Daily Volumes

  • Client Notional Cleared (USD)
    $214,091,355,445,422
    Notional Outstanding (USD)
    $304,718,790,486,585
    As of COB Mar 27, 2015
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $402,065,000,000,000
    Trades Compressed
    3,889,130
  • 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 Mar 27, 2015. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$124,056,256,800
$706,298,721,604
$7,536,121,680,680
$4,407,635,874,413
EUR
€28,967,855,000
€169,940,465,738
€7,340,063,066,367
€3,569,586,912,521
GBP
£21,411,728,020
£87,296,346,808
£1,912,838,652,725
£918,106,130,341
JPY
¥1,601,577,314,000
¥6,221,115,111,000
¥92,494,309,596,088
¥49,551,600,199,998
CHF
CHF2,211,104,646
CHF11,151,856,646
CHF175,340,762,646
CHF179,257,572,781
AUD
$8,643,437,000
$36,626,683,173
$608,959,346,576
$1,067,923,276,435
CAD
$43,103,134,000
$61,418,106,000
$766,983,826,777
$774,385,400,910
Other*
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$21,144,087,296
$94,282,505,429
$1,111,555,259,152
$1,431,630,819,100
CZK
CZK1,773,000,000
CZK27,475,310,000
CZK647,955,100,000
CZK666,134,305,268
DKK
DKK8,118,750,000
DKK18,019,450,000
DKK246,527,564,054
DKK387,563,156,317
HKD
HKD12,222,007,039
HKD25,078,300,000
HKD186,708,130,505
HKD257,912,594,272
HUF
HUF528,112,000,000
HUF1,975,101,850,000
HUF23,507,253,722,396
HUF19,937,428,830,000
NOK
NOK17,850,000,000
NOK166,470,099,000
NOK1,117,542,503,186
NOK806,443,564,260
NZD
NZD2,033,940,000
NZD7,745,904,000
NZD300,754,192,247
NZD733,295,495,133
PLN
PLN2,959,900,000
PLN24,278,095,000
PLN340,316,115,000
PLN232,209,662,000
SEK
SEK75,018,700,000
SEK300,254,156,000
SEK3,056,993,484,891
SEK2,868,003,514,848
SGD
SGD3,109,410,000
SGD9,420,310,000
SGD100,132,141,462
SGD212,824,718,636
ZAR
ZAR9,948,000,000
ZAR54,920,400,000
ZAR488,685,366,482
ZAR435,833,636,322
Total in USD$265,233,739,332$1,257,444,895,832$21,889,727,502,247$13,136,479,258,869

