Daily Volumes

  • Client Notional Cleared (USD)
    $174,928,786,102,569
    Notional Outstanding (USD)
    $407,858,550,502,253
    As of COB Oct 20, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $333,683,000,000,000
    Trades Compressed
    3,339,446
  • 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 Oct 20, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, PLN, NOK, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$109,839,245,007
$461,779,494,213
$19,964,122,050,788
$3,746,967,495,150
EUR
€241,169,601,678
€1,231,788,583,500
€39,599,593,226,935
€3,757,657,202,645
GBP
£58,929,391,500
£654,803,774,181
£13,831,902,102,682
£2,933,678,545,036
JPY
¥803,845,565,000
¥2,873,574,800,000
¥240,049,195,199,430
¥40,909,667,475,902
CHF
CHF1,693,845,000
CHF5,357,709,000
CHF283,232,543,813
CHF170,829,079,213
AUD
$5,657,187,000
$37,982,065,000
$1,462,783,239,848
$1,450,431,248,083
CAD
$18,467,500,000
$46,972,770,000
$2,353,793,644,072
$837,049,937,747
Other*
Show All
Hide
$16,898,267,313
$99,713,869,812
$2,541,944,812,893
$1,371,966,951,028
CZK
CZK500,000,000
CZK10,056,000,000
CZK554,213,857,634
CZK291,722,315,268
DKK
DKK0
DKK12,250,000,000
DKK192,048,780,000
DKK205,676,914,363
HKD
HKD350,000,000
HKD19,409,500,000
HKD582,203,099,533
HKD177,720,020,000
HUF
HUF1,206,482,500,000
HUF1,724,337,000,000
HUF45,341,992,437,000
HUF13,091,317,957,000
NOK
NOK534,000,000
NOK70,776,950,000
NOK1,834,247,961,654
NOK916,578,785,053
NZD
NZD3,539,730,000
NZD17,674,240,000
NZD733,613,385,547
NZD608,469,778,279
PLN
PLN801,800,000
PLN26,859,240,000
PLN494,413,179,514
PLN124,727,198,000
SEK
SEK55,322,868,000
SEK335,363,244,000
SEK6,161,539,903,199
SEK3,307,822,319,899
SGD
SGD1,092,300,000
SGD5,964,600,000
SGD181,123,448,899
SGD127,930,338,900
ZAR
ZAR998,500,000
ZAR34,278,572,000
ZAR875,937,538,952
ZAR238,378,300,000
Total in USD$561,311,282,912$3,291,839,797,755$105,186,603,954,510$17,250,139,837,508

Figures as of COB Oct 20, 2014. Weekly figures as of COB Oct 17, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $96,359,771,490
OIS $11,886,500,000
Basis $550,000,000
Zeroes $56,573,517
FRAs $986,400,000
Total$109,839,245,007
ProductVolume
EUR
USD
Equivalent
IRS €28,813,509,000 $36,878,410,169
OIS €139,212,800,000 $178,178,462,720
Basis €0 $0
Zeroes €643,292,678 $823,350,299
FRAs €72,500,000,000 $92,792,750,000
Total€241,169,601,678$308,672,973,188
ProductVolume
GBP
USD
Equivalent
IRS £5,229,641,500 $8,453,192,521
OIS £53,699,750,000 $86,800,275,900
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
Total£58,929,391,500$95,253,468,421
ProductVolume
JPY
USD
Equivalent
IRS ¥803,845,565,000 $7,517,844,891
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥803,845,565,000$7,517,844,891
ProductVolume
CHF
USD
Equivalent
IRS CHF1,582,845,000 $1,678,876,750
OIS CHF0 $0
Basis CHF111,000,000 $117,734,408
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,693,845,000$1,796,611,158
ProductVolume
AUD
USD
Equivalent
IRS $5,557,187,000 $4,882,544,498
OIS $0 $0
Basis $100,000,000 $87,860,000
Zeroes $0 $0
FRAs $0 $0
Total$5,657,187,000$4,970,404,498
ProductVolume
CAD
USD
Equivalent
IRS $3,895,500,000 $3,451,468,569
OIS $14,572,000,000 $12,910,999,867
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$18,467,500,000$16,362,468,436
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK500,000,000 $23,212,628
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK500,000,000$23,212,628
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD350,000,000 $45,117,337
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD350,000,000$45,117,337
ProductVolume
HUF
USD
Equivalent
IRS HUF246,482,500,000 $1,027,096,008
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF960,000,000,000 $4,000,333,361
TotalHUF1,206,482,500,000$5,027,429,369
ProductVolume
NOK
USD
Equivalent
IRS NOK534,000,000 $81,469,502
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK534,000,000$81,469,502
ProductVolume
NZD
USD
Equivalent
IRS NZD3,539,730,000 $2,820,102,891
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD3,539,730,000$2,820,102,891
ProductVolume
PLN
USD
Equivalent
IRS PLN601,800,000 $182,253,180
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN200,000,000 $60,569,352
TotalPLN801,800,000$242,822,532
ProductVolume
SEK
USD
Equivalent
IRS SEK24,052,868,000 $3,350,774,975
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK31,270,000,000 $4,356,184,612
TotalSEK55,322,868,000$7,706,959,587
ProductVolume
SGD
USD
Equivalent
IRS SGD1,092,300,000 $860,519,163
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,092,300,000$860,519,163
ProductVolume
ZAR
USD
Equivalent
IRS ZAR998,500,000 $90,634,304
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR998,500,000$90,634,304
ProductUSD
Equivalent
IRS$167,703,288,876
OIS$289,776,238,487
Basis$755,594,408
Zeroes$879,923,816
FRAs$102,196,237,325
Total$561,311,282,912
Show:
ProductUSD
Equivalent
IRS $346,668,323,131
OIS $67,668,500,000
Basis $33,321,100,000
Zeroes $138,571,082
FRAs $13,983,000,000
Total$461,779,494,213
ProductVolume
EUR
USD
Equivalent
IRS €163,460,803,500 $208,613,091,753
OIS €857,970,580,000 $1,096,578,380,097
Basis €25,000,000 $31,903,750
Zeroes €27,983,200,000 $35,521,734,910
FRAs €182,349,000,000 $232,948,436,000
Total€1,231,788,583,500$1,573,693,546,510
ProductVolume
GBP
USD
Equivalent
IRS £43,741,296,750 $70,142,617,980
OIS £605,367,150,000 $969,740,557,708
Basis £439,700,000 $707,587,225
Zeroes £185,627,431 $296,618,970
FRAs £5,070,000,000 $8,136,324,500
Total£654,803,774,181$1,049,023,706,383
ProductVolume
JPY
USD
Equivalent
IRS ¥2,863,574,800,000 $26,880,129,675
OIS ¥10,000,000,000 $92,897,952
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥2,873,574,800,000$26,973,027,627
ProductVolume
CHF
USD
Equivalent
IRS CHF4,701,709,000 $4,975,787,595
OIS CHF208,000,000 $218,132,243
Basis CHF48,000,000 $50,630,241
Zeroes CHF0 $0
FRAs CHF400,000,000 $424,403,183
TotalCHF5,357,709,000$5,668,953,262
ProductVolume
AUD
USD
Equivalent
IRS $37,304,065,000 $32,686,318,580
OIS $0 $0
Basis $678,000,000 $591,772,800
Zeroes $0 $0
FRAs $0 $0
Total$37,982,065,000$33,278,091,380
ProductVolume
CAD
USD
Equivalent
IRS $21,559,770,000 $19,146,820,378
OIS $25,413,000,000 $22,562,288,190
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$46,972,770,000$41,709,108,568
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,056,000,000 $468,189,814
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK10,056,000,000$468,189,814
ProductVolume
DKK
USD
Equivalent
IRS DKK7,250,000,000 $1,244,315,500
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $172,035,611
FRAs DKK4,000,000,000 $685,136,813
TotalDKK12,250,000,000$2,101,487,924
ProductVolume
HKD
USD
Equivalent
IRS HKD19,409,500,000 $2,502,049,114
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD19,409,500,000$2,502,049,114
ProductVolume
HUF
USD
Equivalent
IRS HUF626,137,000,000 $2,608,179,666
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,098,200,000,000 $4,563,466,401
TotalHUF1,724,337,000,000$7,171,646,067
ProductVolume
NOK
USD
Equivalent
IRS NOK14,276,950,000 $2,184,995,705
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK56,500,000,000 $8,660,105,047
TotalNOK70,776,950,000$10,845,100,752
ProductVolume
NZD
USD
Equivalent
IRS NZD17,674,240,000 $13,996,898,247
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD17,674,240,000$13,996,898,247
ProductVolume
PLN
USD
Equivalent
IRS PLN12,057,090,000 $3,649,655,224
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN171,000,000 $51,488,964
FRAs PLN14,631,150,000 $4,433,429,896
TotalPLN26,859,240,000$8,134,574,084
ProductVolume
SEK
USD
Equivalent
IRS SEK73,413,244,000 $10,222,376,726
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK261,950,000,000 $36,493,481,213
TotalSEK335,363,244,000$46,715,857,939
ProductVolume
SGD
USD
Equivalent
IRS SGD5,964,600,000 $4,683,507,881
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD5,964,600,000$4,683,507,881
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,278,572,000 $3,094,557,990
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR34,278,572,000$3,094,557,990
ProductUSD
Equivalent
IRS$753,767,814,959
OIS$2,156,860,756,190
Basis$34,702,994,016
Zeroes$36,180,449,537
FRAs$310,327,783,053
Total$3,291,839,797,755
Show:
ProductUSD
Equivalent
IRS $15,003,308,275,317
OIS $3,902,835,967,000
Basis $252,832,500,000
Zeroes $77,895,008,471
FRAs $727,250,300,000
Total$19,964,122,050,788
ProductVolume
EUR
USD
Equivalent
IRS €4,613,033,804,205 $6,218,299,452,500
OIS €31,128,580,662,256 $42,080,459,230,831
Basis €3,208,442,883 $4,276,544,142
Zeroes €426,303,860,791 $573,097,333,230
FRAs €3,428,466,456,800 $4,621,623,533,088
Total€39,599,593,226,935$53,497,756,093,791
ProductVolume
GBP
USD
Equivalent
IRS £1,334,244,010,582 $2,219,256,254,707
OIS £12,077,740,337,750 $20,142,922,329,018
Basis £105,615,560,000 $175,853,607,482
Zeroes £17,871,694,350 $29,675,944,921
FRAs £296,430,500,000 $492,833,408,475
Total£13,831,902,102,682$23,060,541,544,603
ProductVolume
JPY
USD
Equivalent
IRS ¥224,189,005,199,430 $2,168,377,586,268
OIS ¥1,457,810,000,000 $13,484,199,277
Basis ¥13,541,180,000,000 $131,500,377,047
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥240,049,195,199,430$2,321,745,042,047
ProductVolume
CHF
USD
Equivalent
IRS CHF234,811,493,813 $258,355,281,401
OIS CHF22,772,000,000 $25,189,447,705
Basis CHF10,587,050,000 $11,560,472,709
Zeroes CHF2,587,000,000 $2,818,707,094
FRAs CHF12,475,000,000 $13,621,997,277
TotalCHF283,232,543,813$311,545,906,186
ProductVolume
AUD
USD
Equivalent
IRS $1,379,435,685,702 $1,263,787,646,631
OIS $0 $0
Basis $62,104,700,000 $56,893,728,393
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,462,783,239,848$1,340,320,634,725
ProductVolume
CAD
USD
Equivalent
IRS $1,297,399,110,740 $1,185,651,017,960
OIS $841,136,483,332 $765,263,989,978
Basis $634,000,000 $589,065,018
Zeroes $214,624,050,000 $197,123,796,521
FRAs $0 $0
Total$2,353,793,644,072$2,148,627,869,477
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK293,873,857,634 $14,363,618,984
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK256,140,000,000 $12,499,843,619
TotalCZK554,213,857,634$27,065,798,302
ProductVolume
DKK
USD
Equivalent
IRS DKK173,454,480,000 $31,181,908,351
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK192,048,780,000$34,415,638,773
ProductVolume
HKD
USD
Equivalent
IRS HKD581,403,099,533 $74,969,134,225
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD582,203,099,533$75,072,337,393
ProductVolume
HUF
USD
Equivalent
IRS HUF13,615,032,437,000 $58,964,436,065
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF31,595,960,000,000 $137,892,878,651
TotalHUF45,341,992,437,000$197,435,218,273
ProductVolume
NOK
USD
Equivalent
IRS NOK291,856,561,653 $47,224,723,014
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,539,515,400,001 $249,714,581,146
TotalNOK1,834,247,961,654$297,408,515,094
ProductVolume
NZD
USD
Equivalent
IRS NZD716,857,685,547 $604,279,074,065
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD16,755,700,000 $14,082,094,730
FRAs NZD0 $0
TotalNZD733,613,385,547$618,361,168,795
ProductVolume
PLN
USD
Equivalent
IRS PLN229,649,179,514 $73,516,615,893
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN262,342,000,000 $84,863,495,852
TotalPLN494,413,179,514$159,165,437,204
ProductVolume
SEK
USD
Equivalent
IRS SEK2,102,513,003,199 $311,231,957,922
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK39,315,000,000 $5,695,896,081
FRAs SEK4,019,711,900,000 $591,149,472,342
TotalSEK6,161,539,903,199$908,077,326,345
ProductVolume
SGD
USD
Equivalent
IRS SGD181,123,448,899 $144,007,047,982
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD181,123,448,899$144,007,047,982
ProductVolume
ZAR
USD
Equivalent
IRS ZAR875,937,538,952 $80,936,324,732
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR875,937,538,952$80,936,324,732
ProductUSD
Equivalent
IRS$29,757,710,356,017
OIS$66,930,155,163,809
Basis$633,766,225,002
Zeroes$931,242,167,371
FRAs$6,933,730,042,311
Total$105,186,603,954,510
Show:
ProductUSD
Equivalent
IRS $2,475,155,561,461
OIS $842,766,100,000
Basis $222,244,700,000
Zeroes $44,787,633,688
FRAs $162,013,500,000
Total$3,746,967,495,149
ProductVolume
EUR
USD
Equivalent
IRS €1,272,098,466,828 $1,628,158,827,693
OIS €1,789,818,461,645 $2,290,788,649,059
Basis €5,919,442,883 $7,576,294,946
Zeroes €201,745,831,289 $258,214,489,467
FRAs €488,075,000,000 $624,687,192,500
Total€3,757,657,202,645$4,809,425,453,665
ProductVolume
GBP
USD
Equivalent
IRS £339,531,246,601 $548,818,307,005
OIS £2,424,013,014,000 $3,918,174,635,830
Basis £23,638,410,000 $38,209,125,924
Zeroes £17,852,374,435 $28,856,578,037
FRAs £128,643,500,000 $207,939,353,400
Total£2,933,678,545,036$4,741,998,000,196
ProductVolume
JPY
USD
Equivalent
IRS ¥39,132,977,475,902 $365,985,293,205
OIS ¥1,457,810,000,000 $13,633,949,030
Basis ¥297,680,000,000 $2,784,007,482
Zeroes ¥21,200,000,000 $198,269,815
FRAs ¥0 $0
Total¥40,909,667,475,902$382,601,519,532
ProductVolume
CHF
USD
Equivalent
IRS CHF132,106,529,213 $140,121,477,740
OIS CHF22,472,000,000 $23,835,383,963
Basis CHF10,628,550,000 $11,273,387,781
Zeroes CHF1,782,000,000 $1,890,114,552
FRAs CHF3,840,000,000 $4,072,974,120
TotalCHF170,829,079,213$181,193,338,156
ProductVolume
AUD
USD
Equivalent
IRS $1,328,039,693,937 $1,166,815,675,093
OIS $0 $0
Basis $115,799,700,000 $101,741,616,420
Zeroes $6,591,854,146 $5,791,603,052
FRAs $0 $0
Total$1,450,431,248,083$1,274,348,894,565
ProductVolume
CAD
USD
Equivalent
IRS $457,663,537,747 $405,496,422,936
OIS $290,096,050,000 $257,029,238,471
Basis $3,731,500,000 $3,306,162,229
Zeroes $85,558,850,000 $75,806,361,582
FRAs $0 $0
Total$837,049,937,747$741,638,185,218
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK263,722,315,268 $12,243,375,825
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $102,135,562
FRAs CZK25,800,000,000 $1,197,771,588
TotalCZK291,722,315,268$13,543,282,975
ProductVolume
DKK
USD
Equivalent
IRS DKK199,082,614,363 $34,220,158,200
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $961,599,945
FRAs DKK1,000,000,000 $171,889,235
TotalDKK205,676,914,363$35,353,647,380
ProductVolume
HKD
USD
Equivalent
IRS HKD176,920,020,000 $22,806,172,052
OIS HKD0 $0
Basis HKD800,000,000 $103,125,342
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD177,720,020,000$22,909,297,394
ProductVolume
HUF
USD
Equivalent
IRS HUF5,161,977,957,000 $21,510,033,990
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,929,340,000,000 $33,041,670,139
TotalHUF13,091,317,957,000$54,551,704,129
ProductVolume
NOK
USD
Equivalent
IRS NOK158,507,385,053 $24,182,617,559
OIS NOK0 $0
Basis NOK995,000,000 $151,801,788
Zeroes NOK1,371,000,000 $209,166,082
FRAs NOK755,705,400,000 $115,293,900,467
TotalNOK916,578,785,053$139,837,485,896
ProductVolume
NZD
USD
Equivalent
IRS NZD605,179,078,279 $482,146,171,664
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,290,700,000 $2,621,700,690
FRAs NZD0 $0
TotalNZD608,469,778,279$484,767,872,354
ProductVolume
PLN
USD
Equivalent
IRS PLN63,782,698,000 $19,316,383,404
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN342,000,000 $103,573,592
FRAs PLN60,602,500,000 $18,353,270,745
TotalPLN124,727,198,000$37,773,227,741
ProductVolume
SEK
USD
Equivalent
IRS SEK1,171,834,419,899 $163,246,788,223
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK18,955,000,000 $2,640,597,356
FRAs SEK2,117,032,900,000 $294,921,206,971
TotalSEK3,307,822,319,899$460,808,592,550
ProductVolume
SGD
USD
Equivalent
IRS SGD127,930,338,900 $100,784,132,745
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD127,930,338,900$100,784,132,745
ProductVolume
ZAR
USD
Equivalent
IRS ZAR238,378,300,000 $21,637,707,864
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR238,378,300,000$21,637,707,864
ProductUSD
Equivalent
IRS$7,632,645,106,659
OIS$7,346,227,956,353
Basis$387,390,221,912
Zeroes$422,183,823,420
FRAs$1,461,692,729,165
Total$17,250,139,837,509

Figures as of COB Oct 20, 2014.

Notional Outstanding by Product

As of COB Oct 20, 2014

Daily Notional by Tenor
 

As of COB Oct 20, 2014

Notional Outstanding by Tenor
 

As of COB Oct 20, 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
$431,737,201,406
$3,208,864,522,996
$129,970,662,275,186
$118,409,276,467,440
EUR
€699,754,491,356
€5,242,615,794,632
€205,319,206,995,546
€126,758,565,237,309
GBP
£214,770,627,590
£2,256,821,752,490
£56,087,844,213,182
£44,804,535,900,371
JPY
¥3,537,819,930,000
¥27,466,649,800,000
¥1,234,558,402,469,331
¥2,017,879,586,359,789
CHF
CHF4,327,690,000
CHF123,728,628,000
CHF3,467,992,766,500
CHF4,379,898,263,888
AUD
$23,254,074,000
$147,793,324,000
$5,446,643,918,490
$9,340,244,649,296
CAD
$49,510,878,000
$167,686,650,000
$9,106,760,622,536
$9,901,354,276,620
Other*
Show All
Hide
$53,625,619,423
$360,104,220,634
$13,326,524,500,769
$14,292,310,581,106
CZK
CZK3,420,000,000
CZK34,548,000,000
CZK3,538,929,364,772
CZK8,152,591,042,146
DKK
DKK560,000,000
DKK27,656,800,000
DKK2,159,019,903,104
DKK2,510,911,764,398
HKD
HKD14,844,700,000
HKD59,142,000,000
HKD3,360,981,609,250
HKD7,306,461,680,144
HUF
HUF2,548,325,000,000
HUF9,053,148,000,000
HUF257,254,594,258,744
HUF187,028,803,611,362
NOK
NOK69,180,700,000
NOK343,136,200,000
NOK11,107,138,645,692
NOK11,638,588,633,537
NZD
NZD6,776,960,000
NZD60,867,585,000
NZD1,946,771,457,287
NZD2,922,804,697,204
PLN
PLN16,172,600,000
PLN156,394,761,998
PLN5,175,412,341,028
PLN4,682,978,447,236
SEK
SEK123,491,736,000
SEK878,385,310,000
SEK32,692,363,978,232
SEK31,442,931,045,697
SGD
SGD2,710,600,000
SGD24,211,740,000
SGD829,038,767,441
SGD1,202,412,543,181
ZAR
ZAR7,135,000,000
ZAR209,709,564,000
ZAR6,087,467,553,950
ZAR10,036,531,285,326
Total in USD$1,830,109,392,217$14,535,248,226,380$543,239,085,372,786$407,858,550,502,253

Figures as of COB Oct 20, 2014. Weekly figures as of COB Oct 17, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $338,201,090,372
OIS $51,885,000,000
Basis $17,243,000,000
Zeroes $235,311,034
FRAs $24,172,800,000
Total$431,737,201,406
ProductVolume
EUR
USD
Equivalent
IRS €165,413,666,000 $211,712,951,113
OIS €317,935,600,000 $406,925,774,440
Basis €1,556,000,000 $1,991,524,400
Zeroes €1,597,225,356 $2,044,288,733
FRAs €213,252,000,000 $272,941,234,800
Total€699,754,491,356$895,615,773,486
ProductVolume
GBP
USD
Equivalent
IRS £21,962,487,000 $35,500,163,987
OIS £174,520,000,000 $282,094,128,000
Basis £1,131,000,000 $1,828,148,400
Zeroes £393,140,590 $635,472,450
FRAs £16,764,000,000 $27,097,329,600
Total£214,770,627,590$347,155,242,437
ProductVolume
JPY
USD
Equivalent
IRS ¥3,477,819,930,000 $32,525,788,450
OIS ¥20,000,000,000 $187,046,996
Basis ¥40,000,000,000 $374,093,991
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥3,537,819,930,000$33,086,929,437
ProductVolume
CHF
USD
Equivalent
IRS CHF4,105,690,000 $4,354,783,623
OIS CHF0 $0
Basis CHF222,000,000 $235,468,816
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF4,327,690,000$4,590,252,439
ProductVolume
AUD
USD
Equivalent
IRS $18,940,074,000 $16,640,749,016
OIS $0 $0
Basis $4,314,000,000 $3,790,280,400
Zeroes $0 $0
FRAs $0 $0
Total$23,254,074,000$20,431,029,416
ProductVolume
CAD
USD
Equivalent
IRS $10,456,956,000 $9,265,012,183
OIS $37,804,000,000 $33,494,883,268
Basis $1,240,000,000 $1,098,657,688
Zeroes $9,922,000 $8,791,034
FRAs $0 $0
Total$49,510,878,000$43,867,344,173
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,420,000,000 $158,774,373
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK3,420,000,000$158,774,373
ProductVolume
DKK
USD
Equivalent
IRS DKK560,000,000 $96,257,971
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK560,000,000$96,257,971
ProductVolume
HKD
USD
Equivalent
IRS HKD14,844,700,000 $1,913,580,963
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD14,844,700,000$1,913,580,963
ProductVolume
HUF
USD
Equivalent
IRS HUF628,325,000,000 $2,618,239,020
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,920,000,000,000 $8,000,666,722
TotalHUF2,548,325,000,000$10,618,905,742
ProductVolume
NOK
USD
Equivalent
IRS NOK9,180,700,000 $1,400,649,925
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK60,000,000,000 $9,153,876,667
TotalNOK69,180,700,000$10,554,526,592
ProductVolume
NZD
USD
Equivalent
IRS NZD6,776,960,000 $5,399,204,032
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD6,776,960,000$5,399,204,032
ProductVolume
PLN
USD
Equivalent
IRS PLN7,722,600,000 $2,338,764,385
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,450,000,000 $2,559,055,118
TotalPLN16,172,600,000$4,897,819,503
ProductVolume
SEK
USD
Equivalent
IRS SEK56,951,736,000 $7,933,875,151
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK66,540,000,000 $9,269,604,224
TotalSEK123,491,736,000$17,203,479,375
ProductVolume
SGD
USD
Equivalent
IRS SGD2,710,600,000 $2,135,423,642
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,710,600,000$2,135,423,642
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,135,000,000 $647,647,230
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR7,135,000,000$647,647,230
ProductUSD
Equivalent
IRS$672,842,955,436
OIS$774,586,832,704
Basis$26,561,173,695
Zeroes$2,923,863,251
FRAs$353,194,567,131
Total$1,830,109,392,217
Show:
ProductUSD
Equivalent
IRS $1,431,597,331,188
OIS $298,650,932,450
Basis $144,971,400,000
Zeroes $11,230,859,358
FRAs $1,322,414,000,000
Total$3,208,864,522,996
ProductVolume
EUR
USD
Equivalent
IRS €1,067,756,452,776 $1,362,798,785,209
OIS €2,276,545,020,000 $2,909,384,797,278
Basis €362,622,118 $462,760,216
Zeroes €105,757,699,738 $134,418,020,902
FRAs €1,792,194,000,000 $2,275,490,252,800
Total€5,242,615,794,632$6,682,554,616,405
ProductVolume
GBP
USD
Equivalent
IRS £206,107,902,806 $330,520,445,954
OIS £1,821,903,475,766 $2,919,877,582,268
Basis £23,503,500,000 $37,661,812,735
Zeroes £3,102,873,918 $4,975,863,367
FRAs £202,204,000,000 $322,615,936,400
Total£2,256,821,752,490$3,615,651,640,724
ProductVolume
JPY
USD
Equivalent
IRS ¥25,111,509,800,000 $236,114,471,470
OIS ¥60,000,000,000 $559,435,621
Basis ¥245,140,000,000 $2,307,179,813
Zeroes ¥2,050,000,000,000 $19,223,539,950
FRAs ¥0 $0
Total¥27,466,649,800,000$258,204,626,854
ProductVolume
CHF
USD
Equivalent
IRS CHF29,384,628,000 $31,163,285,575
OIS CHF716,000,000 $755,396,446
Basis CHF8,596,000,000 $9,121,210,744
Zeroes CHF0 $0
FRAs CHF85,032,000,000 $90,450,338,651
TotalCHF123,728,628,000$131,490,231,416
ProductVolume
AUD
USD
Equivalent
IRS $133,264,324,000 $116,793,748,350
OIS $0 $0
Basis $12,529,000,000 $10,962,233,000
Zeroes $2,000,000,000 $1,749,700,000
FRAs $0 $0
Total$147,793,324,000$129,505,681,350
ProductVolume
CAD
USD
Equivalent
IRS $85,094,192,000 $75,553,450,245
OIS $81,485,800,000 $72,335,933,077
Basis $0 $0
Zeroes $1,106,658,000 $983,302,679
FRAs $0 $0
Total$167,686,650,000$148,872,686,001
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK34,548,000,000 $1,607,635,424
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK34,548,000,000$1,607,635,424
ProductVolume
DKK
USD
Equivalent
IRS DKK17,656,800,000 $3,029,150,474
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK2,000,000,000 $344,071,223
FRAs DKK8,000,000,000 $1,370,273,627
TotalDKK27,656,800,000$4,743,495,324
ProductVolume
HKD
USD
Equivalent
IRS HKD59,142,000,000 $7,623,838,982
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD59,142,000,000$7,623,838,982
ProductVolume
HUF
USD
Equivalent
IRS HUF2,829,498,000,000 $11,787,512,205
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,223,650,000,000 $25,885,159,153
TotalHUF9,053,148,000,000$37,672,671,358
ProductVolume
NOK
USD
Equivalent
IRS NOK74,330,200,000 $11,363,039,723
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK268,806,000,000 $41,162,871,626
TotalNOK343,136,200,000$52,525,911,349
ProductVolume
NZD
USD
Equivalent
IRS NZD60,867,585,000 $48,239,084,243
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD60,867,585,000$48,239,084,243
ProductVolume
PLN
USD
Equivalent
IRS PLN63,556,461,998 $19,246,248,610
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN11,342,000,000 $3,415,133,540
FRAs PLN81,496,300,000 $24,698,806,431
TotalPLN156,394,761,998$47,360,188,581
ProductVolume
SEK
USD
Equivalent
IRS SEK260,485,310,000 $36,285,217,967
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK617,900,000,000 $86,103,990,722
TotalSEK878,385,310,000$122,389,208,689
ProductVolume
SGD
USD
Equivalent
IRS SGD24,211,740,000 $19,012,869,880
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD24,211,740,000$19,012,869,880
ProductVolume
ZAR
USD
Equivalent
IRS ZAR209,709,564,000 $18,929,316,804
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR209,709,564,000$18,929,316,804
ProductUSD
Equivalent
IRS$3,761,665,432,303
OIS$6,201,564,077,140
Basis$205,486,596,508
Zeroes$176,340,491,019
FRAs$4,190,191,629,410
Total$14,535,248,226,380
Show:
ProductUSD
Equivalent
IRS $58,886,341,158,878
OIS $15,596,630,558,868
Basis $2,568,027,437,400
Zeroes $244,772,520,040
FRAs $52,674,890,600,000
Total$129,970,662,275,186
ProductVolume
EUR
USD
Equivalent
IRS €38,796,367,693,243 $52,298,202,931,311
OIS €100,054,317,568,790 $135,306,953,763,423
Basis €95,080,436,293 $128,115,246,600
Zeroes €1,051,379,383,620 $1,402,921,141,083
FRAs €65,322,061,913,600 $88,345,756,305,115
Total€205,319,206,995,546$277,481,949,387,532
ProductVolume
GBP
USD
Equivalent
IRS £7,003,829,011,873 $11,647,788,599,674
OIS £32,747,543,254,517 $54,536,711,952,925
Basis £1,097,540,440,000 $1,823,866,762,411
Zeroes £100,576,506,792 $166,693,292,534
FRAs £15,138,355,000,000 $25,216,340,166,300
Total£56,087,844,213,182$93,391,400,773,844
ProductVolume
JPY
USD
Equivalent
IRS ¥1,148,712,340,469,331 $11,116,443,735,738
OIS ¥9,105,242,000,000 $85,454,745,707
Basis ¥72,968,420,000,000 $707,539,712,449
Zeroes ¥3,772,400,000,000 $35,989,298,860
FRAs ¥0 $0
Total¥1,234,558,402,469,331$11,945,427,492,754
ProductVolume
CHF
USD
Equivalent
IRS CHF1,382,508,315,200 $1,531,009,998,198
OIS CHF149,984,000,000 $165,714,323,476
Basis CHF155,910,100,000 $172,278,151,701
Zeroes CHF6,214,351,300 $6,739,635,717
FRAs CHF1,773,376,000,000 $1,960,665,493,988
TotalCHF3,467,992,766,500$3,836,407,603,080
ProductVolume
AUD
USD
Equivalent
IRS $5,000,641,810,199 $4,575,736,653,342
OIS $0 $0
Basis $406,816,400,000 $370,289,439,180
Zeroes $39,185,708,291 $35,998,614,402
FRAs $0 $0
Total$5,446,643,918,490$4,982,024,706,924
ProductVolume
CAD
USD
Equivalent
IRS $5,611,505,659,336 $5,122,950,524,331
OIS $3,003,802,120,954 $2,731,002,961,042
Basis $85,901,345,446 $78,476,454,301
Zeroes $405,551,496,800 $372,258,693,023
FRAs $0 $0
Total$9,106,760,622,536$8,304,688,632,697
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,372,453,364,772 $116,426,136,490
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,158,076,000,000 $56,815,141,686
TotalCZK3,538,929,364,772$173,645,949,574
ProductVolume
DKK
USD
Equivalent
IRS DKK720,561,303,104 $130,102,190,322
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK11,188,600,000 $1,906,397,123
FRAs DKK1,426,390,000,000 $256,570,437,827
TotalDKK2,159,019,903,104$388,737,135,140
ProductVolume
HKD
USD
Equivalent
IRS HKD3,355,291,609,250 $432,645,594,410
OIS HKD0 $0
Basis HKD5,690,000,000 $733,872,656
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,360,981,609,250$433,379,467,066
ProductVolume
HUF
USD
Equivalent
IRS HUF73,291,635,837,692 $320,094,931,405
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF183,700,958,421,052 $806,152,767,577
TotalHUF257,254,594,258,744$1,127,403,506,095
ProductVolume
NOK
USD
Equivalent
IRS NOK2,094,872,445,690 $341,249,776,877
OIS NOK0 $0
Basis NOK17,645,400,000 $2,931,927,251
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK8,990,858,800,002 $1,458,962,235,898
TotalNOK11,107,138,645,692$1,803,768,907,808
ProductVolume
NZD
USD
Equivalent
IRS NZD1,917,320,057,287 $1,613,629,707,361
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD29,051,400,000 $24,344,366,460
FRAs NZD0 $0
TotalNZD1,946,771,457,287$1,638,314,963,821
ProductVolume
PLN
USD
Equivalent
IRS PLN1,746,667,341,028 $561,965,284,888
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN3,412,901,000,000 $1,102,469,343,305
TotalPLN5,175,412,341,028$1,669,317,434,722
ProductVolume
SEK
USD
Equivalent
IRS SEK8,973,931,178,232 $1,339,095,169,582
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK81,884,000,000 $11,870,934,594
FRAs SEK23,636,548,800,000 $3,517,831,914,998
TotalSEK32,692,363,978,232$4,868,798,019,174
ProductVolume
SGD
USD
Equivalent
IRS SGD829,038,767,441 $658,691,534,132
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD829,038,767,441$658,691,534,132
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,087,467,553,950 $564,467,583,237
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR6,087,467,553,950$564,467,583,237
ProductUSD
Equivalent
IRS$151,256,841,510,176
OIS$208,422,468,305,441
Basis$5,852,758,003,817
Zeroes$2,310,563,146,658
FRAs$175,396,454,406,694
Total$543,239,085,372,786
Show:
ProductUSD
Equivalent
IRS $69,302,639,022,583
OIS $13,046,784,919,047
Basis $7,200,916,721,400
Zeroes $239,309,604,409
FRAs $28,619,626,200,000
Total$118,409,276,467,439
ProductVolume
EUR
USD
Equivalent
IRS €64,248,386,091,872 $82,231,509,358,987
OIS €29,468,842,712,774 $37,717,171,788,079
Basis €302,185,518,701 $386,767,245,385
Zeroes €901,439,513,962 $1,153,752,433,920
FRAs €31,837,711,400,000 $40,749,086,820,860
Total€126,758,565,237,309$162,238,287,647,231
ProductVolume
GBP
USD
Equivalent
IRS £11,346,130,918,660 $18,339,886,016,922
OIS £20,796,191,251,027 $33,614,963,538,159
Basis £2,325,041,313,720 $3,758,196,779,497
Zeroes £185,091,416,964 $299,181,766,381
FRAs £10,152,081,000,000 $16,409,823,728,400
Total£44,804,535,900,371$72,422,051,829,359
ProductVolume
JPY
USD
Equivalent
IRS ¥1,832,857,721,359,789 $17,141,526,503,248
OIS ¥9,066,620,000,000 $84,794,201,543
Basis ¥167,447,845,000,000 $1,566,030,815,993
Zeroes ¥8,222,400,000,000 $76,898,760,814
FRAs ¥285,000,000,000 $2,665,419,687
Total¥2,017,879,586,359,789$18,871,915,701,285
ProductVolume
CHF
USD
Equivalent
IRS CHF2,886,475,132,588 $3,061,598,570,840
OIS CHF170,776,680,000 $181,137,759,864
Basis CHF393,579,100,000 $417,457,679,253
Zeroes CHF5,409,351,300 $5,737,538,502
FRAs CHF923,658,000,000 $979,696,648,282
TotalCHF4,379,898,263,888$4,645,628,196,741
ProductVolume
AUD
USD
Equivalent
IRS $8,629,947,341,005 $7,582,271,733,807
OIS $0 $0
Basis $694,713,600,000 $610,375,368,960
Zeroes $15,583,708,291 $13,691,846,105
FRAs $0 $0
Total$9,340,244,649,296$8,206,338,948,872
ProductVolume
CAD
USD
Equivalent
IRS $7,866,922,262,126 $6,970,205,344,550
OIS $1,529,979,254,290 $1,355,583,444,194
Basis $229,048,895,446 $202,940,588,709
Zeroes $275,403,864,758 $244,011,752,765
FRAs $0 $0
Total$9,901,354,276,620$8,772,741,130,218
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,540,603,042,146 $350,074,421,641
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $761,374,188
FRAs CZK595,588,000,000 $27,650,324,977
TotalCZK8,152,591,042,146$378,486,120,806
ProductVolume
DKK
USD
Equivalent
IRS DKK1,702,295,164,398 $292,606,212,833
OIS DKK0 $0
Basis DKK1,930,000,000 $331,746,223
Zeroes DKK11,188,600,000 $1,923,199,890
FRAs DKK795,498,000,000 $136,737,542,328
TotalDKK2,510,911,764,398$431,598,701,274
ProductVolume
HKD
USD
Equivalent
IRS HKD7,297,031,680,144 $940,636,113,224
OIS HKD0 $0
Basis HKD9,430,000,000 $1,215,589,974
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,306,461,680,144$941,851,703,198
ProductVolume
HUF
USD
Equivalent
IRS HUF103,235,616,085,046 $430,184,249,042
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $935,494,625
FRAs HUF83,568,687,526,316 $348,231,884,017
TotalHUF187,028,803,611,362$779,351,627,684
ProductVolume
NOK
USD
Equivalent
IRS NOK5,160,012,433,537 $787,235,290,260
OIS NOK0 $0
Basis NOK21,211,400,000 $3,236,108,992
Zeroes NOK4,622,000,000 $705,153,633
FRAs NOK6,452,742,800,001 $984,460,195,893
TotalNOK11,638,588,633,538$1,775,636,748,778
ProductVolume
NZD
USD
Equivalent
IRS NZD2,910,249,297,204 $2,318,595,615,082
OIS NZD0 $0
Basis NZD400,000,000 $318,680,000
Zeroes NZD12,155,400,000 $9,684,207,180
FRAs NZD0 $0
TotalNZD2,922,804,697,204$2,328,598,502,262
ProductVolume
PLN
USD
Equivalent
IRS PLN2,644,548,447,236 $800,892,927,691
OIS PLN0 $0
Basis PLN674,000,000 $204,118,716
Zeroes PLN15,944,000,000 $4,828,588,734
FRAs PLN2,021,812,000,000 $612,299,212,598
TotalPLN4,682,978,447,236$1,418,224,847,739
ProductVolume
SEK
USD
Equivalent
IRS SEK14,780,644,185,697 $2,059,073,065,447
OIS SEK0 $0
Basis SEK500,000,000 $69,654,375
Zeroes SEK64,254,660,000 $8,951,236,365
FRAs SEK16,597,532,200,000 $2,312,181,463,578
TotalSEK31,442,931,045,697$4,380,275,419,765
ProductVolume
SGD
USD
Equivalent
IRS SGD1,202,412,543,181 $947,266,351,425
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,202,412,543,181$947,266,351,425
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,036,531,285,326 $911,020,558,177
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,036,531,285,326$911,020,558,177
ProductUSD
Equivalent
IRS$214,467,221,355,759
OIS$86,000,435,650,886
Basis$14,148,061,097,477
Zeroes$2,060,372,957,511
FRAs$91,182,459,440,620
Total$407,858,550,502,253

Figures as of COB Oct 20, 2014.

Notional Outstanding by Product

As of COB Oct 20, 2014

Daily Notional by Tenor

As of COB Oct 20, 2014

Notional Outstanding by Currency

As of COB Oct 20, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, SGD, HUF, PLN, NOK, 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.