Daily Volumes

  • Client Notional Cleared (USD)
    $242,595,561,594,830
    Notional Outstanding (USD)
    $277,084,195,431,432
    As of COB Aug 3, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $721,175,000,000,000
    Trades Compressed
    5,997,383
  • Notional Outstanding Showing Effect of Compression

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

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

As of COB Aug 3, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$202,677,689,155
$972,103,644,887
$20,937,110,405,633
$6,381,291,747,151
EUR
€24,345,869,185
€256,070,710,432
€12,969,382,186,473
€2,912,786,007,950
GBP
£50,222,561,000
£279,892,057,552
£5,059,197,528,070
£1,256,685,146,528
JPY
¥1,589,632,340,000
¥4,007,572,207,000
¥221,437,018,932,776
¥49,896,067,388,900
CHF
CHF966,630,000
CHF3,883,710,000
CHF296,966,836,646
CHF190,414,835,974
AUD
$1,589,700,000
$30,016,220,000
$1,277,823,484,651
$810,248,726,186
CAD
$14,740,100,000
$40,764,249,000
$1,716,390,192,331
$861,750,493,189
Other*
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$5,631,895,891
$54,560,263,933
$2,632,132,404,893
$1,568,908,644,590
CZK
CZK3,451,790,000
CZK58,820,870,000
CZK1,861,717,889,042
CZK926,354,570,958
DKK
DKK438,980,000
DKK791,330,000
DKK485,697,678,681
DKK303,757,036,332
HKD
HKD1,184,000,000
HKD16,502,100,000
HKD466,596,311,102
HKD297,441,476,300
HUF
HUF85,942,910,000
HUF471,346,890,000
HUF56,037,215,956,396
HUF21,130,864,617,720
NOK
NOK497,590,000
NOK59,606,282,000
NOK2,597,732,075,186
NOK622,435,620,414
NZD
NZD1,102,480,000
NZD18,076,531,600
NZD708,637,047,636
NZD845,158,890,202
PLN
PLN4,387,930,000
PLN32,106,450,000
PLN1,016,722,483,428
PLN352,586,760,250
SEK
SEK20,048,475,000
SEK62,604,662,000
SEK6,614,643,118,258
SEK3,167,501,294,310
SGD
SGD304,700,000
SGD11,914,804,700
SGD268,466,011,946
SGD306,889,744,587
ZAR
ZAR6,176,080,000
ZAR55,071,500,000
ZAR1,400,010,353,482
ZAR773,286,088,218
Total in USD$339,420,253,264$1,834,686,468,182$50,393,933,651,656$14,943,962,357,350

