Business Streams

Daily Volumes SwapClear Global

  • Client Notional Cleared (USD)
    $103,136,830,143,523
    Notional Outstanding (USD)
    $402,652,669,533,709
    As of COB Apr 23, 2014
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $275,771,000,000,000
    Trades Compressed
    2,637,256
  • 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 Apr 23, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$85,965,571,203
$379,909,699,664
$7,716,982,077,613
$2,859,942,070,104
EUR
€215,883,725,632
€573,626,530,906
€14,127,322,893,182
€4,211,859,908,783
GBP
£15,136,821,500
£219,074,543,603
£2,121,868,620,309
£938,698,639,379
JPY
¥1,938,675,896,000
¥3,666,693,281,000
¥81,139,003,684,250
¥45,390,854,452,500
CHF
CHF207,843,000
CHF747,481,000
CHF37,070,292,500
CHF29,956,274,900
AUD
$10,332,428,000
$31,037,674,000
$461,100,379,248
$1,084,181,478,169
CAD
$1,465,105,000
$27,980,074,000
$897,876,861,832
$191,914,980,507
Other*
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$7,936,328,201
$29,852,280,863
$715,308,031,811
$768,502,626,285
CZK
CZK5,025,000,000
CZK500,000,000
CZK107,367,500,000
CZK143,316,957,634
DKK
DKK0
DKK1,000,000,000
DKK100,976,500,000
DKK145,562,719,823
HKD
HKD3,471,900,000
HKD11,293,900,000
HKD241,602,519,533
HKD111,071,600,000
HUF
HUF0
HUF92,180,570,000
HUF13,897,696,100,000
HUF7,444,372,820,000
NOK
NOK1,017,303,000
NOK11,061,557,000
NOK342,181,418,000
NOK332,194,319,400
NZD
NZD2,861,786,000
NZD8,014,748,000
NZD217,846,197,828
NZD370,227,644,904
PLN
PLN0
PLN7,090,190,000
PLN140,901,521,514
PLN33,430,000,000
SEK
SEK27,454,221,000
SEK92,311,668,000
SEK1,581,918,026,639
SEK1,645,527,416,193
SGD
SGD332,900,000
SGD2,383,700,000
SGD43,720,501,799
SGD50,619,427,000
ZAR
ZAR1,790,000,000
ZAR7,885,000,000
ZAR365,201,218,000
ZAR124,130,712,000
Total in USD$447,631,407,192$1,661,476,049,967$33,394,647,995,465$12,680,095,238,508

