Daily Volumes

  • Client Notional Cleared (USD)
    $177,689,018,417,035
    Notional Outstanding (USD)
    $408,155,449,185,292
    As of COB Oct 24, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $333,683,000,000,000
    Trades Compressed
    3,339,446
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50% of all OTC interest rate swaps and more than 95% of the overall cleared OTC interest rate swap market. We regularly clear in excess of $1 trillion notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB Oct 24, 2014. *Other: CZK, ZAR, HKD, NZD, DKK, SGD, HUF, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$88,824,892,835
$486,111,875,581
$20,340,394,681,362
$3,511,906,191,940
EUR
€234,507,111,000
€1,047,043,082,678
€40,405,466,707,935
€3,611,701,921,658
GBP
£62,646,075,321
£781,897,148,214
£14,554,869,859,397
£1,851,249,848,434
JPY
¥1,171,144,670,000
¥5,223,155,721,000
¥244,468,505,355,430
¥42,083,638,924,286
CHF
CHF124,900,000
CHF2,463,922,000
CHF284,002,620,813
CHF167,476,362,213
AUD
$8,317,300,000
$39,301,759,000
$1,496,427,811,848
$1,456,537,020,083
CAD
$22,726,850,000
$90,508,369,000
$2,425,834,513,072
$853,800,060,747
Other*
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$12,153,529,141
$83,309,033,849
$2,608,355,579,432
$1,392,465,467,909
CZK
CZK0
CZK7,640,000,000
CZK561,353,857,634
CZK298,762,315,268
DKK
DKK1,460,000,000
DKK24,963,200,000
DKK217,011,980,000
DKK230,640,114,363
HKD
HKD1,849,100,000
HKD4,733,900,000
HKD586,586,999,533
HKD166,845,620,000
HUF
HUF22,600,000,000
HUF2,496,562,500,000
HUF46,632,072,437,000
HUF13,473,212,957,000
NOK
NOK4,332,000,000
NOK38,880,955,000
NOK1,872,594,916,654
NOK937,790,460,053
NZD
NZD5,304,070,000
NZD20,712,742,000
NZD750,786,397,547
NZD622,565,716,279
PLN
PLN4,477,000,000
PLN14,861,079,000
PLN508,472,458,514
PLN122,804,477,000
SEK
SEK35,058,900,000
SEK246,912,360,000
SEK6,353,129,395,199
SEK3,419,216,737,899
SGD
SGD442,900,000
SGD5,923,800,000
SGD185,954,948,899
SGD130,029,038,900
ZAR
ZAR2,425,000,000
ZAR24,985,000,000
ZAR899,924,038,952
ZAR229,826,800,000
Total in USD$537,327,606,200$3,321,543,597,378$107,946,836,268,979$15,063,995,421,015

