Daily Volumes

  • Client Notional Cleared (USD)
    $208,021,241,029,304
    Notional Outstanding (USD)
    $332,393,967,637,665
    As of COB Mar 5, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $402,065,000,000,000
    Trades Compressed
    3,889,130
  • 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 Mar 5, 2015. *Other: CZK, ZAR, NZD, HKD, DKK, SGD, HUF, PLN, SEK, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$54,101,329,051
$676,405,883,511
$4,682,828,969,703
$4,012,824,981,814
EUR
€210,608,813,200
€451,269,719,730
€6,040,605,396,160
€3,979,018,475,078
GBP
£11,763,469,141
£152,097,181,909
£1,241,857,704,840
£879,620,866,450
JPY
¥1,042,258,755,000
¥4,457,219,205,231
¥71,233,459,180,454
¥49,787,381,689,016
CHF
CHF1,451,000,000
CHF9,091,936,000
CHF146,785,018,000
CHF178,222,607,488
AUD
$18,038,070,000
$30,542,014,000
$478,409,124,903
$1,141,156,909,464
CAD
$6,083,910,000
$89,080,317,460
$590,526,361,449
$847,059,088,072
Other*
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$40,114,636,012
$77,373,408,073
$738,332,679,356
$1,667,391,496,757
CZK
CZK1,206,000,000
CZK57,747,520,000
CZK407,831,110,000
CZK541,013,795,268
DKK
DKK1,035,000,000
DKK20,831,500,000
DKK183,533,014,054
DKK402,731,806,317
HKD
HKD7,410,000,000
HKD14,848,100,000
HKD114,603,630,505
HKD251,341,300,000
HUF
HUF198,717,480,000
HUF1,053,903,350,000
HUF14,348,593,111,000
HUF18,702,967,660,000
NOK
NOK13,085,000,000
NOK71,199,285,000
NOK595,674,984,186
NOK1,420,757,739,159
NZD
NZD6,016,300,000
NZD15,341,990,000
NZD252,083,263,247
NZD866,769,198,001
PLN
PLN30,518,060,000
PLN24,368,920,000
PLN217,344,360,000
PLN215,115,027,000
SEK
SEK172,736,550,000
SEK229,418,244,000
SEK1,790,984,715,771
SEK3,494,141,045,728
SGD
SGD3,078,411,384
SGD10,881,390,000
SGD72,630,771,462
SGD200,277,874,121
ZAR
ZAR11,646,300,000
ZAR35,265,000,000
ZAR331,294,434,482
ZAR378,235,232,000
Total in USD$373,440,913,094$1,640,609,716,526$15,819,613,086,127$13,569,588,503,597

