Daily Volumes

  • Client Notional Cleared (USD)
    $250,088,503,640,104
    Notional Outstanding (USD)
    $283,529,163,213,005
    As of COB Sep 2, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $770,292,000,000,000
    Trades Compressed
    6,467,684
  • 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 Sep 2, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$192,368,442,482
$1,396,433,011,413
$25,405,697,691,702
$6,823,527,835,415
EUR
€74,129,984,000
€232,645,043,640
€14,212,195,118,704
€2,973,770,166,807
GBP
£8,256,927,000
£81,840,803,928
£5,530,560,377,647
£1,109,623,998,111
JPY
¥340,233,570,000
¥10,722,023,066,500
¥247,696,206,601,507
¥55,135,626,907,383
CHF
CHF4,471,479,000
CHF3,137,220,000
CHF318,799,222,646
CHF197,373,681,974
AUD
$6,127,890,000
$56,013,799,000
$1,429,289,047,306
$827,165,174,458
CAD
$14,672,840,000
$68,980,570,000
$2,061,484,118,316
$760,563,245,356
Other*
Show All
Hide
$25,713,323,463
$92,345,238,158
$2,925,312,109,593
$1,670,486,137,933
CZK
CZK850,000,000
CZK14,309,080,000
CZK2,137,434,744,542
CZK855,863,735,458
DKK
DKK239,030,000
DKK2,900,000,000
DKK494,718,858,681
DKK311,251,813,116
HKD
HKD6,293,600,000
HKD81,507,700,000
HKD622,725,629,727
HKD325,328,460,275
HUF
HUF216,491,210,000
HUF733,162,880,000
HUF58,518,735,686,396
HUF18,434,755,627,720
NOK
NOK3,098,356,000
NOK49,693,608,000
NOK2,788,305,903,186
NOK677,878,032,414
NZD
NZD5,479,475,000
NZD10,936,023,000
NZD769,019,053,636
NZD873,502,162,002
PLN
PLN1,531,000,000
PLN31,511,943,074
PLN1,169,686,101,428
PLN356,205,080,250
SEK
SEK137,691,270,000
SEK339,376,193,000
SEK7,471,362,938,258
SEK3,816,092,778,532
SGD
SGD3,748,900,000
SGD12,781,800,000
SGD314,385,811,946
SGD331,580,086,548
ZAR
ZAR11,020,000,000
ZAR96,379,120,000
ZAR1,594,051,073,482
ZAR836,630,785,255
Total in USD$336,760,040,192$2,066,591,328,903$57,886,875,696,927$15,347,803,085,119