Figures as of COB Apr 23, 2014. Weekly figures as of COB Apr 18, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $84,933,592,738
OIS $1,024,610,000
Basis $0
Zeroes $7,368,465
FRAs $0
Total$85,965,571,203
ProductVolume
EUR
USD
Equivalent
IRS €18,779,025,632 $25,943,223,911
OIS €177,078,100,000 $244,633,395,150
Basis €0 $0
Zeroes €1,226,600,000 $1,694,547,900
FRAs €18,800,000,000 $25,972,200,000
Total€215,883,725,632$298,243,366,961
ProductVolume
GBP
USD
Equivalent
IRS £14,661,621,500 $24,603,667,039
OIS £158,500,000 $265,978,850
Basis £0 $0
Zeroes £316,700,000 $531,454,270
FRAs £0 $0
Total£15,136,821,500$25,401,100,159
ProductVolume
JPY
USD
Equivalent
IRS ¥1,938,675,896,000 $18,927,760,762
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥1,938,675,896,000$18,927,760,762
ProductVolume
CHF
USD
Equivalent
IRS CHF207,843,000 $235,329,484
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF207,843,000$235,329,484
ProductVolume
AUD
USD
Equivalent
IRS $10,200,428,000 $9,471,097,398
OIS $0 $0
Basis $132,000,000 $122,562,000
Zeroes $0 $0
FRAs $0 $0
Total$10,332,428,000$9,593,659,398
ProductVolume
CAD
USD
Equivalent
IRS $1,465,105,000 $1,328,291,024
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$1,465,105,000$1,328,291,024
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,025,000,000 $252,944,730
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK5,025,000,000$252,944,730
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD3,471,900,000 $447,819,526
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD3,471,900,000$447,819,526
ProductVolume
HUF
USD
Equivalent
IRS HUF0 $0
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK1,017,303,000 $169,680,588
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK1,017,303,000$169,680,588
ProductVolume
NZD
USD
Equivalent
IRS NZD2,861,786,000 $2,457,272,549
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD2,861,786,000$2,457,272,549
ProductVolume
PLN
USD
Equivalent
IRS PLN0 $0
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
TotalPLN0$0
ProductVolume
SEK
USD
Equivalent
IRS SEK2,354,221,000 $357,988,367
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK25,100,000,000 $3,816,764,874
TotalSEK27,454,221,000$4,174,753,241
ProductVolume
SGD
USD
Equivalent
IRS SGD332,900,000 $265,005,572
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD332,900,000$265,005,572
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,790,000,000 $168,851,995
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR1,790,000,000$168,851,995
ProductUSD
Equivalent
IRS$169,562,525,683
OIS$245,923,984,000
Basis$122,562,000
Zeroes$2,233,370,635
FRAs$29,788,964,874
Total$447,631,407,192
Show:
ProductUSD
Equivalent
IRS $349,148,055,000
OIS $28,783,608,000
Basis $821,700,000
Zeroes $1,056,336,664
FRAs $100,000,000
Total$379,909,699,664
ProductVolume
EUR
USD
Equivalent
IRS €68,274,636,600 $94,355,949,088
OIS €429,637,894,306 $593,764,952,386
Basis €0 $0
Zeroes €5,063,000,000 $6,997,057,950
FRAs €70,651,000,000 $97,641,970,800
Total€573,626,530,906$792,759,930,224
ProductVolume
GBP
USD
Equivalent
IRS £40,079,836,500 $67,267,720,474
OIS £178,012,500,000 $298,637,762,475
Basis £0 $0
Zeroes £982,207,103 $1,647,943,338
FRAs £0 $0
Total£219,074,543,603$367,553,426,287
ProductVolume
JPY
USD
Equivalent
IRS ¥3,566,693,281,000 $35,024,956,237
OIS ¥0 $0
Basis ¥100,000,000,000 $983,042,517
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥3,666,693,281,000$36,007,998,754
ProductVolume
CHF
USD
Equivalent
IRS CHF722,481,000 $821,264,738
OIS CHF25,000,000 $28,418,779
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF747,481,000$849,683,517
ProductVolume
AUD
USD
Equivalent
IRS $29,079,674,000 $27,264,964,839
OIS $0 $0
Basis $1,608,000,000 $1,504,504,500
Zeroes $350,000,000 $329,455,000
FRAs $0 $0
Total$31,037,674,000$29,098,924,339
ProductVolume
CAD
USD
Equivalent
IRS $18,630,074,000 $16,950,626,526
OIS $8,400,000,000 $7,628,388,503
Basis $0 $0
Zeroes $950,000,000 $865,091,290
FRAs $0 $0
Total$27,980,074,000$25,444,106,319
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK500,000,000 $25,159,765
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK500,000,000$25,159,765
ProductVolume
DKK
USD
Equivalent
IRS DKK1,000,000,000 $185,096,065
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK1,000,000,000$185,096,065
ProductVolume
HKD
USD
Equivalent
IRS HKD11,293,900,000 $1,456,570,407
