Volumes

Client Notional Cleared (USD)

$2,514,827,418,523,585

Client Notional Outstanding (USD)

$91,120,464,084,571

As of COB Apr 25, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,019,831,000,000,000

Trades Compressed

50,657,815
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 Apr 25, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$673,019,043,446	$3,136,905,299,219	$68,678,864,824,249	$31,913,291,527,298
EUR	€371,365,763,443	€3,232,847,605,390	€49,465,015,589,645	€25,976,412,836,659
GBP	£118,832,712,346	£1,532,731,944,917	£15,817,804,990,282	£8,795,422,361,179
JPY	¥22,493,585,033,000	¥34,809,439,551,576	¥521,482,248,930,908	¥398,739,287,138,068
CHF	CHF5,210,164,808	CHF16,920,100,400	CHF609,752,317,381	CHF610,602,644,523
AUD	$31,778,703,568	$557,704,902,034	$9,800,699,473,077	$8,157,596,911,282
CAD	$34,799,279,000	$262,062,896,800	$4,214,711,296,202	$2,579,467,906,520
Other* Show All Hide	$77,199,057,520	$635,333,728,801	$9,720,265,481,639	$9,905,269,018,883
BRL	BRL2,017,003,915	BRL17,790,185,985	BRL84,593,745,451	BRL74,073,349,578
CLP	CLP2,628,030,000	CLP330,498,480,000	CLP10,644,222,826,058	CLP2,745,173,282,227
CNY	CNY33,898,858,000	CNY190,490,291,000	CNY4,566,600,362,346	CNY4,581,843,979,717
COP	COP88,702,000,000	COP860,242,705,000	COP17,616,961,165,713	COP24,812,746,078,646
CZK	CZK210,859,327,194	CZK1,503,233,481,797	CZK22,469,399,322,987	CZK24,783,008,638,094
DKK	DKK1,870,400,000	DKK17,934,990,000	DKK289,194,251,000	DKK1,471,795,882,676
HKD	HKD34,671,984,000	HKD119,362,857,982	HKD2,145,057,630,890	HKD3,930,818,283,225
HUF	HUF397,956,450,000	HUF8,191,576,446,178	HUF88,417,042,946,137	HUF64,036,039,960,492
ILS	ILS6,398,190,000	ILS97,140,921,000	ILS1,319,137,135,576	ILS1,314,872,351,422
INR	INR174,666,380,000	INR1,796,268,238,000	INR30,362,353,509,541	INR17,021,723,351,027
KRW	KRW11,804,353,520,000	KRW59,592,277,639,697	KRW833,868,956,283,552	KRW842,764,475,401,545
MXN	MXN2,666,345,699	MXN68,491,873,619	MXN1,009,017,172,337	MXN886,430,953,452
NOK	NOK72,425,709,000	NOK599,832,512,000	NOK6,118,745,892,871	NOK3,814,596,918,465
NZD	NZD457,323,000	NZD288,949,782,029	NZD3,478,076,652,936	NZD3,125,688,337,321
PLN	PLN13,190,786,000	PLN133,119,715,276	PLN2,307,571,949,290	PLN2,638,303,057,965
SEK	SEK130,459,882,600	SEK334,460,375,000	SEK7,812,693,773,497	SEK5,738,017,092,730
SGD	SGD4,598,142,000	SGD33,690,742,813	SGD609,115,940,349	SGD617,591,823,305
THB	THB148,592,560,000	THB644,459,732,881	THB9,449,023,241,248	THB4,911,816,187,614
TWD	TWD22,789,210,000	TWD219,713,176,000	TWD4,018,807,275,930	TWD2,799,853,721,311
ZAR	ZAR277,049,369,348	ZAR1,334,988,426,042	ZAR23,854,912,156,041	ZAR38,534,980,895,080
Total in USD	$1,493,685,303,263	$9,910,655,551,494	$165,671,886,392,606	$91,120,464,084,571

Figures as of COB Apr 25, 2024. Weekly figures as of COB Apr 19, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$0
OIS	$629,762,304,672
Basis	$40,631,500,000
Zeroes	$0
FRAs	$0
VNS	$99,041,209
Inflation	$2,526,197,565
Total	$673,019,043,446

Product	Volume EUR	USD Equivalent
IRS	€72,247,331,213	$77,503,324,559
OIS	€276,404,605,224	$296,513,040,254
Basis	€815,100,000	$874,398,525
Zeroes	€300,000	$321,825
FRAs	€15,594,200,000	$16,728,678,050
VNS	€712,111,006	$763,917,082
Inflation	€5,592,116,000	$5,998,942,439
Total	€371,365,763,443	$398,382,622,734

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£117,350,993,346	$146,794,357,576
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£125,000,000	$156,362,500
Inflation	£1,356,719,000	$1,697,119,797
Total	£118,832,712,346	$148,647,839,873

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥22,493,585,033,000	$144,555,670,017
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥22,493,585,033,000	$144,555,670,017

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF5,210,164,808	$5,709,769,653
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF5,210,164,808	$5,709,769,653

Product	Volume AUD	USD Equivalent
IRS	$3,025,832,450	$1,971,027,258
OIS	$28,674,770,000	$18,678,745,178
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$78,101,118	$50,875,068
Inflation	$0	$0
Total	$31,778,703,568	$20,700,647,504

Product	Volume CAD	USD Equivalent
IRS	$1,500,000	$1,097,896
OIS	$34,797,779,000	$25,469,554,620
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$34,799,279,000	$25,470,652,516

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	BRL2,017,003,915	$390,672,668
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL2,017,003,915	$390,672,668

Product	Volume CLP	USD Equivalent
IRS	CLP2,628,030,000	$2,770,284
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP2,628,030,000	$2,770,284

Product	Volume CNY	USD Equivalent
IRS	CNY33,898,858,000	$4,682,227,379
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY33,898,858,000	$4,682,227,379

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP88,702,000,000	$22,371,248
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP88,702,000,000	$22,371,248

Product	Volume CZK	USD Equivalent
IRS	CZK121,579,327,194	$5,186,720,727
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK89,280,000,000	$3,808,792,475
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK210,859,327,194	$8,995,513,202

Product	Volume DKK	USD Equivalent
IRS	DKK345,400,000	$49,683,187
OIS	DKK1,525,000,000	$219,359,757
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK1,870,400,000	$269,042,944

Product	Volume HKD	USD Equivalent
IRS	HKD34,571,984,000	$4,416,536,341
OIS	HKD0	$0
Basis	HKD100,000,000	$12,774,900
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD34,671,984,000	$4,429,311,241

Product	Volume HUF	USD Equivalent
IRS	HUF321,356,450,000	$877,831,212
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF76,600,000,000	$209,243,881
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF397,956,450,000	$1,087,075,093

Product	Volume ILS	USD Equivalent
IRS	ILS3,163,190,000	$831,324,573
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS3,235,000,000	$850,197,109
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS6,398,190,000	$1,681,521,682

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR174,666,380,000	$2,096,457,781
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR174,666,380,000	$2,096,457,781

Product	Volume KRW	USD Equivalent
IRS	KRW11,804,353,520,000	$8,598,241,303
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW11,804,353,520,000	$8,598,241,303

Product	Volume MXN	USD Equivalent
IRS	MXN2,666,345,699	$154,946,679
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,666,345,699	$154,946,679

Product	Volume NOK	USD Equivalent
IRS	NOK27,673,209,000	$2,522,580,172
OIS	NOK11,500,000,000	$1,048,294,470
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK33,200,000,000	$3,026,380,558
VNS	NOK52,500,000	$4,785,692
Inflation	NOK0	$0
Total	NOK72,425,709,000	$6,602,040,892