Figures as of COB Mar 27, 2015. Weekly figures as of COB Mar 27, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $52,869,695,800
OIS $11,214,000,000
Basis $230,000,000
Zeroes $242,561,000
FRAs $59,500,000,000
Total$124,056,256,800
ProductVolume
EUR
USD
Equivalent
IRS €11,906,705,000 $12,964,615,739
OIS €16,311,150,000 $17,760,395,678
Basis €0 $0
Zeroes €150,000,000 $163,327,500
FRAs €600,000,000 $653,310,000
Total€28,967,855,000$31,541,648,917
ProductVolume
GBP
USD
Equivalent
IRS £4,194,839,340 $6,240,872,228
OIS £16,975,700,000 $25,255,597,675
Basis £191,000,000 $284,160,250
Zeroes £50,188,680 $74,668,208
FRAs £0 $0
Total£21,411,728,020$31,855,298,361
ProductVolume
JPY
USD
Equivalent
IRS ¥1,593,077,314,000 $13,372,034,364
OIS ¥0 $0
Basis ¥8,500,000,000 $71,347,631
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,601,577,314,000$13,443,381,995
ProductVolume
CHF
USD
Equivalent
IRS CHF1,810,104,646 $1,882,975,810
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF401,000,000 $417,143,452
FRAs CHF0 $0
TotalCHF2,211,104,646$2,300,119,262
ProductVolume
AUD
USD
Equivalent
IRS $8,457,437,000 $6,556,205,162
OIS $0 $0
Basis $186,000,000 $144,187,200
Zeroes $0 $0
FRAs $0 $0
Total$8,643,437,000$6,700,392,362
ProductVolume
CAD
USD
Equivalent
IRS $4,618,600,000 $3,663,810,884
OIS $38,484,534,000 $30,528,743,455
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$43,103,134,000$34,192,554,339
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,773,000,000 $70,248,425
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK1,773,000,000$70,248,425
ProductVolume
DKK
USD
Equivalent
IRS DKK8,118,750,000 $1,183,577,520
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK8,118,750,000$1,183,577,520
ProductVolume
HKD
USD
Equivalent
IRS HKD12,222,007,039 $1,576,321,279
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD12,222,007,039$1,576,321,279
ProductVolume
HUF
USD
Equivalent
IRS HUF44,950,000,000 $163,033,622
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF483,162,000,000 $1,752,428,276
TotalHUF528,112,000,000$1,915,461,898
ProductVolume
NOK
USD
Equivalent
IRS NOK850,000,000 $106,577,727
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK17,000,000,000 $2,131,554,530
TotalNOK17,850,000,000$2,238,132,257
ProductVolume
NZD
USD
Equivalent
IRS NZD2,033,940,000 $1,538,472,216
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD2,033,940,000$1,538,472,216
ProductVolume
PLN
USD
Equivalent
IRS PLN2,959,900,000 $786,339,545
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN2,959,900,000$786,339,545
ProductVolume
SEK
USD
Equivalent
IRS SEK13,018,700,000 $1,516,588,616
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK62,000,000,000 $7,222,571,701
TotalSEK75,018,700,000$8,739,160,317
ProductVolume
SGD
USD
Equivalent
IRS SGD3,109,410,000 $2,270,470,975
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD3,109,410,000$2,270,470,975
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,948,000,000 $825,902,864
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR9,948,000,000$825,902,864
ProductUSD
Equivalent
IRS$107,587,742,776
OIS$84,758,736,808
Basis$729,695,081
Zeroes$897,700,160
FRAs$71,259,864,507
Total$265,233,739,332
Show:
ProductUSD
Equivalent
IRS $235,353,785,144
OIS $263,945,100,000
Basis $4,837,000,000
Zeroes $382,836,460
FRAs $201,780,000,000
Total$706,298,721,604
ProductVolume
EUR
USD
Equivalent
IRS €103,006,563,623 $112,583,803,805
OIS €46,610,960,960 $50,912,667,144
Basis €40,000,000 $43,886,000
Zeroes €2,282,941,155 $2,496,141,993
FRAs €18,000,000,000 $19,698,480,000
Total€169,940,465,738$185,734,978,942
ProductVolume
GBP
USD
Equivalent
IRS £27,956,980,752 $41,566,160,606
OIS £55,883,607,000 $83,199,641,606
Basis £254,125,000 $378,134,438
Zeroes £151,634,056 $226,216,908
FRAs £3,050,000,000 $4,536,157,500
Total£87,296,346,808$129,906,311,058
ProductVolume
JPY
USD
Equivalent
IRS ¥5,814,105,111,000 $48,710,309,920
OIS ¥285,000,000,000 $2,385,436,284
Basis ¥122,010,000,000 $1,020,204,609
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥6,221,115,111,000$52,115,950,813
ProductVolume
CHF
USD
Equivalent
IRS CHF4,660,856,646 $4,847,597,189
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF6,491,000,000 $6,745,647,127
FRAs CHF0 $0
TotalCHF11,151,856,646$11,593,244,316
ProductVolume
AUD
USD
Equivalent
IRS $35,026,183,000 $27,420,031,072
OIS $0 $0
Basis $400,500,173 $312,349,786
Zeroes $1,200,000,000 $945,120,000
FRAs $0 $0
Total$36,626,683,173$28,677,500,858
ProductVolume
CAD
USD
Equivalent
IRS $16,985,172,000 $13,553,666,470
OIS $44,432,934,000 $35,282,016,342
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$61,418,106,000$48,835,682,812
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK27,475,310,000 $1,095,843,693
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK27,475,310,000$1,095,843,693