Figures as of COB Sep 2, 2015. Weekly figures as of COB Aug 28, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $107,535,724,000
OIS $56,924,500,000
Basis $8,014,000,000
Zeroes $350,000,000
FRAs $19,368,000,000
VNS $176,218,482
Inflation $0
Total$192,368,442,482
ProductVolume
EUR
USD
Equivalent
IRS €36,824,869,000 $41,346,962,913
OIS €27,589,050,000 $30,976,985,340
Basis €0 $0
Zeroes €6,098,000,000 $6,846,834,400
FRAs €3,618,000,000 $4,062,290,400
VNS €0 $0
Inflation €65,000 $72,982
Total€74,129,984,000$83,233,146,035
ProductVolume
GBP
USD
Equivalent
IRS £6,250,123,000 $9,561,438,165
OIS £1,452,150,000 $2,221,499,070
Basis £0 $0
Zeroes £203,000,000 $310,549,400
FRAs £0 $0
VNS £0 $0
Inflation £351,654,000 $537,960,289
Total£8,256,927,000$12,631,446,924
ProductVolume
JPY
USD
Equivalent
IRS ¥340,233,570,000 $2,827,386,629
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥340,233,570,000$2,827,386,629
ProductVolume
CHF
USD
Equivalent
IRS CHF4,471,479,000 $4,612,387,436
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,471,479,000$4,612,387,436
ProductVolume
AUD
USD
Equivalent
IRS $6,127,890,000 $4,313,421,771
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$6,127,890,000$4,313,421,771
ProductVolume
CAD
USD
Equivalent
IRS $11,237,840,000 $8,471,159,355
OIS $3,435,000,000 $2,589,326,097
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$14,672,840,000$11,060,485,452
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK850,000,000 $35,310,734
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK850,000,000$35,310,734
ProductVolume
DKK
USD
Equivalent
IRS DKK239,030,000 $35,957,338
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK239,030,000$35,957,338
ProductVolume
HKD
USD
Equivalent
IRS HKD6,293,600,000 $812,077,419
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,293,600,000$812,077,419
ProductVolume
HUF
USD
Equivalent
IRS HUF205,091,210,000 $734,435,846
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF11,400,000,000 $40,823,635
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF216,491,210,000$775,259,481
ProductVolume
NOK
USD
Equivalent
IRS NOK3,098,356,000 $375,865,830
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK3,098,356,000$375,865,830
ProductVolume
NZD
USD
Equivalent
IRS NZD5,479,475,000 $3,478,370,730
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD5,479,475,000$3,478,370,730
ProductVolume
PLN
USD
Equivalent
IRS PLN1,531,000,000 $405,810,162
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,531,000,000$405,810,162
ProductVolume
SEK
USD
Equivalent
IRS SEK101,561,270,000 $12,042,457,551
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK36,130,000,000 $4,284,054,259
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK137,691,270,000$16,326,511,810
ProductVolume
SGD
USD
Equivalent
IRS SGD3,748,900,000 $2,648,463,440
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,748,900,000$2,648,463,440
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,020,000,000 $819,696,519
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,020,000,000$819,696,519
ProductUSD
Equivalent
IRS$200,056,925,838
OIS$92,712,310,507
Basis$8,014,000,000
Zeroes$7,507,383,800
FRAs$27,755,168,294
VNS$176,218,482
Inflation$538,033,271
Total$336,760,040,192
Show:
ProductUSD
Equivalent
IRS $494,311,405,220
OIS $652,999,390,000
Basis $44,358,500,000
Zeroes $1,046,500,000
FRAs $202,558,000,000
VNS $1,159,216,193
Inflation $0
Total$1,396,433,011,413
ProductVolume
EUR
USD
Equivalent
IRS €124,127,283,640 $142,006,201,726
OIS €88,478,760,000 $101,034,475,651
Basis €610,000,000 $685,357,875
Zeroes €2,119,000,000 $2,429,323,800
FRAs €17,260,000,000 $19,721,981,000
VNS €0 $0
Inflation €50,000,000 $56,227,500
Total€232,645,043,640$265,933,567,552
ProductVolume
GBP
USD
Equivalent
IRS £36,260,890,229 $56,474,399,668
OIS £31,163,410,000 $48,813,482,288
Basis £15,000,000 $23,531,250
Zeroes £69,705,444 $109,604,116
FRAs £13,308,000,000 $20,608,171,200
VNS £189,000,000 $292,458,600
Inflation £834,798,255 $1,300,935,413
Total£81,840,803,928$127,622,582,535
ProductVolume
JPY
USD
Equivalent
IRS ¥10,564,623,066,500 $87,772,907,524
OIS ¥107,400,000,000 $903,432,032
Basis ¥50,000,000,000 $417,048,962
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,722,023,066,500$89,093,388,518
ProductVolume
CHF
USD
Equivalent
IRS CHF2,137,220,000 $2,258,228,940
OIS CHF1,000,000,000 $1,035,089,535
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,137,220,000$3,293,318,475
ProductVolume
AUD
USD
Equivalent
IRS $54,699,799,000 $39,086,101,257
OIS $0 $0
Basis $1,314,000,000 $938,626,700
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$56,013,799,000$40,024,727,957
ProductVolume
CAD
USD
Equivalent
IRS $27,739,570,000 $20,863,474,932
OIS $39,931,000,000 $29,995,833,493
Basis $0 $0
Zeroes $1,310,000,000 $986,185,870
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$68,980,570,000$51,845,494,295
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK14,309,080,000 $599,214,166
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,309,080,000$599,214,166
ProductVolume
DKK
USD
Equivalent
IRS DKK1,900,000,000 $292,106,467
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK1,000,000,000 $150,640,977
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,900,000,000$442,747,444
ProductVolume
HKD
USD
Equivalent
IRS HKD81,507,700,000 $10,516,492,940
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD81,507,700,000$10,516,492,940
ProductVolume
HUF
USD
Equivalent
