Daily Volumes

  • Client Notional Cleared (USD)
    $218,441,541,208,139
    Notional Outstanding (USD)
    $295,960,556,243,947
    As of COB Apr 24, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $653,780,000,000,000
    Trades Compressed
    5,226,702
  • 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 Apr 24, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$36,495,412,407
$388,458,097,296
$9,450,100,218,949
$4,455,249,599,018
EUR
€16,846,638,000
€190,862,952,871
€8,080,430,894,477
€3,236,262,663,479
GBP
£16,346,564,873
£163,542,520,970
£2,446,655,510,301
£835,248,196,390
JPY
¥1,401,001,770,000
¥12,591,186,222,500
¥126,115,227,611,588
¥52,789,233,903,080
CHF
CHF560,800,000
CHF4,096,521,000
CHF193,740,755,646
CHF175,042,900,488
AUD
$5,724,590,000
$40,663,115,031
$740,330,591,593
$876,898,984,134
CAD
$13,861,600,000
$38,248,462,000
$962,186,053,777
$799,230,717,909
Other*
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$10,859,196,319
$75,457,515,696
$1,401,589,003,760
$1,433,410,907,905
CZK
CZK800,000,000
CZK32,510,140,000
CZK927,446,040,000
CZK638,878,445,268
DKK
DKK646,000,000
DKK18,195,056,311
DKK307,571,440,365
DKK371,168,632,628
HKD
HKD4,633,000,000
HKD15,092,000,000
HKD236,677,630,505
HKD260,119,694,272
HUF
HUF224,660,000,000
HUF2,007,319,000,000
HUF26,879,769,542,396
HUF18,763,914,650,000
NOK
NOK23,156,000,000
NOK49,342,710,000
NOK1,437,384,637,186
NOK763,924,676,259
NZD
NZD2,486,750,000
NZD15,432,961,000
NZD372,296,174,547
NZD722,958,750,257
PLN
PLN528,506,000
PLN30,538,364,200
PLN431,357,352,428
PLN227,837,913,028
SEK
SEK20,648,424,000
SEK203,206,963,455
SEK3,778,525,853,776
SEK2,718,123,324,981
SGD
SGD1,081,000,000
SGD11,343,020,000
SGD150,853,653,446
SGD248,115,476,252
ZAR
ZAR13,533,500,000
ZAR51,791,850,000
ZAR642,105,346,482
ZAR521,726,696,322
Total in USD$118,712,982,814$1,087,415,902,693$26,239,913,264,962$12,644,553,958,561