ProductVolume
DKK
USD
Equivalent
IRS DKK16,019,450,000 $2,337,683,718
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $293,552,128
TotalDKK18,019,450,000$2,631,235,846
ProductVolume
HKD
USD
Equivalent
IRS HKD25,078,300,000 $3,233,903,435
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD25,078,300,000$3,233,903,435
ProductVolume
HUF
USD
Equivalent
IRS HUF555,989,850,000 $2,020,110,324
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,419,112,000,000 $5,170,910,125
TotalHUF1,975,101,850,000$7,191,020,449
ProductVolume
NOK
USD
Equivalent
IRS NOK16,470,099,000 $2,093,313,274
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK150,000,000,000 $19,017,663,259
TotalNOK166,470,099,000$21,110,976,533
ProductVolume
NZD
USD
Equivalent
IRS NZD7,745,904,000 $5,894,292,617
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD7,745,904,000$5,894,292,617
ProductVolume
PLN
USD
Equivalent
IRS PLN18,793,095,000 $5,016,479,703
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN750,000,000 $201,328,770
FRAs PLN4,735,000,000 $1,270,739,729
TotalPLN24,278,095,000$6,488,548,202
ProductVolume
SEK
USD
Equivalent
IRS SEK53,554,156,000 $6,274,332,289
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK246,700,000,000 $28,875,213,483
TotalSEK300,254,156,000$35,149,545,772
ProductVolume
SGD
USD
Equivalent
IRS SGD9,420,310,000 $6,884,313,104
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD9,420,310,000$6,884,313,104
ProductVolume
ZAR
USD
Equivalent
IRS ZAR54,920,400,000 $4,602,825,778
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR54,920,400,000$4,602,825,778
ProductUSD
Equivalent
IRS$523,488,452,141
OIS$435,724,861,376
Basis$6,591,574,833
Zeroes$10,997,291,258
FRAs$280,642,716,224
Total$1,257,444,895,832
Show:
ProductUSD
Equivalent
IRS $3,256,035,177,922
OIS $2,765,514,680,000
Basis $100,568,239,733
Zeroes $35,110,483,025
FRAs $1,378,893,100,000
Total$7,536,121,680,680
ProductVolume
EUR
USD
Equivalent
IRS €1,360,691,730,252 $1,534,090,446,134
OIS €4,553,994,947,960 $5,144,126,799,309
Basis €5,833,800,000 $6,665,577,060
Zeroes €76,892,088,155 $85,590,770,871
FRAs €1,342,650,500,000 $1,509,124,299,000
Total€7,340,063,066,367$8,279,597,892,374
ProductVolume
GBP
USD
Equivalent
IRS £364,816,809,302 $552,777,377,506
OIS £1,449,427,795,000 $2,195,872,444,981
Basis £13,710,100,000 $20,873,919,518
Zeroes £6,299,348,423 $9,619,796,595
FRAs £78,584,600,000 $118,484,017,900
Total£1,912,838,652,725$2,897,627,556,500
ProductVolume
JPY
USD
Equivalent
IRS ¥84,753,361,596,088 $713,419,379,351
OIS ¥4,699,148,000,000 $39,680,893,756
Basis ¥3,041,800,000,000 $25,724,031,159
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥92,494,309,596,088$778,824,304,266
ProductVolume
CHF
USD
Equivalent
IRS CHF146,442,262,646 $156,530,235,859
OIS CHF200,000,000 $198,856,575
Basis CHF8,392,000,000 $8,650,365,154
Zeroes CHF20,126,500,000 $21,350,156,517
FRAs CHF180,000,000 $180,852,246
TotalCHF175,340,762,646$186,910,466,351
ProductVolume
AUD
USD
Equivalent
IRS $589,981,946,403 $466,467,434,163
OIS $0 $0
Basis $15,269,400,173 $12,004,439,691
Zeroes $3,708,000,000 $2,881,208,400
FRAs $0 $0
Total$608,959,346,576$481,353,082,254
ProductVolume
CAD
USD
Equivalent
IRS $431,871,708,463 $346,755,738,894
OIS $318,220,540,000 $257,626,912,288
Basis $1,400,000,000 $1,126,130,370
Zeroes $15,491,578,314 $12,228,479,118
FRAs $0 $0
Total$766,983,826,777$617,737,260,670
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK431,245,100,000 $17,500,531,614
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,000,000,000 $285,098,721
FRAs CZK209,710,000,000 $8,496,873,254
TotalCZK647,955,100,000$26,282,503,589
ProductVolume
DKK
USD
Equivalent
IRS DKK166,665,064,054 $25,123,893,986
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK79,862,500,000 $12,065,583,856
TotalDKK246,527,564,054$37,189,477,842
ProductVolume
HKD
USD
Equivalent
IRS HKD186,208,130,505 $24,006,714,860
OIS HKD0 $0
Basis HKD500,000,000 $64,491,581
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD186,708,130,505$24,071,206,441
ProductVolume
HUF
USD
Equivalent
IRS HUF6,634,101,722,396 $24,196,786,034
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF16,873,152,000,000 $61,141,445,222
TotalHUF23,507,253,722,396$85,338,231,256
ProductVolume
NOK
USD
Equivalent
IRS NOK152,678,450,186 $19,631,600,479
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK8,651,000,000 $1,131,692,075
FRAs NOK956,213,053,000 $121,824,717,160
TotalNOK1,117,542,503,186$142,588,009,714
ProductVolume
NZD
USD
Equivalent
IRS NZD297,809,383,747 $223,651,682,841
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,944,808,500 $2,223,488,799
FRAs NZD0 $0
TotalNZD300,754,192,247$225,875,171,640
ProductVolume
PLN
USD
Equivalent
IRS PLN221,375,115,000 $59,109,383,606
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,470,000,000 $1,214,826,717
