Daily Volumes

  • Client Notional Cleared (USD)
    $234,418,662,007,455
    Notional Outstanding (USD)
    $282,075,496,354,610
    As of COB Jul 6, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,361,817,000,000,000
    Trades Compressed
    0
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50% of all OTC interest rate swaps and more than 95% of the overall cleared OTC interest rate swap market. We regularly clear in excess of $1 trillion notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB Jul 6, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$146,330,288,949
$846,298,516,407
$17,017,589,623,699
$5,888,134,624,743
EUR
€97,376,393,000
€296,776,766,753
€12,006,586,923,207
€3,241,030,400,418
GBP
£18,771,308,500
£294,629,292,809
£3,561,147,356,263
£971,423,466,896
JPY
¥1,011,110,000,000
¥5,130,430,367,000
¥198,020,224,664,776
¥50,730,302,717,148
CHF
CHF290,200,000
CHF5,426,549,000
CHF272,296,323,646
CHF184,788,518,488
AUD
$17,000,350,000
$31,552,793,940
$1,163,133,394,651
$808,523,411,018
CAD
$16,973,050,000
$70,972,989,000
$1,386,653,003,831
$794,844,615,072
Other*
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$17,177,882,525
$96,503,293,928
$2,320,345,473,332
$1,549,963,695,903
CZK
CZK11,193,000,000
CZK70,934,150,500
CZK1,659,240,959,042
CZK782,788,425,768
DKK
DKK87,800,000
DKK2,683,690,000
DKK470,419,688,681
DKK311,095,112,040
HKD
HKD460,000,000
HKD23,806,199,000
HKD415,659,623,777
HKD291,425,052,389
HUF
HUF230,875,000,000
HUF400,372,770,000
HUF49,811,426,526,396
HUF20,393,430,514,000
NOK
NOK10,438,000,000
NOK72,451,952,000
NOK2,361,187,241,186
NOK800,555,649,808
NZD
NZD7,910,950,000
NZD26,259,362,388
NZD629,972,220,036
NZD755,267,832,525
PLN
PLN3,145,250,000
PLN55,255,010,000
PLN744,411,023,428
PLN308,974,427,984
SEK
SEK62,840,810,000
SEK270,365,656,000
SEK5,948,246,505,258
SEK3,475,458,321,648
SGD
SGD701,900,000
SGD11,976,238,000
SGD235,118,787,246
SGD283,463,967,413
ZAR
ZAR5,984,000,000
ZAR72,318,860,000
ZAR1,189,421,113,482
ZAR700,814,323,322
Total in USD$335,193,169,054$1,862,899,526,827$42,217,034,064,279$14,382,247,973,084

Figures as of COB Jul 6, 2015. Weekly figures as of COB Jul 3, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $92,016,869,600
OIS $53,328,600,000
Basis $654,800,000
Zeroes $280,000,000
FRAs $0
VNS $50,019,349
Inflation $0
Total$146,330,288,949
ProductVolume
EUR
USD
Equivalent
IRS €28,858,046,000 $31,906,898,560
OIS €39,816,847,000 $44,023,496,886
Basis €0 $0
Zeroes €0 $0
FRAs €28,700,000,000 $31,732,155,000
VNS €1,500,000 $1,658,475
Inflation €0 $0
Total€97,376,393,000$107,664,208,921
ProductVolume
GBP
USD
Equivalent
IRS £9,555,758,500 $14,912,716,715
OIS £5,093,950,000 $7,949,618,370
Basis £0 $0
Zeroes £0 $0
FRAs £4,000,000,000 $6,242,400,000
VNS £121,600,000 $189,768,960
Inflation £0 $0
Total£18,771,308,500$29,294,504,045
ProductVolume
JPY
USD
Equivalent
IRS ¥1,011,110,000,000 $8,249,918,407
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,011,110,000,000$8,249,918,407
ProductVolume
CHF
USD
Equivalent
IRS CHF290,200,000 $307,822,859
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF290,200,000$307,822,859
ProductVolume
AUD
USD
Equivalent
IRS $17,000,350,000 $12,751,112,518
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$17,000,350,000$12,751,112,518
ProductVolume
CAD
USD
Equivalent
IRS $7,087,050,000 $5,602,411,067
OIS $9,886,000,000 $7,815,019,763
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$16,973,050,000$13,417,430,830
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,193,000,000 $48,543,294
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK10,000,000,000 $406,901,042
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,193,000,000$455,444,336
ProductVolume
DKK
USD
Equivalent
IRS DKK87,800,000 $13,007,600
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK87,800,000$13,007,600
ProductVolume
HKD
USD
Equivalent
IRS HKD460,000,000 $59,329,958
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD460,000,000$59,329,958
ProductVolume
HUF
USD
Equivalent
IRS HUF116,875,000,000 $408,596,700
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF114,000,000,000 $398,545,658
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF230,875,000,000$807,142,358
ProductVolume
NOK
USD
Equivalent
IRS NOK4,438,000,000 $549,628,153
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK6,000,000,000 $743,075,466
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK10,438,000,000$1,292,703,619
ProductVolume
NZD
USD
Equivalent
IRS NZD7,910,950,000 $5,290,843,360
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD7,910,950,000$5,290,843,360
ProductVolume
PLN
USD
Equivalent
IRS PLN1,645,250,000 $432,761,228
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,500,000,000 $394,555,139
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,145,250,000$827,316,367
ProductVolume
SEK
USD
Equivalent
IRS SEK23,840,810,000 $2,818,329,156
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK39,000,000,000 $4,610,365,046
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK62,840,810,000$7,428,694,202
ProductVolume
SGD
USD
Equivalent
IRS SGD701,900,000 $520,465,668
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD701,900,000$520,465,668
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,984,000,000 $482,935,057
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,984,000,000$482,935,057
ProductUSD
Equivalent
IRS$176,372,189,900
OIS$113,116,735,019
Basis$654,800,000
Zeroes$280,000,000
FRAs$44,527,997,351
VNS$241,446,784
Inflation$0
Total$335,193,169,054
Show:
ProductUSD
Equivalent
IRS $381,046,514,225
OIS $419,203,800,000
Basis $12,788,000,000
Zeroes $1,215,000,000
FRAs $31,398,900,000
VNS $646,302,182
Inflation $0
Total$846,298,516,407
ProductVolume
EUR
USD
Equivalent
IRS €156,539,706,270 $174,159,394,741
OIS €112,806,198,058 $125,643,756,617
Basis €244,000,000 $269,742,000
Zeroes €2,171,350,000 $2,415,440,360
FRAs €24,918,152,425 $27,794,869,506
VNS €97,360,000 $108,183,107
Inflation €0 $0
Total€296,776,766,753$330,391,386,331
ProductVolume
GBP
USD
Equivalent
IRS £24,922,904,500 $39,015,373,381
OIS £251,357,160,000 $393,546,101,467
Basis £605,000,000 $944,284,250
Zeroes £418,579,206 $657,000,323
FRAs £16,349,700,000 $25,574,114,875
VNS £185,750,457 $291,811,807
Inflation £790,198,646 $1,241,998,808
Total£294,629,292,809$461,270,684,911
ProductVolume
JPY
USD
Equivalent
IRS ¥4,982,030,367,000 $40,560,219,096
OIS ¥143,900,000,000 $1,168,588,598
Basis ¥4,500,000,000 $36,631,528
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,130,430,367,000$41,765,439,222
ProductVolume
CHF
USD
Equivalent
IRS CHF3,546,549,000 $3,757,311,228
OIS CHF0 $0
Basis CHF1,880,000,000 $2,006,254,155
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF5,426,549,000$5,763,565,383
ProductVolume
AUD
USD
Equivalent
IRS $28,287,793,940 $21,649,062,543
OIS $0 $0
Basis $3,265,000,000 $2,508,704,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$31,552,793,940$24,157,766,543
ProductVolume
CAD
USD
Equivalent
IRS $21,233,589,000 $16,980,657,976
OIS $46,739,400,000 $37,384,141,743
Basis $0 $0
Zeroes $3,000,000,000 $2,384,074,383
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$70,972,989,000$56,748,874,102
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK21,534,150,500 $875,294,402
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK49,400,000,000 $2,027,041,092
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK70,934,150,500$2,902,335,494
ProductVolume
DKK
USD
Equivalent
IRS DKK1,933,690,000 $288,611,180
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK750,000,000 $111,941,969
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,683,690,000$400,553,149
ProductVolume
HKD
USD
Equivalent
IRS HKD23,806,199,000 $3,071,015,610
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD23,806,199,000$3,071,015,610
ProductVolume
HUF
USD
Equivalent
IRS HUF400,372,770,000 $1,417,730,101
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF400,372,770,000$1,417,730,101
ProductVolume
NOK
USD
Equivalent
IRS NOK10,451,952,000 $1,321,534,210
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK62,000,000,000 $7,816,042,169
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK72,451,952,000$9,137,576,379
ProductVolume
NZD
USD
Equivalent
IRS NZD26,259,362,388 $17,736,512,696
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD26,259,362,388$17,736,512,696
ProductVolume
PLN
USD
Equivalent
IRS PLN14,299,010,000 $3,797,687,645
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN40,956,000,000 $10,849,303,237
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN55,255,010,000$14,646,990,882
ProductVolume
SEK
USD
Equivalent
IRS SEK93,715,656,000 $11,196,585,715
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK176,650,000,000 $21,200,131,000
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK270,365,656,000$32,396,716,715
ProductVolume
SGD
USD
Equivalent
IRS SGD11,776,238,000 $8,736,296,499
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD200,000,000 $148,461,567
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,976,238,000$8,884,758,066
ProductVolume
ZAR
USD
Equivalent
IRS ZAR72,318,860,000 $5,909,104,836
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR72,318,860,000$5,909,104,836
ProductUSD
Equivalent
IRS$731,518,906,084
OIS$976,946,388,425
Basis$18,553,615,933
Zeroes$6,931,918,602
FRAs$126,660,401,879
VNS$1,046,297,096
Inflation$1,241,998,808
Total$1,862,899,526,827
Show:
ProductUSD
Equivalent
IRS $8,098,703,336,029
OIS $6,311,219,184,000
Basis $243,436,762,264
Zeroes $105,722,824,022
FRAs $2,239,516,000,000
VNS $18,991,517,384
Inflation $0
Total$17,017,589,623,699
ProductVolume
EUR
USD
Equivalent
IRS €3,101,751,558,881 $3,471,577,233,658
OIS €6,734,373,572,518 $7,572,417,122,206
Basis €10,850,800,000 $12,227,631,060
Zeroes €119,114,842,141 $132,349,119,549
FRAs €2,037,292,449,925 $2,282,152,452,955
VNS €3,203,699,742 $3,587,297,634
Inflation €0 $0
Total€12,006,586,923,207$13,474,310,857,062
ProductVolume
GBP
USD
Equivalent
IRS £705,188,549,923 $1,077,667,905,620
OIS £2,627,499,401,500 $4,004,268,786,454
Basis £23,747,480,000 $36,346,984,248
Zeroes £9,172,482,400 $14,136,520,552
FRAs £191,036,500,000 $292,655,657,805
VNS £2,226,720,592 $3,394,870,903
Inflation £2,276,221,848 $3,577,568,678
Total£3,561,147,356,263$5,432,048,294,260
ProductVolume
JPY
USD
Equivalent
IRS ¥180,938,006,664,776 $1,506,326,724,585
OIS ¥12,849,848,000,000 $107,546,548,303
Basis ¥4,229,870,000,000 $35,619,707,307
Zeroes ¥2,500,000,000 $20,875,955
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥198,020,224,664,776$1,649,513,856,150
ProductVolume
CHF
USD
Equivalent
IRS CHF232,951,023,646 $248,811,221,263
OIS CHF2,102,000,000 $2,244,130,503
Basis CHF15,839,300,000 $16,619,293,508
Zeroes CHF20,327,500,000 $21,560,407,563
FRAs CHF1,076,500,000 $1,125,498,947
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF272,296,323,646$290,360,551,784
ProductVolume
AUD
USD
Equivalent
IRS $1,126,826,494,478 $884,585,347,746
OIS $0 $0
Basis $30,928,900,173 $24,137,842,791
Zeroes $5,378,000,000 $4,201,012,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,163,133,394,651$912,924,202,937
ProductVolume
CAD
USD
Equivalent
IRS $798,212,485,517 $644,464,849,362
OIS $555,179,940,000 $448,861,673,603
Basis $1,792,000,000 $1,448,575,904
Zeroes $31,468,578,314 $25,166,106,186
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,386,653,003,831$1,119,941,205,055
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,006,180,959,042 $40,773,577,565
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK646,060,000,000 $26,216,006,610
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,659,240,959,042$67,274,682,896
ProductVolume
DKK
USD
Equivalent
IRS DKK347,720,188,681 $52,153,532,441
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,987,000,000 $296,819,938
FRAs DKK120,712,500,000 $17,977,950,430
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK470,419,688,681$70,428,302,809
ProductVolume
HKD
USD
Equivalent
IRS HKD414,559,623,777 $53,463,399,158
OIS HKD0 $0
Basis HKD1,100,000,000 $141,894,955
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD415,659,623,777$53,605,294,113
ProductVolume
HUF
USD
Equivalent
IRS HUF15,875,556,526,396 $57,804,060,074
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF56,500,000,000 $203,451,084
FRAs HUF33,879,370,000,000 $122,827,110,421
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF49,811,426,526,396$180,834,621,579
ProductVolume
NOK
USD
Equivalent
IRS NOK357,871,788,186 $46,252,554,411
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK14,121,000,000 $1,842,299,151
FRAs NOK1,989,194,453,000 $254,513,161,224
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,361,187,241,186$302,608,014,786
ProductVolume
NZD
USD
Equivalent
IRS NZD622,616,411,536 $458,725,936,442
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD7,355,808,500 $5,337,786,249
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD629,972,220,036$464,063,722,691
ProductVolume
PLN
USD
Equivalent
IRS PLN434,302,523,428 $116,733,125,749
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN5,590,000,000 $1,514,712,656
FRAs PLN304,518,500,000 $82,078,475,858
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN744,411,023,428$200,326,314,263
ProductVolume
SEK
USD
Equivalent
IRS SEK2,150,930,259,258 $257,415,840,470
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK36,805,000,000 $4,366,761,029
FRAs SEK3,760,511,246,000 $446,053,129,050
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK5,948,246,505,258$707,835,730,549
ProductVolume
SGD
USD
Equivalent
IRS SGD234,098,787,246 $173,510,400,227
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,020,000,000 $758,529,306
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD235,118,787,246$174,268,929,533
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,189,421,113,482 $99,099,860,113
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,189,421,113,482$99,099,860,113
ProductUSD
Equivalent
IRS$17,288,068,904,913
OIS$18,446,557,445,069
Basis$369,978,692,037
Zeroes$317,762,324,361
FRAs$5,765,115,443,300
VNS$25,973,685,921
Inflation$3,577,568,678
Total$42,217,034,064,279
Show:
ProductUSD
Equivalent
IRS $3,294,797,814,453
OIS $1,583,840,282,407
Basis $287,987,907,573
Zeroes $86,394,552,350
FRAs $596,772,100,000
VNS $38,341,967,960
Inflation $0
Total$5,888,134,624,743
ProductVolume
EUR
USD
Equivalent
IRS €1,513,826,563,215 $1,673,762,339,618
OIS €1,205,864,356,886 $1,333,263,926,191
Basis €29,708,742,883 $32,847,471,569
Zeroes €177,757,602,994 $196,537,693,750
FRAs €302,321,416,925 $334,261,674,623
VNS €11,551,717,515 $12,772,156,471
Inflation €0 $0
Total€3,241,030,400,418$3,583,445,262,222
ProductVolume
GBP
USD
Equivalent
IRS £283,185,759,933 $441,939,696,951
OIS £578,095,137,500 $902,175,271,583
Basis £11,943,450,000 $18,638,948,070
Zeroes £12,045,653,157 $18,798,446,317
FRAs £79,057,100,000 $123,376,510,260
VNS £4,820,144,458 $7,522,317,441
Inflation £2,276,221,848 $3,552,271,816
Total£971,423,466,896$1,516,003,462,438
ProductVolume
JPY
USD
Equivalent
IRS ¥47,661,374,717,148 $388,881,973,867
OIS ¥1,884,038,000,000 $15,372,372,715
Basis ¥1,161,190,000,000 $9,474,461,488
Zeroes ¥23,700,000,000 $193,374,674
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥50,730,302,717,148$413,922,182,744
ProductVolume
CHF
USD
Equivalent
IRS CHF161,626,068,488 $171,441,069,730
OIS CHF3,986,500,000 $4,228,586,582
Basis CHF15,672,950,000 $16,624,714,930
Zeroes CHF326,500,000 $346,327,234
FRAs CHF3,176,500,000 $3,369,398,038
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF184,788,518,488$196,010,096,514
ProductVolume
AUD
USD
Equivalent
IRS $755,642,560,845 $566,769,702,762
OIS $0 $0
Basis $50,152,850,173 $37,617,145,272
Zeroes $2,728,000,000 $2,046,136,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$808,523,411,018$606,432,984,434
ProductVolume
CAD
USD
Equivalent
IRS $602,663,013,072 $476,413,449,069
OIS $136,636,750,000 $108,013,241,107
Basis $4,079,500,000 $3,224,901,186
Zeroes $51,465,352,000 $40,684,072,727
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$794,844,615,072$628,335,664,089
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK598,238,425,768 $24,342,383,861
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK184,550,000,000 $7,509,358,724
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK782,788,425,768$31,851,742,585
ProductVolume
DKK
USD
Equivalent
IRS DKK292,332,612,040 $43,309,176,735
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,750,000,000 $259,263,100
FRAs DKK17,012,500,000 $2,520,407,710
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK311,095,112,040$46,088,847,545
ProductVolume
HKD
USD
Equivalent
IRS HKD287,025,052,389 $37,019,966,129
OIS HKD0 $0
Basis HKD4,400,000,000 $567,503,950
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD291,425,052,389$37,587,470,079
ProductVolume
HUF
USD
Equivalent
IRS HUF7,549,100,514,000 $26,391,765,187
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF28,000,000,000 $97,888,407
FRAs HUF12,816,330,000,000 $44,806,076,073
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF20,393,430,514,000$71,295,729,667
ProductVolume
NOK
USD
Equivalent
IRS NOK273,033,649,808 $33,814,101,072
OIS NOK0 $0
Basis NOK995,000,000 $123,226,681
Zeroes NOK21,453,000,000 $2,656,866,327
FRAs NOK505,074,000,000 $62,551,349,611
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK800,555,649,808$99,145,543,691
ProductVolume
NZD
USD
Equivalent
IRS NZD753,645,024,025 $504,037,792,068
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,622,808,500 $1,085,334,325
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD755,267,832,525$505,123,126,393
ProductVolume
PLN
USD
Equivalent
IRS PLN183,102,427,984 $48,162,669,293
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN250,000,000 $65,759,190
FRAs PLN125,622,000,000 $33,043,203,788
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN308,974,427,984$81,271,632,271
ProductVolume
SEK
USD
Equivalent
IRS SEK1,802,771,721,648 $213,113,736,718
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK66,950,000,000 $7,914,459,996
FRAs SEK1,605,736,600,000 $189,821,330,622
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,475,458,321,648$410,849,527,336
ProductVolume
SGD
USD
Equivalent
IRS SGD282,963,967,413 $209,820,530,486
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD500,000,000 $370,754,857
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD283,463,967,413$210,191,285,343
ProductVolume
ZAR
USD
Equivalent
IRS ZAR700,814,323,322 $56,558,790,994
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR700,814,323,322$56,558,790,994
ProductUSD
Equivalent
IRS$8,210,576,958,993
OIS$3,946,893,680,585
Basis$407,106,280,719
Zeroes$357,450,929,654
FRAs$1,398,031,409,449
VNS$58,636,441,872
Inflation$3,552,271,816
Total$14,382,247,973,088

Figures as of COB Jul 6, 2015.

Notional Outstanding by Product

As of COB Jul 6, 2015

Daily Notional by Tenor
 

As of COB Jul 6, 2015

Notional Outstanding by Tenor
 

As of COB Jul 6, 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
$465,450,554,326
$3,610,451,076,348
$102,353,900,029,952
$101,082,919,742,640
EUR
€451,220,796,986
€2,597,676,806,542
€90,684,022,984,239
€81,234,830,967,051
GBP
£96,659,374,733
£1,075,305,810,044
£23,857,572,283,227
£26,329,622,198,834
JPY
¥3,174,470,800,000
¥25,511,640,210,524
¥905,390,047,359,548
¥1,980,261,031,672,880
CHF
CHF1,733,000,000
CHF28,556,598,000
CHF1,966,010,749,503
CHF3,349,220,851,369
AUD
$44,709,150,000
$157,742,987,880
$4,524,140,102,020
$10,047,067,804,483
CAD
$60,446,038,000
$227,334,788,000
$5,276,391,105,896
$10,299,466,681,557
Other*
Show All
Hide
$52,570,344,682
$332,922,612,135
$9,395,672,829,611
$14,697,513,301,767
CZK
CZK22,386,000,000
CZK252,670,301,000
CZK6,297,713,918,039
CZK11,608,817,759,287
DKK
DKK175,600,000
DKK50,359,780,000
DKK2,921,334,367,714
DKK4,283,331,186,194
HKD
HKD16,092,000,000
HKD112,390,398,000
HKD2,559,760,947,609
HKD8,098,301,743,694
HUF
HUF491,750,000,000
HUF2,104,771,540,000
HUF182,441,615,732,724
HUF226,118,736,019,210
NOK
NOK51,320,000,000
NOK252,227,904,000
NOK12,200,896,648,862
NOK15,462,799,157,472
NZD
NZD19,540,900,000
NZD63,909,824,776
NZD1,764,365,683,603
NZD3,759,514,032,929
PLN
PLN9,974,500,000
PLN252,261,914,000
PLN3,781,772,470,349
PLN5,716,303,787,833
SEK
SEK196,161,620,000
SEK886,147,676,448
SEK21,732,559,959,252
SEK28,357,013,072,462
SGD
SGD2,106,400,000
SGD42,639,176,000
SGD1,078,620,622,006
SGD1,975,019,836,914
ZAR
ZAR12,878,000,000
ZAR169,163,720,000
ZAR5,056,480,529,775
ZAR12,463,784,997,673
Total in USD$1,276,816,920,770$9,056,664,687,832$267,171,364,206,530$282,075,496,354,610

Figures as of COB Jul 6, 2015. Weekly figures as of COB Jul 3, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $304,280,615,628
OIS $145,433,300,000
Basis $8,055,600,000
Zeroes $2,560,000,000
FRAs $5,000,000,000
VNS $121,038,698
Inflation $0
Total$465,450,554,326
ProductVolume
EUR
USD
Equivalent
IRS €164,486,702,986 $181,864,723,156
OIS €181,800,794,000 $201,008,047,886
Basis €100,000,000 $110,565,000
Zeroes €1,000,000,000 $1,105,650,000
FRAs €103,400,000,000 $114,324,210,000
VNS €99,000,000 $109,459,350
Inflation €334,300,000 $369,618,795
Total€451,220,796,986$498,892,274,187
ProductVolume
GBP
USD
Equivalent
IRS £43,511,786,833 $67,904,494,531
OIS £39,877,900,000 $62,233,450,740
Basis £1,539,600,000 $2,402,699,760
Zeroes £124,990,000 $195,059,394
FRAs £11,200,000,000 $17,478,720,000
VNS £243,200,000 $379,537,920
Inflation £161,897,900 $252,657,863
Total£96,659,374,733$150,846,620,208
ProductVolume
JPY
USD
Equivalent
IRS ¥3,070,550,800,000 $25,053,449,739
OIS ¥0 $0
Basis ¥103,920,000,000 $847,911,227
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,174,470,800,000$25,901,360,966
ProductVolume
CHF
USD
Equivalent
IRS CHF1,733,000,000 $1,838,239,194
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,733,000,000$1,838,239,194
ProductVolume
AUD
USD
Equivalent
IRS $42,996,150,000 $32,249,262,308
OIS $0 $0
Basis $1,713,000,000 $1,284,835,650
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$44,709,150,000$33,534,097,958
ProductVolume
CAD
USD
Equivalent
IRS $23,340,038,000 $18,450,622,925
OIS $23,106,000,000 $18,265,612,648
Basis $0 $0
Zeroes $14,000,000,000 $11,067,193,676
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$60,446,038,000$47,783,429,249
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,386,000,000 $97,086,589
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK20,000,000,000 $813,802,083
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK22,386,000,000$910,888,672
ProductVolume
DKK
USD
Equivalent
IRS DKK175,600,000 $26,015,200
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK175,600,000$26,015,200
ProductVolume
HKD
USD
Equivalent
IRS HKD16,092,000,000 $2,075,516,719
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD16,092,000,000$2,075,516,719
ProductVolume
HUF
USD
Equivalent
IRS HUF263,750,000,000 $922,073,836
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF228,000,000,000 $797,091,316
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF491,750,000,000$1,719,165,152
ProductVolume
NOK
USD
Equivalent
IRS NOK27,320,000,000 $3,383,470,286
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK24,000,000,000 $2,972,301,862
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK51,320,000,000$6,355,772,148
ProductVolume
NZD
USD
Equivalent
IRS NZD19,540,900,000 $13,068,953,920
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD19,540,900,000$13,068,953,920
ProductVolume
PLN
USD
Equivalent
IRS PLN4,774,500,000 $1,255,869,008
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,200,000,000 $1,367,791,149
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN9,974,500,000$2,623,660,157
ProductVolume
SEK
USD
Equivalent
IRS SEK74,161,620,000 $8,766,977,965
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK122,000,000,000 $14,422,167,581
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK196,161,620,000$23,189,145,546
ProductVolume
SGD
USD
Equivalent
IRS SGD2,106,400,000 $1,561,916,061
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,106,400,000$1,561,916,061
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,878,000,000 $1,039,311,107
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,878,000,000$1,039,311,107
ProductUSD
Equivalent
IRS$663,838,598,172
OIS$426,940,411,274
Basis$12,701,611,637
Zeroes$14,927,903,070
FRAs$157,176,083,991
VNS$610,035,968
Inflation$622,276,658
Total$1,276,816,920,770
Show:
ProductUSD
Equivalent
IRS $1,241,795,767,967
OIS $1,191,633,700,000
Basis $148,223,560,000
Zeroes $18,660,000,000
FRAs $1,007,183,800,000
VNS $2,954,248,381
Inflation $0
Total$3,610,451,076,348
ProductVolume
EUR
USD
Equivalent
IRS €1,076,462,219,072 $1,196,146,788,838
OIS €704,140,330,366 $783,996,830,555
Basis €6,588,400,000 $7,313,737,800
Zeroes €39,291,700,000 $43,751,707,120
FRAs €762,742,304,850 $849,067,731,012
VNS €5,918,463,854 $6,575,124,511
Inflation €2,533,388,400 $2,820,085,282
Total€2,597,676,806,542$2,889,672,005,118
ProductVolume
GBP
USD
Equivalent
IRS £143,937,228,660 $225,359,286,853
OIS £772,419,520,000 $1,209,012,030,954
Basis £40,047,200,000 $62,603,438,650
Zeroes £1,490,128,812 $2,340,839,877
FRAs £113,063,400,000 $176,997,860,050
VNS £452,000,914 $708,998,340
Inflation £3,896,331,658 $6,110,949,750
Total£1,075,305,810,044$1,683,133,404,474
ProductVolume
JPY
USD
Equivalent
IRS ¥24,173,090,210,524 $196,721,563,428
OIS ¥609,570,000,000 $4,957,977,245
Basis ¥528,980,000,000 $4,311,455,789
Zeroes ¥200,000,000,000 $1,624,167,614
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥25,511,640,210,524$207,615,164,076
ProductVolume
CHF
USD
Equivalent
IRS CHF10,359,098,000 $10,997,339,273
OIS CHF0 $0
Basis CHF7,677,500,000 $8,169,492,931
Zeroes CHF0 $0
FRAs CHF10,520,000,000 $11,196,389,524
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF28,556,598,000$30,363,221,728
ProductVolume
AUD
USD
Equivalent
IRS $142,079,987,880 $108,736,540,856
OIS $0 $0
Basis $15,663,000,000 $12,008,235,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$157,742,987,880$120,744,776,456
ProductVolume
CAD
USD
Equivalent
IRS $66,799,760,000 $53,436,949,844
OIS $152,144,800,000 $121,642,082,714
Basis $1,250,000,000 $996,412,914
Zeroes $7,140,228,000 $5,686,982,025
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$227,334,788,000$181,762,427,497
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK79,870,301,000 $3,250,067,333
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK172,800,000,000 $7,078,144,734
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK252,670,301,000$10,328,212,067
ProductVolume
DKK
USD
Equivalent
IRS DKK20,859,780,000 $3,100,410,661
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK11,500,000,000 $1,716,443,529
FRAs DKK18,000,000,000 $2,700,366,681
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK50,359,780,000$7,517,220,871
ProductVolume
HKD
USD
Equivalent
IRS HKD112,390,398,000 $14,498,260,042
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD112,390,398,000$14,498,260,042
ProductVolume
HUF
USD
Equivalent
IRS HUF1,798,771,540,000 $6,358,000,338
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF56,000,000,000 $197,252,554
FRAs HUF250,000,000,000 $880,901,309
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,104,771,540,000$7,436,154,201
ProductVolume
NOK
USD
Equivalent
IRS NOK35,777,904,000 $4,526,659,539
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK216,450,000,000 $27,280,189,735
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK252,227,904,000$31,806,849,274
ProductVolume
NZD
USD
Equivalent
IRS NZD63,909,824,776 $43,155,276,312
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD63,909,824,776$43,155,276,312
ProductVolume
PLN
USD
Equivalent
IRS PLN48,781,914,000 $12,953,382,332
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN203,480,000,000 $53,885,566,435
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN252,261,914,000$66,838,948,767
ProductVolume
SEK
USD
Equivalent
IRS SEK302,380,723,158 $36,076,719,225
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,466,953,290 $173,530,010
FRAs SEK582,300,000,000 $69,637,610,656
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK886,147,676,448$105,887,859,891
ProductVolume
SGD
USD
Equivalent
IRS SGD42,239,176,000 $31,334,041,099
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD400,000,000 $296,923,134
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD42,639,176,000$31,630,964,233
ProductVolume
ZAR
USD
Equivalent
IRS ZAR169,163,720,000 $13,822,866,477
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR169,163,720,000$13,822,866,477
ProductUSD
Equivalent
IRS$3,202,269,920,417
OIS$3,311,242,621,468
Basis$243,626,333,684
Zeroes$74,447,845,863
FRAs$2,205,908,560,136
VNS$10,238,371,232
Inflation$8,931,035,032
Total$9,056,664,687,832
Show:
ProductUSD
Equivalent
IRS $33,477,162,805,687
OIS $18,794,613,053,814
Basis $2,987,113,549,518
Zeroes $516,359,047,396
FRAs $46,484,125,000,000
VNS $94,419,773,537
Inflation $106,800,000
Total$102,353,900,029,952
ProductVolume
EUR
USD
Equivalent
IRS €26,248,631,455,068 $29,383,392,947,460
OIS €29,065,984,038,408 $32,669,139,638,790
Basis €204,925,905,013 $228,890,854,113
Zeroes €1,071,110,302,130 $1,200,756,913,556
FRAs €33,988,676,899,850 $37,983,631,095,210
VNS €78,472,945,370 $86,749,325,545
Inflation €26,221,438,400 $29,183,704,070
Total€90,684,022,984,239$101,581,744,478,744
ProductVolume
GBP
USD
Equivalent
IRS £4,348,548,073,896 $6,642,814,533,351
OIS £9,988,335,826,301 $15,228,082,390,778
Basis £873,108,877,675 $1,334,301,021,880
Zeroes £58,920,472,976 $89,312,076,220
FRAs £8,552,344,600,000 $13,062,365,232,010
VNS £14,457,523,744 $22,061,942,190
Inflation £21,856,908,635 $33,811,616,441
Total£23,857,572,283,227$36,412,748,812,870
ProductVolume
JPY
USD
Equivalent
IRS ¥830,429,541,359,548 $6,911,499,926,179
OIS ¥35,797,698,000,000 $299,566,241,819
Basis ¥32,216,408,000,000 $269,228,285,910
Zeroes ¥6,796,400,000,000 $56,571,399,729
FRAs ¥150,000,000,000 $1,253,626,314
VNS ¥0 $0
Inflation ¥0 $0
Total¥905,390,047,359,548$7,538,119,479,951
ProductVolume
CHF
USD
Equivalent
IRS CHF840,727,949,503 $896,406,044,604
OIS CHF57,204,000,000 $60,855,928,826
Basis CHF115,498,800,000 $121,705,206,090
Zeroes CHF49,655,000,000 $53,009,146,836
FRAs CHF902,925,000,000 $953,811,695,613
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,966,010,749,503$2,085,788,021,969
ProductVolume
AUD
USD
Equivalent
IRS $4,085,217,301,474 $3,199,360,869,382
OIS $0 $0
Basis $412,057,200,546 $321,728,093,919
Zeroes $26,865,600,000 $21,019,198,640
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$4,524,140,102,020$3,542,108,161,941
ProductVolume
CAD
USD
Equivalent
IRS $3,436,016,222,668 $2,777,902,860,192
OIS $1,613,336,880,000 $1,301,225,595,264
Basis $71,236,600,000 $57,510,639,443
Zeroes $155,801,403,228 $124,643,296,593
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,276,391,105,896$4,261,282,391,492
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,098,167,918,039 $166,514,105,533
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK14,000,000,000 $570,197,443
FRAs CZK2,185,546,000,000 $88,563,186,411
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK6,297,713,918,039$255,647,489,387
ProductVolume
DKK
USD
Equivalent
IRS DKK1,273,721,367,714 $191,474,665,640
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK18,914,000,000 $2,839,654,773
FRAs DKK1,628,699,000,000 $245,559,263,317
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,921,334,367,714$439,873,583,730
ProductVolume
HKD
USD
Equivalent
IRS HKD2,555,020,947,609 $329,512,595,342
OIS HKD0 $0
Basis HKD2,740,000,000 $353,443,979
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,559,760,947,609$330,124,047,242
ProductVolume
HUF
USD
Equivalent
IRS HUF56,692,175,732,724 $206,152,613,264
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF219,000,000,000 $784,477,860
FRAs HUF125,530,440,000,000 $454,872,318,931
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF182,441,615,732,724$661,809,410,055
ProductVolume
NOK
USD
Equivalent
IRS NOK2,133,815,742,862 $274,947,545,937
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK54,242,000,000 $7,021,362,617
FRAs NOK10,012,838,906,000 $1,290,399,664,013
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK12,200,896,648,862$1,572,368,572,567
ProductVolume
NZD
USD
Equivalent
IRS NZD1,750,789,866,603 $1,291,682,848,018
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD13,575,817,000 $9,782,566,687
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,764,365,683,603$1,301,465,414,705
ProductVolume
PLN
USD
Equivalent
IRS PLN1,685,627,470,349 $453,852,781,937
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN11,716,000,000 $3,174,533,741
FRAs PLN2,084,429,000,000 $560,983,492,515
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,781,772,470,349$1,018,010,808,193
ProductVolume
SEK
USD
Equivalent
IRS SEK7,381,252,513,962 $883,740,706,187
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK99,076,953,290 $11,840,661,175
FRAs SEK14,252,230,492,000 $1,699,786,799,770
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK21,732,559,959,252$2,595,368,167,132
ProductVolume
SGD
USD
Equivalent
IRS SGD1,072,164,622,006 $793,722,002,278
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD6,456,000,000 $4,825,664,637
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,078,620,622,006$798,547,666,915
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,056,480,529,775 $422,457,669,685
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,056,480,529,775$422,457,669,685
ProductUSD
Equivalent
IRS$88,302,597,520,676
OIS$68,353,482,849,291
Basis$5,320,831,094,852
Zeroes$2,102,768,205,824
FRAs$102,825,351,374,104
VNS$203,231,041,272
Inflation$63,102,120,511
Total$267,171,364,206,530
Show:
ProductUSD
Equivalent
IRS $45,316,736,631,400
OIS $14,787,541,041,847
Basis $8,708,597,236,918
Zeroes $524,541,631,707
FRAs $31,484,691,007,055
VNS $260,705,393,714
Inflation $106,800,000
Total$101,082,919,742,641
ProductVolume
EUR
USD
Equivalent
IRS €40,719,562,403,259 $45,021,584,171,164
OIS €16,702,852,528,141 $18,467,508,897,739
Basis €502,909,606,389 $556,042,006,304
Zeroes €1,530,280,943,702 $1,691,955,125,404
FRAs €21,605,001,415,522 $23,887,569,815,072
VNS €148,002,631,638 $163,639,109,670
Inflation €26,221,438,400 $28,991,733,367
Total€81,234,830,967,051$89,817,290,858,720
ProductVolume
GBP
USD
Equivalent
IRS £7,817,169,425,653 $12,199,474,605,673
OIS £7,550,605,599,862 $11,783,475,099,144
Basis £2,805,646,375,299 $4,378,491,733,292
Zeroes £196,804,871,263 $307,133,682,093
FRAs £7,884,799,283,091 $12,305,017,761,192
VNS £52,939,735,031 $82,617,750,490
Inflation £21,656,908,635 $33,797,771,616
Total£26,329,622,198,834$41,090,008,403,500
ProductVolume
JPY
USD
Equivalent
IRS ¥1,775,922,040,672,880 $14,490,225,527,683
OIS ¥32,828,998,000,000 $267,860,623,368
Basis ¥159,271,193,000,000 $1,299,536,496,410
Zeroes ¥12,188,800,000,000 $99,451,697,128
FRAs ¥50,000,000,000 $407,963,446
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,980,261,031,672,880$16,157,482,308,035
ProductVolume
CHF
USD
Equivalent
IRS CHF2,084,378,476,733 $2,210,955,689,985
OIS CHF63,644,600,000 $67,509,520,021
Basis CHF427,950,000,000 $453,937,947,494
Zeroes CHF35,996,031,459 $38,181,947,981
FRAs CHF737,251,743,177 $782,022,533,203
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,349,220,851,369$3,552,607,638,684
ProductVolume
AUD
USD
Equivalent
IRS $8,850,582,404,037 $6,638,379,332,148
OIS $0 $0
Basis $1,184,921,800,446 $888,750,596,425
Zeroes $11,563,600,000 $8,673,278,180
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,047,067,804,483$7,535,803,206,753
ProductVolume
CAD
USD
Equivalent
IRS $8,586,414,601,183 $6,787,679,526,627
OIS $1,166,123,891,255 $921,837,068,186
Basis $269,241,995,446 $212,839,522,092
Zeroes $277,686,193,672 $219,514,777,607
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,299,466,681,556$8,141,870,894,512
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,865,131,759,287 $401,413,238,903
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $862,630,208
FRAs CZK1,722,486,000,000 $70,088,134,766
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,608,817,759,287$472,364,003,877
ProductVolume
DKK
USD
Equivalent
IRS DKK2,777,084,186,194 $411,425,974,636
OIS DKK0 $0
Basis DKK1,930,000,000 $285,930,162
Zeroes DKK18,440,000,000 $2,731,892,324
FRAs DKK1,485,877,000,000 $220,133,187,158
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,283,331,186,194$634,576,984,280
ProductVolume
HKD
USD
Equivalent
IRS HKD8,080,901,743,694 $1,042,259,922,445
OIS HKD0 $0
Basis HKD15,400,000,000 $1,986,263,825
Zeroes HKD2,000,000,000 $257,956,341
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,098,301,743,694$1,044,504,142,611
ProductVolume
HUF
USD
Equivalent
IRS HUF129,596,926,019,210 $453,072,738,146
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF299,000,000,000 $1,045,308,348
FRAs HUF96,222,810,000,000 $336,396,343,169
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF226,118,736,019,210$790,514,389,663
ProductVolume
NOK
USD
Equivalent
IRS NOK6,482,880,279,472 $802,878,213,581
OIS NOK0 $0
Basis NOK11,111,400,000 $1,376,101,455
Zeroes NOK78,864,000,000 $9,766,983,919
FRAs NOK8,889,943,478,000 $1,100,983,148,039
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK15,462,799,157,472$1,915,004,446,994
ProductVolume
NZD
USD
Equivalent
IRS NZD3,746,501,415,929 $2,505,660,146,973
OIS NZD0 $0
Basis NZD400,000,000 $267,520,000
Zeroes NZD12,612,617,000 $8,435,318,250
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,759,514,032,929$2,514,362,985,223
ProductVolume
PLN
USD
Equivalent
IRS PLN3,707,683,787,833 $975,257,128,384
OIS PLN0 $0
Basis PLN674,000,000 $177,286,776
Zeroes PLN19,378,000,000 $5,097,126,323
FRAs PLN1,988,568,000,000 $523,066,482,541
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,716,303,787,833$1,503,598,024,024
ProductVolume
SEK
USD
Equivalent
IRS SEK15,981,554,606,841 $1,889,251,301,168
OIS SEK0 $0
Basis SEK500,000,000 $59,107,244
Zeroes SEK183,111,353,290 $21,646,414,943
FRAs SEK12,191,847,112,332 $1,441,252,968,641
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK28,357,013,072,463$3,352,209,791,996
ProductVolume
SGD
USD
Equivalent
IRS SGD1,969,003,836,914 $1,460,035,471,536
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD6,016,000,000 $4,460,922,438
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,975,019,836,914$1,464,496,393,974
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,463,784,997,673 $1,005,882,139,124
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,463,784,997,673$1,005,882,139,124
ProductUSD
Equivalent
IRS$143,612,171,759,576
OIS$46,295,732,250,305
Basis$16,502,347,748,397
Zeroes$2,943,756,693,194
FRAs$72,151,629,344,282
VNS$506,962,253,874
Inflation$62,896,304,983
Total$282,075,496,354,611

Figures as of COB Jul 6, 2015.

Notional Outstanding by Product

As of COB Jul 6, 2015

Daily Notional by Tenor

As of COB Jul 6, 2015

Notional Outstanding by Currency

As of COB Jul 6, 2015. *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.