Figures as of COB Oct 24, 2014. Weekly figures as of COB Oct 24, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $85,615,515,500
OIS $2,975,100,000
Basis $58,000,000
Zeroes $176,277,335
FRAs $0
Total$88,824,892,835
ProductVolume
EUR
USD
Equivalent
IRS €12,109,111,000 $15,339,821,815
OIS €204,155,300,000 $258,623,934,040
Basis €40,000,000 $50,672,000
Zeroes €302,700,000 $383,460,360
FRAs €17,900,000,000 $22,675,720,000
Total€234,507,111,000$297,073,608,215
ProductVolume
GBP
USD
Equivalent
IRS £3,908,119,659 $6,287,187,502
OIS £58,621,540,000 $94,307,402,475
Basis £0 $0
Zeroes £116,415,662 $187,283,696
FRAs £0 $0
Total£62,646,075,321$100,781,873,673
ProductVolume
JPY
USD
Equivalent
IRS ¥1,171,144,670,000 $10,830,394,137
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,171,144,670,000$10,830,394,137
ProductVolume
CHF
USD
Equivalent
IRS CHF124,900,000 $131,176,810
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF124,900,000$131,176,810
ProductVolume
AUD
USD
Equivalent
IRS $7,717,300,000 $6,790,838,135
OIS $0 $0
Basis $600,000,000 $527,970,000
Zeroes $0 $0
FRAs $0 $0
Total$8,317,300,000$7,318,808,135
ProductVolume
CAD
USD
Equivalent
IRS $2,226,850,000 $1,980,566,550
OIS $20,500,000,000 $18,232,756,704
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$22,726,850,000$20,213,323,254
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK0 $0
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK0$0
ProductVolume
DKK
USD
Equivalent
IRS DKK1,460,000,000 $248,421,841
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,460,000,000$248,421,841
ProductVolume
HKD
USD
Equivalent
IRS HKD1,849,100,000 $238,370,557
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,849,100,000$238,370,557
ProductVolume
HUF
USD
Equivalent
IRS HUF22,600,000,000 $92,820,766
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF22,600,000,000$92,820,766
ProductVolume
NOK
USD
Equivalent
IRS NOK632,000,000 $95,767,733
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK3,700,000,000 $560,665,525
TotalNOK4,332,000,000$656,433,258
ProductVolume
NZD
USD
Equivalent
IRS NZD5,304,070,000 $4,168,203,410
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD5,304,070,000$4,168,203,410
ProductVolume
PLN
USD
Equivalent
IRS PLN757,000,000 $227,628,097
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,720,000,000 $1,118,595,141
TotalPLN4,477,000,000$1,346,223,238
ProductVolume
SEK
USD
Equivalent
IRS SEK17,058,900,000 $2,352,108,209
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK18,000,000,000 $2,481,868,571
TotalSEK35,058,900,000$4,833,976,780
ProductVolume
SGD
USD
Equivalent
IRS SGD442,900,000 $347,263,604
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD442,900,000$347,263,604
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,425,000,000 $221,815,687
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR2,425,000,000$221,815,687
ProductUSD
Equivalent
IRS$134,967,900,353
OIS$374,139,193,219
Basis$636,642,000
Zeroes$747,021,391
FRAs$26,836,849,237
Total$537,327,606,200
Show:
ProductUSD
Equivalent
IRS $347,073,856,222
OIS $127,131,300,000
Basis $4,401,000,000
Zeroes $3,119,319,359
FRAs $4,386,400,000
Total$486,111,875,581
ProductVolume
EUR
USD
Equivalent
IRS €119,774,050,000 $152,268,431,059
OIS €777,477,040,000 $986,136,283,941
Basis €40,000,000 $50,672,000
Zeroes €4,706,992,678 $5,967,864,859
FRAs €145,045,000,000 $184,807,699,000
Total€1,047,043,082,678$1,329,230,950,859
ProductVolume
GBP
USD
Equivalent
IRS £31,257,297,959 $50,275,052,992
OIS £744,385,096,190 $1,196,471,899,735
Basis £1,523,500,000 $2,445,141,325
Zeroes £1,131,254,065 $1,820,773,616
FRAs £3,600,000,000 $5,770,800,000
Total£781,897,148,214$1,256,783,667,668
ProductVolume
JPY
USD
Equivalent
IRS ¥4,707,155,721,000 $43,710,181,911
OIS ¥516,000,000,000 $4,779,040,593
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥5,223,155,721,000$48,489,222,504
ProductVolume
CHF
USD
Equivalent
IRS CHF2,352,922,000 $2,487,801,905
OIS CHF0 $0
Basis CHF111,000,000 $117,734,408
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF2,463,922,000$2,605,536,313
ProductVolume
AUD
USD
Equivalent
IRS $36,507,759,000 $32,065,166,960
OIS $0 $0
Basis $2,794,000,000 $2,454,035,800
Zeroes $0 $0
FRAs $0 $0
Total$39,301,759,000$34,519,202,760
ProductVolume
CAD
USD
Equivalent
IRS $24,894,169,000 $22,145,401,193
OIS $65,614,200,000 $58,348,706,651
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$90,508,369,000$80,494,107,844
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,640,000,000 $351,831,829
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK7,640,000,000$351,831,829
ProductVolume
DKK
USD
Equivalent