FRAs PLN114,471,000,000 $30,725,579,036
TotalPLN340,316,115,000$91,049,789,359
ProductVolume
SEK
USD
Equivalent
IRS SEK1,120,552,238,891 $134,278,236,018
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK28,205,000,000 $3,376,000,448
FRAs SEK1,908,236,246,000 $226,083,589,806
TotalSEK3,056,993,484,891$363,737,826,272
ProductVolume
SGD
USD
Equivalent
IRS SGD99,612,141,462 $73,514,493,257
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD520,000,000 $389,090,501
FRAs SGD0 $0
TotalSGD100,132,141,462$73,903,583,758
ProductVolume
ZAR
USD
Equivalent
IRS ZAR488,685,366,482 $41,519,459,281
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR488,685,366,482$41,519,459,281
ProductUSD
Equivalent
IRS$7,668,608,571,805
OIS$10,403,020,586,909
Basis$175,677,194,266
Zeroes$175,401,091,787
FRAs$3,467,020,057,480
Total$21,889,727,502,247
Show:
ProductUSD
Equivalent
IRS $2,649,455,148,144
OIS $1,021,815,103,508
Basis $244,764,494,423
Zeroes $54,368,328,337
FRAs $437,232,800,000
Total$4,407,635,874,412
ProductVolume
EUR
USD
Equivalent
IRS €1,316,013,923,713 $1,432,941,760,835
OIS €1,526,312,622,960 $1,661,925,499,510
Basis €30,291,742,883 $32,983,164,239
Zeroes €209,305,122,964 $227,901,883,140
FRAs €487,663,500,000 $530,992,401,975
Total€3,569,586,912,520$3,886,744,709,699
ProductVolume
GBP
USD
Equivalent
IRS £256,367,273,181 $381,410,410,676
OIS £594,970,002,000 $885,166,620,476
Basis £12,843,550,000 $19,107,991,513
Zeroes £15,582,305,160 $23,182,574,502
FRAs £38,343,000,000 $57,044,798,250
Total£918,106,130,341$1,365,912,395,417
ProductVolume
JPY
USD
Equivalent
IRS ¥45,668,442,199,998 $383,333,547,656
OIS ¥2,950,538,000,000 $24,766,340,706
Basis ¥911,420,000,000 $7,650,312,670
Zeroes ¥21,200,000,000 $177,949,385
FRAs ¥0 $0
Total¥49,551,600,199,998$415,928,150,417
ProductVolume
CHF
USD
Equivalent
IRS CHF150,708,522,781 $156,775,744,077
OIS CHF2,567,500,000 $2,670,862,374
Basis CHF14,628,050,000 $15,216,945,803
Zeroes CHF8,848,500,000 $9,204,722,771
FRAs CHF2,505,000,000 $2,605,846,250
TotalCHF179,257,572,781$186,474,121,275
ProductVolume
AUD
USD
Equivalent
IRS $994,702,926,262 $771,093,708,438
OIS $0 $0
Basis $69,113,350,173 $53,576,669,054
Zeroes $4,107,000,000 $3,183,746,400
FRAs $0 $0
Total$1,067,923,276,435$827,854,123,892
ProductVolume
CAD
USD
Equivalent
IRS $535,412,248,910 $424,728,104,799
OIS $168,805,750,000 $133,909,051,245
Basis $4,931,500,000 $3,912,026,019
Zeroes $65,235,902,000 $51,749,882,596
FRAs $0 $0
Total$774,385,400,910$614,299,064,659
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK522,734,305,268 $20,711,371,499
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK143,400,000,000 $5,681,683,109
TotalCZK666,134,305,268$26,393,054,608
ProductVolume
DKK
USD
Equivalent
IRS DKK345,463,656,317 $50,362,804,332
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK2,237,000,000 $326,117,064
FRAs DKK39,862,500,000 $5,811,283,621
TotalDKK387,563,156,317$56,500,205,017
ProductVolume
HKD
USD
Equivalent
IRS HKD254,112,594,272 $32,773,920,716
OIS HKD0 $0
Basis HKD3,800,000,000 $490,101,245
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD257,912,594,272$33,264,021,961
ProductVolume
HUF
USD
Equivalent
IRS HUF6,897,216,830,000 $25,016,201,190
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF13,040,212,000,000 $47,296,840,884
TotalHUF19,937,428,830,000$72,313,042,074
ProductVolume
NOK
USD
Equivalent
IRS NOK258,336,964,260 $32,391,725,087
OIS NOK0 $0
Basis NOK995,000,000 $124,758,633
Zeroes NOK18,723,000,000 $2,347,593,851
FRAs NOK528,388,600,000 $66,252,300,825
TotalNOK806,443,564,260$101,116,378,396
ProductVolume
NZD
USD
Equivalent
IRS NZD729,413,686,633 $551,728,512,569
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,881,808,500 $2,936,199,949
FRAs NZD0 $0
TotalNZD733,295,495,133$554,664,712,518
ProductVolume
PLN
USD
Equivalent
IRS PLN143,375,662,000 $38,089,784,413
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,370,000,000 $363,959,991
FRAs PLN87,464,000,000 $23,236,055,949
TotalPLN232,209,662,000$61,689,800,353
ProductVolume
SEK
USD
Equivalent
IRS SEK1,396,499,914,848 $162,682,593,002
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK58,350,000,000 $6,797,371,916
FRAs SEK1,413,153,600,000 $164,622,632,278
TotalSEK2,868,003,514,848$334,102,597,196
ProductVolume
SGD
USD
Equivalent
IRS SGD212,304,718,636 $155,023,525,839
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD520,000,000 $379,700,621
FRAs SGD0 $0
TotalSGD212,824,718,636$155,403,226,460
ProductVolume
ZAR
USD
Equivalent
IRS ZAR435,833,636,322 $36,183,780,517
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR435,833,636,322$36,183,780,517
ProductUSD
Equivalent
IRS$7,304,702,643,789
OIS$3,730,253,477,819
Basis$377,826,463,599
Zeroes$382,920,030,523
FRAs$1,340,776,643,141
Total$13,136,479,258,871