Figures as of COB Mar 5, 2015. Weekly figures as of COB Feb 27, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $29,988,693,500
OIS $18,014,050,000
Basis $1,078,500,000
Zeroes $20,085,551
FRAs $5,000,000,000
Total$54,101,329,051
ProductVolume
EUR
USD
Equivalent
IRS €19,565,853,200 $21,577,222,909
OIS €158,626,560,000 $174,933,370,368
Basis €0 $0
Zeroes €16,400,000 $18,085,920
FRAs €32,400,000,000 $35,730,720,000
Total€210,608,813,200$232,259,399,197
ProductVolume
GBP
USD
Equivalent
IRS £11,558,789,141 $17,605,191,741
OIS £181,680,000 $276,716,808
Basis £23,000,000 $35,031,300
Zeroes £0 $0
FRAs £0 $0
Total£11,763,469,141$17,916,939,849
ProductVolume
JPY
USD
Equivalent
IRS ¥1,034,738,755,000 $8,612,057,886
OIS ¥0 $0
Basis ¥7,520,000,000 $62,588,431
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,042,258,755,000$8,674,646,317
ProductVolume
CHF
USD
Equivalent
IRS CHF1,451,000,000 $1,489,274,351
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,451,000,000$1,489,274,351
ProductVolume
AUD
USD
Equivalent
IRS $18,038,070,000 $14,020,089,908
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$18,038,070,000$14,020,089,908
ProductVolume
CAD
USD
Equivalent
IRS $4,033,910,000 $3,225,450,766
OIS $2,050,000,000 $1,639,147,643
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$6,083,910,000$4,864,598,409
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,206,000,000 $48,759,779
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK1,206,000,000$48,759,779
ProductVolume
DKK
USD
Equivalent
IRS DKK1,035,000,000 $153,129,161
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,035,000,000$153,129,161
ProductVolume
HKD
USD
Equivalent
IRS HKD7,410,000,000 $955,216,954
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,410,000,000$955,216,954
ProductVolume
HUF
USD
Equivalent
IRS HUF32,217,480,000 $116,235,158
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF166,500,000,000 $600,703,527
TotalHUF198,717,480,000$716,938,685
ProductVolume
NOK
USD
Equivalent
IRS NOK3,085,000,000 $399,120,254
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,000,000,000 $1,293,744,744
TotalNOK13,085,000,000$1,692,864,998
ProductVolume
NZD
USD
Equivalent
IRS NZD6,016,300,000 $4,500,493,215
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD6,016,300,000$4,500,493,215
ProductVolume
PLN
USD
Equivalent
IRS PLN16,740,060,000 $4,456,054,516
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN13,778,000,000 $3,667,580,589
TotalPLN30,518,060,000$8,123,635,105
ProductVolume
SEK
USD
Equivalent
IRS SEK47,136,550,000 $5,647,395,347
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK27,000,000,000 $3,234,850,119
FRAs SEK98,600,000,000 $11,813,193,396
TotalSEK172,736,550,000$20,695,438,862
ProductVolume
SGD
USD
Equivalent
IRS SGD3,078,411,384 $2,244,394,418
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD3,078,411,384$2,244,394,418
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,646,300,000 $983,764,835
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,646,300,000$983,764,835
ProductUSD
Equivalent
IRS$116,022,544,698
OIS$194,863,284,819
Basis$1,176,119,731
Zeroes$3,273,021,590
FRAs$58,105,942,256
Total$373,440,913,094
Show:
ProductUSD
Equivalent
IRS $326,231,557,235
OIS $253,091,575,000
Basis $6,285,000,000
Zeroes $5,497,751,276
FRAs $85,300,000,000
Total$676,405,883,511
ProductVolume
EUR
USD
Equivalent
IRS €87,172,574,556 $98,364,937,417
OIS €280,440,640,000 $316,193,110,648
Basis €0 $0
Zeroes €2,323,505,174 $2,621,912,993
FRAs €81,333,000,000 $91,968,098,850
Total€451,269,719,730$509,148,059,908
ProductVolume
GBP
USD
Equivalent
IRS £22,734,998,061 $35,149,626,798
OIS £126,352,850,000 $195,770,852,630
Basis £1,937,000,000 $3,001,113,090
Zeroes £1,072,333,848 $1,657,373,356
FRAs £0 $0
Total£152,097,181,909$235,578,965,874
ProductVolume
JPY
USD
Equivalent
IRS ¥4,078,219,205,231 $34,227,706,810
OIS ¥277,300,000,000 $2,323,848,408
Basis ¥101,700,000,000 $854,288,402
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥4,457,219,205,231$37,405,843,620
ProductVolume
CHF
USD
Equivalent
IRS CHF8,372,936,000 $8,807,504,972
OIS CHF0 $0
Basis CHF429,000,000 $451,932,831
Zeroes CHF290,000,000 $304,493,910
FRAs CHF0 $0
TotalCHF9,091,936,000$9,563,931,713
ProductVolume
AUD
USD
Equivalent
IRS $25,596,014,000 $20,013,250,351
OIS $0 $0
Basis $4,946,000,000 $3,866,897,950
Zeroes $0 $0
FRAs $0 $0
Total$30,542,014,000$23,880,148,301
ProductVolume
CAD
USD
Equivalent
IRS $55,765,631,460 $44,637,901,138
OIS $33,314,686,000 $26,615,574,388
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$89,080,317,460$71,253,475,526
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK53,147,520,000 $2,182,745,370
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,600,000,000 $187,060,307
TotalCZK57,747,520,000$2,369,805,677
