Volumes

Client Notional Cleared (USD)

$2,723,648,784,853,447

Client Notional Outstanding (USD)

$111,649,392,432,400

As of COB Sep 17, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,455,191,000,000,000

Trades Compressed

54,058,970
Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50%* of all OTC interest rate swaps and more than 90%* of the overall cleared OTC interest rate swap market. We regularly clear in excess of $3.5 trillion* notional per day and have more than 3 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Sep 17, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$1,086,030,825,372	$6,119,664,363,196	$151,334,818,470,383	$41,687,792,084,806
EUR	€528,691,314,617	€5,354,486,293,673	€103,789,453,927,548	€29,387,144,820,079
GBP	£254,440,297,068	£1,159,421,252,478	£36,554,977,504,228	£8,173,021,966,724
JPY	¥34,871,237,701,116	¥89,380,280,762,878	¥1,883,529,322,047,864	¥710,299,523,563,264
CHF	CHF9,271,089,859	CHF91,237,682,137	CHF1,588,734,687,447	CHF686,878,774,630
AUD	$157,646,492,264	$703,226,530,057	$27,969,819,750,611	$10,067,411,221,936
CAD	$95,507,545,875	$363,759,130,400	$11,010,452,285,597	$3,085,263,673,822
Other* Show All Hide	$138,766,832,537	$957,883,300,971	$23,179,943,270,459	$11,619,824,101,204
BRL	BRL0	BRL6,824,009,105	BRL697,707,279,214	BRL150,665,635,913
CLP	CLP52,502,000,000	CLP1,849,175,397,320	CLP21,447,158,760,062	CLP4,212,134,411,819
CNY	CNY2,516,700,000	CNY507,836,558,736	CNY10,320,776,082,575	CNY4,821,957,721,858
COP	COP100,000,000,000	COP1,884,732,755,000	COP44,388,067,569,406	COP29,462,825,374,787
CZK	CZK225,206,039,168	CZK1,240,859,813,128	CZK43,873,121,287,345	CZK21,838,899,940,446
DKK	DKK2,412,020,000	DKK20,867,579,000	DKK753,679,381,112	DKK1,624,229,177,629
HKD	HKD39,873,155,000	HKD291,893,156,606	HKD5,086,012,396,251	HKD3,933,196,154,294
HUF	HUF991,152,717,500	HUF6,923,042,885,831	HUF175,995,776,232,602	HUF59,468,268,784,487
ILS	ILS35,082,857,700	ILS86,107,690,297	ILS2,723,203,012,456	ILS1,538,959,811,118
INR	INR569,572,773,000	INR4,216,531,477,647	INR74,190,394,069,424	INR23,538,306,773,349
KRW	KRW0	KRW81,354,979,803,986	KRW1,871,328,512,807,436	KRW927,672,840,968,271
MXN	MXN34,024,150,493	MXN111,414,250,977	MXN2,455,788,244,416	MXN901,340,506,745
NOK	NOK49,229,516,000	NOK829,804,902,151	NOK16,485,879,523,967	NOK5,070,785,906,534
NZD	NZD45,025,883,000	NZD279,997,161,172	NZD9,237,580,089,084	NZD3,782,500,874,595
PLN	PLN36,293,096,300	PLN195,552,789,847	PLN4,952,031,286,667	PLN2,845,639,527,067
SEK	SEK149,031,429,500	SEK1,176,461,118,725	SEK20,644,156,867,928	SEK6,260,111,085,802
SGD	SGD9,250,422,700	SGD79,829,425,658	SGD1,520,220,133,838	SGD864,722,840,219
THB	THB164,251,621,903	THB1,101,468,868,818	THB20,404,010,132,737	THB5,302,060,409,659
TWD	TWD1,248,000,000	TWD804,954,027,206	TWD10,357,057,930,786	TWD3,937,003,060,247
ZAR	ZAR589,707,217,722	ZAR1,726,941,241,595	ZAR53,387,384,004,985	ZAR43,201,997,913,164
Total in USD	$2,581,503,362,943	$15,983,078,942,582	$374,493,252,722,470	$111,649,392,432,400

Figures as of COB Sep 17, 2024. Weekly figures as of COB Sep 13, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$35,000,000
OIS	$1,048,434,429,670
Basis	$32,410,000,000
Zeroes	$0
FRAs	$0
VNS	$460,612,702
Inflation	$4,690,783,000
Total	$1,086,030,825,372

Product	Volume EUR	USD Equivalent
IRS	€124,364,346,647	$138,324,244,558
OIS	€343,163,739,970	$381,683,869,782
Basis	€4,517,960,000	$5,025,101,010
Zeroes	€870,440,000	$968,146,890
FRAs	€52,599,800,000	$58,504,127,550
VNS	€23,900,000	$26,582,775
Inflation	€3,151,128,000	$3,504,842,118
Total	€528,691,314,617	$588,036,914,683

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£252,291,602,613	$332,167,124,000
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£40,000,000	$52,664,000
Inflation	£2,108,694,455	$2,776,307,119
Total	£254,440,297,068	$334,996,095,119

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥34,871,237,701,116	$245,892,449,326
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥34,871,237,701,116	$245,892,449,326

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF9,271,089,859	$10,959,382,776
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF9,271,089,859	$10,959,382,776

Product	Volume AUD	USD Equivalent
IRS	$39,379,642,264	$26,618,669,188
OIS	$111,738,300,000	$75,529,503,885
Basis	$6,528,550,000	$4,412,973,373
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$157,646,492,264	$106,561,146,446

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$95,507,545,875	$70,259,716,684
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$95,507,545,875	$70,259,716,684

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL0	$0
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL0	$0

Product	Volume CLP	USD Equivalent
IRS	CLP52,502,000,000	$56,465,299
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP52,502,000,000	$56,465,299

Product	Volume CNY	USD Equivalent
IRS	CNY2,516,700,000	$354,779,593
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY2,516,700,000	$354,779,593

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP100,000,000,000	$23,791,114
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP100,000,000,000	$23,791,114

Product	Volume CZK	USD Equivalent
IRS	CZK157,981,039,168	$6,998,982,774
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK67,225,000,000	$2,978,247,386
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK225,206,039,168	$9,977,230,160

Product	Volume DKK	USD Equivalent
IRS	DKK2,212,020,000	$329,719,175
OIS	DKK200,000,000	$29,811,591
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK2,412,020,000	$359,530,766

Product	Volume HKD	USD Equivalent
IRS	HKD39,573,155,000	$5,078,136,369
OIS	HKD0	$0
Basis	HKD300,000,000	$38,496,827
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD39,873,155,000	$5,116,633,196

Product	Volume HUF	USD Equivalent
IRS	HUF375,152,717,500	$1,057,572,569
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF616,000,000,000	$1,736,532,010
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF991,152,717,500	$2,794,104,579

Product	Volume ILS	USD Equivalent
IRS	ILS18,347,857,700	$4,851,620,313
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS16,735,000,000	$4,425,141,467
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS35,082,857,700	$9,276,761,780

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR569,572,773,000	$6,798,880,005
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR569,572,773,000	$6,798,880,005

Product	Volume KRW	USD Equivalent
IRS	KRW0	$0
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW0	$0

Product	Volume MXN	USD Equivalent
IRS	MXN34,024,150,493	$1,779,082,409
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN34,024,150,493	$1,779,082,409

Product	Volume NOK	USD Equivalent
IRS	NOK33,103,016,000	$3,123,618,538
OIS	NOK16,000,000,000	$1,509,768,675
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK0	$0
VNS	NOK126,500,000	$11,936,609
Inflation	NOK0	$0
Total	NOK49,229,516,000	$4,645,323,822

Product	Volume NZD	USD Equivalent
IRS	NZD12,401,562,000	$7,676,566,878
OIS	NZD32,624,321,000	$20,194,454,699
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD45,025,883,000	$27,871,021,577

Product	Volume PLN	USD Equivalent
IRS	PLN21,057,460,300	$5,481,072,999
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN15,235,636,000	$3,965,702,982
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN36,293,096,300	$9,446,775,981