Figures as of COB Mar 27, 2015.

Notional Outstanding by Product

As of COB Mar 27, 2015

Daily Notional by Tenor
 

As of COB Mar 27, 2015

Notional Outstanding by Tenor
 

As of COB Mar 27, 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
$436,273,385,480
$4,492,707,175,903
$49,380,297,120,612
$104,533,590,413,652
EUR
€352,625,420,758
€2,479,784,599,940
€48,969,201,759,464
€93,565,900,221,648
GBP
£111,403,968,746
£679,416,906,947
£12,510,957,689,852
£28,657,050,479,845
JPY
¥7,193,294,628,000
¥28,555,487,534,000
¥452,027,442,439,582
¥2,288,143,408,192,920
CHF
CHF5,439,209,293
CHF52,260,113,293
CHF1,069,803,901,293
CHF4,336,816,142,077
AUD
$36,572,274,000
$185,135,960,346
$2,228,392,246,097
$11,300,563,181,006
CAD
$76,678,134,000
$280,214,771,000
$3,058,819,156,090
$11,175,611,552,560
Other*
Show All
Hide
$70,691,585,786
$385,752,307,073
$4,583,945,193,724
$14,328,219,969,738
CZK
CZK9,186,000,000
CZK136,437,556,000
CZK2,421,099,242,962
CZK9,864,763,011,710
DKK
DKK31,307,500,000
DKK102,962,900,000
DKK1,247,902,812,454
DKK3,611,743,176,447
HKD
HKD33,800,014,078
HKD77,542,600,000
HKD1,451,486,240,847
HKD7,982,418,095,225
HUF
HUF3,048,424,000,000
HUF7,778,325,605,374
HUF89,279,488,124,724
HUF228,047,288,717,358
NOK
NOK80,460,000,000
NOK482,114,198,000
NOK5,317,957,688,372
NOK13,728,252,455,297
NZD
NZD8,085,380,000
NZD34,482,872,000
NZD869,495,273,874
NZD3,389,351,611,292
PLN
PLN16,364,420,000
PLN286,572,644,122
PLN1,971,849,763,796
PLN5,431,978,684,982
SEK
SEK178,209,400,000
SEK999,152,312,000
SEK11,335,338,411,782
SEK31,211,296,604,729
SGD
SGD7,763,620,000
SGD34,708,034,000
SGD495,577,034,238
SGD1,659,306,533,170
ZAR
ZAR40,552,000,000
ZAR244,411,600,000
ZAR2,333,434,310,877
ZAR11,786,691,374,914
Total in USD$1,211,877,476,095$9,257,317,329,434$137,434,129,495,455$304,718,790,486,585

