Daily Volumes

  • Client Notional Cleared (USD)
    $178,778,886,771,909
    Notional Outstanding (USD)
    $410,531,641,036,272
    As of COB Oct 29, 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 29, 2014. *Other: CZK, ZAR, HKD, NZD, DKK, SGD, HUF, PLN, NOK, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$126,222,856,968
$486,111,875,581
$20,620,096,884,540
$3,586,836,424,412
EUR
€24,436,168,000
€1,047,043,082,678
€40,628,989,271,935
€3,514,648,911,658
GBP
£150,644,402,000
£781,897,148,214
£14,807,376,939,382
£1,887,878,744,573
JPY
¥1,349,279,860,000
¥5,223,155,721,000
¥246,981,810,910,430
¥42,403,852,359,356
CHF
CHF1,192,255,000
CHF2,463,922,000
CHF285,721,535,813
CHF168,222,757,213
AUD
$9,332,635,000
$39,301,759,000
$1,521,013,588,848
$1,460,190,367,083
CAD
$11,639,700,000
$90,508,369,000
$2,453,359,863,072
$803,022,110,747
Other*
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$14,070,251,582
$83,309,033,849
$2,657,734,052,747
$1,414,632,122,512
CZK
CZK0
CZK7,640,000,000
CZK561,848,857,634
CZK299,257,315,268
DKK
DKK730,000,000
DKK24,963,200,000
DKK217,964,300,000
DKK231,592,434,363
HKD
HKD1,571,000,000
HKD4,733,900,000
HKD590,800,999,533
HKD171,059,620,000
HUF
HUF476,100,000,000
HUF2,496,562,500,000
HUF48,662,558,393,000
HUF14,907,238,109,000
NOK
NOK2,170,500,000
NOK38,880,955,000
NOK1,893,896,266,654
NOK954,315,610,053
NZD
NZD3,940,625,819
NZD20,712,742,000
NZD762,985,823,366
NZD627,638,782,098
PLN
PLN1,392,000,000
PLN14,861,079,000
PLN514,072,298,514
PLN125,292,717,000
SEK
SEK47,194,740,000
SEK246,912,360,000
SEK6,516,592,215,199
SEK3,562,838,197,899
SGD
SGD1,627,000,000
SGD5,923,800,000
SGD189,458,348,899
SGD132,402,438,900
ZAR
ZAR3,277,500,000
ZAR24,985,000,000
ZAR908,211,038,952
ZAR231,753,800,000
Total in USD$444,656,189,186$3,321,543,597,378$109,036,704,623,855$15,033,484,044,252

