Volumes

  • Client Notional Cleared (USD)
    $1,779,080,450,734,869
    Client Notional Outstanding (USD)
    $65,424,501,730,148
    As of COB May 25, 2022
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $5,280,769,000,000,000
    Trades Compressed
    36,354,646
  • 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

Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB May 25, 2022. *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
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$504,941,796,644
$1,567,564,769,879
$60,210,817,613,617
$29,319,820,954,996
EUR
€255,624,367,751
€1,712,266,167,459
€32,534,652,818,475
€16,965,106,400,444
GBP
£93,554,804,594
£593,382,824,273
£10,720,731,893,497
£5,334,337,717,228
JPY
¥1,088,604,530,000
¥7,462,411,929,000
¥116,997,635,043,992
¥84,927,110,684,257
CHF
CHF6,747,509,000
CHF22,150,664,950
CHF389,794,127,281
CHF500,415,778,994
AUD
$61,369,292,000
$305,353,224,308
$6,716,210,403,489
$3,090,918,095,155
CAD
$24,078,676,558
$173,037,572,813
$4,340,096,638,804
$2,586,496,193,251
Other*
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$77,252,157,204
$308,010,066,894
$7,134,955,978,122
$5,858,514,768,474
BRL
BRL20,721,249
BRL917,255,745
BRL56,513,700,471
BRL29,756,673,029
CLP
CLP131,000,000,000
CLP37,834,000,000
CLP7,232,845,600,000
CLP4,152,473,000,000
CNY
CNY34,919,462,333
CNY239,488,106,100
CNY3,938,325,698,956
CNY3,240,519,283,917
COP
COP18,977,000,000
COP54,987,000,000
COP23,732,235,384,000
COP18,420,807,884,000
CZK
CZK150,672,777,161
CZK692,259,918,752
CZK15,727,719,947,393
CZK13,556,325,797,466
DKK
DKK381,610,000
DKK11,102,007,000
DKK349,096,263,902
DKK1,147,007,584,154
HKD
HKD52,286,107,000
HKD90,457,123,570
HKD2,073,592,650,927
HKD2,869,004,167,838
HUF
HUF513,258,143,000
HUF1,950,021,308,226
HUF39,896,351,769,558
HUF39,694,842,186,028
ILS
ILS10,955,260,000
ILS24,957,572,235
ILS658,068,905,054
ILS609,813,298,719
INR
INR257,660,692,000
INR1,057,646,095,000
INR29,961,175,357,880
INR15,408,514,733,191
KRW
KRW9,145,096,990,002
KRW36,645,080,832,000
KRW765,405,117,236,755
KRW651,902,894,361,344
MXN
MXN3,530,300,000
MXN24,679,398,851
MXN735,564,582,790
MXN584,276,327,067
NOK
NOK57,373,473,000
NOK80,633,855,742
NOK3,534,238,400,212
NOK2,410,308,137,068
NZD
NZD19,619,949,000
NZD54,152,236,762
NZD1,332,597,838,676
NZD921,825,509,489
PLN
PLN17,735,630,574
PLN103,883,298,002
PLN2,090,456,981,514
PLN1,983,738,107,480
SEK
SEK20,111,568,000
SEK282,210,874,997
SEK8,419,071,518,043
SEK5,013,729,812,416
SGD
SGD9,796,339,500
SGD31,047,685,407
SGD565,871,596,657
SGD603,478,149,151
THB
THB52,755,050,000
THB180,005,948,000
THB3,590,200,312,451
THB2,152,970,560,565
TWD
TWD33,940,880,000
TWD91,427,250,000
TWD2,346,925,685,961
TWD1,417,359,307,021
ZAR
ZAR134,505,836,000
ZAR768,495,570,362
ZAR12,618,743,432,940
ZAR13,194,719,357,873
Total in USD$1,051,062,554,621$4,841,384,513,227$126,885,589,232,623$65,424,501,730,148