Figures as of COB Mar 27, 2015. Weekly figures as of COB Mar 27, 2015. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $184,409,328,800
OIS $84,318,800,000
Basis $18,803,060,000
Zeroes $1,952,196,680
FRAs $146,790,000,000
Total$436,273,385,480
ProductVolume
EUR
USD
Equivalent
IRS €127,159,305,838 $138,457,410,161
OIS €158,541,800,000 $172,628,238,930
Basis €1,000,000,000 $1,088,850,000
Zeroes €9,324,314,920 $10,152,780,301
FRAs €56,600,000,000 $61,628,910,000
Total€352,625,420,758$383,956,189,392
ProductVolume
GBP
USD
Equivalent
IRS £27,891,947,360 $41,496,244,684
OIS £69,549,400,000 $103,472,119,850
Basis £4,183,600,000 $6,224,150,900
Zeroes £779,021,386 $1,158,989,066
FRAs £9,000,000,000 $13,389,750,000
Total£111,403,968,746$165,741,254,500
ProductVolume
JPY
USD
Equivalent
IRS ¥7,176,294,628,000 $60,236,661,166
OIS ¥0 $0
Basis ¥17,000,000,000 $142,695,262
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥7,193,294,628,000$60,379,356,428
ProductVolume
CHF
USD
Equivalent
IRS CHF4,287,209,293 $4,459,803,696
OIS CHF50,000,000 $52,012,899
Basis CHF300,000,000 $312,077,395
Zeroes CHF802,000,000 $834,286,903
FRAs CHF0 $0
TotalCHF5,439,209,293$5,658,180,893
ProductVolume
AUD
USD
Equivalent
IRS $35,800,274,000 $27,752,372,405
OIS $0 $0
Basis $772,000,000 $598,454,400
Zeroes $0 $0
FRAs $0 $0
Total$36,572,274,000$28,350,826,805
ProductVolume
CAD
USD
Equivalent
IRS $27,809,600,000 $22,060,606,061
OIS $48,868,534,000 $38,766,090,750
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$76,678,134,000$60,826,696,811
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,186,000,000 $363,960,537
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK9,186,000,000$363,960,537
ProductVolume
DKK
USD
Equivalent
IRS DKK31,307,500,000 $4,564,108,171
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK31,307,500,000$4,564,108,171
ProductVolume
HKD
USD
Equivalent
IRS HKD33,800,014,078 $4,359,323,412
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD33,800,014,078$4,359,323,412
ProductVolume
HUF
USD
Equivalent
IRS HUF271,900,000,000 $986,181,132
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,776,524,000,000 $10,070,450,836
TotalHUF3,048,424,000,000$11,056,631,968
ProductVolume
NOK
USD
Equivalent
IRS NOK7,460,000,000 $935,376,282
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK73,000,000,000 $9,153,145,924
TotalNOK80,460,000,000$10,088,522,206
ProductVolume
NZD
USD
Equivalent
IRS NZD8,085,380,000 $6,115,781,432
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD8,085,380,000$6,115,781,432
ProductVolume
PLN
USD
Equivalent
IRS PLN16,364,420,000 $4,347,440,989
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN16,364,420,000$4,347,440,989
ProductVolume
SEK
USD
Equivalent
IRS SEK44,209,400,000 $5,150,089,700
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK134,000,000,000 $15,610,074,323
TotalSEK178,209,400,000$20,760,164,023
ProductVolume
SGD
USD
Equivalent
IRS SGD7,763,620,000 $5,668,944,870
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD7,763,620,000$5,668,944,870
ProductVolume
ZAR
USD
Equivalent
IRS ZAR40,552,000,000 $3,366,708,178
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR40,552,000,000$3,366,708,178
ProductUSD
Equivalent
IRS$514,730,341,676
OIS$399,237,262,429
Basis$27,169,287,957
Zeroes$14,098,252,950
FRAs$256,642,331,083
Total$1,211,877,476,095
Show:
ProductUSD
Equivalent
IRS $1,054,320,433,592
OIS $754,652,140,000
Basis $125,408,098,000
Zeroes $4,656,504,311
FRAs $2,553,670,000,000
Total$4,492,707,175,903
ProductVolume
EUR
USD
Equivalent
IRS €724,587,065,512 $791,302,083,136
OIS €606,246,461,920 $662,158,235,284
Basis €1,230,000,000 $1,339,754,500
Zeroes €18,199,072,508 $19,866,214,098
FRAs €1,129,522,000,000 $1,231,602,986,300
Total€2,479,784,599,940$2,706,269,273,318
ProductVolume
GBP
USD
Equivalent
IRS £147,630,124,124 $219,583,974,217
OIS £297,050,514,000 $442,062,596,082
Basis £21,952,332,359 $32,654,690,691
Zeroes £1,817,936,464 $2,708,403,018
FRAs £210,966,000,000 $313,432,517,500
Total£679,416,906,947$1,010,442,181,508
ProductVolume
JPY
USD
Equivalent
IRS ¥26,821,675,534,000 $224,665,051,383
OIS ¥803,600,000,000 $6,727,255,978
Basis ¥830,212,000,000 $6,944,264,437
Zeroes ¥100,000,000,000 $836,995,187
FRAs ¥0 $0
Total¥28,555,487,534,000$239,173,566,985
ProductVolume
CHF
USD
Equivalent
IRS CHF16,508,113,293 $17,166,653,764
OIS CHF150,000,000 $156,337,139
Basis CHF1,596,000,000 $1,659,798,525
Zeroes CHF13,982,000,000 $14,529,015,419
FRAs CHF20,024,000,000 $20,784,849,827
TotalCHF52,260,113,293$54,296,654,674
ProductVolume
AUD
USD
Equivalent
IRS $152,670,360,000 $119,549,432,788
OIS $0 $0
Basis $27,265,600,346 $21,409,229,311
Zeroes $5,200,000,000 $4,095,520,000
FRAs $0 $0
Total$185,135,960,346$145,054,182,099
ProductVolume
CAD
USD
Equivalent
IRS $167,164,903,000 $133,483,242,496
OIS $107,549,868,000 $85,743,341,465
Basis $500,000,000 $399,750,687
Zeroes $5,000,000,000 $3,995,653,226
FRAs $0 $0
Total$280,214,771,000$223,621,987,874
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK120,437,556,000 $4,803,232,999
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK16,000,000,000 $636,066,230
TotalCZK136,437,556,000$5,439,299,229
ProductVolume
DKK
USD
Equivalent
IRS DKK66,962,900,000 $9,773,556,800