Figures as of COB Apr 24, 2015. Weekly figures as of COB Apr 24, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $30,873,158,860
OIS $2,081,300,000
Basis $3,050,000,000
Zeroes $39,240,138
FRAs $0
VNS $451,713,409
Inflation $0
Total$36,495,412,407
ProductVolume
EUR
USD
Equivalent
IRS €10,815,288,000 $11,758,921,878
OIS €4,998,000,000 $5,434,075,500
Basis €0 $0
Zeroes €0 $0
FRAs €1,000,000,000 $1,087,250,000
VNS €33,350,000 $36,259,788
Inflation €0 $0
Total€16,846,638,000$18,316,507,166
ProductVolume
GBP
USD
Equivalent
IRS £3,200,135,000 $4,859,725,011
OIS £5,939,400,000 $9,019,572,840
Basis £247,400,000 $375,701,640
Zeroes £26,546,873 $40,314,081
FRAs £6,930,000,000 $10,523,898,000
VNS £3,083,000 $4,681,844
Inflation £0 $0
Total£16,346,564,873$24,823,893,416
ProductVolume
JPY
USD
Equivalent
IRS ¥1,344,401,770,000 $11,297,968,570
OIS ¥56,600,000,000 $475,650,237
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,401,001,770,000$11,773,618,807
ProductVolume
CHF
USD
Equivalent
IRS CHF560,800,000 $587,779,059
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF560,800,000$587,779,059
ProductVolume
AUD
USD
Equivalent
IRS $5,574,590,000 $4,358,214,462
OIS $0 $0
Basis $150,000,000 $117,270,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,724,590,000$4,475,484,462
ProductVolume
CAD
USD
Equivalent
IRS $4,961,600,000 $4,073,730,449
OIS $8,900,000,000 $7,307,360,729
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$13,861,600,000$11,381,091,178
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK800,000,000 $31,664,358
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK800,000,000$31,664,358
ProductVolume
DKK
USD
Equivalent
IRS DKK646,000,000 $94,125,189
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK646,000,000$94,125,189
ProductVolume
HKD
USD
Equivalent
IRS HKD4,633,000,000 $597,791,025
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,633,000,000$597,791,025
ProductVolume
HUF
USD
Equivalent
IRS HUF94,160,000,000 $337,430,568
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF130,500,000,000 $467,658,126
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF224,660,000,000$805,088,694
ProductVolume
NOK
USD
Equivalent
IRS NOK6,656,000,000 $856,110,204
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK16,500,000,000 $2,122,268,383
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK23,156,000,000$2,978,378,587
ProductVolume
NZD
USD
Equivalent
IRS NZD2,486,750,000 $1,889,805,663
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,486,750,000$1,889,805,663
ProductVolume
PLN
USD
Equivalent
IRS PLN528,506,000 $142,295,276
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN528,506,000$142,295,276
ProductVolume
SEK
USD
Equivalent
IRS SEK12,648,424,000 $1,465,489,958
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK8,000,000,000 $926,907,547
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK20,648,424,000$2,392,397,505
ProductVolume
SGD
USD
Equivalent
IRS SGD1,081,000,000 $811,531,099
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,081,000,000$811,531,099
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,533,500,000 $1,116,118,923
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,533,500,000$1,116,118,923
ProductUSD
Equivalent
IRS$75,151,860,552
OIS$24,317,959,306
Basis$3,542,971,640
Zeroes$79,554,219
FRAs$15,127,982,056
VNS$492,655,041
Inflation$0
Total$118,712,982,814
Show:
ProductUSD
Equivalent
IRS $200,006,917,733
OIS $138,810,830,000
Basis $7,747,000,000
Zeroes $2,345,796,953
FRAs $38,317,000,000
VNS $1,230,552,610
Inflation $0
Total$388,458,097,296
ProductVolume
EUR
USD
Equivalent
IRS €81,918,097,892 $88,229,559,805
OIS €92,048,560,000 $99,032,540,070
Basis €200,000,000 $216,500,000
Zeroes €960,000,000 $1,030,402,500
FRAs €15,670,000,000 $16,866,235,000
VNS €66,294,979 $71,764,726
Inflation €0 $0
Total€190,862,952,871$205,447,002,101
ProductVolume
GBP
USD
Equivalent
IRS £16,362,587,000 $24,607,953,509
OIS £125,172,125,000 $187,786,517,125
Basis £539,200,000 $812,554,440
Zeroes £78,756,373 $118,821,506
FRAs £21,330,000,000 $32,207,418,000
VNS £59,852,597 $89,449,321
Inflation £0 $0
Total£163,542,520,970$245,622,713,901
ProductVolume
JPY
USD
Equivalent
IRS ¥9,926,086,222,500 $83,021,066,430
OIS ¥2,456,600,000,000 $20,527,203,329
Basis ¥208,500,000,000 $1,748,741,803
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥12,591,186,222,500$105,297,011,562
ProductVolume
CHF
USD
Equivalent
IRS CHF4,066,521,000 $4,223,763,268
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF30,000,000 $31,364,349
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,096,521,000$4,255,127,617
ProductVolume
AUD
USD
Equivalent
IRS $39,851,115,031 $30,926,191,378
OIS $0 $0
Basis $812,000,000 $627,884,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$40,663,115,031$31,554,075,878
ProductVolume
CAD
USD
Equivalent
IRS $27,296,462,000 $22,332,753,214
OIS $10,952,000,000 $8,991,605,428
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$38,248,462,000$31,324,358,642
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK22,510,140,000 $882,850,607
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK10,000,000,000 $391,236,307
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK32,510,140,000$1,274,086,914
ProductVolume
DKK
USD
Equivalent
IRS DKK16,195,056,311 $2,348,412,162
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $287,740,803
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK18,195,056,311$2,636,152,965
ProductVolume
