Volumes
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:
Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency
As of COB Sep 26, 2023. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK
Volume and Notional Outstanding Totals
| Currency | Daily | Weekly | YTD | Notional Outstanding |
|---|---|---|---|---|
| USD | $803,757,013,077 | $4,302,227,841,149 | $130,310,004,590,190 | $29,484,706,185,772 |
| EUR | €435,396,648,147 | €2,135,412,023,611 | €78,309,688,724,028 | €22,520,332,251,349 |
| GBP | £111,571,716,497 | £1,526,999,454,270 | £26,939,672,712,067 | £5,722,471,684,334 |
| JPY | ¥5,119,281,611,400 | ¥15,893,873,003,906 | ¥442,905,549,812,774 | ¥177,795,487,088,528 |
| CHF | CHF3,171,235,500 | CHF46,820,099,496 | CHF1,323,284,180,443 | CHF606,041,010,370 |
| AUD | $81,137,430,000 | $582,780,132,869 | $23,609,027,637,861 | $6,341,713,214,947 |
| CAD | $34,970,636,700 | $302,535,056,835 | $10,512,518,471,726 | $2,930,744,615,892 |
Other* Show All Hide | $83,420,096,526 | $596,327,894,065 | $17,947,029,037,696 | $8,839,450,576,383 |
| BRL | BRL78,532,032 | BRL863,990,796 | BRL164,105,442,671 | BRL37,096,853,946 |
| CLP | CLP200,725,300,000 | CLP346,263,510,835 | CLP12,218,116,288,456 | CLP5,039,846,571,914 |
| CNY | CNY15,341,628,000 | CNY313,317,134,056 | CNY8,623,180,493,842 | CNY3,890,438,646,239 |
| COP | COP0 | COP660,652,000,000 | COP22,148,919,103,726 | COP18,929,988,151,726 |
| CZK | CZK220,511,184,000 | CZK2,320,542,805,944 | CZK35,285,488,009,069 | CZK20,017,435,300,677 |
| DKK | DKK4,352,907,000 | DKK24,377,410,000 | DKK468,392,158,000 | DKK1,235,350,141,482 |
| HKD | HKD46,179,890,823 | HKD176,814,121,000 | HKD5,508,475,451,774 | HKD3,935,537,870,051 |
| HUF | HUF870,656,410,000 | HUF4,228,844,617,314 | HUF106,100,605,195,513 | HUF50,027,767,385,412 |
| ILS | ILS13,498,964,000 | ILS46,748,845,631 | ILS2,617,696,104,914 | ILS983,789,901,898 |
| INR | INR315,679,495,000 | INR1,675,074,051,436 | INR64,074,912,997,262 | INR19,477,587,791,986 |
| KRW | KRW11,547,223,901,000 | KRW72,042,883,724,681 | KRW1,777,076,093,570,512 | KRW810,979,115,872,256 |
| MXN | MXN10,565,770,300 | MXN53,311,141,052 | MXN1,668,829,390,276 | MXN935,328,190,601 |
| NOK | NOK40,984,627,000 | NOK361,733,493,912 | NOK9,972,579,859,484 | NOK2,830,949,297,531 |
| NZD | NZD11,105,118,694 | NZD131,221,146,120 | NZD5,255,379,971,076 | NZD2,573,934,348,564 |
| PLN | PLN16,477,180,000 | PLN216,419,801,745 | PLN4,296,864,224,646 | PLN2,547,607,730,498 |
| SEK | SEK70,939,230,266 | SEK384,342,366,431 | SEK12,630,102,954,489 | SEK4,469,755,702,175 |