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK36,000,000,000 $5,271,192,884
TotalDKK102,962,900,000$15,044,749,684
ProductVolume
HKD
USD
Equivalent
IRS HKD77,542,600,000 $9,999,184,509
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD77,542,600,000$9,999,184,509
ProductVolume
HUF
USD
Equivalent
IRS HUF1,859,901,605,374 $6,763,414,645
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF5,918,424,000,000 $21,531,853,996
TotalHUF7,778,325,605,374$28,295,268,641
ProductVolume
NOK
USD
Equivalent
IRS NOK93,114,198,000 $11,827,632,272
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK389,000,000,000 $49,280,838,641
TotalNOK482,114,198,000$61,108,470,913
ProductVolume
NZD
USD
Equivalent
IRS NZD34,482,872,000 $26,233,996,588
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD34,482,872,000$26,233,996,588
ProductVolume
PLN
USD
Equivalent
IRS PLN155,716,644,122 $41,520,788,201
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,500,000,000 $402,657,540
FRAs PLN129,356,000,000 $34,685,528,573
TotalPLN286,572,644,122$76,608,974,314
ProductVolume
SEK
USD
Equivalent
IRS SEK201,194,312,000 $23,570,868,609
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK797,958,000,000 $93,600,543,978
TotalSEK999,152,312,000$117,171,412,587
ProductVolume
SGD
USD
Equivalent
IRS SGD34,408,034,000 $25,136,089,256
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD300,000,000 $219,571,104
FRAs SGD0 $0
TotalSGD34,708,034,000$25,355,660,360
ProductVolume
ZAR
USD
Equivalent
IRS ZAR244,411,600,000 $20,495,290,248
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR244,411,600,000$20,495,290,248
ProductUSD
Equivalent
IRS$2,740,194,925,503
OIS$1,951,499,905,948
Basis$189,815,586,151
Zeroes$51,310,533,903
FRAs$4,324,496,377,929
Total$9,257,317,329,434
Show:
ProductUSD
Equivalent
IRS $14,971,696,262,608
OIS $8,635,073,754,474
Basis $1,362,933,055,465
Zeroes $224,836,848,065
FRAs $24,185,757,200,000
Total$49,380,297,120,612
ProductVolume
EUR
USD
Equivalent
IRS €12,948,341,770,757 $14,614,917,740,883
OIS €18,205,216,721,920 $20,594,973,669,512
Basis €20,122,329,013 $22,809,023,955
Zeroes €607,154,937,774 $684,490,826,782
FRAs €17,188,366,000,000 $19,440,344,294,850
Total€48,969,201,759,464$55,357,535,555,982
ProductVolume
GBP
USD
Equivalent
IRS £2,186,564,494,686 $3,314,020,315,327
OIS £5,275,610,401,513 $7,990,409,647,781
Basis £407,578,991,843 $618,932,123,564
Zeroes £40,033,001,810 $60,567,607,128
FRAs £4,601,170,800,000 $6,977,415,936,000
Total£12,510,957,689,852$18,961,345,629,800
ProductVolume
JPY
USD
Equivalent
IRS ¥411,556,924,439,582 $3,461,393,237,760
OIS ¥15,974,576,000,000 $134,759,775,278
Basis ¥19,802,542,000,000 $166,606,918,081
Zeroes ¥4,543,400,000,000 $38,097,293,342
FRAs ¥150,000,000,000 $1,253,626,314
Total¥452,027,442,439,582$3,802,110,850,775
ProductVolume
CHF
USD
Equivalent
IRS CHF499,279,901,293 $532,217,288,834
OIS CHF28,790,000,000 $30,579,007,049
Basis CHF56,513,000,000 $58,853,352,750
Zeroes CHF44,253,000,000 $47,150,510,430
FRAs CHF440,968,000,000 $460,993,312,774
TotalCHF1,069,803,901,293$1,129,793,471,837
ProductVolume
AUD
USD
Equivalent
IRS $2,006,389,245,751 $1,581,370,686,281
OIS $0 $0
Basis $200,477,400,346 $157,416,965,371
Zeroes $21,525,600,000 $16,813,190,640
FRAs $0 $0
Total$2,228,392,246,097$1,755,600,842,292
ProductVolume
CAD
USD
Equivalent
IRS $1,932,043,265,462 $1,555,509,259,530
OIS $982,460,080,000 $792,759,786,772
Basis $43,650,600,000 $34,977,501,204
Zeroes $100,665,210,628 $80,254,282,927
FRAs $0 $0
Total$3,058,819,156,090$2,463,500,830,433
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,721,651,242,962 $69,899,131,632
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK14,000,000,000 $570,197,443
FRAs CZK685,448,000,000 $27,778,281,304
TotalCZK2,421,099,242,962$98,247,610,379
ProductVolume
DKK
USD
Equivalent
IRS DKK740,983,812,454 $112,116,433,240
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,940,000,000 $753,455,307
FRAs DKK501,979,000,000 $76,310,025,087
TotalDKK1,247,902,812,454$189,179,913,634
ProductVolume
HKD
USD
Equivalent
IRS HKD1,450,346,240,847 $187,013,803,683
OIS HKD0 $0
Basis HKD1,140,000,000 $147,041,968
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,451,486,240,847$187,160,845,651
ProductVolume
HUF
USD
Equivalent
IRS HUF26,324,484,124,724 $95,971,843,690
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF62,955,004,000,000 $228,562,205,994
TotalHUF89,279,488,124,724$324,534,049,684
ProductVolume
NOK
USD
Equivalent
IRS NOK983,361,582,372 $126,263,804,862
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK17,302,000,000 $2,263,384,151
FRAs NOK4,317,294,106,000 $553,715,773,955
TotalNOK5,317,957,688,372$682,242,962,968
ProductVolume
NZD
USD
Equivalent
IRS NZD864,741,456,874 $650,177,934,517
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD4,753,817,000 $3,553,971,787
FRAs NZD0 $0
TotalNZD869,495,273,874$653,731,906,304
ProductVolume
PLN
USD
Equivalent
IRS PLN913,867,763,796 $244,628,841,999
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN8,940,000,000 $2,429,653,435
FRAs PLN1,049,042,000,000 $281,634,676,517
TotalPLN1,971,849,763,796$528,693,171,951
ProductVolume
SEK
USD
Equivalent
IRS SEK3,844,195,919,782 $461,217,234,937