Figures as of COB Oct 29, 2014. Weekly figures as of COB Oct 24, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $40,114,073,500
OIS $80,788,700,000
Basis $1,000,000,000
Zeroes $4,320,083,468
FRAs $0
Total$126,222,856,968
ProductVolume
EUR
USD
Equivalent
IRS €6,880,138,000 $8,694,430,391
OIS €2,055,030,000 $2,596,941,411
Basis €0 $0
Zeroes €1,000,000 $1,263,700
FRAs €15,500,000,000 $19,587,350,000
Total€24,436,168,000$30,879,985,502
ProductVolume
GBP
USD
Equivalent
IRS £4,304,602,000 $6,892,959,183
OIS £140,330,000,000 $224,710,429,000
Basis £0 $0
Zeroes £9,800,000 $15,692,740
FRAs £6,000,000,000 $9,607,800,000
Total£150,644,402,000$241,226,880,923
ProductVolume
JPY
USD
Equivalent
IRS ¥1,349,279,860,000 $12,396,342,138
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,349,279,860,000$12,396,342,138
ProductVolume
CHF
USD
Equivalent
IRS CHF1,192,255,000 $1,249,023,100
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,192,255,000$1,249,023,100
ProductVolume
AUD
USD
Equivalent
IRS $7,545,135,000 $6,633,682,692
OIS $0 $0
Basis $1,787,500,000 $1,571,570,000
Zeroes $0 $0
FRAs $0 $0
Total$9,332,635,000$8,205,252,692
ProductVolume
CAD
USD
Equivalent
IRS $1,549,700,000 $1,385,392,455
OIS $10,090,000,000 $9,020,203,826
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$11,639,700,000$10,405,596,281
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 DKK730,000,000 $123,922,048
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK730,000,000$123,922,048
ProductVolume
HKD
USD
Equivalent
IRS HKD1,571,000,000 $202,585,512
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,571,000,000$202,585,512
ProductVolume
HUF
USD
Equivalent
IRS HUF86,100,000,000 $351,529,008
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF390,000,000,000 $1,592,291,675
TotalHUF476,100,000,000$1,943,820,683
ProductVolume
NOK
USD
Equivalent
IRS NOK1,170,500,000 $174,724,963
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,000,000,000 $149,273,783
TotalNOK2,170,500,000$323,998,746
ProductVolume
NZD
USD
Equivalent
IRS NZD3,940,625,819 $3,077,825,796
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD3,940,625,819$3,077,825,796
ProductVolume
PLN
USD
Equivalent
IRS PLN392,000,000 $117,277,487
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,000,000,000 $299,177,263
TotalPLN1,392,000,000$416,454,750
ProductVolume
SEK
USD
Equivalent
IRS SEK24,634,740,000 $3,345,406,892
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK22,560,000,000 $3,063,656,425
TotalSEK47,194,740,000$6,409,063,317
ProductVolume
SGD
USD
Equivalent
IRS SGD1,627,000,000 $1,273,033,136
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,627,000,000$1,273,033,136
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,277,500,000 $299,547,594
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR3,277,500,000$299,547,594
ProductUSD
Equivalent
IRS$86,331,755,895
OIS$317,116,274,237
Basis$2,571,570,000
Zeroes$4,337,039,908
FRAs$34,299,549,146
Total$444,656,189,186
Show:
ProductUSD
Equivalent
IRS $347,073,856,222
OIS $127,131,300,000
Basis $4,401,000,000
Zeroes $3,119,319,359
FRAs $4,386,400,000
Total$486,111,875,581
ProductVolume
EUR
USD
Equivalent
IRS €119,774,050,000 $152,268,431,059
OIS €777,477,040,000 $986,136,283,941
Basis €40,000,000 $50,672,000
Zeroes €4,706,992,678 $5,967,864,859
FRAs €145,045,000,000 $184,807,699,000
Total€1,047,043,082,678$1,329,230,950,859
ProductVolume
GBP
USD
Equivalent
IRS £31,257,297,959 $50,275,052,992
OIS £744,385,096,190 $1,196,471,899,735
Basis £1,523,500,000 $2,445,141,325
Zeroes £1,131,254,065 $1,820,773,616
FRAs £3,600,000,000 $5,770,800,000
Total£781,897,148,214$1,256,783,667,668
ProductVolume
JPY
USD
Equivalent
IRS ¥4,707,155,721,000 $43,710,181,911
OIS ¥516,000,000,000 $4,779,040,593
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥5,223,155,721,000$48,489,222,504
ProductVolume
CHF
USD
Equivalent
IRS CHF2,352,922,000 $2,487,801,905
OIS CHF0 $0
Basis CHF111,000,000 $117,734,408
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF2,463,922,000$2,605,536,313
ProductVolume
AUD
USD
Equivalent
IRS $36,507,759,000 $32,065,166,960
OIS $0 $0
Basis $2,794,000,000 $2,454,035,800
Zeroes $0 $0
FRAs $0 $0
Total$39,301,759,000$34,519,202,760
ProductVolume
CAD
USD
Equivalent
IRS $24,894,169,000 $22,145,401,193
OIS $65,614,200,000 $58,348,706,651
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$90,508,369,000$80,494,107,844
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,640,000,000 $351,831,829
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK7,640,000,000$351,831,829
ProductVolume
DKK
USD
Equivalent
IRS DKK24,963,200,000 $4,240,976,231
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK24,963,200,000$4,240,976,231
ProductVolume
HKD
USD
Equivalent
IRS HKD4,733,900,000 $610,257,708
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD4,733,900,000$610,257,708
ProductVolume
HUF
USD
Equivalent
IRS HUF616,862,500,000 $2,556,969,642
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,879,700,000,000 $7,808,648,282
TotalHUF2,496,562,500,000$10,365,617,924
ProductVolume
NOK
USD
Equivalent
IRS NOK5,271,608,000 $801,452,921
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK33,609,347,000 $5,097,425,486
TotalNOK38,880,955,000$5,898,878,407
ProductVolume
NZD
USD
Equivalent
IRS NZD20,712,742,000 $16,336,876,250
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD20,712,742,000$16,336,876,250
ProductVolume
PLN
USD
Equivalent
IRS PLN10,941,079,000 $3,282,823,790
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,920,000,000 $1,179,164,493
TotalPLN14,861,079,000$4,461,988,283
ProductVolume
SEK
USD
Equivalent
IRS SEK68,181,306,000 $9,433,167,483
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK178,731,054,000 $24,678,176,185
TotalSEK246,912,360,000$34,111,343,668
ProductVolume
SGD
USD
Equivalent
IRS SGD5,923,800,000 $4,657,892,807
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD5,923,800,000$4,657,892,807
ProductVolume
ZAR
USD
Equivalent
IRS ZAR24,985,000,000 $2,273,370,742
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR24,985,000,000$2,273,370,742
ProductUSD
Equivalent
IRS$694,571,511,645
OIS$2,372,867,230,920
Basis$9,468,583,533
Zeroes$10,907,957,834
FRAs$233,728,313,446
Total$3,321,543,597,378
Show:
ProductUSD
Equivalent
IRS $15,412,646,466,249
OIS $4,118,580,767,000
Basis $259,640,000,000
Zeroes $92,579,351,291
FRAs $736,650,300,000
Total$20,620,096,884,540
ProductVolume
EUR
USD
Equivalent
IRS €4,746,182,979,205 $6,387,264,920,724
OIS €31,884,111,832,256 $43,037,446,678,033
Basis €3,254,442,883 $4,334,835,242
Zeroes €433,928,560,791 $582,770,202,990
FRAs €3,561,511,456,800 $4,790,507,887,088
Total€40,628,989,271,935$54,802,324,524,077
ProductVolume
GBP
USD
Equivalent
IRS £1,372,048,861,360 $2,280,020,458,527
OIS £13,000,545,083,940 $21,625,363,978,373
Basis £108,469,760,000 $180,443,903,742
Zeroes £19,672,734,082 $32,576,341,172
FRAs £306,640,500,000 $509,195,999,475
Total£14,807,376,939,382$24,627,600,681,289
ProductVolume
JPY
USD
Equivalent
IRS ¥230,605,620,910,430 $2,227,750,608,218
OIS ¥1,973,810,000,000 $18,263,239,870
Basis ¥13,541,180,000,000 $131,500,377,047
Zeroes ¥861,200,000,000 $8,382,879,455
FRAs ¥0 $0
Total¥246,981,810,910,430$2,385,897,104,590
ProductVolume
CHF
USD
Equivalent
IRS CHF237,300,485,813 $260,969,078,785
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
TotalCHF285,721,535,813$314,159,703,570
ProductVolume
AUD
USD
Equivalent
IRS $1,431,385,534,702 $1,309,496,283,792
OIS $0 $0
Basis $68,385,200,000 $62,423,287,393
Zeroes $21,242,854,146 $19,639,259,701
FRAs $0 $0
Total$1,521,013,588,848$1,391,558,830,886
ProductVolume
CAD
USD
Equivalent
IRS $1,334,202,329,740 $1,218,441,012,665
OIS $903,899,483,332 $821,178,967,952
Basis $634,000,000 $589,065,018
Zeroes $214,624,050,000 $197,123,796,521
FRAs $0 $0
Total$2,453,359,863,072$2,237,332,842,156
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK301,508,857,634 $14,714,930,376
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,200,000,000 $202,335,699
FRAs CZK256,140,000,000 $12,499,843,619
TotalCZK561,848,857,634$27,417,109,694
ProductVolume
DKK
USD
Equivalent
IRS DKK199,370,000,000 $35,584,830,114
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $953,198,561
FRAs DKK13,000,000,000 $2,280,531,861
TotalDKK217,964,300,000$38,818,560,536
ProductVolume
HKD
USD
Equivalent
IRS HKD590,000,999,533 $76,077,566,686
OIS HKD0 $0
Basis HKD800,000,000 $103,203,168
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD590,800,999,533$76,180,769,854
ProductVolume
HUF
USD
Equivalent
IRS HUF14,359,898,393,000 $62,033,668,579
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF131,000,000,000 $577,903,557
FRAs HUF34,171,660,000,000 $148,515,667,049
TotalHUF48,662,558,393,000$211,127,239,185
ProductVolume
NOK
USD
Equivalent
IRS NOK304,895,519,653 $49,198,605,684
OIS NOK0 $0
Basis NOK995,000,000 $156,727,043
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK1,586,124,747,001 $256,776,616,064
TotalNOK1,893,896,266,654$306,444,432,682
ProductVolume
NZD
USD
Equivalent
IRS NZD746,230,123,366 $627,413,317,178
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD16,755,700,000 $14,082,094,730
FRAs NZD0 $0
TotalNZD762,985,823,366$641,495,411,908
ProductVolume
PLN
USD
Equivalent
IRS PLN241,988,298,514 $77,218,937,198
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,422,000,000 $785,325,459
FRAs PLN269,662,000,000 $87,062,529,993
TotalPLN514,072,298,514$165,066,792,650
ProductVolume
SEK
USD
Equivalent
IRS SEK2,210,544,261,199 $326,017,406,374
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK39,315,000,000 $5,695,896,081
FRAs SEK4,266,732,954,000 $625,040,342,168
TotalSEK6,516,592,215,199$956,753,644,623
ProductVolume
SGD
USD
Equivalent
IRS SGD189,458,348,899 $150,550,551,748
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD189,458,348,899$150,550,551,748
ProductVolume
ZAR
USD
Equivalent
IRS ZAR908,211,038,952 $83,879,539,867
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR908,211,038,952$83,879,539,867
ProductUSD
Equivalent
IRS$30,599,278,182,764
OIS$69,646,023,078,933
Basis$650,751,871,362
Zeroes$958,499,776,202
FRAs$7,182,151,714,594
Total$109,036,704,623,855
Show:
ProductUSD
Equivalent
IRS $2,319,540,501,999
OIS $819,471,460,000
Basis $225,728,200,000
Zeroes $58,090,962,413
FRAs $164,005,300,000
Total$3,586,836,424,412
ProductVolume
EUR
USD
Equivalent
IRS €1,197,607,615,828 $1,513,416,744,122
OIS €1,705,303,121,658 $2,154,991,554,839
Basis €5,953,442,883 $7,523,365,772
Zeroes €202,378,731,289 $255,746,002,730
FRAs €403,406,000,000 $509,784,162,200
Total€3,514,648,911,658$4,441,461,829,663
ProductVolume
GBP
USD
Equivalent
IRS £312,161,482,187 $499,864,181,426
OIS £1,401,494,221,565 $2,244,212,696,992
Basis £21,220,810,000 $33,980,883,053
Zeroes £19,388,730,821 $31,047,174,664
FRAs £133,613,500,000 $213,955,297,550
Total£1,887,878,744,573$3,023,060,233,685
ProductVolume
JPY
USD
Equivalent
IRS ¥40,119,162,359,356 $368,589,851,250
OIS ¥1,973,810,000,000 $18,134,135,698
Basis ¥289,680,000,000 $2,661,399,237
Zeroes ¥21,200,000,000 $194,772,383
FRAs ¥0 $0
Total¥42,403,852,359,356$389,580,158,568
ProductVolume
CHF
USD
Equivalent
IRS CHF130,300,207,213 $136,504,328,964
OIS CHF22,472,000,000 $23,541,983,133
Basis CHF10,628,550,000 $11,134,618,407
Zeroes CHF1,782,000,000 $1,866,848,253
FRAs CHF3,040,000,000 $3,184,746,739
TotalCHF168,222,757,213$176,232,525,496
ProductVolume
AUD
USD
Equivalent
IRS $1,332,858,312,937 $1,171,849,028,734
OIS $0 $0
Basis $120,740,200,000 $106,154,783,840
Zeroes $6,591,854,146 $5,795,558,165
FRAs $0 $0
Total$1,460,190,367,083$1,283,799,370,739
ProductVolume
CAD
USD
Equivalent
IRS $460,043,862,747 $411,267,533,298
OIS $254,662,650,000 $227,661,943,501
Basis $3,731,500,000 $3,335,866,261
Zeroes $84,584,098,000 $75,616,036,117
FRAs $0 $0
Total$803,022,110,747$717,881,379,177
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK271,257,315,268 $12,351,493,080
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,200,000,000 $100,175,307
FRAs CZK25,800,000,000 $1,174,783,143
TotalCZK299,257,315,268$13,626,451,530
ProductVolume
DKK
USD
Equivalent
IRS DKK224,998,134,363 $38,194,835,059
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,594,300,000 $949,667,278
FRAs DKK1,000,000,000 $169,756,230
TotalDKK231,592,434,363$39,314,258,567
ProductVolume
HKD
USD
Equivalent
IRS HKD170,259,620,000 $21,955,526,613
OIS HKD0 $0
Basis HKD800,000,000 $103,162,578
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD171,059,620,000$22,058,689,191
ProductVolume
HUF
USD
Equivalent
IRS HUF5,297,198,109,000 $21,627,396,027
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,610,040,000,000 $39,235,863,308
TotalHUF14,907,238,109,000$60,863,259,335
ProductVolume
NOK
USD
Equivalent
IRS NOK165,243,557,053 $24,666,530,885
OIS NOK0 $0
Basis NOK995,000,000 $148,527,414
Zeroes NOK1,371,000,000 $204,654,357
FRAs NOK786,706,053,000 $117,434,588,676
TotalNOK954,315,610,053$142,454,301,332
ProductVolume
NZD
USD
Equivalent
IRS NZD624,348,082,098 $487,647,069,522
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,290,700,000 $2,570,201,235
FRAs NZD0 $0
TotalNZD627,638,782,098$490,217,270,757
ProductVolume
PLN
USD
Equivalent
IRS PLN65,808,217,000 $19,688,322,214
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN59,484,500,000 $17,796,409,873
TotalPLN125,292,717,000$37,484,732,087
ProductVolume
SEK
USD
Equivalent
IRS SEK1,212,089,351,899 $164,602,186,644
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK18,955,000,000 $2,574,096,079
FRAs SEK2,331,793,846,000 $316,658,475,098
TotalSEK3,562,838,197,899$483,834,757,821
ProductVolume
SGD
USD
Equivalent
IRS SGD132,402,438,900 $103,597,229,295
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD132,402,438,900$103,597,229,295
ProductVolume
ZAR
USD
Equivalent
IRS ZAR231,753,800,000 $21,181,172,600
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR231,753,800,000$21,181,172,600
ProductUSD
Equivalent
IRS$7,336,543,931,732
OIS$5,488,013,774,163
Basis$390,770,806,562
Zeroes$434,756,148,981
FRAs$1,383,399,382,817
Total$15,033,484,044,255

Figures as of COB Oct 29, 2014.

Notional Outstanding by Product

As of COB Oct 29, 2014

Daily Notional by Tenor
 

As of COB Oct 29, 2014

Notional Outstanding by Tenor
 

As of COB Oct 29, 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
$490,998,341,622
$3,555,242,282,119
$135,022,349,047,411
$121,097,292,270,843
EUR
€261,089,365,438
€4,166,068,702,789
€210,816,824,132,910
€128,976,796,388,780
GBP
£520,592,979,898
£2,238,115,318,907
£59,168,970,189,155
£44,484,106,416,453
JPY
¥9,875,415,117,024
¥38,884,570,579,816
¥1,293,057,979,626,171
¥2,055,389,863,629,729
CHF
CHF66,108,310,000
CHF16,503,044,000
CHF3,551,053,705,022
CHF4,413,655,688,410
AUD
$34,880,670,000
$168,272,718,382
$5,691,092,404,872
$9,506,698,485,678
CAD
$30,068,000,000
$304,243,324,040
$9,441,074,650,550
$10,006,348,080,240
Other*
Show All
Hide
$97,967,124,676
$362,669,892,476
$13,865,613,866,086
$14,402,812,748,023
CZK
CZK5,780,000,000
CZK30,460,000,000
CZK3,579,939,364,772
CZK8,159,163,042,146
DKK
DKK4,182,600,000
DKK51,486,400,000
DKK2,218,573,543,104
DKK2,514,213,404,398
HKD
HKD26,564,720,448
HKD38,800,500,000
HKD3,437,704,129,698
HKD7,289,675,900,592
HUF
HUF2,067,320,000,000
HUF7,707,645,000,000
HUF269,225,406,170,744
HUF193,282,149,719,362
NOK
NOK65,591,000,000
NOK381,979,210,000
NOK11,583,515,855,692
NOK12,006,807,982,621
NZD
NZD11,598,751,638
NZD59,611,444,000
NZD2,031,403,992,925
NZD2,973,135,462,659
PLN
PLN111,025,800,000
PLN83,257,158,000
PLN5,383,238,379,028
PLN4,779,211,925,236
SEK
SEK189,839,640,000
SEK1,138,559,720,000
SEK34,314,178,362,232
SEK32,715,339,622,659
SGD
SGD5,910,400,000
SGD15,622,200,000
SGD855,435,969,771
SGD1,222,240,145,511
ZAR
ZAR29,065,000,000
ZAR177,100,000,000
ZAR6,344,824,553,950
ZAR10,196,829,665,326
Total in USD$1,970,061,901,971$13,601,119,100,172$561,897,901,284,164$410,531,641,036,272

