Daily Volumes

  • Client Notional Cleared (USD)
    $199,193,314,451,904
    Notional Outstanding (USD)
    $340,550,648,041,514
    As of COB Jan 30, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $355,138,000,000,000
    Trades Compressed
    3,530,011
  • 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 Jan 30, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, SEK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$92,460,788,212
$364,963,944,914
$2,450,444,310,995
$3,482,472,965,868
EUR
€54,979,124,000
€583,341,811,895
€2,241,126,078,289
€3,932,155,517,969
GBP
£21,991,028,421
£101,781,297,308
£483,199,282,933
£1,005,595,127,039
JPY
¥6,107,680,000,000
¥12,940,052,650,034
¥42,241,436,549,246
¥57,598,069,725,196
CHF
CHF1,335,670,000
CHF30,060,611,000
CHF69,923,859,000
CHF174,285,986,122
AUD
$7,101,960,000
$39,998,487,000
$254,627,239,439
$1,178,666,876,279
CAD
$10,866,800,000
$67,394,025,000
$276,984,300,407
$797,221,359,950
Other*
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$11,487,729,447
$79,631,430,275
$354,235,093,775
$1,477,704,022,414
CZK
CZK0
CZK13,974,470,000
CZK129,187,260,000
CZK412,441,945,268
DKK
DKK3,660,861,094
DKK26,061,561,094
DKK75,393,561,094
DKK336,050,695,457
HKD
HKD1,869,900,000
HKD4,844,603,430
HKD54,875,620,000
HKD233,544,110,505
HUF
HUF238,000,000,000
HUF1,251,267,830,000
HUF8,587,404,880,000
HUF18,170,662,651,000
NOK
NOK2,000,000,000
NOK44,950,912,000
NOK349,168,958,000
NOK1,266,356,341,445
NZD
NZD3,261,390,353
NZD45,356,657,245
NZD139,561,082,802
NZD847,162,699,404
PLN
PLN1,532,000,000
PLN9,901,510,000
PLN81,391,490,000
PLN150,568,077,000
SEK
SEK43,929,762,302
SEK150,290,341,302
SEK657,586,142,302
SEK2,772,612,954,480
SGD
SGD968,400,000
SGD8,202,800,000
SGD40,979,295,000
SGD179,062,727,815
ZAR
ZAR8,856,750,000
ZAR44,413,590,000
ZAR153,429,750,000
ZAR312,022,758,172
Total in USD$266,607,167,574$1,486,429,237,768$6,991,686,508,730$13,133,979,842,418