Product	Volume NZD	USD Equivalent
IRS	NZD457,323,000	$271,878,524
OIS	NZD0	$0
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD457,323,000	$271,878,524

Product	Volume PLN	USD Equivalent
IRS	PLN7,349,786,000	$1,825,534,885
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN5,841,000,000	$1,450,783,637
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN13,190,786,000	$3,276,318,522

Product	Volume SEK	USD Equivalent
IRS	SEK65,559,882,600	$6,017,097,048
OIS	SEK39,900,000,000	$3,662,028,709
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK25,000,000,000	$2,294,504,204
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK130,459,882,600	$11,973,629,961

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD4,598,142,000	$3,381,732,735
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD4,598,142,000	$3,381,732,735

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB148,592,560,000	$4,010,595,412
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB148,592,560,000	$4,010,595,412

Product	Volume TWD	USD Equivalent
IRS	TWD22,789,210,000	$699,677,934
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD22,789,210,000	$699,677,934

Product	Volume ZAR	USD Equivalent
IRS	ZAR277,049,369,348	$14,573,032,036
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR277,049,369,348	$14,573,032,036

Product	USD Equivalent
IRS	$130,576,204,665
OIS	$1,281,924,282,082
Basis	$41,518,673,425
Zeroes	$321,825
FRAs	$28,368,579,914
VNS	$1,074,981,551
Inflation	$10,222,259,801
Total	$1,493,685,303,263

Show:

Product	USD Equivalent
IRS	$104,000,000
OIS	$2,849,757,156,307
Basis	$259,326,700,000
Zeroes	$0
FRAs	$0
VNS	$1,692,722,093
Inflation	$26,024,720,819
Total	$3,136,905,299,219

Product	Volume EUR	USD Equivalent
IRS	€570,024,673,070	$606,575,331,169
OIS	€2,450,097,789,248	$2,607,648,217,004
Basis	€7,587,452,000	$8,076,115,453
Zeroes	€2,240,000,000	$2,381,344,000
FRAs	€175,488,000,000	$186,656,733,900
VNS	€1,511,555,081	$1,612,347,525
Inflation	€25,898,135,991	$27,562,402,287
Total	€3,232,847,605,390	$3,440,512,491,338

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,512,431,720,658	$1,880,265,273,592
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£392,665,000	$488,515,039
Inflation	£19,907,559,259	$24,750,462,092
Total	£1,532,731,944,917	$1,905,504,250,723

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥34,809,439,551,576	$225,316,804,146
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥34,809,439,551,576	$225,316,804,146

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF16,920,100,400	$18,562,937,310
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF16,920,100,400	$18,562,937,310

Product	Volume AUD	USD Equivalent
IRS	$130,521,865,860	$83,876,255,068
OIS	$343,512,626,174	$220,804,920,637
Basis	$83,668,800,000	$53,745,664,520
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,610,000	$1,036,277
Inflation	$0	$0
Total	$557,704,902,034	$358,427,876,502

Product	Volume CAD	USD Equivalent
IRS	$29,749,060,000	$21,596,584,413
OIS	$232,313,836,800	$168,495,579,042
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$262,062,896,800	$190,092,163,455

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	BRL17,790,185,985	$3,401,216,933
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL17,790,185,985	$3,401,216,933

Product	Volume CLP	USD Equivalent
IRS	CLP330,498,480,000	$343,790,172
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP330,498,480,000	$343,790,172

Product	Volume CNY	USD Equivalent
IRS	CNY190,490,291,000	$26,315,551,554
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY190,490,291,000	$26,315,551,554

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP860,242,705,000	$220,090,645
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP860,242,705,000	$220,090,645

Product	Volume CZK	USD Equivalent
IRS	CZK563,943,281,797	$23,774,557,377
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK939,290,200,000	$39,603,343,643
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,503,233,481,797	$63,377,901,020

Product	Volume DKK	USD Equivalent
IRS	DKK16,513,990,000	$2,354,629,386
OIS	DKK1,421,000,000	$202,463,188
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK17,934,990,000	$2,557,092,574

Product	Volume HKD	USD Equivalent
IRS	HKD119,062,857,982	$15,203,349,726
OIS	HKD0	$0
Basis	HKD300,000,000	$38,317,847
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD119,362,857,982	$15,241,667,573

Product	Volume HUF	USD Equivalent
IRS	HUF2,217,846,446,178	$5,991,083,593
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF5,973,730,000,000	$16,157,903,565
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF8,191,576,446,178	$22,148,987,158

Product	Volume ILS	USD Equivalent
IRS	ILS50,268,921,000	$13,321,943,284
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS46,872,000,000	$12,432,442,886
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS97,140,921,000	$25,754,386,170

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,796,268,238,000	$21,506,226,481
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,796,268,238,000	$21,506,226,481

Product	Volume KRW	USD Equivalent
IRS	KRW59,592,277,639,697	$43,076,272,545
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW59,592,277,639,697	$43,076,272,545

Product	Volume MXN	USD Equivalent
IRS	MXN68,491,873,619	$4,035,452,635
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN68,491,873,619	$4,035,452,635

Product	Volume NOK	USD Equivalent
IRS	NOK247,935,262,000	$22,517,878,584
OIS	NOK147,700,000,000	$13,458,366,255
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK204,130,000,000	$18,568,676,399
VNS	NOK67,250,000	$6,115,721
Inflation	NOK0	$0
Total	NOK599,832,512,000	$54,551,036,959

Product	Volume NZD	USD Equivalent
IRS	NZD73,743,332,029	$43,497,912,444
OIS	NZD214,521,450,000	$126,619,096,953
Basis	NZD685,000,000	$404,629,500
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD288,949,782,029	$170,521,638,897

Product	Volume PLN	USD Equivalent
IRS	PLN92,081,715,276	$22,615,959,201
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN41,038,000,000	$10,073,585,397
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN133,119,715,276	$32,689,544,598

Product	Volume SEK	USD Equivalent
IRS	SEK278,486,375,000	$25,473,270,680
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK55,974,000,000	$5,111,468,318
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK334,460,375,000	$30,584,738,998

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD33,690,742,813	$24,726,141,005
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD33,690,742,813	$24,726,141,005

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB644,459,732,881	$17,515,436,571
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB644,459,732,881	$17,515,436,571

Product	Volume TWD	USD Equivalent
IRS	TWD219,713,176,000	$6,765,530,627
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD219,713,176,000	$6,765,530,627

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,334,613,546,042	$69,981,276,138
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR374,880,000	$19,749,548
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,334,988,426,042	$70,001,025,686

Product	USD Equivalent
IRS	$1,040,821,845,529
OIS	$8,175,098,709,136
Basis	$321,591,427,320
Zeroes	$2,401,093,548
FRAs	$288,604,154,108
VNS	$3,800,736,655
Inflation	$78,337,585,198
Total	$9,910,655,551,494

Show:

Product	USD Equivalent
IRS	$3,927,112,880
OIS	$66,594,616,105,268
Basis	$1,639,076,196,000
Zeroes	$0
FRAs	$0
VNS	$36,547,123,133
Inflation	$404,698,286,968
Total	$68,678,864,824,249

Product	Volume EUR	USD Equivalent
IRS	€8,216,110,123,741	$8,899,744,050,674
OIS	€36,831,393,684,002	$39,902,861,254,517
Basis	€289,667,484,000	$314,849,618,672
Zeroes	€37,125,298,188	$39,869,242,480
FRAs	€3,641,758,105,000	$3,946,192,462,360
VNS	€19,701,053,616	$21,361,502,417
Inflation	€429,259,841,098	$465,087,471,128
Total	€49,465,015,589,645	$53,589,965,602,248