Figures as of COB May 25, 2022. Weekly figures as of COB May 20, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $34,020,128,000
OIS $411,964,331,512
Basis $56,428,140,000
Zeroes $0
FRAs $1,000,000,000
VNS $102,861,132
Inflation $1,426,336,000
Total$504,941,796,644
ProductVolume
EUR
USD
Equivalent
IRS €106,482,422,618 $113,813,737,415
OIS €129,531,865,287 $138,450,134,212
Basis €607,000,000 $648,791,950
Zeroes €250,125,000 $267,346,106
FRAs €14,256,000,000 $15,237,525,600
VNS €335,023,119 $358,089,460
Inflation €4,161,931,727 $4,448,480,726
Total€255,624,367,751$273,224,105,469
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £89,696,571,719 $112,896,589,994
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £114,728,000 $144,402,397
Inflation £3,743,504,875 $4,711,762,411
Total£93,554,804,594$117,752,754,802
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,088,604,530,000 $8,551,824,738
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,088,604,530,000$8,551,824,738
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF6,747,509,000 $7,016,230,633
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,747,509,000$7,016,230,633
ProductVolume
AUD
USD
Equivalent
IRS $16,907,492,000 $11,991,638,701
OIS $41,047,600,000 $29,113,010,300
Basis $3,414,200,000 $2,421,521,350
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$61,369,292,000$43,526,170,351
ProductVolume
CAD
USD
Equivalent
IRS $18,669,676,558 $14,574,867,526
OIS $5,409,000,000 $4,222,647,254
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$24,078,676,558$18,797,514,780
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL20,721,249 $4,306,117
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL20,721,249$4,306,117
ProductVolume
CLP
USD
Equivalent
IRS CLP131,000,000,000 $157,168,566
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP131,000,000,000$157,168,566
ProductVolume
CNY
USD
Equivalent
IRS CNY34,919,462,333 $5,217,466,880
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY34,919,462,333$5,217,466,880
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP18,977,000,000 $4,819,433
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP18,977,000,000$4,819,433
ProductVolume
CZK
USD
Equivalent
IRS CZK39,695,277,161 $1,719,601,333
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK110,977,500,000 $4,807,550,684
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK150,672,777,161$6,527,152,017
ProductVolume
DKK
USD
Equivalent
IRS DKK381,610,000 $54,832,174
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK381,610,000$54,832,174
ProductVolume
HKD
USD
Equivalent
IRS HKD52,116,107,000 $6,639,121,384
OIS HKD0 $0
Basis HKD170,000,000 $21,656,465
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD52,286,107,000$6,660,777,849
ProductVolume
HUF
USD
Equivalent
IRS HUF291,258,143,000 $791,860,427
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF222,000,000,000 $603,564,292
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF513,258,143,000$1,395,424,719
ProductVolume
ILS
USD
Equivalent
IRS ILS10,955,260,000 $3,275,115,097
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS10,955,260,000$3,275,115,097
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR257,660,692,000 $3,323,337,620
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR257,660,692,000$3,323,337,620
ProductVolume
KRW
USD
Equivalent
IRS KRW9,145,096,990,002 $7,215,692,873
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW9,145,096,990,002$7,215,692,873
ProductVolume
MXN
USD
Equivalent
IRS MXN3,530,300,000 $178,270,969
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,530,300,000$178,270,969
ProductVolume
NOK
USD
Equivalent
IRS NOK13,709,473,000 $1,431,552,056
OIS NOK8,000,000,000 $835,365,185
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK35,664,000,000 $3,724,057,995
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK57,373,473,000$5,990,975,236
ProductVolume
NZD
USD
Equivalent
IRS NZD5,873,949,000 $3,805,731,557
OIS NZD13,746,000,000 $8,906,033,400
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD19,619,949,000$12,711,764,957
ProductVolume
PLN
USD
Equivalent
IRS PLN15,590,530,574 $3,616,788,979
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,145,100,000 $497,633,740
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN17,735,630,574$4,114,422,719
ProductVolume
SEK
USD
Equivalent
IRS SEK8,311,568,000 $843,801,160
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK11,800,000,000 $1,197,951,300
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK20,111,568,000$2,041,752,460
ProductVolume
SGD
USD
Equivalent
IRS SGD1,242,400,000 $903,859,445
OIS SGD8,553,939,500 $6,223,083,555
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD9,796,339,500$7,126,943,000
ProductVolume
THB
USD
Equivalent
IRS THB36,299,630,000 $1,058,144,002
OIS THB16,455,420,000 $479,679,930
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB52,755,050,000$1,537,823,932
ProductVolume
TWD
USD
Equivalent
IRS TWD33,940,880,000 $1,149,641,974
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD33,940,880,000$1,149,641,974
ProductVolume
ZAR
USD
Equivalent
IRS ZAR134,505,836,000 $8,564,468,612
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR134,505,836,000$8,564,468,612
ProductUSD
Equivalent
IRS$221,027,795,247
OIS$731,987,087,766
Basis$59,520,109,765
Zeroes$267,346,106
FRAs$27,068,283,611
VNS$605,352,989
Inflation$10,586,579,137
Total$1,051,062,554,621
Show:
ProductUSD
Equivalent
IRS $167,703,858,451
OIS $1,287,223,367,751
Basis $96,637,848,000
Zeroes $0
FRAs $1,300,000,000
VNS $1,779,347,677
Inflation $12,920,348,000
Total$1,567,564,769,879
ProductVolume
EUR
USD
Equivalent
IRS €406,035,732,749 $426,961,153,919
OIS €1,115,109,805,820 $1,171,752,241,759
Basis €11,781,200,000 $12,368,357,460
Zeroes €0 $0
FRAs €156,929,600,000 $164,965,009,230
VNS €1,871,840,614 $1,979,775,347
Inflation €20,537,988,276 $21,594,757,043
Total€1,712,266,167,459$1,799,621,294,758
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £581,313,009,960 $722,024,644,460
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £451,250,000 $559,489,438
Inflation £11,618,564,313 $14,418,455,805
Total£593,382,824,273$737,002,589,703
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥7,462,411,929,000 $58,010,514,540
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,462,411,929,000$58,010,514,540
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF22,150,664,950 $22,475,744,074
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF22,150,664,950$22,475,744,074
ProductVolume
AUD
USD
Equivalent
IRS $81,530,094,308 $57,089,323,209
OIS $203,972,580,000 $142,925,211,878
Basis $18,050,550,000 $12,639,815,890
Zeroes $0 $0
FRAs $0 $0
VNS $1,800,000,000 $1,255,230,000
Inflation $0 $0
Total$305,353,224,308$213,909,580,977
ProductVolume
CAD
USD
Equivalent
IRS $62,218,856,632 $48,464,921,766
OIS $102,126,300,000 $79,570,346,681
Basis $8,690,000,000 $6,752,807,528
Zeroes $0 $0
FRAs $0 $0
VNS $2,416,181 $1,876,427
Inflation $0 $0
Total$173,037,572,813$134,789,952,402
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL917,255,745 $184,849,545
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL917,255,745$184,849,545
ProductVolume
CLP
USD
Equivalent
IRS CLP37,834,000,000 $44,869,372
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP37,834,000,000$44,869,372
ProductVolume
CNY
USD
Equivalent
IRS CNY239,488,106,100 $35,505,109,067
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY239,488,106,100$35,505,109,067
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP54,987,000,000 $13,531,536
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP54,987,000,000$13,531,536
ProductVolume
CZK
USD
Equivalent
IRS CZK392,746,918,752 $16,723,384,761
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK299,513,000,000 $12,785,431,799
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK692,259,918,752$29,508,816,560
ProductVolume
DKK
USD
Equivalent
IRS DKK11,102,007,000 $1,568,803,908
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK11,102,007,000$1,568,803,908
ProductVolume
HKD
USD
Equivalent
