Daily Volumes

  • Client Notional Cleared (USD)
    $297,663,559,718,428
    Notional Outstanding (USD)
    $267,859,940,220,678
    As of COB Feb 5, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $909,672,000,000,000
    Trades Compressed
    7,654,432
  • 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 Feb 5, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$220,625,607,306
$1,587,929,667,999
$5,475,632,853,443
$7,474,012,738,403
EUR
€118,475,446,000
€459,556,521,474
€3,927,002,498,583
€4,410,365,207,837
GBP
£25,616,811,500
£384,289,131,223
£897,698,265,725
£1,300,314,063,270
JPY
¥4,105,672,274,380
¥23,024,061,475,380
¥59,244,656,239,371
¥77,994,654,493,198
CHF
CHF300,460,000
CHF7,423,299,000
CHF35,076,306,000
CHF189,772,806,400
AUD
$9,019,280,000
$54,863,019,029
$269,265,598,029
$996,993,579,806
CAD
$34,254,090,000
$53,944,739,500
$379,272,288,164
$841,792,699,792
Other*
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$16,011,977,056
$98,284,328,705
$437,061,156,819
$1,724,333,310,577
CZK
CZK35,050,500,000
CZK79,126,550,000
CZK535,444,700,000
CZK951,825,743,293
DKK
DKK585,000,000
DKK2,085,220,000
DKK18,563,550,000
DKK359,956,090,617
HKD
HKD7,659,131,225
HKD19,919,501,225
HKD225,777,558,725
HKD444,908,713,217
HUF
HUF522,533,000,000
HUF3,339,128,198,572
HUF7,663,971,218,572
HUF16,226,317,917,620
NOK
NOK15,144,400,000
NOK69,124,139,742
NOK247,293,968,742
NOK573,370,131,589
NZD
NZD3,588,506,069
NZD28,473,982,948
NZD143,638,589,948
NZD881,109,481,935
PLN
PLN4,039,600,000
PLN23,929,885,386
PLN165,815,360,239
PLN383,684,495,555
SEK
SEK38,716,490,000
SEK251,967,139,000
SEK949,805,900,361
SEK3,082,715,285,338
SGD
SGD990,044,248
SGD18,378,084,248
SGD89,378,096,748
SGD472,492,550,719
ZAR
ZAR18,771,320,000
ZAR75,743,545,000
ZAR322,099,648,707
ZAR1,084,826,743,758
Total in USD$472,411,625,939$3,033,398,767,525$12,475,373,021,008$18,174,187,964,957