IRS HUF666,662,880,000 $2,413,515,018
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF66,500,000,000 $242,456,724
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF733,162,880,000$2,655,971,742
ProductVolume
NOK
USD
Equivalent
IRS NOK11,193,608,000 $1,352,721,447
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK38,500,000,000 $4,651,560,916
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK49,693,608,000$6,004,282,363
ProductVolume
NZD
USD
Equivalent
IRS NZD10,936,023,000 $7,064,688,335
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD10,936,023,000$7,064,688,335
ProductVolume
PLN
USD
Equivalent
IRS PLN16,764,943,074 $4,507,264,106
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN100,000,000 $26,761,581
FRAs PLN14,647,000,000 $3,957,847,612
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN31,511,943,074$8,491,873,299
ProductVolume
SEK
USD
Equivalent
IRS SEK99,324,193,000 $11,772,448,151
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,472,000,000 $295,124,430
FRAs SEK237,580,000,000 $28,100,881,529
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK339,376,193,000$40,168,454,110
ProductVolume
SGD
USD
Equivalent
IRS SGD12,781,800,000 $9,100,406,493
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,781,800,000$9,100,406,493
ProductVolume
ZAR
USD
Equivalent
IRS ZAR96,379,120,000 $7,301,107,266
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR96,379,120,000$7,301,107,266
ProductUSD
Equivalent
IRS$897,692,683,656
OIS$834,781,702,999
Basis$46,423,064,787
Zeroes$4,893,499,797
FRAs$279,991,539,958
VNS$1,451,674,793
Inflation$1,357,162,913
Total$2,066,591,328,903
Show:
ProductUSD
Equivalent
IRS $11,110,224,104,495
OIS $10,430,535,782,000
Basis $478,752,212,946
Zeroes $130,842,226,143
FRAs $3,227,227,000,000
VNS $28,116,366,118
Inflation $0
Total$25,405,697,691,702
ProductVolume
EUR
USD
Equivalent
IRS €3,976,450,510,440 $4,441,126,542,953
OIS €7,784,974,917,065 $8,738,826,106,557
Basis €14,052,300,000 $15,756,531,335
Zeroes €149,018,642,141 $165,744,464,199
FRAs €2,283,594,249,925 $2,554,321,608,995
VNS €3,753,508,133 $4,191,312,152
Inflation €350,991,000 $388,720,896
Total€14,212,195,118,704$15,920,355,287,087
ProductVolume
GBP
USD
Equivalent
IRS £996,992,793,840 $1,531,501,435,405
OIS £4,139,869,460,372 $6,358,325,248,441
Basis £37,805,530,000 $58,267,050,985
Zeroes £14,689,695,109 $22,662,496,283
FRAs £330,453,100,000 $509,331,798,560
VNS £4,065,898,561 $6,262,054,680
Inflation £6,683,899,765 $10,425,773,988
Total£5,530,560,377,647$8,496,775,858,342
ProductVolume
JPY
USD
Equivalent
IRS ¥229,054,528,601,507 $1,898,266,200,389
OIS ¥14,135,798,000,000 $118,014,220,613
Basis ¥4,503,380,000,000 $37,842,119,999
Zeroes ¥2,500,000,000 $20,875,955
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥247,696,206,601,507$2,054,143,416,956
ProductVolume
CHF
USD
Equivalent
IRS CHF271,923,922,646 $289,311,542,891
OIS CHF5,102,000,000 $5,345,549,204
Basis CHF20,269,300,000 $21,262,424,934
Zeroes CHF20,327,500,000 $21,560,407,563
FRAs CHF1,176,500,000 $1,230,502,360
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF318,799,222,646$338,710,426,952
ProductVolume
AUD
USD
Equivalent
IRS $1,384,362,147,133 $1,072,486,582,642
OIS $0 $0
Basis $39,548,900,173 $30,459,479,441
Zeroes $5,378,000,000 $4,201,012,400
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,429,289,047,306$1,107,147,074,483
ProductVolume
CAD
USD
Equivalent
IRS $1,059,876,350,002 $845,562,813,701
OIS $935,278,890,000 $741,188,606,612
Basis $1,873,300,000 $1,511,123,988
Zeroes $64,455,578,314 $50,471,287,511
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,061,484,118,316$1,638,733,831,812
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,260,474,744,542 $51,213,485,413
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK869,960,000,000 $35,356,925,780
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,137,434,744,542$86,855,509,914
ProductVolume
DKK
USD
Equivalent
IRS DKK363,019,358,681 $54,423,852,959
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,987,000,000 $296,819,938
FRAs DKK129,712,500,000 $19,308,323,609
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK494,718,858,681$74,028,996,506
ProductVolume
HKD
USD
Equivalent
IRS HKD620,595,629,727 $80,041,143,611
OIS HKD0 $0
Basis HKD2,130,000,000 $274,723,121
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD622,725,629,727$80,315,866,732
ProductVolume
HUF
USD
Equivalent
IRS HUF22,637,365,686,396 $81,762,995,038
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF114,100,000,000 $407,623,300
FRAs HUF35,767,270,000,000 $129,476,039,094
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF58,518,735,686,396$211,646,657,432
ProductVolume
NOK
USD
Equivalent
IRS NOK500,440,450,186 $63,663,682,218
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK19,071,000,000 $2,451,782,873
FRAs NOK2,268,794,453,000 $288,647,124,288
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,788,305,903,186$354,762,589,379
ProductVolume
NZD
USD
Equivalent
IRS NZD757,063,245,136 $547,389,311,516
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD11,955,808,500 $8,381,486,249
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD769,019,053,636$555,770,797,765
ProductVolume
PLN
USD
Equivalent
IRS PLN581,426,601,428 $155,731,217,087
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN5,690,000,000 $1,541,474,237
FRAs PLN582,569,500,000 $155,638,793,960
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,169,686,101,428$312,911,485,284