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD11,293,900,000$1,456,570,407
ProductVolume
HUF
USD
Equivalent
IRS HUF92,180,570,000 $413,347,939
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF92,180,570,000$413,347,939
ProductVolume
NOK
USD
Equivalent
IRS NOK1,061,557,000 $178,065,007
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,000,000,000 $1,675,244,165
TotalNOK11,061,557,000$1,853,309,172
ProductVolume
NZD
USD
Equivalent
IRS NZD8,014,748,000 $6,909,422,055
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD8,014,748,000$6,909,422,055
ProductVolume
PLN
USD
Equivalent
IRS PLN1,090,190,000 $360,003,610
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,000,000,000 $1,977,782,905
TotalPLN7,090,190,000$2,337,786,515
ProductVolume
SEK
USD
Equivalent
IRS SEK35,811,668,000 $5,443,127,723
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK56,500,000,000 $8,579,526,452
TotalSEK92,311,668,000$14,022,654,175
ProductVolume
SGD
USD
Equivalent
IRS SGD2,383,700,000 $1,903,410,489
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,383,700,000$1,903,410,489
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,885,000,000 $745,524,281
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR7,885,000,000$745,524,281
ProductUSD
Equivalent
IRS$608,453,264,243
OIS$928,843,130,143
Basis$3,309,247,017
Zeroes$10,895,884,242
FRAs$109,974,524,322
Total$1,661,476,049,967
Show:
ProductUSD
Equivalent
IRS $6,271,878,501,059
OIS $946,770,371,000
Basis $89,245,000,000
Zeroes $39,342,205,554
FRAs $369,746,000,000
Total$7,716,982,077,613
ProductVolume
EUR
USD
Equivalent
IRS €1,570,474,552,816 $2,154,973,369,892
OIS €11,512,375,039,187 $15,790,269,660,871
Basis €1,060,142,883 $1,448,632,972
Zeroes €94,299,358,296 $130,355,201,781
FRAs €949,113,800,000 $1,301,951,103,380
Total€14,127,322,893,182$19,378,997,968,896
ProductVolume
GBP
USD
Equivalent
IRS £513,102,774,906 $851,501,119,671
OIS £1,468,743,256,750 $2,437,058,310,070
Basis £56,380,000,000 $93,776,075,880
Zeroes £4,477,088,653 $7,448,148,066
FRAs £79,165,500,000 $131,598,416,325
Total£2,121,868,620,309$3,521,382,070,012
ProductVolume
JPY
USD
Equivalent
IRS ¥78,122,923,684,250 $760,349,936,994
OIS ¥0 $0
Basis ¥2,716,080,000,000 $26,230,397,028
Zeroes ¥300,000,000,000 $2,881,361,811
FRAs ¥0 $0
Total¥81,139,003,684,250$789,461,695,833
ProductVolume
CHF
USD
Equivalent
IRS CHF36,765,292,500 $41,198,073,008
OIS CHF275,000,000 $310,932,954
Basis CHF30,000,000 $33,792,048
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF37,070,292,500$41,542,798,010
ProductVolume
AUD
USD
Equivalent
IRS $427,227,629,248 $386,838,440,359
OIS $0 $0
Basis $26,772,750,000 $24,427,996,388
Zeroes $7,100,000,000 $6,425,505,000
FRAs $0 $0
Total$461,100,379,248$417,691,941,747
ProductVolume
CAD
USD
Equivalent
IRS $426,204,928,500 $386,030,766,380
OIS $430,435,033,332 $389,844,195,691
Basis $0 $0
Zeroes $41,236,900,000 $37,406,449,472
FRAs $0 $0
Total$897,876,861,832$813,281,411,543
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK103,367,500,000 $5,175,909,500
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK2,000,000,000 $100,297,136
TotalCZK107,367,500,000$5,375,877,721
ProductVolume
DKK
USD
Equivalent
IRS DKK95,476,500,000 $17,433,103,629
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,923,849
FRAs DKK5,000,000,000 $917,038,029
TotalDKK100,976,500,000$18,443,065,507
ProductVolume
HKD
USD
Equivalent
IRS HKD241,602,519,533 $31,139,495,116
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD241,602,519,533$31,139,495,116
ProductVolume
HUF
USD
Equivalent
IRS HUF3,800,536,100,000 $16,846,225,499
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,000,000,000 $203,314,917
FRAs HUF10,051,160,000,000 $44,573,701,370
TotalHUF13,897,696,100,000$61,623,241,786
ProductVolume
NOK
USD
Equivalent
IRS NOK70,450,418,000 $11,568,108,303
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK269,850,000,000 $44,494,341,976
TotalNOK342,181,418,000$56,374,934,170
ProductVolume
NZD
USD
Equivalent
IRS NZD212,325,197,828 $179,264,919,159
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD5,521,000,000 $4,712,921,750
FRAs NZD0 $0
TotalNZD217,846,197,828$183,977,840,909
ProductVolume
PLN
USD
Equivalent
IRS PLN61,669,021,514 $20,210,622,684
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN440,000,000 $145,167,792
FRAs PLN78,792,500,000 $25,842,471,881
TotalPLN140,901,521,514$46,198,262,357