HKD
USD
Equivalent
IRS HKD15,092,000,000 $1,947,298,993
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD15,092,000,000$1,947,298,993
ProductVolume
HUF
USD
Equivalent
IRS HUF902,319,000,000 $3,242,227,763
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,105,000,000,000 $3,963,528,607
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,007,319,000,000$7,205,756,370
ProductVolume
NOK
USD
Equivalent
IRS NOK11,342,710,000 $1,451,714,662
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK38,000,000,000 $4,849,623,642
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK49,342,710,000$6,301,338,304
ProductVolume
NZD
USD
Equivalent
IRS NZD15,432,961,000 $11,767,683,938
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD15,432,961,000$11,767,683,938
ProductVolume
PLN
USD
Equivalent
IRS PLN20,618,364,200 $5,554,028,978
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN370,000,000 $99,455,682
FRAs PLN9,550,000,000 $2,577,157,747
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN30,538,364,200$8,230,642,407
ProductVolume
SEK
USD
Equivalent
IRS SEK50,106,963,455 $5,785,045,618
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK153,100,000,000 $17,624,084,488
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK203,206,963,455$23,409,130,106
ProductVolume
SGD
USD
Equivalent
IRS SGD11,343,020,000 $8,423,208,803
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,343,020,000$8,423,208,803
ProductVolume
ZAR
USD
Equivalent
IRS ZAR51,791,850,000 $4,262,216,896
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR51,791,850,000$4,262,216,896
ProductUSD
Equivalent
IRS$499,012,893,757
OIS$455,148,695,952
Basis$11,152,680,743
Zeroes$3,594,476,641
FRAs$117,115,388,943
VNS$1,391,766,657
Inflation$0
Total$1,087,415,902,693
Show:
ProductUSD
Equivalent
IRS $4,224,664,799,512
OIS $3,478,576,730,000
Basis $140,775,439,733
Zeroes $33,210,617,022
FRAs $1,561,855,100,000
VNS $11,017,532,682
Inflation $0
Total$9,450,100,218,949
ProductVolume
EUR
USD
Equivalent
IRS €1,615,555,993,884 $1,808,169,348,943
OIS €4,907,701,395,460 $5,523,283,848,984
Basis €7,031,800,000 $7,947,276,560
Zeroes €90,306,742,141 $100,035,522,217
FRAs €1,458,463,497,500 $1,632,483,250,659
VNS €1,371,465,492 $1,521,593,076
Inflation €0 $0
Total€8,080,430,894,477$9,073,440,840,439
ProductVolume
GBP
USD
Equivalent
IRS £433,176,176,275 $654,377,011,567
OIS £1,890,697,720,000 $2,851,735,179,586
Basis £15,698,400,000 $23,832,603,908
Zeroes £5,413,503,894 $8,271,742,576
FRAs £100,214,600,000 $151,135,585,900
VNS £1,444,383,151 $2,175,538,739
Inflation £10,726,981 $15,695,182
Total£2,446,655,510,301$3,691,543,357,458
ProductVolume
JPY
USD
Equivalent
IRS ¥113,043,579,611,588 $949,778,509,680
OIS ¥9,507,748,000,000 $79,790,297,032
Basis ¥3,563,900,000,000 $30,097,158,227
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥126,115,227,611,588$1,059,665,964,939
ProductVolume
CHF
USD
Equivalent
IRS CHF163,616,055,646 $174,342,977,067
OIS CHF329,000,000 $332,618,499
Basis CHF9,258,200,000 $9,548,698,104
Zeroes CHF20,327,500,000 $21,560,407,563
FRAs CHF210,000,000 $212,216,596
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF193,740,755,646$205,996,917,829
ProductVolume
AUD
USD
Equivalent
IRS $717,319,191,420 $564,670,279,559
OIS $0 $0
Basis $18,803,400,173 $14,719,138,941
Zeroes $4,208,000,000 $3,260,683,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$740,330,591,593$582,650,101,900
ProductVolume
CAD
USD
Equivalent
IRS $521,440,735,463 $418,864,724,361
OIS $421,462,740,000 $340,779,009,697
Basis $1,400,000,000 $1,126,130,370
Zeroes $17,882,578,314 $14,156,995,260
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$962,186,053,777$774,926,859,688
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK566,736,040,000 $22,805,740,280
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK353,710,000,000 $14,122,926,898
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK927,446,040,000$37,213,765,899
ProductVolume
DKK
USD
Equivalent
IRS DKK188,858,940,365 $28,333,427,928
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK118,712,500,000 $17,673,948,242
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK307,571,440,365$46,007,376,170
ProductVolume
HKD
USD
Equivalent
IRS HKD236,177,630,505 $30,453,219,294
OIS HKD0 $0
Basis HKD500,000,000 $64,491,581
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD236,677,630,505$30,517,710,875
ProductVolume
HUF
USD
Equivalent
IRS HUF7,956,779,542,396 $28,953,312,879
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF18,922,990,000,000 $68,485,095,695
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF26,879,769,542,396$97,438,408,574
ProductVolume
NOK
USD
Equivalent
IRS NOK188,743,184,186 $24,170,022,806
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK8,651,000,000 $1,131,692,075
FRAs NOK1,239,990,453,000 $157,415,494,794
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,437,384,637,186$182,717,209,675
ProductVolume
NZD
USD
Equivalent
IRS NZD369,351,366,047 $277,660,472,790
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,944,808,500 $2,223,488,799
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD372,296,174,547$279,883,961,589
ProductVolume
PLN
USD
Equivalent
IRS PLN278,876,352,428 $74,484,482,255
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,840,000,000 $1,314,282,399
FRAs PLN147,641,000,000 $39,574,489,618
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN431,357,352,428$115,373,254,272
ProductVolume
SEK
USD
Equivalent