ProductVolume
DKK
USD
Equivalent
IRS DKK15,831,500,000 $2,397,955,270
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK5,000,000,000 $756,130,619
TotalDKK20,831,500,000$3,154,085,889
ProductVolume
HKD
USD
Equivalent
IRS HKD14,848,100,000 $1,914,276,541
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD14,848,100,000$1,914,276,541
ProductVolume
HUF
USD
Equivalent
IRS HUF497,153,350,000 $1,844,549,095
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF556,750,000,000 $2,062,158,459
TotalHUF1,053,903,350,000$3,906,707,554
ProductVolume
NOK
USD
Equivalent
IRS NOK11,525,285,000 $1,517,821,483
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK59,674,000,000 $7,858,140,231
TotalNOK71,199,285,000$9,375,961,714
ProductVolume
NZD
USD
Equivalent
IRS NZD14,277,990,000 $10,755,911,831
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,064,000,000 $801,404,800
FRAs NZD0 $0
TotalNZD15,341,990,000$11,557,316,631
ProductVolume
PLN
USD
Equivalent
IRS PLN13,486,920,000 $3,654,747,913
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN10,882,000,000 $2,939,401,747
TotalPLN24,368,920,000$6,594,149,660
ProductVolume
SEK
USD
Equivalent
IRS SEK76,248,244,000 $9,104,200,671
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK153,170,000,000 $18,327,879,961
TotalSEK229,418,244,000$27,432,080,632
ProductVolume
SGD
USD
Equivalent
IRS SGD10,881,390,000 $8,013,185,534
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD10,881,390,000$8,013,185,534
ProductVolume
ZAR
USD
Equivalent
IRS ZAR35,265,000,000 $3,055,838,241
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR35,265,000,000$3,055,838,241
ProductUSD
Equivalent
IRS$611,873,716,670
OIS$793,994,961,074
Basis$14,459,232,273
Zeroes$10,882,936,335
FRAs$209,398,870,174
Total$1,640,609,716,526
Show:
ProductUSD
Equivalent
IRS $2,324,461,062,005
OIS $1,364,912,655,000
Basis $88,993,039,733
Zeroes $31,653,512,965
FRAs $872,808,700,000
Total$4,682,828,969,703
ProductVolume
EUR
USD
Equivalent
IRS €1,001,364,469,260 $1,147,769,125,310
OIS €3,918,482,256,000 $4,460,551,145,186
Basis €5,393,800,000 $6,195,283,560
Zeroes €51,204,870,900 $58,175,636,829
FRAs €1,064,160,000,000 $1,211,651,134,175
Total€6,040,605,396,160$6,884,342,325,060
ProductVolume
GBP
USD
Equivalent
IRS £266,817,225,304 $406,610,453,902
OIS £912,065,308,000 $1,392,724,395,720
Basis £12,519,050,000 $19,085,560,440
Zeroes £5,321,121,536 $8,159,221,864
FRAs £45,135,000,000 $68,647,817,000
Total£1,241,857,704,840$1,895,227,448,926
ProductVolume
JPY
USD
Equivalent
IRS ¥64,475,801,180,454 $545,121,756,948
OIS ¥3,984,338,000,000 $33,751,165,987
Basis ¥2,773,320,000,000 $23,493,031,523
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥71,233,459,180,454$602,365,954,458
ProductVolume
CHF
USD
Equivalent
IRS CHF130,297,518,000 $140,150,636,252
OIS CHF0 $0
Basis CHF4,782,000,000 $4,970,580,418
Zeroes CHF11,655,500,000 $12,623,122,418
FRAs CHF50,000,000 $49,009,998
TotalCHF146,785,018,000$157,793,349,086
ProductVolume
AUD
USD
Equivalent
IRS $466,201,724,903 $370,836,816,695
OIS $0 $0
Basis $11,007,400,000 $8,718,770,780
Zeroes $1,200,000,000 $938,100,000
FRAs $0 $0
Total$478,409,124,903$380,493,687,475
ProductVolume
CAD
USD
Equivalent
IRS $335,345,597,135 $270,512,170,552
OIS $251,529,186,000 $204,777,307,861
Basis $1,400,000,000 $1,126,130,370
Zeroes $2,251,578,314 $1,813,063,280
FRAs $0 $0
Total$590,526,361,449$478,228,672,063
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK291,921,110,000 $12,033,177,455
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK108,910,000,000 $4,521,468,366
TotalCZK407,831,110,000$16,839,744,542
ProductVolume
DKK
USD
Equivalent
IRS DKK127,670,514,054 $19,501,279,398
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK55,862,500,000 $8,631,150,030
TotalDKK183,533,014,054$28,132,429,428
ProductVolume
HKD
USD
Equivalent
IRS HKD114,103,630,505 $14,714,644,935
OIS HKD0 $0
Basis HKD500,000,000 $64,491,581
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD114,603,630,505$14,779,136,516
ProductVolume
HUF
USD
Equivalent
IRS HUF4,617,403,111,000 $17,040,390,778
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,731,190,000,000 $35,857,817,327
TotalHUF14,348,593,111,000$52,898,208,105
ProductVolume
NOK
USD
Equivalent
IRS NOK100,010,931,186 $13,084,803,299
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK8,651,000,000 $1,131,692,075
FRAs NOK487,013,053,000 $63,754,100,565
TotalNOK595,674,984,186$77,970,595,939
ProductVolume
NZD
USD
Equivalent
IRS NZD249,138,454,747 $187,676,799,188
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,944,808,500 $2,223,488,799
FRAs NZD0 $0
TotalNZD252,083,263,247$189,900,287,987
ProductVolume
PLN
USD
Equivalent
IRS PLN131,068,360,000 $35,517,478,032
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,720,000,000 $1,013,497,947