Product	Volume SEK	USD Equivalent
IRS	SEK108,077,873,000	$10,615,748,411
OIS	SEK26,400,000,000	$2,593,090,984
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK14,500,000,000	$1,424,235,578
VNS	SEK53,556,500	$5,260,488
Inflation	SEK0	$0
Total	SEK149,031,429,500	$14,638,335,461

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD9,250,422,700	$7,139,324,458
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD9,250,422,700	$7,139,324,458

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB164,251,621,903	$4,922,871,929
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB164,251,621,903	$4,922,871,929

Product	Volume TWD	USD Equivalent
IRS	TWD1,248,000,000	$39,064,701
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD1,248,000,000	$39,064,701

Product	Volume ZAR	USD Equivalent
IRS	ZAR589,707,217,722	$33,526,855,707
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR589,707,217,722	$33,526,855,707

Product	USD Equivalent
IRS	$245,947,199,481
OIS	$2,208,138,469,578
Basis	$41,886,571,210
Zeroes	$968,146,890
FRAs	$73,033,986,973
VNS	$557,056,574
Inflation	$10,971,932,237
Total	$2,581,503,362,943

Show:

Product	USD Equivalent
IRS	$0
OIS	$5,914,535,612,649
Basis	$174,202,500,000
Zeroes	$0
FRAs	$0
VNS	$1,188,335,615
Inflation	$29,737,914,932
Total	$6,119,664,363,196

Product	Volume EUR	USD Equivalent
IRS	€677,361,017,588	$747,992,167,062
OIS	€4,361,864,891,868	$4,818,816,778,194
Basis	€8,819,520,000	$9,752,689,310
Zeroes	€10,477,438,000	$11,554,513,000
FRAs	€274,680,700,000	$303,030,130,210
VNS	€724,484,572	$800,482,511
Inflation	€20,558,241,645	$22,704,626,661
Total	€5,354,486,293,673	$5,914,651,386,948

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,144,347,788,910	$1,496,981,123,666
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£277,537,737	$362,803,189
Inflation	£14,795,925,831	$19,366,638,159
Total	£1,159,421,252,478	$1,516,710,565,014

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥89,380,280,762,878	$629,042,915,860
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥89,380,280,762,878	$629,042,915,860

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF91,237,682,137	$107,441,222,916
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF91,237,682,137	$107,441,222,916

Product	Volume AUD	USD Equivalent
IRS	$192,363,389,525	$128,552,757,633
OIS	$456,147,685,000	$304,739,513,274
Basis	$54,695,955,000	$36,606,426,496
Zeroes	$0	$0
FRAs	$0	$0
VNS	$19,500,532	$13,005,807
Inflation	$0	$0
Total	$703,226,530,057	$469,911,703,210

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$363,259,130,400	$267,405,553,344
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$500,000,000	$367,931,123
Inflation	$0	$0
Total	$363,759,130,400	$267,773,484,467

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL6,824,009,105	$1,211,045,077
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL6,824,009,105	$1,211,045,077

Product	Volume CLP	USD Equivalent
IRS	CLP1,849,175,397,320	$1,969,739,754
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP1,849,175,397,320	$1,969,739,754

Product	Volume CNY	USD Equivalent
IRS	CNY507,836,558,736	$71,364,924,788
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY507,836,558,736	$71,364,924,788

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP1,884,732,755,000	$443,873,391
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP1,884,732,755,000	$443,873,391

Product	Volume CZK	USD Equivalent
IRS	CZK994,524,123,128	$43,748,053,013
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK530,690,000	$23,367,091
FRAs	CZK245,805,000,000	$10,808,055,782
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,240,859,813,128	$54,579,475,886

Product	Volume DKK	USD Equivalent
IRS	DKK16,724,639,000	$2,476,592,304
OIS	DKK4,142,940,000	$612,065,042
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK20,867,579,000	$3,088,657,346

Product	Volume HKD	USD Equivalent
IRS	HKD285,253,156,606	$36,575,824,165
OIS	HKD0	$0
Basis	HKD6,640,000,000	$851,370,839
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD291,893,156,606	$37,427,195,004

Product	Volume HUF	USD Equivalent
IRS	HUF6,326,992,885,831	$17,633,327,112
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF596,050,000,000	$1,657,163,397
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF6,923,042,885,831	$19,290,490,509

Product	Volume ILS	USD Equivalent
IRS	ILS60,961,690,297	$16,236,337,286
OIS	ILS1,000,000	$265,957
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS25,145,000,000	$6,728,963,203
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS86,107,690,297	$22,965,566,446

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR4,216,531,477,647	$50,229,917,324
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR4,216,531,477,647	$50,229,917,324

Product	Volume KRW	USD Equivalent
IRS	KRW81,354,979,803,986	$60,785,481,124
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW81,354,979,803,986	$60,785,481,124

Product	Volume MXN	USD Equivalent
IRS	MXN111,414,250,977	$5,606,379,820
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN111,414,250,977	$5,606,379,820

Product	Volume NOK	USD Equivalent
IRS	NOK385,061,902,151	$35,612,574,006
OIS	NOK255,463,000,000	$23,645,491,040
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK189,230,000,000	$17,583,162,103
VNS	NOK50,000,000	$4,629,421
Inflation	NOK0	$0
Total	NOK829,804,902,151	$76,845,856,570

Product	Volume NZD	USD Equivalent
IRS	NZD125,639,695,172	$77,248,852,620
OIS	NZD154,357,466,000	$94,907,062,994
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD279,997,161,172	$172,155,915,614

Product	Volume PLN	USD Equivalent
IRS	PLN131,497,471,847	$33,902,329,783
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN64,055,318,000	$16,532,293,904
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN195,552,789,847	$50,434,623,687

Product	Volume SEK	USD Equivalent
IRS	SEK884,201,118,725	$85,498,495,428
OIS	SEK202,300,000,000	$19,541,177,197
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK89,800,000,000	$8,689,311,098
VNS	SEK160,000,000	$15,535,036
Inflation	SEK0	$0
Total	SEK1,176,461,118,725	$113,744,518,759

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD79,829,425,658	$61,250,352,680
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD79,829,425,658	$61,250,352,680

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB1,101,468,868,818	$32,721,206,384
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,101,468,868,818	$32,721,206,384

Product	Volume TWD	USD Equivalent
IRS	TWD804,954,027,206	$25,067,951,990
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD804,954,027,206	$25,067,951,990

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,725,351,571,595	$96,610,924,692
OIS	ZAR1,312,500,000	$73,691,864
Basis	ZAR0	$0
Zeroes	ZAR277,170,000	$15,512,262
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,726,941,241,595	$96,700,128,818

Product	USD Equivalent
IRS	$1,488,093,757,657
OIS	$13,822,387,823,776
Basis	$221,412,986,645
Zeroes	$11,593,392,353
FRAs	$365,029,079,697
VNS	$2,752,722,702
Inflation	$71,809,179,752
Total	$15,983,078,942,582

Show:

Product	USD Equivalent
IRS	$7,430,386,880
OIS	$146,145,619,692,715
Basis	$4,093,895,155,000
Zeroes	$0
FRAs	$0
VNS	$79,775,376,478
Inflation	$1,008,097,859,310
Total	$151,334,818,470,383

Product	Volume EUR	USD Equivalent
IRS	€18,470,218,451,480	$20,048,785,983,283
OIS	€76,463,407,598,966	$83,018,850,887,752
Basis	€670,378,479,686	$728,454,871,124
Zeroes	€114,917,977,576	$124,873,804,160
FRAs	€7,181,296,525,000	$7,786,581,707,904
VNS	€30,239,454,831	$32,793,851,181
Inflation	€858,995,440,009	$932,811,922,358
Total	€103,789,453,927,548	$112,673,153,027,762

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$935,114,650
OIS	£35,984,347,053,069	$45,794,666,087,528
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£20,757,072,650	$26,433,971,551
Inflation	£549,129,378,509	$699,049,317,868
Total	£36,554,977,504,228	$46,521,084,491,597