Figures as of COB Jan 30, 2015. Weekly figures as of COB Jan 30, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $51,036,290,000
OIS $23,965,400,000
Basis $7,051,000,000
Zeroes $408,098,212
FRAs $10,000,000,000
Total$92,460,788,212
ProductVolume
EUR
USD
Equivalent
IRS €29,101,514,000 $32,854,154,230
OIS €7,994,310,000 $9,025,176,275
Basis €0 $0
Zeroes €803,300,000 $906,885,535
FRAs €17,080,000,000 $19,282,466,000
Total€54,979,124,000$62,068,682,040
ProductVolume
GBP
USD
Equivalent
IRS £4,353,025,000 $6,548,473,159
OIS £14,614,400,000 $21,985,172,640
Basis £315,000,000 $473,870,250
Zeroes £708,603,421 $1,065,987,556
FRAs £2,000,000,000 $3,008,700,000
Total£21,991,028,421$33,082,203,605
ProductVolume
JPY
USD
Equivalent
IRS ¥6,107,680,000,000 $52,000,170,278
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥6,107,680,000,000$52,000,170,278
ProductVolume
CHF
USD
Equivalent
IRS CHF1,335,670,000 $1,450,711,415
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,335,670,000$1,450,711,415
ProductVolume
AUD
USD
Equivalent
IRS $6,984,960,000 $5,426,266,176
OIS $0 $0
Basis $117,000,000 $90,891,450
Zeroes $0 $0
FRAs $0 $0
Total$7,101,960,000$5,517,157,626
ProductVolume
CAD
USD
Equivalent
IRS $8,866,800,000 $6,968,015,717
OIS $2,000,000,000 $1,571,709,234
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$10,866,800,000$8,539,724,951
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK0 $0
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK0$0
ProductVolume
DKK
USD
Equivalent
IRS DKK3,660,861,094 $555,947,865
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK3,660,861,094$555,947,865
ProductVolume
HKD
USD
Equivalent
IRS HKD1,869,900,000 $241,205,836
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,869,900,000$241,205,836
ProductVolume
HUF
USD
Equivalent
IRS HUF28,000,000,000 $101,807,076
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF210,000,000,000 $763,553,067
TotalHUF238,000,000,000$865,360,143
ProductVolume
NOK
USD
Equivalent
IRS NOK0 $0
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK2,000,000,000 $258,611,772
TotalNOK2,000,000,000$258,611,772
ProductVolume
NZD
USD
Equivalent
IRS NZD2,676,390,353 $1,943,327,035
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD585,000,000 $424,768,500
FRAs NZD0 $0
TotalNZD3,261,390,353$2,368,095,535
ProductVolume
PLN
USD
Equivalent
IRS PLN732,000,000 $197,618,855
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN800,000,000 $215,976,890
FRAs PLN0 $0
TotalPLN1,532,000,000$413,595,745
ProductVolume
SEK
USD
Equivalent
IRS SEK13,029,762,302 $1,574,669,749
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK30,900,000,000 $3,734,319,484
TotalSEK43,929,762,302$5,308,989,233
ProductVolume
SGD
USD
Equivalent
IRS SGD968,400,000 $715,478,389
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD968,400,000$715,478,389
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,856,750,000 $760,444,929
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR8,856,750,000$760,444,929
ProductUSD
Equivalent
IRS$162,374,580,709
OIS$56,547,458,149
Basis$7,615,761,700
Zeroes$3,021,716,693
FRAs$37,047,650,323
Total$266,607,167,574
Show:
ProductUSD
Equivalent
IRS $285,804,535,282
OIS $54,004,550,000
Basis $7,841,000,000
Zeroes $2,233,859,632
FRAs $15,080,000,000
Total$364,963,944,914
ProductVolume
EUR
USD
Equivalent
IRS €141,671,782,895 $160,123,736,861
OIS €273,796,445,000 $309,742,757,597
Basis €390,000,000 $439,859,500
Zeroes €16,659,584,000 $18,809,183,875
FRAs €150,824,000,000 $170,814,355,700
Total€583,341,811,895$659,929,893,533
ProductVolume
GBP
USD
Equivalent
IRS £25,513,681,000 $38,546,328,203
OIS £66,517,552,000 $100,460,688,449
Basis £3,602,300,000 $5,455,758,450
Zeroes £737,764,308 $1,109,936,759
FRAs £5,410,000,000 $8,149,390,000
Total£101,781,297,308$153,722,101,861
ProductVolume
JPY
USD
Equivalent
IRS ¥12,408,052,650,034 $105,405,649,148
OIS ¥487,500,000,000 $4,140,037,810
Basis ¥44,500,000,000 $378,578,417
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥12,940,052,650,034$109,924,265,375
ProductVolume
CHF
USD
Equivalent
IRS CHF24,385,611,000 $26,863,268,653
OIS CHF0 $0
Basis CHF375,000,000 $412,082,369
Zeroes CHF5,300,000,000 $5,796,439,550
FRAs CHF0 $0
TotalCHF30,060,611,000$33,071,790,572
ProductVolume
AUD
USD
Equivalent
IRS $39,881,487,000 $31,327,714,284
OIS $0 $0
Basis $117,000,000 $90,891,450
Zeroes $0 $0
FRAs $0 $0
Total$39,998,487,000$31,418,605,734
ProductVolume
CAD
USD
Equivalent
IRS $45,409,025,000 $36,142,996,575
OIS $21,885,000,000 $17,544,406,838
Basis $100,000,000 $79,802,091
Zeroes $0 $0
FRAs $0 $0
Total$67,394,025,000$53,767,205,504
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,974,470,000 $568,985,559
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK13,974,470,000$568,985,559
ProductVolume
DKK
USD
Equivalent
IRS DKK26,061,561,094 $3,957,800,885
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK26,061,561,094$3,957,800,885
ProductVolume
HKD
USD
Equivalent
IRS HKD4,844,603,430 $624,942,549
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD4,844,603,430$624,942,549
ProductVolume
HUF
USD
Equivalent
IRS HUF215,267,830,000 $780,820,668
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,036,000,000,000 $3,751,780,153
TotalHUF1,251,267,830,000$4,532,600,821
ProductVolume
NOK
USD
Equivalent
IRS NOK6,776,912,000 $869,413,337
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK2,000,000,000 $255,411,532
FRAs NOK36,174,000,000 $4,641,779,593
TotalNOK44,950,912,000$5,766,604,462
ProductVolume
NZD
USD
Equivalent
IRS NZD44,771,657,245 $32,989,874,243
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD585,000,000 $424,768,500
FRAs NZD0 $0
TotalNZD45,356,657,245$33,414,642,743
ProductVolume
PLN
USD
Equivalent
IRS PLN4,131,510,000 $1,106,482,740
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN800,000,000 $215,976,890
FRAs PLN4,970,000,000 $1,331,876,781
TotalPLN9,901,510,000$2,654,336,411
ProductVolume
SEK
USD
Equivalent
IRS SEK84,290,341,302 $10,215,046,665
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK500,000,000 $60,262,746
FRAs SEK65,500,000,000 $7,926,183,513
TotalSEK150,290,341,302$18,201,492,924
ProductVolume
SGD
USD
Equivalent
IRS SGD8,202,800,000 $6,074,384,693
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD8,202,800,000$6,074,384,693
ProductVolume
ZAR
USD
Equivalent
IRS ZAR44,413,590,000 $3,835,639,228
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR44,413,590,000$3,835,639,228
ProductUSD
Equivalent
IRS$745,237,619,573
OIS$485,892,440,694
Basis$14,697,972,277
Zeroes$28,905,839,484
FRAs$211,695,365,740
Total$1,486,429,237,768
Show:
ProductUSD
Equivalent
IRS $1,102,804,775,110
OIS $607,339,335,000
Basis $37,875,925,346
Zeroes $16,148,275,539
FRAs $686,276,000,000
Total$2,450,444,310,995
ProductVolume
EUR
USD
Equivalent
IRS €525,434,300,282 $609,051,879,552
OIS €1,300,491,926,000 $1,502,303,839,040
Basis €2,742,800,000 $3,170,652,260
Zeroes €29,037,052,007 $33,153,192,619
FRAs €383,420,000,000 $440,642,529,025
Total€2,241,126,078,289$2,588,322,092,496
ProductVolume
GBP
USD
Equivalent
IRS £110,265,129,688 $166,859,213,864
OIS £340,560,852,000 $515,051,831,102
Basis £4,396,300,000 $6,654,649,800
Zeroes £852,001,245 $1,283,260,983
FRAs £27,125,000,000 $41,031,774,750
Total£483,199,282,933$730,880,730,499
ProductVolume
JPY
USD
Equivalent
IRS ¥39,177,098,549,246 $332,083,871,142
OIS ¥2,314,138,000,000 $19,694,029,628
Basis ¥750,200,000,000 $6,361,465,252
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥42,241,436,549,246$358,139,366,022
ProductVolume
CHF
USD
Equivalent
IRS CHF61,102,359,000 $66,377,198,643
OIS CHF0 $0
Basis CHF2,706,000,000 $2,758,191,290
Zeroes CHF6,065,500,000 $6,596,631,207
FRAs CHF50,000,000 $49,009,998
TotalCHF69,923,859,000$75,781,031,138
ProductVolume
AUD
USD
Equivalent
IRS $250,719,239,439 $202,976,484,350
OIS $0 $0
Basis $3,908,000,000 $3,182,109,550
Zeroes $0 $0
FRAs $0 $0
Total$254,627,239,439$206,158,593,900
ProductVolume
CAD
USD
Equivalent
IRS $131,617,324,407 $107,836,877,876
OIS $144,116,976,000 $118,882,320,071
Basis $1,250,000,000 $1,006,091,958
Zeroes $0 $0
FRAs $0 $0
Total$276,984,300,407$227,725,289,905
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK74,897,260,000 $3,124,066,130
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,400,000,000 $96,954,028
FRAs CZK51,890,000,000 $2,170,831,563
TotalCZK129,187,260,000$5,391,851,721
ProductVolume
DKK
USD
Equivalent
IRS DKK51,393,561,094 $7,871,792,260
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK24,000,000,000 $3,768,290,880
TotalDKK75,393,561,094$11,640,083,140
ProductVolume
HKD
USD
Equivalent
IRS HKD54,375,620,000 $7,013,520,910
OIS HKD0 $0
Basis HKD500,000,000 $64,491,581
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD54,875,620,000$7,078,012,491
ProductVolume
HUF
USD
Equivalent
IRS HUF1,768,514,880,000 $6,525,201,583
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,818,890,000,000 $25,100,867,785
TotalHUF8,587,404,880,000$31,626,069,368
ProductVolume
NOK
USD
Equivalent
IRS NOK46,251,905,000 $6,024,143,096
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK6,700,000,000 $872,129,779
FRAs NOK296,217,053,000 $38,668,243,691
TotalNOK349,168,958,000$45,564,516,566
ProductVolume
NZD
USD
Equivalent
IRS NZD137,944,082,802 $104,885,404,788
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,617,000,000 $1,227,767,700
FRAs NZD0 $0
TotalNZD139,561,082,802$106,113,172,488
ProductVolume
PLN
USD
Equivalent
IRS PLN49,741,490,000 $13,587,538,425
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,920,000,000 $526,630,650
FRAs PLN29,730,000,000 $8,145,637,589
TotalPLN81,391,490,000$22,259,806,664
ProductVolume
SEK
USD
Equivalent
IRS SEK288,629,896,302 $35,429,962,855
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK500,000,000 $60,262,746
FRAs SEK368,456,246,000 $45,137,856,926
TotalSEK657,586,142,302$80,628,082,527
ProductVolume
SGD
USD
Equivalent
IRS SGD40,459,295,000 $30,271,283,446
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD520,000,000 $389,090,501
FRAs SGD0 $0
TotalSGD40,979,295,000$30,660,373,947
ProductVolume
ZAR
USD
Equivalent
IRS ZAR153,429,750,000 $13,273,124,863
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR153,429,750,000$13,273,124,863
ProductUSD
Equivalent
IRS$2,815,996,338,893
OIS$2,763,271,354,841
Basis$61,073,577,037
Zeroes$60,354,195,752
FRAs$1,290,991,042,207
Total$6,991,686,508,730
Show:
ProductUSD
Equivalent
IRS $2,502,881,754,602
OIS $521,634,698,080
Basis $257,116,180,037
Zeroes $49,273,233,149
FRAs $151,567,100,000
Total$3,482,472,965,868
ProductVolume
EUR
USD
Equivalent
IRS €1,349,802,926,804 $1,523,860,014,216
OIS €1,838,165,619,000 $2,075,197,075,570
Basis €27,766,742,883 $31,347,264,378
Zeroes €224,622,029,282 $253,587,039,957
FRAs €491,798,200,000 $555,215,577,890
Total€3,932,155,517,969$4,439,206,972,011
ProductVolume
GBP
USD
Equivalent
IRS £290,829,842,103 $437,509,872,967
OIS £616,537,952,000 $927,488,868,091
Basis £17,341,050,000 $26,087,008,568
Zeroes £15,476,582,936 $23,282,197,540
FRAs £65,409,700,000 $98,399,082,195
Total£1,005,595,127,039$1,512,767,029,361
ProductVolume
JPY
USD
Equivalent
IRS ¥52,769,741,725,196 $449,276,248,139
OIS ¥3,447,248,000,000 $29,349,521,093
Basis ¥1,359,880,000,000 $11,577,880,891
Zeroes ¥21,200,000,000 $180,494,658
FRAs ¥0 $0
Total¥57,598,069,725,196$490,384,144,781
ProductVolume
CHF
USD
Equivalent
IRS CHF151,623,936,122 $164,683,323,691
OIS CHF2,417,500,000 $2,625,719,561
Basis CHF11,022,050,000 $11,971,380,471
Zeroes CHF5,967,500,000 $6,481,481,481
FRAs CHF3,255,000,000 $3,535,353,535
TotalCHF174,285,986,122$189,297,258,739
ProductVolume
AUD
USD
Equivalent
IRS $1,088,518,676,279 $845,615,733,667
OIS $0 $0
Basis $87,659,200,000 $68,098,049,520
Zeroes $2,489,000,000 $1,933,579,650
FRAs $0 $0
Total$1,178,666,876,279$915,647,362,837
ProductVolume
CAD
USD
Equivalent
IRS $535,993,783,950 $421,213,189,745
OIS $186,762,474,000 $146,768,152,456
Basis $4,781,500,000 $3,757,563,851
Zeroes $69,683,602,000 $54,761,180,354
FRAs $0 $0
Total$797,221,359,950$626,500,086,406
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK381,021,945,268 $15,514,554,553
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,600,000,000 $187,304,043
FRAs CZK26,820,000,000 $1,092,064,009
TotalCZK412,441,945,268$16,793,922,605
ProductVolume
DKK
USD
Equivalent
IRS DKK308,370,695,457 $46,829,973,949
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK3,680,000,000 $558,854,349
FRAs DKK24,000,000,000 $3,644,702,273
TotalDKK336,050,695,457$51,033,530,571
ProductVolume
HKD
USD
Equivalent
IRS HKD229,744,110,505 $29,635,606,272
OIS HKD0 $0
Basis HKD3,800,000,000 $490,177,109
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD233,544,110,505$30,125,783,381
ProductVolume
HUF
USD
Equivalent
IRS HUF6,474,312,651,000 $23,540,387,052
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF11,696,350,000,000 $42,527,542,450
TotalHUF18,170,662,651,000$66,067,929,502
ProductVolume
NOK
USD
Equivalent
IRS NOK194,283,741,444 $25,122,031,324
OIS NOK0 $0
Basis NOK995,000,000 $128,659,357
Zeroes NOK16,772,000,000 $2,168,718,320
FRAs NOK1,054,305,600,000 $136,327,919,727
TotalNOK1,266,356,341,444$163,747,328,728
ProductVolume
NZD
USD
Equivalent
IRS NZD841,284,699,404 $610,856,820,238
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD5,878,000,000 $4,268,015,800
FRAs NZD0 $0
TotalNZD847,162,699,404$615,124,836,038
ProductVolume
PLN
USD
Equivalent
IRS PLN89,008,077,000 $24,029,609,622
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,920,000,000 $518,344,537
FRAs PLN59,640,000,000 $16,101,077,185
TotalPLN150,568,077,000$40,649,031,344
ProductVolume
SEK
USD
Equivalent
IRS SEK1,275,359,354,480 $154,129,426,737
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK32,055,000,000 $3,873,903,270
FRAs SEK1,465,198,600,000 $177,071,834,288
TotalSEK2,772,612,954,480$335,075,164,295
ProductVolume
SGD
USD
Equivalent
IRS SGD178,542,727,815 $131,911,878,696
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD520,000,000 $384,189,139
FRAs SGD0 $0
TotalSGD179,062,727,815$132,296,067,835
ProductVolume
ZAR
USD
Equivalent
IRS ZAR312,022,758,172 $26,790,428,115
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR312,022,758,172$26,790,428,115
ProductUSD
Equivalent
IRS$7,433,400,853,585
OIS$3,703,064,034,851
Basis$410,574,164,182
Zeroes$401,458,536,247
FRAs$1,185,482,253,552
Total$13,133,979,842,417

Figures as of COB Jan 30, 2015.

Notional Outstanding by Product

As of COB Jan 30, 2015

Daily Notional by Tenor
 

As of COB Jan 30, 2015

Notional Outstanding by Tenor
 

As of COB Jan 30, 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
$470,791,165,405
$2,501,667,095,904
$15,421,004,702,621
$109,288,677,382,388
EUR
€518,065,820,874
€4,174,450,874,152
€17,773,046,485,842
€111,116,862,242,164
GBP
£108,795,613,242
£913,822,268,402
£3,788,945,299,072
£33,903,289,020,774
JPY
¥16,119,460,000,000
¥47,149,297,811,316
¥173,955,297,023,702
¥2,230,600,166,019,547
CHF
CHF8,890,540,000
CHF172,265,762,000
CHF433,651,390,000
CHF4,458,364,171,557
AUD
$26,199,788,000
$147,186,530,000
$787,356,676,877
$10,585,050,619,725
CAD
$36,785,414,000
$288,595,868,000
$1,086,574,854,813
$10,669,840,773,544
Other*
Show All
Hide
$60,718,222,002
$346,353,878,257
$1,613,616,211,692
$14,372,767,990,513
CZK
CZK10,172,000,000
CZK127,766,940,000
CZK548,734,284,000
CZK8,736,018,274,290
DKK
DKK16,321,722,188
DKK79,688,722,188
DKK433,771,306,534
DKK3,476,336,725,014
HKD
HKD17,449,800,000
HKD50,621,206,860
HKD323,041,410,000
HKD7,693,846,023,317
HUF
HUF1,394,632,000,000
HUF7,569,367,660,000
HUF33,351,721,870,944
HUF213,715,564,700,682
NOK
NOK40,792,000,000
NOK263,689,824,000
NOK1,926,238,508,000
NOK15,135,101,848,777
NZD
NZD7,795,280,706
NZD107,378,271,586
NZD400,808,209,984
NZD3,383,705,146,930
PLN
PLN34,312,700,000
PLN102,756,420,000
PLN559,357,955,600
PLN4,915,135,356,527
SEK
SEK203,333,524,604
SEK959,906,682,604
SEK3,609,357,352,604
SEK32,210,740,309,470
SGD
SGD4,609,200,000
SGD32,167,560,000
SGD178,775,288,680
SGD1,481,695,895,259
ZAR
ZAR27,099,500,000
ZAR170,633,180,000
ZAR853,368,010,000
ZAR11,544,944,572,922
Total in USD$1,476,203,506,067$9,894,192,456,880$46,849,338,030,501$340,550,648,041,514

Figures as of COB Jan 30, 2015. Weekly figures as of COB Jan 30, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $273,622,320,980
OIS $113,399,200,000
Basis $33,698,000,000
Zeroes $6,551,644,425
FRAs $43,520,000,000
Total$470,791,165,405
ProductVolume
EUR
USD
Equivalent
IRS €266,415,398,000 $300,769,663,572
OIS €158,054,620,000 $178,435,763,249
Basis €682,000,000 $769,943,900
Zeroes €2,953,802,874 $3,334,695,755
FRAs €89,960,000,000 $101,560,342,000
Total€518,065,820,874$584,870,408,476
ProductVolume
GBP
USD
Equivalent
IRS £39,431,308,000 $59,318,488,190
OIS £37,289,800,000 $56,096,910,630
Basis £8,952,900,000 $13,468,295,115
Zeroes £1,421,605,242 $2,138,591,846
FRAs £21,700,000,000 $32,644,395,000
Total£108,795,613,242$163,666,680,781
ProductVolume
JPY
USD
Equivalent
IRS ¥15,509,340,000,000 $132,044,953,386
OIS ¥268,000,000,000 $2,281,724,916
Basis ¥212,120,000,000 $1,805,968,243
Zeroes ¥130,000,000,000 $1,106,806,862
FRAs ¥0 $0
Total¥16,119,460,000,000$137,239,453,407
ProductVolume
CHF
USD
Equivalent
IRS CHF4,990,540,000 $5,420,375,801
OIS CHF400,000,000 $434,452,047
Basis CHF500,000,000 $543,065,059
Zeroes CHF0 $0
FRAs CHF3,000,000,000 $3,258,390,355
TotalCHF8,890,540,000$9,656,283,262
ProductVolume
AUD
USD
Equivalent
IRS $25,535,788,000 $19,837,476,908
OIS $0 $0
Basis $664,000,000 $515,828,400
Zeroes $0 $0
FRAs $0 $0
Total$26,199,788,000$20,353,305,308
ProductVolume
CAD
USD
Equivalent
IRS $27,579,000,000 $21,673,084,479
OIS $7,300,000,000 $5,736,738,703
Basis $1,900,000,000 $1,493,123,772
Zeroes $6,414,000 $5,040,472
FRAs $0 $0
Total$36,785,414,000$28,907,987,426
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,172,000,000 $414,186,245
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK10,172,000,000$414,186,245
ProductVolume
DKK
USD
Equivalent
IRS DKK16,321,722,188 $2,478,659,082
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK16,321,722,188$2,478,659,082
ProductVolume
HKD
USD
Equivalent
IRS HKD17,449,800,000 $2,250,919,082
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD17,449,800,000$2,250,919,082
ProductVolume
HUF
USD
Equivalent
IRS HUF309,632,000,000 $1,125,811,730
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,085,000,000,000 $3,945,024,179
TotalHUF1,394,632,000,000$5,070,835,909
ProductVolume
NOK
USD
Equivalent
IRS NOK13,792,000,000 $1,783,386,780
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK27,000,000,000 $3,491,258,922
TotalNOK40,792,000,000$5,274,645,702
ProductVolume
NZD
USD
Equivalent
IRS NZD6,625,280,706 $4,810,616,321
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,170,000,000 $849,537,000
FRAs NZD0 $0
TotalNZD7,795,280,706$5,660,153,321
ProductVolume
PLN
USD
Equivalent
IRS PLN5,712,700,000 $1,542,263,978
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,600,000,000 $431,953,781
FRAs PLN27,000,000,000 $7,289,220,053
TotalPLN34,312,700,000$9,263,437,812
ProductVolume
SEK
USD
Equivalent
IRS SEK57,033,524,604 $6,892,602,011
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK146,300,000,000 $17,680,612,960
TotalSEK203,333,524,604$24,573,214,971
ProductVolume
SGD
USD
Equivalent
IRS SGD4,609,200,000 $3,405,393,424
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD4,609,200,000$3,405,393,424
ProductVolume
ZAR
USD
Equivalent
IRS ZAR27,099,500,000 $2,326,776,454
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR27,099,500,000$2,326,776,454
ProductUSD
Equivalent
IRS$839,716,978,423
OIS$356,384,789,545
Basis$52,294,224,489
Zeroes$14,418,270,141
FRAs$213,389,243,469
Total$1,476,203,506,067
Show:
ProductUSD
Equivalent
IRS $1,199,303,796,640
OIS $292,540,100,000
Basis $128,542,200,000
Zeroes $14,102,999,264
FRAs $867,178,000,000
Total$2,501,667,095,904
ProductVolume
EUR
USD
Equivalent
IRS €1,338,471,669,912 $1,513,436,235,276
OIS €1,357,539,550,000 $1,535,475,289,384
Basis €2,827,000,000 $3,195,259,000
Zeroes €74,466,654,240 $84,269,701,191
FRAs €1,401,146,000,000 $1,590,810,071,000
Total€4,174,450,874,152$4,727,186,555,851
ProductVolume
GBP
USD
Equivalent
IRS £180,427,975,151 $272,586,220,248
OIS £286,536,724,000 $433,360,769,978
Basis £43,822,000,000 $66,256,564,115
Zeroes £2,353,569,251 $3,546,011,540
FRAs £400,682,000,000 $607,442,406,000
Total£913,822,268,402$1,383,191,971,881
ProductVolume
JPY
USD
Equivalent
IRS ¥44,602,337,811,316 $378,680,805,341
OIS ¥1,723,000,000,000 $14,622,928,505
Basis ¥693,960,000,000 $5,887,639,159
Zeroes ¥130,000,000,000 $1,106,806,862
FRAs ¥0 $0
Total¥47,149,297,811,316$400,298,179,867
ProductVolume
CHF
USD
Equivalent
IRS CHF71,993,762,000 $79,272,024,573
OIS CHF3,250,000,000 $3,579,215,412
Basis CHF3,482,000,000 $3,811,234,034
Zeroes CHF10,600,000,000 $11,592,879,100
FRAs CHF82,940,000,000 $91,581,586,134
TotalCHF172,265,762,000$189,836,939,253
ProductVolume
AUD
USD
Equivalent
IRS $136,692,530,000 $107,253,913,824
OIS $0 $0
Basis $10,494,000,000 $8,197,071,900
Zeroes $0 $0
FRAs $0 $0
Total$147,186,530,000$115,450,985,724
ProductVolume
CAD
USD
Equivalent
IRS $157,263,750,000 $125,266,496,382
OIS $101,530,000,000 $81,169,524,902
Basis $8,894,000,000 $7,075,314,074
Zeroes $20,908,118,000 $16,695,514,785
FRAs $0 $0
Total$288,595,868,000$230,206,850,143
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK127,766,940,000 $5,197,827,985
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK127,766,940,000$5,197,827,985
ProductVolume
DKK
USD
Equivalent
IRS DKK67,548,722,188 $10,259,072,845
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK940,000,000 $142,497,650
FRAs DKK11,200,000,000 $1,702,569,125
TotalDKK79,688,722,188$12,104,139,620
ProductVolume
HKD
USD
Equivalent
IRS HKD50,621,206,860 $6,530,048,859
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD50,621,206,860$6,530,048,859
ProductVolume
HUF
USD
Equivalent
IRS HUF1,136,367,660,000 $4,128,088,675
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,433,000,000,000 $23,352,874,866
TotalHUF7,569,367,660,000$27,480,963,541
ProductVolume
NOK
USD
Equivalent
IRS NOK61,341,824,000 $7,874,683,327
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK4,000,000,000 $510,823,064
FRAs NOK198,348,000,000 $25,436,785,804
TotalNOK263,689,824,000$33,822,292,195
ProductVolume
NZD
USD
Equivalent
IRS NZD106,208,271,586 $78,212,725,420
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD1,170,000,000 $849,537,000
FRAs NZD0 $0
TotalNZD107,378,271,586$79,062,262,420
ProductVolume
PLN
USD
Equivalent
IRS PLN25,366,420,000 $6,802,913,793
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,600,000,000 $431,953,781
FRAs PLN75,790,000,000 $20,325,612,841
TotalPLN102,756,420,000$27,560,480,415
ProductVolume
SEK
USD
Equivalent
IRS SEK301,048,682,604 $36,466,666,601
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,000,000,000 $120,525,491
FRAs SEK657,858,000,000 $79,423,138,972
TotalSEK959,906,682,604$116,010,331,064
ProductVolume
SGD
USD
Equivalent
IRS SGD31,867,560,000 $23,608,279,394
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD300,000,000 $223,114,681
FRAs SGD0 $0
TotalSGD32,167,560,000$23,831,394,075
ProductVolume
ZAR
USD
Equivalent
IRS ZAR170,633,180,000 $14,754,138,083
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR170,633,180,000$14,754,138,083
ProductUSD
Equivalent
IRS$3,869,633,937,266
OIS$2,360,747,828,181
Basis$222,965,282,282
Zeroes$133,592,364,409
FRAs$3,307,253,044,742
Total$9,894,192,456,880
Show:
ProductUSD
Equivalent
IRS $5,056,352,182,747
OIS $2,119,017,630,000
Basis $462,033,350,692
Zeroes $77,263,539,182
FRAs $7,706,338,000,000
Total$15,421,004,702,621
ProductVolume
EUR
USD
Equivalent
IRS €5,420,614,580,170 $6,278,516,697,096
OIS €6,439,518,890,000 $7,446,288,499,570
Basis €10,539,647,013 $12,157,396,555
Zeroes €202,417,368,659 $233,505,593,965
FRAs €5,699,956,000,000 $6,640,955,117,350
Total€17,773,046,485,842$20,611,423,304,536
ProductVolume
GBP
USD
Equivalent
IRS £697,626,232,978 $1,055,537,509,101
OIS £1,398,355,140,000 $2,114,232,747,265
Basis £132,935,202,845 $201,113,639,279
Zeroes £7,752,723,249 $11,720,559,399
FRAs £1,552,276,000,000 $2,352,676,022,200
Total£3,788,945,299,072$5,735,280,477,244
ProductVolume
JPY
USD
Equivalent
IRS ¥158,607,501,023,702 $1,344,123,757,970
OIS ¥7,931,796,000,000 $67,316,637,251
Basis ¥6,652,600,000,000 $56,276,474,443
Zeroes ¥763,400,000,000 $6,496,389,609
FRAs ¥0 $0
Total¥173,955,297,023,702$1,474,213,259,273
ProductVolume
CHF
USD
Equivalent
IRS CHF222,175,790,000 $240,772,460,318
OIS CHF19,650,000,000 $21,159,071,803
Basis CHF23,366,600,000 $24,609,610,990
Zeroes CHF15,131,000,000 $16,605,738,647
FRAs CHF153,328,000,000 $161,030,785,922
TotalCHF433,651,390,000$464,177,667,680
ProductVolume
AUD
USD
Equivalent
IRS $732,590,176,877 $592,172,267,853
OIS $0 $0
Basis $54,766,500,000 $44,240,474,250
Zeroes $0 $0
FRAs $0 $0
Total$787,356,676,877$636,412,742,103
ProductVolume
CAD
USD
Equivalent
IRS $635,744,382,813 $523,958,212,010
OIS $396,833,952,000 $325,724,782,769
Basis $19,150,000,000 $15,467,776,719
Zeroes $34,846,520,000 $28,058,893,854
FRAs $0 $0
Total$1,086,574,854,813$893,209,665,352
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK407,154,284,000 $16,871,401,622
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,800,000,000 $193,908,055
FRAs CZK136,780,000,000 $5,704,733,608
TotalCZK548,734,284,000$22,770,043,285
ProductVolume
DKK
USD
Equivalent
IRS DKK225,809,306,534 $34,811,997,624
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK940,000,000 $142,497,650
FRAs DKK207,022,000,000 $32,500,470,816
TotalDKK433,771,306,534$67,454,966,090
ProductVolume
HKD
USD
Equivalent
IRS HKD322,041,410,000 $41,536,642,798
OIS HKD0 $0
Basis HKD1,000,000,000 $128,983,161
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD323,041,410,000$41,665,625,959
ProductVolume
HUF
USD
Equivalent
IRS HUF6,999,941,870,944 $25,784,737,463
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF26,351,780,000,000 $96,831,932,700
TotalHUF33,351,721,870,944$122,616,670,163
ProductVolume
NOK
USD
Equivalent
IRS NOK349,940,402,000 $45,510,795,533
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK13,400,000,000 $1,744,259,558
FRAs NOK1,562,898,106,000 $203,894,259,248
TotalNOK1,926,238,508,000$251,149,314,339
ProductVolume
NZD
USD
Equivalent
IRS NZD398,213,709,984 $302,943,785,427
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,594,500,000 $1,945,223,450
FRAs NZD0 $0
TotalNZD400,808,209,984$304,889,008,877
ProductVolume
PLN
USD
Equivalent
IRS PLN213,283,955,600 $58,154,950,475
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,840,000,000 $1,053,261,300
FRAs PLN342,234,000,000 $93,257,929,242
TotalPLN559,357,955,600$152,466,141,017
ProductVolume
SEK
USD
Equivalent
IRS SEK1,155,536,860,604 $141,864,139,236