ProductVolume
SEK
USD
Equivalent
IRS SEK2,774,126,692,258 $330,600,869,516
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK58,002,000,000 $6,840,607,918
FRAs SEK4,639,234,246,000 $549,356,301,803
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK7,471,362,938,258$886,797,779,237
ProductVolume
SGD
USD
Equivalent
IRS SGD313,225,811,946 $230,571,241,995
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
TotalSGD314,385,811,946$231,431,841,876
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,594,051,073,482 $130,790,585,468
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,594,051,073,482$130,790,585,468
ProductUSD
Equivalent
IRS$22,914,667,607,297
OIS$26,392,235,513,427
Basis$644,227,737,324
Zeroes$416,466,192,596
FRAs$7,469,894,418,449
VNS$38,569,732,950
Inflation$10,814,494,884
Total$57,886,875,696,927
Show:
ProductUSD
Equivalent
IRS $3,702,177,639,507
OIS $1,687,082,658,061
Basis $456,733,510,573
Zeroes $95,743,912,229
FRAs $835,548,000,000
VNS $46,242,115,044
Inflation $0
Total$6,823,527,835,414
ProductVolume
EUR
USD
Equivalent
IRS €1,533,586,231,097 $1,721,910,620,275
OIS €1,029,824,147,816 $1,156,286,553,168
Basis €32,000,242,883 $35,929,872,709
Zeroes €150,607,402,994 $169,101,992,081
FRAs €215,315,616,925 $241,756,374,683
VNS €12,085,534,093 $13,569,637,679
Inflation €350,991,000 $394,092,695
Total€2,973,770,166,808$3,338,949,143,290
ProductVolume
GBP
USD
Equivalent
IRS £375,321,485,132 $574,166,807,955
OIS £591,261,624,181 $904,512,032,673
Basis £26,001,500,000 $39,777,094,700
Zeroes £15,345,505,344 $23,475,554,075
FRAs £88,360,500,000 $135,173,892,900
VNS £6,749,920,389 $10,326,028,211
Inflation £6,583,463,065 $10,071,381,797
Total£1,109,623,998,111$1,697,502,792,311
ProductVolume
JPY
USD
Equivalent
IRS ¥52,325,558,907,383 $434,832,417,064
OIS ¥1,765,788,000,000 $14,673,935,264
Basis ¥1,023,080,000,000 $8,501,932,106
Zeroes ¥21,200,000,000 $176,174,845
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥55,135,626,907,383$458,184,459,279
ProductVolume
CHF
USD
Equivalent
IRS CHF167,558,231,974 $172,838,446,515
OIS CHF6,339,500,000 $6,539,274,847
Basis CHF20,102,950,000 $20,736,448,502
Zeroes CHF326,500,000 $336,788,901
FRAs CHF3,046,500,000 $3,142,503,481
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF197,373,681,974$203,593,462,246
ProductVolume
AUD
USD
Equivalent
IRS $768,733,324,285 $541,111,386,964
OIS $0 $0
Basis $56,203,850,173 $39,561,890,137
Zeroes $2,228,000,000 $1,568,289,200
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$827,165,174,458$582,241,566,301
ProductVolume
CAD
USD
Equivalent
IRS $515,482,234,633 $388,573,974,546
OIS $165,259,858,722 $124,573,992,705
Basis $4,160,800,000 $3,136,439,017
Zeroes $75,660,352,000 $57,033,282,074
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$760,563,245,355$573,317,688,342
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK631,913,735,458 $26,250,986,019
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK223,950,000,000 $9,303,339,980
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK855,863,735,458$35,554,325,999
ProductVolume
DKK
USD
Equivalent
IRS DKK300,251,813,116 $45,166,949,443
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $150,430,230
FRAs DKK10,000,000,000 $1,504,302,305
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK311,251,813,116$46,821,681,978
ProductVolume
HKD
USD
Equivalent
IRS HKD319,898,460,275 $41,277,220,681
OIS HKD0 $0
Basis HKD5,430,000,000 $700,645,161
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD325,328,460,275$41,977,865,842
ProductVolume
HUF
USD
Equivalent
IRS HUF8,943,655,627,720 $32,027,414,961
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,491,100,000,000 $33,987,824,530
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF18,434,755,627,720$66,015,239,491
ProductVolume
NOK
USD
Equivalent
IRS NOK247,053,432,414 $29,970,391,825
OIS NOK0 $0
Basis NOK995,000,000 $120,704,819
Zeroes NOK18,953,000,000 $2,299,214,509
FRAs NOK410,876,600,000 $49,844,005,702
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK677,878,032,414$82,234,316,855
ProductVolume
NZD
USD
Equivalent
IRS NZD867,496,162,002 $550,686,563,639
OIS NZD0 $0
Basis NZD100,000,000 $63,480,000
Zeroes NZD5,906,000,000 $3,749,128,800
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD873,502,162,002$554,499,172,439
ProductVolume
PLN
USD
Equivalent
IRS PLN193,056,080,250 $51,171,861,068
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN350,000,000 $92,771,755
FRAs PLN162,799,000,000 $43,151,854,110
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN356,205,080,250$94,416,486,933
ProductVolume
SEK
USD
Equivalent
IRS SEK2,121,258,178,532 $251,524,636,992
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK77,075,000,000 $9,139,039,082
FRAs SEK1,617,759,600,000 $191,823,136,027
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,816,092,778,532$452,486,812,101
ProductVolume
SGD
USD
Equivalent
IRS SGD330,940,086,548 $233,797,305,933
OIS SGD0 $0
Basis SGD140,000,000 $98,904,981
Zeroes SGD500,000,000 $353,232,073
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD331,580,086,548$234,249,442,987
ProductVolume
ZAR
USD
Equivalent
IRS ZAR836,630,785,255 $62,230,793,310
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR836,630,785,255$62,230,793,310
ProductUSD
Equivalent
IRS$8,859,715,416,697
OIS$3,893,668,446,718
Basis$605,360,922,705
Zeroes$363,219,809,854
FRAs$1,545,235,233,718
VNS$70,137,780,934
Inflation$10,465,474,492
Total$15,347,803,085,118