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,883,481,668,547,864	$12,413,963,256,752
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥47,653,500,000	$300,245,723
Inflation	¥0	$0
Total	¥1,883,529,322,047,864	$12,414,263,502,475

Product	Volume CHF	USD Equivalent
IRS	CHF478,000,000	$541,425,961
OIS	CHF1,588,222,187,447	$1,806,321,482,535
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF34,500,000	$38,861,133
Inflation	CHF0	$0
Total	CHF1,588,734,687,447	$1,806,901,769,629

Product	Volume AUD	USD Equivalent
IRS	$6,201,094,088,778	$4,103,586,881,199
OIS	$19,241,804,337,216	$12,708,216,542,531
Basis	$2,519,767,365,000	$1,664,819,517,075
Zeroes	$3,841,000,000	$2,545,685,400
FRAs	$0	$0
VNS	$3,312,959,617	$2,199,985,299
Inflation	$0	$0
Total	$27,969,819,750,611	$18,481,368,611,504

Product	Volume CAD	USD Equivalent
IRS	$291,812,780,309	$214,563,674,798
OIS	$10,693,469,403,899	$7,848,578,807,964
Basis	$13,192,010,000	$9,761,911,937
Zeroes	$2,360,800,000	$1,731,998,093
FRAs	$0	$0
VNS	$9,617,291,389	$7,083,185,869
Inflation	$0	$0
Total	$11,010,452,285,597	$8,081,719,578,661

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL697,707,279,214	$129,317,227,303
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL697,707,279,214	$129,317,227,303

Product	Volume CLP	USD Equivalent
IRS	CLP21,447,158,760,062	$22,883,186,915
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP21,447,158,760,062	$22,883,186,915

Product	Volume CNY	USD Equivalent
IRS	CNY10,320,776,082,575	$1,433,649,446,842
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY10,320,776,082,575	$1,433,649,446,842

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP44,388,067,569,406	$11,187,437,110
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP44,388,067,569,406	$11,187,437,110

Product	Volume CZK	USD Equivalent
IRS	CZK19,932,935,181,151	$863,366,956,348
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK38,981,224,000	$1,669,057,135
FRAs	CZK23,900,576,882,194	$1,029,827,331,704
VNS	CZK628,000,000	$27,137,394
Inflation	CZK0	$0
Total	CZK43,873,121,287,345	$1,894,890,482,581

Product	Volume DKK	USD Equivalent
IRS	DKK455,227,866,112	$66,320,634,328
OIS	DKK298,437,340,000	$43,374,965,177
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK14,175,000	$2,112,534
Inflation	DKK0	$0
Total	DKK753,679,381,112	$109,697,712,039

Product	Volume HKD	USD Equivalent
IRS	HKD4,967,625,196,251	$635,810,936,461
OIS	HKD0	$0
Basis	HKD116,504,000,000	$14,917,495,536
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD5,086,012,396,251	$650,969,181,266

Product	Volume HUF	USD Equivalent
IRS	HUF98,659,241,294,602	$273,412,325,291
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF77,307,955,538,000	$213,648,963,016
VNS	HUF9,079,400,000	$25,371,772
Inflation	HUF0	$0
Total	HUF175,995,776,232,602	$487,140,587,070

Product	Volume ILS	USD Equivalent
IRS	ILS1,611,239,913,658	$435,802,773,071
OIS	ILS6,862,000,000	$1,868,387,712
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS1,104,711,098,798	$298,791,245,056
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS2,723,203,012,456	$736,566,515,501

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR74,190,394,069,424	$889,334,015,928
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR74,190,394,069,424	$889,334,015,928

Product	Volume KRW	USD Equivalent
IRS	KRW1,871,328,512,807,436	$1,382,208,756,109
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,871,328,512,807,436	$1,382,208,756,109

Product	Volume MXN	USD Equivalent
IRS	MXN2,455,788,244,416	$139,211,344,391
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,455,788,244,416	$139,211,344,391

Product	Volume NOK	USD Equivalent
IRS	NOK8,187,150,801,874	$767,813,070,949
OIS	NOK3,276,479,100,000	$304,933,208,574
Basis	NOK20,150,000,000	$1,910,331,198
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK4,993,300,400,000	$467,244,680,093
VNS	NOK2,498,010,093	$234,643,590
Inflation	NOK0	$0
Total	NOK16,485,879,523,967	$1,542,733,264,936

Product	Volume NZD	USD Equivalent
IRS	NZD2,600,968,845,647	$1,583,233,732,553
OIS	NZD6,580,739,245,570	$3,999,517,590,834
Basis	NZD52,403,700,000	$31,886,539,740
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD108,297,867	$67,077,168
Inflation	NZD0	$0
Total	NZD9,237,580,089,084	$5,616,708,676,295

Product	Volume PLN	USD Equivalent
IRS	PLN3,120,546,669,946	$787,729,023,504
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN7,043,030,000	$1,782,442,262
FRAs	PLN1,823,872,392,046	$460,991,798,940
VNS	PLN569,194,675	$141,841,539
Inflation	PLN0	$0
Total	PLN4,952,031,286,667	$1,250,645,106,245

Product	Volume SEK	USD Equivalent
IRS	SEK12,816,096,084,062	$1,221,870,077,136
OIS	SEK2,821,481,000,000	$267,621,191,597
Basis	SEK0	$0
Zeroes	SEK37,785,346,000	$3,585,810,728
FRAs	SEK4,967,446,000,000	$473,944,565,487
VNS	SEK1,348,437,866	$127,833,131
Inflation	SEK0	$0
Total	SEK20,644,156,867,928	$1,967,149,478,079

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD1,519,709,127,189	$1,137,449,662,557
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD511,006,649	$382,913,015
Inflation	SGD0	$0
Total	SGD1,520,220,133,838	$1,137,832,575,572

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB20,404,010,132,737	$571,280,003,781
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB20,404,010,132,737	$571,280,003,781

Product	Volume TWD	USD Equivalent
IRS	TWD10,357,057,930,786	$323,243,537,239
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD10,357,057,930,786	$323,243,537,239

Product	Volume ZAR	USD Equivalent
IRS	ZAR53,362,277,327,384	$2,881,940,416,481
OIS	ZAR1,312,500,000	$73,691,864
Basis	ZAR0	$0
Zeroes	ZAR13,324,038,004	$724,618,795
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR53,387,384,004,985	$2,883,294,735,257

Product	USD Equivalent
IRS	$37,323,656,911,692
OIS	$316,962,856,912,911
Basis	$6,545,645,821,610
Zeroes	$139,872,475,017
FRAs	$10,731,030,292,200
VNS	$150,231,209,504
Inflation	$2,639,959,099,536
Total	$374,493,252,722,470

Show:

Product	USD Equivalent
IRS	$1,409,300,000
OIS	$39,021,686,771,119
Basis	$1,661,093,466,260
Zeroes	$0
FRAs	$0
VNS	$396,527,567,614
Inflation	$607,074,979,813
Total	$41,687,792,084,806

Product	Volume EUR	USD Equivalent
IRS	€10,353,016,530,216	$11,515,142,635,733
OIS	€14,593,927,642,920	$16,232,096,020,838
Basis	€599,659,413,419	$666,971,182,576
Zeroes	€38,280,626,463	$42,577,626,784
FRAs	€3,082,177,671,476	$3,428,152,115,099
VNS	€243,209,133,695	$270,509,358,952
Inflation	€476,873,801,889	$530,402,886,151
Total	€29,387,144,820,078	$32,685,851,826,133

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$979,550,400
OIS	£7,545,794,239,546	$9,934,792,695,786
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£94,175,294,375	$123,991,192,574
Inflation	£532,308,432,803	$700,837,282,629
Total	£8,173,021,966,724	$10,760,600,721,389

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥710,249,181,824,913	$5,008,279,672,989
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥50,341,738,351	$354,981,760
Inflation	¥0	$0
Total	¥710,299,523,563,264	$5,008,634,654,749