Product	Volume GBP	USD Equivalent
IRS	£289,000,000	$364,590,150
OIS	£15,546,175,980,132	$19,633,029,139,125
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£10,999,529,598	$13,928,093,811
Inflation	£260,340,480,552	$329,174,744,519
Total	£15,817,804,990,282	$19,976,496,567,605

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥521,482,248,930,908	$3,468,539,991,849
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥521,482,248,930,908	$3,468,539,991,849

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF609,747,817,381	$692,220,768,017
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF4,500,000	$5,187,320
Inflation	CHF0	$0
Total	CHF609,752,317,381	$692,225,955,337

Product	Volume AUD	USD Equivalent
IRS	$2,385,785,947,826	$1,566,144,880,316
OIS	$6,500,254,494,048	$4,264,418,912,941
Basis	$912,094,700,000	$598,393,966,117
Zeroes	$1,856,000,000	$1,222,969,900
FRAs	$0	$0
VNS	$708,331,203	$462,934,185
Inflation	$0	$0
Total	$9,800,699,473,077	$6,430,643,663,459

Product	Volume CAD	USD Equivalent
IRS	$212,014,882,977	$156,221,314,516
OIS	$3,985,266,214,256	$2,945,752,017,171
Basis	$13,088,210,000	$9,685,982,015
Zeroes	$0	$0
FRAs	$0	$0
VNS	$4,341,988,969	$3,224,992,518
Inflation	$0	$0
Total	$4,214,711,296,202	$3,114,884,306,220

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	BRL84,593,745,451	$16,733,016,248
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL84,593,745,451	$16,733,016,248

Product	Volume CLP	USD Equivalent
IRS	CLP10,644,222,826,058	$11,293,983,987
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP10,644,222,826,058	$11,293,983,987

Product	Volume CNY	USD Equivalent
IRS	CNY4,566,600,362,346	$634,716,111,738
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,566,600,362,346	$634,716,111,738

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP17,616,961,165,713	$4,536,243,839
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP17,616,961,165,713	$4,536,243,839

Product	Volume CZK	USD Equivalent
IRS	CZK8,799,930,283,793	$378,566,065,637
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK30,689,457,000	$1,306,678,951
FRAs	CZK13,638,779,582,194	$586,094,705,730
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK22,469,399,322,987	$965,967,450,318

Product	Volume DKK	USD Equivalent
IRS	DKK165,100,151,000	$23,961,805,917
OIS	DKK124,094,100,000	$18,031,209,290
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK289,194,251,000	$41,993,015,207

Product	Volume HKD	USD Equivalent
IRS	HKD2,109,076,430,890	$269,598,013,587
OIS	HKD0	$0
Basis	HKD34,098,000,000	$4,357,080,190
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD2,145,057,630,890	$274,195,843,046

Product	Volume HUF	USD Equivalent
IRS	HUF42,871,367,408,137	$118,874,882,171
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF45,526,175,538,000	$125,904,747,331
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF88,417,042,946,137	$244,833,556,493

Product	Volume ILS	USD Equivalent
IRS	ILS723,326,415,576	$196,612,121,552
OIS	ILS6,329,000,000	$1,723,479,355
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS589,091,720,000	$159,841,533,319
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,319,137,135,576	$358,281,243,888

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR30,362,353,509,541	$365,354,014,022
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR30,362,353,509,541	$365,354,014,022

Product	Volume KRW	USD Equivalent
IRS	KRW833,868,956,283,552	$622,711,756,374
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW833,868,956,283,552	$622,711,756,374

Product	Volume MXN	USD Equivalent
IRS	MXN1,009,017,172,337	$59,583,290,467
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,009,017,172,337	$59,583,290,467

Product	Volume NOK	USD Equivalent
IRS	NOK3,282,027,406,872	$310,061,055,858
OIS	NOK769,356,100,000	$72,432,085,830
Basis	NOK15,348,000,000	$1,457,064,221
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK2,044,636,000,000	$192,547,560,235
VNS	NOK1,077,173,999	$102,276,729
Inflation	NOK0	$0
Total	NOK6,118,745,892,871	$577,197,373,405

Product	Volume NZD	USD Equivalent
IRS	NZD949,975,414,069	$577,236,591,125
OIS	NZD2,501,967,535,295	$1,519,162,035,513
Basis	NZD22,760,000,000	$13,916,573,750
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD3,478,076,652,936	$2,112,327,153,198

Product	Volume PLN	USD Equivalent
IRS	PLN1,435,316,079,290	$359,522,543,999
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,653,320,000	$917,016,163
FRAs	PLN868,102,550,000	$217,761,140,351
VNS	PLN500,000,000	$124,300,808
Inflation	PLN0	$0
Total	PLN2,307,571,949,290	$578,325,001,321

Product	Volume SEK	USD Equivalent
IRS	SEK4,876,392,883,497	$465,802,169,849
OIS	SEK508,040,000,000	$47,768,392,779
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,425,170,340
FRAs	SEK2,412,910,000,000	$231,183,863,816
VNS	SEK267,990,000	$25,534,952
Inflation	SEK0	$0
Total	SEK7,812,693,773,497	$746,205,131,736

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD608,724,822,700	$453,213,670,483
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD609,115,940,349	$453,504,767,274

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB9,449,023,241,248	$263,526,288,079
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB9,449,023,241,248	$263,526,288,079

Product	Volume TWD	USD Equivalent
IRS	TWD4,018,807,275,930	$127,160,048,972
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD4,018,807,275,930	$127,160,048,972

Product	Volume ZAR	USD Equivalent
IRS	ZAR23,841,192,422,189	$1,261,092,861,369
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR3,249,594,255	$171,322,541
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR23,854,912,156,041	$1,261,820,192,027

Product	USD Equivalent
IRS	$16,059,928,267,386
OIS	$140,247,185,608,078
Basis	$2,581,736,480,965
Zeroes	$47,871,458,819
FRAs	$5,459,526,013,142
VNS	$76,678,061,601
Inflation	$1,198,960,502,615
Total	$165,671,886,392,606

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$29,703,761,548,710
Basis	$1,287,158,377,260
Zeroes	$0
FRAs	$0
VNS	$372,013,220,995
Inflation	$548,939,080,333
Total	$31,913,291,527,298

Product	Volume EUR	USD Equivalent
IRS	€9,936,489,925,637	$10,659,369,567,727
OIS	€11,752,301,431,857	$12,607,281,361,025
Basis	€520,876,012,655	$558,769,742,576
Zeroes	€67,100,928,110	$71,982,520,630
FRAs	€3,005,560,485,300	$3,224,215,010,605
VNS	€241,213,712,930	$258,762,010,545
Inflation	€452,870,340,171	$485,816,657,418
Total	€25,976,412,836,660	$27,866,196,870,526

Product	Volume GBP	USD Equivalent
IRS	£474,400,000	$593,426,960
OIS	£8,186,564,911,059	$10,240,574,047,244
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£90,056,407,901	$112,651,560,644
Inflation	£518,326,642,218	$648,374,796,750
Total	£8,795,422,361,178	$11,002,193,831,598

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥398,704,829,899,717	$2,562,288,036,372
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,457,238,351	$221,440,432
Inflation	¥0	$0
Total	¥398,739,287,138,068	$2,562,509,476,804

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF610,057,822,273	$668,556,517,560
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF544,822,250	$597,065,479
Inflation	CHF0	$0
Total	CHF610,602,644,523	$669,153,583,039

