,000,000 $218,132,243
Basis CHF48,000,000 $50,630,241
Zeroes CHF0 $0
FRAs CHF400,000,000 $424,403,183
TotalCHF5,357,709,000$5,668,953,262
ProductVolume
AUD
USD
Equivalent
IRS $37,304,065,000 $32,686,318,580
OIS $0 $0
Basis $678,000,000 $591,772,800
Zeroes $0 $0
FRAs $0 $0
Total$37,982,065,000$33,278,091,380
ProductVolume
CAD
USD
Equivalent
IRS $21,559,770,000 $19,146,820,378
OIS $25,413,000,000 $22,562,288,190
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$46,972,770,000$41,709,108,568
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,056,000,000 $468,189,814
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK10,056,000,000$468,189,814
ProductVolume
DKK
USD
Equivalent
IRS DKK7,250,000,000 $1,244,315,500
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $172,035,611
FRAs DKK4,000,000,000 $685,136,813
TotalDKK12,250,000,000$2,101,487,924
ProductVolume
HKD
USD
Equivalent
IRS HKD19,409,500,000 $2,502,049,114
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD19,409,500,000$2,502,049,114
ProductVolume
HUF
USD
Equivalent
IRS HUF626,137,000,000 $2,608,179,666
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,098,200,000,000 $4,563,466,401
TotalHUF1,724,337,000,000$7,171,646,067
ProductVolume
NOK
USD
Equivalent
IRS NOK14,276,950,000 $2,184,995,705
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK56,500,000,000 $8,660,105,047
TotalNOK70,776,950,000$10,845,100,752
ProductVolume
NZD
USD
Equivalent
IRS NZD17,674,240,000 $13,996,898,247
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD17,674,240,000$13,996,898,247
ProductVolume
PLN
USD
Equivalent
IRS PLN12,057,090,000 $3,649,655,224
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN171,000,000 $51,488,964
FRAs PLN14,631,150,000 $4,433,429,896
TotalPLN26,859,240,000$8,134,574,084
ProductVolume
SEK
USD
Equivalent
IRS SEK73,413,244,000 $10,222,376,726
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK261,950,000,000 $36,493,481,213
TotalSEK335,363,244,000$46,715,857,939
ProductVolume
SGD
USD
Equivalent
IRS SGD5,964,600,000 $4,683,507,881
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD5,964,600,000$4,683,507,881
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,278,572,000 $3,094,557,990
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR34,278,572,000$3,094,557,990
ProductUSD
Equivalent
IRS$753,767,814,959
OIS$2,156,860,756,190
Basis$34,702,994,016
Zeroes$36,180,449,537
FRAs$310,327,783,053
Total$3,291,839,797,755
Show:
ProductUSD
Equivalent
IRS $15,113,325,208,049
OIS $4,010,221,067,000
Basis $255,475,500,000
Zeroes $80,521,295,528
FRAs $728,650,300,000
Total$20,188,193,370,577
ProductVolume
EUR
USD
Equivalent
IRS €4,678,555,016,205 $6,301,490,924,870
OIS €31,182,101,702,256 $42,148,463,600,882
Basis €3,208,442,883 $4,276,544,142
Zeroes €430,064,860,791 $577,858,387,430
FRAs €3,471,151,456,800 $4,675,836,950,088
Total€39,765,081,478,935$53,707,926,407,412
ProductVolume
GBP
USD
Equivalent
IRS £1,348,272,037,382 $2,241,820,237,147
OIS £12,550,169,843,940 $20,902,392,767,478
Basis £107,139,060,000 $178,298,748,807
Zeroes £18,799,616,080 $31,170,107,414
FRAs £296,430,500,000 $492,833,408,475
Total£14,320,811,057,402$23,846,515,269,321
ProductVolume
JPY
USD
Equivalent
IRS ¥225,469,001,545,430 $2,180,325,810,880
OIS ¥1,574,910,000,000 $14,578,591,800
Basis ¥13,541,180,000,000 $131,500,377,047