IRS DKK24,963,200,000 $4,240,976,231
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK24,963,200,000$4,240,976,231
ProductVolume
HKD
USD
Equivalent
IRS HKD4,733,900,000 $610,257,708
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD4,733,900,000$610,257,708
ProductVolume
HUF
USD
Equivalent
IRS HUF616,862,500,000 $2,556,969,642
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,879,700,000,000 $7,808,648,282
TotalHUF2,496,562,500,000$10,365,617,924
ProductVolume
NOK
USD
Equivalent
IRS NOK5,271,608,000 $801,452,921
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK33,609,347,000 $5,097,425,486
TotalNOK38,880,955,000$5,898,878,407
ProductVolume
NZD
USD
Equivalent
IRS NZD20,712,742,000 $16,336,876,250
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD20,712,742,000$16,336,876,250
ProductVolume
PLN
USD
Equivalent
IRS PLN10,941,079,000 $3,282,823,790
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,920,000,000 $1,179,164,493
TotalPLN14,861,079,000$4,461,988,283
ProductVolume
SEK
USD
Equivalent
IRS SEK68,181,306,000 $9,433,167,483
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK178,731,054,000 $24,678,176,185
TotalSEK246,912,360,000$34,111,343,668
ProductVolume
SGD
USD
Equivalent
IRS SGD5,923,800,000 $4,657,892,807
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD5,923,800,000$4,657,892,807
ProductVolume
ZAR
USD
Equivalent
IRS ZAR24,985,000,000 $2,273,370,742
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR24,985,000,000$2,273,370,742
ProductUSD
Equivalent
IRS$694,571,511,645
OIS$2,372,867,230,920
Basis$9,468,583,533
Zeroes$10,907,957,834
FRAs$233,728,313,446
Total$3,321,543,597,378
Show:
ProductUSD
Equivalent
IRS $15,254,022,360,049
OIS $4,018,080,767,000
Basis $256,683,500,000
Zeroes $80,957,754,313
FRAs $730,650,300,000
Total$20,340,394,681,362
ProductVolume
EUR
USD
Equivalent
IRS €4,703,994,345,205 $6,333,689,473,390
OIS €31,766,844,902,256 $42,888,417,052,052
Basis €3,248,442,883 $4,327,216,142
Zeroes €430,367,560,791 $578,241,847,790
FRAs €3,501,011,456,800 $4,713,638,482,088
Total€40,405,466,707,935$54,518,314,071,462
ProductVolume
GBP
USD
Equivalent
IRS £1,360,271,667,042 $2,261,078,115,178
OIS £12,768,425,683,940 $21,252,593,952,853
Basis £107,139,060,000 $178,298,748,807
Zeroes £19,002,948,415 $31,496,718,537
FRAs £300,030,500,000 $498,604,208,475
Total£14,554,869,859,397$24,222,071,743,850
ProductVolume
JPY
USD
Equivalent
IRS ¥228,092,315,355,430 $2,204,569,923,288
OIS ¥1,973,810,000,000 $18,263,239,870
Basis ¥13,541,180,000,000 $131,500,377,047
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥244,468,505,355,430$2,362,716,419,660
ProductVolume
CHF
USD
Equivalent
IRS CHF235,581,570,813 $259,164,206,556
OIS CHF22,772,000,000 $25,189,447,705
Basis CHF10,587,050,000 $11,560,472,709
Zeroes CHF2,587,000,000 $2,818,707,094
FRAs CHF12,475,000,000 $13,621,997,277
TotalCHF284,002,620,813$312,354,831,341
ProductVolume
AUD
USD
Equivalent
IRS $1,410,386,257,702 $1,290,970,269,093
OIS $0 $0
Basis $64,798,700,000 $59,259,904,193
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,496,427,811,848$1,369,869,432,987
ProductVolume
CAD
USD
Equivalent
IRS $1,318,397,779,740 $1,204,344,950,584
OIS $892,178,683,332 $810,701,696,762
Basis $634,000,000 $589,065,018
Zeroes $214,624,050,000 $197,123,796,521
FRAs $0 $0
Total$2,425,834,513,072$2,212,759,508,885
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK301,013,857,634 $14,692,238,186
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK256,140,000,000 $12,499,843,619
TotalCZK561,353,857,634$27,394,417,504
ProductVolume
DKK
USD
Equivalent
IRS DKK198,417,680,000 $35,422,884,582
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK217,011,980,000$38,656,615,004
ProductVolume
HKD
USD
Equivalent
IRS HKD585,786,999,533 $75,534,274,596
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD586,586,999,533$75,637,477,764
ProductVolume
HUF
USD
Equivalent
IRS HUF13,985,412,437,000 $60,494,309,699
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF32,515,660,000,000 $141,701,193,572
TotalHUF46,632,072,437,000$202,773,406,828
ProductVolume
NOK
USD
Equivalent
IRS NOK296,594,169,653 $47,944,706,433
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,573,124,747,001 $254,812,006,633
TotalNOK1,872,594,916,654$303,225,924,000
ProductVolume
NZD
USD
Equivalent
IRS NZD734,030,697,547 $617,795,847,424
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD16,755,700,000 $14,082,094,730
FRAs NZD0 $0
TotalNZD750,786,397,547$631,877,942,154
ProductVolume
PLN
USD
Equivalent
IRS PLN239,988,458,514 $76,617,186,503
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN266,062,000,000 $85,982,090,993
TotalPLN508,472,458,514$163,384,602,955
ProductVolume
SEK
USD
Equivalent
IRS SEK2,146,641,441,199 $317,314,350,431
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK39,315,000,000 $5,695,896,081
FRAs SEK4,167,172,954,000 $611,471,463,915
TotalSEK6,353,129,395,199$934,481,710,427
ProductVolume
SGD
USD
Equivalent
IRS SGD185,954,948,899 $147,804,421,626
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD185,954,948,899$147,804,421,626
ProductVolume
ZAR
USD
Equivalent
IRS ZAR899,924,038,952 $83,119,061,170
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR899,924,038,952$83,119,061,170
ProductUSD
Equivalent
IRS$30,284,578,578,788
OIS$69,013,246,156,242
Basis$642,479,214,127
Zeroes$941,270,201,389
FRAs$7,065,262,118,433
Total$107,946,836,268,979
Show:
ProductUSD
Equivalent
IRS $2,332,513,363,699
OIS $751,028,700,000
Basis $223,771,700,000
Zeroes $46,527,128,241
FRAs $158,065,300,000
Total$3,511,906,191,940
ProductVolume
EUR
USD
Equivalent
IRS €1,225,812,895,828 $1,552,859,776,435
OIS €1,820,305,851,658 $2,305,963,452,880
Basis €5,959,442,883 $7,549,422,245
Zeroes €198,817,731,289 $251,862,301,997
FRAs €360,806,000,000 $457,069,040,800
Total€3,611,701,921,658$4,575,303,994,357
ProductVolume
GBP
USD
Equivalent
IRS £318,120,208,369 $511,775,885,213
OIS £1,365,479,601,565 $2,196,715,309,018
Basis £21,772,910,000 $35,027,168,963
Zeroes £18,873,628,500 $30,362,949,849
FRAs £127,003,500,000 $204,316,880,625
Total£1,851,249,848,434$2,978,198,193,668
ProductVolume
JPY
USD
Equivalent
IRS ¥39,790,948,924,286 $367,974,743,832
OIS ¥1,973,810,000,000 $18,253,202,016
Basis ¥297,680,000,000 $2,752,855,227
Zeroes ¥21,200,000,000 $196,051,232
FRAs ¥0 $0
Total¥42,083,638,924,286$389,176,852,307
ProductVolume
CHF
USD
Equivalent
IRS CHF129,553,812,213 $136,064,498,465
OIS CHF22,472,000,000 $23,601,323,321
Basis CHF10,628,550,000 $11,162,684,451
Zeroes CHF1,782,000,000 $1,871,553,852
FRAs CHF3,040,000,000 $3,192,774,248
TotalCHF167,476,362,213$175,892,834,337
ProductVolume
AUD
USD
Equivalent
IRS $1,331,901,465,937 $1,172,006,694,951
OIS $0 $0
Basis $118,043,700,000 $103,872,553,815
Zeroes $6,591,854,146 $5,800,502,055
FRAs $0 $0
Total$1,456,537,020,083$1,281,679,750,821
ProductVolume
CAD
USD
Equivalent
IRS $458,772,212,747 $408,033,275,000
OIS $306,712,250,000 $272,790,723,529
Basis $3,731,500,000 $3,318,806,421
Zeroes $84,584,098,000 $75,229,330,724
FRAs $0 $0
Total$853,800,060,747$759,372,135,674
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK270,762,315,268 $12,399,245,101
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $100,746,440
FRAs CZK25,800,000,000 $1,181,480,973
TotalCZK298,762,315,268$13,681,472,514
ProductVolume
DKK
USD
Equivalent
IRS DKK224,045,814,363 $38,121,831,237
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $951,881,030
FRAs DKK1,000,000,000 $170,151,946
TotalDKK230,640,114,363$39,243,864,213
ProductVolume
HKD
USD
Equivalent
IRS HKD166,045,620,000 $21,405,217,055
OIS HKD0 $0
Basis HKD800,000,000 $103,129,331
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD166,845,620,000$21,508,346,386
ProductVolume
HUF
USD
Equivalent
IRS HUF5,074,172,957,000 $20,840,204,358
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,399,040,000,000 $34,495,810,744
TotalHUF13,473,212,957,000$55,336,015,102
ProductVolume
NOK
USD
Equivalent
IRS NOK161,718,407,053 $24,505,388,004
OIS NOK0 $0
Basis NOK995,000,000 $150,773,567
Zeroes NOK1,371,000,000 $207,749,307
FRAs NOK773,706,053,000 $117,240,624,460
TotalNOK937,790,460,053$142,104,535,338
ProductVolume
NZD
USD
Equivalent
IRS NZD619,275,016,279 $486,657,271,542
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,290,700,000 $2,585,996,595
FRAs NZD0 $0
TotalNZD622,565,716,279$489,243,268,137
ProductVolume
PLN
USD
Equivalent
IRS PLN66,919,977,000 $20,122,677,712
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN55,884,500,000 $16,804,336,060
TotalPLN122,804,477,000$36,927,013,772
ProductVolume
SEK
USD
Equivalent
IRS SEK1,168,027,891,899 $161,049,539,737
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK18,955,000,000 $2,613,545,487
FRAs SEK2,232,233,846,000 $307,783,945,895
TotalSEK3,419,216,737,899$471,447,031,119
ProductVolume
SGD
USD
Equivalent
IRS SGD130,029,038,900 $101,951,575,114
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD130,029,038,900$101,951,575,114
ProductVolume
ZAR
USD
Equivalent
IRS ZAR229,826,800,000 $21,022,346,215
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR229,826,800,000$21,022,346,215
ProductUSD
Equivalent
IRS$7,389,303,533,670
OIS$5,568,352,710,764
Basis$387,709,094,020
Zeroes$418,309,736,809
FRAs$1,300,320,345,751
Total$15,063,995,421,014

Figures as of COB Oct 24, 2014.

Notional Outstanding by Product

As of COB Oct 24, 2014

Daily Notional by Tenor
 

As of COB Oct 24, 2014

Notional Outstanding by Tenor
 

As of COB Oct 24, 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
$414,309,014,670
$3,555,242,282,119
$133,094,167,355,899
$120,050,580,463,318
EUR
€671,894,108,854
€4,166,068,702,789
€208,785,521,206,979
€128,257,796,769,797
GBP
£247,275,303,383
£2,238,115,318,907
£58,111,188,904,499
£43,851,764,253,754
JPY
¥6,648,949,340,000
¥38,884,570,579,816
¥1,269,905,153,119,147
¥2,042,115,622,381,451
CHF
CHF2,553,800,000
CHF16,503,044,000
CHF3,480,168,120,500
CHF4,362,703,623,888
AUD
$25,227,336,000
$168,272,718,382
$5,591,662,562,872
$9,437,600,023,678
CAD
$50,054,720,760
$304,243,324,040
$9,361,493,068,576
$10,025,181,598,266
Other*
Show All
Hide
$43,096,405,990
$362,669,892,476
$13,635,568,773,818
$14,393,503,823,271
CZK
CZK2,850,000,000
CZK30,460,000,000
CZK3,565,969,364,772
CZK8,163,707,042,146
DKK
DKK3,920,000,000
DKK51,486,400,000
DKK2,209,946,303,104
DKK2,537,486,164,398
HKD
HKD3,998,200,000
HKD38,800,500,000
HKD3,384,937,409,250
HKD7,264,307,180,144
HUF
HUF45,200,000,000
HUF7,707,645,000,000
HUF262,413,914,258,744
HUF190,396,338,611,362
NOK
NOK43,842,000,000
NOK381,979,210,000
NOK11,419,937,155,692
NOK11,893,529,863,537
NZD
NZD17,566,220,000
NZD59,611,444,000
NZD1,999,605,941,287
NZD2,964,908,823,842
PLN
PLN16,956,000,000
PLN83,257,158,000
PLN5,242,496,899,028
PLN4,690,771,005,236
SEK
SEK79,838,800,000
SEK1,138,559,720,000
SEK33,707,431,962,232
SEK32,264,705,342,659
SGD
SGD1,924,600,000
SGD15,622,200,000
SGD841,950,367,441
SGD1,210,554,543,181
ZAR
ZAR38,636,000,000
ZAR177,100,000,000
ZAR6,257,432,553,950
ZAR10,154,990,485,326
Total in USD$1,837,252,250,286$13,601,119,100,172$555,010,095,080,736$408,155,449,185,292

Figures as of COB Oct 24, 2014. Weekly figures as of COB Oct 24, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $299,817,507,000
OIS $23,800,200,000
Basis $17,902,000,000
Zeroes $407,307,670
FRAs $72,382,000,000
Total$414,309,014,670
ProductVolume
EUR
USD
Equivalent
IRS €105,182,270,854 $133,244,900,718
OIS €490,507,578,000 $621,374,999,810
Basis €856,000,000 $1,084,380,800
Zeroes €29,352,260,000 $37,183,442,968
FRAs €45,996,000,000 $58,267,732,800
Total€671,894,108,854$851,155,457,096
ProductVolume
GBP
USD
Equivalent
IRS £24,646,369,118 $39,649,846,319
OIS £175,024,080,000 $281,569,988,700
Basis £1,145,600,000 $1,842,984,000
Zeroes £519,254,265 $835,350,298
FRAs £45,940,000,000 $73,905,975,000
Total£247,275,303,383$397,804,144,317
ProductVolume
JPY
USD
Equivalent
IRS ¥5,133,869,340,000 $47,476,481,620
OIS ¥0 $0
Basis ¥1,515,080,000,000 $14,011,004,763
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥6,648,949,340,000$61,487,486,383
ProductVolume
CHF
USD
Equivalent
IRS CHF2,553,800,000 $2,682,140,419
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF2,553,800,000$2,682,140,419
ProductVolume
AUD
USD
Equivalent
IRS $22,447,336,000 $19,752,533,313
OIS $0 $0
Basis $780,000,000 $686,361,000
Zeroes $2,000,000,000 $1,759,900,000
FRAs $0 $0
Total$25,227,336,000$22,198,794,313
ProductVolume
CAD
USD
Equivalent
IRS $9,054,720,760 $8,053,293,690
OIS $41,000,000,000 $36,465,513,408
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$50,054,720,760$44,518,807,098
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,850,000,000 $130,512,433
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK2,850,000,000$130,512,433
ProductVolume
DKK
USD
Equivalent
IRS DKK3,920,000,000 $666,995,627
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK3,920,000,000$666,995,627
ProductVolume
HKD
USD
Equivalent
IRS HKD3,998,200,000 $515,414,612
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,998,200,000$515,414,612
ProductVolume
HUF
USD
Equivalent
IRS HUF45,200,000,000 $185,641,531
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF45,200,000,000$185,641,531
ProductVolume
NOK
USD
Equivalent
IRS NOK12,442,000,000 $1,885,351,477
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK31,400,000,000 $4,758,080,402
TotalNOK43,842,000,000$6,643,431,879
ProductVolume
NZD
USD
Equivalent
IRS NZD17,566,220,000 $13,804,413,987
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD17,566,220,000$13,804,413,987
ProductVolume
PLN
USD
Equivalent
IRS PLN4,116,000,000 $1,237,671,398
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,840,000,000 $3,860,957,421
TotalPLN16,956,000,000$5,098,628,819
ProductVolume
SEK
USD
Equivalent
IRS SEK36,524,800,000 $5,036,097,400
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK43,314,000,000 $5,972,203,072
TotalSEK79,838,800,000$11,008,300,472
ProductVolume
SGD
USD
Equivalent
IRS SGD1,924,600,000 $1,509,016,779
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,924,600,000$1,509,016,779
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,636,000,000 $3,534,049,851
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR38,636,000,000$3,534,049,851
ProductUSD
Equivalent
IRS$579,181,868,174
OIS$963,210,701,918
Basis$35,526,730,563
Zeroes$40,186,000,936
FRAs$219,146,948,695
Total$1,837,252,250,286
Show:
ProductUSD
Equivalent
IRS $1,350,662,701,833
OIS $488,736,600,000
Basis $155,557,100,000
Zeroes $8,911,080,286
FRAs $1,551,374,800,000
Total$3,555,242,282,119
ProductVolume
EUR
USD
Equivalent
IRS €774,987,614,726 $984,354,269,858
OIS €2,010,377,438,000 $2,549,430,174,774
Basis €5,212,000,000 $6,619,150,200
Zeroes €60,065,650,063 $76,060,761,558
FRAs €1,315,426,000,000 $1,670,365,453,000
Total€4,166,068,702,789$5,286,829,809,390
ProductVolume
GBP
USD
Equivalent
IRS £150,015,668,514 $241,286,780,468
OIS £1,706,725,692,380 $2,743,732,519,220
Basis £11,980,200,000 $19,258,514,090
Zeroes £3,345,758,013 $5,387,267,558
FRAs £366,048,000,000 $589,071,526,600
Total£2,238,115,318,907$3,598,736,607,936
ProductVolume
JPY
USD
Equivalent
IRS ¥34,012,290,579,816 $316,706,137,413
OIS ¥1,381,620,000,000 $12,799,583,551
Basis ¥2,990,660,000,000 $27,691,054,658
Zeroes ¥500,000,000,000 $4,618,510,992
FRAs ¥0 $0
Total¥38,884,570,579,816$361,815,286,614
ProductVolume
CHF
USD
Equivalent
IRS CHF13,281,044,000 $13,999,621,343
OIS CHF0 $0
Basis CHF3,222,000,000 $3,396,358,080
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF16,503,044,000$17,395,979,423
ProductVolume
AUD
USD
Equivalent
IRS $143,043,718,382 $125,588,677,565
OIS $0 $0
Basis $20,029,000,000 $17,583,430,900
Zeroes $5,200,000,000 $4,568,540,000
FRAs $0 $0
Total$168,272,718,382$147,740,648,465
ProductVolume
CAD
USD
Equivalent
IRS $142,710,250,040 $127,051,771,708
OIS $150,288,400,000 $133,629,952,935
Basis $4,260,000,000 $3,788,157,677
Zeroes $6,984,674,000 $6,218,711,429
FRAs $0 $0
Total$304,243,324,040$270,688,593,749
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK30,460,000,000 $1,402,061,474
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK30,460,000,000$1,402,061,474
ProductVolume
DKK
USD
Equivalent
IRS DKK51,486,400,000 $8,748,362,380
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK51,486,400,000$8,748,362,380
ProductVolume
HKD
USD
Equivalent
IRS HKD38,800,500,000 $5,001,937,312
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD38,800,500,000$5,001,937,312
ProductVolume
HUF
USD
Equivalent
IRS HUF1,658,245,000,000 $6,874,337,782
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,049,400,000,000 $25,114,991,622
TotalHUF7,707,645,000,000$31,989,329,404
ProductVolume
NOK
USD
Equivalent
IRS NOK48,862,516,000 $7,423,444,239
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK333,116,694,000 $50,575,035,030
TotalNOK381,979,210,000$57,998,479,269
ProductVolume
NZD
USD
Equivalent
IRS NZD59,611,444,000 $47,028,508,684
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD59,611,444,000$47,028,508,684
ProductVolume
PLN
USD
Equivalent
IRS PLN50,267,158,000 $15,090,127,540
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN32,990,000,000 $9,933,266,742
TotalPLN83,257,158,000$25,023,394,282
ProductVolume
SEK
USD
Equivalent
IRS SEK189,571,612,000 $26,219,648,325
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK948,988,108,000 $130,861,652,658
TotalSEK1,138,559,720,000$157,081,300,983
ProductVolume
SGD
USD
Equivalent
IRS SGD15,622,200,000 $12,276,148,584
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD15,622,200,000$12,276,148,584
ProductVolume
ZAR
USD
Equivalent
IRS ZAR177,100,000,000 $16,120,370,104
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR177,100,000,000$16,120,370,104
ProductUSD
Equivalent
IRS$3,305,834,906,612
OIS$5,928,328,830,480
Basis$233,893,765,605
Zeroes$105,764,871,823
FRAs$4,027,296,725,652
Total$13,601,119,100,172
Show:
ProductUSD
Equivalent
IRS $59,898,802,770,339
OIS $16,033,482,158,868
Basis $2,706,341,537,400
Zeroes $253,448,289,292
FRAs $54,202,092,600,000
Total$133,094,167,355,899
ProductVolume
EUR
USD
Equivalent
IRS €39,405,941,641,969 $53,070,844,250,055
OIS €101,746,759,406,790 $137,449,458,163,757
Basis €98,736,436,293 $132,742,872,400
Zeroes €1,109,847,808,327 $1,476,937,613,908
FRAs €66,424,235,913,600 $89,743,180,523,315
Total€208,785,521,206,979$281,873,163,423,435
ProductVolume
GBP
USD
Equivalent
IRS £7,131,882,193,387 $11,853,575,216,156
OIS £34,279,748,946,897 $56,998,350,344,145
Basis £1,108,389,640,000 $1,841,297,128,101
Zeroes £103,529,124,215 $171,445,087,642
FRAs £15,487,639,000,000 $25,778,314,363,300
Total£58,111,188,904,499$96,642,982,139,344
ProductVolume
JPY
USD
Equivalent
IRS ¥1,179,246,811,119,147 $11,400,624,084,701
OIS ¥10,466,862,000,000 $98,067,282,262
Basis ¥75,919,080,000,000 $734,856,673,116
Zeroes ¥4,272,400,000,000 $40,607,809,852
FRAs ¥0 $0
Total¥1,269,905,153,119,147$12,274,155,849,931
ProductVolume
CHF
USD
Equivalent
IRS CHF1,391,683,669,200 $1,540,654,835,918
OIS CHF149,984,000,000 $165,714,323,476
Basis CHF158,910,100,000 $175,439,040,965
Zeroes CHF6,214,351,300 $6,739,635,717
FRAs CHF1,773,376,000,000 $1,960,665,493,988
TotalCHF3,480,168,120,500$3,849,213,330,064
ProductVolume
AUD
USD
Equivalent
IRS $5,124,745,454,581 $4,684,684,581,890
OIS $0 $0
Basis $422,531,400,000 $384,082,589,680
Zeroes $44,385,708,291 $40,567,154,402
FRAs $0 $0
Total$5,591,662,562,872$5,109,334,325,972
ProductVolume
CAD
USD
Equivalent
IRS $5,743,758,953,376 $5,240,737,283,856
OIS $3,116,286,520,954 $2,831,138,030,709
Basis $88,921,345,446 $81,165,954,289
Zeroes $412,526,248,800 $378,468,613,419
FRAs $0 $0
Total$9,361,493,068,576$8,531,509,882,273
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,399,493,364,772 $117,669,423,591
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,158,076,000,000 $56,815,141,686
TotalCZK3,565,969,364,772$174,889,236,675
ProductVolume
DKK
USD
Equivalent
IRS DKK771,487,703,104 $138,754,294,731
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK11,188,600,000 $1,906,397,123
FRAs DKK1,426,390,000,000 $256,570,437,827
TotalDKK2,209,946,303,104$397,389,239,549
ProductVolume
HKD
USD
Equivalent
IRS HKD3,379,247,409,250 $435,733,950,759
OIS HKD0 $0
Basis HKD5,690,000,000 $733,872,656
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,384,937,409,250$436,467,823,415
ProductVolume
HUF
USD
Equivalent
IRS HUF74,321,555,837,692 $324,351,030,166
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF187,830,358,421,052 $823,267,092,476
TotalHUF262,413,914,258,744$1,148,773,929,755
ProductVolume
NOK
USD
Equivalent
IRS NOK2,134,554,261,690 $347,272,571,190
OIS NOK0 $0
Basis NOK17,645,400,000 $2,931,927,251
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK9,263,975,494,002 $1,500,383,394,261
TotalNOK11,419,937,155,692$1,851,212,860,484
ProductVolume
NZD
USD
Equivalent
IRS NZD1,970,154,541,287 $1,655,259,012,013
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD29,051,400,000 $24,344,366,460
FRAs NZD0 $0
TotalNZD1,999,605,941,287$1,679,944,268,473
ProductVolume
PLN
USD
Equivalent
IRS PLN1,789,211,899,028 $574,716,648,043
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN3,437,441,000,000 $1,109,843,554,929
TotalPLN5,242,496,899,028$1,689,443,009,501
ProductVolume
SEK
USD
Equivalent
IRS SEK9,106,551,054,232 $1,357,380,942,755
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK81,884,000,000 $11,870,934,594