Figures as of COB Oct 29, 2014. Weekly figures as of COB Oct 24, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $206,751,574,686
OIS $212,377,400,000
Basis $17,238,000,000
Zeroes $12,643,366,936
FRAs $41,988,000,000
Total$490,998,341,622
ProductVolume
EUR
USD
Equivalent
IRS €109,666,171,114 $138,585,140,437
OIS €89,659,248,000 $113,302,391,698
Basis €0 $0
Zeroes €3,409,946,324 $4,309,149,170
FRAs €58,354,000,000 $73,741,949,800
Total€261,089,365,438$329,938,631,105
ProductVolume
GBP
USD
Equivalent
IRS £32,786,716,400 $52,501,368,971
OIS £448,759,400,000 $718,598,427,220
Basis £987,800,000 $1,581,764,140
Zeroes £659,063,498 $1,055,358,379
FRAs £37,400,000,000 $59,888,620,000
Total£520,592,979,898$833,625,538,710
ProductVolume
JPY
USD
Equivalent
IRS ¥8,014,755,117,024 $73,634,573,173
OIS ¥60,000,000,000 $551,242,593
Basis ¥1,800,660,000,000 $16,543,341,449
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥9,875,415,117,024$90,729,157,215
ProductVolume
CHF
USD
Equivalent
IRS CHF3,806,510,000 $3,987,753,392
OIS CHF146,000,000 $152,951,653
Basis CHF1,197,800,000 $1,254,832,120
Zeroes CHF1,000,000,000 $1,047,614,059
FRAs CHF59,958,000,000 $62,812,843,748
TotalCHF66,108,310,000$69,255,994,972
ProductVolume
AUD
USD
Equivalent
IRS $27,448,670,000 $24,132,870,664
OIS $0 $0
Basis $7,432,000,000 $6,534,214,400
Zeroes $0 $0
FRAs $0 $0
Total$34,880,670,000$30,667,085,064
ProductVolume
CAD
USD
Equivalent
IRS $9,888,000,000 $8,839,620,955
OIS $20,180,000,000 $18,040,407,652
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$30,068,000,000$26,880,028,607
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,780,000,000 $263,187,851
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK5,780,000,000$263,187,851
ProductVolume
DKK
USD
Equivalent
IRS DKK4,182,600,000 $710,022,408
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK4,182,600,000$710,022,408
ProductVolume
HKD
USD
Equivalent
IRS HKD26,564,720,448 $3,425,606,299
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD26,564,720,448$3,425,606,299
ProductVolume
HUF
USD
Equivalent
IRS HUF427,320,000,000 $1,744,661,740
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,640,000,000,000 $6,695,790,634
TotalHUF2,067,320,000,000$8,440,452,374
ProductVolume
NOK
USD
Equivalent
IRS NOK5,591,000,000 $834,589,721
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK60,000,000,000 $8,956,426,983
TotalNOK65,591,000,000$9,791,016,704
ProductVolume
NZD
USD
Equivalent
IRS NZD11,598,751,638 $9,059,204,967
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD11,598,751,638$9,059,204,967
ProductVolume
PLN
USD
Equivalent
IRS PLN7,477,800,000 $2,237,187,734
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN103,548,000,000 $30,979,207,180
TotalPLN111,025,800,000$33,216,394,914
ProductVolume
SEK
USD
Equivalent
IRS SEK85,719,640,000 $11,640,759,124
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK104,120,000,000 $14,139,534,884
TotalSEK189,839,640,000$25,780,294,008
ProductVolume
SGD
USD
Equivalent
IRS SGD5,910,400,000 $4,624,545,206
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD5,910,400,000$4,624,545,206
ProductVolume
ZAR
USD
Equivalent
IRS ZAR29,065,000,000 $2,656,399,945
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR29,065,000,000$2,656,399,945
ProductUSD
Equivalent
IRS$545,629,067,273
OIS$1,063,022,820,816
Basis$43,152,152,109
Zeroes$19,055,488,544
FRAs$299,202,373,229
Total$1,970,061,901,971
Show:
ProductUSD
Equivalent
IRS $1,350,662,701,833
OIS $488,736,600,000
Basis $155,557,100,000
Zeroes $8,911,080,286
FRAs $1,551,374,800,000
Total$3,555,242,282,119
ProductVolume
EUR
USD
Equivalent
IRS €774,987,614,726 $984,354,269,858
OIS €2,010,377,438,000 $2,549,430,174,774
Basis €5,212,000,000 $6,619,150,200
Zeroes €60,065,650,063 $76,060,761,558
FRAs €1,315,426,000,000 $1,670,365,453,000
Total€4,166,068,702,789$5,286,829,809,390
ProductVolume
GBP
USD
Equivalent
IRS £150,015,668,514 $241,286,780,468
OIS £1,706,725,692,380 $2,743,732,519,220
Basis £11,980,200,000 $19,258,514,090
Zeroes £3,345,758,013 $5,387,267,558
FRAs £366,048,000,000 $589,071,526,600
Total£2,238,115,318,907$3,598,736,607,936
ProductVolume
JPY
USD
Equivalent
IRS ¥34,012,290,579,816 $316,706,137,413
OIS ¥1,381,620,000,000 $12,799,583,551
Basis ¥2,990,660,000,000 $27,691,054,658
Zeroes ¥500,000,000,000 $4,618,510,992
FRAs ¥0 $0
Total¥38,884,570,579,816$361,815,286,614
ProductVolume
CHF
USD
Equivalent
IRS CHF13,281,044,000 $13,999,621,343
OIS CHF0 $0
Basis CHF3,222,000,000 $3,396,358,080
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF16,503,044,000$17,395,979,423
ProductVolume
AUD
USD
Equivalent
IRS $143,043,718,382 $125,588,677,565
OIS $0 $0
Basis $20,029,000,000 $17,583,430,900
Zeroes $5,200,000,000 $4,568,540,000
FRAs $0 $0
Total$168,272,718,382$147,740,648,465
ProductVolume
CAD
USD
Equivalent
IRS $142,710,250,040 $127,051,771,708
OIS $150,288,400,000 $133,629,952,935
Basis $4,260,000,000 $3,788,157,677
Zeroes $6,984,674,000 $6,218,711,429
FRAs $0 $0
Total$304,243,324,040$270,688,593,749
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK30,460,000,000 $1,402,061,474
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK30,460,000,000$1,402,061,474
ProductVolume
DKK
USD