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥241,446,291,545,430$2,334,787,659,182
ProductVolume
CHF
USD
Equivalent
IRS CHF235,332,970,813 $258,903,378,766
OIS CHF22,772,000,000 $25,189,447,705
Basis CHF10,587,050,000 $11,560,472,709
Zeroes CHF2,587,000,000 $2,818,707,094
FRAs CHF12,475,000,000 $13,621,997,277
TotalCHF283,754,020,813$312,094,003,551
ProductVolume
AUD
USD
Equivalent
IRS $1,399,416,483,702 $1,281,329,613,239
OIS $0 $0
Basis $64,048,700,000 $58,600,504,193
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,484,708,037,848$1,359,569,377,133
ProductVolume
CAD
USD
Equivalent
IRS $1,310,445,205,740 $1,197,266,241,394
OIS $860,833,683,332 $782,812,631,626
Basis $634,000,000 $589,065,018
Zeroes $214,624,050,000 $197,123,796,521
FRAs $0 $0
Total$2,386,536,939,072$2,177,791,734,559
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK299,903,857,634 $14,641,543,995
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK256,140,000,000 $12,499,843,619
TotalCZK560,243,857,634$27,343,723,313
ProductVolume
DKK
USD
Equivalent
IRS DKK196,957,680,000 $35,174,462,742
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK215,551,980,000$38,408,193,164
ProductVolume
HKD
USD
Equivalent
IRS HKD581,802,399,533 $75,020,614,957
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD582,602,399,533$75,123,818,125
ProductVolume
HUF
USD
Equivalent
IRS HUF13,959,112,437,000 $60,386,290,116
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF32,515,660,000,000 $141,701,193,572
TotalHUF46,605,772,437,000$202,665,387,245
ProductVolume
NOK
USD
Equivalent
IRS NOK293,451,369,653 $47,467,189,905
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,559,424,747,001 $252,730,914,172
TotalNOK1,855,752,116,654$300,667,315,011
ProductVolume
NZD
USD
Equivalent
IRS NZD721,968,427,547 $608,341,379,974
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD16,755,700,000 $14,082,094,730
FRAs NZD0 $0
TotalNZD738,724,127,547$622,423,474,704
ProductVolume
PLN
USD
Equivalent
IRS PLN236,599,439,514 $75,602,447,846
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN262,342,000,000 $84,863,495,852
TotalPLN501,363,439,514$161,251,269,157
ProductVolume
SEK
USD
Equivalent
IRS SEK2,127,099,341,199 $314,620,121,186
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK39,315,000,000 $5,695,896,081
FRAs SEK4,096,418,954,000 $601,721,452,196
TotalSEK6,262,833,295,199$922,037,469,463
ProductVolume
SGD
USD
Equivalent
IRS SGD184,924,048,899 $146,996,703,833
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD184,924,048,899$146,996,703,833
ProductVolume
ZAR
USD
Equivalent
IRS ZAR887,753,038,952 $82,009,227,260
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR887,753,038,952$82,009,227,260
ProductUSD
Equivalent
IRS$30,034,721,396,159
OIS$67,883,658,106,491
Basis$640,561,142,127
Zeroes$940,123,671,121
FRAs$7,006,740,087,112
Total$106,505,804,403,010
Show:
ProductUSD
Equivalent
IRS $2,442,419,680,299
OIS $886,587,200,000
Basis $222,563,700,000
Zeroes $46,339,669,456
FRAs $160,784,500,000
Total$3,758,694,749,755
ProductVolume
EUR
USD
Equivalent
IRS €1,263,124,588,828 $1,597,473,667,491
OIS €1,658,683,701,645 $2,097,737,277,470
Basis €5,919,442,883 $7,486,319,415
Zeroes €205,456,831,289 $259,841,254,532
FRAs €405,032,000,000 $512,243,970,400
Total€3,538,216,564,645$4,474,782,489,308
ProductVolume
GBP
USD
Equivalent
IRS £328,868,424,801 $527,817,378,384