FRAs PLN82,556,000,000 $22,375,392,843
TotalPLN217,344,360,000$58,906,368,822
ProductVolume
SEK
USD
Equivalent
IRS SEK862,078,469,771 $104,118,360,256
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK27,500,000,000 $3,295,112,864
FRAs SEK901,406,246,000 $108,973,943,238
TotalSEK1,790,984,715,771$216,387,416,358
ProductVolume
SGD
USD
Equivalent
IRS SGD72,110,771,462 $53,574,658,701
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD520,000,000 $389,090,501
FRAs SGD0 $0
TotalSGD72,630,771,462$53,963,749,202
ProductVolume
ZAR
USD
Equivalent
IRS ZAR331,294,434,482 $28,554,742,457
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR331,294,434,482$28,554,742,457
ProductUSD
Equivalent
IRS$5,691,278,356,163
OIS$7,456,716,669,754
Basis$152,646,888,405
Zeroes$121,700,638,263
FRAs$2,397,270,533,542
Total$15,819,613,086,127
Show:
ProductUSD
Equivalent
IRS $2,669,905,144,512
OIS $821,196,548,080
Basis $254,097,694,423
Zeroes $54,121,194,798
FRAs $213,504,400,000
Total$4,012,824,981,813
ProductVolume
EUR
USD
Equivalent
IRS €1,305,918,801,538 $1,440,167,254,337
OIS €1,908,873,561,000 $2,105,105,763,071
Basis €29,851,742,883 $32,920,502,052
Zeroes €220,584,369,657 $243,260,442,857
FRAs €513,790,000,000 $566,607,612,000
Total€3,979,018,475,078$4,388,061,574,317
ProductVolume
GBP
USD
Equivalent
IRS £297,025,840,021 $452,400,056,936
OIS £504,989,175,000 $769,149,012,443
Basis £13,080,100,000 $19,922,300,310
Zeroes £16,596,051,429 $25,277,445,932
FRAs £47,929,700,000 $73,001,726,070
Total£879,620,866,450$1,339,750,541,691
ProductVolume
JPY
USD
Equivalent
IRS ¥46,410,393,689,016 $386,270,442,688
OIS ¥2,712,848,000,000 $22,578,843,113
Basis ¥642,940,000,000 $5,351,144,403
Zeroes ¥21,200,000,000 $176,446,109
FRAs ¥0 $0
Total¥49,787,381,689,016$414,376,876,313
ProductVolume
CHF
USD
Equivalent
IRS CHF160,204,557,488 $164,430,419,263
OIS CHF2,367,500,000 $2,429,949,707
Basis CHF12,018,050,000 $12,335,061,069
Zeroes CHF377,500,000 $387,457,662
FRAs CHF3,255,000,000 $3,340,860,105
TotalCHF178,222,607,488$182,923,747,806
ProductVolume
AUD
USD
Equivalent
IRS $1,051,012,309,464 $816,899,317,531
OIS $0 $0
Basis $87,455,600,000 $67,974,865,100
Zeroes $2,689,000,000 $2,090,025,250
FRAs $0 $0
Total$1,141,156,909,464$886,964,207,881
ProductVolume
CAD
USD
Equivalent
IRS $555,170,182,072 $443,905,314,894
OIS $215,166,804,000 $172,043,980,330
Basis $4,931,500,000 $3,943,149,562
Zeroes $71,790,602,000 $57,402,632,231
FRAs $0 $0
Total$847,059,088,072$677,295,077,017
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK498,413,795,268 $20,151,365,366
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK42,600,000,000 $1,722,360,361
TotalCZK541,013,795,268$21,873,725,727
ProductVolume
DKK
USD
Equivalent
IRS DKK344,132,306,317 $50,914,677,662
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK2,737,000,000 $404,941,559
FRAs DKK55,862,500,000 $8,264,906,051
TotalDKK402,731,806,317$59,584,525,272
ProductVolume
HKD
USD
Equivalent
IRS HKD247,541,300,000 $31,910,343,672
OIS HKD0 $0
Basis HKD3,800,000,000 $489,854,848
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD251,341,300,000$32,400,198,520
ProductVolume
HUF
USD
Equivalent
IRS HUF6,767,717,660,000 $24,416,767,962
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF11,935,250,000,000 $43,060,340,940
TotalHUF18,702,967,660,000$67,477,108,902
ProductVolume
NOK
USD
Equivalent
IRS NOK227,626,139,158 $29,449,012,117
OIS NOK0 $0
Basis NOK995,000,000 $128,727,602
Zeroes NOK18,723,000,000 $2,422,278,284
FRAs NOK1,173,413,600,000 $151,809,767,773
TotalNOK1,420,757,739,158$183,809,785,776
ProductVolume
NZD
USD
Equivalent
IRS NZD861,582,389,501 $644,506,706,466
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD5,186,808,500 $3,879,992,098
FRAs NZD0 $0
TotalNZD866,769,198,001$648,386,698,564
ProductVolume
PLN
USD
Equivalent
IRS PLN133,231,027,000 $35,464,909,894
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN620,000,000 $165,038,465
FRAs PLN81,264,000,000 $21,631,751,271
TotalPLN215,115,027,000$57,261,699,630
ProductVolume
SEK
USD
Equivalent
IRS SEK1,527,017,445,728 $182,950,835,757
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK59,055,000,000 $7,075,336,065
FRAs SEK1,908,068,600,000 $228,604,293,964
TotalSEK3,494,141,045,728$418,630,465,786
ProductVolume
SGD
USD
Equivalent
IRS SGD199,757,874,121 $145,638,578,391
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD520,000,000 $379,119,277
FRAs SGD0 $0
TotalSGD200,277,874,121$146,017,697,668
ProductVolume
ZAR
USD
Equivalent
IRS ZAR378,235,232,000 $31,949,590,911
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR378,235,232,000$31,949,590,911
ProductUSD
Equivalent
IRS$7,571,330,738,359
OIS$3,892,504,096,744
Basis$397,163,299,369
Zeroes$397,042,350,587
FRAs$1,311,548,018,535
Total$13,569,588,503,594

Figures as of COB Mar 5, 2015.

Notional Outstanding by Product

As of COB Mar 5, 2015

Daily Notional by Tenor
 

As of COB Mar 5, 2015

Notional Outstanding by Tenor
 

As of COB Mar 5, 2015

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
$1,228,047,588,139
$4,570,540,275,926
$34,469,550,304,328
$111,069,867,894,267
EUR
€813,615,271,176
€3,626,232,973,582
€39,055,210,180,191
€107,303,023,309,063
GBP
£275,210,361,532
£1,088,888,813,977
£8,938,484,088,527
£30,763,660,618,591
JPY
¥5,844,327,510,000
¥27,988,318,410,462
¥341,178,288,090,426
¥2,279,048,832,104,341
CHF
CHF8,844,800,000
CHF187,219,060,000
CHF880,379,056,000
CHF4,619,963,289,600
AUD
$55,506,740,000
$155,413,644,000
$1,632,452,855,807
$11,052,115,555,769
CAD
$48,108,542,000
$334,304,409,456
$2,268,583,693,433
$11,136,537,400,723
Other*
Show All
Hide
$116,187,235,976
$333,722,786,903
$3,236,451,569,422
$14,929,146,382,205
CZK
CZK13,956,000,000
CZK169,676,940,000
CZK1,596,345,676,000
CZK9,398,532,480,893
DKK
DKK2,160,000,000
DKK108,017,480,000
DKK957,950,512,454
DKK3,797,941,592,524
HKD
HKD30,170,000,000
HKD84,086,800,000
HKD1,080,961,040,847
HKD7,805,897,293,765
HUF
HUF918,880,560,000
HUF5,689,866,700,000
HUF58,397,513,932,944
HUF219,830,763,551,876
NOK
NOK64,248,000,000
NOK293,920,570,000
NOK3,458,788,650,372
NOK15,773,997,620,223
NZD
NZD15,868,380,000
NZD36,460,881,470
NZD720,569,619,874
NZD3,406,087,807,910
PLN
PLN96,637,420,000
PLN138,298,234,000
PLN1,257,657,781,600
PLN5,174,716,064,570
SEK
SEK397,297,100,000
SEK1,038,317,488,000
SEK7,531,063,119,542
SEK34,062,939,416,739
SGD
SGD15,912,795,878
SGD51,932,174,000
SGD375,234,820,714
SGD1,577,488,239,131
ZAR
ZAR35,410,600,000
ZAR141,628,200,000
ZAR1,629,073,398,965
ZAR11,726,962,381,341
Total in USD$2,799,992,125,531$11,505,202,875,441$103,000,031,885,358$332,393,967,637,665

Figures as of COB Mar 5, 2015. Weekly figures as of COB Feb 27, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $185,991,412,326
OIS $80,233,100,000
Basis $22,247,000,000
Zeroes $852,075,813
FRAs $938,724,000,000
Total$1,228,047,588,139
ProductVolume
EUR
USD
Equivalent
IRS €168,251,351,176 $185,547,590,077
OIS €421,273,120,000 $464,579,996,736
Basis €190,000,000 $209,532,000
Zeroes €4,652,800,000 $5,131,107,840
FRAs €219,248,000,000 $241,786,694,400
Total€813,615,271,176$897,254,921,053
ProductVolume
GBP
USD
Equivalent
IRS £48,715,909,263 $74,199,201,399
OIS £53,373,360,000 $81,292,964,616
Basis £8,098,000,000 $12,334,063,800
Zeroes £1,609,092,269 $2,450,808,435
FRAs £163,414,000,000 $248,895,863,400
Total£275,210,361,532$419,172,901,650
ProductVolume
JPY
USD
Equivalent
IRS ¥4,559,147,510,000 $37,945,464,087
OIS ¥150,800,000,000 $1,255,097,794
Basis ¥1,134,380,000,000 $9,441,364,960
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥5,844,327,510,000$48,641,926,841
ProductVolume
CHF
USD
Equivalent
IRS CHF7,136,800,000 $7,325,053,885
OIS CHF150,000,000 $153,956,687
Basis CHF558,000,000 $572,718,875
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,026,377,912
TotalCHF8,844,800,000$9,078,107,359
ProductVolume
AUD
USD
Equivalent
IRS $55,033,740,000 $42,774,974,415
OIS $0 $0
Basis $473,000,000 $367,639,250
Zeroes $0 $0
FRAs $0 $0
Total$55,506,740,000$43,142,613,665
ProductVolume
CAD
USD
Equivalent
IRS $29,125,820,000 $23,288,545,956
OIS $18,177,000,000 $14,534,042,298
Basis $800,000,000 $639,667,373
Zeroes $5,722,000 $4,575,221
FRAs $0 $0
Total$48,108,542,000$38,466,830,848
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,956,000,000 $564,254,958
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK13,956,000,000$564,254,958
ProductVolume
DKK
USD
Equivalent
IRS DKK2,160,000,000 $319,573,901
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK2,160,000,000$319,573,901
ProductVolume
HKD
USD
Equivalent
IRS HKD30,170,000,000 $3,889,189,677
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD30,170,000,000$3,889,189,677
ProductVolume
HUF
USD
Equivalent
IRS HUF385,880,560,000 $1,392,191,071
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF533,000,000,000 $1,922,972,851
TotalHUF918,880,560,000$3,315,163,922
ProductVolume
NOK
USD
Equivalent
IRS NOK14,248,000,000 $1,843,327,511
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK50,000,000,000 $6,468,723,721
TotalNOK64,248,000,000$8,312,051,232
ProductVolume
NZD
USD
Equivalent
IRS NZD15,868,380,000 $11,870,341,659
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD15,868,380,000$11,870,341,659
ProductVolume
PLN
USD
Equivalent
IRS PLN49,261,420,000 $13,112,950,196
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN47,376,000,000 $12,611,068,225
TotalPLN96,637,420,000$25,724,018,421
ProductVolume
SEK
USD
Equivalent
IRS SEK126,097,100,000 $15,107,600,700
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK54,000,000,000 $6,469,700,237
FRAs SEK217,200,000,000 $26,022,572,065
TotalSEK397,297,100,000$47,599,873,002
ProductVolume
SGD
USD
Equivalent
IRS SGD15,912,795,878 $11,601,630,124
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD15,912,795,878$11,601,630,124
ProductVolume
ZAR
USD
Equivalent
IRS ZAR35,410,600,000 $2,991,139,080
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR35,410,600,000$2,991,139,080
ProductUSD
Equivalent
IRS$619,764,441,022
OIS$642,049,158,131
Basis$45,811,986,258
Zeroes$14,908,267,546
FRAs$1,477,458,272,574
Total$2,799,992,125,531
Show:
ProductUSD
Equivalent
IRS $1,411,424,809,244
OIS $798,996,144,374
Basis $68,484,760,000
Zeroes $23,184,562,308
FRAs $2,268,450,000,000
Total$4,570,540,275,926
ProductVolume
EUR
USD
Equivalent
IRS €988,684,595,389 $1,116,706,689,599
OIS €1,333,995,880,000 $1,505,912,288,426
Basis €0 $0
Zeroes €43,086,498,193 $48,638,410,677
FRAs €1,260,466,000,000 $1,426,430,546,900
Total€3,626,232,973,582$4,097,687,935,602
ProductVolume
GBP
USD
Equivalent
IRS £157,547,298,809 $243,494,173,354
OIS £300,924,920,000 $465,987,953,786
Basis £44,301,600,000 $68,563,679,355
Zeroes £3,048,995,168 $4,711,978,233
FRAs £583,066,000,000 $900,004,975,900
Total£1,088,888,813,977$1,682,762,760,628
ProductVolume
JPY
USD
Equivalent
IRS ¥25,589,688,410,462 $214,697,937,101
OIS ¥716,600,000,000 $6,009,369,485
Basis ¥1,382,030,000,000 $11,617,653,629
Zeroes ¥300,000,000,000 $2,513,486,897
FRAs ¥0 $0
Total¥27,988,318,410,462$234,838,447,112
ProductVolume
CHF
USD
Equivalent
IRS CHF41,695,060,000 $43,855,867,093
OIS CHF1,800,000,000 $1,892,090,954
Basis CHF2,402,000,000 $2,527,501,907
Zeroes CHF580,000,000 $608,987,820
FRAs CHF140,742,000,000 $147,786,678,584
TotalCHF187,219,060,000$196,671,126,358
ProductVolume
AUD
USD
Equivalent
IRS $127,650,644,000 $99,834,026,090
OIS $0 $0
Basis $25,763,000,000 $20,144,508,600
Zeroes $2,000,000,000 $1,562,700,000
FRAs $0 $0
Total$155,413,644,000$121,541,234,690
ProductVolume
CAD
USD
Equivalent
IRS $212,937,037,456 $170,436,170,331
OIS $112,379,372,000 $89,804,324,500
Basis $4,988,000,000 $3,982,896,175
Zeroes $4,000,000,000 $3,214,917,216
FRAs $0 $0
Total$334,304,409,456$267,438,308,222
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK132,948,940,000 $5,460,485,690
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK36,728,000,000 $1,493,554,552
TotalCZK169,676,940,000$6,954,040,242
ProductVolume
DKK
USD
Equivalent
IRS DKK94,017,480,000 $14,237,556,189
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK14,000,000,000 $2,120,718,799
TotalDKK108,017,480,000$16,358,274,988
ProductVolume
HKD
USD
Equivalent
IRS HKD84,086,800,000 $10,840,900,855
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD84,086,800,000$10,840,900,855
ProductVolume
HUF
USD
Equivalent
IRS HUF2,406,366,700,000 $8,925,005,472
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,283,500,000,000 $12,164,526,356
TotalHUF5,689,866,700,000$21,089,531,828
ProductVolume
NOK
USD
Equivalent
IRS NOK60,572,570,000 $7,965,137,384
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK233,348,000,000 $30,673,485,947
TotalNOK293,920,570,000$38,638,623,331
ProductVolume
NZD
USD
Equivalent
IRS NZD35,396,881,470 $26,667,773,817
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,064,000,000 $801,404,800
FRAs NZD0 $0
TotalNZD36,460,881,470$27,469,178,617
ProductVolume
PLN
USD
Equivalent
IRS PLN68,796,234,000 $18,630,327,045
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN69,502,000,000 $18,872,984,061
TotalPLN138,298,234,000$37,503,311,106
ProductVolume
SEK
USD
Equivalent
IRS SEK325,661,488,000 $38,897,737,101
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK712,656,000,000 $85,463,447,369
TotalSEK1,038,317,488,000$124,361,184,470
ProductVolume
SGD
USD
Equivalent
IRS SGD51,932,174,000 $38,242,586,094
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD51,932,174,000$38,242,586,094
ProductVolume
ZAR
USD
Equivalent
IRS ZAR141,628,200,000 $12,265,155,372
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR141,628,200,000$12,265,155,372
ProductUSD
Equivalent
IRS$3,482,582,337,831
OIS$2,868,602,171,525
Basis$175,320,999,666
Zeroes$85,236,447,951
FRAs$4,893,460,918,468
Total$11,505,202,875,441
Show:
ProductUSD
Equivalent
IRS $10,892,376,086,455
OIS $4,801,186,964,474
Basis $1,021,719,499,465
Zeroes $189,982,353,934
FRAs $17,564,285,400,000
Total$34,469,550,304,328
ProductVolume
EUR
USD
Equivalent
IRS €9,763,254,550,108 $11,192,512,716,210
OIS €15,265,844,224,000 $17,431,545,906,869
Basis €16,168,329,013 $18,571,052,655
Zeroes €487,505,077,070 $556,331,368,843
FRAs €13,522,438,000,000 $15,508,828,140,850
Total€39,055,210,180,191$44,707,789,185,427
ProductVolume
GBP
USD
Equivalent
IRS £1,613,345,255,047 $2,458,376,271,926
OIS £3,387,596,787,513 $5,168,372,206,362
Basis £322,976,609,483 $492,732,914,348
Zeroes £23,453,436,484 $35,825,337,631
FRAs £3,591,112,000,000 $5,476,566,562,900
Total£8,938,484,088,527$13,631,873,293,167
ProductVolume
JPY
USD
Equivalent
IRS ¥306,962,602,090,426 $2,594,134,953,954
OIS ¥13,695,676,000,000 $115,860,195,648
Basis ¥16,166,610,000,000 $136,488,347,542
Zeroes ¥4,253,400,000,000 $35,687,316,821
FRAs ¥100,000,000,000 $842,069,808
Total¥341,178,288,090,426$2,883,012,883,773
ProductVolume
CHF
USD
Equivalent
IRS CHF433,865,456,000 $465,963,806,186
OIS CHF24,740,000,000 $26,526,820,607
Basis CHF35,144,600,000 $37,133,358,693
Zeroes CHF26,311,000,000 $28,658,721,069
FRAs CHF360,318,000,000 $380,003,765,547
TotalCHF880,379,056,000$938,286,472,102
ProductVolume
AUD
USD
Equivalent
IRS $1,496,145,455,807 $1,187,170,752,777
OIS $0 $0
Basis $122,597,800,000 $97,113,732,760
Zeroes $13,709,600,000 $10,721,693,840
FRAs $0 $0
Total$1,632,452,855,807$1,295,006,179,377
ProductVolume
CAD
USD
Equivalent
IRS $1,398,362,666,805 $1,133,360,459,262
OIS $775,263,372,000 $628,389,712,923
Basis $38,390,600,000 $30,846,953,843
Zeroes $56,567,054,628 $45,464,871,734
FRAs $0 $0
Total$2,268,583,693,433$1,838,061,997,762
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,194,497,676,000 $49,195,301,393
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK14,000,000,000 $570,197,443
FRAs CZK387,848,000,000 $16,049,930,965
TotalCZK1,596,345,676,000$65,815,429,801
ProductVolume
DKK
USD
Equivalent
IRS DKK590,663,512,454 $90,394,738,816
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,940,000,000 $753,455,307
FRAs DKK362,347,000,000 $56,223,019,569
TotalDKK957,950,512,454$147,371,213,692
ProductVolume
HKD
USD
Equivalent
IRS HKD1,079,821,040,847 $139,267,316,638
OIS HKD0 $0
Basis HKD1,140,000,000 $147,041,968
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,080,961,040,847$139,414,358,606
ProductVolume
HUF
USD
Equivalent
IRS HUF17,882,633,932,944 $65,965,448,218
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF40,514,880,000,000 $149,106,169,337
TotalHUF58,397,513,932,944$215,071,617,555
ProductVolume
NOK
USD
Equivalent
IRS NOK643,442,544,372 $84,096,111,481
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK17,302,000,000 $2,263,384,151
FRAs NOK2,798,044,106,000 $365,746,563,586
TotalNOK3,458,788,650,372$452,106,059,218
ProductVolume
NZD
USD
Equivalent
IRS NZD715,815,802,874 $539,670,862,744
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,753,817,000 $3,553,971,787
FRAs NZD0 $0
TotalNZD720,569,619,874$543,224,834,531
ProductVolume
PLN
USD
Equivalent
IRS PLN546,013,781,600 $148,081,428,393
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN7,440,000,000 $2,026,995,895
FRAs PLN704,204,000,000 $191,374,737,976
TotalPLN1,257,657,781,600$341,483,162,264
ProductVolume
SEK
USD
Equivalent
IRS SEK2,992,458,627,542 $361,916,416,993
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK55,000,000,000 $6,590,225,728
FRAs SEK4,483,604,492,000 $544,354,806,004
TotalSEK7,531,063,119,542$912,861,448,725
ProductVolume
SGD
USD
Equivalent
IRS SGD373,494,820,714 $277,235,348,618
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,740,000,000 $1,302,954,808
FRAs SGD0 $0
TotalSGD375,234,820,714$278,538,303,426
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,629,073,398,965 $140,565,141,604
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR1,629,073,398,965$140,565,141,604
ProductUSD
Equivalent
IRS$31,820,283,161,668
OIS$28,171,881,806,883
Basis$1,834,752,901,274
Zeroes$919,732,848,991
FRAs$40,253,381,166,542
Total$103,000,031,885,358
Show:
ProductUSD
Equivalent
IRS $52,863,516,390,654
OIS $14,113,524,836,702
Basis $7,979,817,443,447
Zeroes $538,989,223,464
FRAs $35,574,020,000,000
Total$111,069,867,894,267
ProductVolume
EUR
USD
Equivalent
IRS €47,450,868,663,086 $52,328,817,961,651
OIS €27,038,114,741,799 $29,817,632,937,256
Basis €348,408,430,389 $384,224,817,033
Zeroes €1,589,203,437,487 $1,752,573,550,860
FRAs €30,876,428,036,302 $34,050,524,838,434
Total€107,303,023,309,063$118,333,774,105,234
ProductVolume
GBP
USD
Equivalent
IRS £8,019,050,069,771 $12,213,815,161,268
OIS £9,686,155,112,819 $14,752,982,852,335
Basis £2,568,394,437,107 $3,911,921,567,157
Zeroes £223,904,469,279 $341,028,897,159
FRAs £10,266,156,529,615 $15,636,383,010,257
Total£30,763,660,618,591$46,856,131,488,176
ProductVolume
JPY
USD
Equivalent
IRS ¥2,068,695,661,104,341 $17,217,608,498,579
OIS ¥24,791,296,000,000 $206,336,213,067
Basis ¥172,304,675,000,000 $1,434,079,692,052
Zeroes ¥13,095,800,000,000 $108,995,422,389
FRAs ¥161,400,000,000 $1,343,320,849
Total¥2,279,048,832,104,341$18,968,363,146,936
ProductVolume
CHF
USD
Equivalent
IRS CHF3,227,784,538,300 $3,312,926,755,927
OIS CHF76,684,600,000 $78,707,379,657
Basis CHF406,965,800,000 $417,700,708,201
Zeroes CHF21,440,351,300 $22,005,903,007
FRAs CHF887,088,000,000 $910,487,529,508
TotalCHF4,619,963,289,600$4,741,828,276,300
ProductVolume
AUD
USD
Equivalent
IRS $10,075,324,055,769 $7,831,045,622,347
OIS $0 $0
Basis $946,303,900,000 $735,514,706,275
Zeroes $30,487,600,000 $23,696,487,100
FRAs $0 $0
Total$11,052,115,555,769$8,590,256,815,722
ProductVolume
CAD
USD
Equivalent
IRS $9,016,626,699,915 $7,209,552,392,688
OIS $1,522,975,326,290 $1,217,747,032,575
Basis $258,251,995,446 $206,494,219,363
Zeroes $338,683,379,072 $270,805,884,198
FRAs $0 $0
Total$11,136,537,400,723$8,904,599,528,824
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,723,412,480,893 $352,696,241,167
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $857,137,081
FRAs CZK653,920,000,000 $26,438,635,858
TotalCZK9,398,532,480,893$379,992,014,106
ProductVolume
DKK
USD
Equivalent
IRS DKK2,596,916,592,524 $384,216,095,950
OIS DKK0 $0
Basis DKK1,930,000,000 $285,545,199
Zeroes DKK31,014,000,000 $4,588,548,602
FRAs DKK1,168,081,000,000 $172,818,612,221
TotalDKK3,797,941,592,524$561,908,801,972
ProductVolume
HKD
USD
Equivalent
IRS HKD7,789,327,293,765 $1,004,115,720,959
OIS HKD0 $0
Basis HKD16,570,000,000 $2,136,024,957
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,805,897,293,765$1,006,251,745,916
ProductVolume
HUF
USD
Equivalent
IRS HUF118,254,038,909,602 $426,640,349,633
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF178,500,000,000 $643,997,475
FRAs HUF101,398,224,642,274 $365,827,454,288
TotalHUF219,830,763,551,876$793,111,801,396
ProductVolume
NOK
USD
Equivalent
IRS NOK5,802,060,820,222 $750,638,569,147
OIS NOK0 $0
Basis NOK44,082,800,000 $5,703,189,081
Zeroes NOK44,664,000,000 $5,778,381,525
FRAs NOK9,883,190,000,001 $1,278,632,511,806
TotalNOK15,773,997,620,223$2,040,752,651,559
ProductVolume
NZD
USD
Equivalent
IRS NZD3,394,523,490,910 $2,539,273,297,375
OIS NZD0 $0
Basis NZD400,000,000 $299,220,000
Zeroes NZD11,164,317,000 $8,351,467,332
FRAs NZD0 $0
TotalNZD3,406,087,807,910$2,547,923,984,707
ProductVolume
PLN
USD
Equivalent
IRS PLN3,200,006,064,570 $851,813,044,579
OIS PLN0 $0
Basis PLN674,000,000 $179,412,782
Zeroes PLN19,942,000,000 $5,308,382,357
FRAs PLN1,954,094,000,000 $520,162,376,554
TotalPLN5,174,716,064,570$1,377,463,216,272
ProductVolume
SEK
USD
Equivalent
IRS SEK16,850,379,556,739 $2,018,831,566,954
OIS SEK0 $0
Basis SEK500,000,000 $59,904,632
Zeroes SEK144,675,060,000 $17,333,412,407
FRAs SEK17,067,384,800,000 $2,044,830,805,358
TotalSEK34,062,939,416,739$4,081,055,689,351
ProductVolume
SGD
USD
Equivalent
IRS SGD1,575,148,239,131 $1,148,402,040,778
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD2,340,000,000 $1,706,036,745
FRAs SGD0 $0
TotalSGD1,577,488,239,131$1,150,108,077,523
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,726,962,381,341 $990,578,399,404
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,726,962,381,341$990,578,399,404
ProductUSD
Equivalent
IRS$163,444,488,109,060
OIS$60,186,931,251,592
Basis$15,078,416,450,179
Zeroes$3,102,662,731,701
FRAs$90,581,469,095,133
Total$332,393,967,637,665

Figures as of COB Mar 5, 2015.

Notional Outstanding by Product

As of COB Mar 5, 2015

Daily Notional by Tenor

As of COB Mar 5, 2015

Notional Outstanding by Currency

As of COB Mar 5, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, SEK, PLN

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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

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

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

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

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