Volumes

Client Notional Cleared (USD)

$2,048,465,584,489,522

Client Notional Outstanding (USD)

$79,378,465,380,538

As of COB Mar 22, 2023
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$5,916,125,000,000,000

Trades Compressed

41,866,036
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 Mar 22, 2023. *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	$974,931,700,195	$5,576,267,909,924	$48,813,322,803,276	$33,228,362,097,793
EUR	€436,305,171,935	€4,107,113,682,828	€26,979,786,674,051	€22,359,504,648,479
GBP	£250,629,976,737	£1,110,351,194,286	£9,616,073,912,749	£5,853,706,110,916
JPY	¥2,016,095,767,441	¥16,604,203,373,991	¥139,840,031,270,981	¥136,138,277,518,043
CHF	CHF17,778,439,000	CHF36,210,760,352	CHF348,867,844,568	CHF612,572,010,729
AUD	$172,234,125,200	$904,412,442,636	$7,208,149,218,978	$4,909,453,755,000
CAD	$42,130,644,102	$614,789,943,683	$4,020,245,944,128	$3,268,828,500,248
Other* Show All Hide	$108,712,735,442	$691,063,719,224	$5,359,866,330,167	$7,224,775,119,953
BRL	BRL0	BRL10,395,566,829	BRL40,000,354,602	BRL46,164,842,406
CLP	CLP0	CLP239,355,570,000	CLP4,397,648,160,700	CLP4,689,893,771,904
CNY	CNY44,356,089,500	CNY377,143,551,300	CNY3,002,931,901,050	CNY3,764,540,635,365
COP	COP130,000,000,000	COP229,422,155,000	COP3,970,498,198,000	COP14,937,534,522,000
CZK	CZK244,162,297,262	CZK1,198,335,747,597	CZK9,887,159,255,860	CZK13,847,905,067,779
DKK	DKK1,262,600,000	DKK15,604,366,000	DKK144,152,311,000	DKK1,177,297,528,458
HKD	HKD33,125,472,000	HKD274,892,209,911	HKD1,917,308,745,973	HKD4,057,046,317,712
HUF	HUF897,829,526,000	HUF1,936,968,704,241	HUF30,565,776,372,594	HUF45,908,277,794,842
ILS	ILS17,917,050,000	ILS119,705,741,617	ILS898,907,562,689	ILS1,156,725,280,099
INR	INR72,608,000,000	INR2,409,920,693,000	INR19,726,781,569,241	INR23,024,319,521,487
KRW	KRW4,363,707,176,000	KRW49,616,885,564,915	KRW484,217,535,268,727	KRW686,672,194,484,061
MXN	MXN21,428,582,000	MXN51,589,441,535	MXN607,059,008,968	MXN806,788,313,133
NOK	NOK71,962,402,000	NOK377,762,973,330	NOK3,339,873,420,013	NOK2,410,144,549,619
NZD	NZD13,029,915,900	NZD234,379,496,867	NZD1,252,602,917,239	NZD1,200,056,273,300
PLN	PLN49,183,882,000	PLN168,295,523,156	PLN1,240,489,685,341	PLN2,186,040,951,977
SEK	SEK80,095,302,000	SEK542,703,324,506	SEK4,877,434,876,080	SEK4,067,775,508,499
SGD	SGD6,455,367,000	SGD46,301,483,590	SGD374,333,027,465	SGD823,706,559,106
THB	THB38,863,910,000	THB319,594,841,856	THB2,501,688,759,754	THB2,597,396,910,372
TWD	TWD17,722,380,000	TWD277,313,561,163	TWD1,600,142,442,557	TWD1,984,664,178,075
ZAR	ZAR598,366,534,000	ZAR2,034,955,520,800	ZAR16,724,944,713,495	ZAR25,226,773,957,012
Total in USD	$2,048,092,962,214	$13,212,498,868,497	$104,061,393,066,707	$79,378,465,380,538

Figures as of COB Mar 22, 2023. Weekly figures as of COB Mar 17, 2023. *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	$6,365,683,000
OIS	$947,164,759,177
Basis	$14,039,863,000
Zeroes	$0
FRAs	$0
VNS	$1,319,420,018
Inflation	$6,041,975,000
Total	$974,931,700,195

Product	Volume EUR	USD Equivalent
IRS	€97,255,164,112	$105,823,344,070
OIS	€316,425,208,146	$344,302,268,983
Basis	€3,832,700,000	$4,170,360,870
Zeroes	€0	$0
FRAs	€12,304,200,000	$13,388,200,020
VNS	€421,855,854	$459,021,354
Inflation	€6,066,043,823	$6,600,462,284
Total	€436,305,171,935	$474,743,657,581

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£248,144,765,557	$305,267,690,588
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£15,000,000	$18,453,000
Inflation	£2,470,211,180	$3,038,853,794
Total	£250,629,976,737	$308,324,997,382

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥2,016,095,767,441	$15,342,610,764
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥2,016,095,767,441	$15,342,610,764

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF17,778,439,000	$19,383,383,123
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF17,778,439,000	$19,383,383,123

Product	Volume AUD	USD Equivalent
IRS	$58,103,475,200	$39,092,018,115
OIS	$109,782,800,000	$73,861,867,840
Basis	$4,347,850,000	$2,925,233,480
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$172,234,125,200	$115,879,119,435

Product	Volume CAD	USD Equivalent
IRS	$11,910,132,102	$8,699,877,357
OIS	$29,145,512,000	$21,289,636,231
Basis	$1,075,000,000	$785,244,704
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$42,130,644,102	$30,774,758,292

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	CLP0	$0
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP0	$0

Product	Volume CNY	USD Equivalent
IRS	CNY44,356,089,500	$6,446,496,988
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY44,356,089,500	$6,446,496,988

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP130,000,000,000	$27,310,924
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP130,000,000,000	$27,310,924

Product	Volume CZK	USD Equivalent
IRS	CZK56,585,297,262	$2,598,755,271
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK187,577,000,000	$8,614,723,983
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK244,162,297,262	$11,213,479,254

Product	Volume DKK	USD Equivalent
IRS	DKK567,600,000	$82,943,652
OIS	DKK695,000,000	$101,560,673
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK1,262,600,000	$184,504,325

Product	Volume HKD	USD Equivalent
IRS	HKD33,125,472,000	$4,221,311,041
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD33,125,472,000	$4,221,311,041

Product	Volume HUF	USD Equivalent
IRS	HUF560,829,526,000	$1,580,335,680
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF337,000,000,000	$949,616,772
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF897,829,526,000	$2,529,952,452

Product	Volume ILS	USD Equivalent
IRS	ILS12,757,050,000	$3,520,837,358
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS5,160,000,000	$1,424,116,137
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS17,917,050,000	$4,944,953,495

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR72,608,000,000	$878,340,289
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR72,608,000,000	$878,340,289

Product	Volume KRW	USD Equivalent
IRS	KRW4,363,707,176,000	$3,372,705,205
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,363,707,176,000	$3,372,705,205

Product	Volume MXN	USD Equivalent
IRS	MXN21,428,582,000	$1,160,098,314
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN21,428,582,000	$1,160,098,314

Product	Volume NOK	USD Equivalent
IRS	NOK18,962,402,000	$1,822,606,882
OIS	NOK13,000,000,000	$1,249,519,416
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK40,000,000,000	$3,844,675,125
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK71,962,402,000	$6,916,801,423

Product	Volume NZD	USD Equivalent
IRS	NZD11,102,415,900	$6,942,340,662
OIS	NZD1,927,500,000	$1,205,265,750
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD13,029,915,900	$8,147,606,412

Product	Volume PLN	USD Equivalent
IRS	PLN15,857,882,000	$3,681,543,855
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN33,326,000,000	$7,736,917,862
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN49,183,882,000	$11,418,461,717

Product	Volume SEK	USD Equivalent
IRS	SEK67,270,302,000	$6,552,982,972
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK12,825,000,000	$1,249,318,111
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK80,095,302,000	$7,802,301,083

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD6,455,367,000	$4,862,250,593
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD6,455,367,000	$4,862,250,593

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB38,863,910,000	$1,136,704,007
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB38,863,910,000	$1,136,704,007

Product	Volume TWD	USD Equivalent
IRS	TWD17,722,380,000	$585,718,582
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD17,722,380,000	$585,718,582

Product	Volume ZAR	USD Equivalent
IRS	ZAR598,366,534,000	$32,863,739,338
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR598,366,534,000	$32,863,739,338

Product	USD Equivalent
IRS	$235,413,338,342
OIS	$1,736,073,168,358
Basis	$21,920,702,054
Zeroes	$0
FRAs	$37,207,568,010
VNS	$1,796,894,372
Inflation	$15,681,291,078
Total	$2,048,092,962,214

Show:

Product	USD Equivalent
IRS	$71,361,967,149
OIS	$5,338,729,058,559
Basis	$88,278,843,000
Zeroes	$1,119,560,000
FRAs	$34,030,000,000
VNS	$4,581,030,684
Inflation	$38,167,450,532
Total	$5,576,267,909,924

Product	Volume EUR	USD Equivalent
IRS	€598,208,395,632	$638,273,341,755
OIS	€3,223,332,700,818	$3,437,538,349,015
Basis	€22,726,208,000	$24,217,784,726
Zeroes	€10,000,000	$10,612,000
FRAs	€238,050,600,000	$253,266,994,260
VNS	€2,104,211,189	$2,246,568,352
Inflation	€22,681,567,189	$24,210,807,452
Total	€4,107,113,682,828	$4,379,764,457,560

Product	Volume GBP	USD Equivalent
IRS	£100,000,000	$120,770,000
OIS	£1,101,113,721,834	$1,338,750,167,026
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£303,128,365	$369,268,811
Inflation	£8,834,344,087	$10,745,019,375
Total	£1,110,351,194,286	$1,349,985,225,212

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥16,604,203,373,991	$124,647,567,262
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥16,604,203,373,991	$124,647,567,262

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF36,210,760,352	$39,300,595,204
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF36,210,760,352	$39,300,595,204

Product	Volume AUD	USD Equivalent
IRS	$177,803,768,636	$118,624,961,696
OIS	$668,671,983,000	$446,040,367,686
Basis	$57,936,691,000	$38,671,123,908
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$904,412,442,636	$603,336,453,290

Product	Volume CAD	USD Equivalent
IRS	$113,864,432,189	$83,012,476,754
OIS	$485,373,556,894	$353,781,325,147
Basis	$15,430,500,000	$11,250,434,487
Zeroes	$0	$0
FRAs	$0	$0
VNS	$121,454,600	$88,704,433
Inflation	$0	$0
Total	$614,789,943,683	$448,132,940,821

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	BRL10,395,566,829	$1,977,852,730
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL10,395,566,829	$1,977,852,730

Product	Volume CLP	USD Equivalent
IRS	CLP239,355,570,000	$296,821,953
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP239,355,570,000	$296,821,953

Product	Volume CNY	USD Equivalent
IRS	CNY377,143,551,300	$54,788,302,176
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY377,143,551,300	$54,788,302,176

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP229,422,155,000	$47,760,507
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP229,422,155,000	$47,760,507

Product	Volume CZK	USD Equivalent
IRS	CZK482,682,747,597	$21,578,722,862
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK715,653,000,000	$31,893,924,761
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,198,335,747,597	$53,472,647,623

Product	Volume DKK	USD Equivalent
IRS	DKK14,169,366,000	$2,031,722,846
OIS	DKK1,435,000,000	$205,575,565
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK15,604,366,000	$2,237,298,411

Product	Volume HKD	USD Equivalent
IRS	HKD241,889,209,911	$30,824,238,782
OIS	HKD0	$0
Basis	HKD33,003,000,000	$4,206,422,182
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD274,892,209,911	$35,030,660,964

Product	Volume HUF	USD Equivalent
IRS	HUF1,581,793,704,241	$4,275,158,575
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF355,175,000,000	$968,072,481
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,936,968,704,241	$5,243,231,056

Product	Volume ILS	USD Equivalent
IRS	ILS69,322,741,617	$19,076,443,438
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS50,383,000,000	$13,846,627,749
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS119,705,741,617	$32,923,071,187

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,409,920,693,000	$29,217,431,172
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,409,920,693,000	$29,217,431,172

Product	Volume KRW	USD Equivalent
IRS	KRW49,616,885,564,915	$38,035,441,429
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW49,616,885,564,915	$38,035,441,429

Product	Volume MXN	USD Equivalent
IRS	MXN51,589,441,535	$2,742,065,841
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN51,589,441,535	$2,742,065,841

Product	Volume NOK	USD Equivalent
IRS	NOK227,035,473,330	$21,288,177,920
OIS	NOK39,625,000,000	$3,734,008,111
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK110,455,000,000	$10,431,648,670
VNS	NOK647,500,000	$60,737,350
Inflation	NOK0	$0
Total	NOK377,762,973,330	$35,514,572,051

Product	Volume NZD	USD Equivalent
IRS	NZD76,995,596,867	$47,907,688,718
OIS	NZD149,666,900,000	$93,047,841,140
Basis	NZD7,717,000,000	$4,789,384,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD234,379,496,867	$145,744,913,858

Product	Volume PLN	USD Equivalent
IRS	PLN121,477,523,156	$27,605,836,399
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN46,818,000,000	$10,665,022,365
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN168,295,523,156	$38,270,858,764

Product	Volume SEK	USD Equivalent
IRS	SEK366,903,324,506	$34,854,849,411
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK175,800,000,000	$16,728,906,361
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK542,703,324,506	$51,583,755,772

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD46,301,483,590	$34,400,414,552
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD46,301,483,590	$34,400,414,552

Product	Volume THB	USD Equivalent
IRS	THB3,003,800,000	$86,906,382
OIS	THB316,591,041,856	$9,185,817,181
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB319,594,841,856	$9,272,723,563

Product	Volume TWD	USD Equivalent
IRS	TWD277,313,561,163	$9,079,852,775
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD277,313,561,163	$9,079,852,775

Product	Volume ZAR	USD Equivalent
IRS	ZAR2,014,955,520,800	$110,079,479,336
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR20,000,000,000	$1,104,563,504
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR2,034,955,520,800	$111,184,042,840

Product	USD Equivalent
IRS	$1,337,923,078,927
OIS	$11,248,626,278,127
Basis	$171,413,992,303
Zeroes	$2,234,735,504
FRAs	$371,831,196,647
VNS	$7,346,309,630
Inflation	$73,123,277,359
Total	$13,212,498,868,497

Show:

Product	USD Equivalent
IRS	$877,530,391,502
OIS	$46,324,793,749,468
Basis	$1,045,191,726,395
Zeroes	$1,119,560,000
FRAs	$209,934,200,000
VNS	$40,631,736,835
Inflation	$314,121,439,076
Total	$48,813,322,803,276

Product	Volume EUR	USD Equivalent
IRS	€4,571,886,588,672	$4,895,391,668,465
OIS	€18,616,165,200,491	$19,926,888,765,085
Basis	€181,935,804,000	$194,882,339,454
Zeroes	€9,641,945,770	$10,218,400,212
FRAs	€3,262,241,330,000	$3,493,005,374,233
VNS	€9,938,421,742	$10,644,144,414
Inflation	€327,977,383,376	$351,659,386,723
Total	€26,979,786,674,051	$28,882,690,078,586