Product	Volume AUD	USD Equivalent
IRS	$3,328,788,463,730	$2,168,372,805,274
OIS	$3,656,217,060,999	$2,381,659,793,535
Basis	$1,148,031,838,948	$747,827,939,891
Zeroes	$1,916,079,647	$1,248,134,282
FRAs	$0	$0
VNS	$22,643,467,957	$14,749,955,028
Inflation	$0	$0
Total	$8,157,596,911,281	$5,313,858,628,010

Product	Volume CAD	USD Equivalent
IRS	$507,740,631,226	$371,630,837,128
OIS	$1,982,459,626,105	$1,451,022,599,162
Basis	$69,814,394,280	$51,099,282,181
Zeroes	$140,000,000	$102,470,265
FRAs	$0	$0
VNS	$19,313,254,909	$14,135,959,677
Inflation	$0	$0
Total	$2,579,467,906,520	$1,887,991,148,413

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	BRL74,073,349,578	$14,347,236,936
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL74,073,349,578	$14,347,236,936

Product	Volume CLP	USD Equivalent
IRS	CLP2,745,173,282,227	$2,893,768,284
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP2,745,173,282,227	$2,893,768,284

Product	Volume CNY	USD Equivalent
IRS	CNY4,581,843,979,717	$632,860,119,576
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,581,843,979,717	$632,860,119,576

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP24,812,746,078,646	$6,257,943,526
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP24,812,746,078,646	$6,257,943,526

Product	Volume CZK	USD Equivalent
IRS	CZK13,099,839,814,360	$558,854,965,310
OIS	CZK0	$0
Basis	CZK5,964,000,000	$254,431,433
Zeroes	CZK36,089,457,000	$1,539,619,761
FRAs	CZK11,610,704,127,700	$495,326,640,972
VNS	CZK30,411,239,034	$1,297,380,134
Inflation	CZK0	$0
Total	CZK24,783,008,638,094	$1,057,273,037,610

Product	Volume DKK	USD Equivalent
IRS	DKK1,214,502,704,668	$174,697,061,251
OIS	DKK248,467,200,000	$35,740,134,205
Basis	DKK5,150,000,000	$740,788,688
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,675,978,009	$528,761,733
Inflation	DKK0	$0
Total	DKK1,471,795,882,677	$211,706,745,877

Product	Volume HKD	USD Equivalent
IRS	HKD3,628,816,036,266	$463,577,615,343
OIS	HKD0	$0
Basis	HKD299,659,603,396	$38,281,214,305
Zeroes	HKD1,564,200,000	$199,824,984
FRAs	HKD0	$0
VNS	HKD778,443,563	$99,445,386
Inflation	HKD0	$0
Total	HKD3,930,818,283,225	$502,158,100,018

Product	Volume HUF	USD Equivalent
IRS	HUF42,040,090,722,371	$114,838,534,534
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF9,200,000,000	$25,131,119
FRAs	HUF21,742,436,144,000	$59,392,581,250
VNS	HUF244,313,094,121	$667,376,240
Inflation	HUF0	$0
Total	HUF64,036,039,960,492	$174,923,623,143

Product	Volume ILS	USD Equivalent
IRS	ILS985,237,951,422	$258,932,444,526
OIS	ILS6,349,000,000	$1,668,593,955
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS323,285,400,000	$84,963,311,432
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,314,872,351,422	$345,564,349,913

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR17,021,723,351,027	$204,305,627,450
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR17,021,723,351,027	$204,305,627,450

Product	Volume KRW	USD Equivalent
IRS	KRW842,764,475,401,545	$613,866,088,370
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW842,764,475,401,545	$613,866,088,370

Product	Volume MXN	USD Equivalent
IRS	MXN886,430,953,452	$51,512,274,908
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN886,430,953,452	$51,512,274,908

Product	Volume NOK	USD Equivalent
IRS	NOK2,374,621,989,151	$216,461,139,191
OIS	NOK710,121,630,250	$64,731,876,379
Basis	NOK29,712,975,062	$2,708,517,170
Zeroes	NOK0	$0
FRAs	NOK648,960,887,103	$59,156,705,174
VNS	NOK51,179,436,898	$4,665,314,844
Inflation	NOK0	$0
Total	NOK3,814,596,918,464	$347,723,552,758

Product	Volume NZD	USD Equivalent
IRS	NZD1,375,456,040,309	$817,708,615,964
OIS	NZD1,710,836,508,531	$1,017,092,304,322
Basis	NZD38,685,250,000	$22,998,381,125
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD710,538,481	$422,415,127
Inflation	NZD0	$0
Total	NZD3,125,688,337,321	$1,858,221,716,538

Product	Volume PLN	USD Equivalent
IRS	PLN1,908,101,582,634	$473,932,982,945
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN5,377,320,000	$1,335,615,111
FRAs	PLN719,186,671,385	$178,631,099,919
VNS	PLN5,637,483,947	$1,400,234,457
Inflation	PLN0	$0
Total	PLN2,638,303,057,966	$655,299,932,432

Product	Volume SEK	USD Equivalent
IRS	SEK4,205,810,887,570	$386,010,030,432
OIS	SEK223,300,000,000	$20,494,511,546
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,384,311,098
FRAs	SEK1,278,761,000,000	$117,364,899,592
VNS	SEK15,062,305,160	$1,382,420,900
Inflation	SEK0	$0
Total	SEK5,738,017,092,730	$526,636,173,568

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD616,197,069,117	$453,186,047,743
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,394,754,189	$1,025,780,826
Inflation	SGD0	$0
Total	SGD617,591,823,306	$454,211,828,569

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB4,911,816,187,614	$132,572,636,643
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB4,911,816,187,614	$132,572,636,643

Product	Volume TWD	USD Equivalent
IRS	TWD2,799,853,721,311	$85,961,552,341
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD2,799,853,721,311	$85,961,552,341

Product	Volume ZAR	USD Equivalent
IRS	ZAR38,499,427,874,389	$2,025,102,591,349
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR24,707,881,094	$1,299,655,522
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$570,463,550
Inflation	ZAR0	$0
Total	ZAR38,534,980,895,080	$2,026,972,710,421

Product	USD Equivalent
IRS	$20,092,942,958,349
OIS	$61,551,193,579,377
Basis	$2,709,838,674,629
Zeroes	$79,117,282,772
FRAs	$4,219,050,248,944
VNS	$785,190,805,997
Inflation	$1,683,130,534,501
Total	$91,120,464,084,569

Figures as of COB Apr 25, 2024.

Notional Outstanding by Product

As of COB Apr 25, 2024

Daily Notional by Tenor

As of COB Apr 25, 2024

Notional Outstanding by Tenor

As of COB Apr 25, 2024

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$1,783,438,053,044	$7,941,605,209,304	$171,010,113,591,053	$142,655,968,165,304
EUR	€2,827,898,143,808	€12,839,016,164,707	€189,996,239,634,033	€146,235,329,417,911
GBP	£396,765,242,094	£4,338,585,804,147	£48,279,419,867,739	£36,155,255,711,610
JPY	¥49,269,306,924,000	¥80,893,004,668,952	¥1,148,620,465,433,092	¥1,597,861,155,494,042
CHF	CHF12,709,649,616	CHF69,577,800,800	CHF2,313,813,995,867	CHF3,393,917,235,796
AUD	$83,302,673,136	$2,033,875,097,286	$30,836,279,259,386	$42,015,968,137,901
CAD	$164,808,153,046	$777,054,816,383	$13,394,172,783,391	$23,290,102,238,384
Other* Show All Hide	$294,361,559,268	$1,966,221,011,595	$32,582,214,819,790	$44,835,875,788,586
BRL	BRL4,034,007,831	BRL35,898,005,817	BRL183,374,440,037	BRL470,592,365,613
CLP	CLP5,256,060,000	CLP665,196,960,000	CLP21,927,425,242,116	CLP47,502,471,573,164
CNY	CNY99,796,070,000	CNY577,878,936,000	CNY13,804,138,390,934	CNY22,827,757,183,057
COP	COP177,404,000,000	COP2,350,485,410,000	COP40,234,938,147,426	COP123,772,141,462,182
CZK	CZK1,331,479,654,388	CZK6,077,929,377,594	CZK90,811,941,854,778	CZK89,941,601,014,837
DKK	DKK3,740,800,000	DKK45,629,980,000	DKK835,017,089,562	DKK5,384,459,856,232
HKD	HKD129,363,968,000	HKD486,852,979,964	HKD7,974,422,976,810	HKD19,032,301,778,625
HUF	HUF5,225,108,280,000	HUF33,185,245,739,156	HUF411,161,205,861,500	HUF413,012,869,559,255
ILS	ILS18,589,380,000	ILS248,128,360,000	ILS3,694,770,209,544	ILS4,920,123,844,207
INR	INR1,550,532,760,000	INR5,818,369,925,874	INR125,545,911,946,956	INR170,740,006,393,215
KRW	KRW39,684,403,062,000	KRW191,542,725,852,804	KRW2,878,188,557,230,398	KRW5,199,083,577,268,905
MXN	MXN6,537,191,398	MXN150,546,739,238	MXN2,162,446,098,070	MXN4,965,498,780,552
NOK	NOK215,735,486,264	NOK1,354,451,022,000	NOK19,877,980,558,360	NOK30,212,180,352,087
NZD	NZD1,326,646,000	NZD655,288,096,058	NZD8,717,246,762,274	NZD11,323,112,710,083
PLN	PLN97,009,472,000	PLN456,074,214,552	PLN9,972,354,687,876	PLN12,455,488,157,277
SEK	SEK294,460,101,200	SEK1,465,405,338,000	SEK29,910,626,272,673	SEK53,114,538,581,925
SGD	SGD14,821,884,000	SGD112,023,567,626	SGD1,950,134,921,703	SGD2,558,406,738,806
THB	THB434,977,612,000	THB1,858,432,901,762	THB29,414,457,232,210	THB30,648,582,917,205
TWD	TWD94,548,800,000	TWD548,459,552,000	TWD10,694,109,137,860	TWD21,452,349,731,385
ZAR	ZAR792,858,518,696	ZAR5,251,763,000,084	ZAR84,493,575,745,005	ZAR96,951,645,257,955
Total in USD	$6,113,191,455,693	$31,435,916,606,522	$510,786,602,899,774	$447,996,401,945,769

Figures as of COB Apr 25, 2024. Weekly figures as of COB Apr 19, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$8,186,849,800
OIS	$1,657,797,204,558
Basis	$111,551,000,000
Zeroes	$0
FRAs	$0
VNS	$285,303,556
Inflation	$5,617,695,130
Total	$1,783,438,053,044

Product	Volume EUR	USD Equivalent
IRS	€474,032,199,888	$508,518,042,430
OIS	€773,099,699,334	$829,342,702,461
Basis	€3,102,200,000	$3,327,885,050
Zeroes	€5,361,436	$5,751,480
FRAs	€1,555,676,180,000	$1,668,851,622,095
VNS	€1,569,759,150	$1,683,959,129
Inflation	€20,412,744,000	$21,897,771,126
Total	€2,827,898,143,808	$3,033,627,733,771

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£391,648,544,094	$489,913,163,807
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£250,000,000	$312,725,000
Inflation	£4,866,698,000	$6,087,752,528
Total	£396,765,242,094	$496,313,641,335

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥49,269,306,924,000	$316,630,615,494
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥49,269,306,924,000	$316,630,615,494

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF12,709,649,616	$13,928,383,141
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF12,709,649,616	$13,928,383,141

Product	Volume AUD	USD Equivalent
IRS	$11,933,930,900	$7,773,762,588
OIS	$71,212,540,000	$46,387,848,556
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$156,202,236	$101,750,137
Inflation	$0	$0
Total	$83,302,673,136	$54,263,361,281

Product	Volume CAD	USD Equivalent
IRS	$53,000,000	$38,792,315
OIS	$160,728,680,000	$117,642,217,749
Basis	$4,000,000,000	$2,927,721,866
Zeroes	$0	$0
FRAs	$0	$0
VNS	$26,473,046	$19,376,429
Inflation	$0	$0
Total	$164,808,153,046	$120,628,108,359

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	BRL4,034,007,831	$781,345,335
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL4,034,007,831	$781,345,335

Product	Volume CLP	USD Equivalent
IRS	CLP5,256,060,000	$5,540,568
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP5,256,060,000	$5,540,568

Product	Volume CNY	USD Equivalent
IRS	CNY99,796,070,000	$13,784,177,958
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY99,796,070,000	$13,784,177,958

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP177,404,000,000	$44,742,497
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP177,404,000,000	$44,742,497

Product	Volume CZK	USD Equivalent
IRS	CZK291,119,654,388	$12,419,515,556
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK1,040,360,000,000	$44,383,012,308
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,331,479,654,388	$56,802,527,864

Product	Volume DKK	USD Equivalent
IRS	DKK690,800,000	$99,366,374
OIS	DKK3,050,000,000	$438,719,514
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK3,740,800,000	$538,085,888

Product	Volume HKD	USD Equivalent
IRS	HKD127,821,968,000	$16,329,128,432
OIS	HKD0	$0
Basis	HKD1,542,000,000	$196,988,956
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD129,363,968,000	$16,526,117,388

Product	Volume HUF	USD Equivalent
IRS	HUF1,028,368,280,000	$2,809,135,380
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF4,196,740,000,000	$11,463,996,941
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF5,225,108,280,000	$14,273,132,321

Product	Volume ILS	USD Equivalent
IRS	ILS12,319,380,000	$3,237,681,997
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS6,270,000,000	$1,647,831,800
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS18,589,380,000	$4,885,513,797

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,550,532,760,000	$18,610,487,427
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,550,532,760,000	$18,610,487,427

Product	Volume KRW	USD Equivalent
IRS	KRW39,684,403,062,000	$28,905,951,767
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW39,684,403,062,000	$28,905,951,767

Product	Volume MXN	USD Equivalent
IRS	MXN6,537,191,398	$379,889,262
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN6,537,191,398	$379,889,262

Product	Volume NOK	USD Equivalent
IRS	NOK99,230,486,264	$9,045,458,265
OIS	NOK36,000,000,000	$3,281,617,473
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK80,400,000,000	$7,328,945,689
VNS	NOK105,000,000	$9,571,384
Inflation	NOK0	$0
Total	NOK215,735,486,264	$19,665,592,811

Product	Volume NZD	USD Equivalent
IRS	NZD1,326,646,000	$788,691,047
OIS	NZD0	$0
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD1,326,646,000	$788,691,047

Product	Volume PLN	USD Equivalent
IRS	PLN19,665,472,000	$4,884,496,659
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN77,344,000,000	$19,210,650,505
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN97,009,472,000	$24,095,147,164

Product	Volume SEK	USD Equivalent
IRS	SEK154,660,101,200	$14,194,730,093
OIS	SEK79,800,000,000	$7,324,057,418
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK60,000,000,000	$5,506,810,088
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK294,460,101,200	$27,025,597,599

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD14,821,884,000	$10,900,848,717
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD14,821,884,000	$10,900,848,717

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB434,977,612,000	$11,740,286,424
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB434,977,612,000	$11,740,286,424

Product	Volume TWD	USD Equivalent
IRS	TWD94,548,800,000	$2,902,852,231
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD94,548,800,000	$2,902,852,231

Product	Volume ZAR	USD Equivalent
IRS	ZAR792,858,518,696	$41,705,031,203
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR792,858,518,696	$41,705,031,203

Product	USD Equivalent
IRS	$676,790,439,260
OIS	$3,523,982,895,236
Basis	$118,003,595,872
Zeroes	$5,751,480
FRAs	$1,758,392,869,426
VNS	$2,412,685,635
Inflation	$33,603,218,784
Total	$6,113,191,455,693

Show:

Product	USD Equivalent
IRS	$9,894,535,600
OIS	$7,303,415,863,509
Basis	$560,133,885,658
Zeroes	$0
FRAs	$0
VNS	$3,780,220,899
Inflation	$64,380,703,638
Total	$7,941,605,209,304

Product	Volume EUR	USD Equivalent
IRS	€2,502,625,106,869	$2,663,426,784,169
OIS	€8,354,060,909,081	$8,891,255,867,314
Basis	€17,318,232,584	$18,435,770,514
Zeroes	€4,940,000,000	$5,251,714,000
FRAs	€1,848,434,267,093	$1,966,587,502,647
VNS	€11,336,049,162	$12,077,941,576
Inflation	€100,301,599,918	$106,770,204,818
Total	€12,839,016,164,707	$13,663,805,785,038

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£4,266,584,604,846	$5,304,067,046,337
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£942,998,721	$1,172,528,818
Inflation	£71,058,200,580	$88,360,351,722
Total	£4,338,585,804,147	$5,393,599,926,877

Product	Volume JPY	USD Equivalent
IRS	¥80,000,000,000	$518,420,904
OIS	¥80,813,004,668,952	$523,070,173,306
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥80,893,004,668,952	$523,588,594,210

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF69,577,800,800	$76,325,351,219
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF69,577,800,800	$76,325,351,219

Product	Volume AUD	USD Equivalent
IRS	$599,935,564,944	$385,566,332,717
OIS	$1,169,690,212,348	$751,840,690,616
Basis	$262,775,350,000	$168,796,465,478
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,473,969,994	$948,757,710
Inflation	$0	$0
Total	$2,033,875,097,286	$1,307,152,246,521

Product	Volume CAD	USD Equivalent
IRS	$59,648,120,000	$43,302,235,939
OIS	$714,361,973,600	$518,106,003,763
Basis	$2,000,000,000	$1,452,011,035
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,044,722,783	$758,231,021
Inflation	$0	$0
Total	$777,054,816,383	$563,618,481,758

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	BRL35,898,005,817	$6,863,085,387
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL35,898,005,817	$6,863,085,387

Product	Volume CLP	USD Equivalent
IRS	CLP665,196,960,000	$691,865,270
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP665,196,960,000	$691,865,270

Product	Volume CNY	USD Equivalent
IRS	CNY577,878,936,000	$79,832,424,416
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY577,878,936,000	$79,832,424,416

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP2,350,485,410,000	$601,025,760
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP2,350,485,410,000	$601,025,760

Product	Volume CZK	USD Equivalent
IRS	CZK1,585,938,977,594	$66,844,985,108
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK4,491,990,400,000	$189,365,045,351
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK6,077,929,377,594	$256,210,030,459

Product	Volume DKK	USD Equivalent
IRS	DKK35,327,980,000	$5,037,233,042
OIS	DKK10,302,000,000	$1,469,264,624
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK45,629,980,000	$6,506,497,666

Product	Volume HKD	USD Equivalent
IRS	HKD482,062,979,964	$61,554,618,027
OIS	HKD0	$0
Basis	HKD4,790,000,000	$611,780,396
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD486,852,979,964	$62,166,398,423

Product	Volume HUF	USD Equivalent
IRS	HUF7,138,883,739,156	$19,282,075,690
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF26,046,362,000,000	$70,442,703,753
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF33,185,245,739,156	$89,724,779,443

Product	Volume ILS	USD Equivalent
IRS	ILS125,274,360,000	$33,194,409,946
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS122,854,000,000	$32,573,184,990
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS248,128,360,000	$65,767,594,936

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR5,818,369,925,874	$69,665,389,638
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR5,818,369,925,874	$69,665,389,638

Product	Volume KRW	USD Equivalent
IRS	KRW191,542,725,852,804	$138,488,998,929
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW191,542,725,852,804	$138,488,998,929

Product	Volume MXN	USD Equivalent
IRS	MXN150,546,739,238	$8,868,597,665
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN150,546,739,238	$8,868,597,665

Product	Volume NOK	USD Equivalent
IRS	NOK550,796,522,000	$50,025,847,008
OIS	NOK318,400,000,000	$28,966,338,710
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK485,120,000,000	$44,098,328,624
VNS	NOK134,500,000	$12,231,443
Inflation	NOK0	$0
Total	NOK1,354,451,022,000	$123,102,745,785

Product	Volume NZD	USD Equivalent
IRS	NZD149,673,196,058	$88,291,860,576
OIS	NZD495,184,900,000	$292,255,774,905
Basis	NZD10,430,000,000	$6,157,830,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD655,288,096,058	$386,705,465,481

Product	Volume PLN	USD Equivalent
IRS	PLN267,244,214,552	$65,607,503,785
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN188,830,000,000	$46,392,312,544
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN456,074,214,552	$111,999,816,329

Product	Volume SEK	USD Equivalent
IRS	SEK807,121,338,000	$73,817,193,041
OIS	SEK8,000,000,000	$731,070,973
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK650,284,000,000	$59,427,523,296
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,465,405,338,000	$133,975,787,310

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD112,023,567,626	$82,217,178,688
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD112,023,567,626	$82,217,178,688

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB1,858,432,901,762	$50,508,725,299
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,858,432,901,762	$50,508,725,299

Product	Volume TWD	USD Equivalent
IRS	TWD548,459,552,000	$16,886,813,887
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD548,459,552,000	$16,886,813,887

Product	Volume ZAR	USD Equivalent
IRS	ZAR5,248,763,960,084	$275,279,983,347
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR2,999,040,000	$157,807,477
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR5,251,763,000,084	$275,437,790,824

Product	USD Equivalent
IRS	$4,093,275,804,453
OIS	$23,894,495,764,661
Basis	$755,587,743,081
Zeroes	$5,409,521,477
FRAs	$2,408,886,601,205
VNS	$18,749,911,467
Inflation	$259,511,260,178
Total	$31,435,916,606,522

Show:

Product	USD Equivalent
IRS	$393,301,965,179
OIS	$164,833,940,884,228
Basis	$4,641,699,496,260
Zeroes	$0
FRAs	$0
VNS	$114,631,885,398
Inflation	$1,026,539,359,988
Total	$171,010,113,591,053

Product	Volume EUR	USD Equivalent
IRS	€40,816,275,983,471	$44,206,737,880,514
OIS	€108,941,667,063,380	$118,003,601,897,006
Basis	€759,358,773,672	$825,146,051,279
Zeroes	€90,142,326,042	$97,024,189,435
FRAs	€37,627,036,755,541	$40,760,682,276,937
VNS	€143,362,428,372	$155,865,173,681
Inflation	€1,618,396,303,555	$1,753,330,881,065
Total	€189,996,239,634,033	$205,802,388,349,917

Product	Volume GBP	USD Equivalent
IRS	£1,930,900,000	$2,458,010,610
OIS	£47,348,333,258,729	$59,810,110,528,358
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£36,568,599,228	$46,119,521,688
Inflation	£892,587,109,782	$1,128,417,962,379
Total	£48,279,419,867,739	$60,987,106,023,035

