Daily Volumes

  • Client Notional Cleared (USD)
    $141,797,580,543,498
    Notional Outstanding (USD)
    $416,468,397,382,886
    As of COB Jul 23, 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 23, 2014. *Other: ZAR, CZK, HKD, NZD, DKK, HUF, SGD, PLN, SEK, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$73,899,805,333
$468,078,732,444
$12,651,505,957,277
$3,022,270,641,208
EUR
€94,064,272,000
€785,824,922,500
€29,567,480,120,286
€3,756,699,241,787
GBP
£56,168,312,988
£309,507,073,547
£8,002,007,604,157
£2,001,804,953,427
JPY
¥2,237,570,200,000
¥9,961,005,434,000
¥152,055,051,850,750
¥47,466,944,165,000
CHF
CHF1,061,400,000
CHF4,128,395,000
CHF113,364,654,350
CHF71,711,947,750
AUD
$12,751,750,000
$19,684,635,000
$885,489,783,964
$1,188,911,467,083
CAD
$7,876,852,000
$112,954,242,000
$1,585,788,085,072
$424,385,192,747
Other*
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$44,592,720,863
$47,884,102,626
$1,556,497,053,576
$1,056,731,858,028
CZK
CZK2,000,000,000
CZK30,861,000,000
CZK322,139,457,634
CZK281,958,915,268
DKK
DKK0
DKK300,000,000
DKK125,425,500,000
DKK153,625,719,823
HKD
HKD3,009,100,000
HKD4,909,000,000
HKD394,788,799,533
HKD97,985,520,000
HUF
HUF527,050,000,000
HUF1,419,430,000,000
HUF30,347,907,567,000
HUF12,511,953,587,000
NOK
NOK5,176,300,000
NOK5,517,970,000
NOK1,067,956,098,654
NOK628,035,058,054
NZD
NZD4,671,330,000
NZD22,490,114,700
NZD469,298,158,384
NZD477,518,961,164
PLN
PLN5,089,000,000
PLN2,899,000,000
PLN316,904,479,514
PLN101,473,798,000
SEK
SEK234,581,490,000
SEK87,196,982,000
SEK3,384,571,827,199
SEK2,191,869,151,899
SGD
SGD791,200,000
SGD4,418,600,000
SGD106,728,261,799
SGD77,001,060,000
ZAR
ZAR3,220,000,000
ZAR18,291,020,000
ZAR566,150,940,000
ZAR159,550,090,000
Total in USD$383,494,589,967$2,336,050,490,143$72,055,398,395,437$14,615,902,809,498