ProductVolume
SEK
USD
Equivalent
IRS SEK635,078,026,639 $98,097,416,014
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK946,840,000,000 $145,919,294,882
TotalSEK1,581,918,026,639$244,016,710,896
ProductVolume
SGD
USD
Equivalent
IRS SGD43,720,501,799 $34,544,857,868
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD43,720,501,799$34,544,857,868
ProductVolume
ZAR
USD
Equivalent
IRS ZAR365,201,218,000 $33,613,745,481
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR365,201,218,000$33,613,745,481
ProductUSD
Equivalent
IRS$11,300,664,610,616
OIS$19,564,253,470,586
Basis$235,161,894,316
Zeroes$229,425,354,968
FRAs$2,065,142,664,979
Total$33,394,647,995,465
Show:
ProductUSD
Equivalent
IRS $2,295,548,385,461
OIS $275,357,796,000
Basis $155,363,200,000
Zeroes $37,050,568,642
FRAs $96,622,120,000
Total$2,859,942,070,103
ProductVolume
EUR
USD
Equivalent
IRS €1,072,557,615,862 $1,481,738,346,313
OIS €2,606,093,491,076 $3,600,318,157,921
Basis €3,806,142,883 $5,258,186,393
Zeroes €96,501,658,961 $133,317,041,856
FRAs €432,901,000,000 $598,052,731,500
Total€4,211,859,908,782$5,818,684,463,983
ProductVolume
GBP
USD
Equivalent
IRS £282,698,347,938 $474,396,097,674
OIS £557,290,535,000 $935,189,246,784
Basis £25,006,950,000 $41,964,162,795
Zeroes £11,616,306,441 $19,493,323,840
FRAs £62,086,500,000 $104,187,355,650
Total£938,698,639,379$1,575,230,186,743
ProductVolume
JPY
USD
Equivalent
IRS ¥41,330,874,452,500 $403,523,304,393
OIS ¥0 $0
Basis ¥3,719,980,000,000 $36,319,062,729
Zeroes ¥340,000,000,000 $3,319,502,075
FRAs ¥0 $0
Total¥45,390,854,452,500$443,161,869,197
ProductVolume
CHF
USD
Equivalent
IRS CHF29,609,774,900 $33,525,560,349
OIS CHF275,000,000 $311,367,754
Basis CHF71,500,000 $80,955,616
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF29,956,274,900$33,917,883,719
ProductVolume
AUD
USD
Equivalent
IRS $983,745,728,169 $913,407,908,605
OIS $0 $0
Basis $93,462,750,000 $86,780,163,375
Zeroes $6,973,000,000 $6,474,430,500
FRAs $0 $0
Total$1,084,181,478,169$1,006,662,502,480
ProductVolume
CAD
USD
Equivalent
IRS $102,240,080,507 $92,692,729,380
OIS $74,313,000,000 $67,373,526,745
Basis $3,097,500,000 $2,808,250,227
Zeroes $12,264,400,000 $11,119,129,646
FRAs $0 $0
Total$191,914,980,507$173,993,635,998
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK141,316,957,634 $7,113,508,388
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,000,000,000 $100,674,519
TotalCZK143,316,957,634$7,214,182,907
ProductVolume
DKK
USD
Equivalent
IRS DKK132,562,719,823 $24,529,119,372
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,518,920
FRAs DKK12,500,000,000 $2,312,973,003
TotalDKK145,562,719,823$26,934,611,295
ProductVolume
HKD
USD
Equivalent
IRS HKD111,071,600,000 $14,326,458,487
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD111,071,600,000$14,326,458,487
ProductVolume
HUF
USD
Equivalent
IRS HUF2,914,712,820,000 $13,104,544,645
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,529,660,000,000 $20,365,344,843
TotalHUF7,444,372,820,000$33,469,889,488
ProductVolume
NOK
USD
Equivalent
IRS NOK63,023,319,400 $10,511,945,725
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,371,000,000 $228,675,318
FRAs NOK267,800,000,000 $44,667,578,477
TotalNOK332,194,319,400$55,408,199,520
ProductVolume
NZD
USD
Equivalent
IRS NZD367,072,644,904 $315,186,926,546
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,155,000,000 $2,709,040,750
FRAs NZD0 $0
TotalNZD370,227,644,904$317,895,967,296
ProductVolume
PLN
USD
Equivalent
IRS PLN15,355,000,000 $5,064,230,471
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN100,000,000 $32,980,986
FRAs PLN17,975,000,000 $5,928,332,316
TotalPLN33,430,000,000$11,025,543,773
ProductVolume
SEK
USD
Equivalent
IRS SEK504,657,416,193 $76,739,390,411
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,140,870,000,000 $173,483,368,181
TotalSEK1,645,527,416,193$250,222,758,592
ProductVolume
SGD
USD
Equivalent
IRS SGD50,569,427,000 $40,255,872,473
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD50,000,000 $39,802,579
FRAs SGD0 $0
TotalSGD50,619,427,000$40,295,675,052
ProductVolume
ZAR
USD
Equivalent
IRS ZAR124,130,712,000 $11,709,339,874
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR124,130,712,000$11,709,339,874
ProductUSD
Equivalent
IRS$6,213,373,668,567
OIS$4,878,550,095,204
Basis$328,573,981,135
Zeroes$213,877,015,112
FRAs$1,045,720,478,489
Total$12,680,095,238,507

