Daily Volumes

  • Client Notional Cleared (USD)
    $191,230,215,273,352
    Notional Outstanding (USD)
    $366,425,010,177,253
    As of COB Dec 19, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $345,700,000,000,000
    Trades Compressed
    3,469,812
  • 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 Dec 19, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, SGD, HUF, PLN, SEK, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$68,144,195,636
$526,093,729,439
$23,929,977,764,587
$3,540,456,952,147
EUR
€52,521,307,080
€276,950,706,206
€45,117,906,284,734
€3,360,382,759,289
GBP
£3,727,359,632
£69,023,867,747
£15,915,880,394,182
£1,089,387,981,074
JPY
¥913,518,040,000
¥5,522,400,561,000
¥301,739,356,322,494
¥42,806,808,000,566
CHF
CHF603,240,000
CHF6,779,117,000
CHF354,838,155,813
CHF146,824,279,213
AUD
$2,343,550,000
$38,350,238,000
$1,895,124,590,518
$1,265,689,441,545
CAD
$5,806,400,000
$62,079,302,460
$2,825,236,237,533
$717,557,639,456
Other*
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$19,303,199,792
$89,684,785,603
$3,281,045,317,013
$1,362,395,443,441
CZK
CZK1,101,740,000
CZK3,821,840,000
CZK684,081,327,634
CZK396,974,185,268
DKK
DKK1,800,000,000
DKK7,371,500,000
DKK271,544,300,000
DKK271,760,134,363
HKD
HKD1,040,000,000
HKD5,229,300,000
HKD679,277,699,533
HKD197,237,720,000
HUF
HUF104,539,491,137
HUF3,951,725,053,140
HUF64,147,651,616,140
HUF19,387,320,764,140
NOK
NOK2,440,000,000
NOK88,487,512,000
NOK2,524,109,321,654
NOK1,134,496,637,053
NZD
NZD9,662,840,000
NZD32,173,444,000
NZD937,867,914,227
NZD682,696,070,296
PLN
PLN1,070,320,000
PLN26,049,070,000
PLN695,911,854,574
PLN151,093,647,000
SEK
SEK77,902,500,000
SEK185,964,308,000
SEK8,070,814,256,199
SEK2,589,433,108,899
SGD
SGD221,000,000
SGD2,957,607,000
SGD223,796,227,060
SGD153,187,586,737
ZAR
ZAR684,500,000
ZAR12,327,230,000
ZAR1,134,087,238,952
ZAR254,491,260,000
Total in USD$172,673,334,692$1,203,538,447,255$121,488,033,125,293$12,871,696,543,192