IRS SEK1,314,284,607,776 $156,588,259,958
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK36,805,000,000 $4,366,761,029
FRAs SEK2,427,436,246,000 $285,892,886,158
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,778,525,853,776$446,847,907,145
ProductVolume
SGD
USD
Equivalent
IRS SGD150,233,653,446 $110,878,507,244
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD620,000,000 $461,743,799
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD150,853,653,446$111,340,251,043
ProductVolume
ZAR
USD
Equivalent
IRS ZAR642,105,346,482 $54,249,158,518
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR642,105,346,482$54,249,158,518
ProductUSD
Equivalent
IRS$9,603,444,254,641
OIS$12,274,497,683,798
Basis$228,110,937,424
Zeroes$190,279,034,860
FRAs$3,928,850,994,560
VNS$14,714,664,497
Inflation$15,695,182
Total$26,239,913,264,962
Show:
ProductUSD
Equivalent
IRS $2,604,707,517,089
OIS $1,155,921,888,667
Basis $251,834,294,423
Zeroes $25,261,645,350
FRAs $384,690,800,000
VNS $32,833,453,488
Inflation $0
Total$4,455,249,599,017
ProductVolume
EUR
USD
Equivalent
IRS €1,174,474,380,194 $1,276,947,269,865
OIS €1,344,645,830,460 $1,461,966,179,168
Basis €31,489,742,883 $34,237,222,950
Zeroes €202,506,202,994 $220,174,869,205
FRAs €473,384,997,500 $514,687,838,532
VNS €9,761,509,449 $10,613,201,148
Inflation €0 $0
Total€3,236,262,663,480$3,518,626,580,868
ProductVolume
GBP
USD
Equivalent
IRS £239,611,891,916 $363,874,619,064
OIS £508,673,017,000 $772,470,843,616
Basis £11,966,600,000 $18,172,478,760
Zeroes £11,159,868,881 $16,947,376,882
FRAs £59,673,000,000 $90,619,417,800
VNS £4,153,091,612 $6,306,884,921
Inflation £10,726,981 $16,289,993
Total£835,248,196,390$1,268,407,911,036
ProductVolume
JPY
USD
Equivalent
IRS ¥45,794,375,903,080 $384,842,858,129
OIS ¥5,957,138,000,000 $50,062,086,642
Basis ¥1,016,520,000,000 $8,542,543,804
Zeroes ¥21,200,000,000 $178,158,746
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥52,789,233,903,080$443,625,647,321
ProductVolume
CHF
USD
Equivalent
IRS CHF155,602,050,488 $163,087,779,570
OIS CHF2,621,500,000 $2,747,615,554
Basis CHF13,957,850,000 $14,629,336,548
Zeroes CHF326,500,000 $342,207,316
FRAs CHF2,535,000,000 $2,656,954,198
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF175,042,900,488$183,463,893,186
ProductVolume
AUD
USD
Equivalent
IRS $806,345,133,961 $630,400,625,731
OIS $0 $0
Basis $65,946,850,173 $51,557,247,465
Zeroes $4,607,000,000 $3,601,752,600
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$876,898,984,134$685,559,625,796
ProductVolume
CAD
USD
Equivalent
IRS $550,709,765,909 $452,161,226,576
OIS $178,756,550,000 $146,768,381,296
Basis $3,887,500,000 $3,191,838,745
Zeroes $65,876,902,000 $54,088,346,812
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$799,230,717,909$656,209,793,429
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK551,078,445,268 $21,811,931,339
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK87,800,000,000 $3,475,163,269
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK638,878,445,268$25,287,094,608
ProductVolume
DKK
USD
Equivalent
IRS DKK345,919,132,628 $50,402,018,392
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK2,237,000,000 $325,941,252
FRAs DKK23,012,500,000 $3,353,027,742
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK371,168,632,628$54,080,987,386
ProductVolume
HKD
USD
Equivalent
IRS HKD256,319,694,272 $33,072,655,450
OIS HKD0 $0
Basis HKD3,800,000,000 $490,309,927
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD260,119,694,272$33,562,965,377
ProductVolume
HUF
USD
Equivalent
IRS HUF6,755,364,650,000 $24,208,438,094
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF12,008,550,000,000 $43,033,685,719
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF18,763,914,650,000$67,242,123,813
ProductVolume
NOK
USD
Equivalent
IRS NOK278,818,076,259 $35,862,229,573
OIS NOK0 $0
Basis NOK995,000,000 $127,979,215
Zeroes NOK18,723,000,000 $2,408,195,815
FRAs NOK465,388,600,000 $59,859,364,348
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK763,924,676,259$98,257,768,951
ProductVolume
NZD
USD
Equivalent
IRS NZD719,822,941,757 $547,029,444,588
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,135,808,500 $2,383,057,670
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD722,958,750,257$549,412,502,258
ProductVolume
PLN
USD
Equivalent
IRS PLN145,103,913,028 $39,067,865,602
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,740,000,000 $468,478,656
FRAs PLN80,994,000,000 $21,806,873,713
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN227,837,913,028$61,343,217,971
ProductVolume
SEK
USD
Equivalent
IRS SEK1,457,869,724,981 $168,913,806,286
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK66,950,000,000 $7,757,057,532
FRAs SEK1,193,303,600,000 $138,260,264,053
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,718,123,324,981$314,931,127,871
ProductVolume
SGD
USD
Equivalent
IRS SGD247,495,476,252 $185,800,440,113
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD620,000,000 $465,447,994
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD248,115,476,252$186,265,888,107
ProductVolume
ZAR
USD
Equivalent
IRS ZAR521,726,696,322 $43,027,231,563
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR521,726,696,322$43,027,231,563
ProductUSD
Equivalent
IRS$7,025,217,957,024
OIS$3,589,936,994,943
Basis$382,783,251,837
Zeroes$334,402,535,830
FRAs$1,262,443,389,374
VNS$49,753,539,557
Inflation$16,289,993
Total$12,644,553,958,558