Product	Volume CHF	USD Equivalent
IRS	CHF478,000,000	$565,045,215
OIS	CHF685,849,852,380	$810,745,141,415
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF550,922,250	$651,246,823
Inflation	CHF0	$0
Total	CHF686,878,774,630	$811,961,433,453

Product	Volume AUD	USD Equivalent
IRS	$3,854,343,002,560	$2,605,343,152,581
OIS	$4,825,498,338,734	$3,261,795,602,067
Basis	$1,361,101,740,612	$920,036,721,567
Zeroes	$2,501,079,647	$1,690,604,787
FRAs	$0	$0
VNS	$23,967,060,382	$16,200,534,465
Inflation	$0	$0
Total	$10,067,411,221,935	$6,805,066,615,467

Product	Volume CAD	USD Equivalent
IRS	$57,510,466,775	$42,307,328,337
OIS	$3,003,818,173,665	$2,209,745,962,162
Basis	$1,965,500,000	$1,445,911,649
Zeroes	$0	$0
FRAs	$0	$0
VNS	$21,969,533,382	$16,161,793,050
Inflation	$0	$0
Total	$3,085,263,673,822	$2,269,660,995,198

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL150,665,635,913	$27,491,973,307
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL150,665,635,913	$27,491,973,307

Product	Volume CLP	USD Equivalent
IRS	CLP4,212,134,411,819	$4,530,102,292
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,212,134,411,819	$4,530,102,292

Product	Volume CNY	USD Equivalent
IRS	CNY4,821,957,721,858	$679,752,135,255
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,821,957,721,858	$679,752,135,255

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP29,462,825,374,787	$7,009,534,378
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP29,462,825,374,787	$7,009,534,378

Product	Volume CZK	USD Equivalent
IRS	CZK13,371,895,790,174	$592,410,765,115
OIS	CZK0	$0
Basis	CZK5,964,000,000	$264,221,159
Zeroes	CZK17,292,690,000	$766,112,440
FRAs	CZK8,416,179,455,238	$372,859,270,567
VNS	CZK27,568,005,034	$1,221,336,392
Inflation	CZK0	$0
Total	CZK21,838,899,940,446	$967,521,705,673

Product	Volume DKK	USD Equivalent
IRS	DKK1,254,643,308,208	$187,014,564,186
OIS	DKK360,816,216,412	$53,782,526,892
Basis	DKK5,150,000,000	$767,648,462
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,619,653,009	$539,538,071
Inflation	DKK0	$0
Total	DKK1,624,229,177,629	$242,104,277,611

Product	Volume HKD	USD Equivalent
IRS	HKD3,690,869,907,335	$473,622,603,712
OIS	HKD0	$0
Basis	HKD240,183,603,396	$30,821,022,270
Zeroes	HKD1,564,200,000	$200,722,457
FRAs	HKD0	$0
VNS	HKD578,443,563	$74,227,473
Inflation	HKD0	$0
Total	HKD3,933,196,154,294	$504,718,575,912

Product	Volume HUF	USD Equivalent
IRS	HUF44,491,657,390,366	$125,424,005,273
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF8,200,000,000	$23,116,173
FRAs	HUF14,715,018,900,000	$41,482,307,389
VNS	HUF253,392,494,121	$714,324,963
Inflation	HUF0	$0
Total	HUF59,468,268,784,487	$167,643,753,798

Product	Volume ILS	USD Equivalent
IRS	ILS1,092,138,292,320	$288,787,956,084
OIS	ILS940,000,000	$248,558,887
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS445,881,518,798	$117,901,929,980
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,538,959,811,118	$406,938,444,951

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR23,538,306,773,349	$280,972,214,377
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR23,538,306,773,349	$280,972,214,377

Product	Volume KRW	USD Equivalent
IRS	KRW927,672,840,968,271	$702,872,976,799
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW927,672,840,968,271	$702,872,976,799

Product	Volume MXN	USD Equivalent
IRS	MXN901,340,506,745	$47,130,024,327
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN901,340,506,745	$47,130,024,327

Product	Volume NOK	USD Equivalent
IRS	NOK2,450,289,338,077	$231,210,630,477
OIS	NOK1,423,694,346,438	$134,340,570,451
Basis	NOK26,478,159,744	$2,498,493,510
Zeroes	NOK0	$0
FRAs	NOK1,118,492,070,334	$105,541,518,198
VNS	NOK51,831,991,942	$4,890,894,863
Inflation	NOK0	$0
Total	NOK5,070,785,906,535	$478,482,107,499

Product	Volume NZD	USD Equivalent
IRS	NZD1,650,648,070,378	$1,021,751,155,564
OIS	NZD2,096,386,825,808	$1,297,663,445,175
Basis	NZD34,743,074,846	$21,505,963,330
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD722,903,563	$447,477,305
Inflation	NZD0	$0
Total	NZD3,782,500,874,595	$2,341,368,041,374

Product	Volume PLN	USD Equivalent
IRS	PLN2,022,096,038,982	$526,333,937,812
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN4,012,810,000	$1,044,499,395
FRAs	PLN813,830,499,464	$211,832,970,955
VNS	PLN5,700,178,622	$1,483,706,709
Inflation	PLN0	$0
Total	PLN2,845,639,527,068	$740,695,114,871

Product	Volume SEK	USD Equivalent
IRS	SEK4,798,579,718,484	$471,331,583,503
OIS	SEK514,617,963,772	$50,547,394,019
Basis	SEK0	$0
Zeroes	SEK34,571,000,000	$3,395,672,288
FRAs	SEK896,713,240,520	$88,077,993,156
VNS	SEK15,629,163,026	$1,535,145,520
Inflation	SEK0	$0
Total	SEK6,260,111,085,802	$614,887,788,486

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD863,267,429,780	$666,255,637,709
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,455,410,439	$1,123,261,896
Inflation	SGD0	$0
Total	SGD864,722,840,219	$667,378,899,605

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB5,302,060,409,659	$158,910,846,985
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB5,302,060,409,659	$158,910,846,985

Product	Volume TWD	USD Equivalent
IRS	TWD3,937,003,060,247	$123,235,454,354
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD3,937,003,060,247	$123,235,454,354

Product	Volume ZAR	USD Equivalent
IRS	ZAR43,171,834,163,013	$2,454,465,217,834
OIS	ZAR1,312,500,000	$74,620,077
Basis	ZAR0	$0
Zeroes	ZAR18,006,110,554	$1,023,708,465
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$616,582,975
Inflation	ZAR0	$0
Total	ZAR43,201,997,913,164	$2,456,180,129,351

Product	USD Equivalent
IRS	$22,123,112,098,160
OIS	$79,128,947,215,326
Basis	$3,305,404,630,783
Zeroes	$50,722,062,789
FRAs	$4,365,848,105,344
VNS	$837,043,171,405
Inflation	$1,838,315,148,593
Total	$111,649,392,432,400

Figures as of COB Sep 17, 2024.

