Daily Volumes

  • Client Notional Cleared (USD)
    $153,877,239,225,296
    Notional Outstanding (USD)
    $416,257,871,503,226
    As of COB Aug 29, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $321,962,000,000,000
    Trades Compressed
    3,175,000
  • 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 Aug 29, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, HUF, SGD, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$75,474,036,700
$299,506,520,924
$15,215,780,894,342
$3,369,253,062,336
EUR
€37,977,217,000
€510,106,907,500
€32,652,331,129,271
€3,139,546,993,236
GBP
£116,341,766,641
£170,512,636,141
£10,293,982,256,348
£2,062,262,633,338
JPY
¥2,230,279,960,000
¥6,238,269,874,000
¥190,502,317,032,250
¥49,195,942,484,500
CHF
CHF614,340,000
CHF7,615,157,000
CHF223,747,880,350
CHF169,662,751,750
AUD
$3,791,350,000
$28,702,095,000
$1,139,821,328,748
$1,333,246,618,583
CAD
$4,871,690,000
$55,387,987,000
$1,998,722,437,072
$739,717,298,747
Other*
Show All
Hide
$8,251,601,341
$70,636,882,214
$1,996,031,873,615
$1,318,389,097,467
CZK
CZK600,000,000
CZK18,529,000,000
CZK457,621,457,634
CZK230,730,915,268
DKK
DKK700,000,000
DKK3,784,000,000
DKK138,789,980,000
DKK164,450,199,823
HKD
HKD340,000,000
HKD14,336,500,000
HKD477,792,599,533
HKD139,569,520,000
HUF
HUF67,770,000,000
HUF2,204,130,000,000
HUF38,324,432,817,000
HUF13,572,358,337,000
NOK
NOK1,303,000,000
NOK30,117,153,000
NOK1,337,986,978,654
NOK812,346,516,054
NZD
NZD4,107,150,000
NZD12,651,971,095
NZD579,468,403,522
NZD554,308,583,506
PLN
PLN3,769,500,000
PLN14,733,000,000
PLN383,488,049,514
PLN119,719,348,000
SEK
SEK13,848,725,000
SEK211,165,252,000
SEK4,764,889,277,199
SEK3,323,305,981,899
SGD
SGD309,500,000
SGD6,980,880,000
SGD131,573,965,899
SGD98,568,115,900
ZAR
ZAR7,699,000,000
ZAR21,127,000,000
ZAR651,459,140,000
ZAR183,356,890,000
Total in USD$356,866,396,481$1,470,981,695,104$84,135,057,077,239$14,817,066,298,908