Figures as of COB Aug 3, 2015. Weekly figures as of COB Jul 31, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $41,593,405,400
OIS $151,487,500,000
Basis $3,907,000,000
Zeroes $0
FRAs $5,018,000,000
VNS $671,783,755
Inflation $0
Total$202,677,689,155
ProductVolume
EUR
USD
Equivalent
IRS €14,572,718,185 $15,957,126,413
OIS €9,743,151,000 $10,668,750,345
Basis €0 $0
Zeroes €0 $0
FRAs €0 $0
VNS €30,000,000 $32,850,000
Inflation €0 $0
Total€24,345,869,185$26,658,726,758
ProductVolume
GBP
USD
Equivalent
IRS £7,534,061,000 $11,741,834,069
OIS £42,573,500,000 $66,350,799,750
Basis £115,000,000 $179,227,500
Zeroes £0 $0
FRAs £0 $0
VNS £0 $0
Inflation £0 $0
Total£50,222,561,000$78,271,861,319
ProductVolume
JPY
USD
Equivalent
IRS ¥1,589,632,340,000 $12,816,514,875
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,589,632,340,000$12,816,514,875
ProductVolume
CHF
USD
Equivalent
IRS CHF866,630,000 $894,170,450
OIS CHF0 $0
Basis CHF100,000,000 $103,177,879
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF966,630,000$997,348,329
ProductVolume
AUD
USD
Equivalent
IRS $1,589,700,000 $1,161,275,850
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,589,700,000$1,161,275,850
ProductVolume
CAD
USD
Equivalent
IRS $2,842,100,000 $2,160,471,304
OIS $4,000,000,000 $3,040,668,947
Basis $0 $0
Zeroes $7,898,000,000 $6,003,800,836
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$14,740,100,000$11,204,941,087
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,451,790,000 $139,805,184
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,451,790,000$139,805,184
ProductVolume
DKK
USD
Equivalent
IRS DKK438,980,000 $64,425,137
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK438,980,000$64,425,137
ProductVolume
HKD
USD
Equivalent
IRS HKD1,184,000,000 $152,708,184
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,184,000,000$152,708,184
ProductVolume
HUF
USD
Equivalent
IRS HUF85,942,910,000 $306,113,551
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF85,942,910,000$306,113,551
ProductVolume
NOK
USD
Equivalent
IRS NOK497,590,000 $60,291,284
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK497,590,000$60,291,284
ProductVolume
NZD
USD
Equivalent
IRS NZD1,102,480,000 $723,612,748
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,102,480,000$723,612,748
ProductVolume
PLN
USD
Equivalent
IRS PLN2,837,930,000 $749,912,138
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,550,000,000 $409,581,566
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,387,930,000$1,159,493,704
ProductVolume
SEK
USD
Equivalent
IRS SEK3,548,475,000 $410,161,939
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK16,500,000,000 $1,907,205,770
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK20,048,475,000$2,317,367,709
ProductVolume
SGD
USD
Equivalent
IRS SGD304,700,000 $221,197,822
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD304,700,000$221,197,822
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,176,080,000 $486,880,568
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,176,080,000$486,880,568
ProductUSD
Equivalent
IRS$89,639,906,916
OIS$231,547,719,042
Basis$4,189,405,379
Zeroes$6,003,800,836
FRAs$7,334,787,336
VNS$704,633,755
Inflation$0
Total$339,420,253,264
Show:
ProductUSD
Equivalent
IRS $281,778,347,936
OIS $575,615,083,000
Basis $34,383,700,000
Zeroes $3,737,000,000
FRAs $74,880,000,000
VNS $1,709,513,951
Inflation $0
Total$972,103,644,887
ProductVolume
EUR
USD
Equivalent
IRS €131,746,385,432 $144,821,592,760
OIS €48,613,559,000 $53,495,860,190
Basis €946,500,000 $1,035,306,650
Zeroes €3,411,000,000 $3,729,454,550
FRAs €71,203,800,000 $78,484,914,240
VNS €149,466,000 $164,248,926
Inflation €0 $0
Total€256,070,710,432$281,731,377,316
ProductVolume
GBP
USD
Equivalent
IRS £30,246,515,000 $47,180,971,309
OIS £228,802,000,000 $356,892,763,070
Basis £2,686,000,000 $4,189,392,400
Zeroes £840,742,382 $1,311,454,387
FRAs £15,577,800,000 $24,332,086,560
VNS £18,650,000 $29,094,910
Inflation £1,720,350,170 $2,681,276,453
Total£279,892,057,552$436,617,039,089
ProductVolume
JPY
USD
Equivalent
IRS ¥3,981,772,207,000 $32,202,921,565
OIS ¥25,800,000,000 $207,840,269
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,007,572,207,000$32,410,761,834
ProductVolume
CHF
USD
Equivalent
IRS CHF1,883,710,000 $1,953,477,986
OIS CHF2,000,000,000 $2,066,329,166
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,883,710,000$4,019,807,152
ProductVolume
AUD
USD
Equivalent
IRS $29,458,220,000 $21,497,418,908
OIS $0 $0
Basis $558,000,000 $407,937,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$30,016,220,000$21,905,356,508
ProductVolume
CAD
USD
Equivalent
IRS $22,071,849,000 $16,979,798,244
OIS $10,691,400,000 $8,210,420,137
Basis $0 $0
Zeroes $8,001,000,000 $6,147,999,082
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$40,764,249,000$31,338,217,463
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK29,220,870,000 $1,188,844,151
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK29,600,000,000 $1,200,404,554
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK58,820,870,000$2,389,248,705
ProductVolume
DKK
USD
Equivalent
IRS DKK791,330,000 $116,925,666
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK791,330,000$116,925,666
ProductVolume
HKD
USD
Equivalent
IRS HKD16,272,100,000 $2,098,952,931
OIS HKD0 $0
Basis HKD230,000,000 $29,672,059
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD16,502,100,000$2,128,624,990
ProductVolume
HUF
USD
Equivalent
IRS HUF339,546,890,000 $1,210,818,997