OIS £1,837,174,663,235 $2,948,573,475,760
Basis £24,342,510,000 $39,068,511,425
Zeroes £18,670,296,165 $29,964,891,830
FRAs £127,403,500,000 $204,476,247,325
Total£2,336,459,394,201$3,749,900,504,724
ProductVolume
JPY
USD
Equivalent
IRS ¥39,257,435,851,902 $366,344,119,559
OIS ¥1,574,910,000,000 $14,696,808,511
Basis ¥297,680,000,000 $2,777,902,202
Zeroes ¥21,200,000,000 $197,835,013
FRAs ¥0 $0
Total¥41,151,225,851,902$384,016,665,285
ProductVolume
CHF
USD
Equivalent
IRS CHF131,566,916,213 $137,939,731,823
OIS CHF22,472,000,000 $23,560,494,863
Basis CHF10,628,550,000 $11,143,373,873
Zeroes CHF1,782,000,000 $1,868,316,209
FRAs CHF3,040,000,000 $3,187,250,996
TotalCHF169,489,466,213$177,699,167,764
ProductVolume
AUD
USD
Equivalent
IRS $1,326,777,969,937 $1,164,513,024,214
OIS $0 $0
Basis $117,493,700,000 $103,124,220,490
Zeroes $6,591,854,146 $5,785,670,384
FRAs $0 $0
Total$1,450,863,524,083$1,273,422,915,088
ProductVolume
CAD
USD
Equivalent
IRS $462,706,384,747 $411,825,361,352
OIS $295,769,250,000 $263,245,293,934
Basis $3,731,500,000 $3,321,169,507
Zeroes $84,584,098,000 $75,282,896,177
FRAs $0 $0
Total$846,791,232,747$753,674,720,970
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK269,652,315,268 $12,313,453,366
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $100,461,208
FRAs CZK25,800,000,000 $1,178,135,988
TotalCZK297,652,315,268$13,592,050,562
ProductVolume
DKK
USD
Equivalent
IRS DKK222,585,814,363 $37,804,581,399
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $950,151,160
FRAs DKK1,000,000,000 $169,842,726
TotalDKK229,180,114,363$38,924,575,285
ProductVolume
HKD
USD
Equivalent
IRS HKD177,239,320,000 $22,848,068,271
OIS HKD0 $0
Basis HKD800,000,000 $103,128,666
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD178,039,320,000$22,951,196,937
ProductVolume
HUF
USD
Equivalent
IRS HUF5,253,672,957,000 $21,640,981,843
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,399,040,000,000 $34,597,409,017
TotalHUF13,652,712,957,000$56,238,390,860
ProductVolume
NOK
USD
Equivalent
IRS NOK159,646,193,053 $24,145,647,638
OIS NOK0 $0
Basis NOK995,000,000 $150,488,521
Zeroes NOK1,371,000,000 $207,356,544
FRAs NOK775,614,747,000 $117,307,654,043
TotalNOK937,626,940,053$141,811,146,746
ProductVolume
NZD
USD
Equivalent
IRS NZD608,932,900,279 $482,822,896,631
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,290,700,000 $2,609,196,030
FRAs NZD0 $0
TotalNZD612,223,600,279$485,432,092,661
ProductVolume
PLN
USD
Equivalent
IRS PLN65,518,958,000 $19,576,597,944
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN52,164,500,000 $15,586,381,021
TotalPLN117,683,458,000$35,162,978,965
ProductVolume
SEK
USD
Equivalent
IRS SEK1,159,197,957,899 $159,423,198,083
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK18,955,000,000 $2,606,859,941
FRAs SEK2,180,539,954,000 $299,887,219,991
TotalSEK3,358,692,911,899$461,917,278,015
ProductVolume
SGD
USD
Equivalent
IRS SGD131,669,938,900 $103,432,787,824
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD131,669,938,900$103,432,787,824
ProductVolume
ZAR
USD
Equivalent
IRS ZAR234,707,800,000 $21,336,102,904
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR234,707,800,000$21,336,102,904
ProductUSD
Equivalent
IRS$7,553,677,279,025
OIS$6,234,400,550,538
Basis$389,738,814,099
Zeroes$425,754,558,484
FRAs$1,349,418,611,507
Total$15,952,989,813,653

