Daily Volumes

  • Client Notional Cleared (USD)
    $223,523,955,766,812
    Notional Outstanding (USD)
    $297,736,160,046,985
    As of COB May 22, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $674,493,000,000,000
    Trades Compressed
    5,466,166
  • 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 May 22, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$76,926,750,134
$422,406,011,728
$11,553,855,584,218
$4,914,970,141,251
EUR
€53,199,116,632
€270,271,752,132
€9,599,707,123,607
€3,335,829,232,446
GBP
£3,521,734,750
£57,105,483,550
£2,685,946,327,635
£713,196,016,348
JPY
¥330,384,157,000
¥10,019,579,953,634
¥156,276,300,882,722
¥44,378,541,679,168
CHF
CHF1,816,540,000
CHF9,435,027,000
CHF230,486,031,646
CHF183,814,442,488
AUD
$3,841,826,000
$29,652,582,000
$927,281,975,193
$746,834,657,160
CAD
$1,941,300,000
$17,695,599,000
$1,090,087,262,777
$793,300,735,963
Other*
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$14,235,219,484
$91,800,105,671
$1,756,912,255,295
$1,519,797,664,642
CZK
CZK6,148,032,258
CZK41,523,504,516
CZK1,170,616,028,542
CZK670,726,314,784
DKK
DKK3,555,200,000
DKK18,178,428,316
DKK442,473,178,681
DKK316,979,696,211
HKD
HKD17,173,000,000
HKD38,829,642,673
HKD314,831,273,178
HKD289,161,950,334
HUF
HUF389,800,000,000
HUF1,290,434,010,000
HUF36,855,178,766,396
HUF20,962,805,154,000
NOK
NOK2,608,000,000
NOK66,787,684,000
NOK1,756,363,021,186
NOK809,929,393,808
NZD
NZD992,725,000
NZD17,006,106,000
NZD455,221,377,747
NZD737,833,643,389
PLN
PLN229,000,000
PLN26,075,690,000
PLN553,710,803,428
PLN256,908,602,028
SEK
SEK45,391,371,439
SEK315,412,453,299
SEK4,636,317,008,075
SEK3,153,867,921,989
SGD
SGD3,092,400,000
SGD8,062,000,000
SGD182,619,045,246
SGD260,618,181,267
ZAR
ZAR11,842,000,000
ZAR62,820,520,000
ZAR797,651,493,482
ZAR564,629,323,322
Total in USD$164,450,789,608$1,035,249,546,959$31,322,327,823,636$13,004,784,310,457

Figures as of COB May 22, 2015. Weekly figures as of COB May 22, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $43,743,365,500
OIS $20,678,600,000
Basis $180,000,000
Zeroes $355,000,000
FRAs $11,750,000,000
VNS $219,784,634
Inflation $0
Total$76,926,750,134
ProductVolume
EUR
USD
Equivalent
IRS €23,547,696,000 $25,938,964,529
OIS €28,143,800,000 $31,001,802,890
Basis €0 $0
Zeroes €0 $0
FRAs €1,500,000,000 $1,652,325,000
VNS €7,620,632 $8,394,507
Inflation €0 $0
Total€53,199,116,632$58,601,486,926
ProductVolume
GBP
USD
Equivalent
IRS £2,472,278,500 $3,829,435,783
OIS £103,700,000 $160,626,115
Basis £0 $0
Zeroes £0 $0
FRAs £905,000,000 $1,401,799,750
VNS £40,756,250 $63,129,393
Inflation £0 $0
Total£3,521,734,750$5,454,991,041
ProductVolume
JPY
USD
Equivalent
IRS ¥233,184,157,000 $1,918,342,783
OIS ¥85,000,000,000 $699,271,935
Basis ¥12,200,000,000 $100,366,089
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥330,384,157,000$2,717,980,807
ProductVolume
CHF
USD
Equivalent
IRS CHF1,776,540,000 $1,882,326,764
OIS CHF0 $0
Basis CHF40,000,000 $42,381,861
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,816,540,000$1,924,708,625
ProductVolume
AUD
USD
Equivalent
IRS $3,618,326,000 $2,833,872,923
OIS $0 $0
Basis $223,500,000 $175,045,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$3,841,826,000$3,008,918,123
ProductVolume
CAD
USD
Equivalent
IRS $1,941,300,000 $1,580,734,468
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,941,300,000$1,580,734,468
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,148,032,258 $246,889,096
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK6,148,032,258$246,889,096
ProductVolume
DKK
USD
Equivalent
IRS DKK3,555,200,000 $525,039,505
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,555,200,000$525,039,505
ProductVolume
HKD
USD
Equivalent
IRS HKD17,173,000,000 $2,215,385,012
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD17,173,000,000$2,215,385,012
ProductVolume
HUF
USD
Equivalent
IRS HUF172,300,000,000 $618,083,332
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF217,500,000,000 $780,227,073
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF389,800,000,000$1,398,310,405
ProductVolume
NOK
USD
Equivalent
IRS NOK2,608,000,000 $340,964,060
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,608,000,000$340,964,060
ProductVolume
NZD
USD
Equivalent
IRS NZD992,725,000 $727,071,790
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD992,725,000$727,071,790
ProductVolume
PLN
USD
Equivalent
IRS PLN229,000,000 $61,365,311
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN229,000,000$61,365,311
ProductVolume
SEK
USD
Equivalent
IRS SEK20,591,371,439 $2,454,538,799
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK24,800,000,000 $2,956,216,996
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK45,391,371,439$5,410,755,795
ProductVolume
SGD
USD
Equivalent
IRS SGD3,092,400,000 $2,313,977,851
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,092,400,000$2,313,977,851
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,842,000,000 $995,460,659
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,842,000,000$995,460,659
ProductUSD
Equivalent
IRS$92,225,818,165
OIS$52,540,300,940
Basis$497,793,150
Zeroes$355,000,000
FRAs$18,540,568,819
VNS$291,308,534
Inflation$0
Total$164,450,789,608
Show:
ProductUSD
Equivalent
IRS $296,195,157,128
OIS $90,656,900,000
Basis $3,080,400,000
Zeroes $3,303,000,000
FRAs $28,752,000,000
VNS $418,554,600
Inflation $0
Total$422,406,011,728
ProductVolume
EUR
USD
Equivalent
IRS €110,725,883,500 $123,221,248,355
OIS €137,361,248,000 $152,832,833,290
Basis €800,000,000 $892,160,000
Zeroes €3,200,000,000 $3,566,106,050
FRAs €18,137,000,000 $20,358,320,050
VNS €47,620,632 $52,786,507
Inflation €0 $0
Total€270,271,752,132$300,923,454,252
ProductVolume
GBP
USD
Equivalent
IRS £26,950,971,000 $42,048,390,971
OIS £25,024,712,000 $38,984,823,762
Basis £1,530,200,000 $2,387,595,380
Zeroes £69,010,000 $107,085,336
FRAs £3,405,000,000 $5,285,924,750
VNS £125,590,550 $195,254,041
Inflation £0 $0
Total£57,105,483,550$89,009,074,240
ProductVolume
JPY
USD
Equivalent
IRS ¥7,407,329,953,634 $61,335,157,237
OIS ¥2,327,600,000,000 $19,377,362,612
Basis ¥284,650,000,000 $2,354,062,640
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,019,579,953,634$83,066,582,489
ProductVolume
CHF
USD
Equivalent
IRS CHF8,935,027,000 $9,553,656,966
OIS CHF0 $0
Basis CHF370,000,000 $398,139,279
Zeroes CHF0 $0
FRAs CHF130,000,000 $138,770,282
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF9,435,027,000$10,090,566,527
ProductVolume
AUD
USD
Equivalent
IRS $28,849,582,000 $22,839,493,881
OIS $0 $0
Basis $803,000,000 $634,535,925
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$29,652,582,000$23,474,029,806
ProductVolume
CAD
USD
Equivalent
IRS $14,194,599,000 $11,612,422,818
OIS $1,105,000,000 $904,651,984
Basis $0 $0
Zeroes $2,396,000,000 $1,962,647,444
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$17,695,599,000$14,479,722,246
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK41,523,504,516 $1,691,031,029
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK41,523,504,516$1,691,031,029
ProductVolume
DKK
USD
Equivalent
IRS DKK18,178,428,316 $2,708,987,714
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK18,178,428,316$2,708,987,714
ProductVolume
HKD
USD
Equivalent
IRS HKD38,829,642,673 $5,008,925,155
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD38,829,642,673$5,008,925,155