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF131,800,000,000 $471,202,317
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF471,346,890,000$1,682,021,314
ProductVolume
NOK
USD
Equivalent
IRS NOK28,981,282,000 $3,547,613,763
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,225,000,000 $149,870,927
FRAs NOK29,400,000,000 $3,596,710,574
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK59,606,282,000$7,294,195,264
ProductVolume
NZD
USD
Equivalent
IRS NZD18,076,531,600 $12,014,692,559
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD18,076,531,600$12,014,692,559
ProductVolume
PLN
USD
Equivalent
IRS PLN9,446,850,000 $2,506,619,409
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN22,659,600,000 $6,087,548,363
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN32,106,450,000$8,594,167,772
ProductVolume
SEK
USD
Equivalent
IRS SEK39,004,662,000 $4,544,453,123
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK23,600,000,000 $2,742,509,712
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK62,604,662,000$7,286,962,835
ProductVolume
SGD
USD
Equivalent
IRS SGD11,914,804,700 $8,689,497,311
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,914,804,700$8,689,497,311
ProductVolume
ZAR
USD
Equivalent
IRS ZAR55,071,500,000 $4,363,927,517
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR55,071,500,000$4,363,927,517
ProductUSD
Equivalent
IRS$586,696,874,135
OIS$996,488,295,832
Basis$40,046,008,709
Zeroes$15,075,778,946
FRAs$191,795,376,320
VNS$1,902,857,787
Inflation$2,681,276,453
Total$1,834,686,468,182
Show:
ProductUSD
Equivalent
IRS $9,317,396,693,098
OIS $8,573,598,517,000
Basis $337,920,297,946
Zeroes $118,701,601,143
FRAs $2,566,065,000,000
VNS $23,428,296,446
Inflation $0
Total$20,937,110,405,633
ProductVolume
EUR
USD
Equivalent
IRS €3,572,151,405,314 $3,987,958,837,949
OIS €7,055,861,279,418 $7,926,409,986,310
Basis €13,442,300,000 $15,071,173,460
Zeroes €126,595,842,141 $140,553,535,599
FRAs €2,197,622,249,925 $2,458,562,566,145
VNS €3,612,833,675 $4,035,761,009
Inflation €96,276,000 $106,872,282
Total€12,969,382,186,473$14,532,698,732,754
ProductVolume
GBP
USD
Equivalent
IRS £845,554,747,300 $1,295,757,679,322
OIS £3,890,032,100,500 $5,968,536,445,600
Basis £35,663,930,000 $54,930,882,200
Zeroes £13,573,545,927 $20,928,234,942
FRAs £265,331,600,000 $408,299,181,010
VNS £3,795,462,511 $5,842,529,897
Inflation £5,246,141,832 $8,195,623,931
Total£5,059,197,528,070$7,762,490,576,902
ProductVolume
JPY
USD
Equivalent
IRS ¥203,131,690,932,776 $1,686,363,518,303
OIS ¥13,889,448,000,000 $115,981,456,617
Basis ¥4,413,380,000,000 $37,102,047,538
Zeroes ¥2,500,000,000 $20,875,955
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥221,437,018,932,776$1,839,467,898,413
ProductVolume
CHF
USD
Equivalent
IRS CHF251,759,536,646 $268,536,271,008
OIS CHF4,102,000,000 $4,310,459,669
Basis CHF19,601,300,000 $20,582,403,635
Zeroes CHF20,327,500,000 $21,560,407,563
FRAs CHF1,176,500,000 $1,230,502,360
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF296,966,836,646$316,220,044,235
ProductVolume
AUD
USD
Equivalent
IRS $1,238,312,584,478 $966,839,960,738
OIS $0 $0
Basis $34,132,900,173 $26,510,005,191
Zeroes $5,378,000,000 $4,201,012,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,277,823,484,651$997,550,978,329
ProductVolume
CAD
USD
Equivalent
IRS $929,990,974,017 $746,908,570,961
OIS $725,995,340,000 $581,867,343,377
Basis $1,873,300,000 $1,511,123,988
Zeroes $58,530,578,314 $45,975,572,171
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,716,390,192,331$1,376,262,610,497
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,110,257,889,042 $45,001,107,186
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK744,460,000,000 $30,202,492,981
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,861,717,889,042$75,488,698,888
ProductVolume
DKK
USD
Equivalent
IRS DKK354,998,178,681 $53,223,191,251
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,987,000,000 $296,819,938
FRAs DKK128,712,500,000 $19,157,682,631
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK485,697,678,681$72,677,693,820
ProductVolume
HKD
USD
Equivalent
IRS HKD465,066,311,102 $59,978,703,882
OIS HKD0 $0
Basis HKD1,530,000,000 $197,372,134
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD466,596,311,102$60,176,076,016
ProductVolume
HUF
USD
Equivalent
IRS HUF20,425,045,956,396 $73,854,750,902
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF99,300,000,000 $355,402,136
FRAs HUF35,512,870,000,000 $128,570,460,274
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF56,037,215,956,396$202,780,613,312
ProductVolume
NOK
USD
Equivalent
IRS NOK458,566,622,186 $58,590,159,880
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK19,071,000,000 $2,451,782,873
FRAs NOK2,120,094,453,000 $270,630,559,434
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,597,732,075,186$331,672,502,187
ProductVolume
NZD
USD
Equivalent
IRS NZD700,681,239,136 $510,717,767,167
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD7,955,808,500 $5,732,886,249
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD708,637,047,636$516,450,653,416
ProductVolume
PLN
USD
Equivalent
IRS PLN509,699,483,428 $136,654,643,280
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN5,590,000,000 $1,514,712,656
FRAs PLN501,433,000,000 $134,152,305,163
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,016,722,483,428$272,321,661,099
ProductVolume
SEK
USD
Equivalent
IRS SEK2,368,556,872,258 $282,902,126,472
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK47,605,000,000 $5,626,675,151
FRAs SEK4,198,481,246,000 $497,393,722,381
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK6,614,643,118,258$785,922,524,004
ProductVolume
SGD
USD
Equivalent
IRS SGD267,306,011,946 $197,848,149,873
OIS SGD0 $0
Basis SGD140,000,000 $102,070,575
Zeroes SGD1,020,000,000 $758,529,306
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD268,466,011,946$198,708,749,754
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,400,010,353,482 $115,933,232,397
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,400,010,353,482$115,933,232,397
ProductUSD
Equivalent
IRS$19,804,465,363,669
OIS$23,170,704,208,573
Basis$493,927,376,667
Zeroes$368,963,146,803
FRAs$6,514,264,472,379
VNS$33,306,587,352
Inflation$8,302,496,213
Total$50,393,933,651,656
Show:
ProductUSD
Equivalent
IRS $3,355,437,240,293
OIS $1,768,720,416,803
Basis $356,921,395,573
Zeroes $89,478,287,229
FRAs $768,235,000,000
VNS $42,499,407,252
Inflation $0
Total$6,381,291,747,150
ProductVolume
EUR
USD
Equivalent
IRS €1,472,171,638,702 $1,612,027,944,379
OIS €1,035,705,770,811 $1,134,097,819,038
Basis €31,390,242,883 $34,372,315,957
Zeroes €169,173,602,994 $185,245,095,278
FRAs €192,303,616,925 $210,572,460,533
VNS €11,944,859,634 $13,079,621,299
Inflation €96,276,000 $105,422,220
Total€2,912,786,007,949$3,189,500,678,704
ProductVolume
GBP
USD
Equivalent
IRS £321,276,330,377 $500,709,160,893
OIS £798,095,838,500 $1,243,832,364,302
Basis £23,859,900,000 $37,185,654,150
Zeroes £15,452,125,442 $24,082,137,501
FRAs £86,380,600,000 $134,624,165,100
VNS £6,388,886,377 $9,957,079,419
Inflation £5,231,465,832 $8,153,239,499
Total£1,256,685,146,528$1,958,543,800,864
ProductVolume
JPY
USD
Equivalent
IRS ¥46,735,049,388,900 $376,804,397,234
OIS ¥2,104,238,000,000 $16,965,556,720
Basis ¥1,033,080,000,000 $8,329,275,175
Zeroes ¥23,700,000,000 $191,082,803
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥49,896,067,388,900$402,290,311,932
ProductVolume
CHF
USD
Equivalent
IRS CHF161,490,385,974 $166,622,354,492
OIS CHF5,986,500,000 $6,176,743,706
Basis CHF19,434,950,000 $20,052,569,129
Zeroes CHF326,500,000 $336,875,774
FRAs CHF3,176,500,000 $3,277,445,316
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF190,414,835,974$196,465,988,417
ProductVolume
AUD
USD
Equivalent
IRS $755,920,876,013 $552,200,199,928
OIS $0 $0
Basis $51,599,850,173 $37,693,690,551
Zeroes $2,728,000,000 $1,992,804,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$810,248,726,186$591,886,694,479
ProductVolume
CAD
USD
Equivalent
IRS $605,762,318,293 $460,480,667,649
OIS $178,092,022,896 $135,379,720,940
Basis $4,160,800,000 $3,162,903,839
Zeroes $73,735,352,000 $56,051,198,784
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$861,750,493,189$655,074,491,212
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK672,604,570,958 $27,241,983,433
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK253,750,000,000 $10,277,440,259
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK926,354,570,958$37,519,423,692
ProductVolume
DKK
USD
Equivalent
IRS DKK293,744,536,332 $43,110,237,508
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $146,760,985
FRAs DKK9,012,500,000 $1,322,683,378
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK303,757,036,332$44,579,681,871
ProductVolume
HKD
USD
Equivalent
IRS HKD292,611,476,300 $37,740,006,101
OIS HKD0 $0
Basis HKD4,830,000,000 $622,956,528
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD297,441,476,300$38,362,962,629
ProductVolume
HUF
USD
Equivalent
IRS HUF8,689,934,617,720 $30,952,020,864
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF14,800,000,000 $52,715,001
FRAs HUF12,426,130,000,000 $44,259,692,615
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF21,130,864,617,720$75,264,428,480
ProductVolume
NOK
USD
Equivalent
IRS NOK235,461,020,414 $28,530,009,380
OIS NOK0 $0
Basis NOK995,000,000 $120,560,759
Zeroes NOK21,403,000,000 $2,593,328,567
FRAs NOK364,576,600,000 $44,174,504,126
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK622,435,620,414$75,418,402,832
ProductVolume
NZD
USD
Equivalent
IRS NZD843,152,890,202 $553,403,399,484
OIS NZD0 $0
Basis NZD100,000,000 $65,635,000
Zeroes NZD1,906,000,000 $1,251,003,100
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD845,158,890,202$554,720,037,584
ProductVolume
PLN
USD
Equivalent
IRS PLN199,542,260,250 $52,728,278,370
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN250,000,000 $66,061,543
FRAs PLN152,794,500,000 $40,375,361,687
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN352,586,760,250$93,169,701,600
ProductVolume
SEK
USD
Equivalent
IRS SEK1,864,644,694,310 $215,530,976,988
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK74,750,000,000 $8,640,220,080
FRAs SEK1,228,106,600,000 $141,954,666,297
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,167,501,294,310$366,125,863,365
ProductVolume
SGD
USD
Equivalent
IRS SGD306,249,744,587 $222,322,863,584
OIS SGD0 $0
Basis SGD140,000,000 $101,633,394
Zeroes SGD500,000,000 $362,976,407
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD306,889,744,587$222,787,473,385
ProductVolume
ZAR
USD
Equivalent
IRS ZAR773,286,088,218 $60,960,669,154
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR773,286,088,218$60,960,669,154
ProductUSD
Equivalent
IRS$8,296,802,409,734
OIS$4,305,172,621,509
Basis$498,628,590,055
Zeroes$370,490,547,052
FRAs$1,399,073,419,311
VNS$65,536,107,970
Inflation$8,258,661,719
Total$14,943,962,357,350

Figures as of COB Aug 3, 2015.

Notional Outstanding by Product

As of COB Aug 3, 2015

Daily Notional by Tenor
 

As of COB Aug 3, 2015

Notional Outstanding by Tenor
 

As of COB Aug 3, 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
$567,419,481,236
$5,391,004,876,973
$120,443,264,772,995
$99,259,600,005,439
EUR
€190,558,936,370
€2,555,604,152,879
€100,418,079,565,876
€78,796,191,955,448
GBP
£175,634,630,600
£1,350,172,984,521
£29,715,407,410,661
£28,416,020,932,143
JPY
¥5,312,160,680,000
¥29,826,559,014,000
¥1,047,098,378,455,548
¥1,661,479,809,182,650
CHF
CHF4,322,260,000
CHF22,092,926,000
CHF2,348,573,935,503
CHF3,556,634,792,267
AUD
$7,271,400,000
$148,526,340,000
$5,077,861,866,236
$10,348,274,676,975
CAD
$24,282,200,000
$159,111,690,000
$6,294,993,998,361
$10,757,290,068,159
Other*
Show All
Hide
$18,880,400,151
$263,112,359,438
$10,607,805,901,006
$14,454,192,361,247
CZK
CZK14,253,580,000
CZK264,667,218,540
CZK7,100,187,856,579
CZK11,603,670,290,825
DKK
DKK1,877,960,000
DKK1,982,660,000
DKK2,973,553,347,714
DKK4,157,169,466,222
HKD
HKD24,006,000,000
HKD78,973,600,000
HKD2,829,117,722,259
HKD6,026,058,714,994
HUF
HUF220,885,820,000
HUF2,571,711,780,000
HUF205,367,712,592,724
HUF227,748,986,025,094
NOK
NOK18,696,060,000
NOK508,843,905,192
NOK13,422,818,278,054
NOK15,489,224,928,418
NZD
NZD1,773,960,000
NZD56,706,163,200
NZD1,997,849,974,923
NZD3,842,335,718,331
PLN
PLN10,001,560,000
PLN165,259,274,000
PLN4,650,373,102,327
PLN5,941,272,676,293
SEK
SEK52,627,950,000
SEK422,780,924,000
SEK24,791,717,677,688
SEK28,789,136,473,214
SGD
SGD862,200,000
SGD38,318,229,400
SGD1,215,434,201,936
SGD2,045,511,562,177
ZAR
ZAR17,288,160,000
ZAR145,632,000,000
ZAR5,844,740,248,301
ZAR12,740,856,187,523
Total in USD$1,139,748,038,732$11,071,665,386,051$309,039,673,130,810$277,084,195,431,432

Figures as of COB Aug 3, 2015. Weekly figures as of COB Jul 31, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $168,104,173,300
OIS $348,075,000,000
Basis $12,747,000,000
Zeroes $0
FRAs $37,136,000,000
VNS $1,357,307,936
Inflation $0
Total$567,419,481,236
ProductVolume
EUR
USD
Equivalent
IRS €89,716,634,370 $98,239,714,636
OIS €77,768,302,000 $85,156,290,690
Basis €3,664,000,000 $4,012,080,000
Zeroes €2,000,000,000 $2,190,000,000
FRAs €16,400,000,000 $17,958,000,000
VNS €60,000,000 $65,700,000
Inflation €950,000,000 $1,040,250,000
Total€190,558,936,370$208,662,035,326
ProductVolume
GBP
USD
Equivalent
IRS £33,504,002,000 $52,215,987,117
OIS £136,417,000,000 $212,605,894,500
Basis £530,000,000 $826,005,000
Zeroes £36,208,600 $56,431,103
FRAs £3,900,000,000 $6,078,150,000
VNS £125,000,000 $194,812,500
Inflation £1,122,420,000 $1,749,291,570
Total£175,634,630,600$273,726,571,790
ProductVolume
JPY
USD
Equivalent
IRS ¥5,153,620,680,000 $41,551,404,338
OIS ¥0 $0
Basis ¥158,540,000,000 $1,278,239,136
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,312,160,680,000$42,829,643,474
ProductVolume
CHF
USD
Equivalent
IRS CHF4,122,260,000 $4,253,260,421
OIS CHF0 $0
Basis CHF200,000,000 $206,355,757
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,322,260,000$4,459,616,178
ProductVolume
AUD
USD
Equivalent
IRS $7,271,400,000 $5,311,757,700
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$7,271,400,000$5,311,757,700
ProductVolume
CAD
USD
Equivalent
IRS $4,384,200,000 $3,332,725,200
OIS $8,000,000,000 $6,081,337,894
Basis $0 $0
Zeroes $11,898,000,000 $9,044,469,783
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$24,282,200,000$18,458,532,877
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK14,253,580,000 $577,301,742
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,253,580,000$577,301,742
ProductVolume
DKK
USD
Equivalent
IRS DKK1,877,960,000 $275,611,260
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,877,960,000$275,611,260
ProductVolume
HKD
USD
Equivalent
IRS HKD24,006,000,000 $3,096,210,025
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD24,006,000,000$3,096,210,025
ProductVolume
HUF
USD
Equivalent
IRS HUF220,885,820,000 $786,756,496
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF220,885,820,000$786,756,496
ProductVolume
NOK
USD
Equivalent
IRS NOK18,696,060,000 $2,265,337,873
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK18,696,060,000$2,265,337,873
ProductVolume
NZD
USD
Equivalent
IRS NZD1,773,960,000 $1,164,338,646
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,773,960,000$1,164,338,646
ProductVolume
PLN
USD
Equivalent
IRS PLN6,901,560,000 $1,823,710,809
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,100,000,000 $819,163,132
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN10,001,560,000$2,642,873,941
ProductVolume
SEK
USD
Equivalent
IRS SEK19,627,950,000 $2,268,759,969
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK33,000,000,000 $3,814,411,540
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK52,627,950,000$6,083,171,509
ProductVolume
SGD
USD
Equivalent
IRS SGD862,200,000 $625,916,515
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD862,200,000$625,916,515
ProductVolume
ZAR
USD
Equivalent
IRS ZAR17,288,160,000 $1,362,882,144
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR17,288,160,000$1,362,882,144
ProductUSD
Equivalent
IRS$387,255,848,191
OIS$651,918,523,084
Basis$19,069,679,893
Zeroes$11,290,900,886
FRAs$65,805,724,672
VNS$1,617,820,436
Inflation$2,789,541,570
Total$1,139,748,038,732
Show:
ProductUSD
Equivalent
IRS $1,076,086,643,343
OIS $1,580,609,164,786
Basis $195,010,200,000
Zeroes $13,645,592,371
FRAs $2,520,352,000,000
VNS $5,301,276,473
Inflation $0
Total$5,391,004,876,973
ProductVolume
EUR
USD
Equivalent
IRS €908,350,150,109 $998,969,752,652
OIS €332,642,738,000 $365,767,882,408
Basis €21,815,000,000 $23,989,012,000
Zeroes €20,385,000,000 $22,447,797,800
FRAs €1,264,163,600,000 $1,395,635,916,980
VNS €3,217,264,770 $3,551,567,998
Inflation €5,030,400,000 $5,522,837,545
Total€2,555,604,152,879$2,815,884,767,383
ProductVolume
GBP
USD
Equivalent
IRS £155,933,072,800 $243,246,998,549
OIS £833,293,790,000 $1,300,072,361,437
Basis £18,931,500,000 $29,540,731,520
Zeroes £2,339,728,246 $3,651,197,161
FRAs £334,369,600,000 $521,954,979,320
VNS £119,475,649 $186,475,827
Inflation £5,185,817,826 $8,086,838,491
Total£1,350,172,984,521$2,106,739,582,305
ProductVolume
JPY
USD
Equivalent
IRS ¥28,589,599,014,000 $231,182,293,905
OIS ¥51,600,000,000 $415,680,537
Basis ¥118,700,000,000 $957,282,579
Zeroes ¥1,066,660,000,000 $8,606,261,094
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥29,826,559,014,000$241,161,518,115
ProductVolume
CHF
USD
Equivalent
IRS CHF13,718,126,000 $14,196,209,781
OIS CHF4,000,000,000 $4,132,658,332
Basis CHF4,268,800,000 $4,410,844,668
Zeroes CHF0 $0
FRAs CHF106,000,000 $109,515,446
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF22,092,926,000$22,849,228,227
ProductVolume
AUD
USD
Equivalent
IRS $138,305,340,000 $100,932,749,245
OIS $0 $0
Basis $9,965,000,000 $7,278,853,500
Zeroes $256,000,000 $187,008,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$148,526,340,000$108,398,610,745
ProductVolume
CAD
USD
Equivalent
IRS $116,307,018,000 $89,648,462,776
OIS $22,182,800,000 $17,034,360,731
Basis $706,000,000 $545,179,979
Zeroes $19,915,872,000 $15,286,439,379
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$159,111,690,000$122,514,442,865
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK161,467,218,540 $6,571,315,976
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK103,200,000,000 $4,192,304,501
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK264,667,218,540$10,763,620,477
ProductVolume
DKK
USD
Equivalent
IRS DKK1,982,660,000 $292,746,748
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,982,660,000$292,746,748
ProductVolume
HKD
USD
Equivalent
IRS HKD78,513,600,000 $10,127,916,123
OIS HKD0 $0
Basis HKD460,000,000 $59,344,118
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD78,973,600,000$10,187,260,241
ProductVolume
HUF
USD
Equivalent
IRS HUF1,858,111,780,000 $6,622,950,420
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF713,600,000,000 $2,551,239,324
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,571,711,780,000$9,174,189,744
ProductVolume
NOK
USD
Equivalent
IRS NOK224,399,444,924 $27,478,485,879
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK67,644,460,268 $8,280,749,882
FRAs NOK216,800,000,000 $26,550,130,721
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK508,843,905,192$62,309,366,482
ProductVolume
NZD
USD
Equivalent
IRS NZD56,706,163,200 $37,684,941,433
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD56,706,163,200$37,684,941,433
ProductVolume
PLN
USD
Equivalent
IRS PLN37,942,074,000 $10,091,235,097
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN127,317,200,000 $34,000,752,949
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN165,259,274,000$44,091,988,046
ProductVolume
SEK
USD
Equivalent
IRS SEK169,580,924,000 $19,755,119,711
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK253,200,000,000 $29,365,758,566
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK422,780,924,000$49,120,878,277
ProductVolume
SGD
USD
Equivalent
IRS SGD37,618,229,400 $27,438,253,209
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD700,000,000 $513,384,672
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD38,318,229,400$27,951,637,881
ProductVolume
ZAR
USD
Equivalent
IRS ZAR145,632,000,000 $11,535,730,109
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR145,632,000,000$11,535,730,109
ProductUSD
Equivalent
IRS$2,911,861,804,956
OIS$3,268,032,108,231
Basis$261,791,448,364
Zeroes$72,618,430,359
FRAs$4,534,712,597,807
VNS$9,039,320,298
Inflation$13,609,676,036
Total$11,071,665,386,051
Show:
ProductUSD
Equivalent
IRS $38,339,574,274,706
OIS $24,454,452,278,142
Basis $3,612,039,920,881
Zeroes $570,968,010,075
FRAs $53,356,627,000,000
VNS $109,496,489,191
Inflation $106,800,000
Total$120,443,264,772,995
ProductVolume
EUR
USD
Equivalent
IRS €29,781,739,377,889 $33,264,364,382,570
OIS €30,834,699,032,208 $34,615,214,589,353
Basis €297,638,305,013 $330,764,251,573
Zeroes €1,156,299,419,215 $1,294,376,449,441
FRAs €38,214,938,499,850 $42,632,860,903,790
VNS €88,409,341,301 $97,711,109,960
Inflation €44,355,590,400 $49,050,970,504
Total€100,418,079,565,876$112,284,342,657,191
ProductVolume
GBP
USD
Equivalent
IRS £5,012,886,800,912 $7,675,452,775,098
OIS £13,940,314,414,301 $21,377,791,775,887
Basis £963,072,977,675 $1,474,382,211,970
Zeroes £71,185,181,204 $108,285,220,561
FRAs £9,672,390,800,000 $14,806,116,825,220
VNS £18,504,986,693 $28,367,068,539
Inflation £37,052,249,876 $57,453,746,986
Total£29,715,407,410,661$45,527,849,624,261
ProductVolume
JPY
USD
Equivalent
IRS ¥964,354,192,455,548 $7,996,910,935,275
OIS ¥38,866,898,000,000 $324,535,368,334
Basis ¥35,374,228,000,000 $294,831,966,275
Zeroes ¥8,033,060,000,000 $66,548,905,026
FRAs ¥470,000,000,000 $3,843,111,506
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,047,098,378,455,548$8,686,670,286,416
ProductVolume
CHF
USD
Equivalent
IRS CHF911,914,335,503 $970,869,589,363
OIS CHF61,204,000,000 $64,988,587,158
Basis CHF132,283,600,000 $139,288,153,676
Zeroes CHF49,655,000,000 $53,009,146,836
FRAs CHF1,193,517,000,000 $1,257,460,101,959
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,348,573,935,503$2,485,615,578,992
ProductVolume
AUD
USD
Equivalent
IRS $4,592,190,565,690 $3,573,344,319,058
OIS $0 $0
Basis $458,549,700,546 $355,996,907,219
Zeroes $27,121,600,000 $21,206,206,640
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,077,861,866,236$3,950,547,432,917
ProductVolume
CAD
USD
Equivalent
IRS $3,941,273,491,203 $3,170,629,411,698
OIS $2,035,911,680,000 $1,630,504,358,358
Basis $74,105,200,000 $59,731,419,902
Zeroes $243,703,627,158 $192,711,687,074
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$6,294,993,998,361$5,053,576,877,032
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,637,841,856,579 $188,442,630,282
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK14,000,000,000 $570,197,443
FRAs CZK2,448,346,000,000 $99,223,324,839
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK7,100,187,856,579$288,236,152,564
ProductVolume
DKK
USD
Equivalent
IRS DKK1,305,940,347,714 $196,207,294,836
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK18,914,000,000 $2,839,654,773
FRAs DKK1,648,699,000,000 $248,499,346,658
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,973,553,347,714$447,546,296,267
ProductVolume
HKD
USD
Equivalent
IRS HKD2,823,517,722,259 $364,148,477,391
OIS HKD0 $0
Basis HKD3,600,000,000 $464,398,337
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,829,117,722,259$364,870,883,649
ProductVolume
HUF
USD
Equivalent
IRS HUF69,864,172,592,724 $252,639,199,905
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF364,600,000,000 $1,300,089,216
FRAs HUF135,138,940,000,000 $488,715,071,357
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF205,367,712,592,724$742,654,360,478
ProductVolume
NOK
USD
Equivalent
IRS NOK2,633,448,911,786 $336,132,919,128
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK129,336,460,268 $16,221,338,088
FRAs NOK10,660,032,906,000 $1,369,944,948,822
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK13,422,818,278,054$1,722,299,206,038
ProductVolume
NZD
USD
Equivalent
IRS NZD1,983,074,157,923 $1,446,098,884,482
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD14,775,817,000 $10,572,766,687
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,997,849,974,923$1,456,671,651,169
ProductVolume
PLN
USD
Equivalent
IRS PLN1,928,053,102,327 $517,978,408,701
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN11,716,000,000 $3,174,533,741
FRAs PLN2,710,604,000,000 $726,676,349,706
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,650,373,102,327$1,247,829,292,148
ProductVolume
SEK
USD
Equivalent
IRS SEK8,298,120,232,398 $991,139,464,303
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK120,676,953,290 $14,360,489,420
FRAs SEK16,372,920,492,000 $1,947,784,935,370