Figures as of COB Dec 19, 2014. Weekly figures as of COB Dec 19, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $61,666,411,500
OIS $4,751,550,000
Basis $495,000,000
Zeroes $231,234,136
FRAs $1,000,000,000
Total$68,144,195,636
ProductVolume
EUR
USD
Equivalent
IRS €17,652,507,080 $21,588,133,533
OIS €21,418,800,000 $26,194,121,460
Basis €0 $0
Zeroes €0 $0
FRAs €13,450,000,000 $16,448,677,500
Total€52,521,307,080$64,230,932,493
ProductVolume
GBP
USD
Equivalent
IRS £3,408,508,500 $5,327,328,360
OIS £305,300,000 $477,168,635
Basis £0 $0
Zeroes £13,551,132 $21,179,742
FRAs £0 $0
Total£3,727,359,632$5,825,676,737
ProductVolume
JPY
USD
Equivalent
IRS ¥913,518,040,000 $7,644,182,587
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥913,518,040,000$7,644,182,587
ProductVolume
CHF
USD
Equivalent
IRS CHF443,240,000 $450,630,338
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF160,000,000 $162,667,751
TotalCHF603,240,000$613,298,089
ProductVolume
AUD
USD
Equivalent
IRS $1,818,550,000 $1,481,118,048
OIS $0 $0
Basis $525,000,000 $427,586,250
Zeroes $0 $0
FRAs $0 $0
Total$2,343,550,000$1,908,704,298
ProductVolume
CAD
USD
Equivalent
IRS $3,189,400,000 $2,748,179,742
OIS $0 $0
Basis $0 $0
Zeroes $2,617,000,000 $2,254,965,318
FRAs $0 $0
Total$5,806,400,000$5,003,145,060
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,101,740,000 $48,766,820
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK1,101,740,000$48,766,820
ProductVolume
DKK
USD
Equivalent
IRS DKK1,800,000,000 $295,855,557
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,800,000,000$295,855,557
ProductVolume
HKD
USD
Equivalent
IRS HKD1,040,000,000 $134,139,892
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,040,000,000$134,139,892
ProductVolume
HUF
USD
Equivalent
IRS HUF13,615,670,000 $52,808,711
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF90,923,821,137 $352,650,278
TotalHUF104,539,491,137$405,458,989
ProductVolume
NOK
USD
Equivalent
IRS NOK2,440,000,000 $331,296,673
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK2,440,000,000$331,296,673
ProductVolume
NZD
USD
Equivalent
IRS NZD9,662,840,000 $7,489,667,284
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD9,662,840,000$7,489,667,284
ProductVolume
PLN
USD
Equivalent
IRS PLN530,320,000 $151,997,707
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN540,000,000 $154,772,141
TotalPLN1,070,320,000$306,769,848
ProductVolume
SEK
USD
Equivalent
IRS SEK12,202,500,000 $1,576,407,818
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK65,700,000,000 $8,487,604,480
TotalSEK77,902,500,000$10,064,012,298
ProductVolume
SGD
USD
Equivalent
IRS SGD221,000,000 $168,080,009
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD221,000,000$168,080,009
ProductVolume
ZAR
USD
Equivalent
IRS ZAR684,500,000 $59,152,422
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR684,500,000$59,152,422
ProductUSD
Equivalent
IRS$111,214,157,001
OIS$31,422,840,095
Basis$922,586,250
Zeroes$2,507,379,196
FRAs$26,606,372,150
Total$172,673,334,692
Show:
ProductUSD
Equivalent
IRS $351,526,564,289
OIS $106,371,000,000
Basis $11,617,200,000
Zeroes $1,378,625,150
FRAs $55,200,340,000
Total$526,093,729,439
ProductVolume
EUR
USD
Equivalent
IRS €120,581,808,280 $148,806,095,059
OIS €116,377,219,000 $143,188,036,806
Basis €1,438,000,000 $1,781,876,800
Zeroes €8,803,678,926 $10,952,144,929
FRAs €29,750,000,000 $36,536,702,500
Total€276,950,706,206$341,264,856,094
ProductVolume
GBP
USD
Equivalent
IRS £30,404,162,000 $47,559,035,986
OIS £34,257,950,000 $53,708,656,695
Basis £3,000,000,000 $4,701,450,000
Zeroes £81,755,747 $128,296,675
FRAs £1,280,000,000 $2,001,536,000
Total£69,023,867,747$108,098,975,356
ProductVolume
JPY
USD
Equivalent
IRS ¥5,522,400,561,000 $46,788,172,675
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥5,522,400,561,000$46,788,172,675
ProductVolume
CHF
USD
Equivalent
IRS CHF6,619,117,000 $6,805,933,599
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF160,000,000 $162,667,751
TotalCHF6,779,117,000$6,968,601,350
ProductVolume
AUD
USD
Equivalent
IRS $37,365,238,000 $30,473,996,789
OIS $0 $0
Basis $985,000,000 $801,705,250
Zeroes $0 $0
FRAs $0 $0
Total$38,350,238,000$31,275,702,039
ProductVolume
CAD
USD
Equivalent
IRS $30,426,302,460 $26,160,755,179
OIS $27,046,000,000 $23,237,988,409
Basis $0 $0
Zeroes $4,607,000,000 $3,964,881,111
FRAs $0 $0
Total$62,079,302,460$53,363,624,699
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,821,840,000 $171,250,457
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK3,821,840,000$171,250,457
ProductVolume
DKK
USD
Equivalent
IRS DKK7,371,500,000 $1,224,724,015
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK7,371,500,000$1,224,724,015
ProductVolume
HKD
USD
Equivalent
IRS HKD5,229,300,000 $674,421,021
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD5,229,300,000$674,421,021
ProductVolume
HUF
USD
Equivalent
IRS HUF518,849,360,000 $2,060,614,089
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,432,875,693,140 $13,558,894,940
TotalHUF3,951,725,053,140$15,619,509,029
ProductVolume
NOK
USD
Equivalent
IRS NOK14,587,512,000 $1,966,859,062
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK73,900,000,000 $9,941,734,125
TotalNOK88,487,512,000$11,908,593,187
ProductVolume
NZD
USD
Equivalent
IRS NZD32,173,444,000 $24,956,586,959
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD32,173,444,000$24,956,586,959
ProductVolume
PLN
USD
Equivalent
IRS PLN5,409,070,000 $1,583,734,413
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN20,640,000,000 $6,048,587,710
TotalPLN26,049,070,000$7,632,322,123
ProductVolume
SEK
USD
Equivalent
IRS SEK49,764,108,000 $6,483,529,404
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK200,000 $26,085
FRAs SEK136,200,000,000 $17,700,089,041
TotalSEK185,964,308,000$24,183,644,530
ProductVolume
SGD
USD
Equivalent
IRS SGD2,957,607,000 $2,255,819,717
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,957,607,000$2,255,819,717
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,327,230,000 $1,057,914,565
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR12,327,230,000$1,057,914,565
ProductUSD
Equivalent
IRS$700,556,007,278
OIS$326,505,681,910
Basis$18,902,232,050
Zeroes$16,423,973,950
FRAs$141,150,552,067
Total$1,203,538,447,255
Show:
ProductUSD
Equivalent
IRS $17,425,554,730,933
OIS $5,242,116,617,000
Basis $288,560,054,691
Zeroes $108,390,061,963
FRAs $865,356,300,000
Total$23,929,977,764,587
ProductVolume
EUR
USD
Equivalent
IRS €5,504,166,099,719 $7,328,353,543,975
OIS €34,486,117,631,256 $46,278,088,977,832
Basis €24,644,942,883 $30,973,629,342
Zeroes €570,138,654,076 $752,343,906,085
FRAs €4,532,838,956,800 $5,998,666,035,588
Total€45,117,906,284,734$60,388,426,092,822
ProductVolume
GBP
USD
Equivalent
IRS £1,569,717,938,912 $2,590,699,973,331
OIS £13,861,678,957,940 $22,985,243,232,074
Basis £116,236,860,000 $192,628,524,200
Zeroes £25,792,137,330 $42,187,515,965
FRAs £342,454,500,000 $565,468,217,275
Total£15,915,880,394,182$26,376,227,462,845
ProductVolume
JPY
USD
Equivalent
IRS ¥283,255,866,322,494 $2,678,011,330,607
OIS ¥3,761,110,000,000 $33,710,065,925
Basis ¥13,861,180,000,000 $134,241,941,580
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥301,739,356,322,494$2,854,346,217,567
ProductVolume
CHF
USD
Equivalent
IRS CHF296,700,105,813 $322,498,880,568
OIS CHF23,260,500,000 $25,697,414,945
Basis CHF14,093,550,000 $15,193,754,620
Zeroes CHF2,587,000,000 $2,818,707,094
FRAs CHF18,197,000,000 $19,567,067,201
TotalCHF354,838,155,813$385,775,824,428
ProductVolume
AUD
USD
Equivalent
IRS $1,793,242,286,372 $1,616,434,182,236
OIS $0 $0
Basis $80,639,450,000 $72,963,628,830
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,895,124,590,518$1,709,037,070,767
ProductVolume
CAD
USD
Equivalent
IRS $1,506,846,704,201 $1,369,730,082,399
OIS $1,095,396,483,332 $989,045,854,234
Basis $634,000,000 $589,065,018
Zeroes $222,359,050,000 $203,832,373,613
FRAs $0 $0
Total$2,825,236,237,533$2,563,197,375,264
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK370,831,327,634 $17,830,906,901
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK309,050,000,000 $14,879,293,821
TotalCZK684,081,327,634$32,912,536,421
ProductVolume
DKK
USD
Equivalent
IRS DKK252,950,000,000 $44,551,749,103
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK271,544,300,000$47,785,479,525
ProductVolume
HKD
USD
Equivalent
IRS HKD675,977,699,533 $87,165,775,592
OIS HKD0 $0
Basis HKD3,300,000,000 $425,652,340
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD679,277,699,533$87,591,427,932
ProductVolume
HUF
USD
Equivalent
IRS HUF18,347,315,923,000 $78,143,850,577
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF45,669,335,693,140 $194,772,917,319
TotalHUF64,147,651,616,140$273,494,671,453
ProductVolume
NOK
USD
Equivalent
IRS NOK371,314,974,653 $58,611,864,105
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK15,510,000,000 $2,228,787,114
FRAs NOK2,136,289,347,001 $335,405,075,464
TotalNOK2,524,109,321,654$396,402,453,726
ProductVolume
NZD
USD
Equivalent
IRS NZD920,092,214,227 $762,937,517,438
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD17,775,700,000 $14,869,116,730
FRAs NZD0 $0
TotalNZD937,867,914,227$777,806,634,168
ProductVolume
PLN
USD
Equivalent
IRS PLN334,748,354,574 $104,722,640,473
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN358,741,500,000 $113,394,960,518
TotalPLN695,911,854,574$218,902,926,450
ProductVolume
SEK
USD
Equivalent
IRS SEK2,669,615,902,199 $387,544,989,333
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK66,315,400,000 $9,353,494,132
FRAs SEK5,334,882,954,000 $768,319,957,704
TotalSEK8,070,814,256,199$1,165,218,441,169
ProductVolume
SGD
USD
Equivalent
IRS SGD223,796,227,060 $176,930,407,898
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD223,796,227,060$176,930,407,898
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,134,087,238,952 $104,000,338,271
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR1,134,087,238,952$104,000,338,271
ProductUSD
Equivalent
IRS$35,153,722,763,740
OIS$75,553,902,162,010
Basis$735,732,977,664
Zeroes$1,166,564,865,128
FRAs$8,878,110,356,751
Total$121,488,033,125,293
Show:
ProductUSD
Equivalent
IRS $2,400,674,567,479
OIS $678,750,803,077
Basis $221,585,254,691
Zeroes $48,167,226,899
FRAs $191,279,100,000
Total$3,540,456,952,146
ProductVolume
EUR
USD
Equivalent
IRS €1,200,144,767,955 $1,467,717,043,970
OIS €1,453,390,323,876 $1,777,423,696,584
Basis €25,343,942,883 $30,994,374,949
Zeroes €214,893,224,575 $262,803,668,994
FRAs €466,610,500,000 $570,641,310,975
Total€3,360,382,759,289$4,109,580,095,472
ProductVolume
GBP
USD
Equivalent
IRS £307,959,950,073 $481,326,003,967
OIS £691,327,500,000 $1,080,510,316,125
Basis £23,046,350,000 $36,020,292,733
Zeroes £16,349,481,000 $25,553,421,330
FRAs £50,704,700,000 $79,248,910,865
Total£1,089,387,981,073$1,702,658,945,020
ProductVolume
JPY
USD
Equivalent
IRS ¥39,647,618,000,566 $331,765,348,735
OIS ¥2,528,310,000,000 $21,156,520,648
Basis ¥609,680,000,000 $5,101,711,225
Zeroes ¥21,200,000,000 $177,398,435
FRAs ¥0 $0
Total¥42,806,808,000,566$358,200,979,043
ProductVolume
CHF
USD
Equivalent
IRS CHF124,392,729,213 $126,466,784,478
OIS CHF7,707,500,000 $7,836,010,573
Basis CHF10,335,050,000 $10,507,370,882
Zeroes CHF602,000,000 $612,037,414
FRAs CHF3,787,000,000 $3,850,142,334
TotalCHF146,824,279,213$149,272,345,681
ProductVolume
AUD
USD
Equivalent
IRS $1,171,075,241,545 $953,782,230,476
OIS $0 $0
Basis $91,125,200,000 $74,216,919,140
Zeroes $3,489,000,000 $2,841,616,050
FRAs $0 $0
Total$1,265,689,441,545$1,030,840,765,666
ProductVolume
CAD
USD
Equivalent
IRS $454,876,587,456 $391,949,151,226
OIS $189,265,950,000 $163,082,977,898
Basis $3,731,500,000 $3,215,285,856
Zeroes $69,683,602,000 $60,043,601,741
FRAs $0 $0
Total$717,557,639,456$618,291,016,721
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK316,064,185,268 $13,990,093,186
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $97,379,603
FRAs CZK78,710,000,000 $3,483,976,629
TotalCZK396,974,185,268$17,571,449,418
ProductVolume
DKK
USD
Equivalent
IRS DKK267,805,134,363 $44,017,576,181
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK3,955,000,000 $650,060,404
FRAs DKK0 $0
TotalDKK271,760,134,363$44,667,636,585
ProductVolume
HKD
USD
Equivalent
IRS HKD193,937,720,000 $25,014,216,249
OIS HKD0 $0
Basis HKD3,300,000,000 $425,636,197
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD197,237,720,000$25,439,852,446
ProductVolume
HUF
USD
Equivalent
IRS HUF5,598,505,071,000 $21,713,939,693
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF13,788,815,693,140 $53,480,260,998
TotalHUF19,387,320,764,140$75,194,200,691
ProductVolume
NOK
USD
Equivalent
IRS NOK187,298,984,053 $25,430,955,065
OIS NOK0 $0
Basis NOK995,000,000 $135,098,439
Zeroes NOK10,072,000,000 $1,367,549,219
FRAs NOK936,130,653,000 $127,105,316,090
TotalNOK1,134,496,637,053$154,038,918,813
ProductVolume
NZD
USD
Equivalent
IRS NZD678,385,370,296 $525,816,500,516
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,310,700,000 $3,341,223,570
FRAs NZD0 $0
TotalNZD682,696,070,296$529,157,724,086
ProductVolume
PLN
USD
Equivalent
IRS PLN79,891,647,000 $22,898,150,473
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN71,202,000,000 $20,407,566,638
TotalPLN151,093,647,000$43,305,717,111
ProductVolume
SEK
USD
Equivalent
IRS SEK1,142,423,262,899 $147,586,557,146
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK31,555,000,000 $4,076,504,709
FRAs SEK1,415,454,846,000 $182,858,765,486
TotalSEK2,589,433,108,899$334,521,827,341
ProductVolume
SGD
USD
Equivalent
IRS SGD153,187,586,737 $116,505,751,026
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD153,187,586,737$116,505,751,026
ProductVolume
ZAR
USD
Equivalent
IRS ZAR254,491,260,000 $21,992,365,924
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR254,491,260,000$21,992,365,924
ProductUSD
Equivalent
IRS$7,118,647,235,790
OIS$3,728,760,324,905
Basis$382,201,944,112
Zeroes$409,731,688,368
FRAs$1,232,355,350,015
Total$12,871,696,543,190

Figures as of COB Dec 19, 2014.

Notional Outstanding by Product

As of COB Dec 19, 2014

Daily Notional by Tenor
 

As of COB Dec 19, 2014

Notional Outstanding by Tenor
 

As of COB Dec 19, 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
$347,295,971,402
$3,513,849,806,381
$157,662,016,479,340
$117,871,966,768,754
EUR
€385,628,588,160
€2,913,375,893,653
€237,481,788,347,278
€112,002,587,240,352
GBP
£37,839,235,777
£773,914,741,698
£66,227,421,861,944
£36,715,805,637,918
JPY
¥4,286,096,080,000
¥25,064,481,122,000
¥1,569,782,684,775,485
¥2,168,892,835,267,453
CHF
CHF8,483,506,000
CHF57,763,564,000
CHF4,009,349,266,814
CHF4,313,603,728,574
AUD
$16,950,200,000
$161,146,470,516
$6,983,329,098,304
$10,263,991,367,432
CAD
$29,135,960,676
$206,175,507,596
$10,923,959,791,332
$10,272,763,235,379
Other*
Show All
Hide
$57,363,284,482
$372,357,655,241
$16,875,079,678,007
$14,448,871,843,021
CZK
CZK3,403,480,000
CZK25,653,680,000
CZK4,348,660,668,772
CZK8,543,060,018,222
DKK
DKK14,300,000,000
DKK86,915,000,000
DKK3,435,862,957,186
DKK3,275,115,218,480
HKD
HKD18,190,000,000
HKD63,654,200,000
HKD4,062,578,450,914
HKD7,544,259,595,118
HUF
HUF344,778,982,274
HUF10,143,990,106,280
HUF326,384,384,617,024
HUF211,603,924,179,042
NOK
NOK24,980,000,000
NOK659,848,424,000
NOK16,133,991,946,106
NOK13,890,860,365,035
NZD
NZD19,976,140,000
NZD90,733,938,000
NZD2,505,974,003,717
NZD3,254,485,069,862
PLN
PLN6,215,640,000
PLN104,513,460,000
PLN6,577,895,707,148
PLN5,040,000,759,720
SEK
SEK217,319,000,000
SEK761,917,222,000
SEK40,566,559,290,404
SEK30,274,444,147,538
SGD
SGD2,448,200,000
SGD16,099,014,000
SGD1,017,912,644,943
SGD1,339,412,770,359
ZAR
ZAR6,773,000,000
ZAR81,833,260,000
ZAR7,720,163,838,302
ZAR11,059,521,929,402
Total in USD$1,018,805,333,250$9,286,043,418,914$637,098,598,636,158$366,425,010,177,253

Figures as of COB Dec 19, 2014. Weekly figures as of COB Dec 19, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $236,099,335,500
OIS $41,417,727,068
Basis $13,430,000,000
Zeroes $5,348,908,834
FRAs $51,000,000,000
Total$347,295,971,402
ProductVolume
EUR
USD
Equivalent
IRS €182,867,188,160 $223,637,427,760
OIS €130,327,400,000 $159,383,893,830
Basis €0 $0
Zeroes €4,500,000,000 $5,503,275,000
FRAs €67,934,000,000 $83,079,885,300
Total€385,628,588,160$471,604,481,890
ProductVolume
GBP
USD
Equivalent
IRS £28,813,832,729 $45,034,579,864
OIS £4,568,510,382 $7,140,353,302
Basis £1,827,800,000 $2,856,760,010
Zeroes £1,089,092,666 $1,702,197,383
FRAs £1,540,000,000 $2,406,943,000
Total£37,839,235,777$59,140,833,559
ProductVolume
JPY
USD
Equivalent
IRS ¥4,248,116,080,000 $35,547,601,188
OIS ¥3,000,000,000 $25,103,552
Basis ¥34,980,000,000 $292,707,418
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥4,286,096,080,000$35,865,412,158
ProductVolume
CHF
USD
Equivalent
IRS CHF3,563,506,000 $3,622,921,919
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF4,920,000,000 $5,002,033,347
TotalCHF8,483,506,000$8,624,955,266
ProductVolume
AUD
USD
Equivalent
IRS $11,321,200,000 $9,220,551,340
OIS $0 $0
Basis $5,629,000,000 $4,584,539,050
Zeroes $0 $0
FRAs $0 $0
Total$16,950,200,000$13,805,090,390
ProductVolume
CAD
USD
Equivalent
IRS $23,898,480,676 $20,592,374,888
OIS $0 $0
Basis $0 $0
Zeroes $5,237,480,000 $4,512,929,215
FRAs $0 $0
Total$29,135,960,676$25,105,304,103
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,403,480,000 $150,649,788
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK3,403,480,000$150,649,788
ProductVolume
DKK
USD
Equivalent
IRS DKK4,300,000,000 $706,766,052
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,643,641,982
TotalDKK14,300,000,000$2,350,408,034
ProductVolume
HKD
USD
Equivalent
IRS HKD18,190,000,000 $2,346,158,311
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD18,190,000,000$2,346,158,311
ProductVolume
HUF
USD
Equivalent
IRS HUF162,931,340,000 $631,933,212
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF181,847,642,274 $705,300,556
TotalHUF344,778,982,274$1,337,233,768
ProductVolume
NOK
USD
Equivalent
IRS NOK10,980,000,000 $1,490,835,031
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK14,000,000,000 $1,900,882,553
TotalNOK24,980,000,000$3,391,717,584
ProductVolume
NZD
USD
Equivalent
IRS NZD19,976,140,000 $15,483,506,114
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD19,976,140,000$15,483,506,114
ProductVolume
PLN
USD
Equivalent
IRS PLN1,835,640,000 $526,122,098
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,380,000,000 $1,255,374,033
TotalPLN6,215,640,000$1,781,496,131
ProductVolume
SEK
USD
Equivalent
IRS SEK45,919,000,000 $5,932,150,839
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK171,400,000,000 $22,142,700,273
TotalSEK217,319,000,000$28,074,851,112
ProductVolume
SGD
USD
Equivalent
IRS SGD2,448,200,000 $1,861,961,440
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,448,200,000$1,861,961,440
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,773,000,000 $585,302,200
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR6,773,000,000$585,302,200
ProductUSD
Equivalent
IRS$603,470,177,544
OIS$207,967,077,752
Basis$21,164,006,478
Zeroes$17,067,310,432
FRAs$169,136,761,044
Total$1,018,805,333,250
Show:
ProductUSD
Equivalent
IRS $1,671,205,627,832
OIS $509,741,627,068
Basis $83,786,800,000
Zeroes $34,349,071,481
FRAs $1,214,766,680,000
Total$3,513,849,806,381
ProductVolume
EUR
USD
Equivalent
IRS €1,083,896,572,429 $1,339,130,381,064
OIS €870,752,160,000 $1,075,884,430,447
Basis €3,756,000,000 $4,664,721,600
Zeroes €47,283,161,224 $58,673,762,914
FRAs €907,688,000,000 $1,126,795,835,100
Total€2,913,375,893,653$3,605,149,131,125
ProductVolume
GBP
USD
Equivalent
IRS £155,321,314,040 $242,981,671,431
OIS £250,858,926,994 $394,147,260,460
Basis £20,846,500,000 $32,632,329,560
Zeroes £2,382,000,664 $3,732,065,762
FRAs £344,506,000,000 $540,920,513,100
Total£773,914,741,698$1,214,413,840,313
ProductVolume
JPY
USD
Equivalent
IRS ¥23,213,821,122,000 $196,522,085,145
OIS ¥324,600,000,000 $2,732,938,371
Basis ¥986,060,000,000 $8,412,849,015
Zeroes ¥500,000,000,000 $4,213,542,325
FRAs ¥40,000,000,000 $337,083,386
Total¥25,064,481,122,000$212,218,498,242
ProductVolume
CHF
USD
Equivalent
IRS CHF26,833,564,000 $27,590,834,285
OIS CHF5,400,000,000 $5,544,187,482
Basis CHF1,540,000,000 $1,576,583,037
Zeroes CHF960,000,000 $979,741,797
FRAs CHF23,030,000,000 $23,520,245,928
TotalCHF57,763,564,000$59,211,592,529
ProductVolume
AUD
USD
Equivalent
IRS $140,009,470,516 $114,318,943,236
OIS $0 $0
Basis $21,137,000,000 $17,275,977,850
Zeroes $0 $0
FRAs $0 $0
Total$161,146,470,516$131,594,921,086
ProductVolume
CAD
USD
Equivalent
IRS $142,344,635,596 $122,389,609,693
OIS $54,392,000,000 $46,735,175,675
Basis $200,000,000 $172,013,417
Zeroes $9,238,872,000 $7,951,175,212
FRAs $0 $0
Total$206,175,507,596$177,247,973,997
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK25,653,680,000 $1,152,973,378
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK25,653,680,000$1,152,973,378
ProductVolume
DKK
USD
Equivalent
IRS DKK76,915,000,000 $12,814,412,827