Figures as of COB Jul 23, 2014. Weekly figures as of COB Jul 18, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $55,517,022,000
OIS $8,194,100,000
Basis $3,739,000,000
Zeroes $29,683,333
FRAs $6,420,000,000
Total$73,899,805,333
ProductVolume
EUR
USD
Equivalent
IRS €17,818,672,000 $23,990,169,047
OIS €68,145,600,000 $91,747,828,560
Basis €0 $0
Zeroes €0 $0
FRAs €8,100,000,000 $10,905,435,000
Total€94,064,272,000$126,643,432,607
ProductVolume
GBP
USD
Equivalent
IRS £2,187,305,000 $3,727,933,277
OIS £42,523,750,000 $72,475,353,313
Basis £81,500,000 $138,904,525
Zeroes £800,757,988 $1,364,771,877
FRAs £10,575,000,000 $18,023,501,250
Total£56,168,312,988$95,730,464,242
ProductVolume
JPY
USD
Equivalent
IRS ¥2,237,570,200,000 $22,048,284,968
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥2,237,570,200,000$22,048,284,968
ProductVolume
CHF
USD
Equivalent
IRS CHF621,400,000 $688,646,312
OIS CHF440,000,000 $487,615,670
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,061,400,000$1,176,261,982
ProductVolume
AUD
USD
Equivalent
IRS $12,451,750,000 $11,776,865,150
OIS $0 $0
Basis $300,000,000 $283,740,000
Zeroes $0 $0
FRAs $0 $0
Total$12,751,750,000$12,060,605,150
ProductVolume
CAD
USD
Equivalent
IRS $7,851,852,000 $7,319,709,145
OIS $0 $0
Basis $25,000,000 $23,305,677
Zeroes $0 $0
FRAs $0 $0
Total$7,876,852,000$7,343,014,822
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,000,000,000 $98,056,039
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK2,000,000,000$98,056,039
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 HKD3,009,100,000 $388,248,424
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,009,100,000$388,248,424
ProductVolume
HUF
USD
Equivalent
IRS HUF73,050,000,000 $319,875,640
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF454,000,000,000 $1,988,001,927
TotalHUF527,050,000,000$2,307,877,567
ProductVolume
NOK
USD
Equivalent
IRS NOK1,176,300,000 $189,741,108
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK4,000,000,000 $645,213,324
TotalNOK5,176,300,000$834,954,432
ProductVolume
NZD
USD
Equivalent
IRS NZD4,671,330,000 $4,064,757,800
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD4,671,330,000$4,064,757,800
ProductVolume
PLN
USD
Equivalent
IRS PLN1,464,000,000 $476,353,165
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,625,000,000 $1,179,494,688
TotalPLN5,089,000,000$1,655,847,853
ProductVolume
SEK
USD
Equivalent
IRS SEK88,571,490,000 $12,949,521,547
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK146,010,000,000 $21,347,271,465
TotalSEK234,581,490,000$34,296,793,012
ProductVolume
SGD
USD
Equivalent
IRS SGD791,200,000 $639,767,122
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD791,200,000$639,767,122
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,220,000,000 $306,418,614
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR3,220,000,000$306,418,614
ProductUSD
Equivalent
IRS$144,501,369,358
OIS$172,904,897,543
Basis$4,184,950,202
Zeroes$1,394,455,210
FRAs$60,508,917,654
Total$383,494,589,967
Show:
ProductUSD
Equivalent
IRS $348,761,105,102
OIS $104,598,740,000
Basis $1,437,500,000
Zeroes $2,761,387,342
FRAs $10,520,000,000
Total$468,078,732,444
ProductVolume
EUR
USD
Equivalent
IRS €67,504,492,500 $91,438,664,255
OIS €680,775,630,000 $921,079,954,348
Basis €804,000,000 $1,087,654,700
Zeroes €2,105,000,000 $2,866,799,500
FRAs €34,635,800,000 $47,062,758,860
Total€785,824,922,500$1,063,535,831,663
ProductVolume
GBP
USD
Equivalent
IRS £19,081,114,500 $32,658,561,436
OIS £278,503,000,000 $477,216,248,900
Basis £6,506,000,000 $11,151,611,100
Zeroes £16,959,047 $29,062,719
FRAs £5,400,000,000 $9,241,100,000
Total£309,507,073,547$530,296,584,155
ProductVolume
JPY
USD
Equivalent
IRS ¥8,680,505,434,000 $85,482,908,146
OIS ¥0 $0
Basis ¥940,500,000,000 $9,261,903,590
Zeroes ¥340,000,000,000 $3,343,591,649
FRAs ¥0 $0
Total¥9,961,005,434,000$98,088,403,385
ProductVolume
CHF
USD
Equivalent
IRS CHF2,973,395,000 $3,317,842,186
OIS CHF1,155,000,000 $1,286,461,325
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF4,128,395,000$4,604,303,511
ProductVolume
AUD
USD
Equivalent
IRS $19,419,635,000 $18,200,053,580
OIS $0 $0
Basis $265,000,000 $248,205,250
Zeroes $0 $0
FRAs $0 $0
Total$19,684,635,000$18,448,258,830
ProductVolume
CAD
USD
Equivalent
IRS $61,525,842,000 $57,248,234,495
OIS $36,213,400,000 $33,701,256,097
Basis $0 $0
Zeroes $15,215,000,000 $14,164,782,937
FRAs $0 $0
Total$112,954,242,000$105,114,273,529
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,611,000,000 $326,747,478
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK24,250,000,000 $1,195,464,629
TotalCZK30,861,000,000$1,522,212,107
ProductVolume
DKK
USD
Equivalent
IRS DKK300,000,000 $54,416,833
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK300,000,000$54,416,833
ProductVolume
HKD
USD
Equivalent
IRS HKD4,909,000,000 $633,364,969
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD4,909,000,000$633,364,969
ProductVolume
HUF
USD
Equivalent
IRS HUF57,430,000,000 $251,089,397
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,362,000,000,000 $5,943,431,598
TotalHUF1,419,430,000,000$6,194,520,995
ProductVolume
NOK
USD
Equivalent
IRS NOK5,517,970,000 $889,706,780
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK5,517,970,000$889,706,780
ProductVolume
NZD
USD
Equivalent
IRS NZD22,010,114,700 $19,172,541,018
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD480,000,000 $417,024,000
FRAs NZD0 $0
TotalNZD22,490,114,700$19,589,565,018
ProductVolume
PLN
USD
Equivalent
IRS PLN2,899,000,000 $948,068,205
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN2,899,000,000$948,068,205
ProductVolume
SEK
USD
Equivalent
IRS SEK25,296,982,000 $3,708,700,377
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,700,000,000 $249,199,264
FRAs SEK60,200,000,000 $8,827,195,712
TotalSEK87,196,982,000$12,785,095,353
ProductVolume
SGD
USD
Equivalent
IRS SGD4,418,600,000 $3,556,271,081
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD4,418,600,000$3,556,271,081
ProductVolume
ZAR
USD
Equivalent
IRS ZAR18,291,020,000 $1,710,881,285
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR18,291,020,000$1,710,881,285
ProductUSD
Equivalent
IRS$668,359,156,623
OIS$1,537,882,660,670
Basis$23,186,874,640
Zeroes$23,831,847,411
FRAs$82,789,950,799
Total$2,336,050,490,143
Show:
ProductUSD
Equivalent
IRS $10,384,061,836,599
OIS $1,502,055,917,000
Basis $150,586,300,000
Zeroes $63,568,003,678
FRAs $551,233,900,000
Total$12,651,505,957,277
ProductVolume
EUR
USD
Equivalent
IRS €3,208,794,003,631 $4,392,941,970,569
OIS €23,610,273,986,350 $32,327,088,579,621
Basis €2,170,142,883 $2,951,219,172
Zeroes €278,948,530,622 $381,547,984,529
FRAs €2,467,293,456,800 $3,376,739,924,038
Total€29,567,480,120,286$40,481,269,677,929
ProductVolume
GBP
USD
Equivalent
IRS £925,522,990,289 $1,549,685,644,276
OIS £6,804,981,271,750 $11,483,767,344,841
Basis £82,626,210,000 $138,328,402,022
Zeroes £9,525,632,118 $15,976,885,189
FRAs £179,351,500,000 $301,323,929,575
Total£8,002,007,604,157$13,489,082,205,903
ProductVolume
JPY
USD
Equivalent
IRS ¥140,975,671,850,750 $1,377,676,593,448
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¥152,055,051,850,750$1,485,917,015,579
ProductVolume
CHF
USD
Equivalent
IRS CHF99,340,654,350 $111,192,950,818
OIS CHF9,323,000,000 $10,432,402,222
Basis CHF489,000,000 $547,644,624
Zeroes CHF502,000,000 $561,037,992
FRAs CHF3,710,000,000 $4,145,550,033
TotalCHF113,364,654,350$126,879,585,689
ProductVolume
AUD
USD
Equivalent
IRS $825,741,429,818 $759,616,331,853
OIS $0 $0
Basis $41,595,500,000 $38,266,534,988
Zeroes $18,152,854,146 $16,811,607,701
FRAs $0 $0
Total$885,489,783,964$814,694,474,542
ProductVolume
CAD
USD
Equivalent
IRS $839,935,501,740 $768,913,036,733
OIS $577,004,133,332 $525,413,540,319
Basis $634,000,000 $589,065,018
Zeroes $168,214,450,000 $154,636,782,872
FRAs $0 $0
Total$1,585,788,085,072$1,449,552,424,942
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK169,969,457,634 $8,491,263,570
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK150,170,000,000 $7,456,492,688
TotalCZK322,139,457,634$16,047,427,343
ProductVolume
DKK
USD
Equivalent
IRS DKK119,925,500,000 $21,913,804,442
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK125,425,500,000$22,923,766,320
ProductVolume
HKD
USD
Equivalent
IRS HKD393,988,799,533 $50,796,785,383
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD394,788,799,533$50,899,988,551
ProductVolume
HUF
USD
Equivalent
IRS HUF7,647,837,567,000 $33,954,994,643
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF116,000,000,000 $516,471,988
FRAs HUF22,584,070,000,000 $100,062,338,793
TotalHUF30,347,907,567,000$134,533,805,424
ProductVolume
NOK
USD
Equivalent
IRS NOK173,071,098,653 $28,456,095,647
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK893,004,000,001 $147,861,304,434
TotalNOK1,067,956,098,654$176,629,883,972
ProductVolume
NZD
USD
Equivalent
IRS NZD458,256,458,384 $391,498,425,170
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD11,041,700,000 $9,437,148,330
FRAs NZD0 $0
TotalNZD469,298,158,384$400,935,573,500
ProductVolume
PLN
USD
Equivalent
IRS PLN124,189,479,514 $40,770,016,393
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,310,000,000 $431,539,341
FRAs PLN191,405,000,000 $62,807,357,246
TotalPLN316,904,479,514$104,008,912,980
ProductVolume
SEK
USD
Equivalent
IRS SEK1,250,331,827,199 $189,765,520,827
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,800,000,000 $1,010,218,796
FRAs SEK2,127,440,000,000 $322,141,753,355
TotalSEK3,384,571,827,199$512,917,492,978
ProductVolume
SGD
USD
Equivalent
IRS SGD106,728,261,799 $84,974,766,678
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD106,728,261,799$84,974,766,678
ProductVolume
ZAR
USD
Equivalent
IRS ZAR566,150,940,000 $52,625,435,830
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR566,150,940,000$52,625,435,830
ProductUSD
Equivalent
IRS$20,247,335,472,879
OIS$45,848,757,784,003
Basis$431,424,791,477
Zeroes$653,190,758,887
FRAs$4,874,689,588,191
Total$72,055,398,395,437
Show:
ProductUSD
Equivalent
IRS $2,363,490,768,293
OIS $330,590,149,000
Basis $185,377,500,000
Zeroes $44,313,243,914
FRAs $98,498,980,000
Total$3,022,270,641,207
ProductVolume
EUR
USD
Equivalent
IRS €1,119,590,675,439 $1,507,360,905,877
OIS €2,173,345,844,488 $2,926,084,177,726
Basis €4,906,142,883 $6,605,385,471
Zeroes €138,407,778,978 $186,345,313,227
FRAs €320,448,800,000 $431,436,241,880
Total€3,756,699,241,788$5,057,832,024,181
ProductVolume
GBP
USD
Equivalent
IRS £316,706,903,794 $539,779,411,480
OIS £1,518,601,680,000 $2,588,228,773,308
Basis £38,413,160,000 $65,469,469,246
Zeroes £15,713,709,633 $26,781,661,013
FRAs £112,369,500,000 $191,516,957,325
Total£2,001,804,953,427$3,411,776,272,372
ProductVolume
JPY
USD
Equivalent
IRS ¥45,867,464,165,000 $451,962,991,230
OIS ¥0 $0
Basis ¥1,599,480,000,000 $15,760,752,821
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥47,466,944,165,000$467,723,744,051
ProductVolume
CHF
USD
Equivalent
IRS CHF57,946,447,750 $64,217,263,534
OIS CHF9,023,000,000 $9,999,445,891
Basis CHF530,500,000 $587,909,348
Zeroes CHF502,000,000 $556,325,151
FRAs CHF3,710,000,000 $4,111,486,674
TotalCHF71,711,947,750$79,472,430,598
ProductVolume
AUD
USD
Equivalent
IRS $1,078,731,612,937 $1,020,264,359,516
OIS $0 $0
Basis $101,528,000,000 $96,025,182,400
Zeroes $8,651,854,146 $8,182,923,651
FRAs $0 $0
Total$1,188,911,467,083$1,124,472,465,567
ProductVolume
CAD
USD
Equivalent
IRS $269,238,742,747 $250,991,649,806
OIS $92,987,700,000 $86,685,653,025
Basis $3,731,500,000 $3,478,605,388
Zeroes $58,427,250,000 $54,467,465,275
FRAs $0 $0
Total$424,385,192,747$395,623,373,494
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK195,788,915,268 $9,599,142,758
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK86,170,000,000 $4,224,744,441
TotalCZK281,958,915,268$13,823,887,199
ProductVolume
DKK
USD
Equivalent
IRS DKK152,125,719,823 $27,465,217,477
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $90,271,446
FRAs DKK1,000,000,000 $180,542,892
TotalDKK153,625,719,823$27,736,031,815
ProductVolume
HKD
USD
Equivalent
IRS HKD97,185,520,000 $12,539,339,006
OIS HKD0 $0
Basis HKD800,000,000 $103,219,813
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD97,985,520,000$12,642,558,819
ProductVolume
HUF
USD
Equivalent
IRS HUF4,357,403,587,000 $19,080,455,344
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,154,550,000,000 $35,707,623,593
TotalHUF12,511,953,587,000$54,788,078,937
ProductVolume
NOK
USD
Equivalent
IRS NOK131,798,058,053 $21,259,465,772
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,371,000,000 $221,146,867
FRAs NOK494,866,000,001 $79,823,534,156
TotalNOK628,035,058,054$101,304,146,795
ProductVolume
NZD
USD
Equivalent
IRS NZD473,648,261,164 $412,145,034,451
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,870,700,000 $3,368,089,605
FRAs NZD0 $0
TotalNZD477,518,961,164$415,513,124,056
ProductVolume
PLN
USD
Equivalent
IRS PLN43,016,298,000 $13,996,550,344
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN770,000,000 $250,540,941
FRAs PLN57,687,500,000 $18,770,234,435
TotalPLN101,473,798,000$33,017,325,720
ProductVolume
SEK
USD
Equivalent
IRS SEK738,539,151,899 $107,977,506,765
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,453,330,000,000 $212,482,912,387
TotalSEK2,191,869,151,899$320,460,419,152
ProductVolume
SGD
USD
Equivalent
IRS SGD77,001,060,000 $62,263,329,829
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD77,001,060,000$62,263,329,829
ProductVolume
ZAR
USD
Equivalent
IRS ZAR159,550,090,000 $15,182,955,703
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR159,550,090,000$15,182,955,703
ProductUSD
Equivalent
IRS$6,899,576,347,185
OIS$5,941,588,198,950
Basis$373,408,024,487
Zeroes$324,576,981,090
FRAs$1,076,753,257,783
Total$14,615,902,809,495

Figures as of COB Jul 23, 2014.

Notional Outstanding by Product

As of COB Jul 23, 2014

Daily Notional by Tenor
 

As of COB Jul 23, 2014

Notional Outstanding by Tenor
 

As of COB Jul 23, 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
$311,502,974,645
$2,475,207,041,736
$89,045,026,499,967
$115,518,481,161,234
EUR
€492,459,187,666
€3,858,997,724,824
€154,948,528,449,997
€134,287,610,327,131
GBP
£215,907,444,252
£1,242,679,746,103
£34,488,002,296,880
£38,037,020,015,224
JPY
¥10,627,920,400,000
¥45,300,270,371,828
¥823,636,549,129,327
¥2,039,730,159,187,635
CHF
CHF6,234,362,000
CHF60,479,090,000
CHF2,310,189,490,148
CHF3,913,589,779,926
AUD
$34,278,600,000
$89,252,192,596
$3,376,877,223,492
$8,042,762,124,801
CAD
$34,236,052,000
$325,656,081,170
$6,695,473,760,948
$8,930,851,442,363
Other*
Show All
Hide
$135,890,461,906
$215,644,115,111
$9,044,830,516,677
$14,955,028,595,998
CZK
CZK9,410,000,000
CZK121,257,400,000
CZK2,422,082,684,772
CZK8,127,597,482,146
DKK
DKK600,000,000
DKK13,668,200,000
DKK1,335,033,743,104
DKK2,371,571,314,630
HKD
HKD12,177,200,000
HKD39,010,000,000
HKD2,390,860,300,812
HKD6,755,839,849,432
HUF
HUF1,408,644,701,400
HUF4,387,494,445,002
HUF193,778,952,008,744
HUF185,776,722,630,552
NOK
NOK70,366,600,000
NOK116,657,940,000
NOK6,883,488,101,692
NOK9,980,717,620,548
NZD
NZD9,086,060,000
NZD49,667,849,358
NZD1,248,894,934,407
NZD2,495,304,824,833
PLN
PLN94,818,000,000
PLN58,057,000,000
PLN3,604,641,919,028
PLN5,350,317,052,918
SEK
SEK496,988,980,000
SEK499,484,964,000
SEK21,624,150,209,190
SEK33,993,202,739,752
SGD
SGD2,894,400,000
SGD19,736,952,000
SGD537,931,352,923
SGD974,075,742,973
ZAR
ZAR25,964,420,000
ZAR137,551,620,000
ZAR4,292,233,507,010
ZAR12,227,072,535,316
Total in USD$1,654,367,271,980$10,946,141,388,324$387,911,892,942,671$416,468,397,382,886

Figures as of COB Jul 23, 2014. Weekly figures as of COB Jul 18, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $212,353,189,922
OIS $45,814,600,000
Basis $17,453,800,000
Zeroes $161,384,723
FRAs $35,720,000,000
Total$311,502,974,645
ProductVolume
EUR
USD
Equivalent
IRS €125,095,712,600 $168,422,612,659
OIS €312,480,200,000 $420,707,717,270
Basis €0 $0
Zeroes €247,275,066 $332,918,785
FRAs €54,636,000,000 $73,559,178,600
Total€492,459,187,666$663,022,427,314
ProductVolume
GBP
USD
Equivalent
IRS £19,212,379,198 $32,744,618,486
OIS £165,958,800,000 $282,851,880,780
Basis £1,396,400,000 $2,379,954,340
Zeroes £1,713,865,054 $2,921,025,905
FRAs £27,626,000,000 $47,084,373,100
Total£215,907,444,252$367,981,852,611
ProductVolume
JPY
USD
Equivalent
IRS ¥10,119,120,400,000 $99,710,503,030
OIS ¥0 $0
Basis ¥508,800,000,000 $5,013,548,800
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥10,627,920,400,000$104,724,051,830
ProductVolume
CHF
USD
Equivalent
IRS CHF4,231,562,000 $4,689,490,774
OIS CHF880,000,000 $975,231,340
Basis CHF1,122,800,000 $1,244,306,533
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF6,234,362,000$6,909,028,647
ProductVolume
AUD
USD
Equivalent
IRS $31,496,600,000 $29,789,484,280
OIS $0 $0
Basis $2,782,000,000 $2,631,215,600
Zeroes $0 $0
FRAs $0 $0
Total$34,278,600,000$32,420,699,880
ProductVolume
CAD
USD
Equivalent
IRS $31,786,052,000 $29,631,818,775
OIS $2,400,000,000 $2,237,345,017
Basis $50,000,000 $46,611,355
Zeroes $0 $0
FRAs $0 $0
Total$34,236,052,000$31,915,775,147
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,410,000,000 $461,353,664
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK9,410,000,000$461,353,664
ProductVolume
DKK
USD
Equivalent
IRS DKK600,000,000 $108,325,735
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK600,000,000$108,325,735
ProductVolume
HKD
USD
Equivalent
IRS HKD12,177,200,000 $1,571,160,384
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD12,177,200,000$1,571,160,384
ProductVolume
HUF
USD
Equivalent
IRS HUF400,644,701,400 $1,754,366,604
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,008,000,000,000 $4,413,889,740
TotalHUF1,408,644,701,400$6,168,256,344
ProductVolume
NOK
USD
Equivalent
IRS NOK3,962,600,000 $639,180,579
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK66,404,000,000 $10,711,186,386
TotalNOK70,366,600,000$11,350,366,965
ProductVolume
NZD
USD
Equivalent
IRS NZD9,086,060,000 $7,906,235,109
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD9,086,060,000$7,906,235,109
ProductVolume
PLN
USD
Equivalent
IRS PLN5,248,000,000 $1,707,582,931
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN89,570,000,000 $29,144,093,579
TotalPLN94,818,000,000$30,851,676,510
ProductVolume
SEK
USD
Equivalent
IRS SEK192,968,980,000 $28,212,870,353
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK304,020,000,000 $44,448,993,019
TotalSEK496,988,980,000$72,661,863,372
ProductVolume
SGD
USD
Equivalent
IRS SGD2,894,400,000 $2,340,422,091
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,894,400,000$2,340,422,091
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,964,420,000 $2,470,801,732
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR25,964,420,000$2,470,801,732
ProductUSD
Equivalent
IRS$624,514,017,108
OIS$752,586,774,407
Basis$28,769,436,628
Zeroes$3,415,329,413
FRAs$245,081,714,424
Total$1,654,367,271,980
Show:
ProductUSD
Equivalent
IRS $1,302,034,584,677
OIS $379,565,680,000
Basis $41,012,000,000
Zeroes $6,934,777,059
FRAs $745,660,000,000
Total$2,475,207,041,736
ProductVolume
EUR
USD
Equivalent
IRS €709,112,895,506 $960,685,403,611
OIS €2,016,343,684,000 $2,728,907,452,718
Basis €40,668,000,000 $55,007,865,400
Zeroes €4,289,545,318 $5,841,199,032
FRAs €1,088,583,600,000 $1,475,982,113,520
Total€3,858,997,724,824$5,226,424,034,281
ProductVolume
GBP
USD
Equivalent
IRS £128,115,826,330 $219,235,945,371
OIS £787,328,900,000 $1,348,848,299,215
Basis £19,655,200,000 $33,666,074,050
Zeroes £2,297,819,773 $3,929,495,065
FRAs £305,282,000,000 $522,735,835,800
Total£1,242,679,746,103$2,128,415,649,501
ProductVolume
JPY
USD
Equivalent
IRS ¥41,779,930,371,828 $411,683,164,533
OIS ¥0 $0
Basis ¥2,840,340,000,000 $27,980,408,794
Zeroes ¥680,000,000,000 $6,687,183,298
FRAs ¥0 $0
Total¥45,300,270,371,828$446,350,756,625
ProductVolume
CHF
USD
Equivalent
IRS CHF13,444,890,000 $14,992,221,479
OIS CHF4,310,000,000 $4,805,813,128
Basis CHF4,172,200,000 $4,644,311,166
Zeroes CHF0 $0
FRAs CHF38,552,000,000 $42,914,990,256
TotalCHF60,479,090,000$67,357,336,029
ProductVolume
AUD
USD
Equivalent
IRS $85,120,192,596 $79,819,743,868
OIS $0 $0
Basis $4,132,000,000 $3,877,766,600
Zeroes $0 $0
FRAs $0 $0
Total$89,252,192,596$83,697,510,468
ProductVolume
CAD
USD
Equivalent
IRS $206,910,281,170 $192,533,966,403
OIS $84,426,800,000 $78,565,105,379
Basis $3,889,000,000 $3,616,306,918
Zeroes $30,430,000,000 $28,329,565,873
FRAs $0 $0
Total$325,656,081,170$303,044,944,573
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK42,757,400,000 $2,111,021,472
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK78,500,000,000 $3,869,684,514
TotalCZK121,257,400,000$5,980,705,986
ProductVolume
DKK
USD
Equivalent
IRS DKK3,668,200,000 $665,372,770
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,813,746,384
TotalDKK13,668,200,000$2,479,119,154
ProductVolume
HKD
USD
Equivalent
IRS HKD39,010,000,000 $5,033,133,780
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD39,010,000,000$5,033,133,780
ProductVolume
HUF
USD
Equivalent
IRS HUF463,494,445,002 $2,029,967,104
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,924,000,000,000 $17,126,359,432
TotalHUF4,387,494,445,002$19,156,326,536
ProductVolume
NOK
USD
Equivalent
IRS NOK41,657,940,000 $6,716,786,626
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK75,000,000,000 $12,092,064,564
TotalNOK116,657,940,000$18,808,851,190
ProductVolume
NZD
USD
Equivalent
IRS NZD48,707,849,358 $42,426,024,048
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD960,000,000 $834,048,000
FRAs NZD0 $0
TotalNZD49,667,849,358$43,260,072,048
ProductVolume
PLN
USD
Equivalent
IRS PLN25,557,000,000 $8,354,104,547
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN32,500,000,000 $10,617,124,795
TotalPLN58,057,000,000$18,971,229,342
ProductVolume
SEK
USD
Equivalent
IRS SEK153,164,964,000 $22,446,716,548
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,400,000,000 $498,398,528
FRAs SEK342,920,000,000 $50,267,831,434
TotalSEK499,484,964,000$73,212,946,510
ProductVolume
SGD
USD
Equivalent
IRS SGD19,736,952,000 $15,884,774,166
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD19,736,952,000$15,884,774,166
ProductVolume
ZAR
USD
Equivalent
IRS ZAR137,551,620,000 $12,856,956,399
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR137,551,620,000$12,856,956,399
ProductUSD
Equivalent
IRS$3,299,509,887,402
OIS$4,540,692,350,440
Basis$169,804,732,928
Zeroes$53,054,666,855
FRAs$2,883,079,750,699
Total$10,946,141,388,324
Show:
ProductUSD
Equivalent
IRS $41,145,760,053,953
OIS $8,266,073,916,946
Basis $1,639,059,475,400
Zeroes $167,753,253,668
FRAs $37,826,379,800,000
Total$89,045,026,499,967
ProductVolume
EUR
USD
Equivalent
IRS €27,048,453,264,543 $37,025,691,745,523
OIS €76,526,437,987,978 $104,747,476,441,759
Basis €72,666,615,767 $98,784,043,314
Zeroes €595,787,468,109 $814,907,132,008
FRAs €50,705,183,113,600 $69,373,196,922,235
Total€154,948,528,449,997$212,060,056,284,839
ProductVolume
GBP
USD
Equivalent
IRS £4,872,998,960,017 $8,154,632,520,619
OIS £17,876,792,882,815 $30,120,885,223,019
Basis £806,437,720,000 $1,347,719,010,866
Zeroes £57,625,734,048 $96,443,644,669
FRAs £10,874,147,000,000 $18,200,898,562,700
Total£34,488,002,296,880$57,920,578,961,873
ProductVolume
JPY
USD
Equivalent
IRS ¥765,353,949,129,327 $7,477,720,603,713
OIS ¥0 $0
Basis ¥56,602,600,000,000 $552,782,642,856
Zeroes ¥1,680,000,000,000 $16,375,999,293
FRAs ¥0 $0
Total¥823,636,549,129,327$8,046,879,245,862
ProductVolume
CHF
USD
Equivalent
IRS CHF892,584,142,148 $1,000,190,980,043
OIS CHF82,786,000,000 $93,235,619,546
Basis CHF92,753,800,000 $104,234,372,495
Zeroes CHF1,071,548,000 $1,198,483,426
FRAs CHF1,240,994,000,000 $1,383,834,945,393
TotalCHF2,310,189,490,148$2,582,694,400,903
ProductVolume
AUD
USD
Equivalent
IRS $3,128,084,615,201 $2,872,335,665,992
OIS $0 $0
Basis $217,786,900,000 $199,529,824,015
Zeroes $31,005,708,291 $28,593,610,402
FRAs $0 $0
Total$3,376,877,223,492$3,100,459,100,409
ProductVolume
CAD
USD
Equivalent
IRS $3,990,021,621,896 $3,647,045,798,527
OIS $2,328,367,808,498 $2,118,077,012,036
Basis $75,576,072,554 $69,086,006,517
Zeroes $301,508,258,000 $277,159,115,061
FRAs $0 $0
Total$6,695,473,760,948$6,111,367,932,141
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,593,650,684,772 $79,542,362,942
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK824,432,000,000 $41,030,956,759
TotalCZK2,422,082,684,772$120,772,661,872
ProductVolume
DKK
USD
Equivalent
IRS DKK510,577,743,104 $93,520,598,820
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK823,456,000,000 $151,142,232,986
TotalDKK1,335,033,743,104$244,848,679,504
ProductVolume
HKD
USD
Equivalent
IRS HKD2,385,660,300,812 $307,576,161,778
OIS HKD0 $0
Basis HKD5,200,000,000 $670,656,230
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,390,860,300,812$308,246,818,008
ProductVolume
HUF
USD
Equivalent
IRS HUF50,915,323,587,692 $226,274,058,140
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF232,000,000,000 $1,032,943,976
FRAs HUF142,631,628,421,052 $634,353,626,585
TotalHUF193,778,952,008,744$861,660,628,701
ProductVolume
NOK
USD
Equivalent
IRS NOK1,405,432,701,690 $232,372,683,648
OIS NOK0 $0
Basis NOK15,655,400,000 $2,618,473,166
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK5,458,638,000,002 $902,076,104,530
TotalNOK6,883,488,101,692$1,137,692,229,126
ProductVolume
NZD
USD
Equivalent
IRS NZD1,230,411,534,407 $1,049,283,465,333
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD18,083,400,000 $15,431,696,660
FRAs NZD0 $0
TotalNZD1,248,894,934,407$1,065,056,051,993
ProductVolume
PLN
USD
Equivalent
IRS PLN1,127,340,919,028 $369,950,133,377
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,620,000,000 $863,078,682
FRAs PLN2,474,681,000,000 $811,064,642,837
TotalPLN3,604,641,919,028$1,181,877,854,896
ProductVolume
SEK
USD
Equivalent
IRS SEK6,111,325,209,190 $931,701,675,794
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK16,854,000,000 $2,499,580,025
FRAs SEK15,495,971,000,000 $2,362,737,100,689
TotalSEK21,624,150,209,190$3,296,938,356,508
ProductVolume
SGD
USD
Equivalent
IRS SGD537,931,352,923 $427,666,570,008
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD537,931,352,923$427,666,570,008
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,292,233,507,010 $400,070,666,061
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR4,292,233,507,010$400,070,666,061
ProductUSD
Equivalent
IRS$105,441,335,744,271
OIS$145,345,748,213,306
Basis$4,014,825,394,859
Zeroes$1,423,268,695,521
FRAs$131,686,714,894,714
Total$387,911,892,942,671
Show:
ProductUSD
Equivalent
IRS $69,816,990,803,513
OIS $10,146,222,156,368
Basis $7,105,060,389,400
Zeroes $213,529,851,953
FRAs $28,236,677,960,000
Total$115,518,481,161,234
ProductVolume
EUR
USD
Equivalent
IRS €64,635,624,480,839 $87,022,173,019,778
OIS €32,901,320,292,388 $44,296,692,575,657
Basis €310,287,698,175 $417,755,842,438
Zeroes €663,709,098,929 $893,584,745,342
FRAs €35,776,668,756,800 $48,167,917,980,718
Total€134,287,610,327,131$180,798,124,163,933
ProductVolume
GBP
USD
Equivalent
IRS £11,420,681,307,377 $19,464,838,186,229
OIS £13,882,965,996,955 $23,661,433,096,911
Basis £2,190,029,893,720 $3,732,577,449,362
Zeroes £148,755,817,171 $253,531,976,995
FRAs £10,394,587,000,000 $17,716,014,353,450
Total£38,037,020,015,223$64,828,395,062,947
ProductVolume
JPY
USD
Equivalent
IRS ¥1,860,570,814,187,635 $18,333,456,315,590
OIS ¥0 $0
Basis ¥172,266,745,000,000 $1,697,460,166,527
Zeroes ¥6,130,000,000,000 $60,403,015,224
FRAs ¥762,600,000,000 $7,514,410,997
Total¥2,039,730,159,187,635$20,098,833,908,338
ProductVolume
CHF
USD
Equivalent
IRS CHF2,573,369,751,926 $2,851,853,218,735
OIS CHF147,088,680,000 $163,006,239,264
Basis CHF349,027,800,000 $386,798,692,303
Zeroes CHF1,071,548,000 $1,187,508,173
FRAs CHF843,032,000,000 $934,262,758,353
TotalCHF3,913,589,779,926$4,337,108,416,828
ProductVolume
AUD
USD
Equivalent
IRS $7,500,043,616,510 $7,093,541,252,495
OIS $0 $0
Basis $524,514,800,000 $496,086,097,840
Zeroes $18,203,708,291 $17,217,067,302
FRAs $0 $0
Total$8,042,762,124,801$7,606,844,417,637
ProductVolume
CAD
USD
Equivalent
IRS $7,159,096,252,016 $6,673,903,469,764
OIS $1,352,598,941,834 $1,260,929,376,185
Basis $226,023,622,554 $210,705,344,042
Zeroes $193,132,625,958 $180,043,465,982
FRAs $0 $0
Total$8,930,851,442,362$8,325,581,655,973
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,093,737,482,146 $347,791,899,696
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $588,336,234
FRAs CZK1,021,860,000,000 $50,099,772,020
TotalCZK8,127,597,482,146$398,480,007,950
ProductVolume
DKK
USD
Equivalent
IRS DKK1,580,321,314,630 $285,315,781,187
OIS DKK0 $0
Basis DKK1,050,000,000 $189,570,037
Zeroes DKK1,000,000,000 $180,542,892
FRAs DKK789,200,000,000 $142,484,450,743
TotalDKK2,371,571,314,630$428,170,344,859
ProductVolume
HKD
USD
Equivalent
IRS HKD6,742,299,849,432 $869,923,662,424
OIS HKD0 $0
Basis HKD13,540,000,000 $1,746,995,336
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD6,755,839,849,432$871,670,657,760
ProductVolume
HUF
USD
Equivalent
IRS HUF93,655,185,104,236 $410,102,837,957
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF209,500,000,000 $917,370,933
FRAs HUF91,912,037,526,316 $402,469,840,725
TotalHUF185,776,722,630,552$813,490,049,615
ProductVolume
NOK
USD
Equivalent
IRS NOK4,771,252,220,547 $769,618,875,804
OIS NOK0 $0
Basis NOK19,221,400,000 $3,100,475,845
Zeroes NOK4,622,000,000 $745,543,995
FRAs NOK5,185,622,000,002 $836,458,101,460
TotalNOK9,980,717,620,549$1,609,922,997,104
ProductVolume
NZD
USD
Equivalent
IRS NZD2,487,423,424,833 $2,164,431,493,118
OIS NZD0 $0
Basis NZD400,000,000 $348,060,000
Zeroes NZD7,481,400,000 $6,509,940,210
FRAs NZD0 $0
TotalNZD2,495,304,824,833$2,171,289,493,328
ProductVolume
PLN
USD
Equivalent
IRS PLN3,241,405,052,918 $1,054,681,390,963
OIS PLN0 $0
Basis PLN674,000,000 $219,304,668
Zeroes PLN4,260,000,000 $1,386,109,620
FRAs PLN2,103,978,000,000 $684,587,827,615
TotalPLN5,350,317,052,918$1,740,874,632,866
ProductVolume
SEK
USD
Equivalent
IRS SEK18,169,325,679,752 $2,656,431,255,492
OIS SEK0 $0
Basis SEK2,000,000,000 $292,408,348
Zeroes SEK14,144,660,000 $2,068,008,334
FRAs SEK15,807,732,400,000 $2,311,156,460,397
TotalSEK33,993,202,739,752$4,969,948,132,571
ProductVolume
SGD
USD
Equivalent
IRS SGD974,075,742,973 $787,641,095,636
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD974,075,742,973$787,641,095,636
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,227,072,535,316 $1,163,541,184,309
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR12,227,072,535,316$1,163,541,184,309
ProductUSD
Equivalent
IRS$221,766,235,742,690
OIS$79,528,283,444,385
Basis$14,052,340,796,146
Zeroes$1,631,893,483,189
FRAs$99,489,643,916,478
Total$416,468,397,382,888

Figures as of COB Jul 23, 2014.

Notional Outstanding by Product

As of COB Jul 23, 2014

Daily Notional by Tenor

As of COB Jul 23, 2014

Notional Outstanding by Currency

As of COB Jul 23, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, SGD, HUF, 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.