Figures as of COB Aug 29, 2014. Weekly figures as of COB Aug 29, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $58,358,836,700
OIS $16,965,200,000
Basis $150,000,000
Zeroes $0
FRAs $0
Total$75,474,036,700
ProductVolume
EUR
USD
Equivalent
IRS €21,154,860,000 $27,783,735,381
OIS €12,820,357,000 $16,837,615,866
Basis €0 $0
Zeroes €152,000,000 $199,629,200
FRAs €3,850,000,000 $5,056,397,500
Total€37,977,217,000$49,877,377,947
ProductVolume
GBP
USD
Equivalent
IRS £2,794,109,000 $4,638,779,762
OIS £113,537,500,000 $188,494,957,500
Basis £0 $0
Zeroes £10,157,641 $16,863,716
FRAs £0 $0
Total£116,341,766,641$193,150,600,978
ProductVolume
JPY
USD
Equivalent
IRS ¥2,230,279,960,000 $21,424,399,232
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥2,230,279,960,000$21,424,399,232
ProductVolume
CHF
USD
Equivalent
IRS CHF614,340,000 $668,887,800
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF614,340,000$668,887,800
ProductVolume
AUD
USD
Equivalent
IRS $3,539,350,000 $3,304,691,095
OIS $0 $0
Basis $252,000,000 $235,292,400
Zeroes $0 $0
FRAs $0 $0
Total$3,791,350,000$3,539,983,495
ProductVolume
CAD
USD
Equivalent
IRS $1,649,690,000 $1,516,886,580
OIS $274,000,000 $251,942,439
Basis $0 $0
Zeroes $2,948,000,000 $2,710,679,969
FRAs $0 $0
Total$4,871,690,000$4,479,508,988
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK600,000,000 $28,405,056
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK600,000,000$28,405,056
ProductVolume
DKK
USD
Equivalent
IRS DKK700,000,000 $123,416,522
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK700,000,000$123,416,522
ProductVolume
HKD
USD
Equivalent
IRS HKD340,000,000 $43,869,836
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD340,000,000$43,869,836
ProductVolume
HUF
USD
Equivalent
IRS HUF61,470,000,000 $256,376,035
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,300,000,000 $26,275,728
TotalHUF67,770,000,000$282,651,763
ProductVolume
NOK
USD
Equivalent
IRS NOK1,303,000,000 $210,381,852
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK1,303,000,000$210,381,852
ProductVolume
NZD
USD
Equivalent
IRS NZD4,107,150,000 $3,435,425,618
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD4,107,150,000$3,435,425,618
ProductVolume
PLN
USD
Equivalent
IRS PLN1,214,500,000 $378,885,960
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,555,000,000 $797,079,973
TotalPLN3,769,500,000$1,175,965,933
ProductVolume
SEK
USD
Equivalent
IRS SEK13,848,725,000 $1,981,786,634
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
TotalSEK13,848,725,000$1,981,786,634
ProductVolume
SGD
USD
Equivalent
IRS SGD309,500,000 $247,837,924
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD309,500,000$247,837,924
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,699,000,000 $721,860,203
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR7,699,000,000$721,860,203
ProductUSD
Equivalent
IRS$125,124,462,190
OIS$222,549,715,805
Basis$385,292,400
Zeroes$2,927,172,885
FRAs$5,879,753,201
Total$356,866,396,481
Show:
ProductUSD
Equivalent
IRS $263,558,567,718
OIS $31,639,700,000
Basis $1,400,000,000
Zeroes $1,908,253,206
FRAs $1,000,000,000
Total$299,506,520,924
ProductVolume
EUR
USD
Equivalent
IRS €139,302,209,500 $183,517,038,188
OIS €212,482,698,000 $280,008,585,660
Basis €0 $0
Zeroes €8,944,000,000 $11,789,243,600
FRAs €149,378,000,000 $196,919,040,100
Total€510,106,907,500$672,233,907,548
ProductVolume
GBP
USD
Equivalent
IRS £26,226,678,500 $43,442,270,525
OIS £140,018,300,000 $232,308,244,535
Basis £0 $0
Zeroes £267,657,641 $443,708,591
FRAs £4,000,000,000 $6,630,600,000
Total£170,512,636,141$282,824,823,651
ProductVolume
JPY
USD
Equivalent
IRS ¥5,967,069,874,000 $57,383,516,641
OIS ¥0 $0
Basis ¥271,200,000,000 $2,605,938,311
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥6,238,269,874,000$59,989,454,952
ProductVolume
CHF
USD
Equivalent
IRS CHF6,571,157,000 $7,169,470,448
OIS CHF0 $0
Basis CHF44,000,000 $47,953,790
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,093,135,111
TotalCHF7,615,157,000$8,310,559,349
ProductVolume
AUD
USD
Equivalent
IRS $26,370,095,000 $24,589,577,819
OIS $0 $0
Basis $2,332,000,000 $2,171,005,700
Zeroes $0 $0
FRAs $0 $0
Total$28,702,095,000$26,760,583,519
ProductVolume
CAD
USD
Equivalent
IRS $23,145,987,000 $21,233,636,474
OIS $28,194,000,000 $25,761,895,043
Basis $0 $0
Zeroes $4,048,000,000 $3,723,431,430
FRAs $0 $0
Total$55,387,987,000$50,718,962,947
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK18,529,000,000 $881,645,647
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK18,529,000,000$881,645,647
ProductVolume
DKK
USD
Equivalent
IRS DKK3,784,000,000 $669,223,034
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK3,784,000,000$669,223,034
ProductVolume
HKD
USD
Equivalent
IRS HKD14,336,500,000 $1,849,804,087
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD14,336,500,000$1,849,804,087
ProductVolume
HUF
USD
Equivalent
IRS HUF851,830,000,000 $3,580,828,467
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,352,300,000,000 $5,663,005,429
TotalHUF2,204,130,000,000$9,243,833,896
ProductVolume
NOK
USD
Equivalent
IRS NOK2,200,414,000 $355,592,030
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK27,916,739,000 $4,517,410,969
TotalNOK30,117,153,000$4,873,002,999
ProductVolume
NZD
USD
Equivalent
IRS NZD12,651,971,095 $10,583,404,381
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD12,651,971,095$10,583,404,381
ProductVolume
PLN
USD
Equivalent
IRS PLN6,189,000,000 $1,939,710,317
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,544,000,000 $2,678,585,975
TotalPLN14,733,000,000$4,618,296,292
ProductVolume
SEK
USD
Equivalent
IRS SEK74,804,739,000 $10,731,287,182
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK136,360,513,000 $19,613,887,781
TotalSEK211,165,252,000$30,345,174,963
ProductVolume
SGD
USD
Equivalent
IRS SGD6,980,880,000 $5,588,266,968
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD6,980,880,000$5,588,266,968
ProductVolume
ZAR
USD
Equivalent
IRS ZAR21,127,000,000 $1,984,229,947
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR21,127,000,000$1,984,229,947
ProductUSD
Equivalent
IRS$639,058,069,873
OIS$569,718,425,238
Basis$6,224,897,801
Zeroes$17,864,636,827
FRAs$238,115,665,365
Total$1,470,981,695,104
Show:
ProductUSD
Equivalent
IRS $12,185,183,198,804
OIS $2,203,380,667,000
Basis $172,540,800,000
Zeroes $70,329,328,538
FRAs $584,346,900,000
Total$15,215,780,894,342
ProductVolume
EUR
USD
Equivalent
IRS €3,686,899,592,637 $5,029,472,960,644
OIS €25,873,945,200,829 $35,349,597,622,597
Basis €2,230,142,883 $3,031,403,172
Zeroes €337,276,736,122 $459,283,984,301
FRAs €2,751,979,456,800 $3,753,963,411,388
Total€32,652,331,129,271$44,595,349,382,102
ProductVolume
GBP
USD
Equivalent
IRS £1,060,446,592,148 $1,775,548,498,433
OIS £8,929,762,801,750 $15,054,800,221,347
Basis £85,686,660,000 $143,425,370,567
Zeroes £12,234,702,450 $20,513,257,111
FRAs £205,851,500,000 $345,851,554,575
Total£10,293,982,256,348$17,340,138,902,033
ProductVolume
JPY
USD
Equivalent
IRS ¥177,664,174,532,250 $1,734,375,623,252
OIS ¥0 $0
Basis ¥11,998,142,500,000 $116,991,155,209
Zeroes ¥840,000,000,000 $8,187,999,646
FRAs ¥0 $0
Total¥190,502,317,032,250$1,859,554,778,107
ProductVolume
CHF
USD
Equivalent
IRS CHF185,113,730,350 $205,560,783,711
OIS CHF21,695,000,000 $24,040,933,896
Basis CHF7,945,150,000 $8,759,911,904
Zeroes CHF1,984,000,000 $2,191,976,609
FRAs CHF7,010,000,000 $7,772,199,515
TotalCHF223,747,880,350$248,325,805,635
ProductVolume
AUD
USD
Equivalent
IRS $1,069,010,474,602 $986,463,166,036
OIS $0 $0
Basis $51,568,000,000 $47,563,823,488
Zeroes $19,242,854,146 $17,822,909,701
FRAs $0 $0
Total$1,139,821,328,748$1,051,849,899,225
ProductVolume
CAD
USD
Equivalent
IRS $1,085,803,453,740 $994,451,864,596
OIS $718,740,533,332 $654,953,889,783
Basis $634,000,000 $589,065,018
Zeroes $193,544,450,000 $178,030,722,783
FRAs $0 $0
Total$1,998,722,437,072$1,828,025,542,180
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK225,281,457,634 $11,153,787,850
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK230,340,000,000 $11,314,399,766
TotalCZK457,621,457,634$22,567,858,701
ProductVolume
DKK
USD
Equivalent
IRS DKK133,289,980,000 $24,305,066,702
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK138,789,980,000$25,315,028,580
ProductVolume
HKD
USD
Equivalent
IRS HKD476,992,599,533 $61,506,241,343
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD477,792,599,533$61,609,444,511
ProductVolume
HUF
USD
Equivalent
IRS HUF10,615,212,817,000 $46,568,448,944
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF116,000,000,000 $516,471,988
FRAs HUF27,593,220,000,000 $121,353,228,581
TotalHUF38,324,432,817,000$168,438,149,513
ProductVolume
NOK
USD
Equivalent
IRS NOK209,380,761,653 $34,293,870,798
OIS NOK0 $0
Basis NOK495,000,000 $79,111,395
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,126,230,217,001 $185,313,513,108
TotalNOK1,337,986,978,654$219,998,979,192
ProductVolume
NZD
USD
Equivalent
IRS NZD566,279,703,522 $483,025,420,554
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD13,188,700,000 $11,245,729,180
FRAs NZD0 $0
TotalNZD579,468,403,522$494,271,149,734
ProductVolume
PLN
USD
Equivalent
IRS PLN161,759,049,514 $52,772,086,178
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,080,000,000 $681,949,917
FRAs PLN219,649,000,000 $71,809,189,290
TotalPLN383,488,049,514$125,263,225,385
ProductVolume
SEK
USD
Equivalent
IRS SEK1,672,099,138,199 $250,867,038,412
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK32,880,000,000 $4,796,327,768
FRAs SEK3,059,910,139,000 $457,380,310,018
TotalSEK4,764,889,277,199$713,043,676,198
ProductVolume
SGD
USD
Equivalent
IRS SGD131,573,965,899 $104,890,183,564
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD131,573,965,899$104,890,183,564
ProductVolume
ZAR
USD
Equivalent
IRS ZAR651,459,140,000 $60,634,178,237
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR651,459,140,000$60,634,178,237
ProductUSD
Equivalent
IRS$24,041,072,418,058
OIS$53,286,773,334,623
Basis$493,083,843,921
Zeroes$774,105,736,367
FRAs$5,540,021,744,270
Total$84,135,057,077,239
Show:
ProductUSD
Equivalent
IRS $2,435,133,404,060
OIS $579,202,299,000
Basis $191,576,000,000
Zeroes $42,676,259,275
FRAs $120,665,100,000
Total$3,369,253,062,335
ProductVolume
EUR
USD
Equivalent
IRS €1,140,110,264,262 $1,497,363,815,568
OIS €1,496,938,401,613 $1,966,004,049,758
Basis €4,966,142,883 $6,522,283,756
Zeroes €164,220,384,478 $215,678,841,953
FRAs €333,311,800,000 $437,755,052,530
Total€3,139,546,993,236$4,123,324,043,565
ProductVolume
GBP
USD
Equivalent
IRS £317,757,725,588 $527,541,376,022
OIS £1,591,907,310,000 $2,642,884,516,062
Basis £33,106,210,000 $54,962,929,842
Zeroes £14,521,887,749 $24,109,238,042
FRAs £104,969,500,000 $174,270,363,900
Total£2,062,262,633,337$3,423,768,423,868
ProductVolume
JPY
USD
Equivalent
IRS ¥46,325,699,984,500 $445,011,527,229
OIS ¥0 $0
Basis ¥2,870,242,500,000 $27,571,974,063
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥49,195,942,484,500$472,583,501,292
ProductVolume
CHF
USD
Equivalent
IRS CHF131,287,101,750 $142,944,201,372
OIS CHF21,395,000,000 $23,294,681,256
Basis CHF7,986,650,000 $8,695,791,823
Zeroes CHF1,984,000,000 $2,160,161,141
FRAs CHF7,010,000,000 $7,632,424,193
TotalCHF169,662,751,750$184,727,259,785
ProductVolume
AUD
USD
Equivalent
IRS $1,215,898,264,437 $1,135,284,209,505
OIS $0 $0
Basis $109,856,500,000 $102,573,014,050
Zeroes $7,491,854,146 $6,995,144,216
FRAs $0 $0
Total$1,333,246,618,583$1,244,852,367,771
ProductVolume
CAD
USD
Equivalent
IRS $429,022,448,747 $394,485,263,893
OIS $228,711,100,000 $210,299,388,534
Basis $3,731,500,000 $3,431,106,616
Zeroes $78,252,250,000 $71,952,783,780
FRAs $0 $0
Total$739,717,298,747$680,168,542,823
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK225,730,915,268 $10,686,498,853
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK5,000,000,000 $236,708,801
TotalCZK230,730,915,268$10,923,207,654
ProductVolume
DKK
USD
Equivalent
IRS DKK162,950,199,823 $28,729,638,447
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $88,154,659
FRAs DKK1,000,000,000 $176,309,317
TotalDKK164,450,199,823$28,994,102,423
ProductVolume
HKD
USD
Equivalent
IRS HKD138,769,520,000 $17,905,282,444
OIS HKD0 $0
Basis HKD800,000,000 $103,223,143
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD139,569,520,000$18,008,505,587
ProductVolume
HUF
USD
Equivalent
IRS HUF4,476,758,337,000 $18,671,442,191
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,095,600,000,000 $37,935,478,489
TotalHUF13,572,358,337,000$56,606,920,680
ProductVolume
NOK
USD
Equivalent
IRS NOK151,360,299,053 $24,438,572,544
OIS NOK0 $0
Basis NOK495,000,000 $79,922,499
Zeroes NOK1,371,000,000 $221,361,104
FRAs NOK659,120,217,001 $106,421,283,120
TotalNOK812,346,516,054$131,161,139,267
ProductVolume
NZD
USD
Equivalent
IRS NZD549,690,883,506 $459,788,939,509
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,617,700,000 $3,862,475,165
FRAs NZD0 $0
TotalNZD554,308,583,506$463,651,414,674
ProductVolume
PLN
USD
Equivalent
IRS PLN52,687,848,000 $16,436,958,305
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN67,031,500,000 $20,911,728,462
TotalPLN119,719,348,000$37,348,686,767
ProductVolume
SEK
USD
Equivalent
IRS SEK1,071,207,842,899 $153,292,478,949
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK19,680,000,000 $2,816,256,440
FRAs SEK2,232,418,139,000 $319,464,530,481
TotalSEK3,323,305,981,899$475,573,265,870
ProductVolume
SGD
USD
Equivalent
IRS SGD98,568,115,900 $78,930,265,775
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD98,568,115,900$78,930,265,775
ProductVolume
ZAR
USD
Equivalent
IRS ZAR183,356,890,000 $17,191,588,768
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR183,356,890,000$17,191,588,768
ProductUSD
Equivalent
IRS$7,403,835,463,434
OIS$5,421,684,934,610
Basis$395,516,245,792
Zeroes$370,560,675,775
FRAs$1,225,468,979,293
Total$14,817,066,298,904

