Business Streams

Daily Volumes SwapClear Global

  • Client Notional Cleared (USD)
    $101,399,793,455,598
    Notional Outstanding (USD)
    $400,750,160,822,314
    As of COB Apr 15, 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 15, 2014. *Other: CZK, ZAR, HKD, NZD, DKK, SGD, HUF, NOK, SEK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$155,262,774,325
$496,379,081,930
$7,358,747,928,401
$2,869,575,740,255
EUR
€63,182,050,900
€1,331,943,627,253
€13,460,279,431,544
€3,944,388,742,180
GBP
£11,544,849,227
£168,759,294,336
£1,943,056,366,933
£900,889,639,003
JPY
¥963,139,601,000
¥4,568,248,316,000
¥73,654,996,925,250
¥46,584,903,965,500
CHF
CHF428,001,000
CHF1,650,083,500
CHF36,697,509,500
CHF29,784,891,900
AUD
$6,885,474,000
$37,082,982,000
$436,343,916,248
$1,072,876,715,169
CAD
$9,714,124,000
$45,011,915,000
$864,802,506,832
$192,891,925,507
Other*
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Hide
$8,210,538,275
$79,567,145,532
$684,919,255,479
$756,773,878,948
CZK
CZK0
CZK14,112,000,000
CZK101,842,500,000
CZK139,791,957,634
DKK
DKK500,000,000
DKK14,050,000,000
DKK100,976,500,000
DKK145,562,719,823
HKD
HKD2,489,000,000
HKD10,808,200,000
HKD235,023,719,533
HKD116,308,800,000
HUF
HUF21,300,000,000
HUF847,450,000,000
HUF13,838,804,100,000
HUF7,442,641,960,000
NOK
NOK861,557,000
NOK22,277,915,000
NOK336,964,115,000
NOK328,695,196,400
NZD
NZD587,378,000
NZD13,940,144,252
NZD205,937,491,828
NZD360,429,338,904
PLN
PLN6,123,000,000
PLN16,325,234,138
PLN140,377,831,514
PLN39,394,618,520
SEK
SEK24,208,613,000
SEK288,667,635,000
SEK1,482,674,695,639
SEK1,597,606,365,193
SGD
SGD882,700,000
SGD4,354,000,000
SGD41,198,901,799
SGD50,200,027,000
ZAR
ZAR6,835,000,000
ZAR20,318,000,000
ZAR358,543,218,000
ZAR126,732,712,000
Total in USD$295,358,018,568$2,820,682,456,643$31,657,611,307,539$12,255,886,995,585