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,000,000,000 $120,525,491
FRAs SEK2,452,820,492,000 $300,938,819,276
TotalSEK3,609,357,352,604$442,923,484,003
ProductVolume
SGD
USD
Equivalent
IRS SGD177,035,288,680 $132,489,081,481
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,740,000,000 $1,302,954,808
FRAs SGD0 $0
TotalSGD178,775,288,680$133,792,036,289
ProductVolume
ZAR
USD
Equivalent
IRS ZAR853,368,010,000 $73,888,921,670
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR853,368,010,000$73,888,921,670
ProductUSD
Equivalent
IRS$15,965,289,540,424
OIS$12,093,739,368,658
Basis$816,027,706,089
Zeroes$380,153,344,968
FRAs$17,594,128,070,362
Total$46,849,338,030,501
Show:
ProductUSD
Equivalent
IRS $58,319,980,177,886
OIS $12,539,714,519,892
Basis $7,626,565,858,674
Zeroes $452,093,425,937
FRAs $30,350,323,400,000
Total$109,288,677,382,389
ProductVolume
EUR
USD
Equivalent
IRS €55,300,922,294,603 $62,431,976,224,492
OIS €24,268,201,005,477 $27,397,585,525,134
Basis €345,845,748,389 $390,442,557,644
Zeroes €1,420,709,393,695 $1,603,909,870,012
FRAs €29,781,183,800,000 $33,621,467,451,010
Total€111,116,862,242,164$125,445,381,628,292
ProductVolume
GBP
USD
Equivalent
IRS £8,736,564,780,590 $13,142,851,227,681
OIS £13,067,448,636,426 $19,658,016,356,208
Basis £2,446,863,550,469 $3,680,939,182,148
Zeroes £211,486,278,230 $318,149,382,655
FRAs £9,440,925,775,059 $14,202,456,689,710
Total£33,903,289,020,774$51,002,412,838,402
ProductVolume
JPY
USD
Equivalent
IRS ¥2,029,788,265,019,547 $17,281,412,158,014
OIS ¥22,062,016,000,000 $187,833,774,637
Basis ¥168,742,685,000,000 $1,436,658,166,958
Zeroes ¥9,845,800,000,000 $83,826,146,184
FRAs ¥161,400,000,000 $1,374,143,289
Total¥2,230,600,166,019,547$18,991,104,389,082
ProductVolume
CHF
USD
Equivalent
IRS CHF3,136,111,420,257 $3,406,225,068,162
OIS CHF82,178,600,000 $89,256,652,547
Basis CHF403,967,800,000 $438,761,594,439
Zeroes CHF21,440,351,300 $23,287,011,296
FRAs CHF814,666,000,000 $884,833,279,027
TotalCHF4,458,364,171,557$4,842,363,605,471
ProductVolume
AUD
USD
Equivalent
IRS $9,675,292,019,725 $7,516,250,605,524
OIS $0 $0
Basis $890,980,600,000 $692,158,279,110
Zeroes $18,778,000,000 $14,587,689,300
FRAs $0 $0
Total$10,585,050,619,725$8,222,996,573,934
ProductVolume
CAD
USD
Equivalent
IRS $8,802,942,769,050 $6,917,833,217,328
OIS $1,303,749,186,290 $1,024,557,317,320
Basis $246,041,395,446 $193,352,766,559
Zeroes $317,107,422,758 $249,200,332,227
FRAs $0 $0
Total$10,669,840,773,544$8,384,943,633,434
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,141,804,274,290 $331,520,187,072
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $863,227,330
FRAs CZK573,014,000,000 $23,332,138,931
TotalCZK8,736,018,274,290$355,715,553,333
ProductVolume
DKK
USD
Equivalent
IRS DKK2,302,541,870,804 $349,669,982,962
OIS DKK0 $0
Basis DKK1,930,000,000 $293,094,808
Zeroes DKK33,210,854,210 $5,043,486,493
FRAs DKK1,138,654,000,000 $172,918,950,933
TotalDKK3,476,336,725,014$527,925,515,196
ProductVolume
HKD
USD
Equivalent
IRS HKD7,677,416,023,317 $990,340,418,110
OIS HKD0 $0
Basis HKD16,430,000,000 $2,119,371,025
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,693,846,023,317$992,459,789,135
ProductVolume
HUF
USD
Equivalent
IRS HUF113,291,640,058,408 $411,924,662,976
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $816,274,588
FRAs HUF100,199,424,642,274 $364,321,799,957
TotalHUF213,715,564,700,682$777,062,737,521
ProductVolume
NOK
USD
Equivalent
IRS NOK6,026,199,048,776 $779,223,007,238
OIS NOK0 $0
Basis NOK36,382,800,000 $4,704,510,189
Zeroes NOK40,762,000,000 $5,270,766,525
FRAs NOK9,031,758,000,001 $1,167,859,470,363
TotalNOK15,135,101,848,777$1,957,057,754,315
ProductVolume
NZD
USD
Equivalent
IRS NZD3,368,039,646,930 $2,445,533,587,636
OIS NZD0 $0
Basis NZD400,000,000 $290,440,000
Zeroes NZD15,265,500,000 $11,084,279,550
FRAs NZD0 $0
TotalNZD3,383,705,146,930$2,456,908,307,186
ProductVolume
PLN
USD
Equivalent
IRS PLN2,968,153,356,527 $801,315,665,486
OIS PLN0 $0
Basis PLN674,000,000 $181,960,530
Zeroes PLN19,442,000,000 $5,248,778,381
FRAs PLN1,926,866,000,000 $520,198,158,797
TotalPLN4,915,135,356,527$1,326,944,563,194
ProductVolume
SEK
USD
Equivalent
IRS SEK16,176,604,449,470 $1,954,971,170,748
OIS SEK0 $0
Basis SEK500,000,000 $60,425,882
Zeroes SEK90,675,060,000 $10,958,240,882
FRAs SEK15,942,960,800,000 $1,926,734,923,743
TotalSEK32,210,740,309,470$3,892,724,761,255
ProductVolume
SGD
USD
Equivalent
IRS SGD1,479,355,895,259 $1,092,985,515,522
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD2,340,000,000 $1,728,851,127
FRAs SGD0 $0
TotalSGD1,481,695,895,259$1,094,714,366,649
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,544,944,572,922 $991,254,642,728
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,544,944,572,922$991,254,642,728
ProductUSD
Equivalent
IRS$179,165,267,519,565
OIS$60,896,964,145,738
Basis$14,466,528,207,966
Zeroes$2,786,067,762,487
FRAs$83,235,820,405,760
Total$340,550,648,041,516

Figures as of COB Jan 30, 2015.

Notional Outstanding by Product

As of COB Jan 30, 2015

Daily Notional by Tenor

As of COB Jan 30, 2015

Notional Outstanding by Currency

As of COB Jan 30, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, HUF, SGD, 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.