Notional Outstanding by Product

As of COB Sep 17, 2024

Daily Notional by Tenor

As of COB Sep 17, 2024

Notional Outstanding by Tenor

As of COB Sep 17, 2024

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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$2,843,452,429,359	$15,892,144,682,452	$380,022,446,770,647	$160,421,873,221,064
EUR	€2,454,293,671,131	€17,155,549,671,088	€390,741,465,759,724	€163,439,773,632,245
GBP	£784,337,869,737	£3,335,323,481,848	£109,299,924,308,927	£37,531,822,960,111
JPY	¥60,064,321,718,232	¥181,972,872,374,578	¥3,892,862,118,143,730	¥2,296,673,494,541,148
CHF	CHF25,393,059,026	CHF402,632,686,997	CHF5,678,801,923,946	CHF3,462,351,579,025
AUD	$473,937,059,230	$1,945,860,810,648	$81,776,991,449,322	$49,537,955,214,175
CAD	$238,529,319,254	$1,002,366,826,718	$32,491,735,654,314	$26,686,201,020,701
Other* Show All Hide	$501,493,298,281	$2,689,987,207,973	$73,428,090,659,919	$52,443,757,764,073
BRL	BRL0	BRL13,757,151,968	BRL1,812,810,934,507	BRL1,087,096,774,462
CLP	CLP141,504,880,000	CLP3,645,350,794,640	CLP45,243,408,146,124	CLP53,200,745,066,604
CNY	CNY5,301,843,498	CNY1,432,941,750,966	CNY31,348,357,027,766	CNY25,356,099,627,403
COP	COP200,000,000,000	COP3,969,465,510,000	COP100,664,342,950,812	COP155,709,093,398,016
CZK	CZK682,018,698,336	CZK3,696,756,988,680	CZK172,397,572,203,098	CZK94,771,812,435,592
DKK	DKK6,754,040,000	DKK48,657,158,000	DKK1,946,938,518,894	DKK5,838,569,051,408
HKD	HKD120,782,850,000	HKD899,112,223,212	HKD18,812,683,740,746	HKD20,691,100,556,455
HUF	HUF7,333,862,269,000	HUF19,007,881,473,448	HUF750,151,622,882,122	HUF337,023,933,623,046
ILS	ILS86,466,485,400	ILS213,822,879,574	ILS7,377,095,136,199	ILS5,251,170,208,720
INR	INR2,341,725,666,000	INR12,664,684,386,930	INR289,619,985,418,324	INR198,677,335,649,677
KRW	KRW0	KRW196,338,191,635,366	KRW6,019,401,598,208,814	KRW5,370,329,956,540,360
MXN	MXN96,825,339,738	MXN223,892,501,954	MXN5,298,119,625,814	MXN5,462,544,887,449
NOK	NOK621,216,830,000	NOK2,659,234,276,302	NOK48,718,451,953,602	NOK37,316,974,105,089
NZD	NZD91,680,498,000	NZD596,053,135,842	NZD21,728,943,392,582	NZD13,487,376,148,414
PLN	PLN172,775,701,600	PLN582,458,608,048	PLN21,781,162,681,586	PLN15,120,049,559,639
SEK	SEK428,755,607,000	SEK3,210,608,143,168	SEK67,794,303,049,743	SEK52,890,403,283,730
SGD	SGD28,218,545,400	SGD228,942,428,068	SGD4,758,602,420,761	SGD3,443,257,838,584
THB	THB764,841,443,806	THB3,718,427,236,772	THB64,024,365,824,108	THB32,519,840,420,590
TWD	TWD2,496,000,000	TWD1,810,666,758,412	TWD27,124,177,068,066	TWD23,770,360,975,525
ZAR	ZAR2,287,224,622,870	ZAR6,463,843,989,190	ZAR190,342,360,627,823	ZAR112,764,416,737,174
Total in USD	$8,056,781,115,401	$45,686,936,937,833	$1,126,803,116,012,435	$517,470,399,511,708

Figures as of COB Sep 17, 2024. Weekly figures as of COB Sep 13, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$4,237,000,000
OIS	$2,754,237,923,354
Basis	$72,848,600,000
Zeroes	$0
FRAs	$0
VNS	$921,225,405
Inflation	$11,207,680,600
Total	$2,843,452,429,359

Product	Volume EUR	USD Equivalent
IRS	€559,791,354,995	$622,627,934,593
OIS	€1,118,831,667,222	$1,244,420,521,868
Basis	€11,643,920,000	$12,950,950,020
Zeroes	€3,472,680,000	$3,862,488,330
FRAs	€745,975,600,000	$829,711,361,100
VNS	€533,692,914	$593,599,944
Inflation	€14,044,756,000	$15,621,279,861
Total	€2,454,293,671,131	$2,729,788,135,716

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£767,425,066,690	$1,010,391,842,804
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£97,147,786	$127,904,775
Inflation	£16,815,655,261	$22,139,491,717
Total	£784,337,869,737	$1,032,659,239,296

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥60,064,321,718,232	$423,539,976,154
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥60,064,321,718,232	$423,539,976,154

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF25,393,059,026	$30,017,210,268
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF25,393,059,026	$30,017,210,268

Product	Volume AUD	USD Equivalent
IRS	$130,815,854,786	$88,424,977,043
OIS	$319,676,506,000	$216,085,334,231
Basis	$22,016,600,000	$14,882,120,770
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,428,098,444	$965,323,143
Inflation	$0	$0
Total	$473,937,059,230	$320,357,755,187

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$237,778,873,750	$174,921,009,122
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$750,445,504	$552,062,018
Inflation	$0	$0
Total	$238,529,319,254	$175,473,071,140

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL0	$0
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL0	$0

Product	Volume CLP	USD Equivalent
IRS	CLP141,504,880,000	$152,186,877
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP141,504,880,000	$152,186,877

Product	Volume CNY	USD Equivalent
IRS	CNY5,301,843,498	$747,401,708
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY5,301,843,498	$747,401,708

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP200,000,000,000	$47,582,228
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP200,000,000,000	$47,582,228

Product	Volume CZK	USD Equivalent
IRS	CZK402,628,698,336	$17,837,528,723
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK279,390,000,000	$12,377,724,615
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK682,018,698,336	$30,215,253,338

Product	Volume DKK	USD Equivalent
IRS	DKK6,354,040,000	$947,120,200
OIS	DKK400,000,000	$59,623,181
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK6,754,040,000	$1,006,743,381

Product	Volume HKD	USD Equivalent
IRS	HKD117,182,850,000	$15,037,226,432
OIS	HKD0	$0
Basis	HKD3,600,000,000	$461,961,927
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD120,782,850,000	$15,499,188,359

Product	Volume HUF	USD Equivalent
IRS	HUF1,411,662,269,000	$3,979,540,126
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF5,922,200,000,000	$16,694,951,090
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF7,333,862,269,000	$20,674,491,216

Product	Volume ILS	USD Equivalent
IRS	ILS44,206,485,400	$11,689,271,088
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS42,260,000,000	$11,174,572,955
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS86,466,485,400	$22,863,844,043

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,341,725,666,000	$27,952,726,259
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,341,725,666,000	$27,952,726,259

Product	Volume KRW	USD Equivalent
IRS	KRW0	$0
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW0	$0

Product	Volume MXN	USD Equivalent
IRS	MXN96,825,339,738	$5,062,881,989
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN96,825,339,738	$5,062,881,989

Product	Volume NOK	USD Equivalent
IRS	NOK107,963,830,000	$10,187,525,536
OIS	NOK448,000,000,000	$42,273,522,904
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK65,000,000,000	$6,133,435,243
VNS	NOK253,000,000	$23,873,217
Inflation	NOK0	$0
Total	NOK621,216,830,000	$58,618,356,900

Product	Volume NZD	USD Equivalent
IRS	NZD39,731,856,000	$24,594,018,864
OIS	NZD51,948,642,000	$32,156,209,398
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD91,680,498,000	$56,750,228,262

Product	Volume PLN	USD Equivalent
IRS	PLN64,814,429,600	$16,870,629,931
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN107,961,272,000	$28,101,376,160
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN172,775,701,600	$44,972,006,091

Product	Volume SEK	USD Equivalent
IRS	SEK247,114,494,000	$24,272,362,365
OIS	SEK35,204,000,000	$3,457,847,538
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK146,330,000,000	$14,372,992,565
VNS	SEK107,113,000	$10,520,976
Inflation	SEK0	$0
Total	SEK428,755,607,000	$42,113,723,444

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD28,218,545,400	$21,778,610,326
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD28,218,545,400	$21,778,610,326

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB764,841,443,806	$22,923,466,021
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB764,841,443,806	$22,923,466,021

Product	Volume TWD	USD Equivalent
IRS	TWD2,496,000,000	$78,129,402
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD2,496,000,000	$78,129,402

Product	Volume ZAR	USD Equivalent
IRS	ZAR2,287,224,622,870	$130,036,478,437
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR2,287,224,622,870	$130,036,478,437