Figures as of COB Apr 23, 2014.

Notional Outstanding by Product

As of COB Apr 23, 2014

Daily Notional by Tenor
 

As of COB Apr 23, 2014

Notional Outstanding by Tenor
 

As of COB Apr 23, 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
$1,049,906,186,406
$2,553,032,773,819
$50,880,839,329,999
$114,495,356,700,870
EUR
€1,467,008,788,864
€3,704,274,793,602
€82,659,359,399,112
€130,221,965,648,386
GBP
£143,919,251,136
£940,560,004,090
£14,457,649,401,425
£30,238,557,425,574
JPY
¥9,422,291,792,000
¥19,013,152,044,000
¥469,490,438,852,691
¥2,160,788,350,355,995
CHF
CHF17,872,366,000
CHF125,095,110,000
CHF1,516,415,631,900
CHF4,724,787,716,396
AUD
$36,258,656,000
$94,797,348,000
$1,905,153,963,379
$8,249,617,921,140
CAD
$14,637,874,000
$98,550,386,000
$4,334,968,044,567
$10,273,447,332,636
Other*
Show All
Hide
$40,160,881,181
$262,181,865,652
$5,029,007,513,459
$14,092,556,293,870
CZK
CZK10,698,000,000
CZK17,693,000,000
CZK1,265,823,312,654
CZK7,639,234,110,028
DKK
DKK2,000,000,000
DKK3,996,000,000
DKK852,119,143,104
DKK2,516,559,614,630
HKD
HKD20,641,800,000
HKD88,303,800,000
HKD1,585,580,029,066
HKD6,451,636,940,708
HUF
HUF423,200,000,000
HUF3,407,687,140,000
HUF113,355,538,553,794
HUF211,327,219,095,376
NOK
NOK3,470,428,000
NOK79,613,792,000
NOK3,351,931,003,006
NOK8,820,701,993,725
NZD
NZD5,897,072,000
NZD28,701,636,000
NZD619,664,388,128
NZD2,100,830,492,603
PLN
PLN15,329,700,000
PLN105,992,440,000
PLN1,966,400,435,954
PLN4,609,097,229,956
SEK
SEK124,199,064,000
SEK955,206,373,878
SEK12,376,946,422,070
SEK32,514,938,042,830
SGD
SGD3,943,000,000
SGD12,913,600,000
SGD283,288,021,962
SGD793,644,852,012
ZAR
ZAR20,820,800,000
ZAR56,698,000,000
ZAR2,691,910,922,074
ZAR11,541,795,115,938
Total in USD$3,517,415,762,391$10,018,662,449,034$205,140,937,671,896$402,652,669,533,709

Figures as of COB Apr 23, 2014. Weekly figures as of COB Apr 18, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $318,735,373,476
OIS $25,023,220,000
Basis $7,340,000,000
Zeroes $59,592,930
FRAs $698,748,000,000
Total$1,049,906,186,406
ProductVolume
EUR
USD
Equivalent
IRS €165,758,588,864 $228,995,490,516
OIS €539,707,000,000 $745,605,220,500
Basis €0 $0
Zeroes €2,453,200,000 $3,389,095,800
FRAs €759,090,000,000 $1,048,682,835,000
Total€1,467,008,788,864$2,026,672,641,816
ProductVolume
GBP
USD
Equivalent
IRS £46,692,819,000 $78,355,219,564
OIS £23,717,000,000 $39,799,497,700
Basis £3,400,000,000 $5,705,540,000
Zeroes £1,459,432,136 $2,449,073,067
FRAs £68,650,000,000 $115,201,565,000
Total£143,919,251,136$241,510,895,331
ProductVolume
JPY
USD
Equivalent
IRS ¥9,273,831,792,000 $90,542,658,453
OIS ¥0 $0
Basis ¥148,460,000,000 $1,449,450,818
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥9,422,291,792,000$91,992,109,271
ProductVolume
CHF
USD
Equivalent
IRS CHF12,606,366,000 $14,273,512,228
OIS CHF2,580,000,000 $2,921,195,652
Basis CHF350,000,000 $396,286,232
Zeroes CHF0 $0
FRAs CHF2,336,000,000 $2,644,927,536
TotalCHF17,872,366,000$20,235,921,648
ProductVolume
AUD
USD
Equivalent
IRS $35,924,656,000 $33,356,043,096
OIS $0 $0
Basis $334,000,000 $310,119,000
Zeroes $0 $0
FRAs $0 $0
Total$36,258,656,000$33,666,162,096
ProductVolume
CAD
USD
Equivalent
IRS $13,537,874,000 $12,273,684,497
OIS $500,000,000 $453,309,157
Basis $600,000,000 $543,970,988
Zeroes $0 $0
FRAs $0 $0
Total$14,637,874,000$13,270,964,642
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,698,000,000 $538,508,004
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK10,698,000,000$538,508,004
ProductVolume
DKK
USD
Equivalent
IRS DKK2,000,000,000 $370,075,680
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK2,000,000,000$370,075,680
ProductVolume
HKD
USD
Equivalent
IRS HKD20,641,800,000 $2,662,461,788
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD20,641,800,000$2,662,461,788
ProductVolume
HUF
USD
Equivalent
IRS HUF80,200,000,000 $360,579,085
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF343,000,000,000 $1,542,127,507
TotalHUF423,200,000,000$1,902,706,592
ProductVolume
NOK
USD
Equivalent
IRS NOK3,470,428,000 $578,848,450
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK3,470,428,000$578,848,450
ProductVolume
NZD
USD
Equivalent
IRS NZD5,897,072,000 $5,063,520,873
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD5,897,072,000$5,063,520,873
ProductVolume
PLN
USD
Equivalent
IRS PLN1,229,700,000 $405,567,191
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN14,100,000,000 $4,650,319,091
TotalPLN15,329,700,000$5,055,886,282
ProductVolume
SEK
USD
Equivalent
IRS SEK26,679,064,000 $4,056,881,049
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK97,520,000,000 $14,829,119,939
TotalSEK124,199,064,000$18,886,000,988
ProductVolume
SGD
USD
Equivalent
IRS SGD3,943,000,000 $3,138,831,396
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD3,943,000,000$3,138,831,396
ProductVolume
ZAR
USD
Equivalent
IRS ZAR20,820,800,000 $1,964,041,128
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR20,820,800,000$1,964,041,128
ProductUSD
Equivalent
IRS$795,671,296,474
OIS$813,802,443,009
Basis$15,745,367,038
Zeroes$5,897,761,797
FRAs$1,886,298,894,073
Total$3,517,415,762,391
Show:
ProductUSD
Equivalent
IRS $1,257,120,177,870
OIS $170,460,790,000
Basis $27,563,100,000
Zeroes $2,288,705,949
FRAs $1,095,600,000,000
Total$2,553,032,773,819
ProductVolume
EUR
USD
Equivalent
IRS €674,501,347,892 $932,170,162,474
OIS €1,464,757,388,612 $2,024,310,477,861
Basis €732,000,000 $1,011,587,400
Zeroes €10,364,057,098 $14,323,101,938
FRAs €1,553,920,000,000 $2,147,505,961,200
Total€3,704,274,793,602$5,119,321,290,873
ProductVolume
GBP
USD
Equivalent
IRS £162,218,969,566 $272,141,357,626
OIS £438,866,800,000 $736,184,837,700
Basis £9,913,000,000 $16,616,752,350
Zeroes £6,272,234,524 $10,517,677,066
FRAs £323,289,000,000 $541,691,677,050
Total£940,560,004,090$1,577,152,301,792
ProductVolume
JPY
USD
Equivalent
IRS ¥17,411,132,044,000 $170,868,481,322
OIS ¥0 $0
Basis ¥1,602,020,000,000 $15,684,362,222
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥19,013,152,044,000$186,552,843,544
ProductVolume
CHF
USD
Equivalent
IRS CHF16,579,110,000 $18,821,753,033
OIS CHF5,550,000,000 $6,309,227,481
Basis CHF500,000,000 $567,661,342
Zeroes CHF0 $0
FRAs CHF102,466,000,000 $116,226,043,964
TotalCHF125,095,110,000$141,924,685,820
ProductVolume
AUD
USD
Equivalent
IRS $86,028,848,000 $80,622,343,057
OIS $0 $0
Basis $8,068,500,000 $7,557,969,400
Zeroes $700,000,000 $658,910,000
FRAs $0 $0
Total$94,797,348,000$88,839,222,457
ProductVolume
CAD
USD
Equivalent
IRS $79,094,936,000 $71,981,261,721
OIS $16,500,000,000 $14,984,549,026
Basis $1,047,000,000 $953,761,193
Zeroes $1,908,450,000 $1,737,893,137
FRAs $0 $0
Total$98,550,386,000$89,657,465,077
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK17,693,000,000 $890,321,261
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK17,693,000,000$890,321,261
ProductVolume
DKK
USD
Equivalent
IRS DKK3,996,000,000 $739,642,809
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK3,996,000,000$739,642,809
ProductVolume
HKD
USD
Equivalent
IRS HKD86,303,800,000 $11,130,254,160
OIS HKD0 $0
Basis HKD2,000,000,000 $257,924,738
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD88,303,800,000$11,388,178,898
ProductVolume
HUF
USD
Equivalent
IRS HUF947,687,140,000 $4,250,256,205
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,460,000,000,000 $11,030,161,890
TotalHUF3,407,687,140,000$15,280,418,095
ProductVolume
NOK
USD
Equivalent
IRS NOK21,213,792,000 $3,556,515,711
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK58,400,000,000 $9,787,900,568
TotalNOK79,613,792,000$13,344,416,279
ProductVolume
NZD
USD
Equivalent
IRS NZD28,701,636,000 $24,768,272,932
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD28,701,636,000$24,768,272,932
ProductVolume
PLN
USD
Equivalent
IRS PLN15,316,440,000 $5,053,762,782
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN90,676,000,000 $29,931,943,904
TotalPLN105,992,440,000$34,985,706,686
ProductVolume
SEK
USD
Equivalent
IRS SEK162,536,373,878 $24,699,305,642
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK792,670,000,000 $120,399,238,242
TotalSEK955,206,373,878$145,098,543,884
ProductVolume
SGD
USD
Equivalent
IRS SGD12,913,600,000 $10,315,454,147
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD12,913,600,000$10,315,454,147
ProductVolume
ZAR
USD
Equivalent
IRS ZAR56,698,000,000 $5,370,910,661
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR56,698,000,000$5,370,910,661
ProductUSD
Equivalent
IRS$2,894,500,233,413
OIS$2,952,249,882,068
Basis$70,213,118,645
Zeroes$29,526,288,090
FRAs$4,072,172,926,818
Total$10,018,662,449,034
Show:
ProductUSD
Equivalent
IRS $24,150,333,537,817
OIS $4,778,053,502,000
Basis $931,411,943,400
Zeroes $101,978,346,782
FRAs $20,919,062,000,000
Total$50,880,839,329,999
ProductVolume
EUR
USD
Equivalent
IRS €14,921,057,081,638 $20,469,273,733,624
OIS €38,723,543,665,729 $53,089,302,099,758
Basis €10,530,585,767 $14,458,800,009
Zeroes €213,974,665,978 $295,453,932,991
FRAs €28,790,253,400,000 $39,476,577,240,110
Total€82,659,359,399,112$113,345,065,806,492
ProductVolume
GBP
USD
Equivalent
IRS £2,764,140,863,181 $4,584,917,648,743
OIS £5,041,300,217,291 $8,357,282,345,915
Basis £534,249,160,000 $887,329,875,338
Zeroes £35,399,160,953 $58,848,149,186
FRAs £6,082,560,000,000 $10,081,557,447,200
Total£14,457,649,401,425$23,969,935,466,382
ProductVolume
JPY
USD
Equivalent
IRS ¥442,823,498,852,691 $4,311,424,310,374
OIS ¥0 $0
Basis ¥26,066,940,000,000 $253,333,096,947
Zeroes ¥600,000,000,000 $5,762,723,622
FRAs ¥0 $0
Total¥469,490,438,852,691$4,570,520,130,943
ProductVolume
CHF
USD
Equivalent
IRS CHF508,512,883,900 $570,299,936,238
OIS CHF48,050,000,000 $54,367,161,674
Basis CHF51,529,200,000 $58,141,488,406
Zeroes CHF67,548,000 $76,407,443
FRAs CHF908,256,000,000 $1,010,479,305,313
TotalCHF1,516,415,631,900$1,693,364,299,074
ProductVolume
AUD
USD
Equivalent
IRS $1,748,893,063,379 $1,582,952,940,063
OIS $0 $0
Basis $141,160,900,000 $127,960,065,815
Zeroes $15,100,000,000 $13,676,065,000
FRAs $0 $0
Total$1,905,153,963,379$1,724,589,070,878
ProductVolume
CAD
USD
Equivalent
IRS $2,298,208,806,167 $2,081,464,712,519
OIS $1,908,693,153,400 $1,730,071,416,568
Basis $45,396,957,000 $41,089,820,526
Zeroes $82,669,128,000 $74,990,105,056
FRAs $0 $0
Total$4,334,968,044,567$3,927,616,054,669
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,003,957,312,654 $50,208,384,948
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK257,866,000,000 $12,931,424,678
TotalCZK1,265,823,312,654$63,339,151,797
ProductVolume
DKK
USD
Equivalent
IRS DKK363,765,143,104 $66,642,741,672
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK487,354,000,000 $89,611,124,867
TotalDKK852,119,143,104$156,439,714,237
ProductVolume
HKD
USD
Equivalent
IRS HKD1,581,980,029,066 $203,901,630,312
OIS HKD0 $0
Basis HKD3,600,000,000 $464,249,893
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,585,580,029,066$204,365,880,205
ProductVolume
HUF
USD
Equivalent
IRS HUF27,481,858,553,794 $121,999,168,349
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF92,000,000,000 $406,629,834
FRAs HUF85,781,680,000,000 $381,364,568,174
TotalHUF113,355,538,553,794$503,770,366,357
ProductVolume
NOK
USD
Equivalent
IRS NOK658,985,603,006 $108,737,163,384
OIS NOK0 $0
Basis NOK6,555,400,000 $1,088,705,160
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK2,682,628,000,000 $442,336,437,273
TotalNOK3,351,931,003,006$552,787,273,599
ProductVolume
NZD
USD
Equivalent
IRS NZD612,422,388,128 $515,992,069,401
OIS NZD0 $0
Basis NZD200,000,000 $165,730,000
Zeroes NZD7,042,000,000 $5,983,243,500
FRAs NZD0 $0
TotalNZD619,664,388,128$522,141,042,901
ProductVolume
PLN
USD
Equivalent
IRS PLN702,048,435,954 $230,041,590,903
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN880,000,000 $290,335,585
FRAs PLN1,263,472,000,000 $413,508,749,222
TotalPLN1,966,400,435,954$643,840,675,710
ProductVolume
SEK
USD
Equivalent
IRS SEK3,686,372,622,070 $569,631,013,165
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK8,690,573,800,000 $1,340,741,679,194
TotalSEK12,376,946,422,070$1,910,372,692,359
ProductVolume
SGD
USD
Equivalent
IRS SGD283,288,021,962 $223,785,054,881
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD283,288,021,962$223,785,054,881
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,691,910,922,074 $248,165,661,413
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR2,691,910,922,074$248,165,661,413
ProductUSD
Equivalent
IRS$60,089,771,297,806
OIS$68,009,076,525,915
Basis$2,315,443,775,494
Zeroes$558,476,096,650
FRAs$74,168,169,976,031
Total$205,140,937,671,896
Show:
ProductUSD
Equivalent
IRS $70,767,641,695,956
OIS $9,588,682,335,422
Basis $7,420,154,537,400
Zeroes $203,852,892,092
FRAs $26,515,025,240,000
Total$114,495,356,700,870
ProductVolume
EUR
USD
Equivalent
IRS €65,108,705,262,018 $89,947,676,319,478
OIS €29,210,806,444,891 $40,354,729,103,617
Basis €301,107,668,175 $415,980,243,584
Zeroes €502,894,873,302 $694,749,267,467
FRAs €35,098,451,400,000 $48,488,510,609,100
Total€130,221,965,648,386$179,901,645,543,246
ProductVolume
GBP
USD
Equivalent
IRS £11,332,950,520,402 $19,017,824,268,287
OIS £7,038,908,074,515 $11,811,991,639,844
Basis £2,065,179,133,720 $3,465,577,104,296
Zeroes £129,261,696,937 $216,914,053,629
FRAs £9,672,258,000,000 $16,231,016,149,800
Total£30,238,557,425,574$50,743,323,215,856
ProductVolume
JPY
USD
Equivalent
IRS ¥1,985,765,125,355,995 $19,387,504,274,894
OIS ¥0 $0
Basis ¥167,910,625,000,000 $1,639,351,964,852
Zeroes ¥5,930,000,000,000 $57,896,021,479
FRAs ¥1,182,600,000,000 $11,546,009,275
Total¥2,160,788,350,355,995$21,096,298,270,500
ProductVolume
CHF
USD
Equivalent
IRS CHF3,260,972,488,396 $3,692,224,284,868
OIS CHF152,842,680,000 $173,055,570,652
Basis CHF327,171,000,000 $370,438,179,348
Zeroes CHF67,548,000 $76,480,978
FRAs CHF983,734,000,000 $1,113,829,257,246
TotalCHF4,724,787,716,396$5,349,623,773,092
ProductVolume
AUD
USD
Equivalent
IRS $7,767,605,121,140 $7,212,221,354,978
OIS $0 $0
Basis $463,166,800,000 $430,050,373,800
Zeroes $18,846,000,000 $17,498,511,000
FRAs $0 $0
Total$8,249,617,921,140$7,659,770,239,778
ProductVolume
CAD
USD
Equivalent
IRS $8,109,334,742,942 $7,352,071,389,793
OIS $1,888,662,886,736 $1,712,296,361,501
Basis $214,441,507,000 $194,416,597,461
Zeroes $61,008,195,958 $55,311,147,741
FRAs $0 $0
Total$10,273,447,332,636$9,314,095,496,496
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,728,518,110,028 $338,695,163,094
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $604,047,116
FRAs CZK898,716,000,000 $45,238,900,634
TotalCZK7,639,234,110,028$384,538,110,844
ProductVolume
DKK
USD
Equivalent
IRS DKK1,503,275,614,630 $278,162,873,014
OIS DKK0 $0
Basis DKK1,050,000,000 $194,289,732
Zeroes DKK1,000,000,000 $185,037,840
FRAs DKK1,011,234,000,000 $187,116,555,336
TotalDKK2,516,559,614,630$465,658,755,922
ProductVolume
HKD
USD
Equivalent
IRS HKD6,437,696,940,708 $830,359,857,693
OIS HKD0 $0
Basis HKD13,940,000,000 $1,798,036,864
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD6,451,636,940,708$832,157,894,557
ProductVolume
HUF
USD
Equivalent
IRS HUF115,951,152,095,376 $521,316,213,000
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF148,200,000,000 $666,306,987
FRAs HUF95,227,867,000,000 $428,144,353,026
TotalHUF211,327,219,095,376$950,126,873,013
ProductVolume
NOK
USD
Equivalent
IRS NOK4,192,564,593,725 $699,296,893,239
OIS NOK0 $0
Basis NOK11,621,400,000 $1,938,386,096
Zeroes NOK4,622,000,000 $770,924,375
FRAs NOK4,611,894,000,000 $769,238,749,708
TotalNOK8,820,701,993,725$1,471,244,953,418
ProductVolume
NZD
USD
Equivalent
IRS NZD2,095,954,492,603 $1,799,691,325,074
OIS NZD0 $0
Basis NZD200,000,000 $171,730,000
Zeroes NZD4,676,000,000 $4,015,047,400
FRAs NZD0 $0
TotalNZD2,100,830,492,603$1,803,878,102,474
ProductVolume
PLN
USD
Equivalent
IRS PLN3,058,180,229,956 $1,008,618,007,604
OIS PLN0 $0
Basis PLN674,000,000 $222,291,849
Zeroes PLN2,720,000,000 $897,082,832
FRAs PLN1,547,523,000,000 $510,388,351,116
TotalPLN4,609,097,229,956$1,520,125,733,401
ProductVolume
SEK
USD
Equivalent
IRS SEK17,014,891,582,830 $2,587,324,323,563
OIS SEK0 $0
Basis SEK2,000,000,000 $304,124,691
Zeroes SEK4,090,660,000 $622,035,354
FRAs SEK15,493,955,800,000 $2,356,047,260,977
TotalSEK32,514,938,042,830$4,944,297,744,585
ProductVolume
SGD
USD
Equivalent
IRS SGD793,544,852,012 $631,702,636,532
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD100,000,000 $79,605,158
FRAs SGD0 $0
TotalSGD793,644,852,012$631,782,241,690
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,541,795,115,938 $1,088,745,883,967
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,541,795,115,938$1,088,745,883,967
ProductUSD
Equivalent
IRS$227,161,076,765,034
OIS$63,640,755,011,036
Basis$13,940,597,859,973
Zeroes$1,254,138,461,448
FRAs$96,656,101,436,218
Total$402,652,669,533,709

Figures as of COB Apr 23, 2014.

Notional Outstanding by Product

As of COB Apr 23, 2014

Daily Notional by Tenor

As of COB Apr 23, 2014

Notional Outstanding by Currency

As of COB Apr 23, 2014. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, PLN, NOK, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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

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

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

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

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