Figures as of COB Oct 22, 2014.

Notional Outstanding by Product

As of COB Oct 22, 2014

Daily Notional by Tenor
 

As of COB Oct 22, 2014

Notional Outstanding by Tenor
 

As of COB Oct 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
$478,330,470,728
$3,208,864,522,996
$131,855,394,880,467
$119,607,424,987,757
EUR
€452,556,203,048
€5,242,615,794,632
€206,628,666,087,131
€127,109,376,710,489
GBP
£629,910,820,325
£2,256,821,752,490
£57,389,665,548,446
£44,763,730,340,425
JPY
¥3,723,150,580,000
¥27,466,649,800,000
¥1,254,881,595,161,331
¥2,032,158,298,461,251
CHF
CHF1,174,620,000
CHF123,728,628,000
CHF3,476,188,920,500
CHF4,373,336,127,888
AUD
$55,209,402,000
$147,793,324,000
$5,535,286,434,490
$9,391,369,173,296
CAD
$38,663,077,000
$167,686,650,000
$9,247,211,051,536
$10,011,280,705,620
Other*
Show All
Hide
$76,633,137,308
$360,104,220,634
$13,472,188,818,035
$14,267,444,779,492
CZK
CZK2,270,000,000
CZK34,548,000,000
CZK3,560,299,364,772
CZK8,169,599,042,146
DKK
DKK45,490,400,000
DKK27,656,800,000
DKK2,206,026,303,104
DKK2,548,954,164,398
HKD
HKD2,250,000,000
HKD59,142,000,000
HKD3,374,718,209,250
HKD7,290,358,280,144
HUF
HUF1,343,180,000,000
HUF9,053,148,000,000
HUF262,346,514,258,744
HUF190,534,738,611,362
NOK
NOK127,051,294,000
NOK343,136,200,000
NOK11,277,051,555,692
NOK11,787,641,543,537
NZD
NZD7,277,440,000
NZD60,867,585,000
NZD1,965,490,751,287
NZD2,933,872,787,842
PLN
PLN16,521,920,000
PLN156,394,761,998
PLN5,209,735,861,028
PLN4,687,447,967,236
SEK
SEK199,087,428,000
SEK878,385,310,000
SEK33,047,772,762,232
SEK31,695,682,416,659
SGD
SGD210,000,000
SGD24,211,740,000
SGD836,993,767,441
SGD1,210,059,543,181
ZAR
ZAR60,639,000,000
ZAR209,709,564,000
ZAR6,171,900,553,950
ZAR10,093,122,485,326
Total in USD$2,257,130,995,881$14,535,248,226,380$549,426,515,498,306$407,175,800,536,338