Figures as of COB Apr 24, 2015.

Notional Outstanding by Product

As of COB Apr 24, 2015

Daily Notional by Tenor
 

As of COB Apr 24, 2015

Notional Outstanding by Tenor
 

As of COB Apr 24, 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
$252,424,618,814
$3,519,778,046,406
$62,372,373,945,844
$104,186,938,584,660
EUR
€151,344,007,216
€1,927,271,117,693
€57,847,334,639,603
€87,859,701,673,773
GBP
£123,814,375,746
£1,039,684,307,726
£15,501,992,379,221
£28,142,317,490,797
JPY
¥5,589,497,540,000
¥42,456,187,267,794
¥585,631,629,210,108
¥1,936,878,028,813,870
CHF
CHF4,940,100,000
CHF37,910,902,000
CHF1,255,400,941,293
CHF4,310,389,467,871
AUD
$30,964,856,000
$183,715,278,739
$2,823,376,102,809
$11,491,012,056,912
CAD
$30,234,200,000
$171,885,706,000
$3,787,888,578,440
$11,011,825,853,197
Other*
Show All
Hide
$49,252,225,682
$294,389,728,466
$5,648,592,892,032
$14,691,557,111,440
CZK
CZK63,920,200,000
CZK286,684,480,000
CZK3,370,646,382,962
CZK10,449,544,272,537
DKK
DKK1,292,000,000
DKK41,182,112,622
DKK1,425,746,565,076
DKK3,600,998,695,735
HKD
HKD16,956,000,000
HKD59,300,400,000
HKD1,681,404,640,847
HKD7,834,884,671,251
HUF
HUF1,535,300,000,000
HUF11,489,958,000,000
HUF109,916,221,764,724
HUF225,709,687,796,444
NOK
NOK89,876,000,000
NOK219,785,420,000
NOK6,713,039,154,372
NOK14,419,835,015,527
NZD
NZD11,037,932,000
NZD54,206,569,746
NZD1,061,494,534,220
NZD3,467,598,564,302
PLN
PLN11,187,012,000
PLN142,291,002,800
PLN2,378,835,711,051
PLN5,378,640,209,611
SEK
SEK77,446,330,000
SEK634,099,408,910
SEK13,515,378,604,156
SEK31,623,033,785,877
SGD
SGD4,426,000,000
SGD37,873,740,000
SGD719,961,420,206
SGD1,782,585,263,414
ZAR
ZAR43,507,000,000
ZAR235,541,300,000
ZAR2,969,805,870,877
ZAR12,043,737,827,307
Total in USD$755,432,595,458$8,128,679,059,946$167,821,642,658,913$295,960,556,243,947

Figures as of COB Apr 24, 2015. Weekly figures as of COB Apr 24, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $161,345,751,720
OIS $37,376,600,000
Basis $32,416,000,000
Zeroes $8,290,480,276
FRAs $12,000,000,000
VNS $995,786,818
Inflation $0
Total$252,424,618,814
ProductVolume
EUR
USD
Equivalent
IRS €88,323,839,622 $96,030,094,629
OIS €51,901,187,622 $56,429,566,242
Basis €0 $0
Zeroes €144,000,000 $156,564,000
FRAs €9,800,000,000 $10,655,050,000
VNS €104,279,972 $113,378,399
Inflation €1,070,700,000 $1,164,118,575
Total€151,344,007,216$164,548,771,845
ProductVolume
GBP
USD
Equivalent
IRS £20,690,336,000 $31,420,344,250
OIS £66,713,500,000 $101,311,121,100
Basis £3,427,800,000 $5,205,457,080
Zeroes £56,573,746 $85,912,891
FRAs £32,860,000,000 $49,901,196,000
VNS £6,166,000 $9,363,688
Inflation £60,000,000 $91,116,000
Total£123,814,375,746$188,024,511,009
ProductVolume
JPY
USD
Equivalent
IRS ¥5,476,297,540,000 $46,021,240,724
OIS ¥113,200,000,000 $951,300,475
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,589,497,540,000$46,972,541,199
ProductVolume
CHF
USD
Equivalent
IRS CHF2,680,100,000 $2,809,034,692
OIS CHF0 $0
Basis CHF260,000,000 $272,508,123
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $2,096,216,330
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,940,100,000$5,177,759,145
ProductVolume
AUD
USD
Equivalent
IRS $24,652,856,000 $19,273,602,821
OIS $0 $0
Basis $6,312,000,000 $4,934,721,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$30,964,856,000$24,208,324,421
ProductVolume
CAD
USD
Equivalent
IRS $12,434,200,000 $10,209,121,885
OIS $17,800,000,000 $14,614,721,458
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$30,234,200,000$24,823,843,343
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,920,200,000 $155,163,269
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK60,000,000,000 $2,374,826,836
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK63,920,200,000$2,529,990,105
ProductVolume
DKK
USD
Equivalent
IRS DKK1,292,000,000 $188,250,379
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,292,000,000$188,250,379
ProductVolume
HKD
USD
Equivalent
IRS HKD16,956,000,000 $2,187,814,508
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD16,956,000,000$2,187,814,508
ProductVolume
HUF
USD
Equivalent
IRS HUF340,300,000,000 $1,219,494,714
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,195,000,000,000 $4,282,386,669
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,535,300,000,000$5,501,881,383
ProductVolume
NOK
USD
Equivalent
IRS NOK28,876,000,000 $3,714,098,293
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK61,000,000,000 $7,845,961,902
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK89,876,000,000$11,560,060,195
ProductVolume
NZD
USD
Equivalent
IRS NZD11,037,932,000 $8,388,276,423
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,037,932,000$8,388,276,423
ProductVolume
PLN
USD
Equivalent
IRS PLN3,587,012,000 $965,769,288
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,600,000,000 $2,046,228,612
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN11,187,012,000$3,011,997,900
ProductVolume
SEK
USD
Equivalent
IRS SEK36,946,330,000 $4,280,729,013
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK40,500,000,000 $4,692,469,455
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK77,446,330,000$8,973,198,468
ProductVolume
SGD
USD
Equivalent
IRS SGD4,426,000,000 $3,322,698,097
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,426,000,000$3,322,698,097
ProductVolume
ZAR
USD
Equivalent
IRS ZAR43,507,000,000 $3,588,058,224
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR43,507,000,000$3,588,058,224
ProductUSD
Equivalent
IRS$395,119,542,929
OIS$210,683,309,275
Basis$42,828,686,803
Zeroes$8,532,957,167
FRAs$95,894,335,804
VNS$1,118,528,905
Inflation$1,255,234,575
Total$755,432,595,458
Show:
ProductUSD
Equivalent
IRS $921,471,363,165
OIS $455,671,300,000
Basis $122,151,730,000
Zeroes $15,153,593,906
FRAs $2,002,406,000,000
VNS $2,924,059,335
Inflation $0
Total$3,519,778,046,406
ProductVolume
EUR
USD
Equivalent
IRS €719,125,711,170 $774,675,587,261
OIS €554,505,507,622 $596,882,500,651
Basis €13,619,400,000 $14,627,700,900
Zeroes €17,102,325,124 $18,391,680,149
FRAs €620,910,000,000 $667,225,205,000
VNS €175,923,777 $190,616,814
Inflation €1,832,250,000 $1,982,146,773
Total€1,927,271,117,693$2,073,975,437,548
ProductVolume
GBP
USD
Equivalent
IRS £189,230,960,046 $284,634,875,795
OIS £558,196,350,000 $839,067,316,490
Basis £34,521,100,000 $51,828,188,550
Zeroes £412,032,486 $618,465,460
FRAs £255,972,000,000 $384,488,711,200
VNS £119,705,194 $178,898,642
Inflation £1,232,160,000 $1,845,720,168
Total£1,039,684,307,726$1,562,662,176,305
ProductVolume
JPY
USD
Equivalent
IRS ¥36,540,927,267,794 $305,682,365,289
OIS ¥5,113,000,000,000 $42,724,067,795
Basis ¥802,260,000,000 $6,719,275,142
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥42,456,187,267,794$355,125,708,226
ProductVolume
CHF
USD
Equivalent
IRS CHF17,062,902,000 $17,747,155,612
OIS CHF0 $0
Basis CHF3,696,000,000 $3,838,815,755
Zeroes CHF0 $0
FRAs CHF17,152,000,000 $17,889,391,701
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF37,910,902,000$39,475,363,068
ProductVolume
AUD
USD
Equivalent
IRS $156,686,278,739 $121,573,971,552
OIS $0 $0
Basis $27,029,000,000 $20,973,682,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$183,715,278,739$142,547,653,752
ProductVolume
CAD
USD
Equivalent
IRS $141,068,524,000 $115,411,474,556
OIS $28,904,000,000 $23,747,136,913
Basis $1,900,000,000 $1,555,594,564
Zeroes $13,182,000 $10,740,142
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$171,885,706,000$140,724,946,175
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK108,156,480,000 $4,239,716,772
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK178,528,000,000 $7,012,072,532
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK286,684,480,000$11,251,789,304
ProductVolume
DKK
USD
Equivalent
IRS DKK33,182,112,622 $4,810,825,648
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK8,000,000,000 $1,150,963,212