| SGD | SGD6,670,471,000 | SGD43,000,203,437 | SGD1,272,756,301,167 | SGD637,867,613,752 |
| THB | THB46,406,566,000 | THB443,969,875,550 | THB11,176,637,778,209 | THB3,321,535,604,617 |
| TWD | TWD20,689,346,000 | TWD150,563,616,000 | TWD5,515,223,158,700 | TWD1,837,552,372,485 |
| ZAR | ZAR359,695,449,285 | ZAR1,498,210,408,916 | ZAR58,668,464,432,590 | ZAR39,561,403,866,612 |
| Total in USD | $1,598,428,977,815 | $9,820,305,949,253 | $294,691,155,865,862 | $77,154,495,241,661 |
Figures as of COB Sep 26, 2023. Weekly figures as of COB Sep 22, 2023. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR
Volumes by Product
Show:
| Product | USD Equivalent |
|---|---|
| IRS | $8,000,000 |
| OIS | $772,306,352,680 |
| Basis | $22,290,900,000 |
| Zeroes | $0 |
| FRAs | $0 |
| VNS | $700,942,597 |
| Inflation | $8,450,817,800 |
| Total | $803,757,013,077 |
| Product | Volume EUR | USD Equivalent |
|---|---|---|
| IRS | €72,735,180,391 | $76,855,628,360 |
| OIS | €223,363,035,145 | $236,016,551,086 |
| Basis | €5,905,600,000 | $6,240,152,240 |
| Zeroes | €0 | $0 |
| FRAs | €124,500,000,000 | $131,552,925,000 |
| VNS | €131,240,611 | $138,675,391 |
| Inflation | €8,761,592,000 | $9,257,936,187 |
| Total | €435,396,648,147 | $460,061,868,264 |
| Product | Volume GBP | USD Equivalent |
|---|---|---|
| IRS | £0 | $0 |
| OIS | £108,543,829,040 | $131,962,160,155 |
| Basis | £0 | $0 |
| Zeroes | £0 | $0 |
| FRAs | £0 | $0 |
| VNS | £149,195,957 | $181,384,985 |
| Inflation | £2,878,691,500 | $3,499,769,191 |
| Total | £111,571,716,497 | $135,643,314,331 |
| Product | Volume JPY | USD Equivalent |
|---|---|---|
| IRS | ¥0 | $0 |
| OIS | ¥5,119,281,611,400 | $34,340,309,317 |
| Basis | ¥0 | $0 |
| Zeroes | ¥0 | $0 |
| FRAs | ¥0 | $0 |
| VNS | ¥0 | $0 |
| Inflation | ¥0 | $0 |
| Total | ¥5,119,281,611,400 | $34,340,309,317 |
| Product | Volume CHF | USD Equivalent |
|---|---|---|
| IRS | CHF0 | $0 |
| OIS | CHF3,171,235,500 | $3,465,073,754 |
| Basis | CHF0 | $0 |
| Zeroes | CHF0 | $0 |
| FRAs | CHF0 | $0 |
| VNS | CHF0 | $0 |
| Inflation | CHF0 | $0 |
| Total | CHF3,171,235,500 | $3,465,073,754 |
| Product | Volume AUD | USD Equivalent |
|---|---|---|
| IRS | $41,571,350,000 | $26,580,721,190 |
| OIS | $27,797,130,000 | $17,773,484,922 |
| Basis | $11,768,950,000 | $7,525,066,630 |
| Zeroes | $0 | $0 |
| FRAs | $0 | $0 |
| VNS | $0 | $0 |
| Inflation | $0 | $0 |
| Total | $81,137,430,000 | $51,879,272,742 |
| Product | Volume CAD | USD Equivalent |
|---|---|---|
| IRS | $1,399,650,000 | $1,035,090,963 |
| OIS | $32,570,986,700 | $24,087,403,269 |
| Basis | $0 | $0 |
| Zeroes | $0 | $0 |
| FRAs | $0 | $0 |