Figures as of COB Oct 22, 2014. Weekly figures as of COB Oct 17, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $223,790,188,000
OIS $162,004,000,000
Basis $23,089,500,000
Zeroes $6,462,782,728
FRAs $62,984,000,000
Total$478,330,470,728
ProductVolume
EUR
USD
Equivalent
IRS €162,422,963,048 $205,416,321,367
OIS €188,894,300,000 $238,894,621,210
Basis €2,500,000,000 $3,161,750,000
Zeroes €19,316,940,000 $24,430,134,018
FRAs €79,422,000,000 $100,445,003,400
Total€452,556,203,048$572,347,829,995
ProductVolume
GBP
USD
Equivalent
IRS £28,722,252,400 $46,097,778,989
OIS £588,454,212,380 $944,439,588,160
Basis £5,150,200,000 $8,265,813,490
Zeroes £384,155,545 $616,550,441
FRAs £7,200,000,000 $11,555,640,000
Total£629,910,820,325$1,010,975,371,080
ProductVolume
JPY
USD
Equivalent
IRS ¥3,679,390,580,000 $34,335,485,069
OIS ¥0 $0
Basis ¥43,760,000,000 $408,361,329
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥3,723,150,580,000$34,743,846,398
ProductVolume
CHF
USD
Equivalent
IRS CHF1,174,620,000 $1,231,516,041
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,174,620,000$1,231,516,041
ProductVolume
AUD
USD
Equivalent
IRS $40,554,402,000 $35,594,598,635
OIS $0 $0
Basis $11,455,000,000 $10,054,053,500
Zeroes $3,200,000,000 $2,808,640,000
FRAs $0 $0
Total$55,209,402,000$48,457,292,135
ProductVolume
CAD
USD
Equivalent
IRS $28,839,925,000 $25,668,572,827
OIS $8,848,400,000 $7,875,394,953
Basis $0 $0
Zeroes $974,752,000 $867,564,416
FRAs $0 $0
Total$38,663,077,000$34,411,532,196
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,270,000,000 $103,657,701
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK2,270,000,000$103,657,701
ProductVolume
DKK
USD
Equivalent
IRS DKK45,490,400,000 $7,726,213,526
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK45,490,400,000$7,726,213,526
ProductVolume
HKD
USD
Equivalent
IRS HKD2,250,000,000 $290,049,373
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,250,000,000$290,049,373
ProductVolume
HUF
USD
Equivalent
IRS HUF507,180,000,000 $2,089,180,895
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF836,000,000,000 $3,443,659,506
TotalHUF1,343,180,000,000$5,532,840,401
ProductVolume
NOK
USD
Equivalent
IRS NOK7,644,600,000 $1,156,205,572
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK119,406,694,000 $18,059,634,895
TotalNOK127,051,294,000$19,215,840,467
ProductVolume
NZD
USD
Equivalent
IRS NZD7,277,440,000 $5,770,282,176
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD7,277,440,000$5,770,282,176
ProductVolume
PLN
USD
Equivalent
IRS PLN13,521,920,000 $4,040,253,376
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,000,000,000 $896,378,630
TotalPLN16,521,920,000$4,936,632,006
ProductVolume
SEK
USD
Equivalent
IRS SEK36,027,320,000 $4,954,797,007
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK163,060,108,000 $22,425,474,200
TotalSEK199,087,428,000$27,380,271,207
ProductVolume
SGD
USD
Equivalent
IRS SGD210,000,000 $164,964,650
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD210,000,000$164,964,650
ProductVolume
ZAR
USD
Equivalent
IRS ZAR60,639,000,000 $5,512,385,801
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR60,639,000,000$5,512,385,801
ProductUSD
Equivalent
IRS$603,942,451,005
OIS$1,353,213,604,323
Basis$44,979,478,319
Zeroes$35,185,671,603
FRAs$219,809,790,631
Total$2,257,130,995,881
Show:
ProductUSD
Equivalent
IRS $1,431,597,331,188
OIS $298,650,932,450
Basis $144,971,400,000
Zeroes $11,230,859,358
FRAs $1,322,414,000,000
Total$3,208,864,522,996
ProductVolume
EUR
USD
Equivalent
IRS €1,067,756,452,776 $1,362,798,785,209
OIS €2,276,545,020,000 $2,909,384,797,278
Basis €362,622,118 $462,760,216
Zeroes €105,757,699,738 $134,418,020,902
FRAs €1,792,194,000,000 $2,275,490,252,800
Total€5,242,615,794,632$6,682,554,616,405
ProductVolume
GBP
USD
Equivalent
IRS £206,107,902,806 $330,520,445,954
OIS £1,821,903,475,766 $2,919,877,582,268
Basis £23,503,500,000 $37,661,812,735
Zeroes £3,102,873,918 $4,975,863,367
FRAs £202,204,000,000 $322,615,936,400
Total£2,256,821,752,490$3,615,651,640,724
ProductVolume
JPY
USD
Equivalent
IRS ¥25,111,509,800,000 $236,114,471,470
OIS ¥60,000,000,000 $559,435,621
Basis ¥245,140,000,000 $2,307,179,813
Zeroes ¥2,050,000,000,000 $19,223,539,950
FRAs ¥0 $0
Total¥27,466,649,800,000$258,204,626,854
ProductVolume
CHF
USD
Equivalent
IRS CHF29,384,628,000 $31,163,285,575
OIS CHF716,000,000 $755,396,446
Basis CHF8,596,000,000 $9,121,210,744
Zeroes CHF0 $0
FRAs CHF85,032,000,000 $90,450,338,651
TotalCHF123,728,628,000$131,490,231,416
ProductVolume
AUD
USD
Equivalent
IRS $133,264,324,000 $116,793,748,350
OIS $0 $0
Basis $12,529,000,000 $10,962,233,000
Zeroes $2,000,000,000 $1,749,700,000
FRAs $0 $0
Total$147,793,324,000$129,505,681,350
ProductVolume
CAD
USD
Equivalent
IRS $85,094,192,000 $75,553,450,245
OIS $81,485,800,000 $72,335,933,077
Basis $0 $0
Zeroes $1,106,658,000 $983,302,679
FRAs $0 $0
Total$167,686,650,000$148,872,686,001
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK34,548,000,000 $1,607,635,424
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK34,548,000,000$1,607,635,424
ProductVolume
DKK
USD
Equivalent
IRS DKK17,656,800,000 $3,029,150,474
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK2,000,000,000 $344,071,223
FRAs DKK8,000,000,000 $1,370,273,627
TotalDKK27,656,800,000$4,743,495,324
ProductVolume
HKD
USD
Equivalent
IRS HKD59,142,000,000 $7,623,838,982
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD59,142,000,000$7,623,838,982
ProductVolume
HUF
USD
Equivalent
IRS HUF2,829,498,000,000 $11,787,512,205
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,223,650,000,000 $25,885,159,153
TotalHUF9,053,148,000,000$37,672,671,358
ProductVolume
NOK
USD
Equivalent
IRS NOK74,330,200,000 $11,363,039,723
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK268,806,000,000 $41,162,871,626
TotalNOK343,136,200,000$52,525,911,349
ProductVolume
NZD
USD
Equivalent
IRS NZD60,867,585,000 $48,239,084,243
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD60,867,585,000$48,239,084,243
ProductVolume
PLN
USD
Equivalent
IRS PLN63,556,461,998 $19,246,248,610
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN11,342,000,000 $3,415,133,540
FRAs PLN81,496,300,000 $24,698,806,431
TotalPLN156,394,761,998$47,360,188,581
ProductVolume
SEK
USD
Equivalent
IRS SEK260,485,310,000 $36,285,217,967
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK617,900,000,000 $86,103,990,722
TotalSEK878,385,310,000$122,389,208,689
ProductVolume
SGD
USD
Equivalent
IRS SGD24,211,740,000 $19,012,869,880
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD24,211,740,000$19,012,869,880
ProductVolume
ZAR
USD
Equivalent
IRS ZAR209,709,564,000 $18,929,316,804
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR209,709,564,000$18,929,316,804
ProductUSD
Equivalent
IRS$3,761,665,432,303
OIS$6,201,564,077,140
Basis$205,486,596,508
Zeroes$176,340,491,019
FRAs$4,190,191,629,410
Total$14,535,248,226,380
Show:
ProductUSD
Equivalent
IRS $59,358,966,561,509
OIS $15,925,222,758,868
Basis $2,672,286,137,400
Zeroes $252,516,822,690
FRAs $53,646,402,600,000
Total$131,855,394,880,467
ProductVolume
EUR
USD
Equivalent
IRS €39,173,504,760,121 $52,776,660,442,814
OIS €100,393,304,228,790 $135,736,713,334,227
Basis €97,880,436,293 $131,658,491,600
Zeroes €1,072,108,748,327 $1,429,147,384,980
FRAs €65,891,867,913,600 $89,069,798,122,115
Total€206,628,666,087,131$279,143,977,775,736
ProductVolume
GBP
USD
Equivalent
IRS £7,071,531,934,919 $11,756,692,035,209
OIS £33,745,606,266,897 $56,141,113,239,645
Basis £1,105,430,640,000 $1,836,547,263,901
Zeroes £102,791,706,630 $170,260,021,542
FRAs £15,364,305,000,000 $25,580,345,806,300
Total£57,389,665,548,446$95,484,958,366,597
ProductVolume
JPY
USD
Equivalent
IRS ¥1,168,288,053,161,331 $11,299,342,978,863
OIS ¥9,429,062,000,000 $88,481,100,847
Basis ¥73,392,080,000,000 $711,498,541,067
Zeroes ¥3,772,400,000,000 $35,989,298,860
FRAs ¥0 $0
Total¥1,254,881,595,161,331$12,135,311,919,637
ProductVolume
CHF
USD
Equivalent
IRS CHF1,387,704,469,200 $1,536,478,722,121
OIS CHF149,984,000,000 $165,714,323,476
Basis CHF158,910,100,000 $175,439,040,965
Zeroes CHF6,214,351,300 $6,739,635,717
FRAs CHF1,773,376,000,000 $1,960,665,493,988
TotalCHF3,476,188,920,500$3,845,037,216,267
ProductVolume
AUD
USD
Equivalent
IRS $5,072,849,326,199 $4,639,129,016,692
OIS $0 $0
Basis $420,051,400,000 $381,906,688,680
Zeroes $42,385,708,291 $38,807,254,402
FRAs $0 $0
Total$5,535,286,434,490$5,059,842,959,774
ProductVolume
CAD
USD
Equivalent
IRS $5,708,466,936,336 $5,209,322,494,057
OIS $3,045,596,520,954 $2,768,236,759,132
Basis $86,621,345,446 $79,118,051,164
Zeroes $406,526,248,800 $373,126,257,440
FRAs $0 $0
Total$9,247,211,051,536$8,429,803,561,793
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,393,823,364,772 $117,410,120,511
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,158,076,000,000 $56,815,141,686
TotalCZK3,560,299,364,772$174,629,933,595
ProductVolume
DKK
USD
Equivalent
IRS DKK767,567,703,104 $138,087,299,104
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK11,188,600,000 $1,906,397,123
FRAs DKK1,426,390,000,000 $256,570,437,827
TotalDKK2,206,026,303,104$396,722,243,922
ProductVolume
HKD
USD
Equivalent
IRS HKD3,369,028,209,250 $434,416,581,859
OIS HKD0 $0
Basis HKD5,690,000,000 $733,872,656
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,374,718,209,250$435,150,454,515
ProductVolume
HUF
USD
Equivalent
IRS HUF74,254,155,837,692 $324,074,195,734
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF187,830,358,421,052 $823,267,092,476
TotalHUF262,346,514,258,744$1,148,497,095,323
ProductVolume
NOK
USD
Equivalent
IRS NOK2,111,668,661,690 $343,799,346,638
OIS NOK0 $0
Basis NOK17,645,400,000 $2,931,927,251
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK9,143,975,494,002 $1,482,154,331,207
TotalNOK11,277,051,555,692$1,829,510,572,878
ProductVolume
NZD
USD
Equivalent
IRS NZD1,936,039,351,287 $1,628,509,993,692
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD29,051,400,000 $24,344,366,460
FRAs NZD0 $0
TotalNZD1,965,490,751,287$1,653,195,250,152
ProductVolume
PLN
USD
Equivalent
IRS PLN1,771,290,861,028 $569,350,552,350
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN3,422,601,000,000 $1,105,384,493,497
TotalPLN5,209,735,861,028$1,679,617,852,376
ProductVolume
SEK
USD
Equivalent
IRS SEK9,053,925,854,232 $1,350,126,624,710
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK81,884,000,000 $11,870,934,594
FRAs SEK23,911,962,908,000 $3,555,785,656,271
TotalSEK33,047,772,762,232$4,917,783,215,575
ProductVolume
SGD
USD
Equivalent
IRS SGD836,993,767,441 $664,948,927,494
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD836,993,767,441$664,948,927,494
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,171,900,553,950 $572,133,272,205
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR6,171,900,553,950$572,133,272,205
ProductUSD
Equivalent
IRS$152,719,449,165,562
OIS$210,825,481,516,195
Basis$5,992,619,014,552
Zeroes$2,351,776,626,630
FRAs$177,537,189,175,367
Total$549,426,515,498,306
Show:
ProductUSD
Equivalent
IRS $69,553,569,591,540
OIS $13,295,709,119,047
Basis $7,296,675,421,400
Zeroes $245,730,655,770
FRAs $29,215,740,200,000
Total$119,607,424,987,757
ProductVolume
EUR
USD
Equivalent
IRS €64,482,294,019,176 $81,550,757,246,052
OIS €29,409,515,332,217 $37,194,214,040,655
Basis €304,225,518,701 $384,754,013,501
Zeroes €922,072,440,395 $1,166,145,015,368
FRAs €31,991,269,400,000 $40,459,358,410,180
Total€127,109,376,710,489$160,755,228,725,756
ProductVolume
GBP
USD
Equivalent
IRS £11,375,627,617,018 $18,257,313,543,932
OIS £20,554,668,992,885 $32,989,216,000,131
Basis £2,328,712,113,720 $3,737,466,506,915
Zeroes £187,086,616,803 $300,264,665,638
FRAs £10,317,635,000,000 $16,559,288,293,250
Total£44,763,730,340,426$71,843,549,009,866
ProductVolume
JPY
USD
Equivalent
IRS ¥1,846,868,953,461,251 $17,234,686,015,876
OIS ¥9,390,440,000,000 $87,630,085,853
Basis ¥167,391,505,000,000 $1,562,070,782,008
Zeroes ¥8,222,400,000,000 $76,730,123,180
FRAs ¥285,000,000,000 $2,659,574,468
Total¥2,032,158,298,461,251$18,963,776,581,385
ProductVolume
CHF
USD
Equivalent
IRS CHF2,888,534,996,588 $3,028,449,356,875
OIS CHF165,776,680,000 $173,806,542,252
Basis CHF396,579,100,000 $415,788,530,090
Zeroes CHF5,409,351,300 $5,671,368,526
FRAs CHF917,036,000,000 $961,455,231,705
TotalCHF4,373,336,127,888$4,585,171,029,448
ProductVolume
AUD
USD
Equivalent
IRS $8,666,636,865,005 $7,606,707,176,415
OIS $0 $0
Basis $705,948,600,000 $619,611,086,220
Zeroes $18,783,708,291 $16,486,460,767
FRAs $0 $0
Total$9,391,369,173,296$8,242,804,723,402
ProductVolume
CAD
USD
Equivalent
IRS $7,950,306,291,126 $7,076,059,179,499
OIS $1,557,723,654,290 $1,386,430,202,741
Basis $227,846,895,446 $202,791,950,021
Zeroes $275,403,864,758 $245,119,366,969
FRAs $0 $0
Total$10,011,280,705,620$8,910,400,699,230
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,560,273,042,146 $345,233,711,226
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $748,892,643
FRAs CZK592,926,000,000 $27,075,482,899
TotalCZK8,169,599,042,146$373,058,086,768
ProductVolume
DKK
USD
Equivalent
IRS DKK1,749,151,564,398 $297,080,669,248
OIS DKK0 $0
Basis DKK1,930,000,000 $327,796,460
Zeroes DKK11,188,600,000 $1,900,302,320
FRAs DKK786,684,000,000 $133,612,554,774
TotalDKK2,548,954,164,398$432,921,322,802
ProductVolume
HKD
USD
Equivalent
IRS HKD7,280,928,280,144 $938,590,525,072
OIS HKD0 $0
Basis HKD9,430,000,000 $1,215,629,149
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,290,358,280,144$939,806,154,221
ProductVolume
HUF
USD
Equivalent
IRS HUF103,726,151,085,046 $427,269,792,124
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $924,762,631
FRAs HUF86,584,087,526,316 $356,658,033,598
TotalHUF190,534,738,611,362$784,852,588,353
ProductVolume
NOK
USD
Equivalent
IRS NOK5,169,052,649,537 $781,792,045,969
OIS NOK0 $0
Basis NOK21,211,400,000 $3,208,112,768
Zeroes NOK4,622,000,000 $699,053,208
FRAs NOK6,592,755,494,001 $997,119,618,561
TotalNOK11,787,641,543,538$1,782,818,830,506
ProductVolume
NZD
USD
Equivalent
IRS NZD2,921,317,387,842 $2,316,312,556,820
OIS NZD0 $0
Basis NZD400,000,000 $317,160,000
Zeroes NZD12,155,400,000 $9,638,016,660
FRAs NZD0 $0
TotalNZD2,933,872,787,842$2,326,267,733,480
ProductVolume
PLN
USD
Equivalent
IRS PLN2,659,823,967,236 $794,736,454,893
OIS PLN0 $0
Basis PLN674,000,000 $201,386,399
Zeroes PLN15,602,000,000 $4,661,766,463
FRAs PLN2,011,348,000,000 $600,976,455,121
TotalPLN4,687,447,967,236$1,400,576,062,876
ProductVolume
SEK
USD
Equivalent
IRS SEK14,813,775,448,659 $2,037,321,961,803
OIS SEK0 $0
Basis SEK500,000,000 $68,764,441
Zeroes SEK64,254,660,000 $8,836,871,493
FRAs SEK16,817,152,308,000 $2,312,844,139,619
TotalSEK31,695,682,416,659$4,359,071,737,356
ProductVolume
SGD
USD
Equivalent
IRS SGD1,210,059,543,181 $950,557,378,775
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,210,059,543,181$950,557,378,775
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,093,122,485,326 $917,514,884,353
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,093,122,485,326$917,514,884,353
ProductUSD
Equivalent
IRS$214,113,952,090,472
OIS$85,127,005,990,679
Basis$14,224,497,139,372
Zeroes$2,083,557,321,636
FRAs$91,626,787,994,175
Total$407,175,800,536,334

Figures as of COB Oct 22, 2014.

Notional Outstanding by Product

As of COB Oct 22, 2014

Daily Notional by Tenor

As of COB Oct 22, 2014

Notional Outstanding by Currency

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

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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

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

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

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

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