Figures as of COB Sep 2, 2015.

Notional Outstanding by Product

As of COB Sep 2, 2015

Daily Notional by Tenor
 

As of COB Sep 2, 2015

Notional Outstanding by Tenor
 

As of COB Sep 2, 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
$1,234,177,223,574
$4,963,398,100,925
$139,855,424,467,254
$105,183,155,452,630
EUR
€1,250,411,814,000
€1,913,237,313,855
€110,387,322,679,174
€78,430,330,791,146
GBP
£295,549,105,536
£865,721,689,216
£32,874,713,080,946
£27,668,659,134,522
JPY
¥3,608,122,560,000
¥39,947,402,553,000
¥1,190,688,480,699,010
¥1,726,604,759,038,160
CHF
CHF13,582,451,876
CHF20,899,520,000
CHF2,538,867,900,083
CHF3,538,507,288,266
AUD
$39,175,380,000
$196,169,478,422
$5,709,023,148,968
$10,689,352,372,988
CAD
$47,507,680,000
$206,010,748,214
$7,315,557,106,317
$11,098,726,278,484
Other*
Show All
Hide
$73,442,604,695
$358,298,535,252
$11,799,889,660,976
$14,068,055,445,455
CZK
CZK44,318,000,000
CZK92,424,440,000
CZK8,148,417,847,579
CZK11,971,486,630,585
DKK
DKK3,938,060,000
DKK35,872,000,000
DKK3,151,008,907,714
DKK4,218,680,123,007
HKD
HKD21,926,600,000
HKD225,671,400,000
HKD3,387,458,350,487
HKD6,358,787,541,877
HUF
HUF571,282,420,000
HUF2,897,005,760,000
HUF219,799,328,052,724
HUF215,842,248,735,650
NOK
NOK25,052,712,000
NOK466,329,252,000
NOK14,865,848,618,054
NOK16,355,301,892,516
NZD
NZD11,694,950,000
NZD33,146,202,000
NZD2,206,608,854,923
NZD3,071,988,949,071
PLN
PLN7,484,000,000
PLN94,440,086,148
PLN5,175,666,326,327
PLN6,022,435,298,044
SEK
SEK309,198,540,000
SEK1,288,868,858,604
SEK27,856,245,055,292
SEK30,793,305,751,718
SGD
SGD21,110,400,000
SGD43,891,200,000
SGD1,403,637,125,186
SGD2,174,096,757,250
ZAR
ZAR28,378,000,000
ZAR279,686,240,000
ZAR6,525,829,128,301
ZAR8,402,575,953,615
Total in USD$3,271,094,847,787$9,491,831,026,404$348,273,575,085,501$283,529,163,213,005

