Daily Volumes

  • Client Notional Cleared (USD)
    $142,590,603,902,500
    Notional Outstanding (USD)
    $415,004,454,588,969
    As of COB Jul 25, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $315,019,000,000,000
    Trades Compressed
    3,083,864
  • 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 Jul 25, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, HUF, SGD, PLN, SEK, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$100,415,456,763
$711,760,425,838
$13,080,456,013,041
$3,246,558,716,497
EUR
€30,715,942,000
€457,254,084,018
€29,659,576,713,286
€3,727,429,771,787
GBP
£15,543,250,000
£198,890,766,149
£8,076,275,414,157
£1,991,480,198,235
JPY
¥431,674,000,000
¥5,361,753,161,000
¥153,647,443,850,750
¥48,128,211,863,000
CHF
CHF412,000,000
CHF4,172,997,000
CHF114,542,954,350
CHF72,660,445,750
AUD
$9,454,700,000
$41,597,033,000
$905,771,085,964
$1,203,361,381,083
CAD
$1,144,700,000
$75,224,195,000
$1,638,411,085,072
$470,716,216,747
Other*
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$10,983,194,383
$103,663,242,389
$1,585,542,709,035
$1,064,433,368,364
CZK
CZK100,000,000
CZK3,156,957,634
CZK322,639,457,634
CZK282,458,915,268
DKK
DKK200,000,000
DKK210,000,000
DKK125,635,500,000
DKK153,835,719,823
HKD
HKD2,387,700,000
HKD11,076,000,000
HKD400,158,699,533
HKD103,355,420,000
HUF
HUF35,500,000,000
HUF1,866,127,390,000
HUF30,921,814,957,000
HUF12,366,960,977,000
NOK
NOK3,224,000,000
NOK63,959,581,000
NOK1,074,766,098,654
NOK615,000,938,054
NZD
NZD8,573,350,000
NZD28,358,845,000
NZD486,199,086,384
NZD491,757,811,164
PLN
PLN2,387,075,000
PLN26,462,665,000
PLN328,524,144,514
PLN101,866,463,000
SEK
SEK6,431,600,000
SEK311,132,934,000
SEK3,419,563,927,199
SEK2,221,117,235,899
SGD
SGD1,018,500,000
SGD4,420,000,000
SGD108,118,061,799
SGD77,887,860,000
ZAR
ZAR958,000,000
ZAR15,572,000,000
ZAR568,174,940,000
ZAR155,916,090,000
Total in USD$193,677,926,856$1,937,371,644,704$72,848,421,754,443$14,817,188,031,340