IRS HKD88,957,123,570 $11,334,096,599
OIS HKD0 $0
Basis HKD1,500,000,000 $191,130,934
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD90,457,123,570$11,525,227,533
ProductVolume
HUF
USD
Equivalent
IRS HUF952,021,308,226 $2,606,365,928
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF998,000,000,000 $2,728,978,691
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,950,021,308,226$5,335,344,619
ProductVolume
ILS
USD
Equivalent
IRS ILS23,674,572,235 $7,014,990,526
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS1,283,000,000 $381,782,530
VNS ILS0 $0
Inflation ILS0 $0
TotalILS24,957,572,235$7,396,773,056
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,057,646,095,000 $13,620,706,324
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,057,646,095,000$13,620,706,324
ProductVolume
KRW
USD
Equivalent
IRS KRW36,645,080,832,000 $28,829,862,668
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW36,645,080,832,000$28,829,862,668
ProductVolume
MXN
USD
Equivalent
IRS MXN24,679,398,851 $1,235,259,281
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN24,679,398,851$1,235,259,281
ProductVolume
NOK
USD
Equivalent
IRS NOK52,078,668,242 $5,323,373,798
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK28,400,000,000 $2,889,327,674
VNS NOK155,187,500 $15,847,499
Inflation NOK0 $0
TotalNOK80,633,855,742$8,228,548,971
ProductVolume
NZD
USD
Equivalent
IRS NZD40,807,036,762 $25,928,070,156
OIS NZD13,345,200,000 $8,490,103,720
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD54,152,236,762$34,418,173,876
ProductVolume
PLN
USD
Equivalent
IRS PLN63,988,298,002 $14,473,533,240
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN39,895,000,000 $9,011,140,156
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN103,883,298,002$23,484,673,396
ProductVolume
SEK
USD
Equivalent
IRS SEK190,783,874,997 $19,118,802,566
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK91,400,000,000 $9,149,651,580
VNS SEK27,000,000 $2,707,663
Inflation SEK0 $0
TotalSEK282,210,874,997$28,271,161,809
ProductVolume
SGD
USD
Equivalent
IRS SGD449,400,000 $323,776,226
OIS SGD30,375,217,407 $21,946,626,417
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD223,068,000 $161,077,373
Inflation SGD0 $0
TotalSGD31,047,685,407$22,431,480,016
ProductVolume
THB
USD
Equivalent
IRS THB133,667,568,000 $3,877,490,885
OIS THB46,338,380,000 $1,344,194,224
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB180,005,948,000$5,221,685,109
ProductVolume
TWD
USD
Equivalent
IRS TWD91,427,250,000 $3,076,479,741
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD91,427,250,000$3,076,479,741
ProductVolume
ZAR
USD
Equivalent
IRS ZAR768,495,570,362 $48,108,710,507
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR768,495,570,362$48,108,710,507
ProductUSD
Equivalent
IRS$925,497,086,119
OIS$3,529,397,233,364
Basis$128,589,959,812
Zeroes$0
FRAs$203,211,321,660
VNS$5,755,351,424
Inflation$48,933,560,848
Total$4,841,384,513,227
Show:
ProductUSD
Equivalent
IRS $5,680,580,950,022
OIS $51,302,570,417,081
Basis $2,459,751,488,701
Zeroes $37,965,000,000
FRAs $302,942,500,000
VNS $42,559,189,201
Inflation $384,448,068,612
Total$60,210,817,613,617
ProductVolume
EUR
USD
Equivalent
IRS €8,529,361,804,595 $9,399,302,259,197
OIS €21,091,745,983,518 $23,174,239,259,517
Basis €172,559,366,000 $190,314,126,830
Zeroes €90,662,451,052 $100,488,936,190
FRAs €2,225,030,122,858 $2,431,736,257,999
VNS €18,914,130,779 $20,798,173,651
Inflation €406,378,959,673 $447,525,419,777
Total€32,534,652,818,475$35,764,404,433,161
ProductVolume
GBP
USD
Equivalent
IRS £5,378,100,000 $7,109,297,010
OIS £10,388,259,501,245 $13,671,876,768,752
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £10,603,738,974 $13,942,449,732
Inflation £316,490,553,278 $417,493,565,418
Total£10,720,731,893,497$14,110,422,080,912
ProductVolume
JPY
USD
Equivalent
IRS ¥130,443,380,000 $1,100,378,021
OIS ¥116,867,191,663,992 $972,035,409,847
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥116,997,635,043,992$973,135,787,868
ProductVolume
CHF
USD
Equivalent
IRS CHF67,190,000 $72,517,283
OIS CHF389,709,437,281 $413,952,703,536
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF17,500,000 $18,799,012
Inflation CHF0 $0
TotalCHF389,794,127,281$414,044,019,831
ProductVolume
AUD
USD
Equivalent
IRS $2,068,887,944,644 $1,499,648,013,102
OIS $4,461,521,587,500 $3,221,654,385,677
Basis $180,154,192,772 $130,007,514,381
Zeroes $0 $0
FRAs $0 $0
VNS $5,646,678,573 $4,012,180,011
Inflation $0 $0
Total$6,716,210,403,489$4,855,322,093,171
ProductVolume
CAD
USD
Equivalent
IRS $2,162,723,452,959 $1,703,197,668,242
OIS $2,037,420,827,162 $1,609,402,726,866
Basis $131,125,875,000 $103,008,590,048
Zeroes $7,950,000,000 $6,183,642,515
FRAs $0 $0
VNS $876,483,683 $694,598,270
Inflation $0 $0
Total$4,340,096,638,804$3,422,487,225,941
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL56,513,700,471 $11,027,031,287
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL56,513,700,471$11,027,031,287
ProductVolume
CLP
USD
Equivalent
IRS CLP7,232,845,600,000 $8,873,821,705
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,232,845,600,000$8,873,821,705
ProductVolume
CNY
USD
Equivalent
IRS CNY3,938,325,698,956 $613,111,685,940
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,938,325,698,956$613,111,685,940
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP23,732,235,384,000 $6,076,137,146
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP23,732,235,384,000$6,076,137,146
ProductVolume
CZK
USD
Equivalent
IRS CZK7,792,203,787,209 $346,300,446,580
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,035,000,000 $90,503,035
FRAs CZK7,931,405,400,000 $353,338,242,954
VNS CZK2,075,760,184 $87,609,111
Inflation CZK0 $0
TotalCZK15,727,719,947,393$699,816,801,680
ProductVolume
DKK
USD
Equivalent
IRS DKK336,432,263,902 $50,453,125,982
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK12,564,000,000 $1,919,354,427
VNS DKK100,000,000 $15,124,818
Inflation DKK0 $0
TotalDKK349,096,263,902$52,387,605,227
ProductVolume
HKD
USD
Equivalent
IRS HKD1,891,519,650,927 $241,771,801,724
OIS HKD0 $0
Basis HKD182,073,000,000 $23,260,486,328
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,073,592,650,927$265,032,288,052
ProductVolume
HUF
USD
Equivalent
IRS HUF30,911,946,769,558 $92,986,616,808
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $14,440,729
FRAs HUF8,970,570,000,000 $26,660,887,906
VNS HUF8,835,000,000 $27,008,883
Inflation HUF0 $0
TotalHUF39,896,351,769,558$119,688,954,326
ProductVolume
ILS
USD
Equivalent
IRS ILS569,696,938,054 $175,267,258,899
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS650,000,000 $202,279,611
FRAs ILS87,721,967,000 $27,315,817,640
VNS ILS0 $0
Inflation ILS0 $0
TotalILS658,068,905,054$202,785,356,150
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR29,961,175,357,880 $394,900,980,648
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR29,961,175,357,880$394,900,980,648
ProductVolume
KRW
USD
Equivalent
IRS KRW765,405,117,236,755 $625,644,859,147
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW765,405,117,236,755$625,644,859,147
ProductVolume
MXN
USD
Equivalent
IRS MXN735,564,582,790 $35,965,102,910
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN735,564,582,790$35,965,102,910
ProductVolume
NOK
USD
Equivalent
IRS NOK1,714,828,250,707 $190,705,560,852
OIS NOK32,200,000,000 $3,417,107,787
Basis NOK25,125,000,000 $2,804,806,779
Zeroes NOK550,000,000 $63,072,671
FRAs NOK1,752,621,000,000 $196,255,930,600
VNS NOK8,914,149,505 $993,381,578
Inflation NOK0 $0
TotalNOK3,534,238,400,212$394,239,860,267
ProductVolume
NZD
USD
Equivalent
IRS NZD530,762,370,342 $354,581,456,130
OIS NZD780,559,860,290 $523,824,762,946
Basis NZD21,064,000,000 $14,266,651,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD211,608,044 $142,826,447
Inflation NZD0 $0
TotalNZD1,332,597,838,676$892,815,697,423
ProductVolume
PLN
USD
Equivalent
IRS PLN1,453,561,492,231 $344,267,961,644
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN636,421,605,461 $153,287,632,207
VNS PLN473,883,822 $111,289,412
Inflation PLN0 $0
TotalPLN2,090,456,981,514$497,666,883,263
ProductVolume
SEK
USD
Equivalent
IRS SEK4,044,844,926,555 $424,223,943,436
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,130,000,000 $342,923,505
FRAs SEK4,370,011,000,000 $460,751,875,408
VNS SEK1,085,591,488 $116,200,568
Inflation SEK0 $0
TotalSEK8,419,071,518,043$885,434,942,917
ProductVolume
SGD
USD
Equivalent
IRS SGD14,110,094,000 $10,374,250,746
OIS SGD551,508,434,657 $405,227,539,136
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD253,068,000 $183,203,714
Inflation SGD0 $0
TotalSGD565,871,596,657$415,784,993,596
ProductVolume
THB
USD
Equivalent
IRS THB3,479,252,855,451 $104,502,651,582
OIS THB110,947,457,000 $3,231,885,399
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,590,200,312,451$107,734,536,981
ProductVolume
TWD
USD
Equivalent
IRS TWD2,346,925,685,961 $82,283,976,569
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,346,925,685,961$82,283,976,569
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,618,743,432,940 $823,684,462,888
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,618,743,432,940$823,684,462,888
ProductUSD
Equivalent
IRS$22,827,037,097,706
OIS$95,702,410,084,338
Basis$2,923,413,664,967
Zeroes$145,350,798,256
FRAs$3,954,208,499,141
VNS$83,702,034,408
Inflation$1,249,467,053,807
Total$126,885,589,232,623
Show:
ProductUSD
Equivalent
IRS $9,654,326,983,481
OIS $15,042,059,704,793
Basis $3,698,909,408,751
Zeroes $47,191,411,253
FRAs $215,247,000,001
VNS $363,302,100,631
Inflation $298,784,346,085
Total$29,319,820,954,995
ProductVolume
EUR
USD
Equivalent
IRS €7,783,747,481,462 $8,319,658,495,560
OIS €7,421,080,797,383 $7,932,022,210,282
Basis €182,179,695,731 $194,722,767,782
Zeroes €76,875,581,657 $82,168,465,454
FRAs €903,716,164,484 $965,937,022,409
VNS €214,075,811,484 $228,814,931,104
Inflation €383,430,868,243 $409,830,083,522
Total€16,965,106,400,444$18,133,153,976,113
ProductVolume
GBP
USD
Equivalent
IRS £21,810,004,376 $27,451,162,008
OIS £4,830,070,543,523 $6,079,368,289,605
Basis £1,585,315,855 $1,995,357,801
Zeroes £88,000,000 $110,761,200
FRAs £0 $0
VNS £68,483,967,607 $86,197,345,829
Inflation £412,299,885,867 $518,941,251,346
Total£5,334,337,717,228$6,714,064,167,789
ProductVolume
JPY
USD
Equivalent
IRS ¥4,862,339,254,201 $38,197,409,593
OIS ¥80,049,848,344,738 $628,853,044,854
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥14,923,085,318 $117,232,298
Inflation ¥0 $0
Total¥84,927,110,684,257$667,167,686,745
ProductVolume
CHF
USD
Equivalent
IRS CHF18,885,337,000 $19,637,451,388
OIS CHF480,871,824,744 $500,022,693,921
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF658,617,250 $684,846,886
Inflation CHF0 $0
TotalCHF500,415,778,994$520,344,992,195
ProductVolume
AUD
USD
Equivalent
IRS $1,510,574,580,403 $1,071,375,021,151
OIS $1,389,596,266,909 $985,571,152,305
Basis $176,445,839,415 $125,144,211,605
Zeroes $620,784,768 $440,291,597
FRAs $0 $0
VNS $13,680,623,660 $9,702,982,331
Inflation $0 $0
Total$3,090,918,095,155$2,192,233,658,989
ProductVolume
CAD
USD
Equivalent
IRS $1,752,819,927,177 $1,368,374,977,304
OIS $646,830,808,088 $504,961,792,488
Basis $155,772,751,220 $121,607,206,542
Zeroes $15,673,497,820 $12,235,838,885
FRAs $0 $0
VNS $15,399,208,946 $12,021,709,627
Inflation $0 $0
Total$2,586,496,193,251$2,019,201,524,846
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL29,756,673,029 $6,183,783,009
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL29,756,673,029$6,183,783,009
ProductVolume
CLP
USD
Equivalent
IRS CLP4,152,473,000,000 $4,981,971,206
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,152,473,000,000$4,981,971,206
ProductVolume
CNY
USD
Equivalent
IRS CNY3,240,519,283,917 $484,179,907,351
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,240,519,283,917$484,179,907,351
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP18,420,807,884,000 $4,678,181,604
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP18,420,807,884,000$4,678,181,604
ProductVolume
CZK
USD
Equivalent
IRS CZK7,627,987,409,122 $330,444,784,661
OIS CZK0 $0
Basis CZK5,964,000,000 $258,360,769
Zeroes CZK1,435,000,000 $62,164,270
FRAs CZK5,898,619,260,000 $255,528,472,535
VNS CZK22,320,128,344 $966,909,043
Inflation CZK0 $0
TotalCZK13,556,325,797,466$587,260,691,278
ProductVolume
DKK
USD
Equivalent
IRS DKK1,133,320,041,844 $162,842,698,121
OIS DKK0 $0
Basis DKK5,150,000,000 $739,985,057
Zeroes DKK0 $0
FRAs DKK6,002,000,000 $862,405,885
VNS DKK2,535,542,311 $364,322,994
Inflation DKK0 $0
TotalDKK1,147,007,584,155$164,809,412,057
ProductVolume
HKD
USD
Equivalent
IRS HKD2,452,262,336,216 $312,396,075,876
OIS HKD0 $0
Basis HKD411,515,277,534 $52,423,330,068
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD5,226,554,088 $665,815,791
Inflation HKD0 $0
TotalHKD2,869,004,167,838$365,485,221,735
ProductVolume
HUF
USD
Equivalent
IRS HUF31,140,980,787,817 $84,664,792,865
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF28,600,000,000 $77,756,481
FRAs HUF8,310,365,365,854 $22,593,872,914
VNS HUF214,896,032,357 $584,250,322
Inflation HUF0 $0
TotalHUF39,694,842,186,028$107,920,672,582
ProductVolume
ILS
USD
Equivalent
IRS ILS523,037,331,719 $156,363,925,775
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS650,000,000 $194,319,880
FRAs ILS86,125,967,000 $25,747,673,244
VNS ILS0 $0
Inflation ILS0 $0
TotalILS609,813,298,719$182,305,918,899
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR15,408,514,733,191 $198,740,817,937
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR15,408,514,733,191$198,740,817,937
ProductVolume
KRW
USD
Equivalent
IRS KRW651,902,894,361,344 $514,366,449,444
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW651,902,894,361,344$514,366,449,444
ProductVolume
MXN
USD
Equivalent
IRS MXN584,276,327,067 $29,504,435,038
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN584,276,327,067$29,504,435,038
ProductVolume
NOK
USD
Equivalent
IRS NOK1,479,623,788,336 $154,503,274,980
OIS NOK32,200,000,000 $3,362,344,870
Basis NOK65,425,950,124 $6,831,820,117
Zeroes NOK550,000,000 $57,431,356
FRAs NOK781,060,948,846 $81,558,890,515
VNS NOK51,447,449,763 $5,372,176,049
Inflation NOK0 $0
TotalNOK2,410,308,137,069$251,685,937,887
ProductVolume
NZD
USD
Equivalent
IRS NZD508,108,467,153 $329,203,475,869
OIS NZD400,504,682,600 $259,486,983,857
Basis NZD12,358,000,000 $8,006,748,200
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD854,359,736 $553,539,673
Inflation NZD0 $0
TotalNZD921,825,509,489$597,250,747,599
ProductVolume
PLN
USD
Equivalent
IRS PLN1,525,226,014,843 $353,831,488,619
OIS PLN0 $0
Basis PLN428,500,000 $99,406,115
Zeroes PLN0 $0
FRAs PLN449,515,892,560 $104,281,513,608
VNS PLN8,567,700,076 $1,987,588,752
Inflation PLN0 $0
TotalPLN1,983,738,107,479$460,199,997,094
ProductVolume
SEK
USD
Equivalent
IRS SEK3,174,929,199,529 $322,322,929,045
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,820,919,291,356 $184,862,087,517
VNS SEK17,881,321,531 $1,815,334,947
Inflation SEK0 $0
TotalSEK5,013,729,812,416$509,000,351,509
ProductVolume
SGD
USD
Equivalent
IRS SGD156,022,773,930 $113,508,256,470
OIS SGD445,800,979,304 $324,325,036,779
Basis SGD420,217,296 $305,712,630
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD1,234,178,620 $897,878,302
Inflation SGD0 $0
TotalSGD603,478,149,150$439,036,884,181
ProductVolume
THB
USD
Equivalent
IRS THB2,042,025,103,365 $59,525,582,375
OIS THB110,945,457,200 $3,234,089,993
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,152,970,560,565$62,759,672,368
ProductVolume
TWD
USD
Equivalent
IRS TWD1,417,359,307,021 $48,008,647,733
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,417,359,307,021$48,008,647,733
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,194,344,357,873 $840,131,190,370
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR375,000,000 $23,877,594
Inflation ZAR0 $0
TotalZAR13,194,719,357,873$840,155,067,964
ProductUSD
Equivalent
IRS$24,805,985,169,292
OIS$32,466,686,343,288
Basis$4,211,044,315,437
Zeroes$142,538,440,376
FRAs$1,856,618,938,628
VNS$714,072,842,173
Inflation$1,227,555,680,953
Total$65,424,501,730,147

Figures as of COB May 25, 2022.

Notional Outstanding by Product

As of COB May 25, 2022

Daily Notional by Tenor
 

As of COB May 25, 2022

Notional Outstanding by Tenor
 

As of COB May 25, 2022

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,942,638,636,023
$7,612,965,085,160
$226,726,081,689,507
$162,904,170,038,818
EUR
€971,159,779,365
€8,607,482,642,504
€135,277,962,044,990
€102,079,605,325,665
GBP
£360,787,609,712
£1,931,448,442,838
£34,527,793,770,578
£30,159,211,704,944
JPY
¥2,742,197,680,000
¥19,487,667,898,000
¥310,801,664,981,810
¥798,937,670,195,867
CHF
CHF28,408,352,000
CHF82,240,383,900
CHF1,459,481,758,656
CHF2,911,927,028,211
AUD
$205,481,750,000
$1,261,481,694,944
$26,064,588,385,902
$31,453,954,672,875
CAD
$272,116,648,116
$525,467,732,412
$13,936,834,505,970
$22,705,968,671,211
Other*
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$313,982,900,098
$1,121,923,616,818
$26,142,322,637,489
$35,769,823,540,014
BRL
BRL41,442,497
BRL1,834,511,491
BRL115,285,174,997
BRL189,348,326,112
CLP
CLP262,000,000,000
CLP78,968,000,000
CLP15,872,720,000,000
CLP22,575,949,793,592
CNY
CNY118,394,924,666
CNY828,826,062,200
CNY12,953,016,222,529
CNY17,110,875,159,243
COP
COP37,954,000,000
COP166,174,000,000
COP50,380,310,768,000
COP78,055,540,531,490
CZK
CZK1,003,947,554,322
CZK2,502,544,211,505
CZK61,951,418,461,558
CZK63,761,705,067,639
DKK
DKK3,007,220,000
DKK27,797,112,000
DKK909,913,460,985
DKK5,482,318,842,736
HKD
HKD199,661,214,000
HKD319,771,653,140
HKD7,238,445,386,481
HKD15,899,471,652,486
HUF
HUF1,730,756,286,000
HUF9,158,930,024,452
HUF177,581,007,629,006
HUF203,425,528,890,901
ILS
ILS24,370,720,000
ILS67,530,744,470
ILS1,778,075,248,108
ILS2,295,195,530,025
INR
INR694,417,384,000
INR3,241,454,090,000
INR93,543,023,954,822
INR119,531,725,113,725
KRW
KRW26,133,193,980,004
KRW114,423,306,201,800
KRW2,255,915,224,779,499
KRW3,775,940,068,665,200
MXN
MXN7,060,600,000
MXN51,448,797,702
MXN1,410,708,165,579
MXN3,698,150,409,502
NOK
NOK346,980,766,000
NOK244,862,111,484
NOK16,128,394,981,512
NOK25,110,263,361,857
NZD
NZD91,207,198,000
NZD237,281,427,523
NZD5,452,709,139,154
NZD8,248,490,152,187
PLN
PLN90,516,821,148
PLN373,527,034,144
PLN8,267,490,915,143
PLN8,026,721,238,474
SEK
SEK48,939,336,000
SEK1,874,631,276,374
SEK32,818,876,658,698
SEK54,632,330,279,113
SGD
SGD29,709,499,000
SGD83,925,273,462
SGD1,816,788,975,798
SGD2,038,903,238,958
THB
THB151,151,100,000
THB541,199,388,740
THB14,892,967,411,079
THB29,041,721,375,457
TWD
TWD93,271,760,000
TWD274,436,500,000
TWD7,050,788,420,542
TWD15,947,206,165,386
ZAR
ZAR537,217,753,771
ZAR2,148,541,992,724
ZAR47,525,152,856,591
ZAR52,767,320,470,234
Total in USD$4,158,004,180,781$21,724,253,989,884$481,044,795,280,269$395,080,435,476,104

Figures as of COB May 25, 2022. Weekly figures as of COB May 20, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $577,409,338,282
OIS $1,170,459,571,609
Basis $184,492,004,000
Zeroes $0
FRAs $2,000,000,000
VNS $980,460,132
Inflation $7,297,262,000
Total$1,942,638,636,023
ProductVolume
EUR
USD
Equivalent
IRS €447,978,731,453 $478,822,067,113
OIS €436,709,414,574 $466,776,857,767
Basis €5,799,000,000 $6,198,261,150
Zeroes €6,500,250,000 $6,947,792,213
FRAs €56,148,000,000 $60,013,789,800
VNS €588,031,184 $628,517,131
Inflation €17,436,352,154 $18,636,845,000
Total€971,159,779,365$1,038,024,130,174
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £347,649,343,962 $437,568,846,777
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £229,456,000 $288,804,794
Inflation £12,908,809,750 $16,247,673,392
Total£360,787,609,712$454,105,324,963
ProductVolume
JPY
USD
Equivalent
IRS ¥18,496,420,000 $145,303,586
OIS ¥2,723,701,260,000 $21,396,765,466
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,742,197,680,000$21,542,069,052
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF28,408,352,000 $29,539,723,406
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF28,408,352,000$29,539,723,406
ProductVolume
AUD
USD
Equivalent
IRS $69,488,450,000 $49,284,683,163
OIS $115,352,200,000 $81,813,547,850
Basis $20,641,100,000 $14,639,700,175
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$205,481,750,000$145,737,931,188
ProductVolume
CAD
USD
Equivalent
IRS $249,670,648,116 $194,910,533,679
OIS $21,046,000,000 $16,429,993,364
Basis $1,400,000,000 $1,092,938,834
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$272,116,648,116$212,433,465,877
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL41,442,497 $8,612,233
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL41,442,497$8,612,233
ProductVolume
CLP
USD
Equivalent
IRS CLP262,000,000,000 $314,337,133
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP262,000,000,000$314,337,133
ProductVolume
CNY
USD
Equivalent
IRS CNY118,394,924,666 $17,689,894,314
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY118,394,924,666$17,689,894,314
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP37,954,000,000 $9,638,866
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP37,954,000,000$9,638,866
ProductVolume
CZK
USD
Equivalent
IRS CZK137,618,554,322 $5,961,642,450
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK866,329,000,000 $37,529,414,313
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,003,947,554,322$43,491,056,763
ProductVolume
DKK
USD
Equivalent
IRS DKK3,007,220,000 $432,096,672
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,007,220,000$432,096,672
ProductVolume
HKD
USD
Equivalent
IRS HKD199,321,214,000 $25,391,722,644
OIS HKD0 $0
Basis HKD340,000,000 $43,312,930
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD199,661,214,000$25,435,035,574
ProductVolume
HUF
USD
Equivalent
IRS HUF1,136,756,286,000 $3,090,565,328
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF594,000,000,000 $1,614,942,294
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,730,756,286,000$4,705,507,622
ProductVolume
ILS
USD
Equivalent
IRS ILS24,370,720,000 $7,285,715,994
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS24,370,720,000$7,285,715,994
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR694,417,384,000 $8,956,676,310
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR694,417,384,000$8,956,676,310
ProductVolume
KRW
USD
Equivalent
IRS KRW26,133,193,980,004 $20,619,694,001
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW26,133,193,980,004$20,619,694,001
ProductVolume
MXN
USD
Equivalent
IRS MXN7,060,600,000 $356,541,938
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN7,060,600,000$356,541,938
ProductVolume
NOK
USD
Equivalent
IRS NOK28,066,766,000 $2,930,749,897
OIS NOK28,000,000,000 $2,923,778,148
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK290,914,000,000 $30,377,428,433
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK346,980,766,000$36,231,956,478
ProductVolume
NZD
USD
Equivalent
IRS NZD21,950,698,000 $14,221,857,234
OIS NZD69,256,500,000 $44,871,286,350
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD91,207,198,000$59,093,143,584
ProductVolume
PLN
USD
Equivalent
IRS PLN42,780,621,148 $9,924,516,575
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN47,736,200,000 $11,074,142,811
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN90,516,821,148$20,998,659,386
ProductVolume
SEK
USD
Equivalent
IRS SEK25,339,336,000 $2,572,482,246
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK23,600,000,000 $2,395,902,600
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK48,939,336,000$4,968,384,846
ProductVolume
SGD
USD
Equivalent
IRS SGD2,183,800,000 $1,588,738,132
OIS SGD27,525,699,000 $20,025,243,898
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD29,709,499,000$21,613,982,030
ProductVolume
THB
USD
Equivalent
IRS THB109,408,260,000 $3,189,280,280
OIS THB41,742,840,000 $1,216,815,042
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB151,151,100,000$4,406,095,322
ProductVolume
TWD
USD
Equivalent
IRS TWD93,271,760,000 $3,159,291,400
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD93,271,760,000$3,159,291,400
ProductVolume
ZAR
USD
Equivalent
IRS ZAR537,217,753,771 $34,206,579,632
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR537,217,753,771$34,206,579,632
ProductUSD
Equivalent
IRS$1,453,516,243,926
OIS$2,301,988,744,853
Basis$206,466,217,089
Zeroes$6,947,792,213
FRAs$145,005,620,251
VNS$1,897,782,057
Inflation$42,181,780,392
Total$4,158,004,180,781
Show:
ProductUSD
Equivalent
IRS $3,120,221,245,042
OIS $3,922,596,301,324
Basis $416,071,206,377
Zeroes $0
FRAs $108,750,000,000
VNS $5,977,284,867
Inflation $39,349,047,550
Total$7,612,965,085,160
ProductVolume
EUR
USD
Equivalent
IRS €2,012,571,637,748 $2,115,865,272,097
OIS €3,475,002,373,701 $3,651,417,400,985
Basis €70,705,752,600 $74,025,260,966
Zeroes €1,425,909,614 $1,510,150,544
FRAs €2,975,420,320,000 $3,141,933,100,216
VNS €4,029,292,289 $4,260,255,228
Inflation €68,327,356,552 $71,860,132,902
Total€8,607,482,642,504$9,060,871,572,938
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £1,867,486,043,076 $2,321,670,191,476
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £1,041,428,865 $1,290,493,505
Inflation £62,920,970,897 $78,150,873,586
Total£1,931,448,442,838$2,401,111,558,567
ProductVolume
JPY
USD
Equivalent
IRS ¥59,609,660,000 $460,682,800
OIS ¥19,428,058,238,000 $151,112,728,123
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥19,487,667,898,000$151,573,410,923
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF82,240,383,900 $83,473,238,974
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF82,240,383,900$83,473,238,974
ProductVolume
AUD
USD
Equivalent
IRS $477,475,432,856 $333,971,394,017
OIS $684,839,000,000 $479,786,207,774
Basis $95,516,700,000 $66,943,911,015
Zeroes $0 $0
FRAs $0 $0
VNS $3,650,562,088 $2,545,679,023
Inflation $0 $0
Total$1,261,481,694,944$883,247,191,829
ProductVolume
CAD
USD
Equivalent
IRS $260,518,171,335 $202,736,915,998
OIS $227,696,600,000 $177,385,980,768
Basis $36,625,000,000 $28,477,737,967
Zeroes $0 $0
FRAs $0 $0
VNS $627,961,077 $487,679,942
Inflation $0 $0
Total$525,467,732,412$409,088,314,675
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,834,511,491 $369,699,090
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,834,511,491$369,699,090
ProductVolume
CLP
USD
Equivalent
IRS CLP78,968,000,000 $93,676,926
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP78,968,000,000$93,676,926
ProductVolume
CNY
USD
Equivalent
IRS CNY828,826,062,200 $122,933,245,353
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY828,826,062,200$122,933,245,353
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP166,174,000,000 $40,923,463
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP166,174,000,000$40,923,463
ProductVolume
CZK
USD
Equivalent
IRS CZK1,118,006,211,505 $47,626,746,011
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,384,538,000,000 $59,116,419,322
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,502,544,211,505$106,743,165,333
ProductVolume
DKK
USD
Equivalent
IRS DKK27,797,112,000 $3,929,723,122
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK27,797,112,000$3,929,723,122
ProductVolume
HKD
USD
Equivalent
IRS HKD311,071,653,140 $39,634,401,236
OIS HKD0 $0
Basis HKD8,700,000,000 $1,108,551,751
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD319,771,653,140$40,742,952,987
ProductVolume
HUF
USD
Equivalent
IRS HUF3,194,930,024,452 $8,741,463,900
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF5,964,000,000,000 $16,245,464,548
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF9,158,930,024,452$24,986,928,448
ProductVolume
ILS
USD
Equivalent
IRS ILS53,812,744,470 $15,948,290,686
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS13,718,000,000 $4,058,752,970
VNS ILS0 $0
Inflation ILS0 $0
TotalILS67,530,744,470$20,007,043,656
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,241,454,090,000 $41,752,054,138
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,241,454,090,000$41,752,054,138
ProductVolume
KRW
USD
Equivalent
IRS KRW114,423,306,201,800 $90,004,065,598
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW114,423,306,201,800$90,004,065,598
ProductVolume
MXN
USD
Equivalent
IRS MXN51,448,797,702 $2,575,213,447
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN51,448,797,702$2,575,213,447
ProductVolume
NOK
USD
Equivalent
IRS NOK160,351,736,484 $16,407,304,838
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK84,200,000,000 $8,604,238,030
VNS NOK310,375,000 $31,694,997
Inflation NOK0 $0
TotalNOK244,862,111,484$25,043,237,865
ProductVolume
NZD
USD
Equivalent
IRS NZD154,187,157,523 $97,994,977,429
OIS NZD82,094,270,000 $52,259,513,760
Basis NZD1,000,000,000 $635,300,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD237,281,427,523$150,889,791,189
ProductVolume
PLN
USD
Equivalent
IRS PLN227,397,034,144 $51,448,162,278
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN146,130,000,000 $33,032,248,182
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN373,527,034,144$84,480,410,460
ProductVolume
SEK
USD
Equivalent
IRS SEK496,967,276,374 $49,806,479,828
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,377,610,000,000 $137,341,826,624
VNS SEK54,000,000 $5,415,325
Inflation SEK0 $0
TotalSEK1,874,631,276,374$187,153,721,777
ProductVolume
SGD
USD
Equivalent
IRS SGD1,366,800,000 $986,695,175
OIS SGD82,335,405,462 $59,492,701,029
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD223,068,000 $161,077,373
Inflation SGD0 $0
TotalSGD83,925,273,462$60,640,473,577
ProductVolume
THB
USD
Equivalent
IRS THB402,152,628,740 $11,663,074,465
OIS THB139,046,760,000 $4,031,917,392
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB541,199,388,740$15,694,991,857
ProductVolume
TWD
USD
Equivalent
IRS TWD274,436,500,000 $9,235,510,217
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD274,436,500,000$9,235,510,217
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,148,541,992,724 $134,606,788,315
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,148,541,992,724$134,606,788,315
ProductUSD
Equivalent
IRS$6,477,261,027,868
OIS$10,945,019,159,206
Basis$587,261,968,076
Zeroes$1,510,150,544
FRAs$3,509,082,049,892
VNS$14,759,580,260
Inflation$189,360,054,038
Total$21,724,253,989,884
Show:
ProductUSD
Equivalent
IRS $69,029,310,164,806
OIS $143,335,055,597,556
Basis $11,021,616,960,957
Zeroes $83,080,267,100
FRAs $2,120,287,920,000
VNS $177,308,822,792
Inflation $959,421,956,296
Total$226,726,081,689,507
ProductVolume
EUR
USD
Equivalent
IRS €41,184,734,104,404 $45,399,962,015,697
OIS €62,781,144,654,865 $68,943,540,329,076
Basis €554,946,287,248 $612,617,440,666
Zeroes €192,187,739,113 $212,751,593,502
FRAs €29,160,828,665,717 $32,087,119,490,909
VNS €57,837,298,769 $63,874,873,736
Inflation €1,346,283,294,874 $1,483,553,445,567
Total€135,277,962,044,990$148,803,419,189,153
ProductVolume
GBP
USD
Equivalent
IRS £37,660,821,770 $50,590,336,088
OIS £33,296,548,826,951 $43,789,479,841,768
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £27,324,823,257 $35,990,520,565
Inflation £1,166,259,298,600 $1,537,633,897,166
Total£34,527,793,770,578$45,413,694,595,587
ProductVolume
JPY
USD
Equivalent
IRS ¥2,477,970,600,000 $20,684,031,266
OIS ¥308,323,694,381,810 $2,561,463,280,389
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥310,801,664,981,810$2,582,147,311,655
ProductVolume
CHF
USD
Equivalent
IRS CHF134,380,000 $145,034,566
OIS CHF1,459,312,378,656 $1,552,651,040,203
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF35,000,000 $37,598,023
Inflation CHF0 $0
TotalCHF1,459,481,758,656$1,552,833,672,792
ProductVolume
AUD
USD
Equivalent
IRS $10,241,827,594,172 $7,403,250,288,646
OIS $14,336,722,339,000 $10,356,833,546,735
Basis $1,471,198,549,088 $1,064,425,421,791
Zeroes $0 $0
FRAs $0 $0
VNS $14,839,903,642 $10,628,885,222
Inflation $0 $0
Total$26,064,588,385,902$18,835,138,142,394
ProductVolume
CAD
USD
Equivalent
IRS $7,916,550,348,254 $6,236,793,682,586
OIS $5,280,941,514,324 $4,170,528,475,277
Basis $698,265,559,660 $549,498,619,916
Zeroes $15,900,000,000 $12,367,285,031
FRAs $0 $0
VNS $25,177,083,732 $19,969,978,882
Inflation $0 $0
Total$13,936,834,505,970$10,989,158,041,692
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL115,285,174,997 $22,430,125,808
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL115,285,174,997$22,430,125,808
ProductVolume
CLP
USD
Equivalent
IRS CLP15,872,720,000,000 $19,477,704,994
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP15,872,720,000,000$19,477,704,994
ProductVolume
CNY
USD
Equivalent
IRS CNY12,953,016,222,529 $2,016,162,780,996
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,953,016,222,529$2,016,162,780,996
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP50,380,310,768,000 $12,921,369,755
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP50,380,310,768,000$12,921,369,755
ProductVolume
CZK
USD
Equivalent
IRS CZK22,978,326,301,374 $1,023,570,635,655
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,070,000,000 $181,006,069
FRAs CZK38,942,446,400,000 $1,743,266,731,562
VNS CZK26,575,760,184 $1,170,892,127
Inflation CZK0 $0
TotalCZK61,951,418,461,558$2,768,189,265,413
ProductVolume
DKK
USD
Equivalent
IRS DKK863,630,055,804 $128,983,730,337
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK44,424,000,000 $6,667,160,320
VNS DKK1,859,405,181 $276,072,059
Inflation DKK0 $0
TotalDKK909,913,460,985$135,926,962,716
ProductVolume
HKD
USD
Equivalent
IRS HKD6,939,443,386,481 $886,993,381,596
OIS HKD0 $0
Basis HKD299,002,000,000 $38,199,637,349
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,238,445,386,481$925,193,018,945
ProductVolume
HUF
USD
Equivalent
IRS HUF93,574,900,415,854 $281,335,610,305
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF14,000,000,000 $40,075,278
FRAs HUF83,588,432,000,000 $247,599,989,230
VNS HUF403,675,213,152 $1,211,129,881
Inflation HUF0 $0
TotalHUF177,581,007,629,006$530,186,804,694
ProductVolume
ILS
USD
Equivalent
IRS ILS1,419,733,314,108 $437,045,763,133
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS1,300,000,000 $404,559,222
FRAs ILS357,041,934,000 $111,044,255,151
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,778,075,248,108$548,494,577,506
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR93,543,023,954,822 $1,233,957,352,331
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR93,543,023,954,822$1,233,957,352,331
ProductVolume
KRW
USD
Equivalent
IRS KRW2,255,915,224,779,499 $1,843,961,426,690
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,255,915,224,779,499$1,843,961,426,690
ProductVolume
MXN
USD
Equivalent
IRS MXN1,410,708,165,579 $69,062,723,082
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,410,708,165,579$69,062,723,082
ProductVolume
NOK
USD
Equivalent
IRS NOK4,453,240,977,840 $495,508,377,950
OIS NOK194,500,000,000 $20,623,260,338
Basis NOK50,250,000,000 $5,609,613,558
Zeroes NOK1,100,000,000 $126,145,342
FRAs NOK11,403,492,000,000 $1,273,983,349,639
VNS NOK25,812,003,672 $2,887,865,962
Inflation NOK0 $0
TotalNOK16,128,394,981,512$1,798,738,612,789
ProductVolume
NZD
USD
Equivalent
IRS NZD2,670,667,406,485 $1,786,330,453,388
OIS NZD2,647,191,016,580 $1,771,247,479,867
Basis NZD134,427,500,000 $90,823,621,850
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD423,216,089 $285,652,894
Inflation NZD0 $0
TotalNZD5,452,709,139,154$3,648,687,207,999
ProductVolume
PLN
USD
Equivalent
IRS PLN4,484,419,470,891 $1,062,440,894,079
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,781,161,121,844 $907,729,354,479
VNS PLN1,910,322,408 $447,887,083
Inflation PLN0 $0
TotalPLN8,267,490,915,143$1,970,618,135,641
ProductVolume
SEK
USD
Equivalent
IRS SEK11,804,713,475,722 $1,240,251,159,554
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,260,000,000 $685,847,010
FRAs SEK21,005,732,000,000 $2,219,979,480,842
VNS SEK2,171,182,976 $232,401,135
Inflation SEK0 $0
TotalSEK32,818,876,658,698$3,461,148,888,541
ProductVolume
SGD
USD
Equivalent
IRS SGD80,412,075,630 $59,422,812,783
OIS SGD1,736,093,832,168 $1,276,124,133,211
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD283,068,000 $205,330,056
Inflation SGD0 $0
TotalSGD1,816,788,975,798$1,335,752,276,050
ProductVolume
THB
USD
Equivalent
IRS THB14,609,638,497,079 $438,837,708,354
OIS THB283,328,914,000 $8,247,269,857
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB14,892,967,411,079$447,084,978,211
ProductVolume
TWD
USD
Equivalent
IRS TWD7,050,788,420,542 $247,429,786,570
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD7,050,788,420,542$247,429,786,570
ProductVolume
ZAR
USD
Equivalent
IRS ZAR47,525,152,856,591 $3,106,898,638,758
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR47,525,152,856,591$3,106,898,638,758
ProductUSD
Equivalent
IRS$143,306,879,267,687
OIS$279,032,672,976,363
Basis$13,382,791,316,087
Zeroes$309,636,778,554
FRAs$40,717,677,732,132
VNS$314,527,910,417
Inflation$3,980,609,299,029
Total$481,044,795,280,269
Show:
ProductUSD
Equivalent
IRS $81,540,698,965,950
OIS $50,640,361,088,366
Basis $25,015,077,937,945
Zeroes $170,072,620,313
FRAs $671,593,148,097
VNS $1,695,168,497,689
Inflation $3,171,197,780,458
Total$162,904,170,038,818
ProductVolume
EUR
USD
Equivalent
IRS €52,565,144,982,438 $56,184,255,214,479
OIS €26,323,997,227,834 $28,136,404,436,971
Basis €918,362,389,820 $981,591,640,359
Zeroes €271,362,769,322 $290,046,095,990
FRAs €17,791,546,976,407 $19,016,494,985,733
VNS €1,093,233,435,515 $1,168,502,557,551
Inflation €3,115,957,544,328 $3,330,491,221,255
Total€102,079,605,325,664$109,107,786,152,338
ProductVolume
GBP
USD
Equivalent
IRS £153,077,697,197 $192,671,243,577
OIS £26,748,536,807,044 $33,667,045,852,185
Basis £160,542,130,040 $202,066,351,975
Zeroes £2,639,135,815 $3,321,748,294
FRAs £0 $0
VNS £438,835,231,793 $552,339,964,496
Inflation £2,655,580,703,057 $3,342,446,651,902
Total£30,159,211,704,946$37,959,891,812,429
ProductVolume
JPY
USD
Equivalent
IRS ¥22,864,650,018,835 $179,619,388,184
OIS ¥723,965,813,499,402 $5,687,307,541,533
Basis ¥51,880,596,565,207 $407,561,935,388
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥226,610,112,423 $1,780,196,492
Inflation ¥0 $0
Total¥798,937,670,195,867$6,276,269,061,597
ProductVolume
CHF
USD
Equivalent
IRS CHF174,144,574,024 $181,079,935,556
OIS CHF2,734,633,407,937 $2,843,541,029,361
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,149,046,250 $3,274,457,991
Inflation CHF0 $0
TotalCHF2,911,927,028,211$3,027,895,422,908
ProductVolume
AUD
USD
Equivalent
IRS $18,149,919,714,447 $12,872,830,557,471
OIS $8,799,194,166,603 $6,240,828,462,663
Basis $4,446,446,060,161 $3,153,641,868,169
Zeroes $2,345,495,946 $1,663,543,000
FRAs $0 $0
VNS $56,049,235,718 $39,752,920,433
Inflation $0 $0
Total$31,453,954,672,875$22,308,717,351,736
ProductVolume
CAD
USD
Equivalent
IRS $17,266,415,560,507 $13,479,382,927,130
OIS $3,256,528,858,804 $2,542,276,325,230
Basis $1,835,753,549,815 $1,433,118,817,920
Zeroes $46,539,756,201 $36,332,219,213
FRAs $0 $0
VNS $300,730,945,885 $234,771,806,772
Inflation $0 $0
Total$22,705,968,671,212$17,725,882,096,265
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL189,348,326,112 $39,348,786,092
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL189,348,326,112$39,348,786,092
ProductVolume
CLP
USD
Equivalent
IRS CLP22,575,949,793,592 $27,085,722,608
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP22,575,949,793,592$27,085,722,608
ProductVolume
CNY
USD
Equivalent
IRS CNY17,110,875,159,243 $2,556,609,365,175
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY17,110,875,159,243$2,556,609,365,175
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP78,055,540,531,490 $19,823,125,897
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP78,055,540,531,490$19,823,125,897
ProductVolume
CZK
USD
Equivalent
IRS CZK35,412,822,703,873 $1,534,085,197,707
OIS CZK0 $0
Basis CZK11,928,000,000 $516,721,539
Zeroes CZK3,470,000,000 $150,320,568
FRAs CZK28,095,130,029,434 $1,217,082,396,007
VNS CZK238,354,334,332 $10,325,521,328
Inflation CZK0 $0
TotalCZK63,761,705,067,639$2,762,160,157,149
ProductVolume
DKK
USD
Equivalent
IRS DKK5,438,232,275,542 $781,400,120,056
OIS DKK0 $0
Basis DKK10,300,000,000 $1,479,970,113
Zeroes DKK0 $0
FRAs DKK20,902,000,000 $3,003,333,525
VNS DKK12,884,567,195 $1,851,337,317
Inflation DKK0 $0
TotalDKK5,482,318,842,737$787,734,761,011
ProductVolume
HKD
USD
Equivalent
IRS HKD14,712,229,994,474 $1,874,205,238,887
OIS HKD0 $0
Basis HKD1,176,838,549,836 $149,918,603,519
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD10,403,108,176 $1,325,262,034
Inflation HKD0 $0
TotalHKD15,899,471,652,486$2,025,449,104,440
ProductVolume
HUF
USD
Equivalent
IRS HUF154,063,620,770,579 $418,861,712,466
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF59,015,817,418 $160,449,730
FRAs HUF46,981,011,346,034 $127,730,003,795
VNS HUF2,321,880,956,870 $6,312,632,592
Inflation HUF0 $0
TotalHUF203,425,528,890,901$553,064,798,583
ProductVolume
ILS
USD
Equivalent
IRS ILS1,975,301,199,201 $590,523,527,414
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS1,300,000,000 $388,639,761
FRAs ILS318,594,330,824 $95,244,941,950
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,295,195,530,025$686,157,109,125
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR119,531,725,113,725 $1,541,734,114,534
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR119,531,725,113,725$1,541,734,114,534
ProductVolume
KRW
USD
Equivalent
IRS KRW3,775,940,068,665,200 $2,979,303,977,990
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,775,940,068,665,200$2,979,303,977,990
ProductVolume
MXN
USD
Equivalent
IRS MXN3,698,150,409,502 $186,746,978,210
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,698,150,409,502$186,746,978,210
ProductVolume
NOK
USD
Equivalent
IRS NOK13,998,020,615,664 $1,461,682,385,350
OIS NOK148,500,000,000 $15,506,466,249
Basis NOK229,087,476,056 $23,921,462,730
Zeroes NOK5,160,000,000 $538,810,544
FRAs NOK10,588,725,975,496 $1,105,681,629,327
VNS NOK140,769,294,640 $14,699,220,984
Inflation NOK0 $0
TotalNOK25,110,263,361,856$2,622,029,975,184
ProductVolume
NZD
USD
Equivalent
IRS NZD6,007,928,505,051 $3,892,536,878,422
OIS NZD2,045,621,788,262 $1,325,358,356,615
Basis NZD192,647,044,676 $124,816,020,246
Zeroes NZD104,000,000 $67,381,600
FRAs NZD0 $0
VNS NZD2,188,814,198 $1,418,132,719
Inflation NZD0 $0
TotalNZD8,248,490,152,187$5,344,196,769,602
ProductVolume
PLN
USD
Equivalent
IRS PLN5,867,982,093,734 $1,361,291,257,304
OIS PLN0 $0
Basis PLN857,000,000 $198,812,230
Zeroes PLN0 $0
FRAs PLN2,138,264,417,997 $496,047,978,935
VNS PLN19,617,726,742 $4,551,043,182
Inflation PLN0 $0
TotalPLN8,026,721,238,473$1,862,089,091,651
ProductVolume
SEK
USD
Equivalent
IRS SEK38,410,921,572,243 $3,899,526,562,767
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK9,208,000,000 $934,808,099
FRAs SEK16,157,820,426,268 $1,640,362,880,389
VNS SEK54,380,280,602 $5,520,756,598
Inflation SEK0 $0
TotalSEK54,632,330,279,113$5,546,345,007,853
ProductVolume
SGD
USD
Equivalent
IRS SGD455,021,709,848 $331,033,218,034
OIS SGD1,577,267,079,420 $1,147,478,869,026
Basis SGD3,624,617,296 $2,636,948,307
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD2,989,832,394 $2,175,135,422
Inflation SGD0 $0
TotalSGD2,038,903,238,958$1,483,324,170,789
ProductVolume
THB
USD
Equivalent
IRS THB28,782,832,348,043 $839,027,323,948
OIS THB258,889,027,414 $7,546,684,956
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB29,041,721,375,457$846,574,008,904
ProductVolume
TWD
USD
Equivalent
IRS TWD15,947,206,165,386 $540,162,116,499
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD15,947,206,165,386$540,162,116,499
ProductVolume
ZAR
USD
Equivalent
IRS ZAR52,761,470,470,234 $3,359,511,908,249
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR5,850,000,000 $372,490,465
Inflation ZAR0 $0
TotalZAR52,767,320,470,234$3,359,884,398,714
ProductUSD
Equivalent
IRS$191,303,480,509,525
OIS$133,815,212,353,586
Basis$31,496,547,090,440
Zeroes$503,676,637,112
FRAs$24,373,241,297,758
VNS$3,744,141,934,065
Inflation$9,844,135,653,615
Total$395,080,435,476,101

Figures as of COB May 25, 2022.

Notional Outstanding by Product

As of COB May 25, 2022

Daily Notional by Tenor

As of COB May 25, 2022

Notional Outstanding by Currency

As of COB May 25, 2022. *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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