Figures as of COB Sep 2, 2015. Weekly figures as of COB Aug 28, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $310,579,259,698
OIS $187,345,400,000
Basis $37,615,000,000
Zeroes $7,400,000,000
FRAs $690,468,000,000
VNS $769,563,876
Inflation $0
Total$1,234,177,223,574
ProductVolume
EUR
USD
Equivalent
IRS €176,396,184,000 $198,057,635,395
OIS €88,056,900,000 $98,870,287,320
Basis €2,802,400,000 $3,146,534,720
Zeroes €12,346,000,000 $13,862,088,800
FRAs €969,802,000,000 $1,088,893,685,600
VNS €240,000,000 $269,472,000
Inflation €768,330,000 $862,680,924
Total€1,250,411,814,000$1,403,962,384,759
ProductVolume
GBP
USD
Equivalent
IRS £27,526,842,984 $42,110,564,397
OIS £3,404,300,000 $5,207,898,140
Basis £908,000,000 $1,389,058,400
Zeroes £713,654,552 $1,091,748,734
FRAs £262,238,000,000 $401,171,692,400
VNS £25,000,000 $38,245,000
Inflation £733,308,000 $1,121,814,578
Total£295,549,105,536$452,131,021,649
ProductVolume
JPY
USD
Equivalent
IRS ¥3,192,122,560,000 $26,526,966,884
OIS ¥160,000,000,000 $1,329,621,473
Basis ¥156,000,000,000 $1,296,380,937
Zeroes ¥100,000,000,000 $831,013,421
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,608,122,560,000$29,983,982,715
ProductVolume
CHF
USD
Equivalent
IRS CHF12,482,451,876 $12,875,807,804
OIS CHF0 $0
Basis CHF500,000,000 $515,756,357
Zeroes CHF0 $0
FRAs CHF600,000,000 $618,907,628
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF13,582,451,876$14,010,471,789
ProductVolume
AUD
USD
Equivalent
IRS $39,115,380,000 $27,533,315,982
OIS $0 $0
Basis $60,000,000 $42,234,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$39,175,380,000$27,575,549,982
ProductVolume
CAD
USD
Equivalent
IRS $22,237,680,000 $16,762,912,709
OIS $19,270,000,000 $14,525,855,571
Basis $0 $0
Zeroes $6,000,000,000 $4,522,840,344
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$47,507,680,000$35,811,608,624
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK19,318,000,000 $802,509,139
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK25,000,000,000 $1,038,551,014
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK44,318,000,000$1,841,060,153
ProductVolume
DKK
USD
Equivalent
IRS DKK3,938,060,000 $592,403,273
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,938,060,000$592,403,273
ProductVolume
HKD
USD
Equivalent
IRS HKD21,926,600,000 $2,829,238,710
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD21,926,600,000$2,829,238,710
ProductVolume
HUF
USD
Equivalent
IRS HUF548,482,420,000 $1,964,126,840
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF22,800,000,000 $81,647,269
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF571,282,420,000$2,045,774,109
ProductVolume
NOK
USD
Equivalent
IRS NOK17,052,712,000 $2,068,687,957
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK8,000,000,000 $970,491,008
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK25,052,712,000$3,039,178,965
ProductVolume
NZD
USD
Equivalent
IRS NZD11,694,950,000 $7,423,954,260
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,694,950,000$7,423,954,260
ProductVolume
PLN
USD
Equivalent
IRS PLN6,684,000,000 $1,771,675,458
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN800,000,000 $212,049,726
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN7,484,000,000$1,983,725,184
ProductVolume
SEK
USD
Equivalent
IRS SEK226,938,540,000 $26,908,857,427
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK82,260,000,000 $9,753,841,776
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK309,198,540,000$36,662,699,203
ProductVolume
SGD
USD
Equivalent
IRS SGD21,110,400,000 $14,913,740,728
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,110,400,000$14,913,740,728
ProductVolume
ZAR
USD
Equivalent
IRS ZAR28,378,000,000 $2,110,830,110
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR28,378,000,000$2,110,830,110
ProductUSD
Equivalent
IRS$695,832,486,771
OIS$307,279,062,504
Basis$44,004,964,414
Zeroes$27,707,691,299
FRAs$2,193,208,866,421
VNS$1,077,280,876
Inflation$1,984,495,502
Total$3,271,094,847,787
Show:
ProductUSD
Equivalent
IRS $1,694,392,410,766
OIS $1,585,186,600,000
Basis $303,813,400,000
Zeroes $22,897,892,561
FRAs $1,353,702,000,000
VNS $3,405,797,598
Inflation $0
Total$4,963,398,100,925
ProductVolume
EUR
USD
Equivalent
IRS €790,476,571,495 $900,640,612,605
OIS €460,008,920,000 $523,122,611,882
Basis €3,820,000,000 $4,315,350,750
Zeroes €14,160,000,000 $16,065,082,800
FRAs €633,594,000,000 $717,291,756,400
VNS €1,921,322,360 $2,160,623,060
Inflation €9,256,500,000 $10,545,667,255
Total€1,913,237,313,855$2,174,141,704,752
ProductVolume
GBP
USD
Equivalent
IRS £180,998,167,623 $281,749,838,911
OIS £332,418,420,000 $518,336,945,115
Basis £16,976,000,000 $26,434,385,000
Zeroes £6,327,359,060 $9,766,213,780
FRAs £325,528,000,000 $504,688,994,200
VNS £571,946,023 $883,594,075
Inflation £2,901,796,510 $4,514,060,856
Total£865,721,689,216$1,346,374,031,937
ProductVolume
JPY
USD
Equivalent
IRS ¥38,497,182,553,000 $320,433,080,957
OIS ¥543,800,000,000 $4,543,718,388
Basis ¥706,420,000,000 $5,862,277,119
Zeroes ¥200,000,000,000 $1,643,587,953
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥39,947,402,553,000$332,482,664,417
ProductVolume
CHF
USD
Equivalent
IRS CHF14,103,520,000 $14,891,807,751
OIS CHF2,000,000,000 $2,070,179,070
Basis CHF2,796,000,000 $2,958,154,707
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $2,070,179,070
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF20,899,520,000$21,990,320,598
ProductVolume
AUD
USD
Equivalent
IRS $184,295,478,422 $131,704,313,270
OIS $0 $0
Basis $11,874,000,000 $8,488,153,300
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$196,169,478,422$140,192,466,570
ProductVolume
CAD
USD
Equivalent
IRS $101,076,140,200 $76,064,864,212
OIS $100,002,000,000 $75,169,834,962
Basis $290,000,000 $217,652,357
Zeroes $4,642,608,014 $3,500,850,422
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$206,010,748,214$154,953,201,953
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK82,424,440,000 $3,479,364,508
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK10,000,000,000 $415,368,640
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK92,424,440,000$3,894,733,148
ProductVolume
DKK
USD
Equivalent
IRS DKK17,872,000,000 $2,714,912,735
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK18,000,000,000 $2,711,537,592
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK35,872,000,000$5,426,450,327
ProductVolume
HKD
USD
Equivalent
IRS HKD225,671,400,000 $29,116,695,897
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD225,671,400,000$29,116,695,897
ProductVolume
HUF
USD
Equivalent
IRS HUF2,764,005,760,000 $10,028,445,560
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF133,000,000,000 $484,913,448
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,897,005,760,000$10,513,359,008
ProductVolume
NOK
USD
Equivalent
IRS NOK62,361,252,000 $7,538,189,529
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK403,968,000,000 $48,727,883,169
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK466,329,252,000$56,266,072,698
ProductVolume
NZD
USD
Equivalent
IRS NZD33,146,202,000 $21,407,186,293
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD33,146,202,000$21,407,186,293
ProductVolume
PLN
USD
Equivalent
IRS PLN51,830,086,148 $13,921,336,352
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,676,000,000 $716,139,910
FRAs PLN39,934,000,000 $10,788,896,569
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN94,440,086,148$25,426,372,831
ProductVolume
SEK
USD
Equivalent
IRS SEK760,764,858,604 $91,276,311,838
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK4,944,000,000 $590,248,859
FRAs SEK523,160,000,000 $61,929,119,379
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,288,868,858,604$153,795,680,076
ProductVolume
SGD
USD
Equivalent
IRS SGD43,891,200,000 $31,244,147,273
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD43,891,200,000$31,244,147,273
ProductVolume
ZAR
USD
Equivalent
IRS ZAR279,686,240,000 $21,207,837,701
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR279,686,240,000$21,207,837,701
ProductUSD
Equivalent
IRS$3,651,811,356,158
OIS$2,708,429,889,417
Basis$352,089,373,233
Zeroes$55,180,016,285
FRAs$2,702,810,648,467
VNS$6,450,014,733
Inflation$15,059,728,111
Total$9,491,831,026,404
Show:
ProductUSD
Equivalent
IRS $44,335,084,462,742
OIS $29,468,149,311,024
Basis $4,486,792,254,151
Zeroes $661,015,065,826
FRAs $60,778,437,000,000
VNS $125,839,573,511
Inflation $106,800,000
Total$139,855,424,467,254
ProductVolume
EUR
USD
Equivalent
IRS €32,582,669,454,082 $36,398,265,520,557
OIS €33,644,699,730,518 $37,749,634,678,430
Basis €337,395,705,013 $375,044,245,493
Zeroes €1,294,326,389,815 $1,447,348,963,233
FRAs €42,368,010,499,850 $47,248,677,227,490
VNS €91,640,263,196 $101,324,236,234
Inflation €68,580,636,700 $76,263,993,063
Total€110,387,322,679,174$123,396,558,864,500
ProductVolume
GBP
USD
Equivalent
IRS £5,726,522,117,488 $8,786,491,940,043
OIS £15,215,587,266,082 $23,367,112,527,868
Basis £1,030,403,177,675 $1,579,332,288,270
Zeroes £86,510,990,030 $132,068,405,622
FRAs £10,748,305,000,000 $16,472,587,562,680
VNS £20,839,864,893 $31,995,603,298
Inflation £46,544,664,778 $72,232,318,817
Total£32,874,713,080,946$50,441,820,646,598
ProductVolume
JPY
USD
Equivalent
IRS ¥1,101,088,394,699,010 $9,114,918,419,192
OIS ¥42,864,598,000,000 $357,250,538,453
Basis ¥37,116,428,000,000 $309,065,297,872
Zeroes ¥9,149,060,000,000 $75,629,925,538
FRAs ¥470,000,000,000 $3,843,111,506
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,190,688,480,699,010$9,860,707,292,561
ProductVolume
CHF
USD
Equivalent
IRS CHF1,004,973,700,083 $1,066,779,512,749
OIS CHF63,282,000,000 $67,138,289,092
Basis CHF140,946,200,000 $148,318,176,441
Zeroes CHF49,655,000,000 $53,009,146,836
FRAs CHF1,280,011,000,000 $1,346,375,122,498
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,538,867,900,083$2,681,620,247,616
ProductVolume
AUD
USD
Equivalent
IRS $5,156,378,348,422 $3,981,977,188,254
OIS $0 $0
Basis $523,357,200,546 $403,341,155,119
Zeroes $29,287,600,000 $22,793,373,140
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,709,023,148,968$4,408,111,716,513
ProductVolume
CAD
USD
Equivalent
IRS $4,398,063,681,372 $3,517,565,859,328
OIS $2,560,610,224,000 $2,029,788,950,667
Basis $86,605,200,000 $69,243,277,682
Zeroes $270,278,000,945 $212,844,101,806
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$7,315,557,106,317$5,829,442,189,483
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,187,941,847,579 $211,203,841,908
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,000,000,000 $652,476,575
FRAs CZK2,944,476,000,000 $119,553,817,508
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,148,417,847,579$331,410,135,991
ProductVolume
DKK
USD
Equivalent
IRS DKK1,365,395,907,714 $205,170,615,228
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK18,914,000,000 $2,839,654,773
FRAs DKK1,766,699,000,000 $266,149,572,557
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,151,008,907,714$474,159,842,558
ProductVolume
HKD
USD
Equivalent
IRS HKD3,380,658,350,487 $436,014,024,956
OIS HKD0 $0
Basis HKD4,800,000,000 $619,100,310
Zeroes HKD2,000,000,000 $258,007,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD3,387,458,350,487$436,891,133,187
ProductVolume
HUF
USD
Equivalent
IRS HUF78,213,388,052,724 $282,533,312,591
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF454,200,000,000 $1,615,153,933
FRAs HUF141,131,740,000,000 $509,883,806,325
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF219,799,328,052,724$794,032,272,849
ProductVolume
NOK
USD
Equivalent
IRS NOK2,945,629,251,786 $373,934,014,772
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK141,336,460,268 $17,693,333,378
FRAs NOK11,778,882,906,000 $1,505,482,246,749
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,865,848,618,054$1,897,109,594,899
ProductVolume
NZD
USD
Equivalent
IRS NZD2,183,833,037,923 $1,577,153,970,445
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD22,775,817,000 $15,869,966,687
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,206,608,854,923$1,593,023,937,132
ProductVolume
PLN
USD
Equivalent
IRS PLN2,158,592,326,327 $579,271,565,946
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,792,000,000 $4,266,959,425
FRAs PLN3,001,282,000,000 $803,644,257,290
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,175,666,326,327$1,387,182,782,661