Figures as of COB Apr 15, 2014. Weekly figures as of COB Apr 11, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $145,282,952,000
OIS $9,262,202,000
Basis $111,800,000
Zeroes $505,820,325
FRAs $100,000,000
Total$155,262,774,325
ProductVolume
EUR
USD
Equivalent
IRS €22,044,850,900 $30,465,983,944
OIS €41,062,200,000 $56,747,960,400
Basis €0 $0
Zeroes €0 $0
FRAs €75,000,000 $103,650,000
Total€63,182,050,900$87,317,594,344
ProductVolume
GBP
USD
Equivalent
IRS £5,914,119,500 $9,892,251,982
OIS £5,527,000,000 $9,244,736,550
Basis £0 $0
Zeroes £103,729,727 $173,503,528
FRAs £0 $0
Total£11,544,849,227$19,310,492,060
ProductVolume
JPY
USD
Equivalent
IRS ¥963,139,601,000 $9,485,789,147
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥963,139,601,000$9,485,789,147
ProductVolume
CHF
USD
Equivalent
IRS CHF428,001,000 $486,668,941
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF428,001,000$486,668,941
ProductVolume
AUD
USD
Equivalent
IRS $6,885,474,000 $6,438,262,464
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$6,885,474,000$6,438,262,464
ProductVolume
CAD
USD
Equivalent
IRS $8,764,124,000 $7,980,807,722
OIS $0 $0
Basis $0 $0
Zeroes $950,000,000 $865,091,290
FRAs $0 $0
Total$9,714,124,000$8,845,899,012
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 DKK500,000,000 $92,542,894
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK500,000,000$92,542,894
ProductVolume
HKD
USD
Equivalent
IRS HKD2,489,000,000 $320,989,406
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD2,489,000,000$320,989,406
ProductVolume
HUF
USD
Equivalent
IRS HUF21,300,000,000 $95,193,403
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
TotalHUF21,300,000,000$95,193,403
ProductVolume
NOK
USD
Equivalent
IRS NOK861,557,000 $144,575,950
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
TotalNOK861,557,000$144,575,950
ProductVolume
NZD
USD
Equivalent
IRS NZD587,378,000 $507,494,592
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD587,378,000$507,494,592
ProductVolume
PLN
USD
Equivalent
IRS PLN123,000,000 $40,544,550
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,000,000,000 $1,977,782,905
TotalPLN6,123,000,000$2,018,327,455
ProductVolume
SEK
USD
Equivalent
IRS SEK6,208,613,000 $944,196,759
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK18,000,000,000 $2,737,413,600
TotalSEK24,208,613,000$3,681,610,359
ProductVolume
SGD
USD
Equivalent
IRS SGD882,700,000 $704,216,363
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD882,700,000$704,216,363
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,835,000,000 $645,587,853
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR6,835,000,000$645,587,853
ProductUSD
Equivalent
IRS$213,528,057,970
OIS$75,254,898,950
Basis$111,800,000
Zeroes$1,544,415,143
FRAs$4,918,846,505
Total$295,358,018,568
Show:
ProductUSD
Equivalent
IRS $410,968,568,850
OIS $77,623,622,000
Basis $4,868,000,000
Zeroes $1,418,891,080
FRAs $1,500,000,000
Total$496,379,081,930
ProductVolume
EUR
USD
Equivalent
IRS €120,051,462,050 $165,848,646,372
OIS €1,146,287,022,320 $1,583,401,087,328
Basis €25,142,883 $34,924,722
Zeroes €50,000,000 $69,487,500
FRAs €65,530,000,000 $90,462,221,500
Total€1,331,943,627,253$1,839,816,367,422
ProductVolume
GBP
USD
Equivalent
IRS £21,888,201,000 $36,597,992,145
OIS £120,651,700,000 $201,821,068,270
Basis £60,000,000 $99,654,000
Zeroes £559,393,336 $932,191,006
FRAs £25,600,000,000 $42,775,440,000
Total£168,759,294,336$282,226,345,421
ProductVolume
JPY
USD
Equivalent
IRS ¥4,450,918,316,000 $43,723,929,427
OIS ¥0 $0
Basis ¥117,330,000,000 $1,154,400,983
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥4,568,248,316,000$44,878,330,410
ProductVolume
CHF
USD
Equivalent
IRS CHF1,600,083,500 $1,819,381,572
OIS CHF50,000,000 $56,856,948
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF1,650,083,500$1,876,238,520
ProductVolume
AUD
USD
Equivalent
IRS $33,765,982,000 $31,651,824,805
OIS $0 $0
Basis $3,067,000,000 $2,875,697,500
Zeroes $250,000,000 $235,650,000
FRAs $0 $0
Total$37,082,982,000$34,763,172,305
ProductVolume
CAD
USD
Equivalent
IRS $35,452,415,000 $32,429,900,875
OIS $6,470,000,000 $5,906,657,961
Basis $0 $0
Zeroes $3,089,500,000 $2,839,216,267
FRAs $0 $0
Total$45,011,915,000$41,175,775,103
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK14,112,000,000 $710,056,828
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK14,112,000,000$710,056,828
ProductVolume
DKK
USD
Equivalent
IRS DKK14,050,000,000 $2,613,334,469