Figures as of COB Jul 25, 2014. Weekly figures as of COB Jul 25, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $56,568,735,900
OIS $43,708,500,000
Basis $0
Zeroes $138,220,863
FRAs $0
Total$100,415,456,763
ProductVolume
EUR
USD
Equivalent
IRS €10,126,142,000 $13,600,421,320
OIS €20,589,800,000 $27,654,160,380
Basis €0 $0
Zeroes €0 $0
FRAs €0 $0
Total€30,715,942,000$41,254,581,700
ProductVolume
GBP
USD
Equivalent
IRS £2,464,250,000 $4,183,680,438
OIS £9,079,000,000 $15,413,872,250
Basis £0 $0
Zeroes £0 $0
FRAs £4,000,000,000 $6,791,000,000
Total£15,543,250,000$26,388,552,688
ProductVolume
JPY
USD
Equivalent
IRS ¥431,674,000,000 $4,238,122,822
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥431,674,000,000$4,238,122,822
ProductVolume
CHF
USD
Equivalent
IRS CHF362,000,000 $400,110,528
OIS CHF50,000,000 $55,263,885
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF412,000,000$455,374,413
ProductVolume
AUD
USD
Equivalent
IRS $9,165,700,000 $8,612,550,005
OIS $0 $0
Basis $289,000,000 $271,558,850
Zeroes $0 $0
FRAs $0 $0
Total$9,454,700,000$8,884,108,855
ProductVolume
CAD
USD
Equivalent
IRS $1,144,700,000 $1,058,535,232
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$1,144,700,000$1,058,535,232
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK100,000,000 $4,887,705
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK100,000,000$4,887,705
ProductVolume
DKK
USD
Equivalent
IRS DKK200,000,000 $36,020,460
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK200,000,000$36,020,460
ProductVolume
HKD
USD
Equivalent
IRS HKD2,387,700,000 $308,084,360
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,387,700,000$308,084,360
ProductVolume
HUF
USD
Equivalent
IRS HUF35,500,000,000 $154,609,991
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF35,500,000,000$154,609,991
ProductVolume
NOK
USD
Equivalent
IRS NOK1,310,000,000 $210,475,578
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,914,000,000 $307,519,280
TotalNOK3,224,000,000$517,994,858
ProductVolume
NZD
USD
Equivalent
IRS NZD8,573,350,000 $7,334,072,258
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD8,573,350,000$7,334,072,258
ProductVolume
PLN
USD
Equivalent
IRS PLN2,387,075,000 $773,266,926
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN2,387,075,000$773,266,926
ProductVolume
SEK
USD
Equivalent
IRS SEK4,431,600,000 $649,832,835
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,000,000,000 $293,272,333
TotalSEK6,431,600,000$943,105,168
ProductVolume
SGD
USD
Equivalent
IRS SGD1,018,500,000 $819,982,288
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,018,500,000$819,982,288
ProductVolume
ZAR
USD
Equivalent
IRS ZAR958,000,000 $91,170,369
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR958,000,000$91,170,369
ProductUSD
Equivalent
IRS$99,044,559,015
OIS$86,831,796,515
Basis$271,558,850
Zeroes$138,220,863
FRAs$7,391,791,613
Total$193,677,926,856
Show:
ProductUSD
Equivalent
IRS $341,131,079,646
OIS $345,561,750,000
Basis $14,649,000,000
Zeroes $2,098,596,192
FRAs $8,320,000,000
Total$711,760,425,838
ProductVolume
EUR
USD
Equivalent
IRS €76,512,483,000 $103,077,503,039
OIS €358,352,900,000 $483,347,687,955
Basis €150,000,000 $202,852,500
Zeroes €268,701,018 $361,781,440
FRAs €21,970,000,000 $29,627,603,000
Total€457,254,084,018$616,617,427,934
ProductVolume
GBP
USD
Equivalent
IRS £16,850,910,000 $28,686,012,450
OIS £161,358,150,000 $274,835,612,995
Basis £81,500,000 $138,904,525
Zeroes £1,025,206,149 $1,747,781,441
FRAs £19,575,000,000 $33,307,501,250
Total£198,890,766,149$338,715,812,661
ProductVolume
JPY
USD
Equivalent
IRS ¥5,361,753,161,000 $52,783,975,191
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥5,361,753,161,000$52,783,975,191
ProductVolume
CHF
USD
Equivalent
IRS CHF3,332,997,000 $3,695,771,632
OIS CHF840,000,000 $930,712,676
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF4,172,997,000$4,626,484,308
ProductVolume
AUD
USD
Equivalent
IRS $39,990,033,000 $37,667,099,990
OIS $0 $0
Basis $1,607,000,000 $1,512,690,350
Zeroes $0 $0
FRAs $0 $0
Total$41,597,033,000$39,179,790,340
ProductVolume
CAD
USD
Equivalent
IRS $54,790,195,000 $51,001,960,881
OIS $750,000,000 $697,999,069
Basis $484,000,000 $450,739,676
Zeroes $19,200,000,000 $17,873,786,417
FRAs $0 $0
Total$75,224,195,000$70,024,486,043
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,156,957,634 $154,728,704
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK3,156,957,634$154,728,704
ProductVolume
DKK
USD
Equivalent
IRS DKK210,000,000 $37,825,856
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK210,000,000$37,825,856