Figures as of COB Feb 5, 2016. Weekly figures as of COB Feb 5, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $120,460,780,000
OIS $75,727,700,000
Basis $4,776,450,000
Zeroes $536,250,000
FRAs $19,020,000,000
VNS $104,427,306
Inflation $0
Total$220,625,607,306
ProductVolume
EUR
USD
Equivalent
IRS €27,619,946,000 $30,821,097,741
OIS €78,085,500,000 $87,135,609,450
Basis €1,850,000,000 $2,064,415,000
Zeroes €0 $0
FRAs €10,920,000,000 $12,185,628,000
VNS €0 $0
Inflation €0 $0
Total€118,475,446,000$132,206,750,191
ProductVolume
GBP
USD
Equivalent
IRS £12,690,783,500 $18,403,539,693
OIS £5,275,150,000 $7,649,758,773
Basis £3,247,600,000 $4,709,507,140
Zeroes £3,278,000 $4,753,592
FRAs £4,400,000,000 $6,380,660,000
VNS £0 $0
Inflation £0 $0
Total£25,616,811,500$37,148,219,198
ProductVolume
JPY
USD
Equivalent
IRS ¥3,227,042,274,380 $27,605,152,048
OIS ¥290,000,000,000 $2,480,752,780
Basis ¥563,630,000,000 $4,821,471,343
Zeroes ¥25,000,000,000 $213,857,998
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,105,672,274,380$35,121,234,169
ProductVolume
CHF
USD
Equivalent
IRS CHF300,460,000 $303,188,698
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF300,460,000$303,188,698
ProductVolume
AUD
USD
Equivalent
IRS $7,899,280,000 $5,585,975,852
OIS $0 $0
Basis $1,120,000,000 $792,008,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$9,019,280,000$6,377,983,852
ProductVolume
CAD
USD
Equivalent
IRS $4,089,090,000 $2,938,620,194
OIS $30,165,000,000 $21,678,045,275
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$34,254,090,000$24,616,665,469
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK29,550,500,000 $1,217,548,052
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK5,500,000,000 $226,612,554
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK35,050,500,000$1,444,160,606
ProductVolume
DKK
USD
Equivalent
IRS DKK585,000,000 $87,412,587
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK585,000,000$87,412,587
ProductVolume
HKD
USD
Equivalent
IRS HKD7,659,131,225 $983,282,459
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,659,131,225$983,282,459
ProductVolume
HUF
USD
Equivalent
IRS HUF75,733,000,000 $273,157,800
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF446,800,000,000 $1,611,541,930
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF522,533,000,000$1,884,699,730
ProductVolume
NOK
USD
Equivalent
IRS NOK10,144,400,000 $1,181,119,598
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,000,000,000 $582,153,502
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK15,144,400,000$1,763,273,100
ProductVolume
NZD
USD
Equivalent
IRS NZD3,588,506,069 $2,379,538,374
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,588,506,069$2,379,538,374
ProductVolume
PLN
USD
Equivalent
IRS PLN1,639,600,000 $414,752,605
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,400,000,000 $607,103,106
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,039,600,000$1,021,855,711
ProductVolume
SEK
USD
Equivalent
IRS SEK13,316,490,000 $1,572,844,741
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK8,400,000,000 $992,145,515
FRAs SEK17,000,000,000 $2,007,913,542
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK38,716,490,000$4,572,903,798
ProductVolume
SGD
USD
Equivalent
IRS SGD990,044,248 $703,656,182
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD990,044,248$703,656,182
ProductVolume
ZAR
USD
Equivalent
IRS ZAR18,771,320,000 $1,171,194,509
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR18,771,320,000$1,171,194,509
ProductUSD
Equivalent
IRS$216,102,861,133
OIS$194,671,866,278
Basis$17,163,851,483
Zeroes$1,747,007,105
FRAs$42,621,612,634
VNS$104,427,306
Inflation$0
Total$472,411,625,939
Show:
ProductUSD
Equivalent
IRS $486,441,693,328
OIS $909,774,780,000
Basis $26,359,950,000
Zeroes $5,963,030,000
FRAs $159,098,000,000
VNS $292,214,671
Inflation $0
Total$1,587,929,667,999
ProductVolume
EUR
USD
Equivalent
IRS €161,748,636,000 $178,754,319,522
OIS €226,964,810,000 $251,885,663,559
Basis €1,887,280,000 $2,105,121,032
Zeroes €7,870,000,000 $8,809,993,000
FRAs €60,664,000,000 $67,359,693,200
VNS €379,635,474 $414,684,529
Inflation €42,160,000 $45,914,504
Total€459,556,521,474$509,375,389,346
ProductVolume
GBP
USD
Equivalent
IRS £71,734,706,223 $104,120,357,220
OIS £274,991,258,000 $399,153,774,967
Basis £8,245,900,000 $11,963,553,920
Zeroes £640,267,000 $930,694,467
FRAs £28,677,000,000 $41,580,093,950
VNS £0 $0
Inflation £0 $0
Total£384,289,131,223$557,748,474,524
ProductVolume
JPY
USD
Equivalent
IRS ¥19,996,861,475,380 $169,000,745,789
OIS ¥832,400,000,000 $7,089,862,768
Basis ¥2,023,800,000,000 $17,181,478,265
Zeroes ¥121,000,000,000 $1,014,091,400
FRAs ¥50,000,000,000 $428,173,839
VNS ¥0 $0
Inflation ¥0 $0
Total¥23,024,061,475,380$194,714,352,061
ProductVolume
CHF
USD
Equivalent
IRS CHF6,473,299,000 $6,422,061,113
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF950,000,000 $944,503,374
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,423,299,000$7,366,564,487
ProductVolume
AUD
USD
Equivalent
IRS $36,691,733,315 $26,184,335,747
OIS $15,010,000,000 $10,722,358,500
Basis $3,161,285,714 $2,254,952,714
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$54,863,019,029$39,161,646,961
ProductVolume
CAD
USD
Equivalent
IRS $19,568,739,500 $14,087,010,848
OIS $34,376,000,000 $24,731,332,594
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$53,944,739,500$38,818,343,442
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK72,626,550,000 $2,980,386,371
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK6,500,000,000 $267,016,595
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK79,126,550,000$3,247,402,966