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,643,641,982
TotalDKK86,915,000,000$14,458,054,809
ProductVolume
HKD
USD
Equivalent
IRS HKD63,654,200,000 $8,209,039,269
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD63,654,200,000$8,209,039,269
ProductVolume
HUF
USD
Equivalent
IRS HUF1,634,238,720,000 $6,481,131,878
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,509,751,386,280 $33,655,476,643
TotalHUF10,143,990,106,280$40,136,608,521
ProductVolume
NOK
USD
Equivalent
IRS NOK81,486,424,000 $10,981,348,380
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK578,362,000,000 $77,984,014,550
TotalNOK659,848,424,000$88,965,362,930
ProductVolume
NZD
USD
Equivalent
IRS NZD90,733,938,000 $70,348,347,940
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD90,733,938,000$70,348,347,940
ProductVolume
PLN
USD
Equivalent
IRS PLN30,713,460,000 $8,980,056,672
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN73,800,000,000 $21,668,337,015
TotalPLN104,513,460,000$30,648,393,687
ProductVolume
SEK
USD
Equivalent
IRS SEK238,516,822,000 $31,073,669,367
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK400,000 $52,170
FRAs SEK523,400,000,000 $68,077,348,606
TotalSEK761,917,222,000$99,151,070,143
ProductVolume
SGD
USD
Equivalent
IRS SGD16,099,014,000 $12,270,669,656
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD16,099,014,000$12,270,669,656
ProductVolume
ZAR
USD
Equivalent
IRS ZAR81,833,260,000 $7,017,134,908
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR81,833,260,000$7,017,134,908
ProductUSD
Equivalent
IRS$3,883,467,936,961
OIS$2,034,785,619,503
Basis$148,521,274,479
Zeroes$109,899,411,661
FRAs$3,109,369,176,310
Total$9,286,043,418,914
Show:
ProductUSD
Equivalent
IRS $69,746,331,032,327
OIS $20,287,547,446,402
Basis $3,363,523,140,782
Zeroes $429,574,259,829
FRAs $63,835,040,600,000
Total$157,662,016,479,340
ProductVolume
EUR
USD
Equivalent
IRS €46,069,631,019,824 $61,362,335,606,676
OIS €111,297,888,414,580 $149,348,510,886,149
Basis €153,354,436,293 $200,796,928,900
Zeroes €1,667,455,362,981 $2,171,086,826,994
FRAs €78,293,459,113,600 $104,560,084,613,595
Total€237,481,788,347,278$317,642,814,862,314
ProductVolume
GBP
USD
Equivalent
IRS £8,333,142,441,122 $13,744,921,160,515
OIS £38,057,708,272,197 $62,983,504,243,313
Basis £1,320,944,473,904 $2,176,218,535,906
Zeroes £136,903,674,721 $224,073,468,137
FRAs £18,378,723,000,000 $30,335,214,380,200
Total£66,227,421,861,944$109,463,931,788,071
ProductVolume
JPY
USD
Equivalent
IRS ¥1,461,934,522,775,485 $13,835,239,256,349
OIS ¥17,166,242,000,000 $155,460,815,114
Basis ¥85,799,520,000,000 $821,084,226,024
Zeroes ¥4,842,400,000,000 $45,408,726,567
FRAs ¥40,000,000,000 $337,083,386
Total¥1,569,782,684,775,485$14,857,530,107,440
ProductVolume
CHF
USD
Equivalent
IRS CHF1,616,294,015,514 $1,773,433,004,366
OIS CHF160,207,000,000 $176,280,659,603
Basis CHF184,885,900,000 $202,412,307,990
Zeroes CHF10,174,351,300 $10,859,479,542
FRAs CHF2,037,788,000,000 $2,234,637,396,626
TotalCHF4,009,349,266,814$4,397,622,848,127
ProductVolume
AUD
USD
Equivalent
IRS $6,371,092,490,013 $5,746,212,233,410
OIS $0 $0
Basis $565,850,900,000 $506,881,759,798
Zeroes $46,385,708,291 $42,315,044,402
FRAs $0 $0
Total$6,983,329,098,304$6,295,409,037,610
ProductVolume
CAD
USD
Equivalent
IRS $6,806,199,410,132 $6,174,580,274,942
OIS $3,572,204,252,954 $3,231,295,058,447
Basis $102,117,345,446 $92,830,641,761
Zeroes $443,438,782,800 $405,487,860,099
FRAs $0 $0
Total$10,923,959,791,332$9,904,193,835,249
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,923,674,668,772 $141,253,895,965
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,416,586,000,000 $68,434,203,734
TotalCZK4,348,660,668,772$210,092,771,097
ProductVolume
DKK
USD
Equivalent
IRS DKK1,229,549,502,976 $215,291,406,268
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK36,099,454,210 $6,076,455,572
FRAs DKK2,169,334,000,000 $381,643,443,452
TotalDKK3,435,862,957,186$603,169,415,160
ProductVolume
HKD
USD
Equivalent
IRS HKD4,050,888,450,914 $522,356,023,872
OIS HKD0 $0
Basis HKD11,690,000,000 $1,507,681,000
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD4,062,578,450,914$523,863,704,872
ProductVolume
HUF
USD
Equivalent
IRS HUF88,175,174,809,692 $380,399,702,747
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF237,947,209,807,332 $1,025,956,999,755
TotalHUF326,384,384,617,024$1,407,512,509,615
ProductVolume
NOK
USD
Equivalent
IRS NOK2,883,120,452,104 $455,218,502,391
OIS NOK0 $0
Basis NOK32,816,800,000 $5,161,966,056
Zeroes NOK31,430,000,000 $4,517,074,350
FRAs NOK13,186,624,694,002 $2,061,335,516,315
TotalNOK16,133,991,946,106$2,526,233,059,112
ProductVolume
NZD
USD
Equivalent
IRS NZD2,475,008,881,307 $2,048,909,739,100
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD30,565,122,410 $25,513,698,391
FRAs NZD0 $0
TotalNZD2,505,974,003,717$2,074,764,327,491
ProductVolume
PLN
USD
Equivalent
IRS PLN2,194,521,707,148 $694,777,052,081
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN4,367,530,000,000 $1,385,976,781,749
TotalPLN6,577,895,707,148$2,085,636,640,359
ProductVolume
SEK
USD
Equivalent
IRS SEK11,167,987,582,404 $1,633,982,553,373
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK136,104,800,000 $19,215,701,583
FRAs SEK29,262,466,908,000 $4,275,645,615,003
TotalSEK40,566,559,290,404$5,928,843,869,959
ProductVolume
SGD
USD
Equivalent
IRS SGD1,016,912,644,943 $803,271,342,869
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,000,000,000 $773,130,850
FRAs SGD0 $0
TotalSGD1,017,912,644,943$804,044,473,719
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,720,163,838,302 $710,918,906,623
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR7,720,163,838,302$710,918,906,623
ProductUSD
Equivalent
IRS$179,989,431,693,874
OIS$236,182,599,109,028
Basis$7,370,916,188,085
Zeroes$3,391,345,011,356
FRAs$210,164,306,633,815
Total$637,098,598,636,158
Show:
ProductUSD
Equivalent
IRS $69,658,616,391,118
OIS $12,753,979,891,625
Basis $7,295,092,407,982
Zeroes $389,478,678,031
FRAs $27,774,799,400,000
Total$117,871,966,768,756
ProductVolume
EUR
USD
Equivalent
IRS €55,750,739,456,692 $68,180,366,818,562
OIS €24,004,093,323,585 $29,355,805,930,078
Basis €340,593,358,701 $416,528,648,023
Zeroes €1,288,357,501,373 $1,575,596,806,304
FRAs €30,618,803,600,000 $37,445,265,862,620
Total€112,002,587,240,351$136,973,564,065,587
ProductVolume
GBP
USD
Equivalent
IRS £10,834,931,295,046 $16,934,455,867,592
OIS £13,982,113,046,120 $21,853,343,585,433
Basis £2,368,498,847,624 $3,701,845,273,893
Zeroes £209,091,049,128 $326,798,855,235
FRAs £9,321,171,400,000 $14,568,524,839,630
Total£36,715,805,637,918$57,384,968,421,783
ProductVolume
JPY
USD
Equivalent
IRS ¥1,976,715,730,267,453 $16,540,862,141,898
OIS ¥14,800,820,000,000 $123,851,052,257
Basis ¥167,882,485,000,000 $1,404,815,572,570
Zeroes ¥9,292,400,000,000 $77,757,416,008
FRAs ¥201,400,000,000 $1,685,285,135
Total¥2,168,892,835,267,453$18,148,971,467,868
ProductVolume
CHF
USD
Equivalent
IRS CHF2,987,341,997,274 $3,037,151,278,237
OIS CHF110,343,680,000 $112,183,489,223
Basis CHF394,984,700,000 $401,570,455,470
Zeroes CHF7,009,351,300 $7,126,221,330
FRAs CHF813,924,000,000 $827,494,916,633
TotalCHF4,313,603,728,574$4,385,526,360,893
ProductVolume
AUD
USD
Equivalent
IRS $9,398,594,267,432 $7,654,685,101,110
OIS $0 $0
Basis $842,619,100,000 $686,271,125,995
Zeroes $22,778,000,000 $18,551,542,100
FRAs $0 $0
Total$10,263,991,367,432$8,359,507,769,205
ProductVolume
CAD
USD
Equivalent
IRS $8,442,977,450,884 $7,274,979,493,244
OIS $1,313,743,986,290 $1,132,001,194,511
Basis $231,780,895,446 $199,716,423,632
Zeroes $284,260,902,758 $244,936,368,755
FRAs $0 $0
Total$10,272,763,235,378$8,851,633,480,142
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,870,430,018,222 $348,372,433,526
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $725,920,680
FRAs CZK656,230,000,000 $29,047,007,790
TotalCZK8,543,060,018,222$378,145,361,996
ProductVolume
DKK
USD
Equivalent
IRS DKK2,138,996,364,270 $351,574,422,345
OIS DKK0 $0
Basis DKK1,930,000,000 $317,222,903
Zeroes DKK32,820,854,210 $5,394,573,386
FRAs DKK1,101,368,000,000 $181,025,468,233
TotalDKK3,275,115,218,480$538,311,686,867
ProductVolume
HKD
USD
Equivalent
IRS HKD7,528,829,595,118 $971,073,453,859
OIS HKD0 $0
Basis HKD15,430,000,000 $1,990,171,673
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,544,259,595,118$973,063,625,532
ProductVolume
HUF
USD
Equivalent
IRS HUF110,214,985,266,446 $427,471,532,663
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $870,728,775
FRAs HUF101,164,438,912,596 $392,368,765,902
TotalHUF211,603,924,179,042$820,711,027,340
ProductVolume
NOK
USD
Equivalent
IRS NOK5,794,945,565,035 $786,822,208,423
OIS NOK0 $0
Basis NOK36,382,800,000 $4,939,959,267
Zeroes NOK27,362,000,000 $3,715,139,172
FRAs NOK8,032,170,000,001 $1,090,586,558,045
TotalNOK13,890,860,365,036$1,886,063,864,907
ProductVolume
NZD
USD
Equivalent
IRS NZD3,240,415,947,452 $2,511,646,400,870
OIS NZD0 $0
Basis NZD400,000,000 $310,040,000
Zeroes NZD13,669,122,410 $10,594,936,780
FRAs NZD0 $0
TotalNZD3,254,485,069,862$2,522,551,377,650
ProductVolume
PLN
USD
Equivalent
IRS PLN2,903,748,759,720 $832,258,171,316
OIS PLN0 $0
Basis PLN674,000,000 $193,178,561
Zeroes PLN15,602,000,000 $4,471,768,415
FRAs PLN2,119,976,000,000 $607,617,082,259
TotalPLN5,040,000,759,720$1,444,540,200,551
ProductVolume
SEK
USD
Equivalent
IRS SEK15,726,630,287,538 $2,031,680,634,508
OIS SEK0 $0
Basis SEK500,000,000 $64,593,641
Zeroes SEK89,675,060,000 $11,584,877,337
FRAs SEK14,457,638,800,000 $1,867,743,072,332
TotalSEK30,274,444,147,538$3,911,073,177,818
ProductVolume
SGD
USD
Equivalent
IRS SGD1,338,412,770,359 $1,017,920,500,710
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,000,000,000 $760,543,028
FRAs SGD0 $0
TotalSGD1,339,412,770,359$1,018,681,043,738
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,059,521,929,402 $955,730,476,624
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,059,521,929,402$955,730,476,624
ProductUSD
Equivalent
IRS$199,515,667,326,605
OIS$65,331,165,143,127
Basis$14,113,655,073,610
Zeroes$2,678,364,375,336
FRAs$84,786,158,258,579
Total$366,425,010,177,257

Figures as of COB Dec 19, 2014.

Notional Outstanding by Product

As of COB Dec 19, 2014

Daily Notional by Tenor

As of COB Dec 19, 2014

Notional Outstanding by Currency

As of COB Dec 19, 2014. *Other: ZAR, CZK, NZD, HKD, 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.