Product	USD Equivalent
IRS	$976,782,213,314
OIS	$6,004,263,405,656
Basis	$101,143,632,717
Zeroes	$3,862,488,330
FRAs	$918,566,413,728
VNS	$3,194,509,478
Inflation	$48,968,452,178
Total	$8,056,781,115,401

Show:

Product	USD Equivalent
IRS	$11,399,094,600
OIS	$15,284,910,008,171
Basis	$515,738,360,000
Zeroes	$0
FRAs	$0
VNS	$3,260,399,617
Inflation	$76,836,820,064
Total	$15,892,144,682,452

Product	Volume EUR	USD Equivalent
IRS	€3,028,027,803,092	$3,343,731,128,189
OIS	€11,511,037,874,800	$12,716,729,073,912
Basis	€25,604,216,800	$28,308,102,077
Zeroes	€40,613,076,000	$44,798,842,460
FRAs	€2,447,460,095,334	$2,701,281,558,702
VNS	€1,528,336,188	$1,688,885,465
Inflation	€101,278,268,874	$111,819,693,346
Total	€17,155,549,671,088	$18,948,357,284,151

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£3,262,435,161,334	$4,268,044,807,501
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£655,075,474	$856,641,378
Inflation	£72,233,245,040	$94,476,992,522
Total	£3,335,323,481,848	$4,363,378,441,401

Product	Volume JPY	USD Equivalent
IRS	¥49,664,620,000	$349,611,383
OIS	¥181,923,207,754,578	$1,280,363,698,254
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥181,972,872,374,578	$1,280,713,309,637

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF402,632,686,997	$474,359,250,475
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF402,632,686,997	$474,359,250,475

Product	Volume AUD	USD Equivalent
IRS	$677,830,609,144	$452,831,411,059
OIS	$1,050,732,642,000	$702,171,213,752
Basis	$217,030,110,000	$145,077,414,698
Zeroes	$0	$0
FRAs	$0	$0
VNS	$267,449,504	$179,152,025
Inflation	$0	$0
Total	$1,945,860,810,648	$1,300,259,191,534

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$997,836,450,267	$734,401,321,260
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$4,530,376,451	$3,336,248,950
Inflation	$0	$0
Total	$1,002,366,826,718	$737,737,570,210

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL13,757,151,968	$2,441,644,145
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL13,757,151,968	$2,441,644,145

Product	Volume CLP	USD Equivalent
IRS	CLP3,645,350,794,640	$3,882,783,272
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP3,645,350,794,640	$3,882,783,272

Product	Volume CNY	USD Equivalent
IRS	CNY1,432,941,750,966	$201,357,366,265
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY1,432,941,750,966	$201,357,366,265

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP3,969,465,510,000	$935,264,007
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP3,969,465,510,000	$935,264,007

Product	Volume CZK	USD Equivalent
IRS	CZK2,867,945,608,680	$126,160,801,211
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK1,061,380,000	$46,734,182
FRAs	CZK827,750,000,000	$36,405,624,938
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK3,696,756,988,680	$162,613,160,331

Product	Volume DKK	USD Equivalent
IRS	DKK39,571,278,000	$5,857,702,709
OIS	DKK9,085,880,000	$1,342,250,493
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK48,657,158,000	$7,199,953,202

Product	Volume HKD	USD Equivalent
IRS	HKD874,350,223,212	$112,110,246,344
OIS	HKD0	$0
Basis	HKD24,762,000,000	$3,174,881,436
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD899,112,223,212	$115,285,127,780

Product	Volume HUF	USD Equivalent
IRS	HUF17,375,181,473,448	$48,427,244,473
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,632,700,000,000	$4,538,318,401
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF19,007,881,473,448	$52,965,562,874

Product	Volume ILS	USD Equivalent
IRS	ILS157,370,879,574	$41,919,891,352
OIS	ILS2,000,000	$531,915
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS56,450,000,000	$15,122,539,877
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS213,822,879,574	$57,042,963,144

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR12,664,684,386,930	$150,871,141,099
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR12,664,684,386,930	$150,871,141,099

Product	Volume KRW	USD Equivalent
IRS	KRW196,338,191,635,366	$146,685,621,520
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW196,338,191,635,366	$146,685,621,520

Product	Volume MXN	USD Equivalent
IRS	MXN223,892,501,954	$11,267,004,415
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN223,892,501,954	$11,267,004,415

Product	Volume NOK	USD Equivalent
IRS	NOK925,326,276,302	$85,581,899,384
OIS	NOK484,726,000,000	$44,858,226,252
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK1,249,082,000,000	$115,667,878,154
VNS	NOK100,000,000	$9,258,842
Inflation	NOK0	$0
Total	NOK2,659,234,276,302	$246,117,262,632

Product	Volume NZD	USD Equivalent
IRS	NZD291,058,203,842	$178,999,190,108
OIS	NZD297,181,932,000	$182,732,644,488
Basis	NZD7,813,000,000	$4,808,901,500
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD596,053,135,842	$366,540,736,096

Product	Volume PLN	USD Equivalent
IRS	PLN315,733,972,048	$81,404,918,996
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN266,724,636,000	$68,810,198,174
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN582,458,608,048	$150,215,117,170

Product	Volume SEK	USD Equivalent
IRS	SEK2,225,188,143,168	$215,123,426,862
OIS	SEK300,000,000,000	$29,004,792,697
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK685,100,000,000	$66,169,144,201
VNS	SEK320,000,000	$31,070,073
Inflation	SEK0	$0
Total	SEK3,210,608,143,168	$310,328,433,833

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD228,942,428,068	$175,676,214,282
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD228,942,428,068	$175,676,214,282

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB3,718,427,236,772	$110,521,737,882
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB3,718,427,236,772	$110,521,737,882

Product	Volume TWD	USD Equivalent
IRS	TWD1,810,666,758,412	$56,390,109,524
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD1,810,666,758,412	$56,390,109,524

Product	Volume ZAR	USD Equivalent
IRS	ZAR6,461,085,309,190	$361,495,314,250
OIS	ZAR1,650,000,000	$92,641,201
Basis	ZAR0	$0
Zeroes	ZAR1,108,680,000	$62,049,049
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR6,463,843,989,190	$361,650,004,500

Product	USD Equivalent
IRS	$5,487,416,410,061
OIS	$36,157,014,817,641
Basis	$697,107,659,711
Zeroes	$44,907,625,691
FRAs	$3,007,995,262,447
VNS	$9,361,656,350
Inflation	$283,133,505,932
Total	$45,686,936,937,833

Show:

Product	USD Equivalent
IRS	$724,767,521,016
OIS	$365,067,227,300,194
Basis	$11,485,603,599,336
Zeroes	$0
FRAs	$0
VNS	$274,690,859,463
Inflation	$2,470,157,490,638
Total	$380,022,446,770,647

Product	Volume EUR	USD Equivalent
IRS	€89,657,499,623,369	$97,323,921,779,945
OIS	€222,970,450,069,495	$242,110,690,264,929
Basis	€1,720,543,948,752	$1,868,865,070,105
Zeroes	€329,505,416,790	$359,226,982,353
FRAs	€72,630,520,276,526	$78,823,679,937,325
VNS	€186,074,794,471	$202,185,876,434
Inflation	€3,246,871,630,321	$3,525,193,496,388
Total	€390,741,465,759,724	$424,213,763,407,479

Product	Volume GBP	USD Equivalent
IRS	£8,838,034,723	$11,258,972,439
OIS	£107,205,888,330,582	$136,443,725,603,680
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£65,869,703,313	$83,600,354,729
Inflation	£2,019,328,240,309	$2,572,901,850,072
Total	£109,299,924,308,927	$139,111,486,780,920

Product	Volume JPY	USD Equivalent
IRS	¥1,535,063,220,000	$10,145,269,986
OIS	¥3,891,197,069,008,498	$25,657,322,679,160
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥129,985,915,232	$824,515,447
Inflation	¥0	$0
Total	¥3,892,862,118,143,730	$25,668,292,464,593

Product	Volume CHF	USD Equivalent
IRS	CHF1,006,000,000	$1,138,739,700
OIS	CHF5,677,488,282,846	$6,457,238,167,187
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF307,641,100	$347,321,746
Inflation	CHF0	$0
Total	CHF5,678,801,923,946	$6,458,724,228,633

Product	Volume AUD	USD Equivalent
IRS	$24,007,858,913,364	$15,887,887,979,556
OIS	$50,615,023,136,692	$33,423,511,590,207
Basis	$7,106,541,440,000	$4,695,339,791,527
Zeroes	$23,707,952,142	$15,572,752,265
FRAs	$0	$0
VNS	$23,860,007,124	$15,760,047,900
Inflation	$0	$0
Total	$81,776,991,449,322	$54,038,072,161,455

Product	Volume CAD	USD Equivalent
IRS	$1,164,280,701,178	$858,631,605,427
OIS	$30,901,889,223,466	$22,689,886,959,845
Basis	$294,706,020,000	$217,436,651,635
Zeroes	$16,721,600,000	$12,256,493,254
FRAs	$0	$0
VNS	$114,138,109,670	$84,027,828,628
Inflation	$0	$0
Total	$32,491,735,654,314	$23,862,239,538,789

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL1,812,810,934,507	$335,644,792,331
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,812,810,934,507	$335,644,792,331

Product	Volume CLP	USD Equivalent
IRS	CLP45,243,408,146,124	$48,290,854,660
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP45,243,408,146,124	$48,290,854,660

Product	Volume CNY	USD Equivalent
IRS	CNY31,348,357,027,766	$4,354,714,688,351
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY31,348,357,027,766	$4,354,714,688,351

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP100,664,342,950,812	$25,411,155,708
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP100,664,342,950,812	$25,411,155,708

Product	Volume CZK	USD Equivalent
IRS	CZK54,255,678,516,160	$2,349,589,723,709
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK77,962,448,000	$3,338,114,271
FRAs	CZK118,062,368,328,776	$5,093,967,542,114
VNS	CZK1,562,910,162	$67,954,325
Inflation	CZK0	$0
Total	CZK172,397,572,203,098	$7,446,963,334,419

Product	Volume DKK	USD Equivalent
IRS	DKK1,160,329,771,146	$169,120,843,079
OIS	DKK735,801,280,000	$106,879,456,171
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK46,020,000,000	$6,728,035,524
VNS	DKK4,787,467,748	$698,860,523
Inflation	DKK0	$0
Total	DKK1,946,938,518,894	$283,427,195,297

Product	Volume HKD	USD Equivalent
IRS	HKD18,344,280,340,746	$2,347,840,233,758
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD463,237,000,000	$59,292,870,596
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD18,812,683,740,746	$2,407,793,530,517

Product	Volume HUF	USD Equivalent
IRS	HUF292,574,187,538,632	$811,041,225,229
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF457,127,424,477,664	$1,265,753,972,085
VNS	HUF411,010,865,826	$1,142,622,588
Inflation	HUF0	$0
Total	HUF750,151,622,882,122	$2,078,045,673,884

Product	Volume ILS	USD Equivalent
IRS	ILS4,116,472,338,603	$1,113,404,451,934
OIS	ILS7,400,000,000	$2,014,662,526
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS3,252,442,797,596	$880,311,479,490
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS7,377,095,136,199	$1,995,938,813,274

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR289,619,985,418,324	$3,472,533,747,715
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR289,619,985,418,324	$3,472,533,747,715

Product	Volume KRW	USD Equivalent
IRS	KRW6,019,401,598,208,814	$4,448,709,764,450
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW6,019,401,598,208,814	$4,448,709,764,450

Product	Volume MXN	USD Equivalent
IRS	MXN5,298,119,625,814	$300,504,852,301
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,298,119,625,814	$300,504,852,301

Product	Volume NOK	USD Equivalent
IRS	NOK18,627,155,309,416	$1,747,153,098,260
OIS	NOK8,568,938,200,000	$800,296,240,947
Basis	NOK37,508,000,000	$3,561,261,957
Zeroes	NOK13,741,624,000	$1,301,609,623
FRAs	NOK21,466,112,800,000	$2,013,051,294,898
VNS	NOK4,996,020,186	$469,287,180
Inflation	NOK0	$0
Total	NOK48,718,451,953,602	$4,565,832,792,865

Product	Volume NZD	USD Equivalent
IRS	NZD6,708,514,122,910	$4,087,604,834,013
OIS	NZD14,741,257,582,222	$8,957,889,938,227
Basis	NZD272,238,800,000	$165,831,594,760
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD212,887,450	$131,940,312
Inflation	NZD0	$0
Total	NZD21,728,943,392,582	$13,215,465,779,312

Product	Volume PLN	USD Equivalent
IRS	PLN9,118,135,288,998	$2,300,742,631,858
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN14,486,060,000	$3,665,170,591
FRAs	PLN12,646,623,631,816	$3,194,044,463,544
VNS	PLN1,917,700,772	$476,567,446
Inflation	PLN0	$0
Total	PLN21,781,162,681,586	$5,498,928,833,439

Product	Volume SEK	USD Equivalent
IRS	SEK35,768,857,482,011	$3,408,934,931,465
OIS	SEK4,719,808,000,000	$447,436,603,610
Basis	SEK0	$0
Zeroes	SEK75,570,692,000	$7,171,621,457
FRAs	SEK27,227,370,000,000	$2,602,061,160,153
VNS	SEK2,696,875,732	$255,666,263
Inflation	SEK0	$0
Total	SEK67,794,303,049,743	$6,465,859,982,948

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD4,757,660,333,464	$3,558,527,880,814
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD942,087,297	$704,598,255
Inflation	SGD0	$0
Total	SGD4,758,602,420,761	$3,559,232,479,069

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB64,024,365,824,108	$1,795,447,247,853
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB64,024,365,824,108	$1,795,447,247,853

Product	Volume TWD	USD Equivalent
IRS	TWD27,124,177,068,066	$846,464,532,345
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD27,124,177,068,066	$846,464,532,345

Product	Volume ZAR	USD Equivalent
IRS	ZAR190,228,633,331,545	$10,276,749,692,451
OIS	ZAR1,650,000,000	$92,641,201
Basis	ZAR0	$0
Zeroes	ZAR98,674,202,640	$5,327,585,941
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR190,342,360,627,823	$10,282,880,609,181

Product	USD Equivalent
IRS	$153,764,263,018,263
OIS	$851,016,311,067,599
Basis	$18,495,930,839,916
Zeroes	$412,583,785,578
FRAs	$93,879,597,885,133
VNS	$666,176,578,848
Inflation	$8,568,252,837,098
Total	$1,126,803,116,012,435

Show:

Product	USD Equivalent
IRS	$4,542,822,166
OIS	$141,224,712,421,032
Basis	$12,865,564,802,032
Zeroes	$0
FRAs	$0
VNS	$2,029,431,972,233
Inflation	$4,297,621,203,600
Total	$160,421,873,221,063

Product	Volume EUR	USD Equivalent
IRS	€69,782,835,856,519	$77,615,959,181,414
OIS	€54,925,160,309,919	$61,090,509,554,707
Basis	€1,716,985,641,980	$1,909,717,280,293
Zeroes	€240,578,818,006	$267,583,790,327
FRAs	€31,489,586,058,702	$35,024,292,093,792
VNS	€1,407,080,580,925	$1,565,025,376,134
Inflation	€3,877,546,366,193	$4,312,800,945,799
Total	€163,439,773,632,244	$181,785,888,222,466

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$979,550,400
OIS	£34,297,227,545,575	$45,155,729,786,504
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£546,783,636,279	$719,895,335,525
Inflation	£2,687,067,778,257	$3,537,793,436,853
Total	£37,531,822,960,111	$49,414,398,109,282

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥2,296,360,474,961,714	$16,192,648,696,976
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥313,019,579,434	$2,207,238,864
Inflation	¥0	$0
Total	¥2,296,673,494,541,148	$16,194,855,935,840

Product	Volume CHF	USD Equivalent
IRS	CHF697,049,370	$823,984,124
OIS	CHF3,458,066,135,330	$4,087,790,218,488
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,588,394,325	$4,241,851,557
Inflation	CHF0	$0
Total	CHF3,462,351,579,025	$4,092,856,054,169

Product	Volume AUD	USD Equivalent
IRS	$24,339,809,034,170	$16,452,493,916,647
OIS	$16,920,279,580,832	$11,437,262,982,663
Basis	$8,157,709,803,838	$5,514,203,941,904
Zeroes	$13,146,012,811	$8,886,047,360
FRAs	$0	$0
VNS	$107,010,782,524	$72,333,938,447
Inflation	$0	$0
Total	$49,537,955,214,175	$33,485,180,827,021

Product	Volume CAD	USD Equivalent
IRS	$540,253,942,407	$397,435,496,676
OIS	$25,500,960,016,347	$18,759,671,914,037
Basis	$158,580,997,277	$116,659,430,814
Zeroes	$67,932,253	$49,974,071
FRAs	$0	$0
VNS	$486,338,132,418	$357,772,562,193
Inflation	$0	$0
Total	$26,686,201,020,702	$19,631,589,377,791

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL1,087,096,774,462	$198,362,654,659
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,087,096,774,462	$198,362,654,659

Product	Volume CLP	USD Equivalent
IRS	CLP53,200,745,066,604	$57,216,791,674
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP53,200,745,066,604	$57,216,791,674

Product	Volume CNY	USD Equivalent
IRS	CNY25,356,099,627,403	$3,574,453,335,693
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY25,356,099,627,403	$3,574,453,335,693

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP155,709,093,398,016	$37,044,927,948
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP155,709,093,398,016	$37,044,927,948

Product	Volume CZK	USD Equivalent
IRS	CZK52,059,015,077,013	$2,306,353,671,673
OIS	CZK0	$0
Basis	CZK11,928,000,000	$528,442,318
Zeroes	CZK66,673,914,000	$2,953,832,802
FRAs	CZK42,411,505,291,509	$1,878,943,172,581
VNS	CZK222,690,153,069	$9,865,769,673
Inflation	CZK0	$0
Total	CZK94,771,812,435,591	$4,198,644,889,047

Product	Volume DKK	USD Equivalent
IRS	DKK5,014,386,058,671	$747,434,125,130
OIS	DKK784,083,856,412	$116,873,935,191
Basis	DKK11,320,000,000	$1,687,336,036
Zeroes	DKK0	$0
FRAs	DKK6,900,000,000	$1,028,499,881
VNS	DKK21,879,136,324	$3,261,259,290
Inflation	DKK0	$0
Total	DKK5,838,569,051,407	$870,285,155,528

Product	Volume HKD	USD Equivalent
IRS	HKD19,449,231,193,556	$2,495,778,976,056
OIS	HKD2,700,000,000	$346,471,445
Basis	HKD1,228,565,195,773	$157,652,873,567
Zeroes	HKD3,128,400,000	$401,444,914
FRAs	HKD0	$0
VNS	HKD7,475,767,126	$959,311,051
Inflation	HKD0	$0
Total	HKD20,691,100,556,455	$2,655,139,077,033

Product	Volume HUF	USD Equivalent
IRS	HUF213,486,642,843,601	$601,828,553,671
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF161,215,817,418	$454,474,720
FRAs	HUF120,669,206,186,101	$340,171,979,213
VNS	HUF2,706,868,775,926	$7,630,786,164
Inflation	HUF0	$0
Total	HUF337,023,933,623,046	$950,085,793,768

Product	Volume ILS	USD Equivalent
IRS	ILS4,122,497,010,820	$1,090,088,585,018
OIS	ILS1,478,000,000	$390,819,187
Basis	ILS0	$0
Zeroes	ILS390,000,000	$103,125,496
FRAs	ILS1,126,805,197,900	$297,954,729,996
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS5,251,170,208,720	$1,388,537,259,697

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR198,677,335,649,677	$2,371,572,920,754
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR198,677,335,649,677	$2,371,572,920,754

Product	Volume KRW	USD Equivalent
IRS	KRW5,370,329,956,540,360	$4,068,955,817,446
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,370,329,956,540,360	$4,068,955,817,446

Product	Volume MXN	USD Equivalent
IRS	MXN5,462,544,887,449	$285,629,982,794
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,462,544,887,449	$285,629,982,794

Product	Volume NOK	USD Equivalent
IRS	NOK20,218,160,648,556	$1,907,796,600,997
OIS	NOK4,940,062,863,680	$466,147,010,298
Basis	NOK122,336,416,351	$11,543,730,577
Zeroes	NOK7,440,412,000	$702,081,310
FRAs	NOK11,888,330,498,153	$1,121,789,311,607
VNS	NOK140,643,266,349	$13,271,174,869
Inflation	NOK0	$0
Total	NOK37,316,974,105,089	$3,521,249,909,658

Product	Volume NZD	USD Equivalent
IRS	NZD7,697,082,101,616	$4,764,493,820,900
OIS	NZD5,580,711,067,557	$3,454,460,150,818
Basis	NZD207,977,124,846	$128,737,840,280
Zeroes	NZD100,000,000	$61,900,000
FRAs	NZD0	$0
VNS	NZD1,505,854,396	$932,123,871
Inflation	NZD0	$0
Total	NZD13,487,376,148,415	$8,348,685,835,869

Product	Volume PLN	USD Equivalent
IRS	PLN9,036,328,273,734	$2,352,077,325,698
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN11,557,840,007	$3,008,404,807
FRAs	PLN6,054,952,693,975	$1,576,051,301,840
VNS	PLN17,210,751,923	$4,479,808,405
Inflation	PLN0	$0
Total	PLN15,120,049,559,639	$3,935,616,840,750

Product	Volume SEK	USD Equivalent
IRS	SEK41,225,185,537,745	$4,049,267,308,170
OIS	SEK999,271,963,772	$98,151,633,330
Basis	SEK0	$0
Zeroes	SEK72,356,346,000	$7,107,067,745
FRAs	SEK10,549,921,117,777	$1,036,246,414,146
VNS	SEK43,668,318,435	$4,289,239,501
Inflation	SEK0	$0
Total	SEK52,890,403,283,729	$5,195,061,662,892

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD3,439,008,333,438	$2,654,170,204,089
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,249,505,146	$3,279,698,345
Inflation	SGD0	$0
Total	SGD3,443,257,838,584	$2,657,449,902,434

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB32,519,840,420,590	$974,669,276,805
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB32,519,840,420,590	$974,669,276,805

Product	Volume TWD	USD Equivalent
IRS	TWD23,770,360,975,525	$744,056,123,440
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD23,770,360,975,525	$744,056,123,440

Product	Volume ZAR	USD Equivalent
IRS	ZAR112,680,951,289,370	$6,406,294,312,351
OIS	ZAR1,650,000,000	$93,808,097
Basis	ZAR0	$0
Zeroes	ZAR62,562,354,166	$3,556,882,056
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,094,603,683
Inflation	ZAR0	$0
Total	ZAR112,764,416,737,174	$6,411,039,606,187

Product	USD Equivalent
IRS	$130,122,322,936,797
OIS	$308,122,246,732,369
Basis	$20,706,295,677,821
Zeroes	$294,869,025,608
FRAs	$41,276,477,503,056
VNS	$4,799,972,049,805
Inflation	$12,148,215,586,252
Total	$517,470,399,511,708

Figures as of COB Sep 17, 2024.

Notional Outstanding by Product

As of COB Sep 17, 2024

Daily Notional by Tenor

As of COB Sep 17, 2024

Notional Outstanding by Currency

As of COB Sep 17, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, 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

The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
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.
$3.5 trillion notional per day based on daily average over 2020.
"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.

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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression