Daily Volumes

  • Client Notional Cleared (USD)
    $184,471,678,272,949
    Notional Outstanding (USD)
    $401,088,423,274,896
    As of COB Nov 21, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $342,601,000,000,000
    Trades Compressed
    3,441,960
  • 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 Nov 21, 2014. *Other: CZK, ZAR, HKD, NZD, DKK, HUF, SGD, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$59,252,837,448
$313,806,391,513
$21,896,712,986,494
$3,570,667,443,512
EUR
€231,147,491,557
€722,128,594,557
€42,619,884,008,249
€3,691,506,984,391
GBP
£27,681,239,007
£147,521,635,948
£15,535,852,958,289
£1,478,154,056,775
JPY
¥670,701,340,000
¥4,998,591,063,000
¥274,250,518,373,244
¥45,118,409,657,356
CHF
CHF3,936,790,000
CHF12,896,436,000
CHF315,004,783,813
CHF182,899,185,213
AUD
$5,222,279,000
$44,824,159,500
$1,668,564,185,098
$1,468,579,051,687
CAD
$10,918,850,000
$35,158,477,000
$2,555,829,560,072
$799,086,140,747
Other*
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$7,833,864,427
$63,551,094,075
$2,949,379,511,228
$1,460,486,444,715
CZK
CZK0
CZK11,370,870,000
CZK654,265,157,634
CZK391,273,615,268
DKK
DKK200,500,000
DKK3,109,700,000
DKK255,694,800,000
DKK263,116,934,363
HKD
HKD2,293,000,000
HKD18,578,200,000
HKD639,240,599,533
HKD191,578,300,000
HUF
HUF88,450,000,000
HUF1,244,717,000,000
HUF54,087,374,023,000
HUF16,979,589,131,000
NOK
NOK7,500,000
NOK91,377,663,000
NOK2,167,777,809,654
NOK1,201,715,553,053
NZD
NZD2,241,480,000
NZD12,286,121,000
NZD825,134,851,478
NZD656,478,630,210
PLN
PLN1,088,500,000
PLN31,508,900,000
PLN601,766,154,574
PLN156,647,167,000
SEK
SEK26,857,580,000
SEK106,811,842,000
SEK7,380,839,037,199
SEK3,242,696,199,899
SGD
SGD1,430,308,571
SGD4,305,655,000
SGD203,999,950,328
SGD142,723,347,471
ZAR
ZAR3,910,000,000
ZAR52,349,810,000
ZAR1,018,355,838,952
ZAR225,819,860,000
Total in USD$420,830,056,377$1,635,713,527,660$114,729,496,124,889$14,475,624,859,142

Figures as of COB Nov 21, 2014. Weekly figures as of COB Nov 21, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $23,831,734,500
OIS $26,763,400,000
Basis $100,000,000
Zeroes $1,057,702,948
FRAs $7,500,000,000
Total$59,252,837,448
ProductVolume
EUR
USD
Equivalent
IRS €18,601,001,557 $23,047,570,980
OIS €178,383,190,000 $221,025,691,570
Basis €0 $0
Zeroes €953,300,000 $1,181,186,365
FRAs €33,210,000,000 $41,148,850,500
Total€231,147,491,557$286,403,299,415
ProductVolume
GBP
USD
Equivalent
IRS £2,845,140,000 $4,454,208,927
OIS £24,543,350,000 $38,423,841,593
Basis £0 $0
Zeroes £292,749,007 $458,313,208
FRAs £0 $0
Total£27,681,239,007$43,336,363,728
ProductVolume
JPY
USD
Equivalent
IRS ¥670,701,340,000 $5,693,076,479
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥670,701,340,000$5,693,076,479
ProductVolume
CHF
USD
Equivalent
IRS CHF3,936,790,000 $4,061,267,860
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF3,936,790,000$4,061,267,860
ProductVolume
AUD
USD
Equivalent
IRS $4,777,279,000 $4,141,900,893
OIS $0 $0
Basis $445,000,000 $385,815,000
Zeroes $0 $0
FRAs $0 $0
Total$5,222,279,000$4,527,715,893
ProductVolume
CAD
USD
Equivalent
IRS $3,108,850,000 $2,767,974,002
OIS $7,810,000,000 $6,953,657,125
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$10,918,850,000$9,721,631,127
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 DKK200,500,000 $33,390,511
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK200,500,000$33,390,511
ProductVolume
HKD
USD
Equivalent
IRS HKD2,293,000,000 $295,554,438
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,293,000,000$295,554,438
ProductVolume
HUF
USD
Equivalent
IRS HUF38,450,000,000 $156,555,375
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF50,000,000,000 $203,583,062
TotalHUF88,450,000,000$360,138,437
ProductVolume
NOK
USD
Equivalent
IRS NOK7,500,000 $1,101,807
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK7,500,000$1,101,807
ProductVolume
NZD
USD
Equivalent
IRS NZD2,241,480,000 $1,768,079,424
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD2,241,480,000$1,768,079,424
ProductVolume
PLN
USD
Equivalent
IRS PLN1,088,500,000 $321,110,390
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN1,088,500,000$321,110,390
ProductVolume
SEK
USD
Equivalent
IRS SEK9,857,580,000 $1,320,391,393
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK17,000,000,000 $2,277,095,765
TotalSEK26,857,580,000$3,597,487,158
ProductVolume
SGD
USD
Equivalent
IRS SGD1,430,308,571 $1,100,364,327
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,430,308,571$1,100,364,327
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,910,000,000 $356,637,935
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR3,910,000,000$356,637,935
ProductUSD
Equivalent
IRS$73,350,919,241
OIS$293,166,590,288
Basis$485,815,000
Zeroes$2,697,202,521
FRAs$51,129,529,327
Total$420,830,056,377
Show:
ProductUSD
Equivalent
IRS $166,828,214,389
OIS $135,778,200,000
Basis $999,000,000
Zeroes $2,606,977,124
FRAs $7,594,000,000
Total$313,806,391,513
ProductVolume
EUR
USD
Equivalent
IRS €80,300,764,557 $100,315,299,022
OIS €454,100,530,000 $566,319,660,418
Basis €3,850,000,000 $4,817,505,000
Zeroes €3,113,300,000 $3,890,214,365
FRAs €180,764,000,000 $226,109,931,700
Total€722,128,594,557$901,452,610,505
ProductVolume
GBP
USD
Equivalent
IRS £22,399,127,500 $35,060,829,605
OIS £116,347,350,000 $182,288,946,993
Basis £1,258,000,000 $1,967,216,400
Zeroes £517,158,448 $809,340,955
FRAs £7,000,000,000 $10,985,100,000
Total£147,521,635,948$231,111,433,953
ProductVolume
JPY
USD
Equivalent
IRS ¥4,697,591,063,000 $39,897,099,633
OIS ¥301,000,000,000 $2,545,777,477
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥4,998,591,063,000$42,442,877,110
ProductVolume
CHF
USD
Equivalent
IRS CHF8,902,936,000 $9,230,304,834
OIS CHF73,500,000 $76,698,320
Basis CHF740,000,000 $772,811,010
Zeroes CHF0 $0
FRAs CHF3,180,000,000 $3,317,774,337
TotalCHF12,896,436,000$13,397,588,501
ProductVolume
AUD
USD
Equivalent
IRS $42,427,159,500 $36,745,298,004
OIS $0 $0
Basis $2,397,000,000 $2,070,744,400
Zeroes $0 $0
FRAs $0 $0
Total$44,824,159,500$38,816,042,404
ProductVolume
CAD
USD
Equivalent
IRS $18,093,477,000 $16,011,596,281
OIS $15,565,000,000 $13,800,049,940
Basis $0 $0
Zeroes $1,500,000,000 $1,323,843,378
FRAs $0 $0
Total$35,158,477,000$31,135,489,599
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK11,370,870,000 $514,588,861
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK11,370,870,000$514,588,861
ProductVolume
DKK
USD
Equivalent
IRS DKK3,109,700,000 $522,626,595
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK3,109,700,000$522,626,595
ProductVolume
HKD
USD
Equivalent
IRS HKD18,578,200,000 $2,395,363,255
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD18,578,200,000$2,395,363,255
ProductVolume
HUF
USD
Equivalent
IRS HUF404,717,000,000 $1,661,713,570
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF840,000,000,000 $3,434,074,072
TotalHUF1,244,717,000,000$5,095,787,642
ProductVolume
NOK
USD
Equivalent
IRS NOK2,457,663,000 $364,658,749
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK88,920,000,000 $13,114,493,873
TotalNOK91,377,663,000$13,479,152,622
ProductVolume
NZD
USD
Equivalent
IRS NZD12,286,121,000 $9,699,364,914
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD12,286,121,000$9,699,364,914
ProductVolume
PLN
USD
Equivalent
IRS PLN18,538,900,000 $5,509,503,196
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,970,000,000 $3,844,815,831
TotalPLN31,508,900,000$9,354,319,027
ProductVolume
SEK
USD
Equivalent
IRS SEK55,811,842,000 $7,526,393,670
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK51,000,000,000 $6,879,946,186
TotalSEK106,811,842,000$14,406,339,856
ProductVolume
SGD
USD
Equivalent
IRS SGD4,305,655,000 $3,311,734,845
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD4,305,655,000$3,311,734,845
ProductVolume
ZAR
USD
Equivalent
IRS ZAR52,349,810,000 $4,771,816,458
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR52,349,810,000$4,771,816,458
ProductUSD
Equivalent
IRS$440,366,405,881
OIS$900,809,333,148
Basis$10,627,276,810
Zeroes$8,630,375,822
FRAs$275,280,135,999
Total$1,635,713,527,660
Show:
ProductUSD
Equivalent
IRS $16,097,386,819,472
OIS $4,639,991,367,000
Basis $266,067,500,000
Zeroes $99,340,340,022
FRAs $793,926,960,000
Total$21,896,712,986,494
ProductVolume
EUR
USD
Equivalent
IRS €4,978,016,534,939 $6,676,585,148,977
OIS €33,184,074,232,256 $44,659,828,345,879
Basis €10,073,942,883 $12,862,591,142
Zeroes €456,371,841,371 $610,851,553,958
FRAs €3,991,347,456,800 $5,327,429,013,888
Total€42,619,884,008,249$57,287,556,653,844
ProductVolume
GBP
USD
Equivalent
IRS £1,448,595,809,208 $2,400,821,999,736
OIS £13,630,147,383,940 $22,622,354,849,485
Basis £111,652,560,000 $185,447,038,302
Zeroes £21,632,705,141 $35,663,744,249
FRAs £323,824,500,000 $536,296,359,775
Total£15,535,852,958,289$25,780,583,991,547
ProductVolume
JPY
USD
Equivalent
IRS ¥256,395,128,373,244 $2,451,999,898,348
OIS ¥3,208,010,000,000 $29,039,206,909
Basis ¥13,786,180,000,000 $133,615,819,779
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥274,250,518,373,244$2,623,037,804,491
ProductVolume
CHF
USD
Equivalent
IRS CHF259,338,733,813 $283,823,448,099
OIS CHF23,260,500,000 $25,697,414,945
Basis CHF13,163,550,000 $14,239,326,173
Zeroes CHF2,587,000,000 $2,818,707,094
FRAs CHF16,655,000,000 $17,977,008,415
TotalCHF315,004,783,813$344,555,904,726
ProductVolume
AUD
USD
Equivalent
IRS $1,569,714,880,952 $1,429,799,212,081
OIS $0 $0
Basis $77,606,450,000 $70,433,374,680
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,668,564,185,098$1,519,871,846,462
ProductVolume
CAD
USD
Equivalent
IRS $1,407,497,026,740 $1,283,065,156,452
OIS $931,574,483,332 $845,695,564,728
Basis $634,000,000 $589,065,018
Zeroes $216,124,050,000 $198,447,639,899
FRAs $0 $0
Total$2,555,829,560,072$2,327,797,426,097
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK341,015,157,634 $16,492,266,613
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK309,050,000,000 $14,879,293,821
TotalCZK654,265,157,634$31,573,896,133
ProductVolume
DKK
USD
Equivalent
IRS DKK237,100,500,000 $41,910,061,059
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK255,694,800,000$45,143,791,481
ProductVolume
HKD
USD
Equivalent
IRS HKD637,940,599,533 $82,259,513,328
OIS HKD0 $0
Basis HKD1,300,000,000 $167,682,690
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD639,240,599,533$82,427,196,018
ProductVolume
HUF
USD
Equivalent
IRS HUF15,733,714,023,000 $67,623,884,963
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF38,222,660,000,000 $164,987,878,528
TotalHUF54,087,374,023,000$233,189,667,048
ProductVolume
NOK
USD
Equivalent
IRS NOK325,048,062,653 $52,167,011,366
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK5,790,000,000 $884,193,368
FRAs NOK1,835,944,747,001 $293,563,573,444
TotalNOK2,167,777,809,654$346,771,505,221
ProductVolume
NZD
USD
Equivalent
IRS NZD807,679,151,478 $675,453,914,876
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD17,455,700,000 $14,623,404,730
FRAs NZD0 $0
TotalNZD825,134,851,478$690,077,319,606
ProductVolume
PLN
USD
Equivalent
IRS PLN289,467,154,574 $91,278,932,202
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN309,877,000,000 $98,938,709,379
TotalPLN601,766,154,574$191,002,967,040
ProductVolume
SEK
USD
Equivalent
IRS SEK2,386,371,083,199 $349,773,376,394
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK66,315,000,000 $9,353,441,461
FRAs SEK4,928,152,954,000 $714,439,587,552
TotalSEK7,380,839,037,199$1,073,566,405,407
ProductVolume
SGD
USD
Equivalent
IRS SGD203,999,950,328 $161,797,143,314
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD203,999,950,328$161,797,143,314
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,018,355,838,952 $93,829,619,960
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR1,018,355,838,952$93,829,619,960
ProductUSD
Equivalent
IRS$32,256,067,407,240
OIS$72,822,606,748,946
Basis$683,579,124,827
Zeroes$1,002,523,927,213
FRAs$7,964,718,916,663
Total$114,729,496,124,889
Show:
ProductUSD
Equivalent
IRS $2,309,480,315,242
OIS $820,214,160,000
Basis $223,902,700,000
Zeroes $46,719,628,269
FRAs $170,350,640,000
Total$3,570,667,443,511
ProductVolume
EUR
USD
Equivalent
IRS €1,215,065,397,980 $1,505,526,781,367
OIS €1,725,391,231,658 $2,137,846,005,585
Basis €12,772,942,883 $15,826,314,880
Zeroes €187,264,411,869 $232,029,969,526
FRAs €551,013,000,000 $682,732,657,650
Total€3,691,506,984,390$4,573,961,729,008
ProductVolume
GBP
USD
Equivalent
IRS £311,492,992,106 $487,657,853,792
OIS £1,026,013,674,000 $1,606,275,707,331
Basis £22,385,610,000 $35,045,791,736
Zeroes £20,034,280,668 $31,364,668,100
FRAs £98,227,500,000 $153,780,062,625
Total£1,478,154,056,774$2,314,124,083,584
ProductVolume
JPY
USD
Equivalent
IRS ¥41,774,519,657,356 $354,592,306,743
OIS ¥2,788,010,000,000 $23,665,308,548
Basis ¥534,680,000,000 $4,538,494,186
Zeroes ¥21,200,000,000 $179,950,768
FRAs ¥0 $0
Total¥45,118,409,657,356$382,976,060,245
ProductVolume
CHF
USD
Equivalent
IRS CHF140,131,635,213 $144,562,475,074
OIS CHF20,960,500,000 $21,623,252,695
Basis CHF13,205,050,000 $13,622,582,143
Zeroes CHF1,782,000,000 $1,838,345,283
FRAs CHF6,820,000,000 $7,035,642,441
TotalCHF182,899,185,213$188,682,297,636
ProductVolume
AUD
USD
Equivalent
IRS $1,341,149,601,687 $1,162,776,704,663
OIS $0 $0
Basis $123,940,450,000 $107,456,370,150
Zeroes $3,489,000,000 $3,024,963,000
FRAs $0 $0
Total$1,468,579,051,687$1,273,258,037,813
ProductVolume
CAD
USD
Equivalent
IRS $452,667,888,747 $403,034,224,054
OIS $258,104,150,000 $229,803,810,711
Basis $3,731,500,000 $3,322,352,313
Zeroes $84,582,602,000 $75,308,375,551
FRAs $0 $0
Total$799,086,140,747$711,468,762,629
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK310,363,615,268 $13,889,622,523
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $98,456,030
FRAs CZK78,710,000,000 $3,522,488,252
TotalCZK391,273,615,268$17,510,566,805
ProductVolume
DKK
USD
Equivalent
IRS DKK256,922,634,363 $42,786,922,638
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,194,300,000 $865,039,053
FRAs DKK1,000,000,000 $166,536,213
TotalDKK263,116,934,363$43,818,497,904
ProductVolume
HKD
USD
Equivalent
IRS HKD190,278,300,000 $24,525,772,399
OIS HKD0 $0
Basis HKD1,300,000,000 $167,562,481
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD191,578,300,000$24,693,334,880
ProductVolume
HUF
USD
Equivalent
IRS HUF5,674,349,131,000 $23,104,027,406
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF11,305,240,000,000 $46,031,107,492
TotalHUF16,979,589,131,000$69,135,134,898
ProductVolume
NOK
USD
Equivalent
IRS NOK164,802,500,053 $24,210,738,953
OIS NOK0 $0
Basis NOK995,000,000 $146,173,057
Zeroes NOK2,392,000,000 $351,402,968
FRAs NOK1,033,526,053,000 $151,832,826,943
TotalNOK1,201,715,553,053$176,541,141,921
ProductVolume
NZD
USD
Equivalent
IRS NZD652,487,930,210 $514,682,479,349
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,990,700,000 $3,147,864,160
FRAs NZD0 $0
TotalNZD656,478,630,210$517,830,343,509
ProductVolume
PLN
USD
Equivalent
IRS PLN81,422,667,000 $24,019,902,944
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN75,224,500,000 $22,191,427,223
TotalPLN156,647,167,000$46,211,330,167
ProductVolume
SEK
USD
Equivalent
IRS SEK1,237,847,353,899 $165,805,703,977
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK45,955,000,000 $6,155,525,641
FRAs SEK1,958,893,846,000 $262,387,581,255
TotalSEK3,242,696,199,899$434,348,810,873
ProductVolume
SGD
USD
Equivalent
IRS SGD142,723,347,471 $109,799,859,577
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD142,723,347,471$109,799,859,577
ProductVolume
ZAR
USD
Equivalent
IRS ZAR225,819,860,000 $20,597,424,180
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR225,819,860,000$20,597,424,180
ProductUSD
Equivalent
IRS$7,331,053,114,881
OIS$4,839,428,244,870
Basis$404,028,340,946
Zeroes$401,084,188,349
FRAs$1,500,030,970,094
Total$14,475,624,859,140

Figures as of COB Nov 21, 2014.

Notional Outstanding by Product

As of COB Nov 21, 2014

Daily Notional by Tenor
 

As of COB Nov 21, 2014

Notional Outstanding by Tenor
 

As of COB Nov 21, 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
$315,365,866,274
$2,557,681,233,389
$143,572,564,475,013
$120,748,762,789,536
EUR
€852,663,329,307
€3,525,406,144,565
€222,732,491,831,639
€127,577,545,680,256
GBP
£106,805,832,987
£1,161,626,852,121
£62,842,976,734,424
£42,602,284,342,294
JPY
¥3,344,482,680,000
¥26,469,283,554,000
¥1,433,025,160,133,799
¥2,134,701,098,509,385
CHF
CHF17,278,580,000
CHF128,161,772,000
CHF3,766,608,202,814
CHF4,495,540,066,202
AUD
$19,207,758,000
$211,986,092,774
$6,270,463,914,578
$9,840,754,310,747
CAD
$174,008,061,660
$348,813,904,344
$10,033,609,020,452
$10,393,832,035,784
Other*
Show All
Hide
$34,690,077,852
$309,004,270,479
$15,226,149,353,951
$15,025,034,035,007
CZK
CZK800,000,000
CZK57,321,740,000
CZK3,948,194,564,772
CZK8,403,807,514,222
DKK
DKK401,000,000
DKK24,709,400,000
DKK2,752,837,657,186
DKK2,933,206,518,480
HKD
HKD5,904,000,000
HKD70,130,600,000
HKD3,728,975,890,914
HKD7,373,421,393,118
HUF
HUF406,140,000,000
HUF6,110,454,000,000
HUF292,404,499,430,744
HUF199,296,827,647,736
NOK
NOK11,655,756,000
NOK630,090,482,000
NOK13,683,251,022,106
NOK13,837,943,889,035
NZD
NZD4,083,960,000
NZD36,799,882,000
NZD2,204,230,489,149
NZD3,080,080,893,742
PLN
PLN36,300,220,000
PLN159,303,080,000
PLN5,934,656,487,148
PLN4,973,464,519,150
SEK
SEK72,497,160,000
SEK453,927,064,000
SEK37,228,514,626,404
SEK33,672,850,138,932
SGD
SGD4,823,017,142
SGD20,578,510,000
SGD918,984,429,771
SGD1,273,002,512,653
ZAR
ZAR34,088,000,000
ZAR238,928,573,936
ZAR7,141,490,038,302
ZAR10,735,747,609,678
Total in USD$1,791,553,742,308$9,942,930,692,067$594,971,135,743,747$401,088,423,274,896

Figures as of COB Nov 21, 2014. Weekly figures as of COB Nov 21, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $166,387,382,000
OIS $79,126,800,000
Basis $11,578,600,000
Zeroes $10,473,084,274
FRAs $47,800,000,000
Total$315,365,866,274
ProductVolume
EUR
USD
Equivalent
IRS €201,773,949,307 $250,008,011,889
OIS €471,596,780,000 $584,331,990,259
Basis €0 $0
Zeroes €2,960,600,000 $3,668,331,430
FRAs €176,332,000,000 $218,484,164,600
Total€852,663,329,307$1,056,492,498,178
ProductVolume
GBP
USD
Equivalent
IRS £22,442,185,200 $35,134,363,040
OIS £64,268,700,000 $100,615,863,285
Basis £7,139,600,000 $11,177,400,780
Zeroes £955,347,787 $1,495,644,729
FRAs £12,000,000,000 $18,786,600,000
Total£106,805,832,987$167,209,871,834
ProductVolume
JPY
USD
Equivalent
IRS ¥3,273,282,680,000 $27,784,421,356
OIS ¥0 $0
Basis ¥71,200,000,000 $604,362,957
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥3,344,482,680,000$28,388,784,313
ProductVolume
CHF
USD
Equivalent
IRS CHF8,682,580,000 $8,957,115,593
OIS CHF0 $0
Basis CHF596,000,000 $614,844,999
Zeroes CHF0 $0
FRAs CHF8,000,000,000 $8,252,953,010
TotalCHF17,278,580,000$17,824,913,602
ProductVolume
AUD
USD
Equivalent
IRS $17,957,758,000 $15,569,376,186
OIS $0 $0
Basis $1,250,000,000 $1,083,750,000
Zeroes $0 $0
FRAs $0 $0
Total$19,207,758,000$16,653,126,186
ProductVolume
CAD
USD
Equivalent
IRS $149,142,061,660 $132,789,085,750
OIS $21,820,000,000 $19,427,503,005
Basis $3,046,000,000 $2,712,015,314
Zeroes $0 $0
FRAs $0 $0
Total$174,008,061,660$154,928,604,069
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK800,000,000 $35,802,193
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK800,000,000$35,802,193
ProductVolume
DKK
USD
Equivalent
IRS DKK401,000,000 $66,781,022
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK401,000,000$66,781,022
ProductVolume
HKD
USD
Equivalent
IRS HKD5,904,000,000 $760,991,454
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD5,904,000,000$760,991,454
ProductVolume
HUF
USD
Equivalent
IRS HUF206,140,000,000 $839,332,248
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF200,000,000,000 $814,332,248
TotalHUF406,140,000,000$1,653,664,496
ProductVolume
NOK
USD
Equivalent
IRS NOK11,655,756,000 $1,712,319,083
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK11,655,756,000$1,712,319,083
ProductVolume
NZD
USD
Equivalent
IRS NZD4,083,960,000 $3,221,427,648
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD4,083,960,000$3,221,427,648
ProductVolume
PLN
USD
Equivalent
IRS PLN13,500,220,000 $3,982,600,743
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN22,800,000,000 $6,726,060,535
TotalPLN36,300,220,000$10,708,661,278
ProductVolume
SEK
USD
Equivalent
IRS SEK30,497,160,000 $4,084,997,288
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK42,000,000,000 $5,625,766,008
TotalSEK72,497,160,000$9,710,763,296
ProductVolume
SGD
USD
Equivalent
IRS SGD4,623,017,142 $3,556,577,407
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD200,000,000 $153,863,907
FRAs SGD0 $0
TotalSGD4,823,017,142$3,710,441,314
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,088,000,000 $3,109,226,068
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR34,088,000,000$3,109,226,068
ProductUSD
Equivalent
IRS$657,999,810,968
OIS$783,502,156,549
Basis$27,770,974,050
Zeroes$15,790,924,340
FRAs$306,489,876,401
Total$1,791,553,742,308
Show:
ProductUSD
Equivalent
IRS $912,716,399,158
OIS $511,415,400,000
Basis $90,993,200,000
Zeroes $29,544,234,231
FRAs $1,013,012,000,000
Total$2,557,681,233,389
ProductVolume
EUR
USD
Equivalent
IRS €763,462,546,693 $953,387,528,286
OIS €1,400,364,760,000 $1,747,501,264,945
Basis €7,700,000,000 $9,635,010,000
Zeroes €17,345,437,872 $21,693,704,001
FRAs €1,336,533,400,000 $1,673,075,320,020
Total€3,525,406,144,565$4,405,292,827,252
ProductVolume
GBP
USD
Equivalent
IRS £148,047,811,562 $231,794,185,596
OIS £348,613,300,000 $546,327,349,865
Basis £28,358,400,000 $44,417,913,820
Zeroes £2,567,340,559 $4,019,419,054
FRAs £634,040,000,000 $992,821,150,000
Total£1,161,626,852,121$1,819,380,018,335
ProductVolume
JPY
USD
Equivalent
IRS ¥24,744,243,554,000 $210,506,882,406
OIS ¥740,000,000,000 $6,269,464,447
Basis ¥985,040,000,000 $8,364,834,611
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥26,469,283,554,000$225,141,181,464
ProductVolume
CHF
USD
Equivalent
IRS CHF30,930,772,000 $32,147,220,945
OIS CHF2,697,000,000 $2,813,093,142
Basis CHF2,986,000,000 $3,107,519,453
Zeroes CHF0 $0
FRAs CHF91,548,000,000 $95,538,286,972
TotalCHF128,161,772,000$133,606,120,512
ProductVolume
AUD
USD
Equivalent
IRS $183,167,092,774 $158,649,952,351
OIS $0 $0
Basis $28,819,000,000 $24,914,515,000
Zeroes $0 $0
FRAs $0 $0
Total$211,986,092,774$183,564,467,351
ProductVolume
CAD
USD
Equivalent
IRS $299,462,408,344 $265,502,416,567
OIS $39,740,000,000 $35,246,628,450
Basis $3,546,000,000 $3,152,932,422
Zeroes $6,065,496,000 $5,358,595,846
FRAs $0 $0
Total$348,813,904,344$309,260,573,285
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK41,321,740,000 $1,871,029,631
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK16,000,000,000 $725,557,773
TotalCZK57,321,740,000$2,596,587,404
ProductVolume
DKK
USD
Equivalent
IRS DKK14,709,400,000 $2,474,905,029
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,686,454,398
TotalDKK24,709,400,000$4,161,359,427
ProductVolume
HKD
USD
Equivalent
IRS HKD70,130,600,000 $9,042,526,020
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD70,130,600,000$9,042,526,020
ProductVolume
HUF
USD
Equivalent
IRS HUF1,590,454,000,000 $6,528,018,669
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,520,000,000,000 $18,516,016,177
TotalHUF6,110,454,000,000$25,044,034,846
ProductVolume
NOK
USD
Equivalent
IRS NOK30,406,482,000 $4,489,184,500
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK599,684,000,000 $88,499,550,275
TotalNOK630,090,482,000$92,988,734,775
ProductVolume
NZD
USD
Equivalent
IRS NZD36,799,882,000 $29,074,186,394
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD36,799,882,000$29,074,186,394
ProductVolume
PLN
USD
Equivalent
IRS PLN65,183,080,000 $19,341,516,726
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN94,120,000,000 $27,912,493,543
TotalPLN159,303,080,000$47,254,010,269
ProductVolume
SEK
USD
Equivalent
IRS SEK204,327,064,000 $27,563,389,420
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK249,600,000,000 $33,730,495,868
TotalSEK453,927,064,000$61,293,885,288
ProductVolume
SGD
USD
Equivalent
IRS SGD20,378,510,000 $15,670,141,085
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD200,000,000 $153,863,907
FRAs SGD0 $0
TotalSGD20,578,510,000$15,824,004,992
ProductVolume
ZAR
USD
Equivalent
IRS ZAR238,928,573,936 $21,724,941,064
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR238,928,573,936$21,724,941,064
ProductUSD
Equivalent
IRS$2,902,484,423,847
OIS$2,849,573,200,849
Basis$184,585,925,306
Zeroes$60,769,817,039
FRAs$3,945,517,325,026
Total$9,942,930,692,067
Show:
ProductUSD
Equivalent
IRS $63,798,490,564,887
OIS $18,126,533,319,334
Basis $3,023,868,081,400
Zeroes $344,746,589,392
FRAs $58,278,925,920,000
Total$143,572,564,475,013
ProductVolume
EUR
USD
Equivalent
IRS €42,172,055,355,243 $56,531,958,212,776
OIS €106,290,330,826,580 $143,131,133,970,672
Basis €120,800,436,293 $160,339,011,300
Zeroes €1,257,175,099,923 $1,661,493,199,782
FRAs €72,892,130,113,600 $97,853,519,258,995
Total€222,732,491,831,639$299,338,443,653,525
ProductVolume
GBP
USD
Equivalent
IRS £7,663,950,993,547 $12,695,811,416,216
OIS £36,954,326,617,203 $61,251,692,213,747
Basis £1,218,560,873,904 $2,015,645,109,931
Zeroes £117,499,249,770 $193,629,509,304
FRAs £16,888,639,000,000 $27,995,373,416,800
Total£62,842,976,734,424$104,152,151,665,998
ProductVolume
JPY
USD
Equivalent
IRS ¥1,332,644,798,133,799 $12,747,330,928,606
OIS ¥13,930,642,000,000 $128,293,254,885
Basis ¥82,157,320,000,000 $790,355,262,568
Zeroes ¥4,292,400,000,000 $40,780,588,566
FRAs ¥0 $0
Total¥1,433,025,160,133,799$13,706,760,034,625
ProductVolume
CHF
USD
Equivalent
IRS CHF1,494,628,951,514 $1,647,654,814,888
OIS CHF154,107,000,000 $170,008,215,774
Basis CHF178,225,900,000 $195,553,457,287
Zeroes CHF9,214,351,300 $9,879,737,744
FRAs CHF1,930,432,000,000 $2,124,774,373,616
TotalCHF3,766,608,202,814$4,147,870,599,309
ProductVolume
AUD
USD
Equivalent
IRS $5,714,839,306,287 $5,198,528,405,622
OIS $0 $0
Basis $509,238,900,000 $459,632,804,055
Zeroes $46,385,708,291 $42,315,044,402
FRAs $0 $0
Total$6,270,463,914,578$5,700,476,254,079
ProductVolume
CAD
USD
Equivalent
IRS $6,302,449,301,252 $5,735,285,630,566
OIS $3,210,988,120,954 $2,915,248,870,932
Basis $95,427,345,446 $86,949,807,241
Zeroes $424,744,252,800 $389,235,398,508
FRAs $0 $0
Total$10,033,609,020,452$9,126,719,707,247
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,639,898,564,772 $128,495,243,430
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,299,896,000,000 $63,199,427,054
TotalCZK3,948,194,564,772$192,099,341,882
ProductVolume
DKK
USD
Equivalent
IRS DKK937,882,202,976 $166,701,742,506
OIS DKK0 $0
Basis DKK880,000,000 $158,109,868
Zeroes DKK16,099,454,210 $2,731,302,699
FRAs DKK1,797,976,000,000 $319,470,315,346
TotalDKK2,752,837,657,186$489,061,470,419
ProductVolume
HKD
USD
Equivalent
IRS HKD3,721,285,890,914 $479,842,600,194
OIS HKD0 $0
Basis HKD7,690,000,000 $991,741,700
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,728,975,890,914$480,834,341,894
ProductVolume
HUF
USD
Equivalent
IRS HUF80,391,641,009,692 $349,086,451,916
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF211,750,858,421,052 $920,713,994,517
TotalHUF292,404,499,430,744$1,270,956,253,546
ProductVolume
NOK
USD
Equivalent
IRS NOK2,602,260,728,104 $416,169,208,328
OIS NOK0 $0
Basis NOK32,816,800,000 $5,161,966,056
Zeroes NOK11,780,000,000 $1,798,022,952
FRAs NOK11,036,393,494,002 $1,761,620,353,112
TotalNOK13,683,251,022,106$2,184,749,550,448
ProductVolume
NZD
USD
Equivalent
IRS NZD2,174,079,089,149 $1,814,935,407,474
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD29,751,400,000 $24,885,676,460
FRAs NZD0 $0
TotalNZD2,204,230,489,149$1,840,161,973,934
ProductVolume
PLN
USD
Equivalent
IRS PLN2,005,351,487,148 $638,701,083,343
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN3,913,461,000,000 $1,251,011,302,533
TotalPLN5,934,656,487,148$1,894,595,192,405
ProductVolume
SEK
USD
Equivalent
IRS SEK10,093,451,718,404 $1,491,090,814,448
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK135,884,000,000 $19,186,025,355
FRAs SEK26,999,178,908,000 $3,974,902,140,189
TotalSEK37,228,514,626,404$5,485,178,979,992
ProductVolume
SGD
USD
Equivalent
IRS SGD917,984,429,771 $727,790,137,995
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,000,000,000 $773,130,850
FRAs SGD0 $0
TotalSGD918,984,429,771$728,563,268,845
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,141,490,038,302 $659,948,980,586
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR7,141,490,038,302$659,948,980,586
ProductUSD
Equivalent
IRS$165,227,821,643,781
OIS$225,722,909,845,344
Basis$6,738,996,241,406
Zeroes$2,737,897,511,054
FRAs$194,543,510,502,162
Total$594,971,135,743,747
Show:
ProductUSD
Equivalent
IRS $69,183,809,232,530
OIS $14,015,208,636,327
Basis $7,533,191,155,400
Zeroes $315,663,965,278
FRAs $29,700,889,800,000
Total$120,748,762,789,535
ProductVolume
EUR
USD
Equivalent
IRS €62,438,762,564,226 $77,364,748,755,205
OIS €28,844,434,767,063 $35,739,696,898,130
Basis €320,271,518,701 $396,832,425,246
Zeroes €1,061,895,230,266 $1,315,741,285,060
FRAs €34,912,181,600,000 $43,257,938,611,480
Total€127,577,545,680,256$158,074,957,975,121
ProductVolume
GBP
USD
Equivalent
IRS £10,634,567,416,323 $16,648,947,018,625
OIS £18,618,516,706,273 $29,148,218,829,506
Basis £2,405,320,847,624 $3,765,650,052,997
Zeroes £201,248,372,073 $315,064,388,900
FRAs £10,742,631,000,000 $16,818,125,962,050
Total£42,602,284,342,293$66,696,006,252,078
ProductVolume
JPY
USD
Equivalent
IRS ¥1,940,653,313,509,385 $16,472,738,422,115
OIS ¥13,272,020,000,000 $112,656,141,244
Basis ¥171,748,365,000,000 $1,457,841,991,342
Zeroes ¥8,742,400,000,000 $74,207,622,443
FRAs ¥285,000,000,000 $2,419,149,478
Total¥2,134,701,098,509,385$18,119,863,326,622
ProductVolume
CHF
USD
Equivalent
IRS CHF2,954,330,134,902 $3,047,743,472,328
OIS CHF166,899,680,000 $172,176,902,048
Basis CHF413,694,900,000 $426,775,571,259
Zeroes CHF8,409,351,300 $8,675,247,640
FRAs CHF952,206,000,000 $982,313,921,700
TotalCHF4,495,540,066,202$4,637,685,114,975
ProductVolume
AUD
USD
Equivalent
IRS $9,031,614,210,747 $7,830,409,520,718
OIS $0 $0
Basis $786,362,100,000 $681,775,940,700
Zeroes $22,778,000,000 $19,748,526,000
FRAs $0 $0
Total$9,840,754,310,747$8,531,933,987,418
ProductVolume
CAD
USD
Equivalent
IRS $8,329,328,413,290 $7,416,042,748,778
OIS $1,539,212,354,290 $1,370,442,375,720
Basis $233,170,895,446 $207,604,412,097
Zeroes $292,120,372,758 $260,090,257,542
FRAs $0 $0
Total$10,393,832,035,784$9,254,179,794,137
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,736,097,514,222 $346,211,569,220
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $733,944,954
FRAs CZK651,310,000,000 $29,147,907,809
TotalCZK8,403,807,514,222$376,093,421,983
ProductVolume
DKK
USD
Equivalent
IRS DKK1,894,845,064,270 $315,560,321,793
OIS DKK0 $0
Basis DKK1,930,000,000 $321,414,892
Zeroes DKK15,299,454,210 $2,547,913,170
FRAs DKK1,021,132,000,000 $170,055,456,559
TotalDKK2,933,206,518,480$488,485,106,414
ProductVolume
HKD
USD
Equivalent
IRS HKD7,361,991,393,118 $948,918,112,617
OIS HKD0 $0
Basis HKD11,430,000,000 $1,473,260,895
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,373,421,393,118$950,391,373,512
ProductVolume
HUF
USD
Equivalent
IRS HUF106,917,640,121,420 $435,332,410,918
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $914,087,948
FRAs HUF92,154,687,526,316 $375,222,669,081
TotalHUF199,296,827,647,736$811,469,167,947
ProductVolume
NOK
USD
Equivalent
IRS NOK5,579,214,289,035 $819,628,953,876
OIS NOK0 $0
Basis NOK36,382,800,000 $5,344,909,652
Zeroes NOK9,752,000,000 $1,432,642,868
FRAs NOK8,212,594,800,001 $1,206,492,551,785
TotalNOK13,837,943,889,036$2,032,899,058,181
ProductVolume
NZD
USD
Equivalent
IRS NZD3,066,825,493,742 $2,419,111,949,463
OIS NZD0 $0
Basis NZD400,000,000 $315,520,000
Zeroes NZD12,855,400,000 $10,140,339,520
FRAs NZD0 $0
TotalNZD3,080,080,893,742$2,429,567,808,983
ProductVolume
PLN
USD
Equivalent
IRS PLN2,819,290,519,150 $831,698,188,433
OIS PLN0 $0
Basis PLN674,000,000 $198,831,789
Zeroes PLN15,602,000,000 $4,602,631,424
FRAs PLN2,137,898,000,000 $630,685,586,170
TotalPLN4,973,464,519,150$1,467,185,237,816
ProductVolume
SEK
USD
Equivalent
IRS SEK15,415,671,278,932 $2,064,879,987,534
OIS SEK0 $0
Basis SEK500,000,000 $66,973,405
Zeroes SEK118,254,660,000 $15,839,834,442
FRAs SEK18,138,424,200,000 $2,429,584,054,972
TotalSEK33,672,850,138,932$4,510,370,850,353
ProductVolume
SGD
USD
Equivalent
IRS SGD1,272,002,512,653 $978,576,383,931
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD1,000,000,000 $769,319,537
FRAs SGD0 $0
TotalSGD1,273,002,512,653$979,345,703,468
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,735,747,609,678 $979,226,306,351
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,735,747,609,678$979,226,306,351
ProductUSD
Equivalent
IRS$208,103,583,354,435
OIS$80,558,399,782,975
Basis$14,477,392,459,674
Zeroes$2,346,172,006,726
FRAs$95,602,875,671,084
Total$401,088,423,274,894

Figures as of COB Nov 21, 2014.

Notional Outstanding by Product

As of COB Nov 21, 2014

Daily Notional by Tenor

As of COB Nov 21, 2014

Notional Outstanding by Currency

As of COB Nov 21, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, PLN, SEK, NOK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.

  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.

  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.

  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.

  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.

  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.