Product	Volume GBP	USD Equivalent
IRS	£213,000,000	$258,980,250
OIS	£9,451,567,261,936	$11,473,463,229,517
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£7,852,771,658	$9,559,647,407
Inflation	£156,440,879,155	$189,840,004,250
Total	£9,616,073,912,749	$11,673,121,861,424

Product	Volume JPY	USD Equivalent
IRS	¥25,044,000,000	$191,497,655
OIS	¥139,814,987,270,981	$1,056,889,571,887
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥139,840,031,270,981	$1,057,081,069,542

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF348,867,844,568	$375,895,999,248
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF348,867,844,568	$375,895,999,248

Product	Volume AUD	USD Equivalent
IRS	$1,597,119,715,430	$1,089,160,996,135
OIS	$5,232,230,293,562	$3,575,849,606,755
Basis	$378,546,221,000	$258,824,084,109
Zeroes	$0	$0
FRAs	$0	$0
VNS	$252,988,986	$174,587,060
Inflation	$0	$0
Total	$7,208,149,218,978	$4,924,009,274,059

Product	Volume CAD	USD Equivalent
IRS	$964,553,565,970	$713,565,208,290
OIS	$2,914,766,264,361	$2,157,506,934,512
Basis	$139,688,765,000	$103,412,268,700
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,237,348,797	$921,238,903
Inflation	$0	$0
Total	$4,020,245,944,128	$2,975,405,650,405

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	BRL40,000,354,602	$7,679,887,042
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL40,000,354,602	$7,679,887,042

Product	Volume CLP	USD Equivalent
IRS	CLP4,397,648,160,700	$5,418,871,000
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,397,648,160,700	$5,418,871,000

Product	Volume CNY	USD Equivalent
IRS	CNY3,002,931,901,050	$437,830,314,811
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY3,002,931,901,050	$437,830,314,811

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP3,970,498,198,000	$845,831,387
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP3,970,498,198,000	$845,831,387

Product	Volume CZK	USD Equivalent
IRS	CZK5,014,839,630,011	$226,230,167,719
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK300,000	$13,507
FRAs	CZK4,872,319,325,849	$219,408,958,083
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK9,887,159,255,860	$445,639,139,309

Product	Volume DKK	USD Equivalent
IRS	DKK125,164,311,000	$18,010,963,602
OIS	DKK18,988,000,000	$2,736,746,222
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK144,152,311,000	$20,747,709,824

Product	Volume HKD	USD Equivalent
IRS	HKD1,832,541,745,973	$233,768,427,377
OIS	HKD0	$0
Basis	HKD84,717,000,000	$10,805,140,650
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD50,000,000	$6,396,520
Inflation	HKD0	$0
Total	HKD1,917,308,745,973	$244,579,964,547

Product	Volume HUF	USD Equivalent
IRS	HUF18,443,049,836,594	$51,022,529,827
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF12,122,726,536,000	$33,557,197,622
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF30,565,776,372,594	$84,579,727,449

Product	Volume ILS	USD Equivalent
IRS	ILS517,947,562,689	$146,011,170,597
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS380,960,000,000	$107,380,495,580
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS898,907,562,689	$253,391,666,177

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR19,726,781,569,241	$239,766,564,884
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR19,726,781,569,241	$239,766,564,884

Product	Volume KRW	USD Equivalent
IRS	KRW484,217,535,268,727	$379,602,784,562
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW484,217,535,268,727	$379,602,784,562

Product	Volume MXN	USD Equivalent
IRS	MXN607,059,008,968	$32,637,488,971
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN607,059,008,968	$32,637,488,971

Product	Volume NOK	USD Equivalent
IRS	NOK1,568,725,278,013	$151,959,039,104
OIS	NOK361,091,000,000	$35,349,376,770
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK1,409,101,600,000	$137,399,172,107
VNS	NOK955,542,000	$91,036,812
Inflation	NOK0	$0
Total	NOK3,339,873,420,013	$324,798,624,793

Product	Volume NZD	USD Equivalent
IRS	NZD592,674,711,742	$371,730,372,015
OIS	NZD642,958,900,000	$404,940,022,135
Basis	NZD16,966,000,000	$10,591,324,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD3,305,497	$2,110,891
Inflation	NZD0	$0
Total	NZD1,252,602,917,239	$787,263,829,041

Product	Volume PLN	USD Equivalent
IRS	PLN800,601,575,341	$181,961,661,224
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN439,888,110,000	$100,125,140,396
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN1,240,489,685,341	$282,086,801,620

Product	Volume SEK	USD Equivalent
IRS	SEK3,362,720,977,430	$321,439,038,028
OIS	SEK35,600,000,000	$3,404,635,894
Basis	SEK0	$0
Zeroes	SEK19,600,000,000	$1,893,491,124
FRAs	SEK1,459,120,400,000	$139,717,007,689
VNS	SEK393,498,650	$37,669,226
Inflation	SEK0	$0
Total	SEK4,877,434,876,080	$466,491,841,961

Product	Volume SGD	USD Equivalent
IRS	SGD5,794,400,000	$4,361,749,389
OIS	SGD368,538,627,465	$276,168,726,039
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD374,333,027,465	$280,530,475,428

Product	Volume THB	USD Equivalent
IRS	THB5,127,557,142	$149,493,529
OIS	THB2,496,561,202,612	$73,382,235,346
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB2,501,688,759,754	$73,531,728,875

Product	Volume TWD	USD Equivalent
IRS	TWD1,600,142,442,557	$52,541,116,067
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD1,600,142,442,557	$52,541,116,067

Product	Volume ZAR	USD Equivalent
IRS	ZAR16,650,204,713,495	$935,793,705,439
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR74,740,000,000	$4,108,256,980
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR16,724,944,713,495	$939,901,962,419

Product	USD Equivalent
IRS	$11,134,247,522,600
OIS	$85,927,881,995,149
Basis	$1,623,706,883,308
Zeroes	$17,339,721,823
FRAs	$4,440,527,545,710
VNS	$62,068,568,068
Inflation	$855,620,830,049
Total	$104,061,393,066,707

Show:

Product	USD Equivalent
IRS	$5,868,145,352,040
OIS	$24,136,311,359,607
Basis	$2,329,105,987,467
Zeroes	$2,388,137,088
FRAs	$50,324,000,000
VNS	$397,793,947,858
Inflation	$444,293,313,734
Total	$33,228,362,097,794

Product	Volume EUR	USD Equivalent
IRS	€8,211,269,066,715	$8,934,681,871,492
OIS	€10,818,594,447,627	$11,771,712,618,462
Basis	€312,413,134,137	$339,936,731,254
Zeroes	€59,464,561,982	$64,703,389,893
FRAs	€2,291,421,274,128	$2,493,295,488,378
VNS	€227,106,622,364	$247,114,715,794
Inflation	€439,235,541,527	$477,932,192,736
Total	€22,359,504,648,480	$24,329,377,008,009

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£5,304,353,223,726	$6,525,415,335,827
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£82,113,543,046	$101,016,080,655
Inflation	£467,239,344,144	$574,797,841,166
Total	£5,853,706,110,916	$7,201,229,257,648

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥136,114,420,279,692	$1,035,838,973,248
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥23,857,238,351	$181,555,027
Inflation	¥0	$0
Total	¥136,138,277,518,043	$1,036,020,528,275

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF611,956,693,479	$667,200,930,527
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF615,317,250	$670,864,860
Inflation	CHF0	$0
Total	CHF612,572,010,729	$667,871,795,387

Product	Volume AUD	USD Equivalent
IRS	$2,005,842,532,348	$1,349,530,855,764
OIS	$2,495,970,636,396	$1,679,289,044,167
Basis	$388,168,757,034	$261,159,939,733
Zeroes	$597,682,267	$402,120,629
FRAs	$0	$0
VNS	$18,874,146,955	$12,698,526,071
Inflation	$0	$0
Total	$4,909,453,755,000	$3,303,080,486,364

Product	Volume CAD	USD Equivalent
IRS	$1,725,000,725,594	$1,260,044,357,629
OIS	$1,290,423,826,707	$942,603,233,533
Basis	$235,000,933,116	$171,658,826,235
Zeroes	$648,975,354	$474,050,660
FRAs	$0	$0
VNS	$17,754,039,477	$12,968,619,048
Inflation	$0	$0
Total	$3,268,828,500,248	$2,387,749,087,105

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	BRL46,164,842,406	$8,840,790,993
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL46,164,842,406	$8,840,790,993

Product	Volume CLP	USD Equivalent
IRS	CLP4,689,893,771,904	$5,793,210,761
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,689,893,771,904	$5,793,210,761

Product	Volume CNY	USD Equivalent
IRS	CNY3,764,540,635,365	$547,119,913,869
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY3,764,540,635,365	$547,119,913,869

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP14,937,534,522,000	$3,138,137,505
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP14,937,534,522,000	$3,138,137,505

Product	Volume CZK	USD Equivalent
IRS	CZK9,373,990,962,098	$430,513,041,338
OIS	CZK0	$0
Basis	CZK5,964,000,000	$273,904,657
Zeroes	CZK100,000	$4,593
FRAs	CZK4,446,112,191,337	$204,193,634,212
VNS	CZK21,837,814,344	$1,002,930,759
Inflation	CZK0	$0
Total	CZK13,847,905,067,779	$635,983,515,559

Product	Volume DKK	USD Equivalent
IRS	DKK1,145,929,988,218	$167,455,282,356
OIS	DKK21,009,000,000	$3,070,054,945
Basis	DKK5,150,000,000	$752,571,896
Zeroes	DKK0	$0
FRAs	DKK2,051,382,716	$299,769,511
VNS	DKK3,157,157,525	$461,356,898
Inflation	DKK0	$0
Total	DKK1,177,297,528,459	$172,039,035,606

Product	Volume HKD	USD Equivalent
IRS	HKD3,583,961,660,228	$456,718,531,480
OIS	HKD0	$0
Basis	HKD468,095,103,396	$59,651,226,348
Zeroes	HKD1,000,000,000	$127,433,989
FRAs	HKD0	$0
VNS	HKD3,989,554,088	$508,404,793
Inflation	HKD0	$0
Total	HKD4,057,046,317,712	$517,005,596,610

Product	Volume HUF	USD Equivalent
IRS	HUF34,532,610,783,714	$97,307,852,749
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF20,200,000,000	$56,920,649
FRAs	HUF11,125,540,000,000	$31,350,146,528
VNS	HUF229,927,011,128	$647,900,730
Inflation	HUF0	$0
Total	HUF45,908,277,794,842	$129,362,820,656

Product	Volume ILS	USD Equivalent
IRS	ILS875,260,780,099	$241,564,535,120
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS281,464,500,000	$77,681,809,400
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,156,725,280,099	$319,246,344,520

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR23,024,319,521,487	$278,525,609,647
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR23,024,319,521,487	$278,525,609,647

Product	Volume KRW	USD Equivalent
IRS	KRW686,672,194,484,061	$530,728,298,528
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW686,672,194,484,061	$530,728,298,528

Product	Volume MXN	USD Equivalent
IRS	MXN806,788,313,133	$43,677,820,686
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN806,788,313,133	$43,677,820,686

Product	Volume NOK	USD Equivalent
IRS	NOK1,534,500,968,145	$147,491,442,536
OIS	NOK261,526,000,000	$25,137,062,668
Basis	NOK31,755,950,124	$3,052,282,788
Zeroes	NOK550,000,000	$52,864,283
FRAs	NOK530,214,600,000	$50,962,572,088
VNS	NOK51,597,031,350	$4,959,345,574
Inflation	NOK0	$0
Total	NOK2,410,144,549,619	$231,655,569,937

Product	Volume NZD	USD Equivalent
IRS	NZD747,816,363,984	$467,609,572,399
OIS	NZD428,170,456,514	$267,734,986,458
Basis	NZD23,181,000,000	$14,495,079,300
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD888,452,801	$555,549,537
Inflation	NZD0	$0
Total	NZD1,200,056,273,299	$750,395,187,694

Product	Volume PLN	USD Equivalent
IRS	PLN1,577,085,428,782	$366,133,962,200
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN602,917,645,000	$139,972,522,868
VNS	PLN6,037,878,195	$1,401,745,414
Inflation	PLN0	$0
Total	PLN2,186,040,951,977	$507,508,230,482

Product	Volume SEK	USD Equivalent
IRS	SEK3,565,405,649,508	$347,315,855,820
OIS	SEK35,600,000,000	$3,467,892,768
Basis	SEK0	$0
Zeroes	SEK9,800,000,000	$954,644,638
FRAs	SEK439,929,000,000	$42,854,679,707
VNS	SEK17,040,858,991	$1,659,996,395
Inflation	SEK0	$0
Total	SEK4,067,775,508,499	$396,253,069,328

Product	Volume SGD	USD Equivalent
IRS	SGD118,313,696,882	$89,115,125,886
OIS	SGD704,515,466,705	$530,648,489,214
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD877,395,519	$660,863,570
Inflation	SGD0	$0
Total	SGD823,706,559,106	$620,424,478,670

Product	Volume THB	USD Equivalent
IRS	THB699,760,856,796	$20,466,828,219
OIS	THB1,897,636,053,576	$55,502,663,164
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB2,597,396,910,372	$75,969,491,383

Product	Volume TWD	USD Equivalent
IRS	TWD1,984,664,178,075	$65,592,470,564
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD1,984,664,178,075	$65,592,470,564

Product	Volume ZAR	USD Equivalent
IRS	ZAR25,148,540,957,012	$1,381,218,781,107
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR77,858,000,000	$4,276,149,938
FRAs	ZAR0	$0
VNS	ZAR375,000,000	$20,595,908
Inflation	ZAR0	$0
Total	ZAR25,226,773,957,012	$1,385,515,526,953

Product	USD Equivalent
IRS	$22,827,065,753,536
OIS	$47,925,596,391,740
Basis	$3,180,086,549,678
Zeroes	$73,435,716,360
FRAs	$3,090,934,622,692
VNS	$784,322,998,891
Inflation	$1,497,023,347,636
Total	$79,378,465,380,533

Figures as of COB Mar 22, 2023.

Notional Outstanding by Product

As of COB Mar 22, 2023

Daily Notional by Tenor

As of COB Mar 22, 2023

Notional Outstanding by Tenor

As of COB Mar 22, 2023

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	$2,703,444,179,476	$15,012,942,639,458	$141,829,158,655,794	$161,881,357,351,909
EUR	€2,657,964,875,016	€14,404,827,699,593	€112,260,417,050,662	€133,343,644,936,905
GBP	£918,586,268,082	£3,468,894,871,658	£29,895,691,509,157	£33,975,115,657,794
JPY	¥32,958,182,008,282	¥41,216,239,651,982	¥399,737,014,859,532	¥841,451,472,807,807
CHF	CHF144,842,090,800	CHF204,518,292,704	CHF1,676,869,054,204	CHF3,314,204,028,042
AUD	$580,093,109,398	$3,162,701,985,824	$26,780,088,006,549	$37,918,831,698,534
CAD	$201,024,621,179	$1,408,171,611,300	$11,522,323,548,903	$24,863,233,683,517
Other* Show All Hide	$407,317,141,959	$2,050,533,514,572	$17,664,561,556,939	$37,861,766,593,121
BRL	BRL0	BRL21,633,761,991	BRL89,452,304,391	BRL249,288,622,666
CLP	CLP0	CLP481,211,140,000	CLP9,689,920,721,400	CLP32,918,470,923,368
CNY	CNY109,804,863,000	CNY1,001,760,469,728	CNY9,137,290,892,356	CNY20,444,908,341,116
COP	COP520,000,000,000	COP615,244,310,000	COP12,318,200,196,000	COP71,063,132,729,304
CZK	CZK999,312,314,524	CZK3,521,686,385,194	CZK35,162,084,724,273	CZK62,431,501,213,466
DKK	DKK6,525,200,000	DKK28,279,748,000	DKK399,651,702,000	DKK5,013,832,095,633
HKD	HKD136,661,944,000	HKD919,464,134,590	HKD6,583,848,337,043	HKD19,013,340,490,482
HUF	HUF3,962,489,052,000	HUF7,580,683,648,482	HUF155,878,810,863,348	HUF247,196,310,793,593
ILS	ILS56,893,700,000	ILS296,858,851,234	ILS2,196,974,728,048	ILS3,824,556,621,104
INR	INR145,216,000,000	INR6,800,014,006,000	INR66,360,845,491,862	INR145,832,173,139,400
KRW	KRW12,124,785,852,000	KRW131,454,489,717,830	KRW1,415,726,358,136,462	KRW4,263,542,722,866,749
MXN	MXN71,276,164,000	MXN106,979,053,070	MXN1,318,732,839,936	MXN4,347,876,186,058
NOK	NOK756,273,504,000	NOK1,342,838,406,660	NOK14,059,809,074,150	NOK25,957,551,344,273
NZD	NZD42,751,131,800	NZD649,744,317,734	NZD3,969,716,251,182	NZD8,352,822,102,314
PLN	PLN240,624,862,000	PLN573,341,619,538	PLN4,777,974,349,586	PLN10,349,960,490,639
SEK	SEK312,801,356,000	SEK1,982,180,374,640	SEK19,471,831,750,828	SEK45,427,275,541,776
SGD	SGD17,504,334,000	SGD180,802,136,256	SGD1,240,383,907,424	SGD2,700,030,413,298
THB	THB137,126,211,590	THB1,232,223,651,992	THB9,307,678,252,106	THB18,098,318,885,503
TWD	TWD68,981,760,000	TWD797,252,922,326	TWD4,481,161,997,518	TWD18,105,076,089,363
ZAR	ZAR1,454,766,668,000	ZAR5,224,135,395,600	ZAR46,484,541,623,307	ZAR73,009,853,288,056
Total in USD	$8,078,796,289,181	$40,304,339,155,861	$347,774,553,091,422	$440,320,813,229,805

Figures as of COB Mar 22, 2023. Weekly figures as of COB Mar 17, 2023. *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	$154,603,046,238
OIS	$2,470,785,705,340
Basis	$51,587,726,000
Zeroes	$0
FRAs	$6,800,000,000
VNS	$7,425,631,898
Inflation	$12,242,070,000
Total	$2,703,444,179,476

Product	Volume EUR	USD Equivalent
IRS	€725,423,348,892	$789,333,145,929
OIS	€1,715,337,453,005	$1,866,458,682,615
Basis	€6,723,400,000	$7,315,731,540
Zeroes	€0	$0
FRAs	€186,663,200,000	$203,108,227,920
VNS	€843,711,707	$918,042,709
Inflation	€22,973,761,412	$24,997,749,792
Total	€2,657,964,875,016	$2,892,131,580,505

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£906,803,606,046	$1,115,549,796,158
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£108,000,000	$132,861,600
Inflation	£11,674,662,036	$14,362,169,237
Total	£918,586,268,082	$1,130,044,826,995

Product	Volume JPY	USD Equivalent
IRS	¥1,210,000,000	$9,208,173
OIS	¥32,956,972,008,282	$250,804,550,879
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥32,958,182,008,282	$250,813,759,052

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF144,842,090,800	$157,917,674,226
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF144,842,090,800	$157,917,674,226

Product	Volume AUD	USD Equivalent
IRS	$195,470,809,398	$131,512,760,563
OIS	$356,624,600,000	$239,937,030,880
Basis	$27,997,700,000	$18,836,852,560
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$580,093,109,398	$390,286,644,003

Product	Volume CAD	USD Equivalent
IRS	$77,551,444,204	$56,648,242,662
OIS	$108,765,624,000	$79,448,958,364
Basis	$13,950,000,000	$10,189,919,649
Zeroes	$0	$0
FRAs	$0	$0
VNS	$757,552,975	$553,362,290
Inflation	$0	$0
Total	$201,024,621,179	$146,840,482,965

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	CLP0	$0
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP0	$0

Product	Volume CNY	USD Equivalent
IRS	CNY109,804,863,000	$15,958,501,450
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY109,804,863,000	$15,958,501,450

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP520,000,000,000	$109,243,697
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP520,000,000,000	$109,243,697

Product	Volume CZK	USD Equivalent
IRS	CZK208,750,314,524	$9,587,136,701
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK790,562,000,000	$36,307,614,586
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK999,312,314,524	$45,894,751,287

Product	Volume DKK	USD Equivalent
IRS	DKK3,135,200,000	$458,148,235
OIS	DKK3,390,000,000	$495,382,277
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK6,525,200,000	$953,530,512

Product	Volume HKD	USD Equivalent
IRS	HKD136,661,944,000	$17,415,376,695
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD136,661,944,000	$17,415,376,695

Product	Volume HUF	USD Equivalent
IRS	HUF1,540,289,052,000	$4,340,309,547
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF2,422,200,000,000	$6,825,405,771
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,962,489,052,000	$11,165,715,318

Product	Volume ILS	USD Equivalent
IRS	ILS30,013,700,000	$8,283,526,067
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS26,880,000,000	$7,418,651,506
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS56,893,700,000	$15,702,177,573

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR145,216,000,000	$1,756,680,578
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR145,216,000,000	$1,756,680,578

Product	Volume KRW	USD Equivalent
IRS	KRW12,124,785,852,000	$9,371,235,674
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW12,124,785,852,000	$9,371,235,674

Product	Volume MXN	USD Equivalent
IRS	MXN71,276,164,000	$3,858,741,456
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN71,276,164,000	$3,858,741,456

Product	Volume NOK	USD Equivalent
IRS	NOK57,869,504,000	$5,562,236,063
OIS	NOK32,000,000,000	$3,075,740,100
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK666,404,000,000	$64,052,672,049
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK756,273,504,000	$72,690,648,212

Product	Volume NZD	USD Equivalent
IRS	NZD25,760,131,800	$16,107,810,415
OIS	NZD16,991,000,000	$10,624,472,300
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD42,751,131,800	$26,732,282,715

Product	Volume PLN	USD Equivalent
IRS	PLN50,408,862,000	$11,702,851,372
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN190,216,000,000	$44,160,282,305
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN240,624,862,000	$55,863,133,677

Product	Volume SEK	USD Equivalent
IRS	SEK197,301,356,000	$19,219,661,393
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK115,500,000,000	$11,251,168,953
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK312,801,356,000	$30,470,830,346

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD17,504,334,000	$13,184,449,215
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD17,504,334,000	$13,184,449,215

Product	Volume THB	USD Equivalent
IRS	THB11,001,991,590	$321,789,751
OIS	THB126,124,220,000	$3,688,921,322
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB137,126,211,590	$4,010,711,073

Product	Volume TWD	USD Equivalent
IRS	TWD68,981,760,000	$2,279,823,515
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD68,981,760,000	$2,279,823,515

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,454,766,668,000	$79,899,308,966
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,454,766,668,000	$79,899,308,966

Product	USD Equivalent
IRS	$1,336,472,860,865
OIS	$6,213,837,287,951
Basis	$87,930,229,749
Zeroes	$0
FRAs	$379,924,023,090
VNS	$9,029,898,497
Inflation	$51,601,989,029
Total	$8,078,796,289,181

Show:

Product	USD Equivalent
IRS	$495,303,954,588
OIS	$13,820,716,728,904
Basis	$387,420,066,000
Zeroes	$2,239,120,000
FRAs	$220,059,860,000
VNS	$11,228,549,502
Inflation	$75,974,360,464
Total	$15,012,942,639,458

Product	Volume EUR	USD Equivalent
IRS	€3,367,430,245,325	$3,586,009,616,935
OIS	€9,549,315,011,075	$10,185,848,229,841
Basis	€60,826,016,000	$64,791,832,423
Zeroes	€954,600,000	$1,016,471,560
FRAs	€1,341,899,460,000	$1,429,320,227,479
VNS	€4,182,134,976	$4,463,949,621
Inflation	€80,220,232,217	$85,578,667,052
Total	€14,404,827,699,593	$15,357,028,994,911

Product	Volume GBP	USD Equivalent
IRS	£1,520,000,000	$1,836,559,000
OIS	£3,425,092,256,232	$4,163,080,956,486
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£2,891,139,216	$3,520,505,397
Inflation	£39,391,476,210	$47,900,530,814
Total	£3,468,894,871,658	$4,216,338,551,697

Product	Volume JPY	USD Equivalent
IRS	¥85,485,980,000	$641,648,773
OIS	¥41,130,753,671,982	$308,612,388,297
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥41,216,239,651,982	$309,254,037,070

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF204,438,292,704	$222,280,234,892
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF80,000,000	$86,012,257
Inflation	CHF0	$0
Total	CHF204,518,292,704	$222,366,247,149

Product	Volume AUD	USD Equivalent
IRS	$611,744,920,316	$407,906,665,351
OIS	$2,261,913,266,000	$1,508,737,007,073
Basis	$288,998,281,000	$192,706,279,263
Zeroes	$0	$0
FRAs	$0	$0
VNS	$45,518,508	$30,333,263
Inflation	$0	$0
Total	$3,162,701,985,824	$2,109,380,284,950

Product	Volume CAD	USD Equivalent
IRS	$309,766,912,378	$225,860,707,983
OIS	$1,029,373,053,788	$750,317,354,655
Basis	$66,537,000,000	$48,497,479,454
Zeroes	$0	$0
FRAs	$0	$0
VNS	$2,494,645,134	$1,819,343,962
Inflation	$0	$0
Total	$1,408,171,611,300	$1,026,494,886,054

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	BRL21,633,761,991	$4,116,111,899
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL21,633,761,991	$4,116,111,899

Product	Volume CLP	USD Equivalent
IRS	CLP481,211,140,000	$596,763,953
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP481,211,140,000	$596,763,953

Product	Volume CNY	USD Equivalent
IRS	CNY1,001,760,469,728	$145,571,904,279
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY1,001,760,469,728	$145,571,904,279

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP615,244,310,000	$128,260,885
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP615,244,310,000	$128,260,885

Product	Volume CZK	USD Equivalent
IRS	CZK1,443,094,385,194	$64,460,368,561
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK2,078,592,000,000	$92,780,947,640
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK3,521,686,385,194	$157,241,316,201

Product	Volume DKK	USD Equivalent
IRS	DKK25,609,748,000	$3,671,416,523
OIS	DKK2,670,000,000	$382,297,347
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK28,279,748,000	$4,053,713,870

Product	Volume HKD	USD Equivalent
IRS	HKD865,820,134,590	$110,326,410,073
OIS	HKD0	$0
Basis	HKD53,644,000,000	$6,835,943,890
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD919,464,134,590	$117,162,353,963

Product	Volume HUF	USD Equivalent
IRS	HUF4,989,833,648,482	$13,489,429,424
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF2,590,850,000,000	$7,074,710,122
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF7,580,683,648,482	$20,564,139,546

Product	Volume ILS	USD Equivalent
IRS	ILS165,206,851,234	$45,434,070,922
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS131,652,000,000	$36,203,971,234
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS296,858,851,234	$81,638,042,156

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR6,800,014,006,000	$82,422,660,626
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR6,800,014,006,000	$82,422,660,626

Product	Volume KRW	USD Equivalent
IRS	KRW131,454,489,717,830	$100,753,158,351
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW131,454,489,717,830	$100,753,158,351

Product	Volume MXN	USD Equivalent
IRS	MXN106,979,053,070	$5,684,807,606
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN106,979,053,070	$5,684,807,606

Product	Volume NOK	USD Equivalent
IRS	NOK567,525,206,660	$53,229,893,571
OIS	NOK131,250,000,000	$12,352,075,458
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK642,768,200,000	$60,478,986,072
VNS	NOK1,295,000,000	$121,474,700
Inflation	NOK0	$0
Total	NOK1,342,838,406,660	$126,182,429,801

Product	Volume NZD	USD Equivalent
IRS	NZD179,251,517,734	$111,547,699,586
OIS	NZD448,900,800,000	$279,096,549,830
Basis	NZD21,592,000,000	$13,413,099,600
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD649,744,317,734	$404,057,349,016

Product	Volume PLN	USD Equivalent
IRS	PLN380,631,619,538	$86,523,202,846
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN192,210,000,000	$43,657,863,877
VNS	PLN500,000,000	$114,161,767
Inflation	PLN0	$0
Total	PLN573,341,619,538	$130,295,228,490

Product	Volume SEK	USD Equivalent
IRS	SEK1,001,980,374,640	$95,188,479,573
OIS	SEK30,000,000,000	$2,863,305,782
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK950,200,000,000	$90,253,991,254
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,982,180,374,640	$188,305,776,609

Product	Volume SGD	USD Equivalent
IRS	SGD371,246,940	$275,357,146
OIS	SGD180,430,889,316	$134,119,685,334
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD180,802,136,256	$134,395,042,480

Product	Volume THB	USD Equivalent
IRS	THB46,397,600,000	$1,341,997,869
OIS	THB1,185,826,051,992	$34,396,221,371
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,232,223,651,992	$35,738,219,240

Product	Volume TWD	USD Equivalent
IRS	TWD797,252,922,326	$26,103,628,055
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD797,252,922,326	$26,103,628,055

Product	Volume ZAR	USD Equivalent
IRS	ZAR5,184,135,395,600	$283,313,480,538
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR40,000,000,000	$2,209,127,008
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR5,224,135,395,600	$285,522,607,546

Product	USD Equivalent
IRS	$5,869,187,333,405
OIS	$31,505,353,956,781
Basis	$713,664,700,630
Zeroes	$5,464,718,568
FRAs	$1,979,830,557,678
VNS	$21,384,330,469
Inflation	$209,453,558,330
Total	$40,304,339,155,861

Show:

Product	USD Equivalent
IRS	$12,216,518,496,941
OIS	$123,408,653,825,021
Basis	$3,762,262,201,100
Zeroes	$23,039,120,000
FRAs	$1,386,158,660,000
VNS	$240,725,778,350
Inflation	$791,800,574,382
Total	$141,829,158,655,794

Product	Volume EUR	USD Equivalent
IRS	€25,220,720,742,770	$27,016,311,331,982
OIS	€58,778,723,093,728	$62,965,759,764,582
Basis	€485,392,576,000	$519,653,336,780
Zeroes	€52,926,104,920	$56,425,480,029
FRAs	€26,539,303,680,000	$28,446,914,378,810
VNS	€33,952,441,117	$36,384,996,819
Inflation	€1,149,398,412,127	$1,232,806,031,027
Total	€112,260,417,050,662	$120,274,255,320,029

Product	Volume GBP	USD Equivalent
IRS	£3,496,000,000	$4,233,442,000
OIS	£29,303,524,563,998	$35,590,482,432,162
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£28,468,826,998	$34,660,544,167
Inflation	£560,202,118,161	$680,439,208,742
Total	£29,895,691,509,157	$36,309,815,627,071

Product	Volume JPY	USD Equivalent
IRS	¥1,239,621,800,000	$9,287,122,005
OIS	¥398,497,393,059,532	$3,013,858,244,944
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥399,737,014,859,532	$3,023,145,366,949

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF1,676,629,054,204	$1,810,635,764,597
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF240,000,000	$258,686,550
Inflation	CHF0	$0
Total	CHF1,676,869,054,204	$1,810,894,451,147

Product	Volume AUD	USD Equivalent
IRS	$7,215,439,385,900	$4,939,324,809,113
OIS	$17,463,431,168,122	$11,957,368,420,254
Basis	$2,099,988,041,000	$1,438,668,059,759
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,229,411,527	$848,096,236
Inflation	$0	$0
Total	$26,780,088,006,549	$18,336,209,385,362

Product	Volume CAD	USD Equivalent
IRS	$3,524,595,192,908	$2,609,327,294,421
OIS	$7,203,066,144,722	$5,329,124,800,425
Basis	$766,856,330,000	$567,451,209,877
Zeroes	$150,000,000	$110,260,412
FRAs	$0	$0
VNS	$27,655,881,273	$20,499,162,996
Inflation	$0	$0
Total	$11,522,323,548,903	$8,526,512,728,131

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	BRL89,452,304,391	$17,173,645,858
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL89,452,304,391	$17,173,645,858

Product	Volume CLP	USD Equivalent
IRS	CLP9,689,920,721,400	$11,942,282,780
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP9,689,920,721,400	$11,942,282,780

Product	Volume CNY	USD Equivalent
IRS	CNY9,137,290,892,356	$1,332,759,269,721
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY9,137,290,892,356	$1,332,759,269,721

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP12,318,200,196,000	$2,598,152,319
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP12,318,200,196,000	$2,598,152,319

Product	Volume CZK	USD Equivalent
IRS	CZK15,485,481,472,575	$698,459,653,361
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK600,000	$27,015
FRAs	CZK19,676,602,651,698	$886,550,200,385
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK35,162,084,724,273	$1,585,009,880,761

Product	Volume DKK	USD Equivalent
IRS	DKK308,791,702,000	$44,450,216,588
OIS	DKK37,686,000,000	$5,432,580,684
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK53,174,000,000	$7,699,548,096
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK399,651,702,000	$57,582,345,368

Product	Volume HKD	USD Equivalent
IRS	HKD6,369,506,337,043	$812,516,092,253
OIS	HKD0	$0
Basis	HKD214,242,000,000	$27,327,556,940
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD100,000,000	$12,793,041
Inflation	HKD0	$0
Total	HKD6,583,848,337,043	$839,856,442,234

Product	Volume HUF	USD Equivalent
IRS	HUF57,374,671,791,348	$158,618,828,952
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF98,456,139,072,000	$271,780,978,830
VNS	HUF48,000,000,000	$135,394,336
Inflation	HUF0	$0
Total	HUF155,878,810,863,348	$430,535,202,118

Product	Volume ILS	USD Equivalent
IRS	ILS1,262,830,728,048	$356,130,004,523
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS934,144,000,000	$262,381,176,623
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS2,196,974,728,048	$618,511,181,146

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR66,360,845,491,862	$806,447,887,471
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR66,360,845,491,862	$806,447,887,471

Product	Volume KRW	USD Equivalent
IRS	KRW1,415,726,358,136,462	$1,111,604,148,498
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,415,726,358,136,462	$1,111,604,148,498

Product	Volume MXN	USD Equivalent
IRS	MXN1,318,732,839,936	$70,905,858,825
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,318,732,839,936	$70,905,858,825

Product	Volume NOK	USD Equivalent
IRS	NOK3,981,188,590,150	$386,134,722,859
OIS	NOK2,202,292,000,000	$216,385,010,083
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK7,874,417,400,000	$764,663,209,925
VNS	NOK1,911,084,000	$182,073,624
Inflation	NOK0	$0
Total	NOK14,059,809,074,150	$1,367,365,016,491

Product	Volume NZD	USD Equivalent
IRS	NZD1,868,309,320,188	$1,173,194,862,095
OIS	NZD2,024,566,320,000	$1,274,257,303,414
Basis	NZD76,834,000,000	$47,816,667,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD6,610,994	$4,221,781
Inflation	NZD0	$0
Total	NZD3,969,716,251,182	$2,495,273,054,290

Product	Volume PLN	USD Equivalent
IRS	PLN2,519,860,129,586	$572,787,982,504
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN2,255,614,220,000	$513,153,010,271
VNS	PLN2,500,000,000	$568,374,207
Inflation	PLN0	$0
Total	PLN4,777,974,349,586	$1,086,509,366,982

Product	Volume SEK	USD Equivalent
IRS	SEK9,265,063,953,528	$885,970,792,975
OIS	SEK290,800,000,000	$27,908,743,733
Basis	SEK0	$0
Zeroes	SEK19,600,000,000	$1,893,491,124
FRAs	SEK9,895,580,800,000	$946,410,961,570
VNS	SEK786,997,300	$75,338,452
Inflation	SEK0	$0
Total	SEK19,471,831,750,828	$1,862,259,327,854

Product	Volume SGD	USD Equivalent
IRS	SGD18,927,431,764	$14,190,190,939
OIS	SGD1,221,456,475,660	$915,418,627,346
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD1,240,383,907,424	$929,608,818,285

Product	Volume THB	USD Equivalent
IRS	THB945,664,957,762	$27,852,235,267
OIS	THB8,362,013,294,344	$246,298,361,742
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB9,307,678,252,106	$274,150,597,009

Product	Volume TWD	USD Equivalent
IRS	TWD4,481,161,997,518	$147,250,379,892
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD4,481,161,997,518	$147,250,379,892

Product	Volume ZAR	USD Equivalent
IRS	ZAR46,317,581,623,307	$2,608,058,917,346
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR166,960,000,000	$9,159,781,691
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR46,484,541,623,307	$2,617,218,699,037

Product	USD Equivalent
IRS	$57,225,002,581,698
OIS	$247,570,629,918,777
Basis	$6,363,179,031,456
Zeroes	$90,628,160,271
FRAs	$33,485,712,124,510
VNS	$334,355,460,559
Inflation	$2,705,045,814,151
Total	$347,774,553,091,422

Show:

Product	USD Equivalent
IRS	$53,080,033,783,677
OIS	$82,489,103,952,619
Basis	$19,958,658,372,131
Zeroes	$76,072,433,257
FRAs	$463,838,969,258
VNS	$1,913,161,946,209
Inflation	$3,900,487,894,758
Total	$161,881,357,351,909

Product	Volume EUR	USD Equivalent
IRS	€60,438,778,912,459	$65,763,435,334,647
OIS	€44,145,726,081,569	$48,034,964,549,356
Basis	€1,211,851,778,524	$1,318,615,920,212
Zeroes	€254,492,392,974	$276,913,172,795
FRAs	€22,074,013,588,724	$24,018,734,185,891
VNS	€1,187,326,236,062	$1,291,929,677,459
Inflation	€4,031,455,946,593	$4,386,627,215,488
Total	€133,343,644,936,905	$145,091,220,055,848

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£30,386,843,614,295	$37,381,895,014,306
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£480,185,053,733	$590,723,653,102
Inflation	£3,108,086,989,766	$3,823,568,614,810
Total	£33,975,115,657,794	$41,796,187,282,218

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥841,222,274,389,318	$6,401,752,402,034
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥229,198,418,489	$1,744,213,831
Inflation	¥0	$0
Total	¥841,451,472,807,807	$6,403,496,615,865

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF3,310,603,388,792	$3,609,467,279,537
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,600,639,250	$3,925,686,055
Inflation	CHF0	$0
Total	CHF3,314,204,028,042	$3,613,392,965,592

Product	Volume AUD	USD Equivalent
IRS	$21,134,883,948,106	$14,219,549,920,286
OIS	$10,504,023,981,293	$7,067,107,334,614
Basis	$6,205,824,382,704	$4,175,278,644,684
Zeroes	$2,781,225,580	$1,871,208,570
FRAs	$0	$0
VNS	$71,318,160,851	$47,982,858,621
Inflation	$0	$0
Total	$37,918,831,698,534	$25,511,789,966,775

Product	Volume CAD	USD Equivalent
IRS	$17,568,240,560,381	$12,832,900,336,290
OIS	$4,792,473,801,874	$3,500,711,323,502
Basis	$2,176,053,906,303	$1,589,520,749,674
Zeroes	$14,247,597,295	$10,407,302,626
FRAs	$0	$0
VNS	$312,217,817,665	$228,062,686,388
Inflation	$0	$0
Total	$24,863,233,683,518	$18,161,602,398,480

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	BRL249,288,622,666	$47,739,979,062
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL249,288,622,666	$47,739,979,062

Product	Volume CLP	USD Equivalent
IRS	CLP32,918,470,923,368	$40,662,677,936
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP32,918,470,923,368	$40,662,677,936

Product	Volume CNY	USD Equivalent
IRS	CNY20,444,908,341,116	$2,971,362,929,537
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY20,444,908,341,116	$2,971,362,929,537

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP71,063,132,729,304	$14,929,229,565
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP71,063,132,729,304	$14,929,229,565

Product	Volume CZK	USD Equivalent
IRS	CZK38,757,839,617,406	$1,780,005,493,589
OIS	CZK0	$0
Basis	CZK11,928,000,000	$547,809,314
Zeroes	CZK2,270,400,000	$104,271,149
FRAs	CZK23,422,073,489,728	$1,075,689,973,810
VNS	CZK237,389,706,332	$10,902,438,979
Inflation	CZK0	$0
Total	CZK62,431,501,213,466	$2,867,249,986,841

Product	Volume DKK	USD Equivalent
IRS	DKK4,920,430,227,294	$719,024,758,489
OIS	DKK39,332,000,000	$5,747,603,460
Basis	DKK11,320,000,000	$1,654,196,867
Zeroes	DKK0	$0
FRAs	DKK27,851,382,716	$4,069,935,515
VNS	DKK14,898,485,623	$2,177,122,636
Inflation	DKK0	$0
Total	DKK5,013,832,095,633	$732,673,616,967

Product	Volume HKD	USD Equivalent
IRS	HKD17,678,355,778,434	$2,252,823,399,229
OIS	HKD0	$0
Basis	HKD1,325,055,603,872	$168,857,121,505
Zeroes	HKD2,000,000,000	$254,867,978
FRAs	HKD0	$0
VNS	HKD7,929,108,176	$1,010,437,886
Inflation	HKD0	$0
Total	HKD19,013,340,490,482	$2,422,945,826,598

Product	Volume HUF	USD Equivalent
IRS	HUF169,791,510,162,827	$478,447,672,911
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF41,740,817,418	$117,619,526
FRAs	HUF75,014,774,069,234	$211,380,675,353
VNS	HUF2,348,285,744,114	$6,617,126,195
Inflation	HUF0	$0
Total	HUF247,196,310,793,593	$696,563,093,985

Product	Volume ILS	USD Equivalent
IRS	ILS3,036,686,563,064	$838,099,677,936
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS787,870,058,040	$217,445,438,700
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,824,556,621,104	$1,055,545,116,636

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR145,832,173,139,400	$1,764,134,435,848
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR145,832,173,139,400	$1,764,134,435,848

Product	Volume KRW	USD Equivalent
IRS	KRW4,263,542,722,866,749	$3,295,288,193,091
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,263,542,722,866,749	$3,295,288,193,091

Product	Volume MXN	USD Equivalent
IRS	MXN4,347,876,186,058	$235,384,862,831
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN4,347,876,186,058	$235,384,862,831

Product	Volume NOK	USD Equivalent
IRS	NOK15,100,153,787,135	$1,451,379,641,209
OIS	NOK1,748,628,509,489	$168,072,713,330
Basis	NOK134,691,700,274	$12,946,145,740
Zeroes	NOK4,520,000,000	$434,448,289
FRAs	NOK8,828,785,530,625	$848,595,302,828
VNS	NOK140,771,816,750	$13,530,547,554
Inflation	NOK0	$0
Total	NOK25,957,551,344,273	$2,494,958,798,950

Product	Volume NZD	USD Equivalent
IRS	NZD6,372,510,214,344	$3,984,730,637,029
OIS	NZD1,801,467,379,444	$1,126,457,552,367
Basis	NZD176,441,708,196	$110,329,000,135
Zeroes	NZD195,800,000	$122,433,740
FRAs	NZD0	$0
VNS	NZD2,207,000,330	$1,380,037,306
Inflation	NZD0	$0
Total	NZD8,352,822,102,314	$5,223,019,660,577

Product	Volume PLN	USD Equivalent
IRS	PLN7,197,031,407,378	$1,670,852,813,154
OIS	PLN0	$0
Basis	PLN457,000,000	$106,096,485
Zeroes	PLN402,000,000	$93,327,762
FRAs	PLN3,134,726,429,370	$727,753,732,964
VNS	PLN17,343,653,891	$4,026,478,593
Inflation	PLN0	$0
Total	PLN10,349,960,490,639	$2,402,832,448,958

Product	Volume SEK	USD Equivalent
IRS	SEK35,697,346,919,042	$3,477,375,596,072
OIS	SEK226,800,000,000	$22,093,204,489
Basis	SEK0	$0
Zeroes	SEK19,008,000,000	$1,851,620,948
FRAs	SEK9,431,974,477,876	$918,794,271,925
VNS	SEK52,146,144,858	$5,079,697,715
Inflation	SEK0	$0
Total	SEK45,427,275,541,776	$4,425,194,391,149

Product	Volume SGD	USD Equivalent
IRS	SGD302,050,262,077	$227,507,447,051
OIS	SGD2,395,447,923,889	$1,804,276,672,232
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD2,532,227,332	$1,907,300,367
Inflation	SGD0	$0
Total	SGD2,700,030,413,298	$2,033,691,419,650

Product	Volume THB	USD Equivalent
IRS	THB6,374,508,596,428	$186,443,655,935
OIS	THB11,723,810,289,075	$342,901,734,106
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB18,098,318,885,503	$529,345,390,041

Product	Volume TWD	USD Equivalent
IRS	TWD18,105,076,089,363	$598,366,556,700
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD18,105,076,089,363	$598,366,556,700

Product	Volume ZAR	USD Equivalent
IRS	ZAR72,820,447,288,056	$3,999,475,341,923
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR183,556,000,000	$10,081,340,107
FRAs	ZAR0	$0
VNS	ZAR5,850,000,000	$321,296,169
Inflation	ZAR0	$0
Total	ZAR73,009,853,288,056	$4,009,877,978,199

Product	USD Equivalent
IRS	$174,150,890,708,584
OIS	$193,733,615,001,365
Basis	$27,336,514,056,747
Zeroes	$378,324,046,747
FRAs	$28,486,302,486,244
VNS	$4,124,483,205,065
Inflation	$12,110,683,725,056
Total	$440,320,813,229,808

Figures as of COB Mar 22, 2023.

Notional Outstanding by Product

As of COB Mar 22, 2023

Daily Notional by Tenor

As of COB Mar 22, 2023

Notional Outstanding by Currency

As of COB Mar 22, 2023. *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.

Receive regular volumes updates from LCH, straight to your inbox.

Sign-up

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