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK24,791,717,677,688$2,953,284,889,093
ProductVolume
SGD
USD
Equivalent
IRS SGD1,207,998,201,936 $893,301,308,530
OIS SGD0 $0
Basis SGD280,000,000 $204,141,149
Zeroes SGD7,156,000,000 $5,339,049,308
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,215,434,201,936$898,844,498,987
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,844,740,248,301 $485,568,670,613
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,844,740,248,301$485,568,670,613
ProductUSD
Equivalent
IRS$100,662,802,945,939
OIS$82,467,486,957,232
Basis$6,267,703,370,982
Zeroes$2,361,741,752,250
FRAs$116,937,751,919,227
VNS$235,574,667,690
Inflation$106,611,517,490
Total$309,039,673,130,810
Show:
ProductUSD
Equivalent
IRS $41,279,634,490,491
OIS $16,080,434,554,743
Basis $9,117,786,336,600
Zeroes $523,174,552,144
FRAs $31,983,585,190,680
VNS $274,878,080,782
Inflation $106,800,000
Total$99,259,600,005,440
ProductVolume
EUR
USD
Equivalent
IRS €40,364,187,890,112 $44,198,785,739,673
OIS €15,207,594,360,684 $16,652,315,824,948
Basis €584,505,806,389 $640,033,857,996
Zeroes €1,459,751,330,787 $1,598,427,707,212
FRAs €20,978,411,044,116 $22,971,360,093,307
VNS €157,435,932,961 $172,392,346,592
Inflation €44,305,590,400 $48,514,621,488
Total€78,796,191,955,449$86,281,830,191,216
ProductVolume
GBP
USD
Equivalent
IRS £8,061,108,950,508 $12,563,238,299,367
OIS £9,120,123,362,944 $14,213,712,261,149
Basis £2,854,331,675,299 $4,448,475,915,954
Zeroes £198,576,837,949 $309,482,001,944
FRAs £8,090,166,852,885 $12,608,525,040,221
VNS £54,875,678,681 $85,523,745,224
Inflation £36,837,573,876 $57,411,358,886
Total£28,416,020,932,142$44,286,368,622,745
ProductVolume
JPY
USD
Equivalent
IRS ¥1,454,411,138,182,650 $11,726,285,077,664
OIS ¥34,207,798,000,000 $275,802,612,271
Basis ¥159,295,413,000,000 $1,284,329,702,491
Zeroes ¥13,315,460,000,000 $107,356,768,524
FRAs ¥250,000,000,000 $2,015,641,377
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,661,479,809,182,650$13,395,789,802,327
ProductVolume
CHF
USD
Equivalent
IRS CHF2,116,505,143,887 $2,183,765,109,252
OIS CHF63,494,600,000 $65,512,381,345
Basis CHF442,718,800,000 $456,787,866,281
Zeroes CHF34,996,031,459 $36,108,162,876
FRAs CHF898,920,216,921 $927,486,810,690
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,556,634,792,267$3,669,660,330,444
ProductVolume
AUD
USD
Equivalent
IRS $9,118,966,776,529 $6,661,405,230,255
OIS $0 $0
Basis $1,221,322,300,446 $892,175,940,476
Zeroes $7,985,600,000 $5,833,480,800
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,348,274,676,975$7,559,414,651,531
ProductVolume
CAD
USD
Equivalent
IRS $8,783,340,490,959 $6,676,807,670,817
OIS $1,349,842,564,151 $1,026,106,092,095
Basis $264,310,595,446 $200,920,254,995
Zeroes $359,796,417,602 $273,505,448,577
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,757,290,068,158$8,177,339,466,484
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,707,120,290,825 $393,159,995,578
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $858,647,226
FRAs CZK1,875,350,000,000 $75,955,852,572
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,603,670,290,825$469,974,495,376
ProductVolume
DKK
USD
Equivalent
IRS DKK2,790,416,466,222 $409,524,269,310
OIS DKK0 $0
Basis DKK1,930,000,000 $283,248,701
Zeroes DKK17,690,000,000 $2,596,201,826
FRAs DKK1,347,133,000,000 $197,706,566,086
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,157,169,466,222$610,110,285,923
ProductVolume
HKD
USD
Equivalent
IRS HKD6,007,798,714,994 $774,864,892,594
OIS HKD0 $0
Basis HKD16,260,000,000 $2,097,158,003
Zeroes HKD2,000,000,000 $257,953,014
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,026,058,714,994$777,220,003,611
ProductVolume
HUF
USD
Equivalent
IRS HUF135,414,526,025,094 $482,322,758,366
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF388,600,000,000 $1,384,124,949
FRAs HUF91,945,860,000,000 $327,495,004,541
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF227,748,986,025,094$811,201,887,856
ProductVolume
NOK
USD
Equivalent
IRS NOK6,633,708,990,150 $803,783,910,306
OIS NOK0 $0
Basis NOK10,051,400,000 $1,217,893,882
Zeroes NOK141,718,460,268 $17,171,542,847
FRAs NOK8,703,746,078,000 $1,054,603,249,446
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK15,489,224,928,418$1,876,776,596,481
ProductVolume
NZD
USD
Equivalent
IRS NZD3,830,077,718,331 $2,513,871,510,426
OIS NZD0 $0
Basis NZD400,000,000 $262,540,000
Zeroes NZD11,858,000,000 $7,782,998,300
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,842,335,718,331$2,521,917,048,726
ProductVolume
PLN
USD
Equivalent
IRS PLN3,777,295,676,293 $998,135,921,966
OIS PLN0 $0
Basis PLN674,000,000 $178,101,920
Zeroes PLN19,378,000,000 $5,120,562,316
FRAs PLN2,143,925,000,000 $566,523,973,734
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,941,272,676,293$1,569,958,559,936
ProductVolume
SEK
USD
Equivalent
IRS SEK15,987,469,207,592 $1,847,963,243,821
OIS SEK0 $0
Basis SEK500,000,000 $57,794,114
Zeroes SEK199,711,353,290 $23,084,281,537
FRAs SEK12,601,455,912,332 $1,456,579,965,362
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK28,789,136,473,214$3,327,685,284,834
ProductVolume
SGD
USD
Equivalent
IRS SGD2,038,515,562,177 $1,479,866,106,844
OIS SGD0 $0
Basis SGD280,000,000 $203,266,788
Zeroes SGD6,716,000,000 $4,875,499,093
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,045,511,562,177$1,484,944,872,725
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,740,856,187,523 $1,004,403,325,780
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,740,856,187,523$1,004,403,325,780
ProductUSD
Equivalent
IRS$135,997,817,552,510
OIS$48,313,883,726,551
Basis$17,044,809,878,201
Zeroes$2,917,019,933,185
FRAs$72,171,837,388,016
VNS$532,794,172,598
Inflation$106,032,780,374
Total$277,084,195,431,435

Figures as of COB Aug 3, 2015.

Notional Outstanding by Product

As of COB Aug 3, 2015

Daily Notional by Tenor

As of COB Aug 3, 2015

Notional Outstanding by Currency

As of COB Aug 3, 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.