Figures as of COB Aug 29, 2014.

Notional Outstanding by Product

As of COB Aug 29, 2014

Daily Notional by Tenor
 

As of COB Aug 29, 2014

Notional Outstanding by Tenor
 

As of COB Aug 29, 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
$259,124,771,994
$2,297,296,158,101
$104,613,352,535,257
$115,352,869,585,327
EUR
€284,820,479,006
€2,710,605,240,494
€171,156,034,496,724
€131,652,352,954,666
GBP
£313,521,266,990
£698,771,366,688
£42,978,873,334,996
£42,617,362,251,646
JPY
¥6,806,619,920,000
¥28,213,371,848,000
¥1,000,710,216,971,329
¥2,118,207,201,892,421
CHF
CHF2,731,230,000
CHF33,458,264,000
CHF2,883,109,626,364
CHF4,256,707,884,820
AUD
$108,732,292,000
$226,515,759,012
$4,247,162,842,766
$8,636,220,930,791
CAD
$13,823,550,000
$161,657,736,000
$7,824,921,153,948
$9,730,338,074,861
Other*
Show All
Hide
$39,022,515,845
$293,425,709,708
$10,744,656,134,653
$15,252,897,382,051
CZK
CZK26,045,230,000
CZK128,603,250,000
CZK2,969,063,934,772
CZK8,171,696,732,146
DKK
DKK4,400,000,000
DKK89,022,000,000
DKK1,684,306,103,104
DKK2,528,150,120,710
HKD
HKD1,740,000,000
HKD84,115,200,000
HKD2,822,669,300,812
HKD7,057,923,049,432
HUF
HUF538,920,000,000
HUF7,468,576,000,000
HUF223,066,012,508,744
HUF185,082,259,675,454
NOK
NOK9,506,000,000
NOK214,320,684,000
NOK8,117,871,639,692
NOK10,794,860,116,548
NZD
NZD8,272,755,498
NZD31,003,201,111
NZD1,522,240,359,932
NZD2,692,103,502,611
PLN
PLN17,555,000,000
PLN55,547,000,000
PLN4,087,053,679,028
PLN4,424,490,991,710
SEK
SEK88,805,850,000
SEK803,451,104,000
SEK26,498,201,603,190
SEK37,288,642,786,650
SGD
SGD6,155,384,318
SGD29,742,144,318
SGD648,178,487,441
SGD1,067,888,029,291
ZAR
ZAR31,708,000,000
ZAR129,558,053,724
ZAR4,840,360,420,046
ZAR12,493,737,778,758
Total in USD$1,375,317,474,630$7,988,714,359,396$445,244,216,599,417$416,257,871,503,226

