Daily Volumes

  • Client Notional Cleared (USD)
    $185,729,765,786,880
    Notional Outstanding (USD)
    $406,711,385,600,617
    As of COB Nov 26, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $342,601,000,000,000
    Trades Compressed
    3,441,960
  • 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 Nov 26, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, HUF, SGD, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$70,704,323,467
$313,806,391,513
$22,113,253,728,283
$3,683,674,502,211
EUR
€164,587,596,974
€722,128,594,557
€43,269,783,623,610
€4,081,511,236,752
GBP
£31,890,448,500
£147,521,635,948
£15,598,619,687,393
£1,402,129,674,019
JPY
¥1,793,078,445,000
¥4,998,591,063,000
¥276,850,538,328,244
¥44,870,136,152,356
CHF
CHF11,762,230,000
CHF12,896,436,000
CHF332,039,763,813
CHF197,866,735,213
AUD
$8,896,700,000
$44,824,159,500
$1,693,547,585,098
$1,479,129,913,687
CAD
$10,323,448,000
$35,158,477,000
$2,588,384,475,072
$801,494,546,747
Other*
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$25,126,906,236
$63,551,094,075
$2,991,552,015,845
$1,467,502,687,809
CZK
CZK650,000,000
CZK11,370,870,000
CZK655,816,157,634
CZK384,024,615,268
DKK
DKK417,000,000
DKK3,109,700,000
DKK256,763,800,000
DKK261,234,934,363
HKD
HKD677,800,000
HKD18,578,200,000
HKD643,057,339,533
HKD195,395,040,000
HUF
HUF20,353,200,000
HUF1,244,717,000,000
HUF54,926,889,833,000
HUF16,568,430,941,000
NOK
NOK4,757,000,000
NOK91,377,663,000
NOK2,180,572,809,654
NOK1,113,599,975,053
NZD
NZD7,923,930,000
NZD12,286,121,000
NZD837,223,981,478
NZD658,924,310,210
PLN
PLN10,269,800,000
PLN31,508,900,000
PLN620,746,054,574
PLN166,899,667,000
SEK
SEK90,789,685,000
SEK106,811,842,000
SEK7,503,248,622,199
SEK3,318,841,414,899
SGD
SGD2,854,000,000
SGD4,305,655,000
SGD208,558,550,328
SGD147,281,947,471
ZAR
ZAR4,145,000,000
ZAR52,349,810,000
ZAR1,028,556,838,952
ZAR213,527,660,000
Total in USD$396,296,873,215$1,635,713,527,660$115,987,583,638,817$15,034,475,733,515

Figures as of COB Nov 26, 2014. Weekly figures as of COB Nov 21, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $65,761,253,067
OIS $2,969,880,000
Basis $1,350,000,000
Zeroes $623,190,400
FRAs $0
Total$70,704,323,467
ProductVolume
EUR
USD
Equivalent
IRS €27,647,948,000 $34,579,288,564
OIS €71,552,700,000 $89,490,961,890
Basis €1,650,000,000 $2,063,655,000
Zeroes €16,086,948,974 $20,119,947,081
FRAs €47,650,000,000 $59,595,855,000
Total€164,587,596,974$205,849,707,535
ProductVolume
GBP
USD
Equivalent
IRS £3,113,748,500 $4,917,231,631
OIS £28,730,500,000 $45,371,205,600
Basis £46,200,000 $72,959,040
Zeroes £0 $0
FRAs £0 $0
Total£31,890,448,500$50,361,396,271
ProductVolume
JPY
USD
Equivalent
IRS ¥1,691,378,445,000 $14,366,588,338
OIS ¥101,700,000,000 $863,840,992
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,793,078,445,000$15,230,429,330
ProductVolume
CHF
USD
Equivalent
IRS CHF11,762,230,000 $12,237,026,633
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF11,762,230,000$12,237,026,633
ProductVolume
AUD
USD
Equivalent
IRS $8,836,700,000 $7,554,494,830
OIS $0 $0
Basis $60,000,000 $51,294,000
Zeroes $0 $0
FRAs $0 $0
Total$8,896,700,000$7,605,788,830
ProductVolume
CAD
USD
Equivalent
IRS $5,316,448,000 $4,728,253,291
OIS $5,007,000,000 $4,453,041,622
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$10,323,448,000$9,181,294,913
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK650,000,000 $29,486,482
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK650,000,000$29,486,482
ProductVolume
DKK
USD
Equivalent
IRS DKK417,000,000 $70,096,993
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK417,000,000$70,096,993
ProductVolume
HKD
USD
Equivalent
IRS HKD677,800,000 $87,412,384
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD677,800,000$87,412,384
ProductVolume
HUF
USD
Equivalent
IRS HUF20,353,200,000 $82,959,159
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF20,353,200,000$82,959,159
ProductVolume
NOK
USD
Equivalent
IRS NOK757,000,000 $110,889,755
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK4,000,000,000 $585,943,222
TotalNOK4,757,000,000$696,832,977
ProductVolume
NZD
USD
Equivalent
IRS NZD7,923,930,000 $6,239,698,679
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD7,923,930,000$6,239,698,679
ProductVolume
PLN
USD
Equivalent
IRS PLN2,426,800,000 $726,271,529
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,843,000,000 $2,347,184,605
TotalPLN10,269,800,000$3,073,456,134
ProductVolume
SEK
USD
Equivalent
IRS SEK88,789,685,000 $11,999,173,610
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,000,000,000 $270,283,054
TotalSEK90,789,685,000$12,269,456,664
ProductVolume
SGD
USD
Equivalent
IRS SGD2,854,000,000 $2,199,106,180
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,854,000,000$2,199,106,180
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,145,000,000 $378,400,584
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR4,145,000,000$378,400,584
ProductUSD
Equivalent
IRS$166,067,631,709
OIS$143,148,930,104
Basis$3,537,908,040
Zeroes$20,743,137,481
FRAs$62,799,265,881
Total$396,296,873,215
Show:
ProductUSD
Equivalent
IRS $166,828,214,389
OIS $135,778,200,000
Basis $999,000,000
Zeroes $2,606,977,124
FRAs $7,594,000,000
Total$313,806,391,513
ProductVolume
EUR
USD
Equivalent
IRS €80,300,764,557 $100,315,299,022
OIS €454,100,530,000 $566,319,660,418
Basis €3,850,000,000 $4,817,505,000
Zeroes €3,113,300,000 $3,890,214,365
FRAs €180,764,000,000 $226,109,931,700
Total€722,128,594,557$901,452,610,505
ProductVolume
GBP
USD
Equivalent
IRS £22,399,127,500 $35,060,829,605
OIS £116,347,350,000 $182,288,946,993
Basis £1,258,000,000 $1,967,216,400
Zeroes £517,158,448 $809,340,955
FRAs £7,000,000,000 $10,985,100,000
Total£147,521,635,948$231,111,433,953
ProductVolume
JPY
USD
Equivalent
IRS ¥4,697,591,063,000 $39,897,099,633
OIS ¥301,000,000,000 $2,545,777,477
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥4,998,591,063,000$42,442,877,110
ProductVolume
CHF
USD
Equivalent
IRS CHF8,902,936,000 $9,230,304,834
OIS CHF73,500,000 $76,698,320
Basis CHF740,000,000 $772,811,010
Zeroes CHF0 $0
FRAs CHF3,180,000,000 $3,317,774,337
TotalCHF12,896,436,000$13,397,588,501
ProductVolume
AUD
USD
Equivalent
IRS $42,427,159,500 $36,745,298,004
OIS $0 $0
Basis $2,397,000,000 $2,070,744,400
Zeroes $0 $0
FRAs $0 $0
Total$44,824,159,500$38,816,042,404
ProductVolume
CAD
USD
Equivalent
IRS $18,093,477,000 $16,011,596,281
OIS $15,565,000,000 $13,800,049,940
Basis $0 $0
Zeroes $1,500,000,000 $1,323,843,378
FRAs $0 $0
Total$35,158,477,000$31,135,489,599
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK11,370,870,000 $514,588,861
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK11,370,870,000$514,588,861
ProductVolume
DKK
USD
Equivalent
IRS DKK3,109,700,000 $522,626,595
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK3,109,700,000$522,626,595
ProductVolume
HKD
USD
Equivalent
IRS HKD18,578,200,000 $2,395,363,255
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD18,578,200,000$2,395,363,255
ProductVolume
HUF
USD
Equivalent
IRS HUF404,717,000,000 $1,661,713,570
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF840,000,000,000 $3,434,074,072
TotalHUF1,244,717,000,000$5,095,787,642
ProductVolume
NOK
USD
Equivalent
IRS NOK2,457,663,000 $364,658,749
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK88,920,000,000 $13,114,493,873
TotalNOK91,377,663,000$13,479,152,622
ProductVolume
NZD
USD
Equivalent
IRS NZD12,286,121,000 $9,699,364,914
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD12,286,121,000$9,699,364,914
ProductVolume
PLN
USD
Equivalent
IRS PLN18,538,900,000 $5,509,503,196
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,970,000,000 $3,844,815,831
TotalPLN31,508,900,000$9,354,319,027
ProductVolume
SEK
USD
Equivalent
IRS SEK55,811,842,000 $7,526,393,670
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK51,000,000,000 $6,879,946,186
TotalSEK106,811,842,000$14,406,339,856
ProductVolume
SGD
USD
Equivalent
IRS SGD4,305,655,000 $3,311,734,845
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD4,305,655,000$3,311,734,845
ProductVolume
ZAR
USD
Equivalent
IRS ZAR52,349,810,000 $4,771,816,458
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR52,349,810,000$4,771,816,458
ProductUSD
Equivalent
IRS$440,366,405,881
OIS$900,809,333,148
Basis$10,627,276,810
Zeroes$8,630,375,822
FRAs$275,280,135,999
Total$1,635,713,527,660
Show:
ProductUSD
Equivalent
IRS $16,266,195,926,739
OIS $4,683,730,867,000
Basis $269,347,000,000
Zeroes $100,052,974,544
FRAs $793,926,960,000
Total$22,113,253,728,283
ProductVolume
EUR
USD
Equivalent
IRS €5,044,404,301,327 $6,759,437,748,400
OIS €33,594,589,132,256 $45,171,640,310,457
Basis €13,723,942,883 $17,414,246,142
Zeroes €473,508,790,344 $632,281,271,039
FRAs €4,143,557,456,800 $5,517,254,724,888
Total€43,269,783,623,610$58,098,028,300,926
ProductVolume
GBP
USD
Equivalent
IRS £1,460,627,262,013 $2,419,744,929,543
OIS £13,679,164,087,940 $22,699,585,856,762
Basis £111,748,760,000 $185,598,537,342
Zeroes £22,255,077,440 $36,641,363,861
FRAs £324,824,500,000 $537,866,709,775
Total£15,598,619,687,393$25,879,437,397,283
ProductVolume
JPY
USD
Equivalent
IRS ¥258,893,448,328,244 $2,473,203,627,631
OIS ¥3,309,710,000,000 $29,903,047,901
Basis ¥13,786,180,000,000 $133,615,819,779
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥276,850,538,328,244$2,645,105,374,766
ProductVolume
CHF
USD
Equivalent
IRS CHF276,373,713,813 $301,526,987,711
OIS CHF23,260,500,000 $25,697,414,945
Basis CHF13,163,550,000 $14,239,326,173
Zeroes CHF2,587,000,000 $2,818,707,094
FRAs CHF16,655,000,000 $17,977,008,415
TotalCHF332,039,763,813$362,259,444,338
ProductVolume
AUD
USD
Equivalent
IRS $1,594,262,280,952 $1,450,802,185,586
OIS $0 $0
Basis $78,042,450,000 $70,808,743,080
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,693,547,585,098$1,541,250,188,367
ProductVolume
CAD
USD
Equivalent
IRS $1,424,201,941,740 $1,297,899,766,798
OIS $947,424,483,332 $859,760,717,294
Basis $634,000,000 $589,065,018
Zeroes $216,124,050,000 $198,447,639,899
FRAs $0 $0
Total$2,588,384,475,072$2,356,697,189,009
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK342,566,157,634 $16,562,392,767
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK309,050,000,000 $14,879,293,821
TotalCZK655,816,157,634$31,644,022,287
ProductVolume
DKK
USD
Equivalent
IRS DKK238,169,500,000 $42,089,257,970
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK256,763,800,000$45,322,988,392
ProductVolume
HKD
USD
Equivalent
IRS HKD641,757,339,533 $82,751,683,158
OIS HKD0 $0
Basis HKD1,300,000,000 $167,682,690
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD643,057,339,533$82,919,365,848
ProductVolume
HUF
USD
Equivalent
IRS HUF16,053,229,833,000 $68,924,439,510
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF38,742,660,000,000 $167,104,215,086
TotalHUF54,926,889,833,000$236,606,558,153
ProductVolume
NOK
USD
Equivalent
IRS NOK327,943,062,653 $52,592,905,058
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK5,790,000,000 $884,193,368
FRAs NOK1,845,844,747,001 $295,016,360,620
TotalNOK2,180,572,809,654$348,650,186,089
ProductVolume
NZD
USD
Equivalent
IRS NZD819,768,281,478 $684,954,423,534
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD17,455,700,000 $14,623,404,730
FRAs NZD0 $0
TotalNZD837,223,981,478$699,577,828,264
ProductVolume
PLN
USD
Equivalent
IRS PLN294,854,054,574 $92,887,745,600
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN323,470,000,000 $103,003,491,141
TotalPLN620,746,054,574$196,676,562,200
ProductVolume
SEK
USD
Equivalent
IRS SEK2,487,280,668,199 $363,403,402,168
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK66,315,000,000 $9,353,441,461
FRAs SEK4,949,652,954,000 $717,332,589,520
TotalSEK7,503,248,622,199$1,090,089,433,149
ProductVolume
SGD
USD
Equivalent
IRS SGD208,558,550,328 $165,306,081,482
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD208,558,550,328$165,306,081,482
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,028,556,838,952 $94,758,989,981
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR1,028,556,838,952$94,758,989,981
ProductUSD
Equivalent
IRS$32,633,042,493,636
OIS$73,470,318,214,359
Basis$691,937,147,267
Zeroes$1,025,643,898,428
FRAs$8,166,641,885,127
Total$115,987,583,638,817
Show:
ProductUSD
Equivalent
IRS $2,401,549,783,045
OIS $841,703,660,000
Basis $224,732,200,000
Zeroes $46,999,319,166
FRAs $168,689,540,000
Total$3,683,674,502,211
ProductVolume
EUR
USD
Equivalent
IRS €1,236,197,964,368 $1,546,112,794,035
OIS €2,022,785,968,658 $2,529,898,411,000
Basis €16,422,942,883 $20,540,174,664
Zeroes €204,151,360,843 $255,332,107,006
FRAs €601,953,000,000 $752,862,617,100
Total€4,081,511,236,752$5,104,746,103,805
ProductVolume
GBP
USD
Equivalent
IRS £316,598,885,922 $499,972,960,648
OIS £944,985,124,000 $1,492,320,507,821
Basis £21,681,810,000 $34,239,914,352
Zeroes £19,636,354,097 $31,009,730,391
FRAs £99,227,500,000 $156,700,068,000
Total£1,402,129,674,019$2,214,243,181,212
ProductVolume
JPY
USD
Equivalent
IRS ¥41,714,546,152,356 $354,323,843,985
OIS ¥2,599,710,000,000 $22,081,967,213
Basis ¥534,680,000,000 $4,541,578,187
Zeroes ¥21,200,000,000 $180,073,049
FRAs ¥0 $0
Total¥44,870,136,152,356$381,127,462,434
ProductVolume
CHF
USD
Equivalent
IRS CHF156,299,185,213 $162,608,390,775
OIS CHF22,960,500,000 $23,887,328,340
Basis CHF13,205,050,000 $13,738,087,807
Zeroes CHF1,782,000,000 $1,853,932,584
FRAs CHF3,620,000,000 $3,766,125,676
TotalCHF197,866,735,213$205,853,865,182
ProductVolume
AUD
USD
Equivalent
IRS $1,352,639,463,687 $1,156,371,477,506
OIS $0 $0
Basis $123,001,450,000 $105,153,939,605
Zeroes $3,489,000,000 $2,982,746,100
FRAs $0 $0
Total$1,479,129,913,687$1,264,508,163,211
ProductVolume
CAD
USD
Equivalent
IRS $464,326,294,747 $412,954,726,740
OIS $273,654,150,000 $243,377,934,899
Basis $3,731,500,000 $3,318,658,840
Zeroes $59,782,602,000 $53,168,447,172
FRAs $0 $0
Total$801,494,546,747$712,819,767,651
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK303,114,615,268 $13,750,436,185
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $99,800,399
FRAs CZK78,710,000,000 $3,570,586,101
TotalCZK384,024,615,268$17,420,822,685
ProductVolume
DKK
USD
Equivalent
IRS DKK255,040,634,363 $42,871,898,059
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,194,300,000 $873,153,020
FRAs DKK1,000,000,000 $168,098,304
TotalDKK261,234,934,363$43,913,149,383
ProductVolume
HKD
USD
Equivalent
IRS HKD194,095,040,000 $25,031,440,344
OIS HKD0 $0
Basis HKD1,300,000,000 $167,654,323
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD195,395,040,000$25,199,094,667
ProductVolume
HUF
USD
Equivalent
IRS HUF5,593,190,941,000 $22,797,713,137
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF10,975,240,000,000 $44,734,816,989
TotalHUF16,568,430,941,000$67,532,530,126
ProductVolume
NOK
USD
Equivalent
IRS NOK166,786,922,053 $24,431,916,628
OIS NOK0 $0
Basis NOK995,000,000 $145,753,376
Zeroes NOK2,392,000,000 $350,394,047
FRAs NOK943,426,053,000 $138,198,525,327
TotalNOK1,113,599,975,053$163,126,589,378
ProductVolume
NZD
USD
Equivalent
IRS NZD654,933,610,210 $515,727,471,359
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,990,700,000 $3,142,476,715
FRAs NZD0 $0
TotalNZD658,924,310,210$518,869,948,074
ProductVolume
PLN
USD
Equivalent
IRS PLN83,362,167,000 $24,947,901,959
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN83,537,500,000 $25,000,374,089
TotalPLN166,899,667,000$49,948,276,048
ProductVolume
SEK
USD
Equivalent
IRS SEK1,313,692,568,899 $177,534,419,722
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK45,955,000,000 $6,210,428,872
FRAs SEK1,959,193,846,000 $264,768,447,967
TotalSEK3,318,841,414,899$448,513,296,561
ProductVolume
SGD
USD
Equivalent
IRS SGD147,281,947,471 $113,485,858,739
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD147,281,947,471$113,485,858,739
ProductVolume
ZAR
USD
Equivalent
IRS ZAR213,527,660,000 $19,493,122,147
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR213,527,660,000$19,493,122,147
ProductUSD
Equivalent
IRS$7,513,966,155,013
OIS$5,153,269,809,273
Basis$406,577,961,154
Zeroes$402,202,608,521
FRAs$1,558,459,199,553
Total$15,034,475,733,514

Figures as of COB Nov 26, 2014.

Notional Outstanding by Product

As of COB Nov 26, 2014

Daily Notional by Tenor
 

As of COB Nov 26, 2014

Notional Outstanding by Tenor
 

As of COB Nov 26, 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
$361,375,380,590
$2,557,681,233,389
$145,652,400,812,875
$120,746,760,873,080
EUR
€669,163,215,539
€3,525,406,144,565
€226,287,135,070,212
€129,982,654,660,530
GBP
£210,694,988,651
£1,161,626,852,121
£63,273,465,936,373
£42,735,822,020,714
JPY
¥13,054,982,890,000
¥26,469,283,554,000
¥1,453,604,062,043,799
¥2,147,125,688,042,599
CHF
CHF28,923,460,000
CHF128,161,772,000
CHF3,816,637,762,814
CHF4,520,036,596,202
AUD
$34,508,605,571
$211,986,092,774
$6,352,866,120,148
$9,891,580,760,056
CAD
$26,771,496,000
$348,813,904,344
$10,126,905,250,452
$10,446,997,356,784
Other*
Show All
Hide
$140,576,364,769
$309,004,270,479
$15,452,761,921,721
$15,219,216,750,632
CZK
CZK24,726,000,000
CZK57,321,740,000
CZK4,008,734,328,772
CZK8,432,879,278,222
DKK
DKK2,834,000,000
DKK24,709,400,000
DKK2,766,435,657,186
DKK2,920,028,518,480
HKD
HKD16,078,280,000
HKD70,130,600,000
HKD3,775,156,730,914
HKD7,403,889,913,118
HUF
HUF847,766,400,000
HUF6,110,454,000,000
HUF296,968,421,050,744
HUF200,987,475,267,736
NOK
NOK29,324,000,000
NOK630,090,482,000
NOK13,763,796,522,106
NOK13,782,050,811,035
NZD
NZD14,719,160,000
NZD36,799,882,000
NZD2,231,446,049,149
NZD3,091,835,543,742
PLN
PLN107,343,600,000
PLN159,303,080,000
PLN6,085,309,487,148
PLN5,069,922,899,150
SEK
SEK556,366,570,000
SEK453,927,064,000
SEK37,963,355,216,404
SEK34,239,110,358,932
SGD
SGD7,770,260,000
SGD20,578,510,000
SGD933,872,169,771
SGD1,286,695,252,653
ZAR
ZAR46,694,800,000
ZAR238,928,573,936
ZAR7,231,220,838,302
ZAR10,760,809,009,678
Total in USD$1,865,894,863,913$9,942,930,692,067$602,769,197,787,796$406,711,385,600,617

Figures as of COB Nov 26, 2014. Weekly figures as of COB Nov 21, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $254,763,148,134
OIS $31,836,160,000
Basis $6,762,000,000
Zeroes $5,654,072,456
FRAs $62,360,000,000
Total$361,375,380,590
ProductVolume
EUR
USD
Equivalent
IRS €192,694,141,620 $241,002,562,924
OIS €321,994,400,000 $402,718,396,080
Basis €3,300,000,000 $4,127,310,000
Zeroes €35,234,673,919 $44,068,006,671
FRAs €115,940,000,000 $145,006,158,000
Total€669,163,215,539$836,922,433,675
ProductVolume
GBP
USD
Equivalent
IRS £23,670,970,940 $37,381,197,308
OIS £159,193,800,000 $251,398,848,960
Basis £3,634,600,000 $5,739,760,320
Zeroes £23,617,711 $37,297,089
FRAs £24,172,000,000 $38,172,422,400
Total£210,694,988,651$332,729,526,077
ProductVolume
JPY
USD
Equivalent
IRS ¥12,705,582,890,000 $107,921,369,999
OIS ¥273,400,000,000 $2,322,262,805
Basis ¥76,000,000,000 $645,544,891
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥13,054,982,890,000$110,889,177,695
ProductVolume
CHF
USD
Equivalent
IRS CHF24,273,460,000 $25,253,287,557
OIS CHF700,000,000 $728,256,346
Basis CHF1,950,000,000 $2,028,714,107
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $2,080,732,418
TotalCHF28,923,460,000$30,090,990,428
ProductVolume
AUD
USD
Equivalent
IRS $24,565,605,571 $21,001,136,202
OIS $0 $0
Basis $9,943,000,000 $8,500,270,700
Zeroes $0 $0
FRAs $0 $0
Total$34,508,605,571$29,501,406,902
ProductVolume
CAD
USD
Equivalent
IRS $15,467,496,000 $13,756,221,985
OIS $10,014,000,000 $8,906,083,244
Basis $90,000,000 $80,042,689
Zeroes $1,200,000,000 $1,067,235,859
FRAs $0 $0
Total$26,771,496,000$23,809,583,777
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK24,726,000,000 $1,121,665,759
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK24,726,000,000$1,121,665,759
ProductVolume
DKK
USD
Equivalent
IRS DKK2,834,000,000 $476,390,593
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK2,834,000,000$476,390,593
ProductVolume
HKD
USD
Equivalent
IRS HKD16,078,280,000 $2,073,533,186
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD16,078,280,000$2,073,533,186
ProductVolume
HUF
USD
Equivalent
IRS HUF187,766,400,000 $765,331,377
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF660,000,000,000 $2,690,144,290
TotalHUF847,766,400,000$3,455,475,667
ProductVolume
NOK
USD
Equivalent
IRS NOK3,324,000,000 $486,918,818
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK26,000,000,000 $3,808,630,944
TotalNOK29,324,000,000$4,295,549,762
ProductVolume
NZD
USD
Equivalent
IRS NZD14,719,160,000 $11,590,602,542
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD14,719,160,000$11,590,602,542
ProductVolume
PLN
USD
Equivalent
IRS PLN5,933,600,000 $1,775,756,034
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN101,410,000,000 $30,349,099,942
TotalPLN107,343,600,000$32,124,855,976
ProductVolume
SEK
USD
Equivalent
IRS SEK211,176,570,000 $28,538,724,129
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK345,190,000,000 $46,649,503,693
TotalSEK556,366,570,000$75,188,227,822
ProductVolume
SGD
USD
Equivalent
IRS SGD7,770,260,000 $5,987,255,355
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD7,770,260,000$5,987,255,355
ProductVolume
ZAR
USD
Equivalent
IRS ZAR46,694,800,000 $4,262,808,107
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR46,694,800,000$4,262,808,107
ProductUSD
Equivalent
IRS$758,157,910,009
OIS$697,910,007,435
Basis$27,883,642,707
Zeroes$50,826,612,075
FRAs$331,116,691,687
Total$1,865,894,863,913
Show:
ProductUSD
Equivalent
IRS $912,716,399,158
OIS $511,415,400,000
Basis $90,993,200,000
Zeroes $29,544,234,231
FRAs $1,013,012,000,000
Total$2,557,681,233,389
ProductVolume
EUR
USD
Equivalent
IRS €763,462,546,693 $953,387,528,286
OIS €1,400,364,760,000 $1,747,501,264,945
Basis €7,700,000,000 $9,635,010,000
Zeroes €17,345,437,872 $21,693,704,001
FRAs €1,336,533,400,000 $1,673,075,320,020
Total€3,525,406,144,565$4,405,292,827,252
ProductVolume
GBP
USD
Equivalent
IRS £148,047,811,562 $231,794,185,596
OIS £348,613,300,000 $546,327,349,865
Basis £28,358,400,000 $44,417,913,820
Zeroes £2,567,340,559 $4,019,419,054
FRAs £634,040,000,000 $992,821,150,000
Total£1,161,626,852,121$1,819,380,018,335
ProductVolume
JPY
USD
Equivalent
IRS ¥24,744,243,554,000 $210,506,882,406
OIS ¥740,000,000,000 $6,269,464,447
Basis ¥985,040,000,000 $8,364,834,611
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥26,469,283,554,000$225,141,181,464
ProductVolume
CHF
USD
Equivalent
IRS CHF30,930,772,000 $32,147,220,945
OIS CHF2,697,000,000 $2,813,093,142
Basis CHF2,986,000,000 $3,107,519,453
Zeroes CHF0 $0
FRAs CHF91,548,000,000 $95,538,286,972
TotalCHF128,161,772,000$133,606,120,512
ProductVolume
AUD
USD
Equivalent
IRS $183,167,092,774 $158,649,952,351
OIS $0 $0
Basis $28,819,000,000 $24,914,515,000
Zeroes $0 $0
FRAs $0 $0
Total$211,986,092,774$183,564,467,351
ProductVolume
CAD
USD
Equivalent
IRS $299,462,408,344 $265,502,416,567
OIS $39,740,000,000 $35,246,628,450
Basis $3,546,000,000 $3,152,932,422
Zeroes $6,065,496,000 $5,358,595,846
FRAs $0 $0
Total$348,813,904,344$309,260,573,285
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK41,321,740,000 $1,871,029,631
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK16,000,000,000 $725,557,773
TotalCZK57,321,740,000$2,596,587,404
ProductVolume
DKK
USD
Equivalent
IRS DKK14,709,400,000 $2,474,905,029
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,686,454,398
TotalDKK24,709,400,000$4,161,359,427
ProductVolume
HKD
USD
Equivalent
IRS HKD70,130,600,000 $9,042,526,020
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD70,130,600,000$9,042,526,020
ProductVolume
HUF
USD
Equivalent
IRS HUF1,590,454,000,000 $6,528,018,669
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,520,000,000,000 $18,516,016,177
TotalHUF6,110,454,000,000$25,044,034,846
ProductVolume
NOK
USD
Equivalent
IRS NOK30,406,482,000 $4,489,184,500
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK599,684,000,000 $88,499,550,275
TotalNOK630,090,482,000$92,988,734,775
ProductVolume
NZD
USD
Equivalent
IRS NZD36,799,882,000 $29,074,186,394
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD36,799,882,000$29,074,186,394
ProductVolume
PLN
USD
Equivalent
IRS PLN65,183,080,000 $19,341,516,726
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN94,120,000,000 $27,912,493,543
TotalPLN159,303,080,000$47,254,010,269
ProductVolume
SEK
USD
Equivalent
IRS SEK204,327,064,000 $27,563,389,420
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK249,600,000,000 $33,730,495,868
TotalSEK453,927,064,000$61,293,885,288
ProductVolume
SGD
USD
Equivalent
IRS SGD20,378,510,000 $15,670,141,085
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD200,000,000 $153,863,907
FRAs SGD0 $0
TotalSGD20,578,510,000$15,824,004,992
ProductVolume
ZAR
USD
Equivalent
IRS ZAR238,928,573,936 $21,724,941,064
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR238,928,573,936$21,724,941,064
ProductUSD
Equivalent
IRS$2,902,484,423,847
OIS$2,849,573,200,849
Basis$184,585,925,306
Zeroes$60,769,817,039
FRAs$3,945,517,325,026
Total$9,942,930,692,067
Show:
ProductUSD
Equivalent
IRS $64,478,704,595,057
OIS $18,382,530,719,334
Basis $3,063,367,081,400
Zeroes $359,434,497,084
FRAs $59,368,363,920,000
Total$145,652,400,812,875
ProductVolume
EUR
USD
Equivalent
IRS €42,729,624,035,897 $57,227,614,455,718
OIS €107,567,925,310,580 $144,724,497,427,824
Basis €128,100,436,293 $169,442,321,300
Zeroes €1,330,001,173,842 $1,752,393,966,813
FRAs €74,531,484,113,600 $99,898,233,266,595
Total€226,287,135,070,212$303,772,181,438,250
ProductVolume
GBP
USD
Equivalent
IRS £7,732,787,699,663 $12,804,125,399,104
OIS £37,184,484,225,203 $61,614,542,731,051
Basis £1,228,221,473,904 $2,030,848,365,811
Zeroes £118,919,537,603 $195,860,668,490
FRAs £17,009,053,000,000 $28,184,684,098,900
Total£63,273,465,936,373$104,830,061,263,356
ProductVolume
JPY
USD
Equivalent
IRS ¥1,352,373,440,043,799 $12,914,773,163,296
OIS ¥14,224,042,000,000 $130,785,037,948
Basis ¥82,714,180,000,000 $795,076,583,014
Zeroes ¥4,292,400,000,000 $40,780,588,566
FRAs ¥0 $0
Total¥1,453,604,062,043,799$13,881,415,372,824
ProductVolume
CHF
USD
Equivalent
IRS CHF1,537,988,511,514 $1,692,691,554,573
OIS CHF154,807,000,000 $170,736,472,120
Basis CHF180,195,900,000 $197,602,864,617
Zeroes CHF9,214,351,300 $9,879,737,744
FRAs CHF1,934,432,000,000 $2,128,929,256,928
TotalCHF3,816,637,762,814$4,199,839,885,982
ProductVolume
AUD
USD
Equivalent
IRS $5,783,341,511,857 $5,257,154,873,680
OIS $0 $0
Basis $523,138,900,000 $471,528,247,473
Zeroes $46,385,708,291 $42,315,044,402
FRAs $0 $0
Total$6,352,866,120,148$5,770,998,165,555
ProductVolume
CAD
USD
Equivalent
IRS $6,359,443,531,252 $5,785,887,053,364
OIS $3,242,688,120,954 $2,943,379,176,065
Basis $97,829,345,446 $89,083,774,330
Zeroes $426,944,252,800 $391,188,923,474
FRAs $0 $0
Total$10,126,905,250,452$9,209,538,927,233
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,700,438,328,772 $131,235,736,637
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,299,896,000,000 $63,199,427,054
TotalCZK4,008,734,328,772$194,839,835,089
ProductVolume
DKK
USD
Equivalent
IRS DKK951,480,202,976 $168,978,549,436
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK16,099,454,210 $2,731,302,699
FRAs DKK1,797,976,000,000 $319,470,315,346
TotalDKK2,766,435,657,186$491,338,277,349
ProductVolume
HKD
USD
Equivalent
IRS HKD3,767,466,730,914 $485,797,757,892
OIS HKD0 $0
Basis HKD7,690,000,000 $991,741,700
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,775,156,730,914$486,789,499,592
ProductVolume
HUF
USD
Equivalent
IRS HUF81,450,562,629,692 $353,397,891,688
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF215,255,858,421,052 $934,990,651,808
TotalHUF296,968,421,050,744$1,289,544,350,609
ProductVolume
NOK
USD
Equivalent
IRS NOK2,613,006,228,104 $417,749,558,680
OIS NOK0 $0
Basis NOK32,816,800,000 $5,161,966,056
Zeroes NOK11,780,000,000 $1,798,022,952
FRAs NOK11,106,193,494,002 $1,771,866,425,970
TotalNOK13,763,796,522,106$2,196,575,973,658
ProductVolume
NZD
USD
Equivalent
IRS NZD2,201,294,649,149 $1,836,304,369,376
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD29,751,400,000 $24,885,676,460
FRAs NZD0 $0
TotalNZD2,231,446,049,149$1,861,530,935,836
ProductVolume
PLN
USD
Equivalent
IRS PLN2,020,014,487,148 $643,077,246,038
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN4,049,451,000,000 $1,291,654,495,160
TotalPLN6,085,309,487,148$1,939,614,547,727
ProductVolume
SEK
USD
Equivalent
IRS SEK10,375,902,308,404 $1,529,222,306,035
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK135,884,000,000 $19,186,025,355
FRAs SEK27,451,568,908,000 $4,035,976,499,184
TotalSEK37,963,355,216,404$5,584,384,830,574
ProductVolume
SGD
USD
Equivalent