ProductVolume
DKK
USD
Equivalent
IRS DKK2,085,220,000 $307,530,159
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,085,220,000$307,530,159
ProductVolume
HKD
USD
Equivalent
IRS HKD19,919,501,225 $2,556,504,208
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD19,919,501,225$2,556,504,208
ProductVolume
HUF
USD
Equivalent
IRS HUF1,306,128,198,572 $4,612,354,628
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,033,000,000,000 $7,219,665,521
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,339,128,198,572$11,832,020,149
ProductVolume
NOK
USD
Equivalent
IRS NOK26,124,139,742 $3,042,930,195
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK43,000,000,000 $4,964,131,399
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK69,124,139,742$8,007,061,594
ProductVolume
NZD
USD
Equivalent
IRS NZD28,473,982,948 $18,857,587,166
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD28,473,982,948$18,857,587,166
ProductVolume
PLN
USD
Equivalent
IRS PLN9,459,885,386 $2,376,028,008
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN14,470,000,000 $3,658,548,223
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN23,929,885,386$6,034,576,231
ProductVolume
SEK
USD
Equivalent
IRS SEK131,847,139,000 $15,494,830,384
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK16,920,000,000 $1,991,301,158
FRAs SEK103,200,000,000 $12,201,188,888
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK251,967,139,000$29,687,320,430
ProductVolume
SGD
USD
Equivalent
IRS SGD18,378,084,248 $13,007,286,553
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD18,378,084,248$13,007,286,553
ProductVolume
ZAR
USD
Equivalent
IRS ZAR75,743,545,000 $4,747,039,249
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR75,743,545,000$4,747,039,249
ProductUSD
Equivalent
IRS$1,052,993,000,488
OIS$1,603,357,772,388
Basis$59,865,055,931
Zeroes$18,709,110,025
FRAs$297,721,014,989
VNS$706,899,200
Inflation$45,914,504
Total$3,033,398,767,525
Show:
ProductUSD
Equivalent
IRS $2,024,260,945,157
OIS $2,493,811,730,000
Basis $186,555,572,222
Zeroes $28,843,722,875
FRAs $738,326,000,000
VNS $3,771,883,189
Inflation $63,000,000
Total$5,475,632,853,443
ProductVolume
EUR
USD
Equivalent
IRS €796,947,574,525 $869,057,237,451
OIS €2,661,884,358,364 $2,895,368,715,995
Basis €4,459,780,000 $4,881,866,282
Zeroes €19,890,500,000 $21,880,126,180
FRAs €442,167,500,000 $481,777,672,065
VNS €484,075,694 $528,400,275
Inflation €1,168,710,000 $1,273,712,169
Total€3,927,002,498,583$4,274,767,730,417
ProductVolume
GBP
USD
Equivalent
IRS £254,321,892,063 $366,416,574,165
OIS £535,837,386,000 $773,390,751,858
Basis £25,444,600,000 $36,845,535,080
Zeroes £3,797,737,785 $5,545,920,777
FRAs £77,389,000,000 $111,790,869,300
VNS £147,872,077 $212,205,075
Inflation £759,777,800 $1,094,635,192
Total£897,698,265,725$1,295,296,491,447
ProductVolume
JPY
USD
Equivalent
IRS ¥49,887,356,239,371 $422,146,443,240
OIS ¥5,738,000,000,000 $48,175,868,008
Basis ¥3,048,300,000,000 $25,846,059,175
Zeroes ¥521,000,000,000 $4,395,468,466
FRAs ¥50,000,000,000 $428,173,839
VNS ¥0 $0
Inflation ¥0 $0
Total¥59,244,656,239,371$500,992,012,728
ProductVolume
CHF
USD
Equivalent
IRS CHF26,166,406,000 $25,902,484,687
OIS CHF40,000,000 $40,196,965
Basis CHF4,325,900,000 $4,291,594,505
Zeroes CHF0 $0
FRAs CHF4,544,000,000 $4,490,942,986
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF35,076,306,000$34,725,219,143
ProductVolume
AUD
USD
Equivalent
IRS $166,863,812,315 $117,264,199,600
OIS $90,049,000,000 $63,048,606,200
Basis $10,952,785,714 $7,712,775,914
Zeroes $1,400,000,000 $999,200,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$269,265,598,029$189,024,781,714
ProductVolume
CAD
USD
Equivalent
IRS $170,338,558,860 $120,231,729,670
OIS $204,026,729,304 $144,189,972,150
Basis $400,000,000 $278,328,274
Zeroes $4,507,000,000 $3,172,745,203
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$379,272,288,164$267,872,775,297
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK320,749,700,000 $12,946,139,875
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK11,145,000,000 $449,734,420
FRAs CZK203,550,000,000 $8,218,294,892
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK535,444,700,000$21,614,169,187
ProductVolume
DKK
USD
Equivalent
IRS DKK16,563,550,000 $2,412,297,053
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $292,361,343
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK18,563,550,000$2,704,658,396
ProductVolume
HKD
USD
Equivalent
IRS HKD222,982,558,725 $28,642,203,679
OIS HKD0 $0
Basis HKD2,100,000,000 $269,403,960
Zeroes HKD695,000,000 $88,883,961
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD225,777,558,725$29,000,491,600
ProductVolume
HUF
USD
Equivalent
IRS HUF3,498,071,218,572 $12,186,997,771
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,165,900,000,000 $14,641,239,598
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF7,663,971,218,572$26,828,237,369
ProductVolume
NOK
USD
Equivalent
IRS NOK117,288,968,742 $13,444,379,636
OIS NOK0 $0
Basis NOK2,700,000,000 $303,413,486
Zeroes NOK0 $0
FRAs NOK127,305,000,000 $14,526,619,852
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK247,293,968,742$28,274,412,974
ProductVolume
NZD
USD
Equivalent
IRS NZD143,638,589,948 $93,783,579,549
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD143,638,589,948$93,783,579,549
ProductVolume
PLN
USD
Equivalent
IRS PLN93,426,360,239 $23,036,963,836
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,350,000,000 $329,037,658
FRAs PLN71,039,000,000 $17,582,136,644
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN165,815,360,239$40,948,138,138
ProductVolume
SEK
USD
Equivalent
IRS SEK548,960,900,361 $64,323,146,731
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK63,445,000,000 $7,465,273,074
FRAs SEK337,400,000,000 $39,637,076,786
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK949,805,900,361$111,425,496,591
ProductVolume
SGD
USD
Equivalent
IRS SGD89,378,096,748 $62,530,293,406
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD89,378,096,748$62,530,293,406
ProductVolume
ZAR
USD
Equivalent
IRS ZAR322,099,648,707 $19,951,679,609
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR322,099,648,707$19,951,679,609
ProductUSD
Equivalent
IRS$4,278,537,295,115
OIS$6,418,025,841,176
Basis$266,984,548,898
Zeroes$73,170,112,614
FRAs$1,431,711,387,305
VNS$4,512,488,539
Inflation$2,431,347,361
Total$12,475,373,021,008
Show:
ProductUSD
Equivalent
IRS $4,391,417,134,161
OIS $1,604,538,517,441
Basis $612,717,276,955
Zeroes $77,151,650,729
FRAs $731,365,757,801
VNS $56,579,401,316
Inflation $243,000,000
Total$7,474,012,738,403
ProductVolume
EUR
USD
Equivalent
IRS €1,934,137,817,944 $2,158,304,391,044
OIS €1,775,495,470,184 $1,981,275,395,178
Basis €41,143,002,883 $45,911,476,918
Zeroes €114,930,086,003 $128,250,482,970
FRAs €531,507,116,925 $593,108,791,777
VNS €11,082,165,898 $12,366,588,926
Inflation €2,069,548,000 $2,309,408,613
Total€4,410,365,207,837$4,921,526,535,426
ProductVolume
GBP
USD
Equivalent
IRS £513,066,590,731 $744,023,516,549
OIS £519,807,219,426 $753,798,439,250
Basis £60,810,050,000 $88,183,694,008
Zeroes £22,028,084,546 $31,944,026,804
FRAs £166,971,901,332 $242,134,302,717
VNS £8,019,554,382 $11,629,556,787
Inflation £9,610,662,854 $13,936,902,738
Total£1,300,314,063,271$1,885,650,438,853
ProductVolume
JPY
USD
Equivalent
IRS ¥68,059,786,493,198 $582,205,188,137
OIS ¥5,060,748,000,000 $43,291,257,485
Basis ¥4,131,120,000,000 $35,338,922,156
Zeroes ¥693,000,000,000 $5,928,143,713
FRAs ¥50,000,000,000 $427,715,997
VNS ¥0 $0
Inflation ¥0 $0
Total¥77,994,654,493,198$667,191,227,488
ProductVolume
CHF
USD
Equivalent
IRS CHF150,883,256,400 $152,253,538,244
OIS CHF6,085,500,000 $6,140,766,902
Basis CHF27,011,050,000 $27,256,357,215
Zeroes CHF1,144,000,000 $1,154,389,506
FRAs CHF4,649,000,000 $4,691,220,989
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF189,772,806,400$191,496,272,856
ProductVolume
AUD
USD
Equivalent
IRS $845,861,643,919 $598,151,061,497
OIS $55,249,000,000 $39,069,330,350
Basis $89,345,935,887 $63,180,978,562
Zeroes $6,537,000,000 $4,622,639,550
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$996,993,579,806$705,024,009,959
ProductVolume
CAD
USD
Equivalent
IRS $530,421,828,143 $381,187,084,544
OIS $244,285,111,650 $175,555,236,543
Basis $7,637,300,000 $5,488,537,549
Zeroes $59,448,460,000 $42,722,572,763
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$841,792,699,793$604,953,431,399
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK785,580,743,293 $32,367,719,795
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,895,000,000 $201,685,173
FRAs CZK161,350,000,000 $6,647,988,299
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK951,825,743,293$39,217,393,267
ProductVolume
DKK
USD
Equivalent
IRS DKK348,906,090,617 $52,134,673,752
OIS DKK0 $0
Basis DKK3,800,000,000 $567,808,260
Zeroes DKK750,000,000 $112,067,420
FRAs DKK6,500,000,000 $971,250,971
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK359,956,090,617$53,785,800,403
ProductVolume
HKD
USD
Equivalent
IRS HKD439,533,713,217 $56,427,521,323
OIS HKD0 $0
Basis HKD4,680,000,000 $600,820,351
Zeroes HKD695,000,000 $89,224,390
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD444,908,713,217$57,117,566,064
ProductVolume
HUF
USD
Equivalent
IRS HUF10,490,498,870,000 $37,837,687,538
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF3,500,000,000 $12,623,986
FRAs HUF5,732,319,047,620 $20,675,632,273
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF16,226,317,917,620$58,525,943,797
ProductVolume
NOK
USD
Equivalent
IRS NOK322,230,025,499 $37,517,467,574
OIS NOK0 $0
Basis NOK5,555,000,000 $646,772,541
Zeroes NOK0 $0
FRAs NOK245,585,106,090 $28,593,645,921
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK573,370,131,589$66,757,886,036
ProductVolume
NZD
USD
Equivalent
IRS NZD874,309,481,935 $579,754,617,471
OIS NZD0 $0
Basis NZD100,000,000 $66,310,000
Zeroes NZD6,700,000,000 $4,442,770,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD881,109,481,935$584,263,697,471
ProductVolume
PLN
USD
Equivalent
IRS PLN263,120,495,555 $66,558,862,581
OIS PLN0 $0
Basis PLN850,000,000 $215,015,683
Zeroes PLN2,124,000,000 $537,286,249
FRAs PLN117,590,000,000 $29,745,522,615
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN383,684,495,555$97,056,687,128
ProductVolume
SEK
USD
Equivalent
IRS SEK2,100,472,853,966 $248,092,228,662
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK110,588,801,877 $13,061,926,638
FRAs SEK871,653,629,496 $102,953,242,721
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,082,715,285,339$364,107,398,021
ProductVolume
SGD
USD
Equivalent
IRS SGD472,062,550,719 $335,509,986,297
OIS SGD0 $0
Basis SGD280,000,000 $199,004,975
Zeroes SGD150,000,000 $106,609,808
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD472,492,550,719$335,815,601,080
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,084,826,743,758 $67,685,337,311
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,084,826,743,758$67,685,337,311
ProductUSD
Equivalent
IRS$10,521,428,016,480
OIS$4,603,668,943,149
Basis$880,372,975,173
Zeroes$310,338,099,699
FRAs$1,761,315,072,081
VNS$80,575,547,029
Inflation$16,489,311,351
Total$18,174,187,964,962

Figures as of COB Feb 5, 2016.

Notional Outstanding by Product

As of COB Feb 5, 2016

Daily Notional by Tenor
 

As of COB Feb 5, 2016

Notional Outstanding by Tenor
 

As of COB Feb 5, 2016

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
$756,351,247,813
$6,173,505,901,233
$26,019,916,024,762
$94,773,552,579,185
EUR
€495,357,994,124
€3,239,303,162,210
€22,073,212,368,468
€81,774,069,808,325
GBP
£205,323,124,000
£1,328,135,132,676
£5,133,086,075,409
£23,430,502,838,353
JPY
¥13,787,561,116,760
¥82,659,091,287,478
¥255,315,242,676,430
¥1,693,339,198,431,020
CHF
CHF4,840,466,000
CHF34,697,044,000
CHF388,090,887,216
CHF3,557,968,521,952
AUD
$85,121,560,000
$390,651,548,521
$1,362,934,885,692
$11,637,017,618,941
CAD
$86,446,180,000
$171,701,243,680
$1,494,489,615,103
$9,275,217,667,066
Other*
Show All
Hide
$71,617,267,285
$383,063,304,675
$2,141,426,112,568
$14,886,570,790,018
CZK
CZK91,711,000,000
CZK223,811,100,000
CZK1,726,875,000,000
CZK13,252,633,190,498
DKK
DKK1,170,000,000
DKK8,270,440,000
DKK156,560,700,000
DKK4,160,963,992,211
HKD
HKD23,796,262,451
HKD156,537,991,931
HKD895,979,193,133
HKD7,388,986,567,437
HUF
HUF2,034,303,600,000
HUF10,603,933,997,144
HUF29,731,030,037,144
HUF207,406,913,778,688
NOK
NOK116,820,800,000
NOK710,981,828,969
NOK2,758,063,476,969
NOK16,623,065,613,700
NZD
NZD14,638,512,138
NZD69,537,109,897
NZD386,348,163,297
NZD3,556,052,125,595
PLN
PLN54,130,540,000
PLN146,224,910,772
PLN811,462,038,478
PLN6,351,412,571,698
SEK
SEK115,923,411,000
SEK775,601,788,894
SEK6,517,066,151,615
SEK34,169,337,823,957
SGD
SGD4,350,768,496
SGD58,945,088,496
SGD319,866,893,496
SGD2,020,506,694,743
ZAR
ZAR55,870,640,000
ZAR256,615,977,092
ZAR1,206,367,730,506
ZAR10,419,939,041,343
Total in USD$1,923,633,630,488$13,197,431,279,800$64,142,946,898,766$267,859,940,220,678

Figures as of COB Feb 5, 2016. Weekly figures as of COB Feb 5, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $371,119,799,200
OIS $253,184,600,000
Basis $47,800,900,000
Zeroes $1,472,500,000
FRAs $82,434,000,000
VNS $339,448,613
Inflation $0
Total$756,351,247,813
ProductVolume
EUR
USD
Equivalent
IRS €178,931,108,616 $199,669,224,105
OIS €273,162,125,508 $304,821,615,854
Basis €3,700,000,000 $4,128,830,000
Zeroes €8,024,360,000 $8,954,383,324
FRAs €30,840,000,000 $34,414,356,000
VNS €0 $0
Inflation €700,400,000 $781,576,360
Total€495,357,994,124$552,769,985,643
ProductVolume
GBP
USD
Equivalent
IRS £47,752,768,000 $69,248,676,515
OIS £92,169,100,000 $133,659,020,365
Basis £8,443,000,000 $12,243,616,450
Zeroes £6,556,000 $9,507,183
FRAs £56,900,000,000 $82,513,535,000
VNS £0 $0
Inflation £51,700,000 $74,972,755
Total£205,323,124,000$297,749,328,268
ProductVolume
JPY
USD
Equivalent
IRS ¥11,342,801,116,760 $97,029,949,673
OIS ¥888,500,000,000 $7,600,513,259
Basis ¥1,506,260,000,000 $12,885,029,940
Zeroes ¥50,000,000,000 $427,715,997
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥13,787,561,116,760$117,943,208,869
ProductVolume
CHF
USD
Equivalent
IRS CHF3,875,366,000 $3,910,561,049
OIS CHF0 $0
Basis CHF965,100,000 $973,864,783
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,840,466,000$4,884,425,832
ProductVolume
AUD
USD
Equivalent
IRS $37,807,560,000 $26,735,616,054
OIS $45,074,000,000 $31,874,079,100
Basis $2,240,000,000 $1,584,016,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$85,121,560,000$60,193,711,154
ProductVolume
CAD
USD
Equivalent
IRS $15,116,180,000 $10,863,226,734
OIS $66,730,000,000 $47,955,443,766
Basis $600,000,000 $431,189,364
Zeroes $4,000,000,000 $2,874,595,760
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$86,446,180,000$62,124,455,624
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK80,711,000,000 $3,325,477,431
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK11,000,000,000 $453,225,109
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK91,711,000,000$3,778,702,540
ProductVolume
DKK
USD
Equivalent
IRS DKK1,170,000,000 $174,825,175
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,170,000,000$174,825,175
ProductVolume
HKD
USD
Equivalent
IRS HKD23,796,262,451 $3,054,974,093
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD23,796,262,451$3,054,974,093
ProductVolume
HUF
USD
Equivalent
IRS HUF700,703,600,000 $2,527,334,896
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,333,600,000,000 $4,810,099,188
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,034,303,600,000$7,337,434,084
ProductVolume
NOK
USD
Equivalent
IRS NOK28,820,800,000 $3,355,625,931
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK88,000,000,000 $10,245,901,639
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK116,820,800,000$13,601,527,570
ProductVolume
NZD
USD
Equivalent
IRS NZD14,638,512,138 $9,706,797,399
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD14,638,512,138$9,706,797,399
ProductVolume
PLN
USD
Equivalent
IRS PLN6,630,540,000 $1,677,258,929
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN47,500,000,000 $12,015,582,313
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN54,130,540,000$13,692,841,242
ProductVolume
SEK
USD
Equivalent
IRS SEK51,123,411,000 $6,038,317,014
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK16,800,000,000 $1,984,291,029
FRAs SEK48,000,000,000 $5,669,402,941
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK115,923,411,000$13,692,010,984
ProductVolume
SGD
USD
Equivalent
IRS SGD4,350,768,496 $3,092,230,629
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,350,768,496$3,092,230,629
ProductVolume
ZAR
USD
Equivalent
IRS ZAR55,870,640,000 $3,485,923,569
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR55,870,640,000$3,485,923,569
ProductUSD
Equivalent
IRS$815,015,818,396
OIS$779,095,272,344
Basis$80,047,446,537
Zeroes$15,722,993,293
FRAs$232,556,102,190
VNS$339,448,613
Inflation$856,549,115
Total$1,923,633,630,488
Show:
ProductUSD
Equivalent
IRS $1,570,925,852,812
OIS $2,170,988,319,794
Basis $182,513,000,000
Zeroes $30,996,854,191
FRAs $2,216,086,000,000
VNS $1,995,874,436
Inflation $0
Total$6,173,505,901,233
ProductVolume
EUR
USD
Equivalent
IRS €922,427,873,616 $1,019,691,336,398
OIS €1,100,274,905,508 $1,220,489,032,866
Basis €4,524,560,000 $5,043,042,064
Zeroes €71,276,012,000 $79,490,737,705
FRAs €1,128,244,000,000 $1,242,547,786,800
VNS €764,092,614 $834,572,393
Inflation €11,791,718,472 $12,966,500,900
Total€3,239,303,162,210$3,581,063,009,126
ProductVolume
GBP
USD
Equivalent
IRS £238,366,545,446 $345,942,416,591
OIS £757,807,508,000 $1,099,518,769,530
Basis £41,459,880,000 $60,160,569,137
Zeroes £1,280,534,000 $1,861,388,934
FRAs £287,992,000,000 $416,419,204,200
VNS £13,465,230 $19,435,040
Inflation £1,215,200,000 $1,765,190,375
Total£1,328,135,132,676$1,925,686,973,807
ProductVolume
JPY
USD
Equivalent
IRS ¥70,202,411,287,478 $592,467,137,837
OIS ¥3,604,800,000,000 $30,534,718,394
Basis ¥8,365,880,000,000 $70,889,511,610
Zeroes ¥386,000,000,000 $3,228,532,902
FRAs ¥100,000,000,000 $856,347,677
VNS ¥0 $0
Inflation ¥0 $0
Total¥82,659,091,287,478$697,976,248,420
ProductVolume
CHF
USD
Equivalent
IRS CHF28,801,744,000 $28,608,656,810
OIS CHF1,380,000,000 $1,374,228,241
Basis CHF2,615,300,000 $2,600,193,226
Zeroes CHF0 $0
FRAs CHF1,900,000,000 $1,889,006,748
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF34,697,044,000$34,472,085,025
ProductVolume
AUD
USD
Equivalent
IRS $161,760,977,093 $115,299,857,767
OIS $211,836,000,000 $150,713,420,900
Basis $17,054,571,428 $12,177,263,528
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$390,651,548,521$278,190,542,195
ProductVolume
CAD
USD
Equivalent
IRS $76,870,630,600 $55,324,119,407
OIS $82,652,000,000 $59,426,283,110
Basis $6,128,000,000 $4,379,656,970
Zeroes $6,050,613,080 $4,343,155,832
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$171,701,243,680$123,473,215,319
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK200,811,100,000 $8,234,597,306
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK23,000,000,000 $938,073,594
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK223,811,100,000$9,172,670,900
ProductVolume
DKK
USD
Equivalent
IRS DKK8,270,440,000 $1,214,251,553
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,270,440,000$1,214,251,553
ProductVolume
HKD
USD
Equivalent
IRS HKD156,037,991,931 $20,028,475,062
OIS HKD0 $0
Basis HKD500,000,000 $64,290,077
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD156,537,991,931$20,092,765,139
ProductVolume
HUF
USD
Equivalent
IRS HUF4,336,933,997,144 $15,384,032,295
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,267,000,000,000 $22,310,978,063
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,603,933,997,144$37,695,010,358
ProductVolume
NOK
USD
Equivalent
IRS NOK99,221,828,969 $11,535,041,147
OIS NOK0 $0
Basis NOK3,750,000,000 $441,080,471
Zeroes NOK0 $0
FRAs NOK608,010,000,000 $70,742,307,681
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK710,981,828,969$82,718,429,299
ProductVolume
NZD
USD
Equivalent
IRS NZD69,537,109,897 $46,104,164,998
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD69,537,109,897$46,104,164,998
ProductVolume
PLN
USD
Equivalent
IRS PLN35,304,910,772 $8,885,020,693
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN200,000,000 $50,207,735
FRAs PLN110,720,000,000 $27,964,248,735
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN146,224,910,772$36,899,477,163
ProductVolume
SEK
USD
Equivalent
IRS SEK403,361,788,894 $47,461,762,128
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK33,840,000,000 $3,982,602,316
FRAs SEK338,400,000,000 $39,911,590,927
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK775,601,788,894$91,355,955,371
ProductVolume
SGD
USD
Equivalent
IRS SGD58,945,088,496 $41,718,415,131
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD58,945,088,496$41,718,415,131
ProductVolume
ZAR
USD
Equivalent
IRS ZAR256,615,977,092 $16,092,164,763
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR256,615,977,092$16,092,164,763
ProductUSD
Equivalent
IRS$3,944,917,302,698
OIS$4,733,044,772,835
Basis$338,268,607,083
Zeroes$123,953,479,615
FRAs$4,039,665,544,425
VNS$2,849,881,869
Inflation$14,731,691,275
Total$13,197,431,279,800
Show:
ProductUSD
Equivalent
IRS $7,312,045,151,343
OIS $7,459,566,678,970
Basis $937,095,560,444
Zeroes $140,619,560,805
FRAs $10,152,924,000,000
VNS $17,539,073,200
Inflation $126,000,000
Total$26,019,916,024,762
ProductVolume
EUR
USD
Equivalent
IRS €5,362,763,760,210 $5,844,975,031,284
OIS €8,631,980,975,160 $9,399,575,651,700
Basis €38,105,960,000 $41,674,614,264
Zeroes €274,598,534,400 $300,254,710,764
FRAs €7,707,009,000,000 $8,386,397,911,630
VNS €2,832,091,904 $3,083,169,396
Inflation €55,922,046,794 $60,938,110,076
Total€22,073,212,368,468$24,036,899,199,114
ProductVolume
GBP
USD
Equivalent
IRS £1,034,804,510,822 $1,490,503,078,072
OIS £1,663,310,144,000 $2,400,546,678,531
Basis £183,084,760,000 $264,118,138,424
Zeroes £14,112,950,130 $20,576,982,542
FRAs £2,229,497,400,000 $3,204,828,270,980
VNS £479,132,765 $686,806,985
Inflation £7,797,177,692 $11,232,273,606
Total£5,133,086,075,409$7,392,492,229,140
ProductVolume
JPY
USD
Equivalent
IRS ¥218,444,402,676,430 $1,846,498,038,014
OIS ¥18,556,920,000,000 $155,865,517,137
Basis ¥16,027,920,000,000 $135,697,729,734
Zeroes ¥2,186,000,000,000 $18,478,699,532
FRAs ¥100,000,000,000 $856,347,677
VNS ¥0 $0
Inflation ¥0 $0
Total¥255,315,242,676,430$2,157,396,332,094
ProductVolume
CHF
USD
Equivalent
IRS CHF113,392,187,216 $112,402,272,728
OIS CHF3,540,000,000 $3,529,821,941
Basis CHF24,484,700,000 $24,304,005,199
Zeroes CHF2,000,000,000 $1,995,609,659
FRAs CHF244,674,000,000 $241,612,254,643
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF388,090,887,216$383,843,964,170
ProductVolume
AUD
USD
Equivalent
IRS $789,869,464,679 $555,048,657,860
OIS $478,798,000,000 $337,241,329,200
Basis $92,491,871,428 $64,950,428,788
Zeroes $1,775,549,585 $1,258,236,026
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,362,934,885,692$958,498,651,874
ProductVolume
CAD
USD
Equivalent
IRS $755,918,591,319 $532,363,723,286
OIS $652,624,229,304 $459,581,680,325
Basis $29,755,000,000 $20,973,501,099
Zeroes $56,191,794,480 $39,555,480,334
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,494,489,615,103$1,052,474,385,044
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,066,161,000,000 $43,009,874,746
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK22,290,000,000 $899,468,839
FRAs CZK638,424,000,000 $25,759,352,350
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,726,875,000,000$69,668,695,935
ProductVolume
DKK
USD
Equivalent
IRS DKK110,560,700,000 $16,093,996,299
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK46,000,000,000 $6,716,162,601
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK156,560,700,000$22,810,158,900
ProductVolume
HKD
USD
Equivalent
IRS HKD887,189,193,133 $113,911,487,516
OIS HKD0 $0
Basis HKD7,000,000,000 $898,132,439
Zeroes HKD1,790,000,000 $229,086,818
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD895,979,193,133$115,038,706,773
ProductVolume
HUF
USD
Equivalent
IRS HUF12,548,230,037,144 $43,767,306,754
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF17,182,800,000,000 $60,146,144,359
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF29,731,030,037,144$103,913,451,113
ProductVolume
NOK
USD
Equivalent
IRS NOK603,791,476,969 $69,161,743,498
OIS NOK0 $0
Basis NOK9,150,000,000 $1,047,907,444
Zeroes NOK0 $0
FRAs NOK2,145,122,000,000 $244,362,084,435
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,758,063,476,969$314,571,735,377
ProductVolume
NZD
USD
Equivalent
IRS NZD386,348,163,297 $252,422,732,944
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD386,348,163,297$252,422,732,944
ProductVolume
PLN
USD
Equivalent
IRS PLN360,176,038,478 $88,760,839,469
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,650,000,000 $892,535,888
FRAs PLN447,636,000,000 $110,712,275,021
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN811,462,038,478$200,365,650,378
ProductVolume
SEK
USD
Equivalent
IRS SEK1,747,212,151,615 $204,769,117,767
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK129,916,000,000 $15,286,092,924
FRAs SEK4,639,938,000,000 $544,198,750,617
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK6,517,066,151,615$764,253,961,308
ProductVolume
SGD
USD
Equivalent
IRS SGD319,866,893,496 $223,714,804,712
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD319,866,893,496$223,714,804,712
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,206,367,730,506 $74,666,215,128
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,206,367,730,506$74,666,215,128
ProductUSD
Equivalent
IRS$18,824,114,071,420
OIS$20,215,907,357,804
Basis$1,490,760,017,835
Zeroes$540,046,464,131
FRAs$22,978,513,554,313
VNS$21,309,049,581
Inflation$72,296,383,682
Total$64,142,946,898,766
Show:
ProductUSD
Equivalent
IRS $42,631,886,200,753
OIS $14,639,363,768,577
Basis $11,877,714,350,607
Zeroes $646,568,857,764
FRAs $24,630,380,164,086
VNS $347,047,837,398
Inflation $591,400,000
Total$94,773,552,579,185
ProductVolume
EUR
USD
Equivalent
IRS €39,122,515,892,909 $43,656,815,484,897
OIS €19,468,983,650,332 $21,725,438,855,405
Basis €794,942,218,389 $887,076,021,500
Zeroes €1,696,459,992,113 $1,893,079,705,199
FRAs €20,306,512,407,322 $22,660,037,195,331
VNS €181,695,719,766 $202,754,253,687
Inflation €202,959,927,494 $226,482,983,091
Total€81,774,069,808,325$91,251,684,499,110
ProductVolume
GBP
USD
Equivalent
IRS £8,094,616,401,657 $11,738,407,974,863
OIS £4,601,048,570,949 $6,672,210,585,161
Basis £3,271,805,902,122 $4,744,609,328,962
Zeroes £253,052,501,624 $366,964,085,230
FRAs £7,041,658,313,877 $10,211,460,803,869
VNS £70,241,071,288 $101,860,089,528
Inflation £98,080,076,836 $142,230,823,424
Total£23,430,502,838,353$33,977,743,691,037
ProductVolume
JPY
USD
Equivalent
IRS ¥1,472,320,329,121,630 $12,594,699,137,054
OIS ¥43,732,196,309,394 $374,099,198,541
Basis ¥162,986,013,000,000 $1,394,234,499,572
Zeroes ¥14,150,660,000,000 $121,049,272,883
FRAs ¥150,000,000,000 $1,283,147,990
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,693,339,198,431,024$14,485,365,256,040
ProductVolume
CHF
USD
Equivalent
IRS CHF2,007,959,183,505 $2,026,194,937,946
OIS CHF52,759,000,000 $53,238,143,290
Basis CHF471,073,400,000 $475,351,564,077
Zeroes CHF26,213,003,297 $26,451,062,863
FRAs CHF999,963,935,150 $1,009,045,343,239
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,557,968,521,952$3,590,281,051,415
ProductVolume
AUD
USD
Equivalent
IRS $9,581,111,203,671 $6,775,282,787,676
OIS $443,998,000,000 $313,973,185,700
Basis $1,597,680,890,735 $1,129,800,041,883
Zeroes $14,227,524,535 $10,060,993,975
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,637,017,618,941$8,229,117,009,234
ProductVolume
CAD
USD
Equivalent
IRS $7,505,921,032,940 $5,394,122,193,992
OIS $1,183,082,786,804 $850,221,190,660
Basis $297,939,195,446 $214,113,686,990
Zeroes $288,274,651,875 $207,168,272,997
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$9,275,217,667,065$6,665,625,344,639
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,912,057,190,498 $449,601,664,181
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK45,490,000,000 $1,874,291,836
FRAs CZK2,295,086,000,000 $94,562,781,978
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK13,252,633,190,498$546,038,737,995
ProductVolume
DKK
USD
Equivalent
IRS DKK3,002,224,241,450 $448,602,032,373
OIS DKK0 $0
Basis DKK8,480,000,000 $1,267,108,959
Zeroes DKK30,400,000,000 $4,542,466,081
FRAs DKK1,119,859,750,761 $167,333,057,014
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,160,963,992,211$621,744,664,427
ProductVolume
HKD
USD
Equivalent
IRS HKD7,361,936,567,437 $945,128,485,360
OIS HKD0 $0
Basis HKD24,260,000,000 $3,114,508,913
Zeroes HKD2,790,000,000 $358,181,363
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,388,986,567,437$948,601,175,636
ProductVolume
HUF
USD
Equivalent
IRS HUF156,102,594,731,068 $563,039,115,351
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF394,100,000,000 $1,421,460,775
FRAs HUF50,910,219,047,620 $183,625,677,358
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF207,406,913,778,688$748,086,253,484
ProductVolume
NOK
USD
Equivalent
IRS NOK7,957,032,128,652 $926,442,824,219
OIS NOK0 $0
Basis NOK22,921,400,000 $2,668,754,657
Zeroes NOK92,800,460,268 $10,804,822,591
FRAs NOK8,550,311,624,779 $995,518,771,514
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK16,623,065,613,699$1,935,435,172,981
ProductVolume
NZD
USD
Equivalent
IRS NZD3,536,549,130,346 $2,345,085,728,332
OIS NZD0 $0
Basis NZD2,600,000,000 $1,724,060,000
Zeroes NZD16,902,995,249 $11,208,376,150
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,556,052,125,595$2,358,018,164,482
ProductVolume
PLN
USD
Equivalent
IRS PLN4,311,312,848,774 $1,090,588,092,880
OIS PLN0 $0
Basis PLN2,374,000,000 $600,526,156
Zeroes PLN28,196,000,000 $7,132,449,661
FRAs PLN2,009,529,722,924 $508,329,890,449
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,351,412,571,698$1,606,650,959,146
ProductVolume
SEK
USD
Equivalent
IRS SEK20,669,000,292,241 $2,441,268,563,425
OIS SEK0 $0
Basis SEK500,000,000 $59,056,281
Zeroes SEK398,897,157,044 $47,114,764,902
FRAs SEK13,100,940,374,672 $1,547,385,622,710
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK34,169,337,823,957$4,035,828,007,318
ProductVolume
SGD
USD
Equivalent
IRS SGD2,018,346,694,743 $1,434,503,692,071
OIS SGD0 $0
Basis SGD560,000,000 $398,009,950
Zeroes SGD1,600,000,000 $1,137,171,286
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,020,506,694,743$1,436,038,873,307
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,419,939,041,343 $650,128,781,241
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,419,939,041,343$650,128,781,241
ProductUSD
Equivalent
IRS$136,111,797,696,614
OIS$44,628,544,927,334
Basis$20,732,731,518,507
Zeroes$3,356,936,235,556
FRAs$62,008,962,455,538
VNS$651,662,180,613
Inflation$369,305,206,515
Total$267,859,940,220,677

Figures as of COB Feb 5, 2016.

Notional Outstanding by Product

As of COB Feb 5, 2016

Daily Notional by Tenor

As of COB Feb 5, 2016

Notional Outstanding by Currency

As of COB Feb 5, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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

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

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

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

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