Figures as of COB Aug 29, 2014. Weekly figures as of COB Aug 29, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $198,522,371,994
OIS $42,450,400,000
Basis $8,182,000,000
Zeroes $4,000,000
FRAs $9,966,000,000
Total$259,124,771,994
ProductVolume
EUR
USD
Equivalent
IRS €181,913,233,006 $238,915,744,568
OIS €69,903,246,000 $91,807,428,134
Basis €0 $0
Zeroes €304,000,000 $399,258,400
FRAs €32,700,000,000 $42,946,545,000
Total€284,820,479,006$374,068,976,102
ProductVolume
GBP
USD
Equivalent
IRS £24,575,063,434 $40,799,520,313
OIS £282,580,800,000 $469,140,644,160
Basis £2,739,400,000 $4,547,951,880
Zeroes £126,003,556 $209,191,103
FRAs £3,500,000,000 $5,810,700,000
Total£313,521,266,990$520,508,007,456
ProductVolume
JPY
USD
Equivalent
IRS ¥6,575,859,920,000 $63,168,683,189
OIS ¥214,000,000,000 $2,055,715,658
Basis ¥16,760,000,000 $160,999,039
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥6,806,619,920,000$65,385,397,886
ProductVolume
CHF
USD
Equivalent
IRS CHF2,631,230,000 $2,864,859,274
OIS CHF0 $0
Basis CHF100,000,000 $108,879,090
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF2,731,230,000$2,973,738,364
ProductVolume
AUD
USD
Equivalent
IRS $97,987,292,000 $91,490,734,540
OIS $0 $0
Basis $10,745,000,000 $10,032,606,500
Zeroes $0 $0
FRAs $0 $0
Total$108,732,292,000$101,523,341,040
ProductVolume
CAD
USD
Equivalent
IRS $6,079,550,000 $5,590,133,787
OIS $548,000,000 $503,884,879
Basis $1,300,000,000 $1,195,347,340
Zeroes $5,896,000,000 $5,421,359,937
FRAs $0 $0
Total$13,823,550,000$12,710,725,943
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK26,045,230,000 $1,233,027,032
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK26,045,230,000$1,233,027,032
ProductVolume
DKK
USD
Equivalent
IRS DKK4,400,000,000 $775,760,995
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK4,400,000,000$775,760,995
ProductVolume
HKD
USD
Equivalent
IRS HKD1,740,000,000 $224,510,335
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,740,000,000$224,510,335
ProductVolume
HUF
USD
Equivalent
IRS HUF281,320,000,000 $1,173,315,538
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF257,600,000,000 $1,074,385,336
TotalHUF538,920,000,000$2,247,700,874
ProductVolume
NOK
USD
Equivalent
IRS NOK9,506,000,000 $1,534,834,908
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK9,506,000,000$1,534,834,908
ProductVolume
NZD
USD
Equivalent
IRS NZD8,272,755,498 $6,919,746,336
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD8,272,755,498$6,919,746,336
ProductVolume
PLN
USD
Equivalent
IRS PLN9,135,000,000 $2,849,833,877
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,420,000,000 $2,626,776,272
TotalPLN17,555,000,000$5,476,610,149
ProductVolume
SEK
USD
Equivalent
IRS SEK48,805,850,000 $6,984,237,264
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK40,000,000,000 $5,724,098,454
TotalSEK88,805,850,000$12,708,335,718
ProductVolume
SGD
USD
Equivalent
IRS SGD6,155,384,318 $4,929,039,332
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD6,155,384,318$4,929,039,332
ProductVolume
ZAR
USD
Equivalent
IRS ZAR31,708,000,000 $2,972,950,166
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR31,708,000,000$2,972,950,166
ProductUSD
Equivalent
IRS$670,949,303,448
OIS$605,958,072,831
Basis$24,227,783,849
Zeroes$6,033,809,440
FRAs$68,148,505,062
Total$1,375,317,474,630
Show:
ProductUSD
Equivalent
IRS $1,090,769,431,690
OIS $326,483,600,000
Basis $51,206,000,000
Zeroes $4,301,126,411
FRAs $824,536,000,000
Total$2,297,296,158,101
ProductVolume
EUR
USD
Equivalent
IRS €924,826,331,532 $1,218,248,989,411
OIS €935,541,986,000 $1,232,783,186,060
Basis €0 $0
Zeroes €17,944,922,962 $23,653,571,115
FRAs €832,292,000,000 $1,097,334,090,200
Total€2,710,605,240,494$3,572,019,836,786
ProductVolume
GBP
USD
Equivalent
IRS £130,971,679,334 $217,042,603,752
OIS £432,536,400,000 $717,428,355,130
Basis £13,584,900,000 $22,519,771,180
Zeroes £782,387,354 $1,297,226,607
FRAs £120,896,000,000 $200,413,367,400
Total£698,771,366,688$1,158,701,324,069
ProductVolume
JPY
USD
Equivalent
IRS ¥27,057,231,848,000 $260,193,007,027
OIS ¥322,000,000,000 $3,096,919,404
Basis ¥834,140,000,000 $8,020,671,013
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥28,213,371,848,000$271,310,597,444
ProductVolume
CHF
USD
Equivalent
IRS CHF28,848,464,000 $31,490,616,165
OIS CHF0 $0
Basis CHF2,609,800,000 $2,850,014,401
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $2,186,270,223
TotalCHF33,458,264,000$36,526,900,789
ProductVolume
AUD
USD
Equivalent
IRS $199,789,259,012 $186,368,129,415
OIS $0 $0
Basis $26,726,500,000 $24,915,516,050
Zeroes $0 $0
FRAs $0 $0
Total$226,515,759,012$211,283,645,465
ProductVolume
CAD
USD
Equivalent
IRS $77,860,234,000 $71,445,495,796
OIS $74,188,000,000 $67,867,582,461
Basis $1,500,000,000 $1,377,954,051
Zeroes $8,109,502,000 $7,459,154,726
FRAs $0 $0
Total$161,657,736,000$148,150,187,034
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK128,603,250,000 $6,117,131,249
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK128,603,250,000$6,117,131,249
ProductVolume
DKK
USD
Equivalent
IRS DKK13,768,000,000 $2,433,102,910
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK75,254,000,000 $13,312,039,811
TotalDKK89,022,000,000$15,745,142,721
ProductVolume
HKD
USD
Equivalent
IRS HKD84,115,200,000 $10,853,191,948
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD84,115,200,000$10,853,191,948
ProductVolume
HUF
USD
Equivalent
IRS HUF3,171,476,000,000 $13,301,618,389
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,297,100,000,000 $17,997,694,202
TotalHUF7,468,576,000,000$31,299,312,591
ProductVolume
NOK
USD
Equivalent
IRS NOK48,487,206,000 $7,842,490,062
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK165,833,478,000 $26,833,201,781
TotalNOK214,320,684,000$34,675,691,843
ProductVolume
NZD
USD
Equivalent
IRS NZD31,003,201,111 $25,938,827,080
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD31,003,201,111$25,938,827,080
ProductVolume
PLN
USD
Equivalent
IRS PLN32,149,000,000 $10,069,366,019
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN23,398,000,000 $7,327,400,748
TotalPLN55,547,000,000$17,396,766,767
ProductVolume
SEK
USD
Equivalent
IRS SEK278,730,078,000 $40,006,836,297
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK524,721,026,000 $75,407,721,115
TotalSEK803,451,104,000$115,414,557,412
ProductVolume
SGD
USD
Equivalent
IRS SGD29,742,144,318 $23,811,160,750
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD29,742,144,318$23,811,160,750
ProductVolume
ZAR
USD
Equivalent
IRS ZAR129,558,053,724 $12,173,927,347
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR129,558,053,724$12,173,927,347
ProductUSD
Equivalent
IRS$3,228,105,925,307
OIS$2,347,659,643,055
Basis$110,889,926,695
Zeroes$36,711,078,859
FRAs$2,265,347,785,480
Total$7,988,714,359,396
Show:
ProductUSD
Equivalent
IRS $47,795,361,197,665
OIS $10,649,021,400,354
Basis $1,893,349,197,400
Zeroes $189,950,939,838
FRAs $44,085,669,800,000
Total$104,613,352,535,257
ProductVolume
EUR
USD
Equivalent
IRS €31,082,800,664,662 $42,402,492,913,305
OIS €84,027,547,496,936 $114,760,111,692,600
Basis €84,746,615,767 $114,866,512,914
Zeroes €719,712,605,759 $980,116,016,214
FRAs €55,241,227,113,600 $75,416,347,072,635
Total€171,156,034,496,724$233,673,934,207,668
ProductVolume
GBP
USD
Equivalent
IRS £5,597,746,696,864 $9,368,283,987,335
OIS £23,881,412,062,211 $40,203,478,523,900
Basis £884,914,060,000 $1,479,006,669,837
Zeroes £66,933,515,921 $112,065,510,550
FRAs £12,547,867,000,000 $21,009,771,483,200
Total£42,978,873,334,996$72,172,606,174,822
ProductVolume
JPY
USD
Equivalent
IRS ¥933,723,929,971,329 $9,114,793,924,541
OIS ¥2,303,882,000,000 $22,353,010,037
Basis ¥63,002,405,000,000 $614,696,547,972
Zeroes ¥1,680,000,000,000 $16,375,999,293
FRAs ¥0 $0
Total¥1,000,710,216,971,329$9,768,219,481,843
ProductVolume
CHF
USD
Equivalent
IRS CHF1,155,759,375,064 $1,289,738,679,654
OIS CHF110,430,000,000 $123,650,712,966
Basis CHF115,855,900,000 $129,654,666,226
Zeroes CHF4,108,351,300 $4,540,597,945
FRAs CHF1,496,956,000,000 $1,665,539,179,243
TotalCHF2,883,109,626,364$3,213,123,836,034
ProductVolume
AUD
USD
Equivalent
IRS $3,930,090,734,475 $3,620,083,402,568
OIS $0 $0
Basis $283,886,400,000 $261,139,898,715
Zeroes $33,185,708,291 $30,616,214,402
FRAs $0 $0
Total$4,247,162,842,766$3,911,839,515,685
ProductVolume
CAD
USD
Equivalent
IRS $4,730,020,041,896 $4,325,598,175,824
OIS $2,660,612,608,498 $2,421,861,940,479
Basis $79,567,072,554 $72,742,259,878
Zeroes $354,721,431,000 $326,282,337,274
FRAs $0 $0
Total$7,824,921,153,948$7,146,484,713,455
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,972,091,934,772 $97,726,003,719
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK992,972,000,000 $49,145,506,631
TotalCZK2,969,063,934,772$147,070,852,521
ProductVolume
DKK
USD
Equivalent
IRS DKK585,990,103,104 $107,029,256,845
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK1,096,436,000,000 $199,959,713,371
TotalDKK1,684,306,103,104$307,332,927,782
ProductVolume
HKD
USD
Equivalent
IRS HKD2,817,469,300,812 $363,290,348,823
OIS HKD0 $0
Basis HKD5,200,000,000 $670,656,230
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,822,669,300,812$363,961,005,053
ProductVolume
HUF
USD
Equivalent
IRS HUF62,553,384,087,692 $275,731,768,184
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF232,000,000,000 $1,032,943,976
FRAs HUF160,280,628,421,052 $709,456,858,331
TotalHUF223,066,012,508,744$986,221,570,491
ProductVolume
NOK
USD
Equivalent
IRS NOK1,622,387,805,690 $267,298,130,955
OIS NOK0 $0
Basis NOK16,645,400,000 $2,776,695,956
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK6,475,076,434,002 $1,065,713,912,657
TotalNOK8,117,871,639,692$1,336,413,707,350
ProductVolume
NZD
USD
Equivalent
IRS NZD1,499,462,959,932 $1,277,266,793,271
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD22,377,400,000 $19,048,858,360
FRAs NZD0 $0
TotalNZD1,522,240,359,932$1,296,656,541,631
ProductVolume
PLN
USD
Equivalent
IRS PLN1,331,570,679,028 $435,113,593,276
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,160,000,000 $1,363,899,833
FRAs PLN2,751,323,000,000 $899,373,374,339
TotalPLN4,087,053,679,028$1,335,850,867,448
ProductVolume
SEK
USD
Equivalent
IRS SEK7,424,698,325,190 $1,122,050,868,308
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK69,014,000,000 $10,071,797,968
FRAs SEK19,004,489,278,000 $2,871,456,320,834
TotalSEK26,498,201,603,190$4,003,578,987,110
ProductVolume
SGD
USD
Equivalent
IRS SGD648,178,487,441 $516,003,798,674
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD648,178,487,441$516,003,798,674
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,840,360,420,046 $451,565,876,593
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR4,840,360,420,046$451,565,876,593
ProductUSD
Equivalent
IRS$122,829,428,719,540
OIS$168,180,477,280,336
Basis$4,569,402,104,996
Zeroes$1,692,475,273,304
FRAs$147,972,433,221,241
Total$445,244,216,599,417
Show:
ProductUSD
Equivalent
IRS $66,409,961,991,216
OIS $11,650,834,039,776
Basis $7,223,649,631,400
Zeroes $220,620,522,935
FRAs $29,847,803,400,000
Total$115,352,869,585,327
ProductVolume
EUR
USD
Equivalent
IRS €63,712,450,946,053 $83,676,747,449,999
OIS €32,292,227,236,190 $42,410,996,640,650
Basis €321,611,698,175 $422,388,723,798
Zeroes €746,636,317,448 $980,594,807,520
FRAs €34,579,426,756,800 $45,414,890,131,043
Total€131,652,352,954,666$172,905,617,753,010
ProductVolume
GBP
USD
Equivalent
IRS £11,829,976,814,852 $19,640,127,508,018
OIS £17,473,119,308,043 $29,008,872,675,213
Basis £2,226,090,133,720 $3,695,754,840,002
Zeroes £154,036,995,030 $255,732,219,151
FRAs £10,934,139,000,000 $18,152,857,567,800
Total£42,617,362,251,645$70,753,344,810,184
ProductVolume
JPY
USD
Equivalent
IRS ¥1,935,222,189,892,421 $18,590,030,642,578
OIS ¥2,303,882,000,000 $22,131,431,316
Basis ¥173,788,530,000,000 $1,669,438,328,530
Zeroes ¥6,130,000,000,000 $58,885,686,840
FRAs ¥762,600,000,000 $7,325,648,415
Total¥2,118,207,201,892,421$20,347,811,737,679
ProductVolume
CHF
USD
Equivalent
IRS CHF2,778,632,953,520 $3,025,350,267,864
OIS CHF166,432,680,000 $181,210,387,065
Basis CHF362,899,900,000 $395,122,107,899
Zeroes CHF4,108,351,300 $4,473,135,500
FRAs CHF944,634,000,000 $1,028,508,900,866
TotalCHF4,256,707,884,820$4,634,664,799,194
ProductVolume
AUD
USD
Equivalent
IRS $8,035,552,922,500 $7,502,795,763,739
OIS $0 $0
Basis $584,784,300,000 $546,013,100,910
Zeroes $15,883,708,291 $14,830,618,431
FRAs $0 $0
Total$8,636,220,930,791$8,063,639,483,080
ProductVolume
CAD
USD
Equivalent
IRS $7,653,734,911,514 $7,037,593,592,491
OIS $1,611,547,741,834 $1,481,814,851,578
Basis $224,214,622,554 $206,164,886,722
Zeroes $240,840,798,958 $221,452,621,910
FRAs $0 $0
Total$9,730,338,074,860$8,947,025,952,701
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,400,006,732,146 $350,329,343,945
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $568,101,122
FRAs CZK759,690,000,000 $35,965,061,781
TotalCZK8,171,696,732,146$386,862,506,848
ProductVolume
DKK
USD
Equivalent
IRS DKK1,629,898,120,710 $287,366,224,549
OIS DKK0 $0
Basis DKK1,930,000,000 $340,276,982
Zeroes DKK1,000,000,000 $176,309,317
FRAs DKK895,322,000,000 $157,853,610,374
TotalDKK2,528,150,120,710$445,736,421,222
ProductVolume
HKD
USD
Equivalent
IRS HKD7,048,983,049,432 $909,522,728,372
OIS HKD0 $0
Basis HKD8,940,000,000 $1,153,518,619
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,057,923,049,432$910,676,246,991
ProductVolume
HUF
USD
Equivalent
IRS HUF99,148,322,149,138 $413,522,916,811
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF209,500,000,000 $873,772,235
FRAs HUF85,724,437,526,316 $357,535,242,952
TotalHUF185,082,259,675,454$771,931,931,998
ProductVolume
NOK
USD
Equivalent
IRS NOK4,917,480,282,547 $793,974,373,544
OIS NOK0 $0
Basis NOK20,211,400,000 $3,263,324,453
Zeroes NOK4,622,000,000 $746,266,247
FRAs NOK5,852,546,434,002 $944,949,775,410
TotalNOK10,794,860,116,549$1,742,933,739,654
ProductVolume
NZD
USD
Equivalent
IRS NZD2,681,328,102,611 $2,242,796,891,429
OIS NZD0 $0
Basis NZD400,000,000 $334,580,000
Zeroes NZD10,375,400,000 $8,678,503,330
FRAs NZD0 $0
TotalNZD2,692,103,502,611$2,251,809,974,759
ProductVolume
PLN
USD
Equivalent
IRS PLN2,395,838,991,710 $747,426,723,770
OIS PLN0 $0
Basis PLN674,000,000 $210,266,889
Zeroes PLN4,260,000,000 $1,328,986,570
FRAs PLN2,023,718,000,000 $631,336,629,802
TotalPLN4,424,490,991,710$1,380,302,607,031
ProductVolume
SEK
USD
Equivalent
IRS SEK19,104,897,448,650 $2,733,957,848,977
OIS SEK0 $0
Basis SEK500,000,000 $71,551,231
Zeroes SEK59,904,660,000 $8,572,504,293
FRAs SEK18,123,340,678,000 $2,593,494,659,130
TotalSEK37,288,642,786,650$5,336,096,563,631
ProductVolume
SGD
USD
Equivalent
IRS SGD1,067,888,029,291 $855,131,349,529
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,067,888,029,291$855,131,349,529
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,493,737,778,758 $1,171,416,040,388
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR12,493,737,778,758$1,171,416,040,388
ProductUSD
Equivalent
IRS$216,388,051,657,219
OIS$84,755,860,025,598
Basis$14,163,905,137,435
Zeroes$1,777,534,055,401
FRAs$99,172,520,627,573
Total$416,257,871,503,226

Figures as of COB Aug 29, 2014.

Notional Outstanding by Product

As of COB Aug 29, 2014

Daily Notional by Tenor

As of COB Aug 29, 2014

Notional Outstanding by Currency

As of COB Aug 29, 2014. *Other: ZAR, CZK, HKD, NZD, DKK, HUF, SGD, PLN, SEK, NOK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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

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

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

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

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