ProductVolume
SEK
USD
Equivalent
IRS SEK10,046,463,610,002 $1,198,097,255,463
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK141,470,953,290 $16,788,354,953
FRAs SEK17,668,310,492,000 $2,100,362,309,597
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK27,856,245,055,292$3,315,247,920,013
ProductVolume
SGD
USD
Equivalent
IRS SGD1,396,201,125,186 $1,027,435,071,260
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
TotalSGD1,403,637,125,186$1,032,978,261,717
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,525,829,128,301 $537,853,779,969
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,525,829,128,301$537,853,779,969
ProductUSD
Equivalent
IRS$113,629,750,355,403
OIS$93,039,074,295,534
Basis$7,371,959,936,487
Zeroes$2,670,031,938,954
FRAs$131,154,996,034,200
VNS$259,159,413,043
Inflation$148,603,111,880
Total$348,273,575,085,501
Show:
ProductUSD
Equivalent
IRS $43,497,144,803,237
OIS $18,200,281,800,255
Basis $9,838,603,365,870
Zeroes $560,625,509,895
FRAs $32,796,552,044,887
VNS $289,841,128,486
Inflation $106,800,000
Total$105,183,155,452,630
ProductVolume
EUR
USD
Equivalent
IRS €39,496,322,204,955 $44,346,470,571,724
OIS €15,441,306,367,817 $17,337,498,789,784
Basis €614,759,206,389 $690,251,636,933
Zeroes €1,412,601,931,077 $1,586,069,448,213
FRAs €21,235,927,792,216 $23,843,699,725,100
VNS €161,552,651,993 $181,391,317,658
Inflation €67,860,636,700 $76,193,922,887
Total€78,430,330,791,147$88,061,575,412,299
ProductVolume
GBP
USD
Equivalent
IRS £8,371,901,420,389 $12,807,334,792,911
OIS £7,717,303,774,976 $11,805,931,314,958
Basis £2,900,363,875,299 $4,436,976,656,433
Zeroes £207,620,092,465 $317,617,217,453
FRAs £8,368,109,710,347 $12,801,534,234,889
VNS £57,116,032,968 $87,376,107,234
Inflation £46,244,228,078 $70,744,420,114
Total£27,668,659,134,522$42,327,514,743,992
ProductVolume
JPY
USD
Equivalent
IRS ¥1,517,902,628,038,160 $12,613,974,554,686
OIS ¥36,549,298,000,000 $303,729,571,613
Basis ¥157,876,373,000,000 $1,311,973,848,008
Zeroes ¥14,026,460,000,000 $116,561,765,073
FRAs ¥250,000,000,000 $2,077,533,552
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,726,604,759,038,160$14,348,317,272,932
ProductVolume
CHF
USD
Equivalent
IRS CHF2,146,678,007,532 $2,214,325,656,333
OIS CHF58,478,600,000 $60,321,419,361
Basis CHF445,433,900,000 $459,470,730,827
Zeroes CHF34,996,031,459 $36,098,851,368
FRAs CHF852,920,749,275 $879,798,596,395
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,538,507,288,266$3,650,015,254,284
ProductVolume
AUD
USD
Equivalent
IRS $9,413,595,972,542 $6,626,230,205,072
OIS $0 $0
Basis $1,268,770,800,446 $893,087,766,434
Zeroes $6,985,600,000 $4,917,163,840
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,689,352,372,988$7,524,235,135,346
ProductVolume
CAD
USD
Equivalent
IRS $8,845,819,097,671 $6,668,037,914,723
OIS $1,610,515,393,977 $1,214,017,333,014
Basis $268,346,595,446 $202,281,467,998
Zeroes $374,045,191,389 $281,957,780,333
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,098,726,278,483$8,366,294,496,068
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,901,754,630,585 $411,339,092,331
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK23,200,000,000 $963,775,341
FRAs CZK2,046,532,000,000 $85,017,115,321
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,971,486,630,585$497,319,982,993
ProductVolume
DKK
USD
Equivalent
IRS DKK2,827,654,123,007 $425,364,661,383
OIS DKK0 $0
Basis DKK1,930,000,000 $290,330,345
Zeroes DKK16,750,000,000 $2,519,706,360
FRAs DKK1,372,346,000,000 $206,442,325,050
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,218,680,123,007$634,617,023,138
ProductVolume
HKD
USD
Equivalent
IRS HKD6,339,327,541,877 $817,977,747,339
OIS HKD0 $0
Basis HKD17,460,000,000 $2,252,903,226
Zeroes HKD2,000,000,000 $258,064,516
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,358,787,541,877$820,488,715,081
ProductVolume
HUF
USD
Equivalent
IRS HUF139,358,848,735,650 $499,046,906,842
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF448,600,000,000 $1,606,445,837
FRAs HUF76,034,800,000,000 $272,282,184,423
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF215,842,248,735,650$772,935,537,102
ProductVolume
NOK
USD
Equivalent
IRS NOK6,838,125,954,248 $829,542,468,595
OIS NOK0 $0
Basis NOK10,051,400,000 $1,219,349,164
Zeroes NOK150,420,460,268 $18,247,713,010
FRAs NOK9,356,704,078,000 $1,135,074,646,286
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK16,355,301,892,516$1,984,084,177,055
ProductVolume
NZD
USD
Equivalent
IRS NZD3,051,730,949,071 $1,937,238,806,470
OIS NZD0 $0
Basis NZD400,000,000 $253,920,000
Zeroes NZD19,858,000,000 $12,605,858,400
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,071,988,949,071$1,950,098,584,870
ProductVolume
PLN
USD
Equivalent
IRS PLN3,867,629,298,044 $1,025,162,164,509
OIS PLN0 $0
Basis PLN674,000,000 $178,651,894
Zeroes PLN23,454,000,000 $6,216,767,832
FRAs PLN2,130,678,000,000 $564,762,106,714
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,022,435,298,044$1,596,319,690,949
ProductVolume
SEK
USD
Equivalent
IRS SEK17,323,425,886,097 $2,054,096,220,605
OIS SEK0 $0
Basis SEK500,000,000 $59,286,663
Zeroes SEK214,567,953,290 $25,442,035,820
FRAs SEK13,254,811,912,332 $1,571,667,130,565
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK30,793,305,751,719$3,651,264,673,653
ProductVolume
SGD
USD
Equivalent
IRS SGD2,168,400,757,250 $1,531,897,391,205
OIS SGD0 $0
Basis SGD280,000,000 $197,809,961
Zeroes SGD5,416,000,000 $3,826,209,820
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,174,096,757,250$1,535,921,410,986
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,402,575,953,615 $625,005,649,629
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,402,575,953,615$625,005,649,629
ProductUSD
Equivalent
IRS$138,930,189,607,594
OIS$48,921,780,228,985
Basis$17,837,097,723,756
Zeroes$2,975,534,313,111
FRAs$74,158,907,643,182
VNS$558,608,553,378
Inflation$147,045,143,001
Total$283,529,163,213,007

Figures as of COB Sep 2, 2015.

Notional Outstanding by Product

As of COB Sep 2, 2015

Daily Notional by Tenor

As of COB Sep 2, 2015

Notional Outstanding by Currency

As of COB Sep 2, 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.