IRS SGD932,872,169,771 $739,246,343,803
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,000,000,000 $773,130,850
FRAs SGD0 $0
TotalSGD933,872,169,771$740,019,474,653
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,231,220,838,302 $668,124,196,634
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR7,231,220,838,302$668,124,196,634
ProductUSD
Equivalent
IRS$167,134,085,051,011
OIS$227,966,471,564,342
Basis$6,823,601,945,569
Zeroes$2,847,670,869,929
FRAs$197,997,368,356,945
Total$602,769,197,787,796
Show:
ProductUSD
Equivalent
IRS $68,541,017,718,441
OIS $14,066,463,469,895
Basis $7,560,600,155,400
Zeroes $329,721,929,344
FRAs $30,248,957,600,000
Total$120,746,760,873,080
ProductVolume
EUR
USD
Equivalent
IRS €62,736,256,406,509 $78,464,235,887,621
OIS €29,884,586,923,085 $37,376,652,864,703
Basis €321,571,518,701 $402,189,498,439
Zeroes €1,133,108,212,235 $1,417,178,441,042
FRAs €35,907,131,600,000 $44,909,049,492,120
Total€129,982,654,660,530$162,569,306,183,925
ProductVolume
GBP
USD
Equivalent
IRS £10,663,639,003,638 $16,840,018,714,545
OIS £18,715,861,297,723 $29,556,088,161,364
Basis £2,410,781,447,624 $3,807,106,062,087
Zeroes £201,563,271,728 $318,308,718,714
FRAs £10,743,977,000,000 $16,966,888,478,400
Total£42,735,822,020,713$67,488,410,135,110
ProductVolume
JPY
USD
Equivalent
IRS ¥1,952,740,883,042,599 $16,586,603,950,077
OIS ¥13,275,420,000,000 $112,761,573,091
Basis ¥172,081,985,000,000 $1,461,666,397,690
Zeroes ¥8,742,400,000,000 $74,258,048,076
FRAs ¥285,000,000,000 $2,420,793,341
Total¥2,147,125,688,042,599$18,237,710,762,275
ProductVolume
CHF
USD
Equivalent
IRS CHF2,991,658,664,902 $3,112,420,583,543
OIS CHF169,599,680,000 $176,445,776,113
Basis CHF415,364,900,000 $432,131,606,325
Zeroes CHF8,409,351,300 $8,748,804,931
FRAs CHF935,004,000,000 $972,746,566,792
TotalCHF4,520,036,596,202$4,702,493,337,704
ProductVolume
AUD
USD
Equivalent
IRS $9,073,322,660,056 $7,756,783,542,082
OIS $0 $0
Basis $795,480,100,000 $680,055,937,490
Zeroes $22,778,000,000 $19,472,912,200
FRAs $0 $0
Total$9,891,580,760,056$8,456,312,391,772
ProductVolume
CAD
USD
Equivalent
IRS $8,371,291,734,290 $7,445,118,938,358
OIS $1,570,612,354,290 $1,396,844,854,402
Basis $235,572,895,446 $209,509,867,882
Zeroes $269,520,372,758 $239,701,505,477
FRAs $0 $0
Total$10,446,997,356,784$9,291,175,166,119
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,787,837,278,222 $353,286,031,493
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $743,966,612
FRAs CZK628,642,000,000 $28,517,601,161
TotalCZK8,432,879,278,222$382,547,599,266
ProductVolume
DKK
USD
Equivalent
IRS DKK1,898,083,064,270 $319,064,543,743
OIS DKK0 $0
Basis DKK1,930,000,000 $324,429,727
Zeroes DKK15,299,454,210 $2,571,812,303
FRAs DKK1,004,716,000,000 $168,891,055,489
TotalDKK2,920,028,518,480$490,851,841,262
ProductVolume
HKD
USD
Equivalent
IRS HKD7,392,459,913,118 $953,367,583,794
OIS HKD0 $0
Basis HKD11,430,000,000 $1,474,068,390
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,403,889,913,118$954,841,652,184
ProductVolume
HUF
USD
Equivalent
IRS HUF107,431,287,741,420 $437,887,371,572
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $915,056,656
FRAs HUF93,331,687,526,316 $380,417,736,718
TotalHUF200,987,475,267,736$819,220,164,946
ProductVolume
NOK
USD
Equivalent
IRS NOK5,587,139,211,035 $818,436,587,911
OIS NOK0 $0
Basis NOK36,382,800,000 $5,329,563,765
Zeroes NOK9,752,000,000 $1,428,529,575
FRAs NOK8,148,776,800,001 $1,193,680,133,595
TotalNOK13,782,050,811,036$2,018,874,814,846
ProductVolume
NZD
USD
Equivalent
IRS NZD3,078,580,143,742 $2,424,227,934,189
OIS NZD0 $0
Basis NZD400,000,000 $314,980,000
Zeroes NZD12,855,400,000 $10,122,984,730
FRAs NZD0 $0
TotalNZD3,091,835,543,742$2,434,665,898,919
ProductVolume
PLN
USD
Equivalent
IRS PLN2,827,616,899,150 $846,224,513,056
OIS PLN0 $0
Basis PLN674,000,000 $201,708,839
Zeroes PLN15,602,000,000 $4,669,230,424
FRAs PLN2,226,030,000,000 $666,186,835,057
TotalPLN5,069,922,899,150$1,517,282,287,376
ProductVolume
SEK
USD
Equivalent
IRS SEK15,619,243,498,932 $2,110,808,416,470
OIS SEK0 $0
Basis SEK500,000,000 $67,570,763
Zeroes SEK118,254,660,000 $15,981,115,323
FRAs SEK18,501,112,200,000 $2,500,268,553,242
TotalSEK34,239,110,358,932$4,627,125,655,798
ProductVolume
SGD
USD
Equivalent
IRS SGD1,285,695,252,653 $990,672,871,516
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,000,000,000 $770,534,751
FRAs SGD0 $0
TotalSGD1,286,695,252,653$991,443,406,267
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,760,809,009,678 $982,363,429,768
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,760,809,009,678$982,363,429,768
ProductUSD
Equivalent
IRS$208,982,538,618,179
OIS$82,685,256,699,568
Basis$14,560,971,846,797
Zeroes$2,444,593,590,158
FRAs$98,038,024,845,915
Total$406,711,385,600,617

Figures as of COB Nov 26, 2014.

Notional Outstanding by Product

As of COB Nov 26, 2014

Daily Notional by Tenor

As of COB Nov 26, 2014

Notional Outstanding by Currency

As of COB Nov 26, 2014. *Other: ZAR, CZK, HKD, NZD, DKK, HUF, SGD, SEK, NOK, PLN

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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

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

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

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

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