ProductVolume
HKD
USD
Equivalent
IRS HKD10,276,000,000 $1,325,852,351
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD11,076,000,000$1,429,055,519
ProductVolume
HUF
USD
Equivalent
IRS HUF340,127,390,000 $1,486,757,209
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,526,000,000,000 $6,673,531,310
TotalHUF1,866,127,390,000$8,160,288,519
ProductVolume
NOK
USD
Equivalent
IRS NOK32,203,581,000 $5,200,282,306
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK31,756,000,000 $5,122,044,161
TotalNOK63,959,581,000$10,322,326,467
ProductVolume
NZD
USD
Equivalent
IRS NZD28,358,845,000 $24,423,721,705
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD28,358,845,000$24,423,721,705
ProductVolume
PLN
USD
Equivalent
IRS PLN10,257,665,000 $3,333,199,282
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN770,000,000 $250,410,576
FRAs PLN15,435,000,000 $5,022,156,561
TotalPLN26,462,665,000$8,605,766,419
ProductVolume
SEK
USD
Equivalent
IRS SEK128,267,934,000 $18,750,011,484
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK182,865,000,000 $26,739,990,565
TotalSEK311,132,934,000$45,490,002,049
ProductVolume
SGD
USD
Equivalent
IRS SGD4,420,000,000 $3,564,814,392
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD4,420,000,000$3,564,814,392
ProductVolume
ZAR
USD
Equivalent
IRS ZAR15,572,000,000 $1,474,712,759
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR15,572,000,000$1,474,712,759
ProductUSD
Equivalent
IRS$677,795,308,877
OIS$1,105,373,762,695
Basis$17,057,390,219
Zeroes$22,332,356,066
FRAs$114,812,826,847
Total$1,937,371,644,704
Show:
ProductUSD
Equivalent
IRS $10,484,041,671,499
OIS $1,821,677,917,000
Basis $159,796,300,000
Zeroes $63,706,224,542
FRAs $551,233,900,000
Total$13,080,456,013,041
ProductVolume
EUR
USD
Equivalent
IRS €3,232,521,028,631 $4,424,854,620,760
OIS €23,672,520,786,350 $32,410,829,724,801
Basis €2,170,142,883 $2,951,219,172
Zeroes €279,201,298,622 $381,888,311,364
FRAs €2,473,163,456,800 $3,384,643,292,038
Total€29,659,576,713,286$40,605,167,168,135
ProductVolume
GBP
USD
Equivalent
IRS £934,029,950,289 $1,564,133,471,920
OIS £6,861,742,121,750 $11,580,173,607,501
Basis £82,626,210,000 $138,328,402,022
Zeroes £9,525,632,118 $15,976,885,189
FRAs £188,351,500,000 $316,607,929,575
Total£8,076,275,414,157$13,615,220,296,207
ProductVolume
JPY
USD
Equivalent
IRS ¥142,568,063,850,750 $1,393,315,541,336
OIS ¥0 $0
Basis ¥10,239,380,000,000 $100,052,422,485
Zeroes ¥840,000,000,000 $8,187,999,646
FRAs ¥0 $0
Total¥153,647,443,850,750$1,501,555,963,467
ProductVolume
CHF
USD
Equivalent
IRS CHF100,468,954,350 $112,442,053,148
OIS CHF9,373,000,000 $10,487,666,107
Basis CHF489,000,000 $547,644,624
Zeroes CHF502,000,000 $561,037,992
FRAs CHF3,710,000,000 $4,145,550,033
TotalCHF114,542,954,350$128,183,951,904
ProductVolume
AUD
USD
Equivalent
IRS $845,258,731,818 $777,978,538,202
OIS $0 $0
Basis $42,359,500,000 $38,985,472,588
Zeroes $18,152,854,146 $16,811,607,701
FRAs $0 $0
Total$905,771,085,964$833,775,618,491
ProductVolume
CAD
USD
Equivalent
IRS $879,408,501,740 $805,642,395,604
OIS $577,754,133,332 $526,111,539,389
Basis $634,000,000 $589,065,018
Zeroes $180,614,450,000 $166,177,034,152
FRAs $0 $0
Total$1,638,411,085,072$1,498,520,034,163
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK170,469,457,634 $8,515,746,631
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK150,170,000,000 $7,456,492,688
TotalCZK322,639,457,634$16,071,910,404
ProductVolume
DKK
USD
Equivalent
IRS DKK120,135,500,000 $21,951,630,298
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK125,635,500,000$22,961,592,176
ProductVolume
HKD
USD
Equivalent
IRS HKD399,358,699,533 $51,489,664,778
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD400,158,699,533$51,592,867,946
ProductVolume
HUF
USD
Equivalent
IRS HUF7,781,744,957,000 $34,539,847,895
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF116,000,000,000 $516,471,988
FRAs HUF23,024,070,000,000 $101,986,046,302
TotalHUF30,921,814,957,000$137,042,366,185
ProductVolume
NOK
USD
Equivalent
IRS NOK174,381,098,653 $28,666,571,225
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK898,504,000,001 $148,747,164,171
TotalNOK1,074,766,098,654$177,726,219,287
ProductVolume
NZD
USD
Equivalent
IRS NZD475,157,386,384 $405,970,897,289
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD11,041,700,000 $9,437,148,330
FRAs NZD0 $0
TotalNZD486,199,086,384$415,408,045,619
ProductVolume
PLN
USD
Equivalent
IRS PLN132,509,144,514 $43,472,612,251
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,080,000,000 $681,949,917
FRAs PLN193,935,000,000 $63,630,134,852
TotalPLN328,524,144,514$107,784,697,020
ProductVolume
SEK
USD
Equivalent
IRS SEK1,259,438,927,199 $191,100,072,518
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,800,000,000 $1,010,218,796
FRAs SEK2,153,325,000,000 $325,932,942,462
TotalSEK3,419,563,927,199$518,043,233,776
ProductVolume
SGD
USD
Equivalent
IRS SGD108,118,061,799 $86,093,907,005
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD108,118,061,799$86,093,907,005
ProductVolume
ZAR
USD
Equivalent
IRS ZAR568,174,940,000 $52,817,869,617
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR568,174,940,000$52,817,869,617
ProductUSD
Equivalent
IRS$20,487,027,111,976
OIS$46,349,280,454,798
Basis$441,353,729,077
Zeroes$665,459,968,442
FRAs$4,905,300,490,150
Total$72,848,421,754,443
Show:
ProductUSD
Equivalent
IRS $2,339,659,342,719
OIS $572,032,149,000
Basis $194,587,500,000
Zeroes $41,942,464,777
FRAs $98,337,260,000
Total$3,246,558,716,496
ProductVolume
EUR
USD
Equivalent
IRS €1,110,371,637,439 $1,491,340,146,244
OIS €2,147,172,644,488 $2,883,867,578,811
Basis €4,906,142,883 $6,589,440,507
Zeroes €138,660,546,978 $186,234,980,646
FRAs €326,318,800,000 $438,278,780,280
Total€3,727,429,771,788$5,006,310,926,488
ProductVolume
GBP
USD
Equivalent
IRS £318,563,027,224 $540,840,379,469
OIS £1,509,095,030,000 $2,562,066,087,183
Basis £33,063,160,000 $56,132,979,890
Zeroes £15,389,481,011 $26,127,491,386
FRAs £115,369,500,000 $195,868,568,625
Total£1,991,480,198,235$3,381,035,506,553
ProductVolume
JPY
USD
Equivalent
IRS ¥46,528,731,863,000 $456,813,429,513
OIS ¥0 $0
Basis ¥1,599,480,000,000 $15,703,500,074
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥48,128,211,863,000$472,516,929,587
ProductVolume
CHF
USD
Equivalent
IRS CHF58,844,945,750 $65,040,006,355
OIS CHF9,073,000,000 $10,028,184,581
Basis CHF530,500,000 $586,349,820
Zeroes CHF502,000,000 $554,849,406
FRAs CHF3,710,000,000 $4,100,580,271
TotalCHF72,660,445,750$80,309,970,433
ProductVolume
AUD
USD
Equivalent
IRS $1,092,417,526,937 $1,026,490,129,186
OIS $0 $0
Basis $102,292,000,000 $96,118,677,800
Zeroes $8,651,854,146 $8,129,714,748
FRAs $0 $0
Total$1,203,361,381,083$1,130,738,521,734
ProductVolume
CAD
USD
Equivalent
IRS $302,419,766,747 $279,655,785,784
OIS $93,737,700,000 $86,681,801,369
Basis $3,731,500,000 $3,450,619,567
Zeroes $70,827,250,000 $65,495,884,964
FRAs $0 $0
Total$470,716,216,747$435,284,091,684
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK196,288,915,268 $9,594,023,083
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK86,170,000,000 $4,211,735,380
TotalCZK282,458,915,268$13,805,758,463
ProductVolume
DKK
USD
Equivalent
IRS DKK152,335,719,823 $27,436,013,224
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $90,051,149
FRAs DKK1,000,000,000 $180,102,298
TotalDKK153,835,719,823$27,706,166,671
ProductVolume
HKD
USD
Equivalent
IRS HKD102,555,420,000 $13,232,701,303
OIS HKD0 $0
Basis HKD800,000,000 $103,223,809
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD103,355,420,000$13,335,925,112
ProductVolume
HUF
USD
Equivalent
IRS HUF4,392,410,977,000 $19,129,876,647
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,974,550,000,000 $34,730,847,960
TotalHUF12,366,960,977,000$53,860,724,607
ProductVolume
NOK
USD
Equivalent
IRS NOK130,563,938,053 $20,977,496,474
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,371,000,000 $220,276,350
FRAs NOK483,066,000,001 $77,613,431,877
TotalNOK615,000,938,054$98,811,204,701
ProductVolume
NZD
USD
Equivalent
IRS NZD487,887,111,164 $417,363,029,245
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,870,700,000 $3,311,190,315
FRAs NZD0 $0
TotalNZD491,757,811,164$420,674,219,560
ProductVolume
PLN
USD
Equivalent
IRS PLN46,628,963,000 $15,104,944,282
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN55,237,500,000 $17,893,586,006
TotalPLN101,866,463,000$32,998,530,288
ProductVolume
SEK
USD
Equivalent
IRS SEK741,902,235,899 $108,789,699,674
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,479,215,000,000 $216,906,416,799
TotalSEK2,221,117,235,899$325,696,116,473
ProductVolume
SGD
USD
Equivalent
IRS SGD77,887,860,000 $62,706,593,672
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD77,887,860,000$62,706,593,672
ProductVolume
ZAR
USD
Equivalent
IRS ZAR155,916,090,000 $14,838,128,819
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR155,916,090,000$14,838,128,819
ProductUSD
Equivalent
IRS$6,909,011,725,693
OIS$6,114,675,800,944
Basis$373,272,291,467
Zeroes$332,106,903,741
FRAs$1,088,121,309,496
Total$14,817,188,031,341

Figures as of COB Jul 25, 2014.

Notional Outstanding by Product

As of COB Jul 25, 2014

Daily Notional by Tenor
 

As of COB Jul 25, 2014

Notional Outstanding by Tenor
 

As of COB Jul 25, 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
$435,852,803,527
$3,771,293,386,271
$91,426,330,564,902
$114,288,994,658,937
EUR
€360,529,902,554
€3,518,889,999,489
€155,754,411,459,951
€134,354,079,860,087
GBP
£68,457,772,756
£1,184,876,040,968
£34,968,242,532,027
£38,273,105,071,279
JPY
¥5,666,888,000,000
¥26,495,706,322,000
¥834,428,193,129,327
¥2,045,197,671,535,831
CHF
CHF1,974,000,000
CHF25,780,469,652
CHF2,318,839,412,148
CHF3,899,194,578,890
AUD
$23,477,200,000
$116,869,206,000
$3,427,126,607,492
$8,072,666,220,801
CAD
$9,892,900,000
$212,007,854,440
$6,818,971,260,948
$9,023,811,166,363
Other*
Show All
Hide
$35,344,970,313
$331,938,747,011
$9,147,878,678,267
$14,967,091,864,109
CZK
CZK19,374,000,000
CZK45,385,189,554
CZK2,448,176,684,772
CZK8,150,641,482,146
DKK
DKK400,000,000
DKK1,097,000,000
DKK1,335,464,343,104
DKK2,362,717,914,630
HKD
HKD17,181,400,000
HKD76,288,246,546
HKD2,422,766,100,812
HKD6,783,525,649,432
HUF
HUF173,000,000,000
HUF6,250,044,182,800
HUF196,109,346,788,744
HUF186,464,217,410,552
NOK
NOK10,371,020,000
NOK226,054,982,000
NOK6,919,361,121,692
NOK9,970,116,520,548
NZD
NZD21,805,608,000
NZD66,662,238,000
NZD1,291,672,738,407
NZD2,533,158,550,833
PLN
PLN9,221,150,000
PLN186,646,730,000
PLN3,648,013,249,028
PLN5,361,374,382,918
SEK
SEK29,340,600,000
SEK780,815,268,000
SEK21,791,709,809,190
SEK34,091,534,323,752
SGD
SGD3,062,600,000
SGD15,223,400,000
SGD542,643,752,923
SGD977,516,342,973
ZAR
ZAR13,456,000,000
ZAR119,391,420,000
ZAR4,319,047,507,010
ZAR12,232,586,535,316
Total in USD$1,160,676,889,634$11,458,423,665,507$392,573,477,448,189$415,004,454,588,969

Figures as of COB Jul 25, 2014. Weekly figures as of COB Jul 25, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $220,347,361,800
OIS $105,397,000,000
Basis $8,712,000,000
Zeroes $378,441,727
FRAs $101,018,000,000
Total$435,852,803,527
ProductVolume
EUR
USD
Equivalent
IRS €160,654,488,040 $215,775,042,887
OIS €144,832,200,000 $194,524,127,820
Basis €1,400,000,000 $1,880,340,000
Zeroes €391,214,514 $525,440,214
FRAs €53,252,000,000 $71,522,761,200
Total€360,529,902,554$484,227,712,121
ProductVolume
GBP
USD
Equivalent
IRS £16,538,914,670 $28,078,942,381
OIS £38,938,800,000 $66,108,347,700
Basis £1,988,000,000 $3,375,127,000
Zeroes £992,058,086 $1,684,266,616
FRAs £10,000,000,000 $16,977,500,000
Total£68,457,772,756$116,224,183,697
ProductVolume
JPY
USD
Equivalent
IRS ¥5,370,888,000,000 $52,730,725,050
OIS ¥0 $0
Basis ¥296,000,000,000 $2,906,091,994
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥5,666,888,000,000$55,636,817,044
ProductVolume
CHF
USD
Equivalent
IRS CHF1,574,000,000 $1,739,707,101
OIS CHF100,000,000 $110,527,770
Basis CHF300,000,000 $331,583,310
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,974,000,000$2,181,818,181
ProductVolume
AUD
USD
Equivalent
IRS $22,063,200,000 $20,731,685,880
OIS $0 $0
Basis $1,414,000,000 $1,328,665,100
Zeroes $0 $0
FRAs $0 $0
Total$23,477,200,000$22,060,350,980
ProductVolume
CAD
USD
Equivalent
IRS $9,892,900,000 $9,148,233,771
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$9,892,900,000$9,148,233,771
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK19,374,000,000 $946,943,962
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK19,374,000,000$946,943,962
ProductVolume
DKK
USD
Equivalent
IRS DKK400,000,000 $72,040,919
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK400,000,000$72,040,919
ProductVolume
HKD
USD
Equivalent
IRS HKD17,181,400,000 $2,216,911,931
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD17,181,400,000$2,216,911,931
ProductVolume
HUF
USD
Equivalent
IRS HUF137,000,000,000 $596,663,908
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF36,000,000,000 $156,787,596
TotalHUF173,000,000,000$753,451,504
ProductVolume
NOK
USD
Equivalent
IRS NOK6,543,020,000 $1,051,256,427
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK3,828,000,000 $615,038,560
TotalNOK10,371,020,000$1,666,294,987
ProductVolume
NZD
USD
Equivalent
IRS NZD21,805,608,000 $18,653,607,364
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD21,805,608,000$18,653,607,364
ProductVolume
PLN
USD
Equivalent
IRS PLN9,221,150,000 $2,987,091,027
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN9,221,150,000$2,987,091,027
ProductVolume
SEK
USD
Equivalent
IRS SEK17,340,600,000 $2,542,759,106
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK12,000,000,000 $1,759,633,996
TotalSEK29,340,600,000$4,302,393,102
ProductVolume
SGD
USD
Equivalent
IRS SGD3,062,600,000 $2,465,662,990
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD3,062,600,000$2,465,662,990
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,456,000,000 $1,280,572,527
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR13,456,000,000$1,280,572,527
ProductUSD
Equivalent
IRS$581,365,209,031
OIS$366,140,003,290
Basis$18,533,807,404
Zeroes$2,588,148,557
FRAs$192,049,721,352
Total$1,160,676,889,634
Show:
ProductUSD
Equivalent
IRS $1,176,854,625,118
OIS $885,218,883,408
Basis $80,575,800,000
Zeroes $5,020,077,745
FRAs $1,623,624,000,000
Total$3,771,293,386,271
ProductVolume
EUR
USD
Equivalent
IRS €711,905,575,919 $958,717,556,201
OIS €1,493,711,798,000 $2,013,576,398,677
Basis €1,700,000,000 $2,286,045,000
Zeroes €1,896,625,570 $2,554,702,882
FRAs €1,309,676,000,000 $1,763,595,648,600
Total€3,518,889,999,489$4,740,730,351,360
ProductVolume
GBP
USD
Equivalent
IRS £109,239,833,461 $185,995,927,559
OIS £548,843,700,000 $934,529,687,780
Basis £7,230,620,000 $12,310,377,959
Zeroes £3,465,887,507 $5,901,066,568
FRAs £516,096,000,000 $879,014,247,900
Total£1,184,876,040,968$2,017,751,307,766
ProductVolume
JPY
USD
Equivalent
IRS ¥25,392,546,322,000 $249,874,448,657
OIS ¥0 $0
Basis ¥1,103,160,000,000 $10,851,637,809
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥26,495,706,322,000$260,726,086,466
ProductVolume
CHF
USD
Equivalent
IRS CHF17,917,669,652 $19,877,780,238
OIS CHF2,080,000,000 $2,304,589,545
Basis CHF2,082,800,000 $2,307,202,836
Zeroes CHF0 $0
FRAs CHF3,700,000,000 $4,099,268,779
TotalCHF25,780,469,652$28,588,841,398
ProductVolume
AUD
USD
Equivalent
IRS $108,475,206,000 $102,145,973,732
OIS $0 $0
Basis $8,394,000,000 $7,908,234,200
Zeroes $0 $0
FRAs $0 $0
Total$116,869,206,000$110,054,207,932
ProductVolume
CAD
USD
Equivalent
IRS $166,879,854,440 $155,326,715,723
OIS $5,160,000,000 $4,806,128,058
Basis $1,568,000,000 $1,460,320,688
Zeroes $38,400,000,000 $35,747,572,834
FRAs $0 $0
Total$212,007,854,440$197,340,737,303
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK45,385,189,554 $2,222,215,287
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK45,385,189,554$2,222,215,287
ProductVolume
DKK
USD
Equivalent
IRS DKK1,097,000,000 $197,934,007
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,097,000,000$197,934,007
ProductVolume
HKD
USD
Equivalent
IRS HKD74,688,246,546 $9,636,214,982
OIS HKD0 $0
Basis HKD1,600,000,000 $206,406,337
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD76,288,246,546$9,842,621,319
ProductVolume
HUF
USD
Equivalent
IRS HUF1,480,044,182,800 $6,471,196,111
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,770,000,000,000 $20,858,363,425
TotalHUF6,250,044,182,800$27,329,559,536
ProductVolume
NOK
USD
Equivalent
IRS NOK86,138,982,000 $13,903,591,801
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK139,916,000,000 $22,569,923,945
TotalNOK226,054,982,000$36,473,515,746
ProductVolume
NZD
USD
Equivalent
IRS NZD66,662,238,000 $57,371,682,157
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD66,662,238,000$57,371,682,157
ProductVolume
PLN
USD
Equivalent
IRS PLN43,106,730,000 $14,014,106,248
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,540,000,000 $500,821,152
FRAs PLN142,000,000,000 $46,211,130,706
TotalPLN186,646,730,000$60,726,058,106
ProductVolume
SEK
USD
Equivalent
IRS SEK321,685,268,000 $47,031,507,590
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK459,130,000,000 $67,149,519,598
TotalSEK780,815,268,000$114,181,027,188
ProductVolume
SGD
USD
Equivalent
IRS SGD15,223,400,000 $12,278,690,325
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD15,223,400,000$12,278,690,325
ProductVolume
ZAR
USD
Equivalent
IRS ZAR119,391,420,000 $11,315,443,340
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR119,391,420,000$11,315,443,340
ProductUSD
Equivalent
IRS$3,023,235,609,076
OIS$3,840,435,687,468
Basis$117,906,024,829
Zeroes$49,724,241,181
FRAs$4,427,122,102,953
Total$11,458,423,665,507
Show:
ProductUSD
Equivalent
IRS $41,545,189,897,753
OIS $8,966,114,900,354
Basis $1,678,973,475,400
Zeroes $168,256,491,395
FRAs $39,067,795,800,000
Total$91,426,330,564,902
ProductVolume
EUR
USD
Equivalent
IRS €27,348,669,523,983 $37,429,372,757,423
OIS €76,906,999,987,978 $105,259,387,172,299
Basis €74,066,615,767 $100,664,383,314
Zeroes €596,684,218,623 $816,113,225,892
FRAs €50,827,991,113,600 $69,538,369,881,835
Total€155,754,411,459,951$213,143,907,420,763
ProductVolume
GBP
USD
Equivalent
IRS £4,921,989,206,278 $8,237,833,294,841
OIS £18,098,216,582,815 $30,496,962,421,859
Basis £809,455,720,000 $1,352,843,695,866
Zeroes £58,772,022,934 $98,389,887,722
FRAs £11,079,809,000,000 $18,550,227,535,900
Total£34,968,242,532,027$58,736,256,836,188
ProductVolume
JPY
USD
Equivalent
IRS ¥775,594,353,129,327 $7,578,280,775,772
OIS ¥0 $0
Basis ¥57,153,840,000,000 $558,195,757,735
Zeroes ¥1,680,000,000,000 $16,375,999,293
FRAs ¥0 $0
Total¥834,428,193,129,327$8,152,852,532,800
ProductVolume
CHF
USD
Equivalent
IRS CHF896,574,064,148 $1,004,607,312,450
OIS CHF83,286,000,000 $93,789,311,508
Basis CHF93,213,800,000 $104,743,221,483
Zeroes CHF1,071,548,000 $1,198,483,426
FRAs CHF1,244,694,000,000 $1,387,934,214,172
TotalCHF2,318,839,412,148$2,592,272,543,039
ProductVolume
AUD
USD
Equivalent
IRS $3,174,849,999,201 $2,916,333,103,872
OIS $0 $0
Basis $221,270,900,000 $202,808,118,615
Zeroes $31,005,708,291 $28,593,610,402
FRAs $0 $0
Total$3,427,126,607,492$3,147,734,832,889
ProductVolume
CAD
USD
Equivalent
IRS $4,086,219,121,896 $3,736,514,739,604
OIS $2,330,867,808,498 $2,120,403,675,600
Basis $75,576,072,554 $69,086,006,517
Zeroes $326,308,258,000 $300,239,617,620
FRAs $0 $0
Total$6,818,971,260,948$6,226,244,039,341
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,619,744,684,772 $80,818,508,884
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK824,432,000,000 $41,030,956,759
TotalCZK2,448,176,684,772$122,048,807,814
ProductVolume
DKK
USD
Equivalent
IRS DKK511,008,343,104 $93,598,164,252
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK823,456,000,000 $151,142,232,986
TotalDKK1,335,464,343,104$244,926,244,936
ProductVolume
HKD
USD
Equivalent
IRS HKD2,417,566,100,812 $311,692,971,775
OIS HKD0 $0
Basis HKD5,200,000,000 $670,656,230
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,422,766,100,812$312,363,628,005
ProductVolume
HUF
USD
Equivalent
IRS HUF51,483,718,367,692 $228,756,806,997
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF232,000,000,000 $1,032,943,976
FRAs HUF144,393,628,421,052 $642,056,594,091
TotalHUF196,109,346,788,744$871,846,345,064
ProductVolume
NOK
USD
Equivalent
IRS NOK1,420,305,721,690 $234,767,380,120
OIS NOK0 $0
Basis NOK15,655,400,000 $2,618,473,166
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK5,479,638,000,002 $905,460,597,167
TotalNOK6,919,361,121,692$1,143,471,418,235
ProductVolume
NZD
USD
Equivalent
IRS NZD1,273,189,338,407 $1,085,914,439,108
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD18,083,400,000 $15,431,696,660
FRAs NZD0 $0
TotalNZD1,291,672,738,407$1,101,687,025,768
ProductVolume
PLN
USD
Equivalent
IRS PLN1,154,912,249,028 $378,904,859,650
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,160,000,000 $1,363,899,833
FRAs PLN2,488,941,000,000 $815,702,116,617
TotalPLN3,648,013,249,028$1,195,970,876,100
ProductVolume
SEK
USD
Equivalent
IRS SEK6,161,714,809,190 $939,084,403,560
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK16,854,000,000 $2,499,580,025
FRAs SEK15,613,141,000,000 $2,379,898,698,556
TotalSEK21,791,709,809,190$3,321,482,682,141
ProductVolume
SGD
USD
Equivalent
IRS SGD542,643,752,923 $431,461,484,096
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD542,643,752,923$431,461,484,096
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,319,047,507,010 $402,620,166,108
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR4,319,047,507,010$402,620,166,108
ProductUSD
Equivalent
IRS$106,635,751,066,265
OIS$146,936,657,481,620
Basis$4,070,944,678,326
Zeroes$1,450,505,593,895
FRAs$133,479,618,628,083
Total$392,573,477,448,189
Show:
ProductUSD
Equivalent
IRS $67,034,502,023,803
OIS $10,762,434,739,776
Basis $7,141,127,389,400
Zeroes $210,967,985,958
FRAs $29,139,962,520,000
Total$114,288,994,658,937
ProductVolume
EUR
USD
Equivalent
IRS €64,749,301,256,177 $86,964,786,517,172
OIS €33,109,319,004,388 $44,469,126,354,794
Basis €311,687,698,175 $418,627,747,419
Zeroes €664,481,144,547 $892,464,625,241
FRAs €35,519,290,756,800 $47,705,959,415,458
Total€134,354,079,860,087$180,450,964,660,084
ProductVolume
GBP
USD
Equivalent
IRS £11,401,558,103,168 $19,356,995,269,654
OIS £14,024,394,196,955 $23,809,915,247,881
Basis £2,184,995,893,720 $3,709,576,778,563
Zeroes £149,577,877,435 $253,945,841,415
FRAs £10,512,579,000,000 $17,847,730,997,250
Total£38,273,105,071,278$64,978,164,134,763
ProductVolume
JPY
USD
Equivalent
IRS ¥1,866,127,086,535,831 $18,321,408,733,354
OIS ¥0 $0
Basis ¥172,177,985,000,000 $1,690,422,512,395
Zeroes ¥6,130,000,000,000 $60,183,594,325
FRAs ¥762,600,000,000 $7,487,114,035
Total¥2,045,197,671,535,831$20,079,501,954,109
ProductVolume
CHF
USD
Equivalent
IRS CHF2,569,438,550,890 $2,839,943,134,445
OIS CHF147,588,680,000 $163,126,476,927
Basis CHF346,987,800,000 $383,517,877,867
Zeroes CHF1,071,548,000 $1,184,358,110
FRAs CHF834,108,000,000 $921,920,972,644
TotalCHF3,899,194,578,890$4,309,692,819,993
ProductVolume
AUD
USD
Equivalent
IRS $7,526,463,712,510 $7,072,241,627,460
OIS $0 $0
Basis $527,998,800,000 $496,134,072,420
Zeroes $18,203,708,291 $17,105,114,496
FRAs $0 $0
Total$8,072,666,220,801$7,585,480,814,376
ProductVolume
CAD
USD
Equivalent
IRS $7,235,755,976,016 $6,691,100,403,196
OIS $1,344,098,941,834 $1,242,924,858,363
Basis $226,023,622,554 $209,010,192,856
Zeroes $217,932,625,958 $201,528,228,184
FRAs $0 $0
Total$9,023,811,166,362$8,344,563,682,599
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,119,831,482,146 $347,996,357,787
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $586,524,597
FRAs CZK1,018,810,000,000 $49,796,427,088
TotalCZK8,150,641,482,146$398,379,309,472
ProductVolume
DKK
USD
Equivalent
IRS DKK1,580,751,914,630 $284,697,052,559
OIS DKK0 $0
Basis DKK1,050,000,000 $189,107,413
Zeroes DKK1,000,000,000 $180,102,298
FRAs DKK779,916,000,000 $140,464,663,929
TotalDKK2,362,717,914,630$425,530,926,199
ProductVolume
HKD
USD
Equivalent
IRS HKD6,771,985,649,432 $873,787,687,907
OIS HKD0 $0
Basis HKD11,540,000,000 $1,489,003,439
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD6,783,525,649,432$875,276,691,346
ProductVolume
HUF
USD
Equivalent
IRS HUF94,056,679,884,236 $409,636,687,793
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF209,500,000,000 $912,416,707
FRAs HUF92,198,037,526,316 $401,541,908,133
TotalHUF186,464,217,410,552$812,091,012,633
ProductVolume
NOK
USD
Equivalent
IRS NOK4,783,581,120,547 $768,570,231,450
OIS NOK0 $0
Basis NOK19,221,400,000 $3,088,271,208
Zeroes NOK4,622,000,000 $742,609,254
FRAs NOK5,162,692,000,002 $829,481,362,468
TotalNOK9,970,116,520,549$1,601,882,474,380
ProductVolume
NZD
USD
Equivalent
IRS NZD2,525,277,150,833 $2,160,248,338,680
OIS NZD0 $0
Basis NZD400,000,000 $342,180,000
Zeroes NZD7,481,400,000 $6,399,963,630
FRAs NZD0 $0
TotalNZD2,533,158,550,833$2,166,990,482,310
ProductVolume
PLN
USD
Equivalent
IRS PLN3,260,698,382,918 $1,056,267,697,738
OIS PLN0 $0
Basis PLN674,000,000 $218,334,953
Zeroes PLN4,260,000,000 $1,379,980,564
FRAs PLN2,095,742,000,000 $678,892,776,158
TotalPLN5,361,374,382,918$1,736,758,789,413
ProductVolume
SEK
USD
Equivalent
IRS SEK18,201,233,263,752 $2,668,959,068,531
OIS SEK0 $0
Basis SEK500,000,000 $73,318,083
Zeroes SEK14,144,660,000 $2,074,118,717
FRAs SEK15,875,656,400,000 $2,327,945,392,692
TotalSEK34,091,534,323,752$4,999,051,898,023
ProductVolume
SGD
USD
Equivalent
IRS SGD977,516,342,973 $786,986,831,151
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD977,516,342,973$786,986,831,151
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,232,586,535,316 $1,164,143,449,182
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR12,232,586,535,316$1,164,143,449,182
ProductUSD
Equivalent
IRS$218,802,271,111,862
OIS$80,447,527,677,741
Basis$14,053,816,786,016
Zeroes$1,649,655,463,496
FRAs$100,051,183,549,855
Total$415,004,454,588,970

Figures as of COB Jul 25, 2014.

Notional Outstanding by Product

As of COB Jul 25, 2014

Daily Notional by Tenor

As of COB Jul 25, 2014

Notional Outstanding by Currency

As of COB Jul 25, 2014. *Other: ZAR, CZK, HKD, NZD, DKK, SGD, HUF, SEK, NOK, PLN

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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

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

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

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

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