Daily Volumes

  • Client Notional Cleared (USD)
    $161,791,046,834,885
    Notional Outstanding (USD)
    $399,356,877,123,568
    As of COB Sep 18, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $329,743,000,000,000
    Trades Compressed
    3,260,288
  • 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 Sep 18, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, SGD, HUF, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$199,975,682,313
$794,112,961,958
$17,124,517,703,302
$3,523,569,371,578
EUR
€80,757,203,405
€1,188,462,224,709
€35,358,551,129,876
€3,597,194,324,702
GBP
£123,199,702,500
£627,209,414,030
£11,383,388,351,191
£2,140,752,781,262
JPY
¥2,526,364,799,610
¥8,821,477,120,000
¥216,026,680,431,910
¥43,275,122,288,988
CHF
CHF2,633,730,000
CHF8,660,315,000
CHF253,232,153,350
CHF177,031,410,750
AUD
$8,814,316,750
$46,899,583,700
$1,260,500,321,898
$1,359,277,872,333
CAD
$15,693,100,000
$39,423,426,000
$2,144,373,696,072
$761,914,867,747
Other*
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$34,266,707,251
$80,941,297,513
$2,208,759,345,120
$1,231,311,255,918
CZK
CZK6,902,000,000
CZK8,924,000,000
CZK502,822,457,634
CZK241,096,915,268
DKK
DKK0
DKK1,700,000,000
DKK147,326,980,000
DKK174,145,114,363
HKD
HKD3,161,600,000
HKD11,243,500,000
HKD514,933,899,533
HKD159,689,020,000
HUF
HUF23,050,000,000
HUF1,123,955,000,000
HUF40,447,477,817,000
HUF12,630,938,337,000
NOK
NOK71,533,459,000
NOK27,038,202,000
NOK1,502,567,055,654
NOK695,176,325,053
NZD
NZD4,852,497,417
NZD37,186,891,452
NZD655,075,194,710
NZD570,534,241,656
PLN
PLN2,228,000,000
PLN17,993,075,000
PLN427,549,549,514
PLN117,967,768,000
SEK
SEK96,947,500,000
SEK167,941,194,000
SEK5,254,171,982,199
SEK2,829,088,504,899
SGD
SGD3,979,925,000
SGD10,263,300,000
SGD155,173,591,899
SGD112,009,331,900
ZAR
ZAR7,387,098,000
ZAR22,915,259,952
ZAR716,378,151,952
ZAR199,013,683,000
Total in USD$588,833,696,078$3,596,930,399,072$92,048,864,686,829$15,418,111,720,315

Figures as of COB Sep 18, 2014. Weekly figures as of COB Sep 12, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $151,760,904,500
OIS $46,638,100,000
Basis $345,000,000
Zeroes $1,231,677,813
FRAs $0
Total$199,975,682,313
ProductVolume
EUR
USD
Equivalent
IRS €21,747,603,405 $28,104,427,880
OIS €56,138,700,000 $72,548,042,010
Basis €100,000,000 $129,230,000
Zeroes €226,900,000 $293,222,870
FRAs €2,544,000,000 $3,287,611,200
Total€80,757,203,405$104,362,533,960
ProductVolume
GBP
USD
Equivalent
IRS £9,673,502,500 $15,852,452,222
OIS £112,076,200,000 $183,664,872,750
Basis £0 $0
Zeroes £0 $0
FRAs £1,450,000,000 $2,376,187,500
Total£123,199,702,500$201,893,512,472
ProductVolume
JPY
USD
Equivalent
IRS ¥2,526,364,799,610 $23,239,488,544
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥2,526,364,799,610$23,239,488,544
ProductVolume
CHF
USD
Equivalent
IRS CHF2,433,730,000 $2,606,264,725
OIS CHF200,000,000 $214,178,625
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF2,633,730,000$2,820,443,350
ProductVolume
AUD
USD
Equivalent
IRS $8,814,316,750 $7,924,070,758
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$8,814,316,750$7,924,070,758
ProductVolume
CAD
USD
Equivalent
IRS $9,894,900,000 $9,048,834,019
OIS $5,798,200,000 $5,302,423,411
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$15,693,100,000$14,351,257,430
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,902,000,000 $323,961,511
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK6,902,000,000$323,961,511
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD3,161,600,000 $407,901,018
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,161,600,000$407,901,018
ProductVolume
HUF
USD
Equivalent
IRS HUF23,050,000,000 $95,577,717
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF23,050,000,000$95,577,717
ProductVolume
NOK
USD
Equivalent
IRS NOK4,533,459,000 $716,922,432
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK67,000,000,000 $10,595,398,118
TotalNOK71,533,459,000$11,312,320,550
ProductVolume
NZD
USD
Equivalent
IRS NZD4,024,497,417 $3,280,367,845
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD828,000,000 $674,902,800
FRAs NZD0 $0
TotalNZD4,852,497,417$3,955,270,645
ProductVolume
PLN
USD
Equivalent
IRS PLN248,000,000 $76,285,394
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,980,000,000 $609,052,738
TotalPLN2,228,000,000$685,338,132
ProductVolume
SEK
USD
Equivalent
IRS SEK30,997,500,000 $4,373,329,007
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK65,950,000,000 $9,304,655,149
TotalSEK96,947,500,000$13,677,984,156
ProductVolume
SGD
USD
Equivalent
IRS SGD3,979,925,000 $3,141,467,361
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD3,979,925,000$3,141,467,361
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,387,098,000 $666,886,161
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR7,387,098,000$666,886,161
ProductUSD
Equivalent
IRS$251,619,141,094
OIS$308,367,616,796
Basis$474,230,000
Zeroes$2,199,803,483
FRAs$26,172,904,705
Total$588,833,696,078
Show:
ProductUSD
Equivalent
IRS $473,913,697,000
OIS $296,055,400,000
Basis $3,034,500,000
Zeroes $791,364,958
FRAs $20,318,000,000
Total$794,112,961,958
ProductVolume
EUR
USD
Equivalent
IRS €194,484,998,000 $251,370,954,545
OIS €927,790,213,427 $1,200,005,783,929
Basis €0 $0
Zeroes €4,594,013,282 $5,955,612,111
FRAs €61,593,000,000 $79,578,506,900
Total€1,188,462,224,709$1,536,910,857,485
ProductVolume
GBP
USD
Equivalent
IRS £59,010,702,110 $95,467,496,569
OIS £529,949,020,000 $857,040,526,032
Basis £3,845,000,000 $6,251,393,250
Zeroes £2,585,691,920 $4,203,553,025
FRAs £31,819,000,000 $51,394,554,400
Total£627,209,414,030$1,014,357,523,276
ProductVolume
JPY
USD
Equivalent
IRS ¥8,516,777,120,000 $79,722,995,600
OIS ¥0 $0
Basis ¥304,700,000,000 $2,842,548,770
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥8,821,477,120,000$82,565,544,370
ProductVolume
CHF
USD
Equivalent
IRS CHF6,941,815,000 $7,423,448,558
OIS CHF0 $0
Basis CHF118,500,000 $126,620,653
Zeroes CHF0 $0
FRAs CHF1,600,000,000 $1,711,335,887
TotalCHF8,660,315,000$9,261,405,098
ProductVolume
AUD
USD
Equivalent
IRS $46,264,083,700 $42,316,246,444
OIS $0 $0
Basis $635,500,000 $581,250,475
Zeroes $0 $0
FRAs $0 $0
Total$46,899,583,700$42,897,496,919
ProductVolume
CAD
USD
Equivalent
IRS $26,222,426,000 $23,868,054,802
OIS $10,701,000,000 $9,749,636,191
Basis $0 $0
Zeroes $2,500,000,000 $2,265,621,460
FRAs $0 $0
Total$39,423,426,000$35,883,312,453
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,924,000,000 $417,984,708
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK8,924,000,000$417,984,708
ProductVolume
DKK
USD
Equivalent
IRS DKK1,700,000,000 $295,541,989
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,700,000,000$295,541,989
ProductVolume
HKD
USD
Equivalent
IRS HKD11,243,500,000 $1,450,677,858
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD11,243,500,000$1,450,677,858
ProductVolume
HUF
USD
Equivalent
IRS HUF318,955,000,000 $1,308,469,057
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF805,000,000,000 $3,287,629,182
TotalHUF1,123,955,000,000$4,596,098,239
ProductVolume
NOK
USD
Equivalent
IRS NOK8,001,299,000 $1,260,072,645
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK19,036,903,000 $2,994,616,457
TotalNOK27,038,202,000$4,254,689,102
ProductVolume
NZD
USD
Equivalent
IRS NZD36,886,891,452 $30,291,996,664
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD300,000,000 $245,580,000
FRAs NZD0 $0
TotalNZD37,186,891,452$30,537,576,664
ProductVolume
PLN
USD
Equivalent
IRS PLN16,208,075,000 $4,995,378,338
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,785,000,000 $549,459,006
TotalPLN17,993,075,000$5,544,837,344
ProductVolume
SEK
USD
Equivalent
IRS SEK71,934,311,000 $10,111,899,303
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,080,000,000 $431,871,560
FRAs SEK92,926,883,000 $13,071,142,805
TotalSEK167,941,194,000$23,614,913,668
ProductVolume
SGD
USD
Equivalent
IRS SGD10,263,300,000 $8,131,652,565
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD10,263,300,000$8,131,652,565
ProductVolume
ZAR
USD
Equivalent
IRS ZAR22,915,259,952 $2,097,325,376
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR22,915,259,952$2,097,325,376
ProductUSD
Equivalent
IRS$1,034,443,892,021
OIS$2,362,851,346,152
Basis$12,836,313,148
Zeroes$13,893,603,114
FRAs$172,905,244,637
Total$3,596,930,399,072
Show:
ProductUSD
Equivalent
IRS $13,419,397,512,845
OIS $2,823,777,267,000
Basis $181,503,300,000
Zeroes $73,744,723,457
FRAs $626,094,900,000
Total$17,124,517,703,302
ProductVolume
EUR
USD
Equivalent
IRS €4,124,064,991,533 $5,596,011,570,891
OIS €27,901,821,053,256 $37,976,434,329,378
Basis €2,380,142,883 $3,225,335,672
Zeroes €360,882,485,404 $490,080,174,311
FRAs €2,969,402,456,800 $4,036,833,468,138
Total€35,358,551,129,876$48,102,584,878,390
ProductVolume
GBP
USD
Equivalent
IRS £1,177,782,811,096 $1,966,504,811,732
OIS £9,838,971,457,750 $16,531,091,977,174
Basis £97,393,510,000 $162,478,889,722
Zeroes £14,920,072,345 $24,879,530,365
FRAs £254,320,500,000 $424,453,156,475
Total£11,383,388,351,191$19,109,408,365,468
ProductVolume
JPY
USD
Equivalent
IRS ¥201,983,837,931,910 $1,963,368,111,337
OIS ¥0 $0
Basis ¥13,202,842,500,000 $128,397,791,904
Zeroes ¥840,000,000,000 $8,187,999,646
FRAs ¥0 $0
Total¥216,026,680,431,910$2,099,953,902,887
ProductVolume
CHF
USD
Equivalent
IRS CHF207,930,103,350 $230,057,467,581
OIS CHF22,564,000,000 $24,971,315,462
Basis CHF9,344,050,000 $10,256,796,276
Zeroes CHF1,984,000,000 $2,191,976,609
FRAs CHF11,410,000,000 $12,501,456,192
TotalCHF253,232,153,350$279,979,012,120
ProductVolume
AUD
USD
Equivalent
IRS $1,186,514,967,752 $1,094,333,497,003
OIS $0 $0
Basis $53,742,500,000 $49,559,994,313
Zeroes $20,242,854,146 $18,756,209,701
FRAs $0 $0
Total$1,260,500,321,898$1,162,649,701,017
ProductVolume
CAD
USD
Equivalent
IRS $1,178,454,912,740 $1,079,019,544,307
OIS $762,457,733,332 $694,890,337,189
Basis $634,000,000 $589,065,018
Zeroes $202,827,050,000 $186,512,832,011
FRAs $0 $0
Total$2,144,373,696,072$1,961,011,778,525
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK270,482,457,634 $13,278,081,351
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK230,340,000,000 $11,314,399,766
TotalCZK502,822,457,634$24,692,152,202
ProductVolume
DKK
USD
Equivalent
IRS DKK141,826,980,000 $25,799,837,852
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK147,326,980,000$26,809,799,730
ProductVolume
HKD
USD
Equivalent
IRS HKD514,133,899,533 $66,298,349,844
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD514,933,899,533$66,401,553,012
ProductVolume
HUF
USD
Equivalent
IRS HUF11,463,257,817,000 $50,062,048,305
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF116,000,000,000 $516,471,988
FRAs HUF28,868,220,000,000 $126,581,670,467
TotalHUF40,447,477,817,000$177,160,190,760
ProductVolume
NOK
USD
Equivalent
IRS NOK246,075,655,653 $40,145,668,882
OIS NOK0 $0
Basis NOK495,000,000 $79,111,395
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,254,115,400,001 $205,532,465,757
TotalNOK1,502,567,055,654$246,069,729,925
ProductVolume
NZD
USD
Equivalent
IRS NZD640,298,494,710 $543,932,059,313
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD14,776,700,000 $12,543,434,980
FRAs NZD0 $0
TotalNZD655,075,194,710$556,475,494,293
ProductVolume
PLN
USD
Equivalent
IRS PLN187,615,549,514 $60,760,058,875
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,080,000,000 $681,949,917
FRAs PLN237,854,000,000 $77,447,024,899
TotalPLN427,549,549,514$138,889,033,691
ProductVolume
SEK
USD
Equivalent
IRS SEK1,892,442,782,199 $282,009,093,386
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK35,960,000,000 $5,228,199,328
FRAs SEK3,325,769,200,000 $494,796,562,353
TotalSEK5,254,171,982,199$782,033,855,067
ProductVolume
SGD
USD
Equivalent
IRS SGD155,173,591,899 $123,608,080,854
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD155,173,591,899$123,608,080,854
ProductVolume
ZAR
USD
Equivalent
IRS ZAR716,378,151,952 $66,619,455,586
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR716,378,151,952$66,619,455,586
ProductUSD
Equivalent
IRS$26,621,205,249,944
OIS$58,051,165,226,203
Basis$536,193,487,468
Zeroes$823,828,581,138
FRAs$6,016,472,142,076
Total$92,048,864,686,829
Show:
ProductUSD
Equivalent
IRS $2,494,520,008,540
OIS $670,342,499,000
Basis $175,268,500,000
Zeroes $46,362,264,038
FRAs $137,076,100,000
Total$3,523,569,371,578
ProductVolume
EUR
USD
Equivalent
IRS €1,170,324,650,156 $1,512,410,545,396
OIS €2,045,007,233,903 $2,642,762,848,372
Basis €5,116,142,883 $6,611,591,448
Zeroes €163,538,297,760 $211,340,542,195
FRAs €213,208,000,000 $275,528,698,400
Total€3,597,194,324,702$4,648,654,225,811
ProductVolume
GBP
USD
Equivalent
IRS £329,755,705,049 $540,387,161,648
OIS £1,634,312,634,000 $2,678,229,828,968
Basis £44,285,060,000 $72,572,142,075
Zeroes £17,115,882,213 $28,048,651,978
FRAs £115,283,500,000 $188,920,835,625
Total£2,140,752,781,262$3,508,158,620,294
ProductVolume
JPY
USD
Equivalent
IRS ¥42,303,579,788,988 $389,141,567,372
OIS ¥0 $0
Basis ¥971,542,500,000 $8,937,011,315
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥43,275,122,288,988$398,078,578,687
ProductVolume
CHF
USD
Equivalent
IRS CHF136,022,860,750 $145,665,946,402
OIS CHF22,264,000,000 $23,842,364,532
Basis CHF9,385,550,000 $10,050,920,968
Zeroes CHF1,984,000,000 $2,124,651,960
FRAs CHF7,375,000,000 $7,897,836,796
TotalCHF177,031,410,750$189,581,720,658
ProductVolume
AUD
USD
Equivalent
IRS $1,242,567,018,187 $1,117,067,749,350
OIS $0 $0
Basis $109,369,000,000 $98,322,731,000
Zeroes $7,341,854,146 $6,600,326,877
FRAs $0 $0
Total$1,359,277,872,333$1,221,990,807,227
ProductVolume
CAD
USD
Equivalent
IRS $444,035,217,747 $406,067,871,739
OIS $229,107,300,000 $209,517,421,125
Basis $3,731,500,000 $3,412,437,128
Zeroes $85,040,850,000 $77,769,410,151
FRAs $0 $0
Total$761,914,867,747$696,767,140,143
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK241,096,915,268 $11,316,447,560
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK241,096,915,268$11,316,447,560
ProductVolume
DKK
USD
Equivalent
IRS DKK172,645,114,363 $29,967,387,194
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $86,788,981
FRAs DKK1,000,000,000 $173,577,963
TotalDKK174,145,114,363$30,227,754,138
ProductVolume
HKD
USD
Equivalent
IRS HKD158,889,020,000 $20,499,428,453
OIS HKD0 $0
Basis HKD800,000,000 $103,213,820
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD159,689,020,000$20,602,642,273
ProductVolume
HUF
USD
Equivalent
IRS HUF4,919,338,337,000 $20,398,226,679
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,711,600,000,000 $31,976,447,660
TotalHUF12,630,938,337,000$52,374,674,339
ProductVolume
NOK
USD
Equivalent
IRS NOK149,004,925,053 $23,563,679,142
OIS NOK0 $0
Basis NOK495,000,000 $78,279,434
Zeroes NOK1,371,000,000 $216,810,311
FRAs NOK544,305,400,000 $86,076,603,147
TotalNOK695,176,325,053$109,935,372,034
ProductVolume
NZD
USD
Equivalent
IRS NZD564,328,541,656 $459,984,194,303
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD6,205,700,000 $5,058,266,070
FRAs NZD0 $0
TotalNZD570,534,241,656$465,042,460,373
ProductVolume
PLN
USD
Equivalent
IRS PLN56,231,268,000 $17,296,872,606
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN61,736,500,000 $18,990,295,144
TotalPLN117,967,768,000$36,287,167,750
ProductVolume
SEK
USD
Equivalent
IRS SEK1,046,998,304,899 $147,717,333,874
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK16,600,000,000 $2,342,036,019
FRAs SEK1,765,490,200,000 $249,086,845,800
TotalSEK2,829,088,504,899$399,146,215,693
ProductVolume
SGD
USD
Equivalent
IRS SGD112,009,331,900 $88,412,133,475
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD112,009,331,900$88,412,133,475
ProductVolume
ZAR
USD
Equivalent
IRS ZAR199,013,683,000 $17,966,388,282
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR199,013,683,000$17,966,388,282
ProductUSD
Equivalent
IRS$7,442,382,942,015
OIS$6,224,694,961,997
Basis$375,356,827,188
Zeroes$379,949,748,580
FRAs$995,727,240,535
Total$15,418,111,720,315

Figures as of COB Sep 18, 2014.

Notional Outstanding by Product

As of COB Sep 18, 2014

Daily Notional by Tenor
 

As of COB Sep 18, 2014

Notional Outstanding by Tenor
 

As of COB Sep 18, 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
$619,194,350,955
$3,718,151,858,359
$114,010,664,743,965
$114,117,510,047,580
EUR
€677,609,009,648
€4,867,114,945,891
€185,199,553,758,606
€126,333,360,450,085
GBP
£465,882,150,584
£2,365,709,867,713
£47,457,859,706,160
£40,638,728,284,059
JPY
¥8,173,509,799,220
¥39,678,630,191,632
¥1,099,178,019,939,941
¥2,119,584,083,569,355
CHF
CHF12,808,860,000
CHF69,206,715,448
CHF3,207,434,055,574
CHF4,346,017,943,078
AUD
$31,063,133,500
$175,686,824,740
$4,687,113,610,274
$8,793,083,563,089
CAD
$36,969,450,000
$275,698,331,332
$8,428,001,926,536
$9,515,134,369,788
Other*
Show All
Hide
$140,819,643,588
$316,145,832,137
$11,782,297,060,023
$14,623,806,298,870
CZK
CZK22,004,000,000
CZK230,566,000,000
CZK3,344,192,364,772
CZK8,172,974,542,146
DKK
DKK10,000,000,000
DKK33,092,000,000
DKK1,760,606,103,104
DKK2,322,885,949,790
HKD
HKD12,499,200,000
HKD105,929,040,000
HKD3,037,968,540,812
HKD7,223,132,089,432
HUF
HUF205,040,000,000
HUF4,923,262,000,000
HUF233,927,772,858,744
HUF183,611,365,915,860
NOK
NOK272,392,918,000
NOK187,141,444,000
NOK9,162,121,833,692
NOK10,097,335,002,547
NZD
NZD14,713,438,874
NZD102,058,278,364
NZD1,723,945,324,613
NZD2,780,491,396,526
PLN
PLN50,479,480,000
PLN107,814,750,000
PLN4,553,720,139,028
PLN4,553,349,536,516
SEK
SEK392,427,000,000
SEK568,871,788,000
SEK29,054,244,873,190
SEK34,304,269,742,650
SGD
SGD7,472,250,000
SGD31,885,500,000
SGD721,777,839,441
SGD1,130,211,681,291
ZAR
ZAR41,286,196,000
ZAR155,053,219,904
ZAR5,275,372,959,950
ZAR12,715,882,899,710
Total in USD$2,549,789,902,287$15,012,741,536,909$483,412,720,967,463$399,356,877,123,568

Figures as of COB Sep 18, 2014. Weekly figures as of COB Sep 12, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $467,994,533,000
OIS $114,270,200,000
Basis $17,304,000,000
Zeroes $3,325,617,955
FRAs $16,300,000,000
Total$619,194,350,955
ProductVolume
EUR
USD
Equivalent
IRS €312,139,209,648 $403,377,500,628
OIS €244,656,600,000 $316,169,724,180
Basis €200,000,000 $258,460,000
Zeroes €681,200,000 $880,314,760
FRAs €119,932,000,000 $154,988,123,600
Total€677,609,009,648$875,674,123,168
ProductVolume
GBP
USD
Equivalent
IRS £46,107,839,000 $75,559,221,161
OIS £290,211,600,000 $475,584,259,500
Basis £8,067,400,000 $13,220,451,750
Zeroes £489,311,584 $801,859,358
FRAs £121,006,000,000 $198,298,582,500
Total£465,882,150,584$763,464,374,269
ProductVolume
JPY
USD
Equivalent
IRS ¥7,995,509,799,220 $73,548,981,687
OIS ¥0 $0
Basis ¥178,000,000,000 $1,637,383,865
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥8,173,509,799,220$75,186,365,552
ProductVolume
CHF
USD
Equivalent
IRS CHF6,408,860,000 $6,863,204,112
OIS CHF6,400,000,000 $6,853,715,999
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF12,808,860,000$13,716,920,111
ProductVolume
AUD
USD
Equivalent
IRS $29,373,133,500 $26,406,447,017
OIS $0 $0
Basis $1,690,000,000 $1,519,310,000
Zeroes $0 $0
FRAs $0 $0
Total$31,063,133,500$27,925,757,017
ProductVolume
CAD
USD
Equivalent
IRS $24,173,050,000 $22,106,127,115
OIS $12,796,400,000 $11,702,240,512
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$36,969,450,000$33,808,367,627
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK22,004,000,000 $1,032,809,200
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK22,004,000,000$1,032,809,200
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,735,779,625
TotalDKK10,000,000,000$1,735,779,625
ProductVolume
HKD
USD
Equivalent
IRS HKD12,499,200,000 $1,612,612,729
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD12,499,200,000$1,612,612,729
ProductVolume
HUF
USD
Equivalent
IRS HUF205,040,000,000 $850,206,290
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF205,040,000,000$850,206,290
ProductVolume
NOK
USD
Equivalent
IRS NOK33,392,918,000 $5,280,765,083
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK239,000,000,000 $37,795,524,630
TotalNOK272,392,918,000$43,076,289,713
ProductVolume
NZD
USD
Equivalent
IRS NZD13,057,438,874 $10,643,118,426
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,656,000,000 $1,349,805,600
FRAs NZD0 $0
TotalNZD14,713,438,874$11,992,924,026
ProductVolume
PLN
USD
Equivalent
IRS PLN5,019,480,000 $1,544,004,060
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN45,460,000,000 $13,983,604,792
TotalPLN50,479,480,000$15,527,608,852
ProductVolume
SEK
USD
Equivalent
IRS SEK58,527,000,000 $8,257,370,006
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK333,900,000,000 $47,108,784,751
TotalSEK392,427,000,000$55,366,154,757
ProductVolume
SGD
USD
Equivalent
IRS SGD7,472,250,000 $5,898,058,252
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD7,472,250,000$5,898,058,252
ProductVolume
ZAR
USD
Equivalent
IRS ZAR41,286,196,000 $3,727,200,144
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR41,286,196,000$3,727,200,144
ProductUSD
Equivalent
IRS$1,114,702,158,910
OIS$924,580,140,191
Basis$33,939,605,615
Zeroes$6,357,597,673
FRAs$470,210,399,898
Total$2,549,789,902,287
Show:
ProductUSD
Equivalent
IRS $1,704,214,632,464
OIS $903,905,900,000
Basis $65,961,824,000
Zeroes $2,439,501,895
FRAs $1,041,630,000,000
Total$3,718,151,858,359
ProductVolume
EUR
USD
Equivalent
IRS €1,392,344,870,761 $1,799,532,492,606
OIS €2,784,922,825,854 $3,601,681,591,237
Basis €4,300,000,000 $5,551,945,000
Zeroes €11,015,249,276 $14,271,948,007
FRAs €674,532,000,000 $872,130,701,800
Total€4,867,114,945,891$6,293,168,678,650
ProductVolume
GBP
USD
Equivalent
IRS £294,149,111,343 $476,690,266,076
OIS £1,524,236,640,000 $2,465,991,074,494
Basis £28,067,000,000 $45,526,129,814
Zeroes £5,977,116,370 $9,710,441,127
FRAs £513,280,000,000 $830,132,067,200
Total£2,365,709,867,713$3,828,049,978,711
ProductVolume
JPY
USD
Equivalent
IRS ¥37,000,570,191,632 $346,783,983,497
OIS ¥1,324,000,000,000 $12,427,664,874
Basis ¥1,354,060,000,000 $12,650,453,135
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥39,678,630,191,632$371,862,101,506
ProductVolume
CHF
USD
Equivalent
IRS CHF37,738,315,448 $40,363,886,612
OIS CHF9,300,000,000 $9,951,824,758
Basis CHF1,468,400,000 $1,570,782,823
Zeroes CHF0 $0
FRAs CHF20,700,000,000 $22,119,539,546
TotalCHF69,206,715,448$74,006,033,739
ProductVolume
AUD
USD
Equivalent
IRS $162,875,824,740 $148,823,864,775
OIS $0 $0
Basis $12,811,000,000 $11,686,176,550
Zeroes $0 $0
FRAs $0 $0
Total$175,686,824,740$160,510,041,325
ProductVolume
CAD
USD
Equivalent
IRS $219,524,058,440 $199,756,835,529
OIS $47,858,000,000 $43,535,496,824
Basis $3,316,272,892 $3,023,437,209
Zeroes $5,000,000,000 $4,531,242,920
FRAs $0 $0
Total$275,698,331,332$250,847,012,482
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK131,062,000,000 $6,124,145,650
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK99,504,000,000 $4,650,371,547
TotalCZK230,566,000,000$10,774,517,197
ProductVolume
DKK
USD
Equivalent
IRS DKK9,092,000,000 $1,579,123,172
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK24,000,000,000 $4,162,261,444
TotalDKK33,092,000,000$5,741,384,616
ProductVolume
HKD
USD
Equivalent
IRS HKD105,929,040,000 $13,667,334,151
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD105,929,040,000$13,667,334,151
ProductVolume
HUF
USD
Equivalent
IRS HUF1,297,262,000,000 $5,321,605,250
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,626,000,000,000 $14,834,444,088
TotalHUF4,923,262,000,000$20,156,049,338
ProductVolume
NOK
USD
Equivalent
IRS NOK65,067,638,000 $10,239,077,466
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK122,073,806,000 $19,214,552,135
TotalNOK187,141,444,000$29,453,629,601
ProductVolume
NZD
USD
Equivalent
IRS NZD101,458,278,364 $83,249,216,521
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD600,000,000 $491,160,000
FRAs NZD0 $0
TotalNZD102,058,278,364$83,740,376,521
ProductVolume
PLN
USD
Equivalent
IRS PLN62,244,750,000 $19,176,145,556
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN45,570,000,000 $14,033,282,858
TotalPLN107,814,750,000$33,209,428,414
ProductVolume
SEK
USD
Equivalent
IRS SEK268,858,022,000 $37,786,775,756
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,160,000,000 $863,743,121
FRAs SEK293,853,766,000 $41,316,963,813
TotalSEK568,871,788,000$79,967,482,690
ProductVolume
SGD
USD
Equivalent
IRS SGD31,885,500,000 $25,254,940,102
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD31,885,500,000$25,254,940,102
ProductVolume
ZAR
USD
Equivalent
IRS ZAR155,053,219,904 $14,180,689,507
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR155,053,219,904$14,180,689,507
ProductUSD
Equivalent
IRS$4,932,745,014,690
OIS$7,037,493,552,187
Basis$145,970,748,531
Zeroes$32,308,037,070
FRAs$2,864,224,184,431
Total$15,012,741,536,909
Show:
ProductUSD
Equivalent
IRS $52,312,721,532,889
OIS $12,509,094,726,418
Basis $2,074,828,277,400
Zeroes $199,966,407,258
FRAs $46,914,053,800,000
Total$114,010,664,743,965
ProductVolume
EUR
USD
Equivalent
IRS €34,622,715,068,511 $46,989,858,119,531
OIS €90,755,632,366,790 $123,479,128,724,523
Basis €89,896,615,767 $121,521,972,914
Zeroes €771,746,993,938 $1,047,958,907,625
FRAs €58,959,562,713,600 $80,258,516,391,975
Total€185,199,553,758,606$251,896,984,116,568
ProductVolume
GBP
USD
Equivalent
IRS £6,203,288,073,131 $10,354,172,331,573
OIS £26,474,501,668,695 $44,415,964,307,402
Basis £967,518,860,000 $1,613,644,074,611
Zeroes £75,566,104,334 $126,117,109,755
FRAs £13,736,985,000,000 $22,945,385,995,800
Total£47,457,859,706,160$79,455,283,819,141
ProductVolume
JPY
USD
Equivalent
IRS ¥1,025,945,512,939,941 $9,982,329,517,340
OIS ¥4,117,882,000,000 $39,377,183,052
Basis ¥67,434,625,000,000 $656,525,130,072
Zeroes ¥1,680,000,000,000 $16,375,999,293
FRAs ¥0 $0
Total¥1,099,178,019,939,941$10,694,607,829,757
ProductVolume
CHF
USD
Equivalent
IRS CHF1,277,227,604,274 $1,420,071,852,527
OIS CHF136,068,000,000 $151,109,046,074
Basis CHF139,632,100,000 $155,088,750,134
Zeroes CHF4,108,351,300 $4,540,597,945
FRAs CHF1,650,398,000,000 $1,830,474,809,222
TotalCHF3,207,434,055,574$3,561,285,055,902
ProductVolume
AUD
USD
Equivalent
IRS $4,337,375,501,983 $3,993,207,305,188
OIS $0 $0
Basis $314,552,400,000 $289,287,117,715
Zeroes $35,185,708,291 $32,482,814,402
FRAs $0 $0
Total$4,687,113,610,274$4,314,977,237,305
ProductVolume
CAD
USD
Equivalent
IRS $5,178,251,441,336 $4,734,422,555,089
OIS $2,793,552,820,954 $2,543,160,899,331
Basis $82,883,345,446 $75,765,697,087
Zeroes $373,314,318,800 $343,271,953,295
FRAs $0 $0
Total$8,428,001,926,536$7,696,621,104,802
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,243,716,364,772 $110,463,375,642
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK1,096,476,000,000 $53,983,530,646
TotalCZK3,344,192,364,772$164,646,248,459
ProductVolume
DKK
USD
Equivalent
IRS DKK615,290,103,104 $112,145,405,493
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK1,143,436,000,000 $208,118,598,507
TotalDKK1,760,606,103,104$320,607,961,566
ProductVolume
HKD
USD
Equivalent
IRS HKD3,032,768,540,812 $391,068,981,413
OIS HKD0 $0
Basis HKD5,200,000,000 $670,656,230
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,037,968,540,812$391,739,637,643
ProductVolume
HUF
USD
Equivalent
IRS HUF65,867,544,437,692 $289,387,082,591
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF232,000,000,000 $1,032,943,976
FRAs HUF167,828,228,421,052 $740,485,073,561
TotalHUF233,927,772,858,744$1,030,905,100,128
ProductVolume
NOK
USD
Equivalent
IRS NOK1,849,007,633,690 $303,217,515,296
OIS NOK0 $0
Basis NOK16,645,400,000 $2,776,695,956
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK7,292,706,800,002 $1,195,129,272,112
TotalNOK9,162,121,833,692$1,501,748,451,146
ProductVolume
NZD
USD
Equivalent
IRS NZD1,698,451,924,613 $1,440,906,651,999
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD25,093,400,000 $21,267,046,960
FRAs NZD0 $0
TotalNZD1,723,945,324,613$1,462,514,588,959
ProductVolume
PLN
USD
Equivalent
IRS PLN1,486,017,139,028 $482,867,247,473
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,160,000,000 $1,363,899,833
FRAs PLN3,063,543,000,000 $996,260,735,524
TotalPLN4,553,720,139,028$1,480,491,882,830
ProductVolume
SEK
USD
Equivalent
IRS SEK8,163,517,473,190 $1,226,393,986,084
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK75,174,000,000 $10,935,541,088
FRAs SEK20,815,553,400,000 $3,126,305,128,911
TotalSEK29,054,244,873,190$4,363,634,656,083
ProductVolume
SGD
USD
Equivalent
IRS SGD721,777,839,441 $574,402,245,607
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD721,777,839,441$574,402,245,607
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,275,372,959,950 $491,606,287,602
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR5,275,372,959,950$491,606,287,602
ProductUSD
Equivalent
IRS$135,209,241,993,337
OIS$183,137,834,886,800
Basis$4,990,607,371,987
Zeroes$1,806,323,379,081
FRAs$158,268,713,336,258
Total$483,412,720,967,463
Show:
ProductUSD
Equivalent
IRS $67,009,653,747,027
OIS $12,778,447,869,919
Basis $6,957,138,111,400
Zeroes $226,614,919,234
FRAs $27,145,655,400,000
Total$114,117,510,047,580
ProductVolume
EUR
USD
Equivalent
IRS €65,030,404,807,254 $84,038,792,132,415
OIS €30,042,914,697,748 $38,824,458,663,900
Basis €306,061,698,175 $395,523,532,551
Zeroes €682,886,290,107 $882,493,952,705
FRAs €30,271,092,956,800 $39,119,333,428,073
Total€126,333,360,450,084$163,260,601,709,644
ProductVolume
GBP
USD
Equivalent
IRS £10,933,018,687,866 $17,916,484,374,740
OIS £17,338,629,733,061 $28,413,679,475,054
Basis £2,264,189,833,720 $3,710,441,090,009
Zeroes £162,565,029,412 $266,403,441,950
FRAs £9,940,325,000,000 $16,289,707,593,750
Total£40,638,728,284,059$66,596,715,975,503
ProductVolume
JPY
USD
Equivalent
IRS ¥1,940,238,953,569,355 $17,847,842,457,633
OIS ¥4,079,260,000,000 $37,524,238,800
Basis ¥168,850,870,000,000 $1,553,222,978,567
Zeroes ¥6,130,000,000,000 $56,388,556,711
FRAs ¥285,000,000,000 $2,621,653,942
Total¥2,119,584,083,569,355$19,497,599,885,653
ProductVolume
CHF
USD
Equivalent
IRS CHF2,841,896,811,778 $3,043,367,757,312
OIS CHF175,020,680,000 $187,428,442,921
Basis CHF381,576,100,000 $408,627,222,103
Zeroes CHF4,108,351,300 $4,399,605,162
FRAs CHF943,416,000,000 $1,010,297,708,289
TotalCHF4,346,017,943,078$4,654,120,735,787
ProductVolume
AUD
USD
Equivalent
IRS $8,166,031,554,798 $7,341,262,367,764
OIS $0 $0
Basis $611,968,300,000 $550,159,501,700
Zeroes $15,083,708,291 $13,560,253,754
FRAs $0 $0
Total$8,793,083,563,089$7,904,982,123,218
ProductVolume
CAD
USD
Equivalent
IRS $7,681,193,833,294 $7,024,411,370,182
OIS $1,352,363,954,290 $1,236,729,725,002
Basis $227,130,895,446 $207,710,009,553
Zeroes $254,445,686,758 $232,689,242,577
FRAs $0 $0
Total$9,515,134,369,788$8,701,540,347,314
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,528,048,542,146 $353,346,563,818
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $563,248,064
FRAs CZK632,926,000,000 $29,707,862,004
TotalCZK8,172,974,542,146$383,617,673,886
ProductVolume
DKK
USD
Equivalent
IRS DKK1,645,113,949,790 $285,555,527,554
OIS DKK0 $0
Basis DKK1,930,000,000 $335,005,468
Zeroes DKK1,000,000,000 $173,577,963
FRAs DKK674,842,000,000 $117,137,699,398
TotalDKK2,322,885,949,790$403,201,810,383
ProductVolume
HKD
USD
Equivalent
IRS HKD7,214,192,089,432 $930,755,407,686
OIS HKD0 $0
Basis HKD8,940,000,000 $1,153,414,442
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,223,132,089,432$931,908,822,128
ProductVolume
HUF
USD
Equivalent
IRS HUF100,259,548,389,544 $415,730,095,120
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF209,500,000,000 $868,699,853
FRAs HUF83,142,317,526,316 $344,752,835,305
TotalHUF183,611,365,915,860$761,351,630,278
ProductVolume
NOK
USD
Equivalent
IRS NOK5,003,092,802,547 $791,190,448,730
OIS NOK0 $0
Basis NOK20,211,400,000 $3,196,236,262
Zeroes NOK4,622,000,000 $730,924,330
FRAs NOK5,069,408,800,001 $801,677,678,501
TotalNOK10,097,335,002,548$1,596,795,287,823
ProductVolume
NZD
USD
Equivalent
IRS NZD2,766,999,996,526 $2,255,381,697,168
OIS NZD0 $0
Basis NZD400,000,000 $326,040,000
Zeroes NZD13,091,400,000 $10,670,800,140
FRAs NZD0 $0
TotalNZD2,780,491,396,526$2,266,378,537,308
ProductVolume
PLN
USD
Equivalent
IRS PLN2,484,537,536,516 $764,249,692,095
OIS PLN0 $0
Basis PLN674,000,000 $207,324,013
Zeroes PLN4,260,000,000 $1,310,386,195
FRAs PLN2,063,878,000,000 $634,853,811,963
TotalPLN4,553,349,536,516$1,400,621,214,266
ProductVolume
SEK
USD
Equivalent
IRS SEK19,382,158,282,650 $2,734,561,013,939
OIS SEK0 $0
Basis SEK500,000,000 $70,543,254
Zeroes SEK59,904,660,000 $8,451,739,244
FRAs SEK14,861,706,800,000 $2,096,786,303,322
TotalSEK34,304,269,742,650$4,839,869,599,759
ProductVolume
SGD
USD
Equivalent
IRS SGD1,130,211,681,291 $892,108,044,274
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,130,211,681,291$892,108,044,274
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,715,882,899,710 $1,147,953,678,768
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR12,715,882,899,710$1,147,953,678,768
ProductUSD
Equivalent
IRS$214,792,646,376,225
OIS$81,478,268,415,596
Basis$13,788,111,009,322
Zeroes$1,705,319,347,882
FRAs$87,592,531,974,547
Total$399,356,877,123,572

Figures as of COB Sep 18, 2014.

Notional Outstanding by Product

As of COB Sep 18, 2014

Daily Notional by Tenor

As of COB Sep 18, 2014

Notional Outstanding by Currency

As of COB Sep 18, 2014. *Other: CZK, ZAR, HKD, NZD, DKK, HUF, SGD, PLN, SEK, NOK

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.