Product	Volume JPY	USD Equivalent
IRS	¥545,841,840,000	$3,624,126,775
OIS	¥1,148,039,944,677,860	$7,639,410,764,071
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,678,915,232	$224,024,000
Inflation	¥0	$0
Total	¥1,148,620,465,433,092	$7,643,258,914,846

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF2,313,804,995,867	$2,632,724,021,220
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF9,000,000	$10,374,640
Inflation	CHF0	$0
Total	CHF2,313,813,995,867	$2,632,734,395,860

Product	Volume AUD	USD Equivalent
IRS	$10,382,977,844,524	$6,820,084,082,747
OIS	$17,556,541,796,096	$11,507,923,527,919
Basis	$2,866,019,350,000	$1,880,516,788,631
Zeroes	$18,863,400,000	$12,344,806,390
FRAs	$0	$0
VNS	$11,876,868,766	$7,757,984,416
Inflation	$0	$0
Total	$30,836,279,259,386	$20,228,627,190,103

Product	Volume CAD	USD Equivalent
IRS	$957,228,877,140	$707,320,997,266
OIS	$12,193,032,617,651	$9,012,033,743,216
Basis	$190,024,420,000	$140,899,136,265
Zeroes	$0	$0
FRAs	$0	$0
VNS	$53,886,868,600	$39,905,738,423
Inflation	$0	$0
Total	$13,394,172,783,391	$9,900,159,615,170

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	BRL183,374,440,037	$36,295,025,374
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL183,374,440,037	$36,295,025,374

Product	Volume CLP	USD Equivalent
IRS	CLP21,927,425,242,116	$23,267,861,262
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP21,927,425,242,116	$23,267,861,262

Product	Volume CNY	USD Equivalent
IRS	CNY13,804,138,390,934	$1,918,735,774,196
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY13,804,138,390,934	$1,918,735,774,196

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP40,234,938,147,426	$10,358,284,379
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP40,234,938,147,426	$10,358,284,379

Product	Volume CZK	USD Equivalent
IRS	CZK25,191,035,501,840	$1,083,822,450,040
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK61,378,914,000	$2,613,357,902
FRAs	CZK65,559,220,528,776	$2,818,479,421,023
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK90,811,941,854,778	$3,904,928,908,502

Product	Volume DKK	USD Equivalent
IRS	DKK466,836,046,814	$67,762,961,601
OIS	DKK321,980,800,000	$46,816,479,493
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK42,620,000,000	$6,221,314,012
VNS	DKK3,580,242,748	$521,915,749
Inflation	DKK0	$0
Total	DKK835,017,089,562	$121,322,670,855

Product	Volume HKD	USD Equivalent
IRS	HKD7,795,158,576,810	$996,384,099,450
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD174,098,000,000	$22,244,507,452
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD7,974,422,976,810	$1,019,289,033,065

Product	Volume HUF	USD Equivalent
IRS	HUF135,578,919,238,970	$376,036,696,117
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF275,415,638,473,664	$763,364,923,633
VNS	HUF127,648,148,866	$357,152,323
Inflation	HUF0	$0
Total	HUF411,161,205,861,500	$1,139,866,626,055

Product	Volume ILS	USD Equivalent
IRS	ILS1,850,492,969,544	$502,983,891,065
OIS	ILS6,334,000,000	$1,724,845,811
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS1,837,163,240,000	$498,519,254,224
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,694,770,209,544	$1,003,436,210,424

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR125,545,911,946,956	$1,510,599,982,992
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR125,545,911,946,956	$1,510,599,982,992

Product	Volume KRW	USD Equivalent
IRS	KRW2,878,188,557,230,398	$2,150,376,967,347
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW2,878,188,557,230,398	$2,150,376,967,347

Product	Volume MXN	USD Equivalent
IRS	MXN2,162,446,098,070	$127,676,473,402
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,162,446,098,070	$127,676,473,402

Product	Volume NOK	USD Equivalent
IRS	NOK7,567,837,586,362	$715,066,619,391
OIS	NOK2,621,032,200,000	$247,372,500,811
Basis	NOK27,904,000,000	$2,654,728,004
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK9,646,450,000,000	$910,967,766,055
VNS	NOK2,154,347,998	$204,553,459
Inflation	NOK0	$0
Total	NOK19,877,980,558,360	$1,877,460,828,784

Product	Volume NZD	USD Equivalent
IRS	NZD2,729,051,981,340	$1,661,127,260,048
OIS	NZD5,862,345,039,672	$3,561,608,227,255
Basis	NZD119,104,000,000	$72,522,214,400
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD8,717,246,762,274	$5,299,280,607,710

Product	Volume PLN	USD Equivalent
IRS	PLN4,252,039,469,486	$1,064,865,847,784
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN7,706,640,000	$1,934,318,392
FRAs	PLN5,710,956,100,000	$1,430,768,814,042
VNS	PLN1,652,478,390	$409,566,299
Inflation	PLN0	$0
Total	PLN9,972,354,687,876	$2,497,978,546,517

Product	Volume SEK	USD Equivalent
IRS	SEK14,076,500,492,673	$1,344,533,088,535
OIS	SEK1,224,080,000,000	$115,336,960,169
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,850,340,680
FRAs	SEK14,579,344,000,000	$1,397,960,232,483
VNS	SEK535,980,000	$51,069,904
Inflation	SEK0	$0
Total	SEK29,910,626,272,673	$2,860,731,691,771

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD1,949,352,686,406	$1,451,061,604,305
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD1,950,134,921,703	$1,451,643,797,887

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB29,414,457,232,210	$820,637,371,676
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB29,414,457,232,210	$820,637,371,676

Product	Volume TWD	USD Equivalent
IRS	TWD10,694,109,137,860	$338,264,210,276
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD10,694,109,137,860	$338,264,210,276

Product	Volume ZAR	USD Equivalent
IRS	ZAR84,430,198,822,235	$4,466,693,054,159
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR49,973,829,132	$2,660,203,569
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR84,493,575,745,005	$4,470,063,947,316

Product	USD Equivalent
IRS	$69,007,419,343,138
OIS	$381,205,440,550,534
Basis	$7,585,682,922,291
Zeroes	$125,345,333,255
FRAs	$48,586,964,002,409
VNS	$367,462,544,715
Inflation	$3,908,288,203,432
Total	$510,786,602,899,774

Show:

Product	USD Equivalent
IRS	$4,829,410,727
OIS	$123,630,291,245,418
Basis	$12,549,078,871,838
Zeroes	$0
FRAs	$0
VNS	$1,974,995,040,761
Inflation	$4,496,773,596,560
Total	$142,655,968,165,304

Product	Volume EUR	USD Equivalent
IRS	€64,578,248,638,741	$69,276,316,227,210
OIS	€43,165,930,661,154	$46,306,252,116,753
Basis	€1,511,379,734,198	$1,621,332,609,861
Zeroes	€202,605,272,574	$217,344,806,153
FRAs	€31,380,556,865,724	$33,663,492,377,705
VNS	€1,392,778,628,722	$1,494,103,273,961
Inflation	€4,003,829,616,798	$4,295,108,221,421
Total	€146,235,329,417,911	$156,873,949,633,064

Product	Volume GBP	USD Equivalent
IRS	£474,400,000	$593,426,960
OIS	£32,841,920,769,814	$41,081,958,690,960
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£531,965,697,930	$665,435,891,541
Inflation	£2,780,894,843,865	$3,478,621,360,191
Total	£36,155,255,711,609	$45,226,609,369,652

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,597,611,673,914,608	$10,267,097,290,669
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥249,481,579,434	$1,603,300,533
Inflation	¥0	$0
Total	¥1,597,861,155,494,042	$10,268,700,591,202

Product	Volume CHF	USD Equivalent
IRS	CHF105,900,000	$116,054,795
OIS	CHF3,390,237,129,421	$3,715,328,361,010
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,574,206,375	$3,916,938,493
Inflation	CHF0	$0
Total	CHF3,393,917,235,796	$3,719,361,354,298

Product	Volume AUD	USD Equivalent
IRS	$22,930,616,627,942	$14,937,003,671,442
OIS	$11,096,945,673,380	$7,228,550,411,639
Basis	$7,867,547,995,841	$5,124,920,764,491
Zeroes	$23,174,160,669	$15,095,648,260
FRAs	$0	$0
VNS	$97,683,680,069	$63,631,149,197
Inflation	$0	$0
Total	$42,015,968,137,901	$27,369,201,645,029

Product	Volume CAD	USD Equivalent
IRS	$9,162,925,212,210	$6,706,624,126,045
OIS	$12,275,108,482,840	$8,984,525,879,480
Basis	$1,383,780,949,733	$1,012,831,436,218
Zeroes	$12,920,172,500	$9,456,667,886
FRAs	$0	$0
VNS	$455,367,421,102	$333,297,289,004
Inflation	$0	$0
Total	$23,290,102,238,385	$17,046,735,398,633

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	BRL470,592,365,613	$91,148,843,792
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL470,592,365,613	$91,148,843,792

Product	Volume CLP	USD Equivalent
IRS	CLP47,502,471,573,164	$50,073,759,103
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP47,502,471,573,164	$50,073,759,103

Product	Volume CNY	USD Equivalent
IRS	CNY22,827,757,183,057	$3,153,048,686,178
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY22,827,757,183,057	$3,153,048,686,178

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP123,772,141,462,182	$31,216,176,914
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP123,772,141,462,182	$31,216,176,914

Product	Volume CZK	USD Equivalent
IRS	CZK45,078,377,535,072	$1,923,097,951,625
OIS	CZK0	$0
Basis	CZK11,928,000,000	$508,862,866
Zeroes	CZK77,178,914,000	$3,292,545,552
FRAs	CZK44,524,722,412,696	$1,899,478,356,379
VNS	CZK249,394,153,069	$10,639,455,347
Inflation	CZK0	$0
Total	CZK89,941,601,014,837	$3,837,017,171,769

Product	Volume DKK	USD Equivalent
IRS	DKK4,786,614,344,908	$688,518,400,315
OIS	DKK542,652,600,000	$78,056,486,936
Basis	DKK11,320,000,000	$1,628,296,689
Zeroes	DKK0	$0
FRAs	DKK23,060,000,000	$3,317,007,214
VNS	DKK20,812,911,324	$2,993,780,442
Inflation	DKK0	$0
Total	DKK5,384,459,856,232	$774,513,971,596

Product	Volume HKD	USD Equivalent
IRS	HKD17,761,396,577,071	$2,269,000,629,428
OIS	HKD2,840,000,000	$362,807,156
Basis	HKD1,257,061,034,428	$160,588,288,537
Zeroes	HKD3,128,400,000	$399,649,968
FRAs	HKD0	$0
VNS	HKD7,875,767,126	$1,006,121,365
Inflation	HKD0	$0
Total	HKD19,032,301,778,625	$2,431,357,496,454

Product	Volume HUF	USD Equivalent
IRS	HUF242,790,926,947,631	$663,218,222,650
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF190,595,817,418	$520,639,798
FRAs	HUF167,607,840,735,240	$457,844,844,666
VNS	HUF2,423,506,058,966	$6,620,154,226
Inflation	HUF0	$0
Total	HUF413,012,869,559,255	$1,128,203,861,340

Product	Volume ILS	USD Equivalent
IRS	ILS3,833,507,682,107	$1,007,492,163,497
OIS	ILS6,354,000,000	$1,669,908,016
Basis	ILS0	$0
Zeroes	ILS390,000,000	$102,496,715
FRAs	ILS1,079,872,162,100	$283,803,459,159
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS4,920,123,844,207	$1,293,068,027,387

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR170,740,006,393,215	$2,049,330,929,523
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR170,740,006,393,215	$2,049,330,929,523

Product	Volume KRW	USD Equivalent
IRS	KRW5,199,083,577,268,905	$3,786,990,543,433
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,199,083,577,268,905	$3,786,990,543,433

Product	Volume MXN	USD Equivalent
IRS	MXN4,965,498,780,552	$288,555,061,442
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN4,965,498,780,552	$288,555,061,442

Product	Volume NOK	USD Equivalent
IRS	NOK17,323,509,641,958	$1,579,142,553,642
OIS	NOK2,683,929,558,821	$244,656,392,666
Basis	NOK121,069,231,669	$11,036,191,835
Zeroes	NOK6,301,212,000	$574,393,539
FRAs	NOK9,937,556,621,878	$905,868,317,978
VNS	NOK139,814,085,761	$12,744,898,522
Inflation	NOK0	$0
Total	NOK30,212,180,352,087	$2,754,022,748,182

Product	Volume NZD	USD Equivalent
IRS	NZD7,129,094,867,863	$4,238,246,898,944
OIS	NZD3,986,163,184,117	$2,369,774,012,958
Basis	NZD202,863,700,000	$120,602,469,650
Zeroes	NZD3,460,000,000	$2,056,970,000
FRAs	NZD0	$0
VNS	NZD1,530,958,103	$910,154,592
Inflation	NZD0	$0
Total	NZD11,323,112,710,083	$6,731,590,506,144

Product	Volume PLN	USD Equivalent
IRS	PLN7,597,397,920,998	$1,887,036,566,652
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN12,054,640,007	$2,994,123,347
FRAs	PLN4,829,025,864,831	$1,199,430,184,256
VNS	PLN17,009,731,441	$4,224,865,612
Inflation	PLN0	$0
Total	PLN12,455,488,157,277	$3,093,685,739,867

Product	Volume SEK	USD Equivalent
IRS	SEK40,019,429,882,913	$3,672,990,003,571
OIS	SEK747,840,000,000	$68,636,880,943
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,768,622,196
FRAs	SEK12,273,928,296,309	$1,126,503,202,789
VNS	SEK43,174,602,703	$3,962,572,296
Inflation	SEK0	$0
Total	SEK53,114,538,581,925	$4,874,861,281,795

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,554,107,425,661	$1,878,434,526,484
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,299,313,146	$3,161,957,156
Inflation	SGD0	$0
Total	SGD2,558,406,738,807	$1,881,596,483,640

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB30,648,582,917,205	$827,222,210,991
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB30,648,582,917,205	$827,222,210,991

Product	Volume TWD	USD Equivalent
IRS	TWD21,452,349,731,385	$658,633,438,684
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD21,452,349,731,385	$658,633,438,684

Product	Volume ZAR	USD Equivalent
IRS	ZAR96,848,247,495,351	$5,094,300,040,258
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR84,144,668,966	$4,426,081,025
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,012,729,071
Inflation	ZAR0	$0
Total	ZAR96,951,645,257,955	$5,099,738,850,354

Product	USD Equivalent
IRS	$121,976,976,680,393
OIS	$248,763,364,328,516
Basis	$20,602,527,791,985
Zeroes	$259,032,644,439
FRAs	$39,539,737,750,146
VNS	$4,584,259,572,119
Inflation	$12,270,503,178,172
Total	$447,996,401,945,770

Figures as of COB Apr 25, 2024.

Notional Outstanding by Product

As of COB Apr 25, 2024

Daily Notional by Tenor

As of COB Apr 25, 2024

Notional Outstanding by Currency

As of COB Apr 25, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
$3.5 trillion notional per day based on daily average over 2020.
"Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.

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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression