Daily Volumes

  • Client Notional Cleared (USD)
    $249,181,396,003,228
    Notional Outstanding (USD)
    $280,652,567,818,425
    As of COB Aug 28, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $750,837,000,000,000
    Trades Compressed
    6,277,407
  • 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 Aug 28, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$289,488,379,688
$1,396,433,011,413
$24,798,973,750,035
$6,959,156,714,863
EUR
€27,416,296,000
€232,645,043,640
€14,077,334,679,104
€2,892,059,509,456
GBP
£4,426,324,000
£81,840,803,928
£5,507,986,501,275
£1,106,852,228,958
JPY
¥3,928,223,000,000
¥10,722,023,066,500
¥245,502,902,411,507
¥61,053,754,827,001
CHF
CHF3,440,000
CHF3,137,220,000
CHF313,466,863,646
CHF193,561,522,974
AUD
$4,274,195,000
$56,013,799,000
$1,407,748,922,306
$863,430,963,692
CAD
$782,450,000
$68,980,570,000
$2,027,003,218,316
$793,152,459,220
Other*
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$26,427,308,429
$92,345,238,158
$2,876,318,080,056
$1,650,868,334,974
CZK
CZK1,510,000,000
CZK14,309,080,000
CZK2,116,111,824,542
CZK877,808,415,458
DKK
DKK100,000,000
DKK2,900,000,000
DKK494,129,828,681
DKK310,665,264,083
HKD
HKD50,429,000,000
HKD81,507,700,000
HKD613,424,129,727
HKD380,292,960,275
HUF
HUF74,625,000,000
HUF733,162,880,000
HUF58,266,189,476,396
HUF18,646,177,577,720
NOK
NOK34,917,920,000
NOK49,693,608,000
NOK2,782,198,447,186
NOK680,556,416,414
NZD
NZD894,950,000
NZD10,936,023,000
NZD755,645,553,636
NZD863,702,442,002
PLN
PLN4,578,650,000
PLN31,511,943,074
PLN1,158,411,201,428
PLN350,683,660,250
SEK
SEK87,999,880,000
SEK339,376,193,000
SEK7,236,965,948,258
SEK3,598,405,788,532
SGD
SGD2,472,025,000
SGD12,781,800,000
SGD308,018,611,946
SGD327,463,138,463
ZAR
ZAR18,891,000,000
ZAR96,379,120,000
ZAR1,575,419,163,482
ZAR824,208,075,255
Total in USD$389,321,099,158$2,066,591,328,903$56,979,768,060,051$15,469,543,862,654

Figures as of COB Aug 28, 2015. Weekly figures as of COB Aug 28, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $115,215,109,000
OIS $161,408,700,000
Basis $10,469,400,000
Zeroes $350,000,000
FRAs $2,000,000,000
VNS $45,170,688
Inflation $0
Total$289,488,379,688
ProductVolume
EUR
USD
Equivalent
IRS €14,638,596,000 $16,365,218,398
OIS €12,038,700,000 $13,458,664,665
Basis €305,000,000 $340,974,750
Zeroes €434,000,000 $485,190,300
FRAs €0 $0
VNS €0 $0
Inflation €0 $0
Total€27,416,296,000$30,650,048,113
ProductVolume
GBP
USD
Equivalent
IRS £4,426,324,000 $6,813,661,849
OIS £0 $0
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £0 $0
Inflation £0 $0
Total£4,426,324,000$6,813,661,849
ProductVolume
JPY
USD
Equivalent
IRS ¥3,928,223,000,000 $32,281,899,988
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,928,223,000,000$32,281,899,988
ProductVolume
CHF
USD
Equivalent
IRS CHF3,440,000 $3,574,026
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,440,000$3,574,026
ProductVolume
AUD
USD
Equivalent
IRS $4,274,195,000 $3,063,529,266
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$4,274,195,000$3,063,529,266
ProductVolume
CAD
USD
Equivalent
IRS $782,450,000 $592,697,799
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$782,450,000$592,697,799
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,510,000,000 $62,479,311
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,510,000,000$62,479,311
ProductVolume
DKK
USD
Equivalent
IRS DKK100,000,000 $14,987,785
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK100,000,000$14,987,785
ProductVolume
HKD
USD
Equivalent
IRS HKD50,429,000,000 $6,506,967,742
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD50,429,000,000$6,506,967,742
ProductVolume
HUF
USD
Equivalent
IRS HUF74,625,000,000 $265,493,810
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF74,625,000,000$265,493,810
ProductVolume
NOK
USD
Equivalent
IRS NOK1,917,920,000 $231,414,851
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK33,000,000,000 $3,981,756,317
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK34,917,920,000$4,213,171,168
ProductVolume
NZD
USD
Equivalent
IRS NZD894,950,000 $578,092,953
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD894,950,000$578,092,953
ProductVolume
PLN
USD
Equivalent
IRS PLN1,553,650,000 $411,633,791
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,025,000,000 $801,462,503
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,578,650,000$1,213,096,294
ProductVolume
SEK
USD
Equivalent
IRS SEK14,144,880,000 $1,671,497,448
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK73,855,000,000 $8,727,429,571
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK87,999,880,000$10,398,927,019
ProductVolume
SGD
USD
Equivalent
IRS SGD2,472,025,000 $1,755,263,251
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,472,025,000$1,755,263,251
ProductVolume
ZAR
USD
Equivalent
IRS ZAR18,891,000,000 $1,418,829,096
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR18,891,000,000$1,418,829,096
ProductUSD
Equivalent
IRS$187,252,350,364
OIS$174,867,364,665
Basis$10,810,374,750
Zeroes$835,190,300
FRAs$15,510,648,391
VNS$45,170,688
Inflation$0
Total$389,321,099,158
Show:
ProductUSD
Equivalent
IRS $494,311,405,220
OIS $652,999,390,000
Basis $44,358,500,000
Zeroes $1,046,500,000
FRAs $202,558,000,000
VNS $1,159,216,193
Inflation $0
Total$1,396,433,011,413
ProductVolume
EUR
USD
Equivalent
IRS €124,127,283,640 $142,006,201,726
OIS €88,478,760,000 $101,034,475,651
Basis €610,000,000 $685,357,875
Zeroes €2,119,000,000 $2,429,323,800
FRAs €17,260,000,000 $19,721,981,000
VNS €0 $0
Inflation €50,000,000 $56,227,500
Total€232,645,043,640$265,933,567,552
ProductVolume
GBP
USD
Equivalent
IRS £36,260,890,229 $56,474,399,668
OIS £31,163,410,000 $48,813,482,288
Basis £15,000,000 $23,531,250
Zeroes £69,705,444 $109,604,116
FRAs £13,308,000,000 $20,608,171,200
VNS £189,000,000 $292,458,600
Inflation £834,798,255 $1,300,935,413
Total£81,840,803,928$127,622,582,535
ProductVolume
JPY
USD
Equivalent
IRS ¥10,564,623,066,500 $87,772,907,524
OIS ¥107,400,000,000 $903,432,032
Basis ¥50,000,000,000 $417,048,962
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,722,023,066,500$89,093,388,518
ProductVolume
CHF
USD
Equivalent
IRS CHF2,137,220,000 $2,258,228,940
OIS CHF1,000,000,000 $1,035,089,535
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,137,220,000$3,293,318,475
ProductVolume
AUD
USD
Equivalent
IRS $54,699,799,000 $39,086,101,257
OIS $0 $0
Basis $1,314,000,000 $938,626,700
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$56,013,799,000$40,024,727,957
ProductVolume
CAD
USD
Equivalent
IRS $27,739,570,000 $20,863,474,932
OIS $39,931,000,000 $29,995,833,493
Basis $0 $0
Zeroes $1,310,000,000 $986,185,870
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$68,980,570,000$51,845,494,295
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK14,309,080,000 $599,214,166
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,309,080,000$599,214,166
ProductVolume
DKK
USD
Equivalent
IRS DKK1,900,000,000 $292,106,467
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK1,000,000,000 $150,640,977
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,900,000,000$442,747,444
ProductVolume
HKD
USD
Equivalent
IRS HKD81,507,700,000 $10,516,492,940
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD81,507,700,000$10,516,492,940
ProductVolume
HUF
USD
Equivalent
IRS HUF666,662,880,000 $2,413,515,018
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF66,500,000,000 $242,456,724
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF733,162,880,000$2,655,971,742
ProductVolume
NOK
USD
Equivalent
IRS NOK11,193,608,000 $1,352,721,447
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK38,500,000,000 $4,651,560,916
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK49,693,608,000$6,004,282,363
ProductVolume
NZD
USD
Equivalent
IRS NZD10,936,023,000 $7,064,688,335
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD10,936,023,000$7,064,688,335
ProductVolume
PLN
USD
Equivalent
IRS PLN16,764,943,074 $4,507,264,106
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN100,000,000 $26,761,581
FRAs PLN14,647,000,000 $3,957,847,612
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN31,511,943,074$8,491,873,299
ProductVolume
SEK
USD
Equivalent
IRS SEK99,324,193,000 $11,772,448,151
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,472,000,000 $295,124,430
FRAs SEK237,580,000,000 $28,100,881,529
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK339,376,193,000$40,168,454,110
ProductVolume
SGD
USD
Equivalent
IRS SGD12,781,800,000 $9,100,406,493
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,781,800,000$9,100,406,493
ProductVolume
ZAR
USD
Equivalent
IRS ZAR96,379,120,000 $7,301,107,266
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR96,379,120,000$7,301,107,266
ProductUSD
Equivalent
IRS$897,692,683,656
OIS$834,781,702,999
Basis$46,423,064,787
Zeroes$4,893,499,797
FRAs$279,991,539,958
VNS$1,451,674,793
Inflation$1,357,162,913
Total$2,066,591,328,903
Show:
ProductUSD
Equivalent
IRS $10,810,086,174,995
OIS $10,163,843,982,000
Basis $459,558,212,946
Zeroes $129,992,226,143
FRAs $3,207,759,000,000
VNS $27,734,153,951
Inflation $0
Total$24,798,973,750,035
ProductVolume
EUR
USD
Equivalent
IRS €3,913,984,818,940 $4,370,793,532,887
OIS €7,724,996,363,965 $8,671,228,351,463
Basis €14,052,300,000 $15,756,531,335
Zeroes €142,920,642,141 $158,897,629,799
FRAs €2,277,276,249,925 $2,547,203,323,595
VNS €3,753,508,133 $4,191,312,152
Inflation €350,796,000 $388,500,774
Total€14,077,334,679,104$15,768,459,182,005
ProductVolume
GBP
USD
Equivalent
IRS £980,586,212,340 $1,506,393,238,322
OIS £4,135,585,119,500 $6,351,769,364,461
Basis £37,805,530,000 $58,267,050,985
Zeroes £14,458,395,109 $22,308,383,278
FRAs £329,153,100,000 $507,330,643,560
VNS £4,065,898,561 $6,262,054,680
Inflation £6,332,245,765 $9,887,813,699
Total£5,507,986,501,275$8,462,218,548,985
ProductVolume
JPY
USD
Equivalent
IRS ¥226,897,824,411,507 $1,880,334,816,073
OIS ¥14,099,198,000,000 $117,707,662,275
Basis ¥4,503,380,000,000 $37,842,119,999
Zeroes ¥2,500,000,000 $20,875,955
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥245,502,902,411,507$2,035,905,474,302
ProductVolume
CHF
USD
Equivalent
IRS CHF266,591,563,646 $283,801,424,289
OIS CHF5,102,000,000 $5,345,549,204
Basis CHF20,269,300,000 $21,262,424,934
Zeroes CHF20,327,500,000 $21,560,407,563
FRAs CHF1,176,500,000 $1,230,502,360
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF313,466,863,646$333,200,308,350
ProductVolume
AUD
USD
Equivalent
IRS $1,362,922,022,133 $1,057,389,005,577
OIS $0 $0
Basis $39,448,900,173 $30,388,339,441
Zeroes $5,378,000,000 $4,201,012,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,407,748,922,306$1,091,978,357,418
ProductVolume
CAD
USD
Equivalent
IRS $1,040,574,450,002 $830,993,369,208
OIS $920,099,890,000 $729,738,578,193
Basis $1,873,300,000 $1,511,123,988
Zeroes $64,455,578,314 $50,471,287,511
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,027,003,218,316$1,612,714,358,900
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,253,401,824,542 $50,917,637,940
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK855,710,000,000 $34,760,317,029
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,116,111,824,542$85,963,053,690
ProductVolume
DKK
USD
Equivalent
IRS DKK362,430,328,681 $54,334,827,527
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,987,000,000 $296,819,938
FRAs DKK129,712,500,000 $19,308,323,609
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK494,129,828,681$73,939,971,074
ProductVolume
HKD
USD
Equivalent
IRS HKD611,294,129,727 $78,840,950,062
OIS HKD0 $0
Basis HKD2,130,000,000 $274,723,121
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD613,424,129,727$79,115,673,183
ProductVolume
HUF
USD
Equivalent
IRS HUF22,396,219,476,396 $80,898,832,282
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF114,100,000,000 $407,623,300
FRAs HUF35,755,870,000,000 $129,435,215,459
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF58,266,189,476,396$210,741,671,041
ProductVolume
NOK
USD
Equivalent
IRS NOK494,332,994,186 $62,924,897,192
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK19,071,000,000 $2,451,782,873
FRAs NOK2,268,794,453,000 $288,647,124,288
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,782,198,447,186$354,023,804,353
ProductVolume
NZD
USD
Equivalent
IRS NZD743,689,745,136 $538,913,869,634
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD11,955,808,500 $8,381,486,249
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD755,645,553,636$547,295,355,883
ProductVolume
PLN
USD
Equivalent
IRS PLN578,261,701,428 $154,890,471,544
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN5,690,000,000 $1,541,474,237
FRAs PLN574,459,500,000 $153,484,004,987
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,158,411,201,428$309,915,950,768
ProductVolume
SEK
USD
Equivalent
IRS SEK2,654,577,702,258 $316,423,626,941
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK56,327,000,000 $6,641,714,596
FRAs SEK4,526,061,246,000 $535,923,985,931
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK7,236,965,948,258$858,989,327,468
ProductVolume
SGD
USD
Equivalent
IRS SGD306,858,611,946 $226,068,314,728
OIS SGD0 $0
Basis SGD140,000,000 $102,070,575
Zeroes SGD1,020,000,000 $758,529,306
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD308,018,611,946$226,928,914,609
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,575,419,163,482 $129,404,357,987
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,575,419,163,482$129,404,357,987
ProductUSD
Equivalent
IRS$22,433,409,347,188
OIS$26,039,633,487,596
Basis$624,962,597,324
Zeroes$408,216,351,869
FRAs$7,425,082,440,818
VNS$38,187,520,783
Inflation$10,276,314,473
Total$56,979,768,060,051
Show:
ProductUSD
Equivalent
IRS $3,706,085,916,957
OIS $1,825,669,062,134
Basis $441,359,510,573
Zeroes $95,093,912,229
FRAs $841,792,000,000
VNS $49,156,312,969
Inflation $0
Total$6,959,156,714,862
ProductVolume
EUR
USD
Equivalent
IRS €1,517,617,321,845 $1,696,620,284,957
OIS €974,578,594,716 $1,089,530,139,963
Basis €32,000,242,883 $35,774,671,531
Zeroes €145,379,402,994 $162,526,903,577
FRAs €210,047,616,925 $234,822,733,341
VNS €12,085,534,093 $13,511,022,839
Inflation €350,796,000 $392,172,388
Total€2,892,059,509,456$3,233,177,928,596
ProductVolume
GBP
USD
Equivalent
IRS £372,394,408,812 $573,245,333,205
OIS £590,119,483,310 $908,400,426,633
Basis £26,001,500,000 $40,025,409,025
Zeroes £15,124,205,344 $23,281,445,496
FRAs £90,321,500,000 $139,036,401,025
VNS £6,659,322,428 $10,251,027,979
Inflation £6,231,809,065 $9,592,935,284
Total£1,106,852,228,959$1,703,832,978,647
ProductVolume
JPY
USD
Equivalent
IRS ¥58,180,286,827,001 $478,122,092,509
OIS ¥1,729,188,000,000 $14,210,362,822
Basis ¥1,123,080,000,000 $9,229,403,788
Zeroes ¥21,200,000,000 $174,220,323
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥61,053,754,827,001$501,736,079,442
ProductVolume
CHF
USD
Equivalent
IRS CHF163,746,072,974 $170,125,790,103
OIS CHF6,339,500,000 $6,586,493,506
Basis CHF20,102,950,000 $20,886,181,818
Zeroes CHF326,500,000 $339,220,779
FRAs CHF3,046,500,000 $3,165,194,805
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF193,561,522,974$201,102,881,011
ProductVolume
AUD
USD
Equivalent
IRS $804,787,113,519 $576,831,163,614
OIS $0 $0
Basis $56,415,850,173 $40,436,060,611
Zeroes $2,228,000,000 $1,596,919,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$863,430,963,692$618,864,143,225
ProductVolume
CAD
USD
Equivalent
IRS $550,739,130,402 $417,179,207,213
OIS $162,592,176,817 $123,161,895,858
Basis $4,160,800,000 $3,151,763,057
Zeroes $75,660,352,000 $57,311,935,765
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$793,152,459,219$600,804,801,893
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK639,608,415,458 $26,465,094,979
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK238,200,000,000 $9,856,007,944
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK877,808,415,458$36,321,102,923
ProductVolume
DKK
USD
Equivalent
IRS DKK299,665,264,083 $44,913,185,366
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $149,877,850
FRAs DKK10,000,000,000 $1,498,778,496
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK310,665,264,083$46,561,841,712
ProductVolume
HKD
USD
Equivalent
IRS HKD374,862,960,275 $48,369,414,229
OIS HKD0 $0
Basis HKD5,430,000,000 $700,645,161
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD380,292,960,275$49,070,059,390
ProductVolume
HUF
USD
Equivalent
IRS HUF8,809,847,577,720 $31,342,847,509
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,836,330,000,000 $34,994,770,172
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF18,646,177,577,720$66,337,617,681
ProductVolume
NOK
USD
Equivalent
IRS NOK244,731,816,414 $29,529,165,329
OIS NOK0 $0
Basis NOK995,000,000 $120,055,986
Zeroes NOK18,953,000,000 $2,286,855,378
FRAs NOK415,876,600,000 $50,179,372,089
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK680,556,416,414$82,115,448,782
ProductVolume
NZD
USD
Equivalent
IRS NZD857,696,442,002 $554,029,016,711
OIS NZD0 $0
Basis NZD100,000,000 $64,595,000
Zeroes NZD5,906,000,000 $3,814,980,700
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD863,702,442,002$557,908,592,411
ProductVolume
PLN
USD
Equivalent
IRS PLN194,424,660,250 $51,512,090,890
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN350,000,000 $92,731,199
FRAs PLN155,909,000,000 $41,307,509,902
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN350,683,660,250$92,912,331,991
ProductVolume
SEK
USD
Equivalent
IRS SEK2,015,919,188,532 $238,220,739,806
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK75,400,000,000 $8,910,001,891
FRAs SEK1,507,086,600,000 $178,092,101,531
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,598,405,788,532$425,222,843,228
ProductVolume
SGD
USD
Equivalent
IRS SGD326,823,138,463 $232,061,020,672
OIS SGD0 $0
Basis SGD140,000,000 $99,407,108
Zeroes SGD500,000,000 $355,025,384
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD327,463,138,463$232,515,453,164
ProductVolume
ZAR
USD
Equivalent
IRS ZAR824,208,075,255 $61,903,043,693
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR824,208,075,255$61,903,043,693
ProductUSD
Equivalent
IRS$8,936,555,407,742
OIS$3,967,558,380,916
Basis$591,847,703,658
Zeroes$355,934,029,571
FRAs$1,534,744,869,305
VNS$72,918,363,787
Inflation$9,985,107,672
Total$15,469,543,862,651

Figures as of COB Aug 28, 2015.

Notional Outstanding by Product

As of COB Aug 28, 2015

Daily Notional by Tenor
 

As of COB Aug 28, 2015

Notional Outstanding by Tenor
 

As of COB Aug 28, 2015

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,226,492,634,230
$4,963,398,100,925
$137,470,697,320,579
$104,009,972,206,616
EUR
€276,339,471,172
€1,913,237,313,855
€108,773,787,330,014
€77,399,221,821,463
GBP
£43,380,575,726
£865,721,689,216
£32,528,361,985,571
£27,429,572,126,221
JPY
¥10,875,702,000,000
¥39,947,402,553,000
¥1,165,307,480,899,010
¥1,714,722,587,583,730
CHF
CHF1,789,760,000
CHF20,899,520,000
CHF2,514,191,688,207
CHF3,554,936,806,957
AUD
$13,277,590,000
$196,169,478,422
$5,622,808,798,968
$10,668,031,767,574
CAD
$10,365,900,200
$206,010,748,214
$7,202,843,304,317
$11,137,844,685,480
Other*
Show All
Hide
$68,192,207,600
$358,298,535,252
$11,658,974,725,377
$14,022,381,784,218
CZK
CZK4,880,000,000
CZK92,424,440,000
CZK8,052,130,007,579
CZK11,973,344,390,585
DKK
DKK700,000,000
DKK35,872,000,000
DKK3,146,370,847,714
DKK4,226,932,543,974
HKD
HKD109,494,000,000
HKD225,671,400,000
HKD3,337,649,950,487
HKD6,378,289,266,435
HUF
HUF183,850,000,000
HUF2,897,005,760,000
HUF218,985,735,632,724
HUF219,702,104,475,650
NOK
NOK129,947,840,000
NOK466,329,252,000
NOK14,816,427,706,054
NOK16,387,715,043,516
NZD
NZD3,175,900,000
NZD33,146,202,000
NZD2,174,794,854,923
NZD3,047,254,861,070
PLN
PLN14,677,300,000
PLN94,440,086,148
PLN5,141,440,526,327
PLN6,038,425,574,044
SEK
SEK189,107,760,000
SEK1,288,868,858,604
SEK27,305,759,075,292
SEK30,350,517,747,688
SGD
SGD8,037,850,000
SGD43,891,200,000
SGD1,372,738,725,186
SGD2,152,540,609,165
ZAR
ZAR45,660,000,000
ZAR279,686,240,000
ZAR6,465,775,308,301
ZAR8,365,584,674,825
Total in USD$1,779,000,572,740$9,491,831,026,404$343,020,479,196,780$280,652,567,818,425

Figures as of COB Aug 28, 2015. Weekly figures as of COB Aug 28, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $355,011,338,000
OIS $381,420,000,000
Basis $47,402,800,000
Zeroes $5,721,276,010
FRAs $436,778,000,000
VNS $159,220,220
Inflation $0
Total$1,226,492,634,230
ProductVolume
EUR
USD
Equivalent
IRS €154,632,371,172 $172,871,259,351
OIS €80,648,000,000 $90,160,431,600
Basis €610,000,000 $681,949,500
Zeroes €868,000,000 $970,380,600
FRAs €37,000,000,000 $41,364,150,000
VNS €0 $0
Inflation €2,581,100,000 $2,885,540,745
Total€276,339,471,172$308,933,711,796
ProductVolume
GBP
USD
Equivalent
IRS £20,460,747,358 $31,496,251,446
OIS £12,750,000,000 $19,626,712,500
Basis £3,214,000,000 $4,947,470,900
Zeroes £1,355,828,368 $2,087,094,398
FRAs £5,600,000,000 $8,620,360,000
VNS £0 $0
Inflation £0 $0
Total£43,380,575,726$66,777,889,244
ProductVolume
JPY
USD
Equivalent
IRS ¥10,518,662,000,000 $86,441,730,698
OIS ¥116,000,000,000 $953,281,012
Basis ¥41,040,000,000 $337,264,248
Zeroes ¥200,000,000,000 $1,643,587,953
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,875,702,000,000$89,375,863,911
ProductVolume
CHF
USD
Equivalent
IRS CHF1,293,760,000 $1,344,166,234
OIS CHF0 $0
Basis CHF496,000,000 $515,324,675
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,789,760,000$1,859,490,909
ProductVolume
AUD
USD
Equivalent
IRS $13,221,590,000 $9,476,574,633
OIS $0 $0
Basis $56,000,000 $40,138,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$13,277,590,000$9,516,712,633
ProductVolume
CAD
USD
Equivalent
IRS $9,117,400,200 $6,906,336,553
OIS $0 $0
Basis $0 $0
Zeroes $1,248,500,000 $945,725,864
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,365,900,200$7,852,062,417
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,880,000,000 $201,919,894
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,880,000,000$201,919,894
ProductVolume
DKK
USD
Equivalent
IRS DKK700,000,000 $104,914,495
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK700,000,000$104,914,495
ProductVolume
HKD
USD
Equivalent
IRS HKD109,494,000,000 $14,128,258,065
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD109,494,000,000$14,128,258,065
ProductVolume
HUF
USD
Equivalent
IRS HUF183,850,000,000 $654,084,246
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF183,850,000,000$654,084,246
ProductVolume
NOK
USD
Equivalent
IRS NOK25,299,840,000 $3,052,660,537
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK104,648,000,000 $12,626,752,576
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK129,947,840,000$15,679,413,113
ProductVolume
NZD
USD
Equivalent
IRS NZD3,175,900,000 $2,051,472,605
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,175,900,000$2,051,472,605
ProductVolume
PLN
USD
Equivalent
IRS PLN5,627,300,000 $1,490,932,213
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,050,000,000 $2,397,763,853
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN14,677,300,000$3,888,696,066
ProductVolume
SEK
USD
Equivalent
IRS SEK41,397,760,000 $4,891,964,455
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK147,710,000,000 $17,454,859,142
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK189,107,760,000$22,346,823,597
ProductVolume
SGD
USD
Equivalent
IRS SGD8,037,850,000 $5,707,281,571
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,037,850,000$5,707,281,571
ProductVolume
ZAR
USD
Equivalent
IRS ZAR45,660,000,000 $3,429,343,948
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR45,660,000,000$3,429,343,948
ProductUSD
Equivalent
IRS$699,260,488,944
OIS$492,160,425,112
Basis$53,924,947,323
Zeroes$11,368,064,825
FRAs$519,241,885,571
VNS$159,220,220
Inflation$2,885,540,745
Total$1,779,000,572,740
Show:
ProductUSD
Equivalent
IRS $1,694,392,410,766
OIS $1,585,186,600,000
Basis $303,813,400,000
Zeroes $22,897,892,561
FRAs $1,353,702,000,000
VNS $3,405,797,598
Inflation $0
Total$4,963,398,100,925
ProductVolume
EUR
USD
Equivalent
IRS €790,476,571,495 $900,640,612,605
OIS €460,008,920,000 $523,122,611,882
Basis €3,820,000,000 $4,315,350,750
Zeroes €14,160,000,000 $16,065,082,800
FRAs €633,594,000,000 $717,291,756,400
VNS €1,921,322,360 $2,160,623,060
Inflation €9,256,500,000 $10,545,667,255
Total€1,913,237,313,855$2,174,141,704,752
ProductVolume
GBP
USD
Equivalent
IRS £180,998,167,623 $281,749,838,911
OIS £332,418,420,000 $518,336,945,115
Basis £16,976,000,000 $26,434,385,000
Zeroes £6,327,359,060 $9,766,213,780
FRAs £325,528,000,000 $504,688,994,200
VNS £571,946,023 $883,594,075
Inflation £2,901,796,510 $4,514,060,856
Total£865,721,689,216$1,346,374,031,937
ProductVolume
JPY
USD
Equivalent
IRS ¥38,497,182,553,000 $320,433,080,957
OIS ¥543,800,000,000 $4,543,718,388
Basis ¥706,420,000,000 $5,862,277,119
Zeroes ¥200,000,000,000 $1,643,587,953
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥39,947,402,553,000$332,482,664,417
ProductVolume
CHF
USD
Equivalent
IRS CHF14,103,520,000 $14,891,807,751
OIS CHF2,000,000,000 $2,070,179,070
Basis CHF2,796,000,000 $2,958,154,707
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $2,070,179,070
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF20,899,520,000$21,990,320,598
ProductVolume
AUD
USD
Equivalent
IRS $184,295,478,422 $131,704,313,270
OIS $0 $0
Basis $11,874,000,000 $8,488,153,300
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$196,169,478,422$140,192,466,570
ProductVolume
CAD
USD
Equivalent
IRS $101,076,140,200 $76,064,864,212
OIS $100,002,000,000 $75,169,834,962
Basis $290,000,000 $217,652,357
Zeroes $4,642,608,014 $3,500,850,422
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$206,010,748,214$154,953,201,953
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK82,424,440,000 $3,479,364,508
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK10,000,000,000 $415,368,640
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK92,424,440,000$3,894,733,148
ProductVolume
DKK
USD
Equivalent
IRS DKK17,872,000,000 $2,714,912,735
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK18,000,000,000 $2,711,537,592
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK35,872,000,000$5,426,450,327
ProductVolume
HKD
USD
Equivalent
IRS HKD225,671,400,000 $29,116,695,897
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD225,671,400,000$29,116,695,897
ProductVolume
HUF
USD
Equivalent
IRS HUF2,764,005,760,000 $10,028,445,560
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF133,000,000,000 $484,913,448
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,897,005,760,000$10,513,359,008
ProductVolume
NOK
USD
Equivalent
IRS NOK62,361,252,000 $7,538,189,529
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK403,968,000,000 $48,727,883,169
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK466,329,252,000$56,266,072,698
ProductVolume
NZD
USD
Equivalent
IRS NZD33,146,202,000 $21,407,186,293
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD33,146,202,000$21,407,186,293
ProductVolume
PLN
USD
Equivalent
IRS PLN51,830,086,148 $13,921,336,352
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,676,000,000 $716,139,910
FRAs PLN39,934,000,000 $10,788,896,569
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN94,440,086,148$25,426,372,831
ProductVolume
SEK
USD
Equivalent
IRS SEK760,764,858,604 $91,276,311,838
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK4,944,000,000 $590,248,859
FRAs SEK523,160,000,000 $61,929,119,379
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,288,868,858,604$153,795,680,076
ProductVolume
SGD
USD
Equivalent
IRS SGD43,891,200,000 $31,244,147,273
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD43,891,200,000$31,244,147,273
ProductVolume
ZAR
USD
Equivalent
IRS ZAR279,686,240,000 $21,207,837,701
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR279,686,240,000$21,207,837,701
ProductUSD
Equivalent
IRS$3,651,811,356,158
OIS$2,708,429,889,417
Basis$352,089,373,233
Zeroes$55,180,016,285
FRAs$2,702,810,648,467
VNS$6,450,014,733
Inflation$15,059,728,111
Total$9,491,831,026,404
Show:
ProductUSD
Equivalent
IRS $43,498,357,222,044
OIS $28,752,010,311,024
Basis $4,408,375,254,151
Zeroes $649,915,065,826
FRAs $60,037,467,000,000
VNS $124,465,667,534
Inflation $106,800,000
Total$137,470,697,320,579
ProductVolume
EUR
USD
Equivalent
IRS €32,228,992,061,122 $35,999,854,306,935
OIS €33,386,409,224,318 $37,458,648,079,233
Basis €334,593,305,013 $371,897,710,773
Zeroes €1,281,980,389,815 $1,433,486,874,433
FRAs €41,384,808,499,850 $46,144,616,751,890
VNS €91,400,263,196 $101,054,764,234
Inflation €65,603,586,700 $72,902,442,407
Total€108,773,787,330,014$121,582,460,929,905
ProductVolume
GBP
USD
Equivalent
IRS £5,658,192,028,408 $8,681,927,998,382
OIS £15,206,518,584,339 $23,353,235,859,907
Basis £1,027,897,177,675 $1,575,497,650,670
Zeroes £85,690,973,478 $130,813,373,913
FRAs £10,483,467,000,000 $16,067,413,560,280
VNS £20,814,864,893 $31,957,358,298
Inflation £45,781,356,778 $71,064,592,239
Total£32,528,361,985,571$49,911,910,393,689
ProductVolume
JPY
USD
Equivalent
IRS ¥1,077,040,594,899,010 $8,914,006,945,184
OIS ¥41,991,398,000,000 $349,947,217,340
Basis ¥36,960,428,000,000 $307,768,916,935
Zeroes ¥8,845,060,000,000 $73,090,226,298
FRAs ¥470,000,000,000 $3,843,111,506
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,165,307,480,899,010$9,648,656,417,263
ProductVolume
CHF
USD
Equivalent
IRS CHF987,997,488,207 $1,049,218,856,165
OIS CHF63,282,000,000 $67,138,289,092
Basis CHF140,246,200,000 $147,593,858,637
Zeroes CHF49,655,000,000 $53,009,146,836
FRAs CHF1,273,011,000,000 $1,339,100,465,879
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,514,191,688,207$2,656,060,616,609
ProductVolume
AUD
USD
Equivalent
IRS $5,071,926,998,422 $3,922,478,030,383
OIS $0 $0
Basis $521,594,200,546 $402,097,718,019
Zeroes $29,287,600,000 $22,793,373,140
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,622,808,798,968$4,347,369,121,542
ProductVolume
CAD
USD
Equivalent
IRS $4,341,910,881,372 $3,475,170,488,555
OIS $2,511,726,224,000 $1,992,879,589,996
Basis $85,005,200,000 $68,036,413,643
Zeroes $264,200,998,945 $208,263,179,622
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$7,202,843,304,317$5,744,349,671,816
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,145,154,007,579 $209,418,714,390
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,000,000,000 $652,476,575
FRAs CZK2,890,976,000,000 $117,322,048,994
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,052,130,007,579$327,393,239,959
ProductVolume
DKK
USD
Equivalent
IRS DKK1,360,757,847,714 $204,472,075,766
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK18,914,000,000 $2,839,654,773
FRAs DKK1,766,699,000,000 $266,149,572,557
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,146,370,847,714$473,461,303,096
ProductVolume
HKD
USD
Equivalent
IRS HKD3,330,849,950,487 $429,587,134,634
OIS HKD0 $0
Basis HKD4,800,000,000 $619,100,310
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD3,337,649,950,487$430,464,242,865
ProductVolume
HUF
USD
Equivalent
IRS HUF77,422,595,632,724 $279,697,347,519
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF454,200,000,000 $1,615,153,933
FRAs HUF141,108,940,000,000 $509,802,159,055
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF218,985,735,632,724$791,114,660,507
ProductVolume
NOK
USD
Equivalent
IRS NOK2,920,208,339,786 $370,856,038,893
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK141,336,460,268 $17,693,333,378
FRAs NOK11,754,882,906,000 $1,502,582,138,529
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,816,427,706,054$1,891,131,510,800
ProductVolume
NZD
USD
Equivalent
IRS NZD2,152,019,037,923 $1,556,993,346,155
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD22,775,817,000 $15,869,966,687
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,174,794,854,923$1,572,863,312,842
ProductVolume
PLN
USD
Equivalent
IRS PLN2,144,386,526,327 $575,497,627,834
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,792,000,000 $4,266,959,425
FRAs PLN2,981,262,000,000 $798,324,045,775
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,141,440,526,327$1,378,088,633,034
ProductVolume
SEK
USD
Equivalent
IRS SEK9,747,673,630,002 $1,162,665,400,009
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK138,120,953,290 $16,390,568,309
FRAs SEK17,419,964,492,000 $2,070,887,037,215
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK27,305,759,075,292$3,249,943,005,533
ProductVolume
SGD
USD
Equivalent
IRS SGD1,365,302,725,186 $1,005,589,239,601
OIS SGD0 $0
Basis SGD280,000,000 $204,141,149
Zeroes SGD7,156,000,000 $5,339,049,308
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,372,738,725,186$1,011,132,430,058
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,465,775,308,301 $533,382,386,683
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,465,775,308,301$533,382,386,683
ProductUSD
Equivalent
IRS$111,869,173,159,132
OIS$91,973,859,346,592
Basis$7,282,090,764,287
Zeroes$2,636,296,410,377
FRAs$128,857,507,891,680
VNS$257,477,790,066
Inflation$144,073,834,646
Total$343,020,479,196,780
Show:
ProductUSD
Equivalent
IRS $43,030,730,869,008
OIS $17,954,149,689,238
Basis $9,769,620,365,870
Zeroes $552,525,509,895
FRAs $32,411,004,956,554
VNS $291,834,016,051
Inflation $106,800,000
Total$104,009,972,206,616
ProductVolume
EUR
USD
Equivalent
IRS €39,328,861,006,598 $43,967,700,162,327
OIS €15,320,321,203,479 $17,127,353,089,430
Basis €612,956,806,389 $685,255,061,702
Zeroes €1,405,625,931,077 $1,571,419,509,647
FRAs €20,505,360,635,227 $22,923,967,922,152
VNS €161,312,651,993 $180,339,479,295
Inflation €64,783,586,700 $72,424,810,751
Total€77,399,221,821,463$86,528,460,035,304
ProductVolume
GBP
USD
Equivalent
IRS £8,330,566,454,788 $12,823,657,472,178
OIS £7,735,970,437,460 $11,908,366,092,905
Basis £2,898,357,875,299 $4,461,587,195,342
Zeroes £208,239,672,693 $320,553,740,160
FRAs £8,154,046,928,857 $12,551,932,139,936
VNS £56,909,837,045 $87,604,157,655
Inflation £45,480,920,078 $70,011,054,322
Total£27,429,572,126,220$42,223,711,852,498
ProductVolume
JPY
USD
Equivalent
IRS ¥1,507,073,656,583,730 $12,385,040,527,458
OIS ¥35,676,098,000,000 $293,184,024,325
Basis ¥158,000,373,000,000 $1,298,437,547,767
Zeroes ¥13,722,460,000,000 $112,770,349,673
FRAs ¥250,000,000,000 $2,054,484,941
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,714,722,587,583,730$14,091,486,934,164
ProductVolume
CHF
USD
Equivalent
IRS CHF2,153,354,111,235 $2,237,251,024,660
OIS CHF60,478,600,000 $62,834,909,091
Basis CHF446,223,900,000 $463,609,246,753
Zeroes CHF34,996,031,459 $36,359,513,204
FRAs CHF859,884,164,263 $893,386,144,689
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,554,936,806,957$3,693,440,838,397
ProductVolume
AUD
USD
Equivalent
IRS $9,392,942,367,128 $6,732,391,441,639
OIS $0 $0
Basis $1,268,103,800,446 $908,913,398,970
Zeroes $6,985,600,000 $5,006,928,800
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,668,031,767,574$7,646,311,769,409
ProductVolume
CAD
USD
Equivalent
IRS $8,908,771,188,573 $6,748,302,229,726
OIS $1,592,558,712,072 $1,206,346,787,920
Basis $267,346,595,446 $202,512,286,821
Zeroes $369,168,189,389 $279,641,093,352
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,137,844,685,480$8,436,802,397,819
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,911,584,390,585 $410,111,899,644
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK23,200,000,000 $959,947,037
FRAs CZK2,038,560,000,000 $84,349,553,128
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,973,344,390,585$495,421,399,809
ProductVolume
DKK
USD
Equivalent
IRS DKK2,827,238,543,974 $423,740,433,143
OIS DKK0 $0
Basis DKK1,930,000,000 $289,264,250
Zeroes DKK17,690,000,000 $2,651,339,159
FRAs DKK1,380,074,000,000 $206,842,523,343
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,226,932,543,974$633,523,559,895
ProductVolume
HKD
USD
Equivalent
IRS HKD6,358,829,266,435 $820,494,098,895
OIS HKD0 $0
Basis HKD17,460,000,000 $2,252,903,226
Zeroes HKD2,000,000,000 $258,064,516
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,378,289,266,435$823,005,066,637
ProductVolume
HUF
USD
Equivalent
IRS HUF139,054,744,475,650 $494,715,897,523
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF448,600,000,000 $1,595,986,908
FRAs HUF80,198,760,000,000 $285,323,608,937
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF219,702,104,475,650$781,635,493,368
ProductVolume
NOK
USD
Equivalent
IRS NOK6,823,823,105,248 $823,357,598,548
OIS NOK0 $0
Basis NOK10,051,400,000 $1,212,794,710
Zeroes NOK150,420,460,268 $18,149,624,782
FRAs NOK9,403,420,078,000 $1,134,609,917,952
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK16,387,715,043,516$1,977,329,935,992
ProductVolume
NZD
USD
Equivalent
IRS NZD3,026,996,861,070 $1,955,288,622,408
OIS NZD0 $0
Basis NZD400,000,000 $258,380,000
Zeroes NZD19,858,000,000 $12,827,275,100
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,047,254,861,070$1,968,374,277,508
ProductVolume
PLN
USD
Equivalent
IRS PLN3,869,797,574,044 $1,025,288,479,882
OIS PLN0 $0
Basis PLN674,000,000 $178,573,794
Zeroes PLN23,454,000,000 $6,214,050,101
FRAs PLN2,144,500,000,000 $568,177,302,052
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,038,425,574,044$1,599,858,405,829
ProductVolume
SEK
USD
Equivalent
IRS SEK17,062,819,882,067 $2,016,309,779,976
OIS SEK0 $0
Basis SEK500,000,000 $59,084,893
Zeroes SEK211,217,953,290 $24,959,580,413
FRAs SEK13,075,979,912,332 $1,545,185,752,544
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK30,350,517,747,689$3,586,514,197,826
ProductVolume
SGD
USD
Equivalent
IRS SGD2,146,844,609,165 $1,524,368,664,866
OIS SGD0 $0
Basis SGD280,000,000 $198,814,215
Zeroes SGD5,416,000,000 $3,845,634,963
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,152,540,609,165$1,528,413,114,044
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,365,584,674,825 $628,306,333,308
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,365,584,674,825$628,306,333,308
ProductUSD
Equivalent
IRS$138,047,055,535,189
OIS$48,552,234,592,909
Basis$17,794,384,918,313
Zeroes$2,949,738,147,710
FRAs$72,606,834,306,228
VNS$559,777,653,001
Inflation$142,542,665,073
Total$280,652,567,818,423

Figures as of COB Aug 28, 2015.

Notional Outstanding by Product

As of COB Aug 28, 2015

Daily Notional by Tenor

As of COB Aug 28, 2015

Notional Outstanding by Currency

As of COB Aug 28, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, 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.