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK41,182,112,622$5,961,788,860
ProductVolume
HKD
USD
Equivalent
IRS HKD59,300,400,000 $7,651,455,140
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD59,300,400,000$7,651,455,140
ProductVolume
HUF
USD
Equivalent
IRS HUF3,328,458,000,000 $11,967,736,145
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,161,500,000,000 $29,270,413,009
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF11,489,958,000,000$41,238,149,154
ProductVolume
NOK
USD
Equivalent
IRS NOK69,785,420,000 $8,912,359,641
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK150,000,000,000 $19,143,323,461
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK219,785,420,000$28,055,683,102
ProductVolume
NZD
USD
Equivalent
IRS NZD54,206,569,746 $41,345,956,488
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD54,206,569,746$41,345,956,488
ProductVolume
PLN
USD
Equivalent
IRS PLN77,091,002,800 $20,773,872,056
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN740,000,000 $198,911,363
FRAs PLN64,460,000,000 $17,372,861,764
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN142,291,002,800$38,345,645,183
ProductVolume
SEK
USD
Equivalent
IRS SEK149,979,408,910 $17,307,892,285
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK484,120,000,000 $55,692,862,799
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK634,099,408,910$73,000,755,084
ProductVolume
SGD
USD
Equivalent
IRS SGD37,873,740,000 $28,154,419,751
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD37,873,740,000$28,154,419,751
ProductVolume
ZAR
USD
Equivalent
IRS ZAR235,541,300,000 $19,384,086,400
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR235,541,300,000$19,384,086,400
ProductUSD
Equivalent
IRS$2,705,745,113,556
OIS$1,958,092,321,849
Basis$221,694,987,111
Zeroes$34,373,391,020
FRAs$3,201,651,804,678
VNS$3,293,574,791
Inflation$3,827,866,941
Total$8,128,679,059,946
Show:
ProductUSD
Equivalent
IRS $18,859,816,191,741
OIS $10,765,851,005,428
Basis $1,729,304,013,465
Zeroes $231,154,132,717
FRAs $30,738,535,200,000
VNS $47,611,402,493
Inflation $102,000,000
Total$62,372,373,945,844
ProductVolume
EUR
USD
Equivalent
IRS €15,534,634,182,399 $17,392,454,309,020
OIS €20,448,584,632,542 $23,002,984,676,102
Basis €52,981,729,013 $57,924,767,655
Zeroes €684,061,076,195 $766,586,371,511
FRAs €21,094,485,995,000 $23,625,594,145,869
VNS €28,644,574,454 $31,183,683,872
Inflation €3,942,450,000 $4,241,493,723
Total€57,847,334,639,603$64,880,969,447,752
ProductVolume
GBP
USD
Equivalent
IRS £2,650,747,682,403 $4,005,807,478,966
OIS £6,823,660,952,569 $10,294,875,292,619
Basis £516,492,091,843 $780,926,437,484
Zeroes £44,770,093,094 $67,345,808,688
FRAs £5,455,336,800,000 $8,248,706,815,700
VNS £7,316,563,045 $11,055,315,667
Inflation £3,668,196,267 $5,463,896,151
Total£15,501,992,379,221$23,414,181,045,275
ProductVolume
JPY
USD
Equivalent
IRS ¥530,122,091,210,108 $4,452,086,164,808
OIS ¥26,565,476,000,000 $223,114,896,972
Basis ¥24,090,662,000,000 $202,476,485,584
Zeroes ¥4,703,400,000,000 $39,431,734,814
FRAs ¥150,000,000,000 $1,253,626,314
VNS ¥0 $0
Inflation ¥0 $0
Total¥585,631,629,210,108$4,918,362,908,492
ProductVolume
CHF
USD
Equivalent
IRS CHF572,666,141,293 $608,264,962,961
OIS CHF32,898,000,000 $34,794,389,627
Basis CHF70,483,800,000 $73,309,200,525
Zeroes CHF44,655,000,000 $47,571,012,522
FRAs CHF534,698,000,000 $558,324,007,134
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,255,400,941,293$1,322,263,572,769
ProductVolume
AUD
USD
Equivalent
IRS $2,519,995,102,463 $1,976,777,911,641
OIS $0 $0
Basis $280,855,400,346 $219,275,015,121
Zeroes $22,525,600,000 $17,572,140,640
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,823,376,102,809$2,213,625,067,402
ProductVolume
CAD
USD
Equivalent
IRS $2,380,992,019,812 $1,917,632,379,870
OIS $1,244,556,480,000 $1,003,756,635,750
Basis $56,190,600,000 $45,218,705,461
Zeroes $106,149,478,628 $84,666,058,266
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$3,787,888,578,440$3,051,273,779,347
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,164,670,382,962 $87,243,424,490
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK14,000,000,000 $570,197,443
FRAs CZK1,191,976,000,000 $47,606,685,839
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,370,646,382,962$135,420,307,772
ProductVolume
DKK
USD
Equivalent
IRS DKK832,127,565,076 $125,230,638,390
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,940,000,000 $753,455,307
FRAs DKK588,679,000,000 $88,815,481,877
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,425,746,565,076$214,799,575,574
ProductVolume
HKD
USD
Equivalent
IRS HKD1,680,264,640,847 $216,675,531,519
OIS HKD0 $0
Basis HKD1,140,000,000 $147,041,968
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,681,404,640,847$216,822,573,487
ProductVolume
HUF
USD
Equivalent
IRS HUF31,895,041,764,724 $116,004,773,667
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF78,021,180,000,000 $282,539,268,883
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF109,916,221,764,724$398,544,042,550
ProductVolume
NOK
USD
Equivalent
IRS NOK1,220,756,248,372 $156,119,446,869
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK23,302,000,000 $3,018,756,738
FRAs NOK5,468,980,906,000 $698,894,489,262
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK6,713,039,154,372$858,032,692,869
ProductVolume
NZD
USD
Equivalent
IRS NZD1,056,740,717,220 $795,271,676,340
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,753,817,000 $3,553,971,787
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,061,494,534,220$798,825,648,127
ProductVolume
PLN
USD
Equivalent
IRS PLN1,097,507,711,051 $293,772,408,146
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN9,756,000,000 $2,648,964,471
FRAs PLN1,271,572,000,000 $340,936,840,541
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,378,835,711,051$637,358,213,158
ProductVolume
SEK
USD
Equivalent
IRS SEK4,469,802,112,156 $533,244,242,501
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK73,610,000,000 $8,733,522,058
FRAs SEK8,971,966,492,000 $1,064,728,292,803
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK13,515,378,604,156$1,606,706,057,362
ProductVolume
SGD
USD
Equivalent
IRS SGD717,721,420,206 $529,046,601,605
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD2,240,000,000 $1,667,832,509
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD719,961,420,206$530,714,434,114
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,969,805,870,877 $251,369,347,019
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,969,805,870,877$251,369,347,019
ProductUSD
Equivalent
IRS$52,316,817,489,553
OIS$45,325,376,896,498
Basis$3,108,581,667,263
Zeroes$1,275,273,959,471
FRAs$65,695,934,854,222
VNS$89,850,402,032
Inflation$9,807,389,874
Total$167,821,642,658,913
Show:
ProductUSD
Equivalent
IRS $43,459,936,701,056
OIS $15,739,496,864,547
Basis $8,091,632,614,247
Zeroes $343,070,123,250
FRAs $36,335,623,200,000
VNS $217,077,081,561
Inflation $102,000,000
Total$104,186,938,584,661
ProductVolume
EUR
USD
Equivalent
IRS €40,948,418,452,607 $44,521,167,962,597
OIS €18,179,257,794,178 $19,765,398,036,720
Basis €379,765,830,389 $412,900,399,090
Zeroes €1,525,295,434,297 $1,658,377,460,939
FRAs €26,724,397,172,137 $29,056,100,825,406
VNS €98,624,540,165 $107,229,531,295
Inflation €3,942,450,000 $4,286,428,763
Total€87,859,701,673,773$95,525,460,644,810
ProductVolume
GBP
USD
Equivalent
IRS £7,968,473,695,506 $12,100,924,153,995
OIS £8,926,889,125,939 $13,556,373,826,651
Basis £2,626,536,969,466 $3,988,659,041,831
Zeroes £202,225,354,077 $307,099,422,701
FRAs £8,370,224,239,177 $12,711,022,529,614
VNS £44,499,910,365 $67,577,563,880
Inflation £3,468,196,267 $5,266,802,851
Total£28,142,317,490,797$42,736,923,341,523
ProductVolume
JPY
USD
Equivalent
IRS ¥1,724,321,625,813,870 $14,490,706,549,131
OIS ¥32,611,976,000,000 $274,061,733,686
Basis ¥169,298,627,000,000 $1,422,737,316,694
Zeroes ¥10,595,800,000,000 $89,044,077,482
FRAs ¥50,000,000,000 $420,185,722
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,936,878,028,813,870$16,276,969,862,715
ProductVolume
CHF
USD
Equivalent
IRS CHF3,018,346,916,571 $3,163,554,047,344
OIS CHF61,954,600,000 $64,935,122,105
Basis CHF424,014,600,000 $444,413,164,239
Zeroes CHF30,161,351,300 $31,612,358,558
FRAs CHF775,912,000,000 $813,239,702,337
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,310,389,467,871$4,517,754,394,583
ProductVolume
AUD
USD
Equivalent
IRS $10,377,300,956,566 $8,112,973,887,844
OIS $0 $0
Basis $1,085,297,500,346 $848,485,585,771
Zeroes $28,413,600,000 $22,213,752,480
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,491,012,056,912$8,983,673,226,095
ProductVolume
CAD
USD
Equivalent
IRS $8,898,803,762,389 $7,306,378,556,089
OIS $1,503,999,726,290 $1,234,861,633,310
Basis $270,303,995,446 $221,933,573,173
Zeroes $338,718,369,072 $278,105,315,549
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,011,825,853,197$9,041,279,078,121
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,248,956,272,537 $366,077,825,946
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $839,105,482
FRAs CZK1,179,388,000,000 $46,680,704,532
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,449,544,272,537$413,597,635,960
ProductVolume
DKK
USD
Equivalent
IRS DKK2,741,559,695,735 $399,457,934,453
OIS DKK0 $0
Basis DKK1,930,000,000 $281,209,931
Zeroes DKK30,014,000,000 $4,373,178,692
FRAs DKK827,495,000,000 $120,569,850,798
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,600,998,695,735$524,682,173,874
ProductVolume
HKD
USD
Equivalent
IRS HKD7,820,804,671,251 $1,009,110,045,064
OIS HKD0 $0
Basis HKD14,080,000,000 $1,816,727,310
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,834,884,671,251$1,010,926,772,374
ProductVolume
HUF
USD
Equivalent
IRS HUF121,034,537,796,444 $433,737,816,866
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF108,500,000,000 $388,819,208
FRAs HUF104,566,650,000,000 $374,723,705,429
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF225,709,687,796,444$808,850,341,503
ProductVolume
NOK
USD
Equivalent
IRS NOK6,029,858,815,527 $775,574,467,893
OIS NOK0 $0
Basis NOK39,482,800,000 $5,078,369,583
Zeroes NOK50,664,000,000 $6,516,521,538
FRAs NOK8,299,829,400,000 $1,067,543,365,017
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,419,835,015,527$1,854,712,724,031
ProductVolume
NZD
USD
Equivalent
IRS NZD3,457,327,747,302 $2,627,396,221,562
OIS NZD0 $0
Basis NZD400,000,000 $303,980,000
Zeroes NZD9,870,817,000 $7,501,327,379
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,467,598,564,302$2,635,201,528,941
ProductVolume
PLN
USD
Equivalent
IRS PLN3,425,702,209,611 $922,338,141,866
OIS PLN0 $0
Basis PLN674,000,000 $181,468,169
Zeroes PLN22,258,000,000 $5,992,757,428
FRAs PLN1,930,006,000,000 $519,635,986,700
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,378,640,209,611$1,448,148,354,163
ProductVolume
SEK
USD
Equivalent
IRS SEK16,676,571,585,877 $1,932,205,007,140
OIS SEK0 $0
Basis SEK500,000,000 $57,931,722
Zeroes SEK158,644,400,000 $18,381,086,452
FRAs SEK14,787,317,800,000 $1,713,309,558,155
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK31,623,033,785,877$3,663,953,583,469
ProductVolume
SGD
USD
Equivalent
IRS SGD1,779,745,263,414 $1,336,094,938,939
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD2,840,000,000 $2,132,052,100
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,782,585,263,414$1,338,226,991,039
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,043,737,827,307 $993,257,006,087
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,043,737,827,307$993,257,006,087
ProductUSD
Equivalent
IRS$143,950,891,263,872
OIS$50,635,127,217,019
Basis$15,438,481,381,760
Zeroes$2,775,647,359,238
FRAs$82,758,869,613,710
VNS$391,884,176,736
Inflation$9,655,231,614
Total$295,960,556,243,949

Figures as of COB Apr 24, 2015.

Notional Outstanding by Product

As of COB Apr 24, 2015

Daily Notional by Tenor

As of COB Apr 24, 2015

Notional Outstanding by Currency

As of COB Apr 24, 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.