Equivalent
IRS DKK51,486,400,000 $8,748,362,380
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK51,486,400,000$8,748,362,380
ProductVolume
HKD
USD
Equivalent
IRS HKD38,800,500,000 $5,001,937,312
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD38,800,500,000$5,001,937,312
ProductVolume
HUF
USD
Equivalent
IRS HUF1,658,245,000,000 $6,874,337,782
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF6,049,400,000,000 $25,114,991,622
TotalHUF7,707,645,000,000$31,989,329,404
ProductVolume
NOK
USD
Equivalent
IRS NOK48,862,516,000 $7,423,444,239
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK333,116,694,000 $50,575,035,030
TotalNOK381,979,210,000$57,998,479,269
ProductVolume
NZD
USD
Equivalent
IRS NZD59,611,444,000 $47,028,508,684
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD59,611,444,000$47,028,508,684
ProductVolume
PLN
USD
Equivalent
IRS PLN50,267,158,000 $15,090,127,540
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN32,990,000,000 $9,933,266,742
TotalPLN83,257,158,000$25,023,394,282
ProductVolume
SEK
USD
Equivalent
IRS SEK189,571,612,000 $26,219,648,325
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK948,988,108,000 $130,861,652,658
TotalSEK1,138,559,720,000$157,081,300,983
ProductVolume
SGD
USD
Equivalent
IRS SGD15,622,200,000 $12,276,148,584
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD15,622,200,000$12,276,148,584
ProductVolume
ZAR
USD
Equivalent
IRS ZAR177,100,000,000 $16,120,370,104
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR177,100,000,000$16,120,370,104
ProductUSD
Equivalent
IRS$3,305,834,906,612
OIS$5,928,328,830,480
Basis$233,893,765,605
Zeroes$105,764,871,823
FRAs$4,027,296,725,652
Total$13,601,119,100,172
Show:
ProductUSD
Equivalent
IRS $60,582,874,489,894
OIS $16,332,325,158,868
Basis $2,753,118,881,400
Zeroes $284,501,917,249
FRAs $55,069,528,600,000
Total$135,022,349,047,411
ProductVolume
EUR
USD
Equivalent
IRS €39,802,454,317,172 $53,574,235,861,627
OIS €102,215,787,974,790 $138,045,095,181,883
Basis €99,348,436,293 $133,522,150,600
Zeroes €1,133,967,491,055 $1,507,579,177,831
FRAs €67,565,265,913,600 $91,195,542,451,515
Total€210,816,824,132,910$284,455,974,823,456
ProductVolume
GBP
USD
Equivalent
IRS £7,212,296,790,545 $11,982,886,230,556
OIS £34,986,628,346,897 $58,133,291,159,125
Basis £1,120,165,873,904 $1,860,276,999,526
Zeroes £107,456,177,809 $177,769,913,362
FRAs £15,742,423,000,000 $26,188,861,753,700
Total£59,168,970,189,155$98,343,086,056,269
ProductVolume
JPY
USD
Equivalent
IRS ¥1,199,988,777,626,171 $11,592,048,506,471
OIS ¥10,526,862,000,000 $98,618,524,855
Basis ¥78,269,940,000,000 $756,490,959,468
Zeroes ¥4,272,400,000,000 $40,607,809,852
FRAs ¥0 $0
Total¥1,293,057,979,626,171$12,487,765,800,646
ProductVolume
CHF
USD
Equivalent
IRS CHF1,399,707,453,722 $1,549,089,554,724
OIS CHF150,130,000,000 $165,867,275,129
Basis CHF160,667,900,000 $177,283,688,241
Zeroes CHF7,214,351,300 $7,787,249,776
FRAs CHF1,833,334,000,000 $2,023,478,337,737
TotalCHF3,551,053,705,022$3,923,506,105,607
ProductVolume
AUD
USD
Equivalent
IRS $5,201,319,296,581 $4,752,236,620,345
OIS $0 $0
Basis $443,987,400,000 $402,997,125,030
Zeroes $45,785,708,291 $41,799,434,402
FRAs $0 $0
Total$5,691,092,404,872$5,197,033,179,777
ProductVolume
CAD
USD
Equivalent
IRS $5,795,898,935,350 $5,287,263,602,224
OIS $3,143,728,120,954 $2,855,674,234,980
Basis $88,921,345,446 $81,165,954,289
Zeroes $412,526,248,800 $378,468,613,419
FRAs $0 $0
Total$9,441,074,650,550$8,602,572,404,912
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,413,463,364,772 $118,307,948,621
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK8,400,000,000 $404,671,398
FRAs CZK1,158,076,000,000 $56,815,141,686
TotalCZK3,579,939,364,772$175,527,761,705
ProductVolume
DKK
USD
Equivalent
IRS DKK780,114,943,104 $140,223,591,693
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
TotalDKK2,218,573,543,104$398,858,536,511
ProductVolume
HKD
USD
Equivalent
IRS HKD3,431,014,129,698 $442,408,296,846
OIS HKD0 $0
Basis HKD6,690,000,000 $862,782,658
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,437,704,129,698$443,271,079,504
ProductVolume
HUF
USD
Equivalent
IRS HUF75,431,047,749,692 $328,905,358,547
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF262,000,000,000 $1,155,807,113
FRAs HUF193,532,358,421,052 $846,720,359,508
TotalHUF269,225,406,170,744$1,176,781,525,168
ProductVolume
NOK
USD
Equivalent
IRS NOK2,166,632,961,690 $352,115,329,808
OIS NOK0 $0
Basis NOK17,645,400,000 $2,931,927,251
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK9,395,475,494,002 $1,520,158,107,511
TotalNOK11,583,515,855,692$1,875,830,332,352
ProductVolume
NZD
USD
Equivalent
IRS NZD2,001,952,592,925 $1,680,313,239,466
OIS NZD0 $0
Basis NZD400,000,000 $340,890,000
Zeroes NZD29,051,400,000 $24,344,366,460
FRAs NZD0 $0
TotalNZD2,031,403,992,925$1,704,998,495,926
ProductVolume
PLN
USD
Equivalent
IRS PLN1,802,305,379,028 $578,646,587,023
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN15,844,000,000 $4,882,806,529
FRAs PLN3,565,089,000,000 $1,148,092,841,301
TotalPLN5,383,238,379,028$1,731,622,234,853
ProductVolume
SEK
USD
Equivalent
IRS SEK9,347,677,454,232 $1,390,239,902,446