ProductVolume
HUF
USD
Equivalent
IRS HUF614,934,010,000 $2,224,278,016
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF675,500,000,000 $2,445,675,912
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,290,434,010,000$4,669,953,928
ProductVolume
NOK
USD
Equivalent
IRS NOK34,417,684,000 $4,589,122,203
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,370,000,000 $184,918,980
FRAs NOK31,000,000,000 $4,111,884,477
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK66,787,684,000$8,885,925,660
ProductVolume
NZD
USD
Equivalent
IRS NZD17,006,106,000 $12,507,366,951
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD17,006,106,000$12,507,366,951
ProductVolume
PLN
USD
Equivalent
IRS PLN8,718,690,000 $2,396,456,586
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN17,357,000,000 $4,755,417,313
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN26,075,690,000$7,151,873,899
ProductVolume
SEK
USD
Equivalent
IRS SEK80,612,453,299 $9,669,892,356
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK234,800,000,000 $28,173,835,630
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK315,412,453,299$37,843,727,986
ProductVolume
SGD
USD
Equivalent
IRS SGD8,062,000,000 $6,034,863,707
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,062,000,000$6,034,863,707
ProductVolume
ZAR
USD
Equivalent
IRS ZAR62,820,520,000 $5,297,449,642
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR62,820,520,000$5,297,449,642
ProductUSD
Equivalent
IRS$618,933,900,715
OIS$302,756,571,648
Basis$9,746,893,224
Zeroes$9,123,757,810
FRAs$94,021,828,414
VNS$666,595,148
Inflation$0
Total$1,035,249,546,959
Show:
ProductUSD
Equivalent
IRS $5,512,158,698,832
OIS $4,083,961,080,000
Basis $161,387,939,733
Zeroes $92,806,367,022
FRAs $1,690,342,600,000
VNS $13,198,898,631
Inflation $0
Total$11,553,855,584,218
ProductVolume
EUR
USD
Equivalent
IRS €2,084,884,966,459 $2,334,282,382,450
OIS €5,659,172,485,460 $6,368,378,883,675
Basis €9,831,800,000 $11,093,336,560
Zeroes €102,030,642,141 $113,098,522,087
FRAs €1,741,705,497,500 $1,950,657,806,249
VNS €2,081,732,047 $2,327,651,829
Inflation €0 $0
Total€9,599,707,123,607$10,779,838,582,850
ProductVolume
GBP
USD
Equivalent
IRS £537,961,758,315 $817,111,011,836
OIS £1,999,372,089,000 $3,019,965,181,985
Basis £20,119,900,000 $30,665,324,443
Zeroes £7,230,160,638 $11,103,108,040
FRAs £119,605,900,000 $181,195,432,530
VNS £1,645,792,701 $2,488,043,921
Inflation £10,726,981 $15,695,182
Total£2,685,946,327,635$4,062,543,797,937
ProductVolume
JPY
USD
Equivalent
IRS ¥139,727,102,882,722 $1,172,417,855,125
OIS ¥12,433,248,000,000 $104,177,880,283
Basis ¥4,113,450,000,000 $34,673,814,103
Zeroes ¥2,500,000,000 $20,875,955
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥156,276,300,882,722$1,311,290,425,466
ProductVolume
CHF
USD
Equivalent
IRS CHF197,109,331,646 $210,429,774,077
OIS CHF2,102,000,000 $2,244,130,503
Basis CHF10,607,200,000 $11,006,960,625
Zeroes CHF20,327,500,000 $21,560,407,563
FRAs CHF340,000,000 $350,986,877
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF230,486,031,646$245,592,259,645
ProductVolume
AUD
USD
Equivalent
IRS $900,433,575,020 $710,308,193,418
OIS $0 $0
Basis $21,470,400,173 $16,831,700,566
Zeroes $5,378,000,000 $4,201,012,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$927,281,975,193$731,340,906,384
ProductVolume
CAD
USD
Equivalent
IRS $625,097,444,463 $504,765,825,246
OIS $440,676,240,000 $356,745,801,273
Basis $1,585,000,000 $1,280,679,075
Zeroes $22,728,578,314 $18,161,706,247
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,090,087,262,777$880,954,011,841
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK753,906,028,542 $30,464,798,708
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK409,710,000,000 $16,449,757,210
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,170,616,028,542$47,199,654,639
ProductVolume
DKK
USD
Equivalent
IRS DKK320,523,678,681 $48,057,031,693
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,237,000,000 $184,877,969
FRAs DKK120,712,500,000 $17,977,950,430
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK442,473,178,681$66,219,860,092
ProductVolume
HKD
USD
Equivalent
IRS HKD314,331,273,178 $40,534,811,071
OIS HKD0 $0
Basis HKD500,000,000 $64,491,581
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD314,831,273,178$40,599,302,652
ProductVolume
HUF
USD
Equivalent
IRS HUF12,275,038,766,396 $44,897,063,453
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF24,580,140,000,000 $89,353,205,658
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF36,855,178,766,396$134,250,269,111
ProductVolume
NOK
USD
Equivalent
IRS NOK270,867,868,186 $35,119,872,380
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK10,021,000,000 $1,316,611,055
FRAs NOK1,475,474,153,000 $188,787,373,851
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,756,363,021,186$225,223,857,286
ProductVolume
NZD
USD
Equivalent
IRS NZD452,276,569,247 $339,636,563,659
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,944,808,500 $2,223,488,799
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD455,221,377,747$341,860,052,458
ProductVolume
PLN
USD
Equivalent
IRS PLN339,876,303,428 $91,360,756,560
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,840,000,000 $1,314,282,399
FRAs PLN208,994,500,000 $56,506,503,352
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN553,710,803,428$149,181,542,311
ProductVolume
SEK
USD
Equivalent
IRS SEK1,596,375,762,075 $190,470,731,274
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK36,805,000,000 $4,366,761,029
FRAs SEK3,003,136,246,000 $354,986,393,004
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK4,636,317,008,075$549,823,885,307
ProductVolume
SGD
USD
Equivalent
IRS SGD181,999,045,246 $134,780,744,095
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD620,000,000 $461,743,799
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD182,619,045,246$135,242,487,894
ProductVolume
ZAR
USD
Equivalent
IRS ZAR797,651,493,482 $67,311,343,545
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR797,651,493,482$67,311,343,545
ProductUSD
Equivalent
IRS$12,284,107,457,422
OIS$13,935,472,957,719
Basis$267,004,246,686
Zeroes$271,104,863,085
FRAs$4,546,608,009,161
VNS$18,014,594,381
Inflation$15,695,182
Total$31,322,327,823,636
Show:
ProductUSD
Equivalent
IRS $2,830,480,544,811
OIS $1,270,088,708,473
Basis $259,378,094,423
Zeroes $79,377,195,350
FRAs $440,947,300,000
VNS $34,698,298,194
Inflation $0
Total$4,914,970,141,251
ProductVolume
EUR
USD
Equivalent
IRS €1,309,101,873,254 $1,442,041,168,483
OIS €1,404,898,625,494 $1,547,566,080,913
Basis €30,289,742,883 $33,365,666,273
Zeroes €203,270,002,994 $223,912,071,798
FRAs €377,664,997,500 $416,016,877,996
VNS €10,603,990,321 $11,680,825,538
Inflation €0 $0
Total€3,335,829,232,446$3,674,582,691,001
ProductVolume
GBP
USD
Equivalent
IRS £236,481,308,335 $366,297,722,545
OIS £389,192,632,000 $602,839,927,336
Basis £8,844,750,000 $13,700,075,513
Zeroes £11,475,082,465 $17,774,328,984
FRAs £62,952,300,000 $97,509,965,085
VNS £4,239,216,567 $6,566,334,501
Inflation £10,726,981 $16,615,557
Total£713,196,016,348$1,104,704,969,521
ProductVolume
JPY
USD
Equivalent
IRS ¥40,928,933,679,168 $336,711,230,959
OIS ¥2,212,438,000,000 $18,201,127,062
Basis ¥1,213,470,000,000 $9,982,888,404
Zeroes ¥23,700,000,000 $194,973,469
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥44,378,541,679,168$365,090,219,894
ProductVolume
CHF
USD
Equivalent
IRS CHF162,359,592,488 $172,027,540,250
OIS CHF4,194,500,000 $4,444,267,853
Basis CHF14,268,850,000 $15,118,510,278
Zeroes CHF326,500,000 $345,941,937
FRAs CHF2,665,000,000 $2,823,691,460
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF183,814,442,488$194,759,951,778
ProductVolume
AUD
USD
Equivalent
IRS $699,842,306,987 $548,116,494,833
OIS $0 $0
Basis $41,264,350,173 $32,318,239,055
Zeroes $5,728,000,000 $4,486,169,600
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$746,834,657,160$584,920,903,488
ProductVolume
CAD
USD
Equivalent
IRS $561,718,283,963 $457,388,066,088
OIS $159,828,050,000 $130,142,537,253
Basis $4,072,500,000 $3,316,098,038
Zeroes $67,681,902,000 $55,111,067,503
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$793,300,735,963$645,957,768,882
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK624,726,314,784 $25,087,395,180
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK46,000,000,000 $1,847,241,185
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK670,726,314,784$26,934,636,365
ProductVolume
DKK
USD
Equivalent
IRS DKK294,967,196,211 $43,561,383,517
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $147,682,129
FRAs DKK21,012,500,000 $3,103,170,735
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK316,979,696,211$46,812,236,381
ProductVolume
HKD
USD
Equivalent
IRS HKD285,361,950,334 $36,812,821,747
OIS HKD0 $0
Basis HKD3,800,000,000 $490,215,050
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD289,161,950,334$37,303,036,797
ProductVolume
HUF
USD
Equivalent
IRS HUF7,212,705,154,000 $25,873,783,129
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF13,750,100,000,000 $49,325,058,741
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF20,962,805,154,000$75,198,841,870
ProductVolume
NOK
USD
Equivalent
IRS NOK277,086,493,808 $36,225,665,626
OIS NOK0 $0
Basis NOK995,000,000 $130,084,064
Zeroes NOK17,353,000,000 $2,268,692,230
FRAs NOK514,494,900,000 $67,263,907,228
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK809,929,393,808$105,888,349,148
ProductVolume
NZD
USD
Equivalent
IRS NZD734,697,834,889 $538,092,694,273
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,135,808,500 $2,296,666,145
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD737,833,643,389$540,389,360,418
ProductVolume
PLN
USD
Equivalent
IRS PLN168,365,102,028 $45,116,929,598
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,000,000,000 $267,970,791
FRAs PLN87,543,500,000 $23,459,100,958
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN256,908,602,028$68,844,001,347
ProductVolume
SEK
USD
Equivalent
IRS SEK1,571,214,321,989 $187,292,358,178
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK66,950,000,000 $7,980,593,866
FRAs SEK1,515,703,600,000 $180,675,352,541
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,153,867,921,989$375,948,304,585
ProductVolume
SGD
USD
Equivalent
IRS SGD259,998,181,267 $194,551,168,263
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD620,000,000 $463,932,954
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD260,618,181,267$195,015,101,217
ProductVolume
ZAR
USD
Equivalent
IRS ZAR564,629,323,322 $47,463,796,513
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR564,629,323,322$47,463,796,513
ProductUSD
Equivalent
IRS$7,333,140,763,993
OIS$3,573,282,648,890
Basis$367,799,871,098
Zeroes$394,627,286,756
FRAs$1,282,971,665,929
VNS$52,945,458,233
Inflation$16,615,557
Total$13,004,784,310,456

Figures as of COB May 22, 2015.

Notional Outstanding by Product

As of COB May 22, 2015

Daily Notional by Tenor
 

As of COB May 22, 2015

Notional Outstanding by Tenor
 

As of COB May 22, 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
$303,415,178,567
$3,622,442,414,749
$76,699,295,598,497
$105,321,040,009,379
EUR
€372,716,387,088
€3,883,231,182,256
€71,564,069,376,913
€87,272,696,452,845
GBP
£25,104,719,500
£725,836,400,486
£18,538,985,398,406
£27,419,078,082,556
JPY
¥2,599,528,314,000
¥35,036,991,107,268
¥712,371,236,868,226
¥1,973,890,802,278,140
CHF
CHF4,804,702,000
CHF35,407,180,000
CHF1,522,961,640,009
CHF4,397,961,092,438
AUD
$25,449,652,000
$169,582,596,680
$3,572,855,164,689
$11,891,198,672,258
CAD
$9,045,600,000
$119,467,309,000
$4,288,173,124,478
$10,703,469,400,983
Other*
Show All
Hide
$60,092,574,548
$375,194,379,345
$7,062,514,375,386
$14,881,934,556,187
CZK
CZK33,536,064,516
CZK206,803,009,032
CZK4,822,062,057,039
CZK11,216,232,759,038
DKK
DKK16,110,400,000
DKK53,106,856,632
DKK1,757,512,441,708
DKK3,486,924,673,798
HKD
HKD46,636,000,000
HKD119,051,285,346
HKD2,016,000,926,193
HKD7,968,769,979,258
HUF
HUF1,327,716,000,000
HUF3,890,144,020,000
HUF139,773,056,212,724
HUF226,225,594,910,096
NOK
NOK46,560,000,000
NOK737,795,007,000
NOK8,847,857,135,372
NOK15,804,454,091,534
NZD
NZD3,910,050,000
NZD43,139,716,000
NZD1,286,621,344,620
NZD3,569,011,084,421
PLN
PLN4,231,600,000
PLN134,340,780,000
PLN2,913,579,839,451
PLN5,470,186,904,034
SEK
SEK219,544,842,879
SEK996,333,110,598
SEK16,820,940,992,754
SEK29,249,022,660,234
SGD
SGD8,930,300,000
SGD33,827,800,000
SGD854,934,038,006
SGD1,878,039,994,429
ZAR
ZAR31,526,000,000
ZAR219,083,040,000
ZAR3,590,698,664,877
ZAR12,361,739,350,588
Total in USD$866,733,555,299$10,011,285,496,379$205,962,812,255,435$297,736,160,046,985

Figures as of COB May 22, 2015. Weekly figures as of COB May 22, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $192,492,109,298
OIS $77,741,500,000
Basis $4,482,000,000
Zeroes $4,410,000,000
FRAs $23,850,000,000
VNS $439,569,269
Inflation $0
Total$303,415,178,567
ProductVolume
EUR
USD
Equivalent
IRS €179,306,566,456 $197,515,148,280
OIS €146,399,200,000 $161,266,038,760
Basis €0 $0
Zeroes €3,700,000,000 $4,075,735,000
FRAs €43,200,000,000 $47,586,960,000
VNS €10,620,632 $11,699,157
Inflation €100,000,000 $110,155,000
Total€372,716,387,088$410,565,736,197
ProductVolume
GBP
USD
Equivalent
IRS £15,448,307,000 $23,928,655,128
OIS £4,107,600,000 $6,362,467,020
Basis £2,330,000,000 $3,609,053,500
Zeroes £0 $0
FRAs £3,050,000,000 $4,724,297,500
VNS £81,512,500 $126,258,787
Inflation £87,300,000 $135,223,335
Total£25,104,719,500$38,885,955,270
ProductVolume
JPY
USD
Equivalent
IRS ¥2,364,148,314,000 $19,449,206,647
OIS ¥170,000,000,000 $1,398,543,869
Basis ¥65,380,000,000 $537,863,519
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,599,528,314,000$21,385,614,035
ProductVolume
CHF
USD
Equivalent
IRS CHF4,652,002,000 $4,929,012,503
OIS CHF0 $0
Basis CHF152,700,000 $161,792,753
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,804,702,000$5,090,805,256
ProductVolume
AUD
USD
Equivalent
IRS $18,323,152,000 $14,350,692,646
OIS $0 $0
Basis $5,126,500,000 $4,015,074,800
Zeroes $2,000,000,000 $1,566,400,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$25,449,652,000$19,932,167,446
ProductVolume
CAD
USD
Equivalent
IRS $8,895,600,000 $7,243,384,089
OIS $0 $0
Basis $150,000,000 $122,139,891
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$9,045,600,000$7,365,523,980
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK23,536,064,516 $945,147,559
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK10,000,000,000 $401,574,171
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK33,536,064,516$1,346,721,730
ProductVolume
DKK
USD
Equivalent
IRS DKK16,110,400,000 $2,379,218,171
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK16,110,400,000$2,379,218,171
ProductVolume
HKD
USD
Equivalent
IRS HKD44,636,000,000 $5,758,220,777
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD46,636,000,000$6,016,228,698
ProductVolume
HUF
USD
Equivalent
IRS HUF617,716,000,000 $2,215,902,283
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF710,000,000,000 $2,546,948,146
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,327,716,000,000$4,762,850,429
ProductVolume
NOK
USD
Equivalent
IRS NOK14,656,000,000 $1,916,092,510
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK31,904,000,000 $4,171,057,276
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK46,560,000,000$6,087,149,786
ProductVolume
NZD
USD
Equivalent
IRS NZD3,910,050,000 $2,863,720,620
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,910,050,000$2,863,720,620
ProductVolume
PLN
USD
Equivalent
IRS PLN3,731,600,000 $999,959,804
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN500,000,000 $133,985,396
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,231,600,000$1,133,945,200
ProductVolume
SEK
USD
Equivalent
IRS SEK102,884,842,879 $12,264,109,723
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK116,660,000,000 $13,906,140,110
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK219,544,842,879$26,170,249,833
ProductVolume
SGD
USD
Equivalent
IRS SGD8,930,300,000 $6,682,355,582
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,930,300,000$6,682,355,582
ProductVolume
ZAR
USD
Equivalent
IRS ZAR31,526,000,000 $2,650,134,499
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR31,526,000,000$2,650,134,499
ProductUSD
Equivalent
IRS$498,583,070,119
OIS$246,768,549,649
Basis$12,927,924,463
Zeroes$10,310,142,921
FRAs$97,320,962,599
VNS$577,527,213
Inflation$245,378,335
Total$866,733,555,299
Show:
ProductUSD
Equivalent
IRS $1,779,083,246,563
OIS $319,157,085,544
Basis $132,369,396,990
Zeroes $17,913,996,320
FRAs $1,371,744,000,000
VNS $2,174,689,332
Inflation $0
Total$3,622,442,414,749
ProductVolume
EUR
USD
Equivalent
IRS €1,064,004,755,780 $1,185,449,944,992
OIS €873,386,660,000 $972,452,364,590
Basis €7,839,600,000 $8,764,200,880
Zeroes €45,557,576,886 $50,651,172,434
FRAs €1,889,732,000,000 $2,103,862,688,600
VNS €227,289,590 $255,110,416
Inflation €2,483,300,000 $2,777,994,100
Total€3,883,231,182,256$4,324,213,476,012
ProductVolume
GBP
USD
Equivalent
IRS £139,871,640,332 $217,950,449,552
OIS £137,683,024,000 $214,461,642,125
Basis £16,466,400,000 $25,614,231,160
Zeroes £163,081,720 $253,273,440
FRAs £430,538,000,000 $669,426,889,900
VNS £264,514,434 $411,223,416
Inflation £849,740,000 $1,322,876,444
Total£725,836,400,486$1,129,440,586,037
ProductVolume
JPY
USD
Equivalent
IRS ¥27,606,251,107,268 $228,468,578,900
OIS ¥5,144,700,000,000 $42,802,793,983
Basis ¥1,686,040,000,000 $13,964,682,813
Zeroes ¥600,000,000,000 $4,973,612,523
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥35,036,991,107,268$290,209,668,219
ProductVolume
CHF
USD
Equivalent
IRS CHF26,280,480,000 $28,092,062,476
OIS CHF0 $0
Basis CHF3,866,700,000 $4,141,260,625
Zeroes CHF0 $0
FRAs CHF5,260,000,000 $5,614,631,248
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF35,407,180,000$37,847,954,349
ProductVolume
AUD
USD
Equivalent
IRS $152,474,096,680 $120,664,183,193
OIS $0 $0
Basis $15,108,500,000 $11,902,998,600
Zeroes $2,000,000,000 $1,566,400,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$169,582,596,680$134,133,581,793
ProductVolume
CAD
USD
Equivalent
IRS $107,915,309,000 $88,340,878,649
OIS $2,610,000,000 $2,137,105,647
Basis $150,000,000 $122,139,891
Zeroes $8,792,000,000 $7,203,311,688
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$119,467,309,000$97,803,435,875
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK180,803,009,032 $7,352,486,066
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK26,000,000,000 $1,050,766,737
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK206,803,009,032$8,403,252,803
ProductVolume
DKK
USD
Equivalent
IRS DKK53,106,856,632 $7,912,430,661
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK53,106,856,632$7,912,430,661
ProductVolume
HKD
USD
Equivalent
IRS HKD117,051,285,346 $15,099,152,610
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD119,051,285,346$15,357,160,531
ProductVolume
HUF
USD
Equivalent
IRS HUF2,264,144,020,000 $8,192,975,398
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,626,000,000,000 $5,877,845,824
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,890,144,020,000$14,070,821,222
ProductVolume
NOK
USD
Equivalent
IRS NOK111,253,007,000 $14,785,609,922
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK2,740,000,000 $369,837,960
FRAs NOK623,802,000,000 $82,622,889,920
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK737,795,007,000$97,778,337,802
ProductVolume
NZD
USD
Equivalent
IRS NZD43,139,716,000 $31,694,958,353
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD43,139,716,000$31,694,958,353
ProductVolume
PLN
USD
Equivalent
IRS PLN37,830,780,000 $10,366,651,358
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN96,510,000,000 $26,286,337,407
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN134,340,780,000$36,652,988,765
ProductVolume
SEK
USD
Equivalent
IRS SEK325,673,110,598 $39,047,784,718
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK670,660,000,000 $80,465,641,792
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK996,333,110,598$119,513,426,510
ProductVolume
SGD
USD
Equivalent
IRS SGD33,827,800,000 $25,334,836,840
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD33,827,800,000$25,334,836,840
ProductVolume
ZAR
USD
Equivalent
IRS ZAR219,083,040,000 $18,476,165,858
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR219,083,040,000$18,476,165,858
ProductUSD
Equivalent
IRS$3,826,312,396,109
OIS$1,551,010,991,889
Basis$196,878,910,959
Zeroes$83,189,612,286
FRAs$4,346,951,691,428
VNS$2,841,023,164
Inflation$4,100,870,544
Total$10,011,285,496,379
Show:
ProductUSD
Equivalent
IRS $24,426,936,322,258
OIS $12,605,194,990,972
Basis $2,274,038,838,455
Zeroes $399,046,573,622
FRAs $36,934,714,200,000
VNS $59,257,873,190
Inflation $106,800,000
Total$76,699,295,598,497
ProductVolume
EUR
USD
Equivalent
IRS €19,620,623,181,646 $21,971,932,328,707
OIS €24,066,971,846,542 $27,069,220,880,954
Basis €99,758,105,013 $110,871,220,363
Zeroes €830,068,716,784 $930,681,168,347
FRAs €26,889,951,995,000 $30,084,266,748,749
VNS €46,232,381,928 $50,989,755,963
Inflation €10,463,150,000 $11,560,541,983
Total€71,564,069,376,913$80,229,522,645,066
ProductVolume
GBP
USD
Equivalent
IRS £3,329,488,545,471 $5,056,106,114,977
OIS £7,721,271,244,569 $11,678,246,749,661
Basis £666,551,617,675 $1,012,093,841,470
Zeroes £52,249,444,822 $78,913,234,997
FRAs £6,752,217,400,000 $10,258,396,897,160
VNS £9,879,569,602 $15,016,038,082
Inflation £7,327,576,267 $11,109,201,579
Total£18,538,985,398,406$28,109,882,077,926
ProductVolume
JPY
USD
Equivalent
IRS ¥644,915,258,868,226 $5,410,074,572,950
OIS ¥33,707,476,000,000 $282,647,623,470
Basis ¥27,990,102,000,000 $235,006,200,021
Zeroes ¥5,608,400,000,000 $46,960,848,759
FRAs ¥150,000,000,000 $1,253,626,314
VNS ¥0 $0
Inflation ¥0 $0
Total¥712,371,236,868,226$5,975,942,871,514
ProductVolume
CHF
USD
Equivalent
IRS CHF692,199,540,009 $736,968,755,677
OIS CHF44,944,000,000 $47,752,744,279
Basis CHF81,169,100,000 $84,810,645,946
Zeroes CHF44,655,000,000 $47,571,012,522
FRAs CHF659,994,000,000 $693,675,214,229
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,522,961,640,009$1,610,778,372,653
ProductVolume
AUD
USD
Equivalent
IRS $3,208,671,164,343 $2,524,450,701,806
OIS $0 $0
Basis $337,318,400,346 $264,102,376,696
Zeroes $26,865,600,000 $21,019,198,640
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$3,572,855,164,689$2,809,572,277,142
ProductVolume
CAD
USD
Equivalent
IRS $2,817,919,507,850 $2,279,135,258,571
OIS $1,286,823,480,000 $1,038,880,166,357
Basis $63,510,600,000 $51,270,705,091
Zeroes $119,919,536,628 $96,017,907,232
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$4,288,173,124,478$3,465,304,037,251
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,345,086,057,039 $135,699,979,864
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK14,000,000,000 $570,197,443
FRAs CZK1,462,976,000,000 $58,793,058,371
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,822,062,057,039$195,063,235,678
ProductVolume
DKK
USD
Equivalent
IRS DKK1,130,819,441,708 $169,986,229,314
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK7,414,000,000 $1,123,211,244
FRAs DKK619,279,000,000 $93,385,711,756
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,757,512,441,708$264,495,152,314
ProductVolume
HKD
USD
Equivalent
IRS HKD2,012,860,926,193 $259,580,252,137
OIS HKD0 $0
Basis HKD1,140,000,000 $147,041,968
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,016,000,926,193$259,985,302,026
ProductVolume
HUF
USD
Equivalent
IRS HUF44,417,576,212,724 $162,170,113,158
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF95,355,480,000,000 $346,407,083,711
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF139,773,056,212,724$508,577,196,869
ProductVolume
NOK
USD
Equivalent
IRS NOK1,588,814,829,372 $205,091,423,385
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK26,042,000,000 $3,388,594,698
FRAs NOK7,233,000,306,000 $933,445,447,950
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK8,847,857,135,372$1,141,925,466,033
ProductVolume
NZD
USD
Equivalent
IRS NZD1,281,867,527,620 $963,575,034,393
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,753,817,000 $3,553,971,787
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,286,621,344,620$967,129,006,180
ProductVolume
PLN
USD
Equivalent
IRS PLN1,344,768,839,451 $362,214,499,867
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN9,832,000,000 $2,669,740,567
FRAs PLN1,558,979,000,000 $420,115,647,407
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,913,579,839,451$784,999,887,841
ProductVolume
SEK
USD
Equivalent
IRS SEK5,478,980,500,754 $654,417,887,555
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK73,610,000,000 $8,733,522,058
FRAs SEK11,268,350,492,000 $1,341,336,102,792
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK16,820,940,992,754$2,004,487,512,405
ProductVolume
SGD
USD
Equivalent
IRS SGD850,318,038,006 $628,861,901,674
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD4,616,000,000 $3,457,563,741
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD854,934,038,006$632,319,465,415
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,590,698,664,877 $303,532,150,625
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,590,698,664,877$303,532,150,625
ProductUSD
Equivalent
IRS$66,250,733,526,918
OIS$52,721,943,155,693
Basis$4,032,340,870,010
Zeroes$1,643,964,753,578
FRAs$81,165,789,738,439
VNS$125,263,667,235
Inflation$22,776,543,562
Total$205,962,812,255,435
Show:
ProductUSD
Equivalent
IRS $44,755,890,373,821
OIS $14,438,604,308,563
Basis $8,465,221,223,236
Zeroes $456,606,647,809
FRAs $36,977,082,200,000
VNS $227,528,455,950
Inflation $106,800,000
Total$105,321,040,009,379
ProductVolume
EUR
USD
Equivalent
IRS €41,142,128,771,325 $45,320,111,948,053
OIS €18,563,400,516,967 $20,448,513,839,465
Basis €420,241,406,389 $462,916,921,208
Zeroes €1,601,420,684,266 $1,764,044,954,753
FRAs €25,418,659,953,260 $27,999,924,871,514
VNS €116,381,970,638 $128,200,559,756
Inflation €10,463,150,000 $11,525,682,883
Total€87,272,696,452,845$96,135,238,777,632
ProductVolume
GBP
USD
Equivalent
IRS £7,297,903,696,806 $11,304,087,931,168
OIS £8,648,975,272,902 $13,396,830,248,962
Basis £2,709,507,395,299 $4,196,891,479,949
Zeroes £206,466,836,246 $319,806,806,004
FRAs £8,500,504,877,092 $13,166,857,029,372
VNS £48,592,427,943 $75,267,241,262
Inflation £7,127,576,267 $11,040,259,259
Total£27,419,078,082,555$42,470,780,995,976
ProductVolume
JPY
USD
Equivalent
IRS ¥1,763,794,539,278,140 $14,510,259,053,746
OIS ¥32,433,776,000,000 $266,823,873,967
Basis ¥166,611,687,000,000 $1,370,669,137,428
Zeroes ¥11,000,800,000,000 $90,500,596,438
FRAs ¥50,000,000,000 $411,336,432
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,973,890,802,278,140$16,238,663,998,011
ProductVolume
CHF
USD
Equivalent
IRS CHF3,079,947,241,138 $3,263,347,362,935
OIS CHF70,000,600,000 $74,168,891,714
Basis CHF432,841,900,000 $458,616,126,298
Zeroes CHF28,161,351,300 $29,838,261,602
FRAs CHF787,010,000,000 $833,873,702,056
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,397,961,092,438$4,659,844,344,605
ProductVolume
AUD
USD
Equivalent
IRS $10,739,012,071,912 $8,410,794,254,721
OIS $0 $0
Basis $1,125,433,000,346 $881,439,125,871
Zeroes $26,753,600,000 $20,953,419,520
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,891,198,672,258$9,313,186,800,112
ProductVolume
CAD
USD
Equivalent
IRS $8,668,695,652,175 $7,058,623,607,340
OIS $1,424,394,326,290 $1,159,835,783,967
Basis $267,131,995,446 $217,516,485,177
Zeroes $343,247,427,072 $279,494,688,602
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,703,469,400,983$8,715,470,565,086
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,940,766,759,038 $399,195,516,787
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $851,337,242
FRAs CZK1,254,266,000,000 $50,368,082,885
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,216,232,759,038$450,414,936,914
ProductVolume
DKK
USD
Equivalent
IRS DKK2,731,385,673,798 $403,376,851,387
OIS DKK0 $0
Basis DKK1,930,000,000 $285,026,509
Zeroes DKK26,940,000,000 $3,978,556,555
FRAs DKK726,669,000,000 $107,316,024,988
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,486,924,673,798$514,956,459,439
ProductVolume
HKD
USD
Equivalent
IRS HKD7,952,829,979,258 $1,025,946,563,884
OIS HKD0 $0
Basis HKD13,940,000,000 $1,798,315,208
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,968,769,979,258$1,028,002,887,013
ProductVolume
HUF
USD
Equivalent
IRS HUF128,090,844,910,096 $459,494,000,000
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF108,500,000,000 $389,216,724
FRAs HUF98,026,250,000,000 $351,644,754,542
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF226,225,594,910,096$811,527,971,266
ProductVolume
NOK
USD
Equivalent
IRS NOK6,255,812,613,534 $817,870,885,164
OIS NOK0 $0
Basis NOK24,311,400,000 $3,178,417,812
Zeroes NOK50,664,000,000 $6,623,697,525
FRAs NOK9,473,666,078,000 $1,238,565,817,046
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK15,804,454,091,534$2,066,238,817,547
ProductVolume
NZD
USD
Equivalent
IRS NZD3,558,740,267,421 $2,606,421,371,859
OIS NZD0 $0
Basis NZD400,000,000 $292,960,000
Zeroes NZD9,870,817,000 $7,229,386,371
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,569,011,084,421$2,613,943,718,230
ProductVolume
PLN
USD
Equivalent
IRS PLN3,588,970,904,034 $961,739,372,689
OIS PLN0 $0
Basis PLN674,000,000 $180,612,313
Zeroes PLN22,134,000,000 $5,931,265,492
FRAs PLN1,858,408,000,000 $497,999,062,102
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,470,186,904,034$1,465,850,312,596
ProductVolume
SEK
USD
Equivalent
IRS SEK14,801,880,350,625 $1,764,418,155,777
OIS SEK0 $0
Basis SEK500,000,000 $59,601,149
Zeroes SEK158,644,400,000 $18,910,777,080
FRAs SEK14,287,997,909,609 $1,703,162,187,792
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK29,249,022,660,234$3,486,550,721,798
ProductVolume
SGD
USD
Equivalent
IRS SGD1,872,823,994,429 $1,401,394,787,809
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD5,216,000,000 $3,903,023,047
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,878,039,994,429$1,405,297,810,856
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,361,739,350,588 $1,039,150,920,527
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,361,739,350,588$1,039,150,920,527
ProductUSD
Equivalent
IRS$145,502,122,957,667
OIS$49,784,776,946,638
Basis$16,059,065,432,158
Zeroes$3,009,320,642,685
FRAs$82,927,205,068,729
VNS$430,996,256,968
Inflation$22,672,742,142
Total$297,736,160,046,987

Figures as of COB May 22, 2015.

Notional Outstanding by Product

As of COB May 22, 2015

Daily Notional by Tenor

As of COB May 22, 2015

Notional Outstanding by Currency

As of COB May 22, 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.