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK56,410,000,000 $6,752,000,895
FRAs SEK7,434,732,492,000 $887,844,357,871
TotalSEK11,335,338,411,782$1,355,813,593,703
ProductVolume
SGD
USD
Equivalent
IRS SGD493,537,034,238 $364,252,644,583
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD2,040,000,000 $1,522,525,912
FRAs SGD0 $0
TotalSGD495,577,034,238$365,775,170,495
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,333,434,310,877 $198,565,968,955
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR2,333,434,310,877$198,565,968,955
ProductUSD
Equivalent
IRS$42,541,232,433,321
OIS$38,178,555,640,866
Basis$2,422,675,982,358
Zeroes$1,170,055,748,244
FRAs$53,121,609,690,666
Total$137,434,129,495,455
Show:
ProductUSD
Equivalent
IRS $46,733,932,965,830
OIS $14,765,309,081,174
Basis $7,891,558,543,447
Zeroes $537,250,023,201
FRAs $34,605,539,800,000
Total$104,533,590,413,652
ProductVolume
EUR
USD
Equivalent
IRS €42,791,144,217,246 $46,593,137,380,948
OIS €21,794,802,763,888 $23,731,270,989,459
Basis €350,526,430,389 $381,670,703,729
Zeroes €1,591,377,513,752 $1,732,771,405,849
FRAs €27,038,049,296,373 $29,440,379,976,356
Total€93,565,900,221,648$101,879,230,456,341
ProductVolume
GBP
USD
Equivalent
IRS £7,762,108,952,265 $11,548,077,593,733
OIS £9,820,679,003,478 $14,610,715,187,424
Basis £2,563,928,419,466 $3,814,484,506,061
Zeroes £237,663,740,475 $353,584,229,891
FRAs £8,272,670,364,161 $12,307,665,334,281
Total£28,657,050,479,845$42,634,526,851,390
ProductVolume
JPY
USD
Equivalent
IRS ¥2,082,790,865,192,920 $17,482,611,031,124
OIS ¥25,053,076,000,000 $210,291,484,450
Basis ¥167,863,667,000,000 $1,409,020,581,693
Zeroes ¥12,385,800,000,000 $103,964,410,123
FRAs ¥50,000,000,000 $419,691,946
Total¥2,288,143,408,192,920$19,206,307,199,336
ProductVolume
CHF
USD
Equivalent
IRS CHF3,017,070,990,777 $3,138,532,186,390
OIS CHF64,896,600,000 $67,509,206,283
Basis CHF418,004,200,000 $434,832,206,387
Zeroes CHF39,382,351,300 $40,967,805,368
FRAs CHF797,462,000,000 $829,566,212,421
TotalCHF4,336,816,142,077$4,511,407,616,849
ProductVolume
AUD
USD
Equivalent
IRS $10,252,932,080,660 $7,948,072,948,928
OIS $0 $0
Basis $1,016,617,500,346 $788,081,886,268
Zeroes $31,013,600,000 $24,041,742,720
FRAs $0 $0
Total$11,300,563,181,006$8,760,196,577,916
ProductVolume
CAD
USD
Equivalent
IRS $9,048,576,129,751 $7,177,991,535,579
OIS $1,530,581,326,290 $1,214,168,908,686
Basis $260,511,995,446 $206,657,143,778
Zeroes $335,942,101,072 $266,493,813,321
FRAs $0 $0
Total$11,175,611,552,559$8,865,311,401,364
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,936,087,011,710 $354,058,679,492
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK21,200,000,000 $839,969,888
FRAs CZK907,476,000,000 $35,955,307,263
TotalCZK9,864,763,011,710$390,853,956,643
ProductVolume
DKK
USD
Equivalent
IRS DKK2,691,444,176,447 $392,367,399,438
OIS DKK0 $0
Basis DKK1,930,000,000 $281,361,615
Zeroes DKK30,014,000,000 $4,375,537,576
FRAs DKK888,355,000,000 $129,507,252,715
TotalDKK3,611,743,176,447$526,531,551,344
ProductVolume
HKD
USD
Equivalent
IRS HKD7,966,338,095,225 $1,027,450,582,992
OIS HKD0 $0
Basis HKD16,080,000,000 $2,073,902,109
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD7,982,418,095,225$1,029,524,485,101
ProductVolume
HUF
USD
Equivalent
IRS HUF120,967,334,717,358 $438,748,448,433
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF108,500,000,000 $393,529,433
FRAs HUF106,971,454,000,000 $387,985,397,700
TotalHUF228,047,288,717,358$827,127,375,566
ProductVolume
NOK
USD
Equivalent
IRS NOK5,843,139,655,297 $732,645,341,337
OIS NOK0 $0
Basis NOK39,482,800,000 $4,950,573,012
Zeroes NOK44,664,000,000 $5,600,220,679
FRAs NOK7,800,966,000,000 $978,128,495,122
TotalNOK13,728,252,455,297$1,721,324,630,150
ProductVolume
NZD
USD
Equivalent
IRS NZD3,378,980,794,292 $2,555,861,072,803
OIS NZD0 $0
Basis NZD400,000,000 $302,560,000
Zeroes NZD9,970,817,000 $7,541,925,979
FRAs NZD0 $0
TotalNZD3,389,351,611,292$2,563,705,558,782
ProductVolume
PLN
USD
Equivalent
IRS PLN3,434,916,684,982 $912,534,485,868
OIS PLN0 $0
Basis PLN674,000,000 $179,057,689
Zeroes PLN21,442,000,000 $5,696,372,355
FRAs PLN1,974,946,000,000 $524,672,502,424
TotalPLN5,431,978,684,982$1,443,082,418,336
ProductVolume
SEK
USD
Equivalent
IRS SEK16,504,316,404,729 $1,922,638,848,667
OIS SEK0 $0
Basis SEK500,000,000 $58,246,546
Zeroes SEK141,444,400,000 $16,477,295,496
FRAs SEK14,565,035,800,000 $1,696,726,054,845
TotalSEK31,211,296,604,729$3,635,900,445,554
ProductVolume
SGD
USD
Equivalent
IRS SGD1,656,666,533,170 $1,209,687,136,305
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD2,640,000,000 $1,927,710,843
FRAs SGD0 $0
TotalSGD1,659,306,533,170$1,211,614,847,148
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,786,691,374,914 $978,554,701,114
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,786,691,374,914$978,554,701,114
ProductUSD
Equivalent
IRS$151,146,902,338,981
OIS$54,599,264,857,476
Basis$14,934,151,272,334
Zeroes$3,101,925,992,722
FRAs$80,936,546,025,073
Total$304,718,790,486,586

Figures as of COB Mar 27, 2015.

Notional Outstanding by Product

As of COB Mar 27, 2015

Daily Notional by Tenor

As of COB Mar 27, 2015

Notional Outstanding by Currency

As of COB Mar 27, 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.