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK81,884,000,000 $11,870,934,594
FRAs SEK24,884,616,908,000 $3,689,257,860,623
TotalSEK34,314,178,362,232$5,091,368,697,663
ProductVolume
SGD
USD
Equivalent
IRS SGD855,435,969,771 $679,404,371,232
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD855,435,969,771$679,404,371,232
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,344,824,553,950 $587,950,831,172
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR6,344,824,553,950$587,950,831,172
ProductUSD
Equivalent
IRS$155,619,150,322,695
OIS$215,630,871,534,840
Basis$6,169,149,468,331
Zeroes$2,483,704,066,890
FRAs$181,995,025,891,408
Total$561,897,901,284,164
Show:
ProductUSD
Equivalent
IRS $70,188,860,827,839
OIS $13,471,089,599,047
Basis $7,348,036,165,400
Zeroes $277,133,878,557
FRAs $29,812,171,800,000
Total$121,097,292,270,843
ProductVolume
EUR
USD
Equivalent
IRS €64,739,009,693,392 $81,810,686,549,540
OIS €30,192,423,955,290 $38,154,166,152,300
Basis €305,379,518,701 $385,908,097,782
Zeroes €976,985,821,397 $1,234,616,982,499
FRAs €32,762,997,400,000 $41,402,599,814,380
Total€128,976,796,388,780$162,987,977,596,501
ProductVolume
GBP
USD
Equivalent
IRS £10,637,086,324,180 $17,033,166,330,910
OIS £20,856,491,740,014 $33,397,500,223,285
Basis £2,332,430,947,624 $3,734,921,676,430
Zeroes £191,596,404,636 $306,803,322,743
FRAs £10,466,501,000,000 $16,760,008,051,300
Total£44,484,106,416,454$71,232,399,604,668
ProductVolume
JPY
USD
Equivalent
IRS ¥1,865,159,858,629,729 $17,135,925,937,156
OIS ¥10,488,240,000,000 $96,359,410,170
Basis ¥170,734,365,000,000 $1,568,600,900,363
Zeroes ¥8,722,400,000,000 $80,135,973,173
FRAs ¥285,000,000,000 $2,618,402,315
Total¥2,055,389,863,629,729$18,883,640,623,177
ProductVolume
CHF
USD
Equivalent
IRS CHF2,890,470,757,110 $3,028,097,802,220
OIS CHF165,922,680,000 $173,822,932,272
Basis CHF397,936,900,000 $416,884,291,027
Zeroes CHF6,409,351,300 $6,714,526,531
FRAs CHF952,916,000,000 $998,288,198,628
TotalCHF4,413,655,688,410$4,623,807,750,678
ProductVolume
AUD
USD
Equivalent
IRS $8,758,220,177,387 $7,700,227,179,959
OIS $0 $0
Basis $726,294,600,000 $638,558,212,320
Zeroes $22,183,708,291 $19,503,916,330
FRAs $0 $0
Total$9,506,698,485,678$8,358,289,308,609
ProductVolume
CAD
USD
Equivalent
IRS $7,983,240,465,746 $7,136,814,290,851
OIS $1,512,098,854,290 $1,351,777,985,240
Basis $229,604,895,446 $205,260,947,118
Zeroes $281,403,864,758 $251,567,910,565
FRAs $0 $0
Total$10,006,348,080,240$8,945,421,133,774
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,567,715,042,146 $344,590,080,010
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,400,000,000 $746,761,378
FRAs CZK575,048,000,000 $26,184,368,099
TotalCZK8,159,163,042,146$371,521,209,487
ProductVolume
DKK
USD
Equivalent
IRS DKK1,758,998,804,398 $298,601,005,703
OIS DKK0 $0
Basis DKK1,930,000,000 $327,629,524
Zeroes DKK11,188,600,000 $1,899,334,556
FRAs DKK742,096,000,000 $125,975,419,298
TotalDKK2,514,213,404,398$426,803,389,081
ProductVolume
HKD
USD
Equivalent
IRS HKD7,279,245,900,592 $938,682,214,203
OIS HKD0 $0
Basis HKD10,430,000,000 $1,344,982,108
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,289,675,900,592$940,027,196,311
ProductVolume
HUF
USD
Equivalent
IRS HUF104,243,562,193,046 $425,605,528,898
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF224,500,000,000 $916,588,413
FRAs HUF88,814,087,526,316 $362,610,082,580
TotalHUF193,282,149,719,362$789,132,199,891
ProductVolume
NOK
USD
Equivalent
IRS NOK5,202,565,782,621 $776,606,675,915
OIS NOK0 $0
Basis NOK21,211,400,000 $3,166,305,922
Zeroes NOK4,622,000,000 $689,943,425
FRAs NOK6,778,408,800,001 $1,011,838,724,605
TotalNOK12,006,807,982,622$1,792,301,649,867
ProductVolume
NZD
USD
Equivalent
IRS NZD2,960,580,062,659 $2,312,361,057,940
OIS NZD0 $0
Basis NZD400,000,000 $312,420,000
Zeroes NZD12,155,400,000 $9,493,975,170
FRAs NZD0 $0
TotalNZD2,973,135,462,659$2,322,167,453,110
ProductVolume
PLN
USD
Equivalent
IRS PLN2,673,229,925,236 $799,769,611,140
OIS PLN0 $0
Basis PLN674,000,000 $201,645,475
Zeroes PLN15,602,000,000 $4,667,763,650
FRAs PLN2,089,706,000,000 $625,192,520,568
TotalPLN4,779,211,925,236$1,429,831,540,833
ProductVolume
SEK
USD
Equivalent
IRS SEK14,997,132,762,659 $2,036,616,229,864
OIS SEK0 $0
Basis SEK500,000,000 $67,900,187
Zeroes SEK64,254,660,000 $8,725,806,824
FRAs SEK17,653,452,200,000 $2,397,345,401,460
TotalSEK32,715,339,622,659$4,442,755,338,335
ProductVolume
SGD
USD
Equivalent
IRS SGD1,222,240,145,511 $956,332,025,751
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD1,222,240,145,511$956,332,025,751
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,196,829,665,326 $931,940,745,357
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR10,196,829,665,326$931,940,745,357
ProductUSD
Equivalent
IRS$213,854,884,093,256
OIS$86,644,716,302,314
Basis$14,303,591,173,656
Zeroes$2,203,616,683,814
FRAs$93,524,832,783,233
Total$410,531,641,036,273

Figures as of COB Oct 29, 2014.

Notional Outstanding by Product

As of COB Oct 29, 2014

Daily Notional by Tenor

As of COB Oct 29, 2014

Notional Outstanding by Currency

As of COB Oct 29, 2014. *Other: CZK, ZAR, NZD, HKD, DKK, HUF, SGD, NOK, SEK, PLN

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.