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK14,050,000,000$2,613,334,469
ProductVolume
HKD
USD
Equivalent
IRS HKD10,808,200,000 $1,394,022,353
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD10,808,200,000$1,394,022,353
ProductVolume
HUF
USD
Equivalent
IRS HUF110,950,000,000 $501,007,794
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF736,500,000,000 $3,320,877,021
TotalHUF847,450,000,000$3,821,884,815
ProductVolume
NOK
USD
Equivalent
IRS NOK8,277,915,000 $1,394,508,193
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK14,000,000,000 $2,355,826,464
TotalNOK22,277,915,000$3,750,334,657
ProductVolume
NZD
USD
Equivalent
IRS NZD13,940,144,252 $12,087,005,947
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD13,940,144,252$12,087,005,947
ProductVolume
PLN
USD
Equivalent
IRS PLN6,035,234,138 $1,997,009,007
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN100,000,000 $33,261,267
FRAs PLN10,190,000,000 $3,377,910,541
TotalPLN16,325,234,138$5,408,180,815
ProductVolume
SEK
USD
Equivalent
IRS SEK51,667,635,000 $7,926,875,391
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK237,000,000,000 $36,428,876,846
TotalSEK288,667,635,000$44,355,752,237
ProductVolume
SGD
USD
Equivalent
IRS SGD4,354,000,000 $3,483,443,982
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD4,354,000,000$3,483,443,982
ProductVolume
ZAR
USD
Equivalent
IRS ZAR20,318,000,000 $1,943,129,429
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR20,318,000,000$1,943,129,429
ProductUSD
Equivalent
IRS$757,090,637,439
OIS$1,868,809,292,507
Basis$9,032,677,205
Zeroes$5,528,697,120
FRAs$180,221,152,372
Total$2,820,682,456,643
Show:
ProductUSD
Equivalent
IRS $5,950,018,473,669
OIS $913,708,555,000
Basis $88,625,800,000
Zeroes $38,642,099,732
FRAs $367,753,000,000
Total$7,358,747,928,401
ProductVolume
EUR
USD
Equivalent
IRS €1,494,618,085,484 $2,050,192,067,886
OIS €10,972,437,644,881 $15,044,322,077,516
Basis €1,060,142,883 $1,448,632,972
Zeroes €88,009,758,296 $121,663,595,931
FRAs €904,153,800,000 $1,239,842,311,380
Total€13,460,279,431,544$18,457,468,685,685
ProductVolume
GBP
USD
Equivalent
IRS £459,086,598,906 $760,774,721,696
OIS £1,344,968,556,750 $2,229,139,857,650
Basis £56,380,000,000 $93,776,075,880
Zeroes £3,455,711,277 $5,732,960,555
FRAs £79,165,500,000 $131,598,416,325
Total£1,943,056,366,933$3,221,022,032,106
ProductVolume
JPY
USD
Equivalent
IRS ¥70,656,216,925,250 $687,531,196,368
OIS ¥0 $0
Basis ¥2,698,780,000,000 $26,061,830,332
Zeroes ¥300,000,000,000 $2,881,361,811
FRAs ¥0 $0
Total¥73,654,996,925,250$716,474,388,511
ProductVolume
CHF
USD
Equivalent
IRS CHF36,392,509,500 $40,776,064,885
OIS CHF275,000,000 $310,932,954
Basis CHF30,000,000 $33,792,048
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF36,697,509,500$41,120,789,887
ProductVolume
AUD
USD
Equivalent
IRS $403,861,166,248 $365,043,829,892
OIS $0 $0
Basis $25,382,750,000 $23,130,384,888
Zeroes $7,100,000,000 $6,425,505,000
FRAs $0 $0
Total$436,343,916,248$394,599,719,780
ProductVolume
CAD
USD
Equivalent
IRS $404,834,573,500 $366,632,397,029
OIS $422,035,033,332 $382,215,807,188
Basis $0 $0
Zeroes $37,932,900,000 $34,410,303,473
FRAs $0 $0
Total$864,802,506,832$783,258,507,690
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK97,842,500,000 $4,897,805,006
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,000,000,000 $99,671,085
FRAs CZK2,000,000,000 $100,297,136
TotalCZK101,842,500,000$5,097,773,227
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 HKD235,023,719,533 $30,290,986,416
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD235,023,719,533$30,290,986,416
ProductVolume
HUF
USD
Equivalent
IRS HUF3,741,644,100,000 $16,582,001,051
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,000,000,000 $203,314,917
FRAs HUF10,051,160,000,000 $44,573,701,370
TotalHUF13,838,804,100,000$61,359,017,338
ProductVolume
NOK
USD
Equivalent
IRS NOK69,233,115,000 $11,364,938,657
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,881,000,000 $312,483,891
FRAs NOK265,850,000,000 $43,824,560,827
TotalNOK336,964,115,000$55,501,983,375
ProductVolume
NZD
USD
Equivalent
IRS NZD200,416,491,828 $169,019,026,523
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD5,521,000,000 $4,712,921,750
FRAs NZD0 $0
TotalNZD205,937,491,828$173,731,948,273
ProductVolume
PLN
USD
Equivalent
IRS PLN61,145,331,514 $20,037,830,048
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN440,000,000 $145,167,792
FRAs PLN78,792,500,000 $25,842,471,881
TotalPLN140,377,831,514$46,025,469,721
ProductVolume
SEK
USD
Equivalent
IRS SEK615,434,695,639 $95,118,221,452
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK867,240,000,000 $133,835,604,875
TotalSEK1,482,674,695,639$228,953,826,327
ProductVolume
SGD
USD
Equivalent
IRS SGD41,198,901,799 $32,532,465,027
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD41,198,901,799$32,532,465,027
ProductVolume
ZAR
USD
Equivalent
IRS ZAR358,543,218,000 $32,982,720,268
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR358,543,218,000$32,982,720,268
ProductUSD
Equivalent
IRS$10,651,227,849,502
OIS$18,569,697,230,308
Basis$233,076,516,120
Zeroes$215,322,309,786
FRAs$1,988,287,401,823
Total$31,657,611,307,539
Show:
ProductUSD
Equivalent
IRS $2,299,808,050,375
OIS $278,018,802,000
Basis $154,744,000,000
Zeroes $38,304,767,880
FRAs $98,700,120,000
Total$2,869,575,740,255
ProductVolume
EUR
USD
Equivalent
IRS €1,053,717,731,530 $1,456,237,904,974
OIS €2,369,453,808,805 $3,274,585,163,769
Basis €3,806,142,883 $5,260,089,465
Zeroes €95,114,058,961 $131,447,629,485
FRAs €422,297,000,000 $583,614,454,000
Total€3,944,388,742,179$5,451,145,241,693
ProductVolume
GBP
USD
Equivalent
IRS £292,783,424,938 $489,724,195,722
OIS £507,099,835,000 $848,200,539,013
Basis £25,006,950,000 $41,827,874,918
Zeroes £11,252,929,065 $18,822,211,801
FRAs £64,746,500,000 $108,298,233,225
Total£900,889,639,003$1,506,873,054,679
ProductVolume
JPY
USD
Equivalent
IRS ¥42,342,223,965,500 $417,020,967,799
OIS ¥0 $0
Basis ¥3,902,680,000,000 $38,436,795,194
Zeroes ¥340,000,000,000 $3,348,599,005
FRAs ¥0 $0
Total¥46,584,903,965,500$458,806,361,998
ProductVolume
CHF
USD
Equivalent
IRS CHF29,438,391,900 $33,473,639,093
OIS CHF275,000,000 $312,695,435
Basis CHF71,500,000 $81,300,813
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF29,784,891,900$33,867,635,341
ProductVolume
AUD
USD
Equivalent
IRS $973,130,965,169 $909,926,108,981
OIS $0 $0
Basis $92,372,750,000 $86,373,139,888
Zeroes $7,373,000,000 $6,894,123,650
FRAs $0 $0
Total$1,072,876,715,169$1,003,193,372,519
ProductVolume
CAD
USD
Equivalent
IRS $103,711,025,507 $94,441,584,034
OIS $77,123,000,000 $70,229,932,159
Basis $3,097,500,000 $2,820,652,916
Zeroes $8,960,400,000 $8,159,541,046
FRAs $0 $0
Total$192,891,925,507$175,651,710,155
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK137,791,957,634 $6,933,975,324
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,000,000,000 $100,644,122
TotalCZK139,791,957,634$7,034,619,446
ProductVolume
DKK
USD
Equivalent
IRS DKK132,562,719,823 $24,535,475,360
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK500,000,000 $92,542,894
FRAs DKK12,500,000,000 $2,313,572,341
TotalDKK145,562,719,823$26,941,590,595
ProductVolume
HKD
USD
Equivalent
IRS HKD116,308,800,000 $14,999,555,077
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD116,308,800,000$14,999,555,077
ProductVolume
HUF
USD
Equivalent
IRS HUF2,892,981,960,000 $12,929,239,391
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,549,660,000,000 $20,333,221,604
TotalHUF7,442,641,960,000$33,262,460,995
ProductVolume
NOK
USD
Equivalent
IRS NOK63,524,196,400 $10,659,853,068
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,371,000,000 $230,064,438
FRAs NOK263,800,000,000 $44,267,686,938
TotalNOK328,695,196,400$55,157,604,444
ProductVolume
NZD
USD
Equivalent
IRS NZD357,274,338,904 $308,685,028,813
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD3,155,000,000 $2,725,920,000
FRAs NZD0 $0
TotalNZD360,429,338,904$311,410,948,813
ProductVolume
PLN
USD
Equivalent
IRS PLN15,319,618,520 $5,049,813,271
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN100,000,000 $32,963,048
FRAs PLN23,975,000,000 $7,902,890,859
TotalPLN39,394,618,520$12,985,667,178
ProductVolume
SEK
USD
Equivalent
IRS SEK526,336,365,193 $80,044,462,470
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,071,270,000,000 $162,917,170,427
TotalSEK1,597,606,365,193$242,961,632,897
ProductVolume
SGD
USD
Equivalent
IRS SGD50,150,027,000 $40,009,595,117
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD50,000,000 $39,889,904
FRAs SGD0 $0
TotalSGD50,200,027,000$40,049,485,021
ProductVolume
ZAR
USD
Equivalent
IRS ZAR126,732,712,000 $11,970,314,482
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR126,732,712,000$11,970,314,482
ProductUSD
Equivalent
IRS$6,216,449,763,351
OIS$4,471,347,132,376
Basis$329,543,853,194
Zeroes$210,098,253,151
FRAs$1,028,447,993,516
Total$12,255,886,995,588

Figures as of COB Apr 15, 2014.

Notional Outstanding by Product

As of COB Apr 15, 2014

Daily Notional by Tenor
 

As of COB Apr 15, 2014

Notional Outstanding by Tenor
 

As of COB Apr 15, 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
$1,420,638,763,571
$2,766,950,043,513
$48,465,717,520,292
$113,706,488,221,485
EUR
€1,452,076,545,449
€5,670,849,076,118
€79,121,120,439,668
€129,791,170,235,783
GBP
£260,228,717,114
£808,769,141,873
£13,674,146,873,340
£29,906,934,706,913
JPY
¥6,643,693,064,000
¥19,850,306,001,196
¥437,933,026,114,691
¥2,154,353,665,898,935
CHF
CHF5,536,002,000
CHF59,204,067,000
CHF1,385,856,609,900
CHF4,643,220,790,396
AUD
$21,837,448,000
$120,639,204,000
$1,810,196,797,953
$8,194,646,657,714
CAD
$42,871,192,000
$147,492,545,035
$4,217,694,488,567
$10,433,581,701,968
Other*
Show All
Hide
$59,994,483,407
$421,969,815,236
$4,787,137,016,050
$13,987,453,482,767
CZK
CZK7,043,000,000
CZK40,286,000,000
CZK1,240,865,312,654
CZK7,639,578,110,028
DKK
DKK2,050,000,000
DKK37,135,400,000
DKK849,173,143,104
DKK2,550,201,614,630
HKD
HKD22,926,000,000
HKD85,522,400,000
HKD1,517,414,429,066
HKD6,426,683,340,708
HUF
HUF575,380,000,000
HUF3,668,760,000,000
HUF110,175,868,553,794
HUF212,156,110,235,376
NOK
NOK28,855,114,000
NOK617,071,093,006
NOK3,311,370,975,006
NOK8,819,926,145,725
NZD
NZD2,269,756,000
NZD28,020,088,404
NZD592,200,336,128
NZD2,081,804,240,603
PLN
PLN28,109,920,000
PLN110,674,198,276
PLN1,857,960,975,954
PLN4,572,688,838,610
SEK
SEK214,101,076,678
SEK1,203,667,923,508
SEK11,500,796,136,870
SEK31,879,942,037,630
SGD
SGD2,707,400,000
SGD25,971,440,000
SGD266,230,421,962
SGD785,948,452,012
ZAR
ZAR31,162,000,000
ZAR156,312,920,000
ZAR2,646,838,122,074
ZAR11,568,988,315,938
Total in USD$4,053,860,557,195$12,893,915,708,362$195,628,545,321,810$400,750,160,822,314

Figures as of COB Apr 15, 2014. Weekly figures as of COB Apr 11, 2014. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $418,813,242,200
OIS $57,156,984,000
Basis $223,600,000
Zeroes $1,054,937,371
FRAs $943,390,000,000
Total$1,420,638,763,571
ProductVolume
EUR
USD
Equivalent
IRS €173,891,324,998 $240,317,811,147
OIS €288,160,600,000 $398,237,949,200
Basis €0 $0
Zeroes €60,620,451 $83,777,463
FRAs €989,964,000,000 $1,368,130,248,000
Total€1,452,076,545,449$2,006,769,785,810
ProductVolume
GBP
USD
Equivalent
IRS £30,449,358,052 $50,931,118,746
OIS £39,026,200,000 $65,277,173,430
Basis £2,436,000,000 $4,074,575,400
Zeroes £2,193,159,062 $3,668,387,506
FRAs £186,124,000,000 $311,320,308,600
Total£260,228,717,114$435,271,563,682
ProductVolume
JPY
USD
Equivalent
IRS ¥6,574,693,064,000 $64,752,972,512
OIS ¥0 $0
Basis ¥69,000,000,000 $679,568,622
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥6,643,693,064,000$65,432,541,134
ProductVolume
CHF
USD
Equivalent
IRS CHF4,436,002,000 $5,044,063,904
OIS CHF800,000,000 $909,659,446
Basis CHF300,000,000 $341,122,292
Zeroes CHF0 $0
FRAs CHF0 $0
TotalCHF5,536,002,000$6,294,845,642
ProductVolume
AUD
USD
Equivalent
IRS $21,837,448,000 $20,419,105,752
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
Total$21,837,448,000$20,419,105,752
ProductVolume
CAD
USD
Equivalent
IRS $40,571,192,000 $36,945,036,653
OIS $0 $0
Basis $400,000,000 $364,248,964
Zeroes $1,900,000,000 $1,730,182,580
FRAs $0 $0
Total$42,871,192,000$39,039,468,197
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,043,000,000 $354,418,277
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK7,043,000,000$354,418,277
ProductVolume
DKK
USD
Equivalent
IRS DKK2,050,000,000 $379,425,864
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
TotalDKK2,050,000,000$379,425,864
ProductVolume
HKD
USD
Equivalent
IRS HKD22,926,000,000 $2,956,610,331
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD22,926,000,000$2,956,610,331
ProductVolume
HUF
USD
Equivalent
IRS HUF275,380,000,000 $1,230,721,101
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF300,000,000,000 $1,340,752,162
TotalHUF575,380,000,000$2,571,473,263
ProductVolume
NOK
USD
Equivalent
IRS NOK8,855,114,000 $1,485,956,840
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK20,000,000,000 $3,356,155,189
TotalNOK28,855,114,000$4,842,112,029
ProductVolume
NZD
USD
Equivalent
IRS NZD2,269,756,000 $1,961,069,184
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD2,269,756,000$1,961,069,184
ProductVolume
PLN
USD
Equivalent
IRS PLN6,309,920,000 $2,079,941,985
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN21,800,000,000 $7,185,944,556
TotalPLN28,109,920,000$9,265,886,541
ProductVolume
SEK
USD
Equivalent
IRS SEK31,201,076,678 $4,745,013,980
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK182,900,000,000 $27,815,163,751
TotalSEK214,101,076,678$32,560,177,731
ProductVolume
SGD
USD
Equivalent
IRS SGD2,707,400,000 $2,159,958,514
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD2,707,400,000$2,159,958,514
ProductVolume
ZAR
USD
Equivalent
IRS ZAR31,162,000,000 $2,943,351,673
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR31,162,000,000$2,943,351,673
ProductUSD
Equivalent
IRS$857,519,818,663
OIS$521,581,766,076
Basis$5,683,115,278
Zeroes$6,537,284,920
FRAs$2,662,538,572,258
Total$4,053,860,557,195
Show:
ProductUSD
Equivalent
IRS $1,524,940,791,590
OIS $366,582,004,000
Basis $48,498,800,000
Zeroes $3,300,447,923
FRAs $823,628,000,000
Total$2,766,950,043,513
ProductVolume
EUR
USD
Equivalent
IRS €914,048,820,259 $1,264,254,370,629
OIS €3,145,686,087,174 $4,350,095,407,733
Basis €303,085,767 $421,010,244
Zeroes €587,082,918 $810,163,453
FRAs €1,610,224,000,000 $2,225,190,016,900
Total€5,670,849,076,118$7,840,770,968,959
ProductVolume
GBP
USD
Equivalent
IRS £132,899,899,925 $222,362,903,118
OIS £403,296,730,282 $675,248,324,588
Basis £27,768,600,000 $46,590,340,880
Zeroes £2,333,911,666 $3,887,105,422
FRAs £242,470,000,000 $405,924,555,400
Total£808,769,141,873$1,354,013,229,408
ProductVolume
JPY
USD
Equivalent
IRS ¥18,425,986,001,196 $180,860,196,066
OIS ¥0 $0
Basis ¥1,424,320,000,000 $13,997,204,638
Zeroes ¥0 $0
FRAs ¥0 $0
Total¥19,850,306,001,196$194,857,400,704
ProductVolume
CHF
USD
Equivalent
IRS CHF28,009,067,000 $31,836,318,984
OIS CHF18,680,000,000 $21,240,500,732
Basis CHF965,000,000 $1,096,350,071
Zeroes CHF0 $0
FRAs CHF11,550,000,000 $13,129,271,648
TotalCHF59,204,067,000$67,302,441,435
ProductVolume
AUD
USD
Equivalent
IRS $110,389,204,000 $103,465,991,436
OIS $0 $0
Basis $9,750,000,000 $9,137,343,600
Zeroes $500,000,000 $471,300,000
FRAs $0 $0
Total$120,639,204,000$113,074,635,036
ProductVolume
CAD
USD
Equivalent
IRS $119,426,650,000 $109,285,566,607
OIS $21,060,895,035 $19,256,781,316
Basis $826,000,000 $756,393,615
Zeroes $6,179,000,000 $5,678,432,533
FRAs $0 $0
Total$147,492,545,035$134,977,174,071
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK40,286,000,000 $2,028,978,440
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
TotalCZK40,286,000,000$2,028,978,440
ProductVolume
DKK
USD
Equivalent
IRS DKK36,135,400,000 $6,713,189,480
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK1,000,000,000 $186,046,512
TotalDKK37,135,400,000$6,899,235,992
ProductVolume
HKD
USD
Equivalent
IRS HKD85,522,400,000 $11,030,468,173
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD85,522,400,000$11,030,468,173
ProductVolume
HUF
USD
Equivalent
IRS HUF916,760,000,000 $4,135,909,914
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,752,000,000,000 $12,407,513,286
TotalHUF3,668,760,000,000$16,543,423,200
ProductVolume
NOK
USD
Equivalent
IRS NOK78,349,093,006 $13,161,262,115
OIS NOK0 $0
Basis NOK1,500,000,000 $252,908,447
Zeroes NOK0 $0
FRAs NOK537,222,000,000 $90,489,354,213
TotalNOK617,071,093,006$103,903,524,775
ProductVolume
NZD
USD
Equivalent
IRS NZD28,020,088,404 $24,293,587,844
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
TotalNZD28,020,088,404$24,293,587,844
ProductVolume
PLN
USD
Equivalent
IRS PLN48,029,198,276 $15,930,062,892
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN200,000,000 $66,522,535
FRAs PLN62,445,000,000 $20,705,966,995
TotalPLN110,674,198,276$36,702,552,422
ProductVolume
SEK
USD
Equivalent
IRS SEK214,977,923,508 $32,991,028,112
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK988,690,000,000 $151,863,795,412
TotalSEK1,203,667,923,508$184,854,823,524
ProductVolume
SGD
USD
Equivalent
IRS SGD25,971,440,000 $20,753,891,866
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD25,971,440,000$20,753,891,866
ProductVolume
ZAR
USD
Equivalent
IRS ZAR156,312,920,000 $14,959,329,000
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR156,312,920,000$14,959,329,000
ProductUSD
Equivalent
IRS$3,583,003,846,266
OIS$5,432,423,018,369
Basis$120,750,351,495
Zeroes$14,213,971,866
FRAs$3,743,524,520,366
Total$12,893,915,708,362
Show:
ProductUSD
Equivalent
IRS $22,883,168,149,189
OIS $4,555,390,876,000
Basis $907,575,843,400
Zeroes $100,360,651,703
FRAs $20,019,222,000,000
Total$48,465,717,520,292
ProductVolume
EUR
USD
Equivalent
IRS €14,270,121,747,454 $19,569,994,737,797
OIS €37,067,142,677,117 $50,800,884,421,657
Basis €9,798,585,767 $13,447,212,609
Zeroes €201,218,029,330 $277,825,512,717
FRAs €27,572,839,400,000 $37,794,554,669,510
Total€79,121,120,439,668$108,456,706,554,290
ProductVolume
GBP
USD
Equivalent
IRS £2,538,744,823,694 $4,206,234,870,838
OIS £4,705,930,417,291 $7,793,922,526,675
Basis £521,231,360,000 $865,457,777,208
Zeroes £29,695,272,355 $49,267,803,871
FRAs £5,878,545,000,000 $9,738,974,493,750
Total£13,674,146,873,340$22,653,857,472,342
ProductVolume
JPY
USD
Equivalent
IRS ¥412,989,586,114,691 $4,020,383,866,146
OIS ¥0 $0
Basis ¥24,343,440,000,000 $236,494,667,000
Zeroes ¥600,000,000,000 $5,762,723,622
FRAs ¥0 $0
Total¥437,933,026,114,691$4,262,641,256,768
ProductVolume
CHF
USD
Equivalent
IRS CHF485,885,861,900 $544,678,061,652
OIS CHF45,470,000,000 $51,445,966,022
Basis CHF50,979,200,000 $57,518,663,124
Zeroes CHF67,548,000 $76,407,443
FRAs CHF803,454,000,000 $891,608,333,813
TotalCHF1,385,856,609,900$1,545,327,432,054
ProductVolume
AUD
USD
Equivalent
IRS $1,661,352,897,953 $1,501,283,440,086
OIS $0 $0
Basis $133,743,900,000 $121,019,628,565
Zeroes $15,100,000,000 $13,676,065,000
FRAs $0 $0
Total$1,810,196,797,953$1,635,979,133,651
ProductVolume
CAD
USD
Equivalent
IRS $2,228,543,250,167 $2,018,239,435,425
OIS $1,869,293,153,400 $1,694,303,254,949
Basis $43,796,957,000 $39,638,432,930
Zeroes $76,061,128,000 $68,997,813,059
FRAs $0 $0
Total$4,217,694,488,567$3,821,178,936,363
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK978,999,312,654 $48,952,580,598
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,000,000,000 $199,342,171
FRAs CZK257,866,000,000 $12,931,424,678
TotalCZK1,240,865,312,654$62,083,347,447
ProductVolume
DKK
USD
Equivalent
IRS DKK360,819,143,104 $66,097,555,390
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,000,000,000 $185,847,698
FRAs DKK487,354,000,000 $89,611,124,867
TotalDKK849,173,143,104$155,894,527,955
ProductVolume
HKD
USD
Equivalent
IRS HKD1,515,814,429,066 $195,368,085,114
OIS HKD0 $0
Basis HKD1,600,000,000 $206,325,156
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD1,517,414,429,066$195,574,410,270
ProductVolume
HUF
USD
Equivalent
IRS HUF26,815,188,553,794 $119,005,042,692
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF92,000,000,000 $406,629,834
FRAs HUF83,268,680,000,000 $370,087,396,677
TotalHUF110,175,868,553,794$489,499,069,203
ProductVolume
NOK
USD
Equivalent
IRS NOK650,825,575,006 $107,373,742,603
OIS NOK0 $0
Basis NOK6,555,400,000 $1,088,705,160
Zeroes NOK3,762,000,000 $624,967,782
FRAs NOK2,650,228,000,000 $436,916,148,795
TotalNOK3,311,370,975,006$546,003,564,340
ProductVolume
NZD
USD
Equivalent
IRS NZD584,958,336,128 $492,365,591,231
OIS NZD0 $0
Basis NZD200,000,000 $165,730,000
Zeroes NZD7,042,000,000 $5,983,243,500
FRAs NZD0 $0
TotalNZD592,200,336,128$498,514,564,731
ProductVolume
PLN
USD
Equivalent
IRS PLN689,594,975,954 $225,933,891,873
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN880,000,000 $290,335,585
FRAs PLN1,167,486,000,000 $381,830,686,355
TotalPLN1,857,960,975,954$608,054,913,813
ProductVolume
SEK
USD
Equivalent
IRS SEK3,549,986,136,870 $548,936,133,489
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK7,950,810,000,000 $1,228,501,720,771
TotalSEK11,500,796,136,870$1,777,437,854,260
ProductVolume
SGD
USD
Equivalent
IRS SGD266,230,421,962 $210,175,130,153
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
TotalSGD266,230,421,962$210,175,130,153
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,646,838,122,074 $243,899,633,878
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR2,646,838,122,074$243,899,633,878
ProductUSD
Equivalent
IRS$57,002,089,948,154
OIS$64,895,947,045,303
Basis$2,242,612,985,152
Zeroes$523,657,343,985
FRAs$70,964,237,999,216
Total$195,628,545,321,810
Show:
ProductUSD
Equivalent
IRS $70,138,561,971,072
OIS $9,486,292,939,422
Basis $7,439,917,437,400
Zeroes $206,166,633,591
FRAs $26,435,549,240,000
Total$113,706,488,221,485
ProductVolume
EUR
USD
Equivalent
IRS €64,887,638,473,604 $89,674,716,370,520
OIS €29,061,715,457,349 $40,163,290,762,056
Basis €300,675,668,175 $415,533,773,418
Zeroes €498,615,236,655 $689,086,257,058
FRAs €35,042,525,400,000 $48,428,770,102,800
Total€129,791,170,235,783$179,371,397,265,852
ProductVolume
GBP
USD
Equivalent
IRS £11,226,792,541,537 $18,778,494,544,602
OIS £6,811,463,023,317 $11,393,193,625,952
Basis £2,063,236,333,720 $3,451,072,253,597
Zeroes £124,215,808,339 $207,769,571,818
FRAs £9,681,227,000,000 $16,193,304,341,550
Total£29,906,934,706,913$50,023,834,337,519
ProductVolume
JPY
USD
Equivalent
IRS ¥1,980,127,800,898,935 $19,501,923,483,517
OIS ¥0 $0
Basis ¥167,113,265,000,000 $1,645,868,567,489
Zeroes ¥5,930,000,000,000 $58,403,506,180
FRAs ¥1,182,600,000,000 $11,647,215,246
Total¥2,154,353,665,898,935$21,217,842,772,432
ProductVolume
CHF
USD
Equivalent
IRS CHF3,246,737,562,396 $3,691,781,866,389
OIS CHF151,862,680,000 $172,679,151,743
Basis CHF331,813,000,000 $377,296,037,296
Zeroes CHF67,548,000 $76,807,095
FRAs CHF912,740,000,000 $1,037,853,203,707
TotalCHF4,643,220,790,396$5,279,687,066,230
ProductVolume
AUD
USD
Equivalent
IRS $7,716,050,857,714 $7,214,893,354,505
OIS $0 $0
Basis $458,949,800,000 $429,141,010,490
Zeroes $19,646,000,000 $18,369,992,300
FRAs $0 $0
Total$8,194,646,657,714$7,662,404,357,295
ProductVolume
CAD
USD
Equivalent
IRS $8,096,869,778,942 $7,373,191,074,937
OIS $2,068,370,220,068 $1,883,504,275,434
Basis $213,941,507,000 $194,819,930,793
Zeroes $54,400,195,958 $49,538,037,571
FRAs $0 $0
Total$10,433,581,701,968$9,501,053,318,735
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,713,568,110,028 $337,840,585,247
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,000,000,000 $603,864,734
FRAs CZK914,010,000,000 $45,994,867,150
TotalCZK7,639,578,110,028$384,439,317,131
ProductVolume
DKK
USD
Equivalent
IRS DKK1,501,549,614,630 $277,915,492,537
OIS DKK0 $0
Basis DKK1,050,000,000 $194,340,077
Zeroes DKK1,000,000,000 $185,085,787
FRAs DKK1,046,602,000,000 $193,711,155,120
TotalDKK2,550,201,614,630$472,006,073,521
ProductVolume
HKD
USD
Equivalent
IRS HKD6,414,743,340,708 $827,265,830,647
OIS HKD0 $0
Basis HKD11,940,000,000 $1,539,820,612
Zeroes HKD0 $0
FRAs HKD0 $0
TotalHKD6,426,683,340,708$828,805,651,259
ProductVolume
HUF
USD
Equivalent
IRS HUF115,899,043,235,376 $517,972,975,958
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF148,200,000,000 $662,331,568
FRAs HUF96,108,867,000,000 $429,527,237,380
TotalHUF212,156,110,235,376$948,162,544,906
ProductVolume
NOK
USD
Equivalent
IRS NOK4,190,166,745,725 $703,142,493,241
OIS NOK0 $0
Basis NOK11,621,400,000 $1,950,161,095
Zeroes NOK4,622,000,000 $775,607,464
FRAs NOK4,613,516,000,000 $774,183,783,058
TotalNOK8,819,926,145,725$1,480,052,044,858
ProductVolume
NZD
USD
Equivalent
IRS NZD2,076,928,240,603 $1,794,465,999,881
OIS NZD0 $0
Basis NZD200,000,000 $172,800,000
Zeroes NZD4,676,000,000 $4,040,064,000
FRAs NZD0 $0
TotalNZD2,081,804,240,603$1,798,678,863,881
ProductVolume
PLN
USD
Equivalent
IRS PLN3,063,751,838,610 $1,009,906,002,113
OIS PLN0 $0
Basis PLN674,000,000 $222,170,946
Zeroes PLN2,720,000,000 $896,594,917
FRAs PLN1,505,543,000,000 $496,272,868,115
TotalPLN4,572,688,838,610$1,507,297,636,091
ProductVolume
SEK
USD
Equivalent
IRS SEK16,970,639,377,630 $2,580,869,946,640
OIS SEK0 $0
Basis SEK2,000,000,000 $304,157,067
Zeroes SEK4,090,660,000 $622,101,573
FRAs SEK14,903,212,000,000 $2,266,458,623,233
TotalSEK31,879,942,037,630$4,848,254,828,513
ProductVolume
SGD
USD
Equivalent
IRS SGD785,848,452,012 $626,948,384,070
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD100,000,000 $79,779,808
FRAs SGD0 $0
TotalSGD785,948,452,012$627,028,163,878
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,568,988,315,938 $1,092,728,358,728
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
TotalZAR11,568,988,315,938$1,092,728,358,728
ProductUSD
Equivalent
IRS$226,142,618,734,604
OIS$63,098,960,754,607
Basis$13,958,032,460,280
Zeroes$1,237,276,235,464
FRAs$96,313,272,637,359
Total$400,750,160,822,314

Figures as of COB Apr 15, 2014.

Notional Outstanding by Product

As of COB Apr 15, 2014

Daily Notional by Tenor

As of COB Apr 15, 2014

Notional Outstanding by Currency

As of COB Apr 15, 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.