FRAs SEK24,518,996,908,000 $3,639,423,963,432
TotalSEK33,707,431,962,232$5,008,675,840,781
ProductVolume
SGD
USD
Equivalent
IRS SGD841,950,367,441 $668,832,259,073
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD841,950,367,441$668,832,259,073
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,257,432,553,950 $579,940,306,112
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR6,257,432,553,950$579,940,306,112
ProductUSD
Equivalent
IRS$153,889,833,461,348
OIS$213,576,210,303,217
Basis$6,060,090,595,726
Zeroes$2,413,404,155,231
FRAs$179,070,556,565,214
Total$555,010,095,080,736
Show:
ProductUSD
Equivalent
IRS $69,795,095,400,499
OIS $13,247,150,319,047
Basis $7,317,578,821,400
Zeroes $246,164,122,372
FRAs $29,444,591,800,000
Total$120,050,580,463,318
ProductVolume
EUR
USD
Equivalent
IRS €64,610,236,082,184 $81,848,247,068,911
OIS €30,185,317,630,243 $38,238,760,373,992
Basis €305,081,518,701 $386,477,267,890
Zeroes €952,866,138,669 $1,207,090,824,465
FRAs €32,204,295,400,000 $40,796,401,412,720
Total€128,257,796,769,797$162,476,976,947,978
ProductVolume
GBP
USD
Equivalent
IRS £10,625,608,934,432 $17,093,948,373,267
OIS £20,363,670,771,214 $32,760,055,353,191
Basis £2,327,899,513,720 $3,745,008,342,697
Zeroes £187,824,034,388 $302,161,915,320
FRAs £10,346,761,000,000 $16,645,351,758,750
Total£43,851,764,253,754$70,546,525,743,225
ProductVolume
JPY
USD
Equivalent
IRS ¥1,852,851,477,381,451 $17,134,613,930,563
OIS ¥10,428,240,000,000 $96,437,231,239
Basis ¥169,828,505,000,000 $1,570,523,003,653
Zeroes ¥8,722,400,000,000 $80,662,135,294
FRAs ¥285,000,000,000 $2,635,594,396
Total¥2,042,115,622,381,451$18,884,871,895,145
ProductVolume
CHF
USD
Equivalent
IRS CHF2,887,698,492,588 $3,032,818,875,794
OIS CHF165,776,680,000 $174,107,735,126
Basis CHF396,579,100,000 $416,509,058,447
Zeroes CHF5,409,351,300 $5,681,196,555
FRAs CHF907,240,000,000 $952,833,062,018
TotalCHF4,362,703,623,888$4,581,949,927,940
ProductVolume
AUD
USD
Equivalent
IRS $8,710,887,715,387 $7,665,145,645,155
OIS $0 $0
Basis $705,928,600,000 $621,181,871,570
Zeroes $20,783,708,291 $18,288,624,111
FRAs $0 $0
Total$9,437,600,023,678$8,304,616,140,836
ProductVolume
CAD
USD
Equivalent
IRS $7,965,203,183,772 $7,084,273,743,738
OIS $1,548,427,654,290 $1,377,175,838,742
Basis $230,146,895,446 $204,693,285,406
Zeroes $281,403,864,758 $250,281,375,691
FRAs $0 $0
Total$10,025,181,598,266$8,916,424,243,577
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,557,333,042,146 $346,079,271,060
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $751,018,913
FRAs CZK589,974,000,000 $27,017,172,689
TotalCZK8,163,707,042,146$373,847,462,662
ProductVolume
DKK
USD
Equivalent
IRS DKK1,752,671,564,398 $298,220,476,833
OIS DKK0 $0
Basis DKK1,930,000,000 $328,393,255
Zeroes DKK11,188,600,000 $1,903,762,060
FRAs DKK771,696,000,000 $131,305,575,879
TotalDKK2,537,486,164,398$431,758,208,027
ProductVolume
HKD
USD
Equivalent
IRS HKD7,254,877,180,144 $935,238,284,204
OIS HKD0 $0
Basis HKD9,430,000,000 $1,215,636,985
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,264,307,180,144$936,453,921,189
ProductVolume
HUF
USD
Equivalent
IRS HUF103,587,751,085,046 $425,446,653,052
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $922,046,985
FRAs HUF86,584,087,526,316 $355,610,676,550
TotalHUF190,396,338,611,362$781,979,376,587
ProductVolume
NOK
USD
Equivalent
IRS NOK5,187,617,663,537 $786,086,049,056
OIS NOK0 $0
Basis NOK21,211,400,000 $3,214,189,384
Zeroes NOK4,622,000,000 $700,377,313
FRAs NOK6,680,078,800,001 $1,012,240,510,357
TotalNOK11,893,529,863,538$1,802,241,126,110
ProductVolume
NZD
USD
Equivalent
IRS NZD2,952,353,423,842 $2,320,106,938,126
OIS NZD0 $0
Basis NZD400,000,000 $314,340,000
Zeroes NZD12,155,400,000 $9,552,321,090
FRAs NZD0 $0
TotalNZD2,964,908,823,842$2,329,973,599,216
ProductVolume
PLN
USD
Equivalent
IRS PLN2,674,107,005,236 $804,097,608,021
OIS PLN0 $0
Basis PLN674,000,000 $202,670,195
Zeroes PLN15,602,000,000 $4,691,484,243
FRAs PLN2,000,388,000,000 $601,511,907,626
TotalPLN4,690,771,005,236$1,410,503,670,085
ProductVolume
SEK
USD
Equivalent
IRS SEK14,840,274,482,659 $2,046,200,601,530
OIS SEK0 $0
Basis SEK500,000,000 $68,940,794
Zeroes SEK64,254,660,000 $8,859,534,512
FRAs SEK17,359,676,200,000 $2,393,579,709,346
TotalSEK32,264,705,342,659$4,448,708,786,182
ProductVolume
SGD
USD
Equivalent
IRS SGD1,210,554,543,181 $949,156,768,999
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,210,554,543,181$949,156,768,999
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,154,990,485,326 $928,880,904,215
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,154,990,485,326$928,880,904,215
ProductUSD
Equivalent
IRS$213,493,656,593,023
OIS$85,893,686,851,337
Basis$14,267,315,821,676
Zeroes$2,137,710,738,924
FRAs$92,363,079,180,331
Total$408,155,449,185,291

Figures as of COB Oct 24, 2014.

Notional Outstanding by Product

As of COB Oct 24, 2014

Daily Notional by Tenor

As of COB Oct 24, 2014

Notional Outstanding by Currency

As of COB Oct 24, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, HUF, SGD, NOK, SEK, 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.