| VNS | $1,000,000,000 | $739,535,572 |
| Inflation | $0 | $0 |
| Total | $34,970,636,700 | $25,862,029,804 |
| 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 | BRL78,532,032 | $15,748,613 |
| OIS | BRL0 | $0 |
| Basis | BRL0 | $0 |
| Zeroes | BRL0 | $0 |
| FRAs | BRL0 | $0 |
| VNS | BRL0 | $0 |
| Inflation | BRL0 | $0 |
| Total | BRL78,532,032 | $15,748,613 |
| Product | Volume CLP | USD Equivalent |
|---|---|---|
| IRS | CLP200,725,300,000 | $222,065,826 |
| OIS | CLP0 | $0 |
| Basis | CLP0 | $0 |
| Zeroes | CLP0 | $0 |
| FRAs | CLP0 | $0 |
| VNS | CLP0 | $0 |
| Inflation | CLP0 | $0 |
| Total | CLP200,725,300,000 | $222,065,826 |
| Product | Volume CNY | USD Equivalent |
|---|---|---|
| IRS | CNY15,341,628,000 | $2,098,359,104 |
| OIS | CNY0 | $0 |
| Basis | CNY0 | $0 |
| Zeroes | CNY0 | $0 |
| FRAs | CNY0 | $0 |
| VNS | CNY0 | $0 |
| Inflation | CNY0 | $0 |
| Total | CNY15,341,628,000 | $2,098,359,104 |
| Product | Volume COP | USD Equivalent |
|---|---|---|
| IRS | COP0 | $0 |
| OIS | COP0 | $0 |
| Basis | COP0 | $0 |
| Zeroes | COP0 | $0 |
| FRAs | COP0 | $0 |
| VNS | COP0 | $0 |
| Inflation | COP0 | $0 |
| Total | COP0 | $0 |
| Product | Volume CZK | USD Equivalent |
|---|---|---|
| IRS | CZK75,438,784,000 | $3,261,512,495 |
| OIS | CZK0 | $0 |
| Basis | CZK0 | $0 |
| Zeroes | CZK0 | $0 |
| FRAs | CZK145,072,400,000 | $6,272,044,963 |
| VNS | CZK0 | $0 |
| Inflation | CZK0 | $0 |
| Total | CZK220,511,184,000 | $9,533,557,458 |
| Product | Volume DKK | USD Equivalent |
|---|---|---|
| IRS | DKK3,498,907,000 | $495,760,912 |
| OIS | DKK854,000,000 | $121,003,450 |
| Basis | DKK0 | $0 |
| Zeroes | DKK0 | $0 |
| FRAs | DKK0 | $0 |
| VNS | DKK0 | $0 |
| Inflation | DKK0 | $0 |
| Total | DKK4,352,907,000 | $616,764,362 |
| Product | Volume HKD | USD Equivalent |
|---|---|---|
| IRS | HKD45,179,890,823 | $5,776,187,020 |
| OIS | HKD0 | $0 |
| Basis | HKD1,000,000,000 | $127,848,627 |
| Zeroes | HKD0 | $0 |
| FRAs | HKD0 | $0 |
| VNS | HKD0 | $0 |
| Inflation | HKD0 | $0 |
| Total | HKD46,179,890,823 | $5,904,035,647 |
| Product | Volume HUF | USD Equivalent |
|---|---|---|
| IRS | HUF307,656,410,000 | $831,616,191 |
| OIS | HUF0 | $0 |
| Basis | HUF0 | $0 |
| Zeroes | HUF0 | $0 |
| FRAs | HUF563,000,000,000 | $1,521,827,274 |
| VNS | HUF0 | $0 |
| Inflation | HUF0 | $0 |
| Total | HUF870,656,410,000 | $2,353,443,465 |
| Product | Volume ILS | USD Equivalent |
|---|---|---|
| IRS | ILS6,483,964,000 | $1,692,852,593 |
| OIS | ILS0 | $0 |
| Basis | ILS0 | $0 |
| Zeroes | ILS0 | $0 |
| FRAs | ILS7,015,000,000 | $1,831,497,050 |
| VNS | ILS0 | $0 |
| Inflation | ILS0 | $0 |
| Total | ILS13,498,964,000 | $3,524,349,643 |
| Product | Volume INR | USD Equivalent |
|---|---|---|
| IRS | INR0 | $0 |
| OIS | INR315,679,495,000 | $3,791,718,155 |
| Basis | INR0 | $0 |
| Zeroes | INR0 | $0 |
| FRAs | INR0 | $0 |
| VNS | INR0 | $0 |
| Inflation | INR0 | $0 |
| Total | INR315,679,495,000 | $3,791,718,155 |
| Product | Volume KRW | USD Equivalent |
|---|---|---|
| IRS | KRW11,547,223,901,000 | $8,531,191,699 |
| OIS | KRW0 | $0 |
| Basis | KRW0 | $0 |
| Zeroes | KRW0 | $0 |
| FRAs | KRW0 | $0 |
| VNS | KRW0 | $0 |
| Inflation | KRW0 | $0 |
| Total | KRW11,547,223,901,000 | $8,531,191,699 |
| Product | Volume MXN | USD Equivalent |
|---|---|---|
| IRS | MXN10,565,770,300 | $604,350,566 |
| OIS | MXN0 | $0 |
| Basis | MXN0 | $0 |
| Zeroes | MXN0 | $0 |
| FRAs | MXN0 | $0 |
| VNS | MXN0 | $0 |
| Inflation | MXN0 | $0 |
| Total | MXN10,565,770,300 | $604,350,566 |
| Product | Volume NOK | USD Equivalent |
|---|---|---|
| IRS | NOK21,465,502,000 | $1,982,178,083 |
| OIS | NOK11,495,000,000 | $1,061,477,018 |
| Basis | NOK0 | $0 |
| Zeroes | NOK0 | $0 |
| FRAs | NOK8,000,000,000 | $738,739,987 |
| VNS | NOK24,125,000 | $2,227,763 |
| Inflation | NOK0 | $0 |
| Total | NOK40,984,627,000 | $3,784,622,851 |
| Product | Volume NZD | USD Equivalent |
|---|---|---|
| IRS | NZD10,417,118,694 | $6,192,977,063 |
| OIS | NZD688,000,000 | $409,016,000 |
| Basis | NZD0 | $0 |
| Zeroes | NZD0 | $0 |
| FRAs | NZD0 | $0 |
| VNS | NZD0 | $0 |
| Inflation | NZD0 | $0 |
| Total | NZD11,105,118,694 | $6,601,993,063 |
| Product | Volume PLN | USD Equivalent |
|---|---|---|
| IRS | PLN14,880,180,000 | $3,411,476,913 |
| OIS | PLN0 | $0 |
| Basis | PLN0 | $0 |
| Zeroes | PLN0 | $0 |
| FRAs | PLN1,597,000,000 | $366,133,248 |
| VNS | PLN0 | $0 |
| Inflation | PLN0 | $0 |
| Total | PLN16,477,180,000 | $3,777,610,161 |
| Product | Volume SEK | USD Equivalent |
|---|---|---|
| IRS | SEK42,939,230,266 | $3,892,137,656 |
| OIS | SEK0 | $0 |
| Basis | SEK0 | $0 |
| Zeroes | SEK0 | $0 |
| FRAs | SEK28,000,000,000 | $2,538,002,049 |
| VNS | SEK0 | $0 |
| Inflation | SEK0 | $0 |
| Total | SEK70,939,230,266 | $6,430,139,705 |
| Product | Volume SGD | USD Equivalent |
|---|---|---|
| IRS | SGD0 | $0 |
| OIS | SGD6,670,471,000 | $4,871,268,120 |
| Basis | SGD0 | $0 |
| Zeroes | SGD0 | $0 |
| FRAs | SGD0 | $0 |
| VNS | SGD0 | $0 |
| Inflation | SGD0 | $0 |
| Total | SGD6,670,471,000 | $4,871,268,120 |
| Product | Volume THB | USD Equivalent |
|---|---|---|
| IRS | THB0 | $0 |
| OIS | THB46,406,566,000 | $1,272,807,625 |
| Basis | THB0 | $0 |
| Zeroes | THB0 | $0 |
| FRAs | THB0 | $0 |
| VNS | THB0 | $0 |
| Inflation | THB0 | $0 |
| Total | THB46,406,566,000 | $1,272,807,625 |
| Product | Volume TWD | USD Equivalent |
|---|---|---|
| IRS | TWD20,689,346,000 | $642,107,508 |
| OIS | TWD0 | $0 |
| Basis | TWD0 | $0 |
| Zeroes | TWD0 | $0 |
| FRAs | TWD0 | $0 |
| VNS | TWD0 | $0 |
| Inflation | TWD0 | $0 |
| Total | TWD20,689,346,000 | $642,107,508 |
| Product | Volume ZAR | USD Equivalent |
|---|---|---|
| IRS | ZAR359,695,449,285 | $18,843,962,955 |
| OIS | ZAR0 | $0 |
| Basis | ZAR0 | $0 |
| Zeroes | ZAR0 | $0 |
| FRAs | ZAR0 | $0 |
| VNS | ZAR0 | $0 |
| Inflation | ZAR0 | $0 |
| Total | ZAR359,695,449,285 | $18,843,962,955 |
| Product | USD Equivalent |
|---|---|
| IRS | $162,973,925,710 |
| OIS | $1,231,478,625,551 |
| Basis | $36,183,967,497 |
| Zeroes | $0 |
| FRAs | $144,821,169,571 |
| VNS | $1,762,766,308 |
| Inflation | $21,208,523,178 |
| Total | $1,598,428,977,815 |
Show:
| Product | USD Equivalent |
|---|---|
| IRS | $4,922,725,861 |
| OIS | $4,209,963,281,236 |
| Basis | $59,522,140,000 |
| Zeroes | $0 |
| FRAs | $0 |
| VNS | $4,466,722,105 |
| Inflation | $23,352,971,947 |
| Total | $4,302,227,841,149 |
| Product | Volume EUR | USD Equivalent |
|---|---|---|
| IRS | €518,725,961,074 | $553,610,896,344 |
| OIS | €1,379,625,675,042 | $1,472,232,995,326 |
| Basis | €27,343,700,000 | $29,183,469,650 |
| Zeroes | €5,658,182,975 | $6,046,874,781 |
| FRAs | €188,094,300,000 | $200,769,599,010 |
| VNS | €2,653,262,520 | $2,831,908,544 |
| Inflation | €13,310,942,000 | $14,203,210,096 |
| Total | €2,135,412,023,611 | $2,278,878,953,751 |
| Product | Volume GBP | USD Equivalent |
|---|---|---|
| IRS | £0 | $0 |
| OIS | £1,518,007,013,032 | $1,871,922,247,631 |
| Basis | £0 | $0 |
| Zeroes | £0 | $0 |
| FRAs | £0 | $0 |
| VNS | £121,123,922 | $149,218,832 |
| Inflation | £8,871,317,316 | $10,947,307,297 |
| Total | £1,526,999,454,270 | $1,883,018,773,760 |
| Product | Volume JPY | USD Equivalent |
|---|---|---|
| IRS | ¥0 | $0 |
| OIS | ¥15,893,873,003,906 | $107,476,039,738 |
| Basis | ¥0 | $0 |
| Zeroes | ¥0 | $0 |
| FRAs | ¥0 | $0 |
| VNS | ¥0 | $0 |
| Inflation | ¥0 | $0 |
| Total | ¥15,893,873,003,906 | $107,476,039,738 |
| Product | Volume CHF | USD Equivalent |
|---|---|---|
| IRS | CHF25,000,000 | $27,833,445 |
| OIS | CHF46,795,099,496 | $51,857,604,486 |
| Basis | CHF0 | $0 |
| Zeroes | CHF0 | $0 |
| FRAs | CHF0 | $0 |
| VNS | CHF0 | $0 |
| Inflation | CHF0 | $0 |
| Total | CHF46,820,099,496 | $51,885,437,931 |
| Product | Volume AUD | USD Equivalent |
|---|---|---|
| IRS | $178,798,931,304 | $115,216,611,741 |
| OIS | $377,208,126,565 | $243,248,179,264 |
| Basis | $26,773,075,000 | $17,252,841,215 |
| Zeroes | $0 | $0 |
| FRAs | $0 | $0 |
| VNS | $0 | $0 |
| Inflation | $0 | $0 |
| Total | $582,780,132,869 | $375,717,632,220 |
| Product | Volume CAD | USD Equivalent |
|---|---|---|
| IRS | $27,895,289,459 | $20,695,754,237 |
| OIS | $267,370,171,500 | $198,685,012,534 |
| Basis | $5,814,000,000 | $4,313,903,262 |
| Zeroes | $1,453,000,000 | $1,076,774,863 |
| FRAs | $0 | $0 |
| VNS | $2,595,876 | $1,931,743 |
| Inflation | $0 | $0 |
| Total | $302,535,056,835 | $224,773,376,639 |
| 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 | BRL863,990,796 | $177,184,962 |
| OIS | BRL0 | $0 |
| Basis | BRL0 | $0 |
| Zeroes | BRL0 | $0 |
| FRAs | BRL0 | $0 |
| VNS | BRL0 | $0 |
| Inflation | BRL0 | $0 |
| Total | BRL863,990,796 | $177,184,962 |
| Product | Volume CLP | USD Equivalent |
|---|---|---|
| IRS | CLP346,263,510,835 | $390,695,920 |
| OIS | CLP0 | $0 |
| Basis | CLP0 | $0 |
| Zeroes | CLP0 | $0 |
| FRAs | CLP0 | $0 |
| VNS | CLP0 | $0 |
| Inflation | CLP0 | $0 |
| Total | CLP346,263,510,835 | $390,695,920 |
| Product | Volume CNY | USD Equivalent |
|---|---|---|
| IRS | CNY313,317,134,056 | $42,940,242,341 |
| OIS | CNY0 | $0 |
| Basis | CNY0 | $0 |
| Zeroes | CNY0 | $0 |
| FRAs | CNY0 | $0 |
| VNS | CNY0 | $0 |
| Inflation | CNY0 | $0 |
| Total | CNY313,317,134,056 | $42,940,242,341 |
| Product | Volume COP | USD Equivalent |
|---|---|---|
| IRS | COP0 | $0 |
| OIS | COP660,652,000,000 | $166,678,794 |
| Basis | COP0 | $0 |
| Zeroes | COP0 | $0 |
| FRAs | COP0 | $0 |
| VNS | COP0 | $0 |
| Inflation | COP0 | $0 |
| Total | COP660,652,000,000 | $166,678,794 |
| Product | Volume CZK | USD Equivalent |
|---|---|---|
| IRS | CZK717,665,603,669 | $31,345,234,583 |
| OIS | CZK0 | $0 |
| Basis | CZK0 | $0 |
| Zeroes | CZK0 | $0 |
| FRAs | CZK1,602,877,202,275 | $69,992,738,878 |
| VNS | CZK0 | $0 |
| Inflation | CZK0 | $0 |
| Total | CZK2,320,542,805,944 | $101,337,973,461 |
| Product | Volume DKK | USD Equivalent |
|---|---|---|
| IRS | DKK22,851,410,000 | $3,271,860,622 |
| OIS | DKK1,526,000,000 | $218,638,403 |
| Basis | DKK0 | $0 |
| Zeroes | DKK0 | $0 |
| FRAs | DKK0 | $0 |
| VNS | DKK0 | $0 |
| Inflation | DKK0 | $0 |
| Total | DKK24,377,410,000 | $3,490,499,025 |
| Product | Volume HKD | USD Equivalent |
|---|---|---|
| IRS | HKD169,435,621,000 | $21,664,681,335 |
| OIS | HKD0 | $0 |
| Basis | HKD7,378,500,000 | $943,433,669 |
| Zeroes | HKD0 | $0 |
| FRAs | HKD0 | $0 |
| VNS | HKD0 | $0 |
| Inflation | HKD0 | $0 |
| Total | HKD176,814,121,000 | $22,608,115,004 |
| Product | Volume HUF | USD Equivalent |
|---|---|---|
| IRS | HUF1,978,879,617,314 | $5,484,851,538 |
| OIS | HUF0 | $0 |
| Basis | HUF0 | $0 |
| Zeroes | HUF0 | $0 |
| FRAs | HUF2,249,965,000,000 | $6,230,706,492 |
| VNS | HUF0 | $0 |
| Inflation | HUF0 | $0 |
| Total | HUF4,228,844,617,314 | $11,715,558,030 |
| Product | Volume ILS | USD Equivalent |
|---|---|---|
| IRS | ILS34,863,845,631 | $9,151,576,909 |
| OIS | ILS0 | $0 |
| Basis | ILS0 | $0 |
| Zeroes | ILS0 | $0 |
| FRAs | ILS11,885,000,000 | $3,121,503,557 |
| VNS | ILS0 | $0 |
| Inflation | ILS0 | $0 |
| Total | ILS46,748,845,631 | $12,273,080,466 |
| Product | Volume INR | USD Equivalent |
|---|---|---|
| IRS | INR0 | $0 |
| OIS | INR1,675,074,051,436 | $20,164,328,810 |
| Basis | INR0 | $0 |
| Zeroes | INR0 | $0 |
| FRAs | INR0 | $0 |
| VNS | INR0 | $0 |
| Inflation | INR0 | $0 |
| Total | INR1,675,074,051,436 | $20,164,328,810 |
| Product | Volume KRW | USD Equivalent |
|---|---|---|
| IRS | KRW72,042,883,724,681 | $54,139,761,350 |
| OIS | KRW0 | $0 |
| Basis | KRW0 | $0 |
| Zeroes | KRW0 | $0 |
| FRAs | KRW0 | $0 |
| VNS | KRW0 | $0 |
| Inflation | KRW0 | $0 |
| Total | KRW72,042,883,724,681 | $54,139,761,350 |
| Product | Volume MXN | USD Equivalent |
|---|---|---|
| IRS | MXN53,311,141,052 | $3,118,298,353 |
| OIS | MXN0 | $0 |
| Basis | MXN0 | $0 |
| Zeroes | MXN0 | $0 |
| FRAs | MXN0 | $0 |
| VNS | MXN0 | $0 |
| Inflation | MXN0 | $0 |
| Total | MXN53,311,141,052 | $3,118,298,353 |
| Product | Volume NOK | USD Equivalent |
|---|---|---|
| IRS | NOK196,345,637,912 | $18,217,758,794 |
| OIS | NOK41,350,000,000 | $3,833,761,870 |
| Basis | NOK0 | $0 |
| Zeroes | NOK14,240,000,000 | $1,324,146,140 |
| FRAs | NOK109,750,000,000 | $10,178,717,567 |
| VNS | NOK47,856,000 | $4,438,814 |
| Inflation | NOK0 | $0 |
| Total | NOK361,733,493,912 | $33,558,823,185 |
| Product | Volume NZD | USD Equivalent |
|---|---|---|
| IRS | NZD70,605,506,120 | $41,910,332,641 |
| OIS | NZD60,407,640,000 | $35,848,904,958 |
| Basis | NZD208,000,000 | $123,437,600 |
| Zeroes | NZD0 | $0 |
| FRAs | NZD0 | $0 |
| VNS | NZD0 | $0 |
| Inflation | NZD0 | $0 |
| Total | NZD131,221,146,120 | $77,882,675,199 |
| Product | Volume PLN | USD Equivalent |
|---|---|---|
| IRS | PLN127,130,001,745 | $29,325,181,913 |
| OIS | PLN0 | $0 |
| Basis | PLN0 | $0 |
| Zeroes | PLN0 | $0 |
| FRAs | PLN89,289,800,000 | $20,601,791,806 |
| VNS | PLN0 | $0 |
| Inflation | PLN0 | $0 |
| Total | PLN216,419,801,745 | $49,926,973,719 |
| Product | Volume SEK | USD Equivalent |
|---|---|---|
| IRS | SEK272,337,366,431 | $24,453,909,995 |
| OIS | SEK14,570,000,000 | $1,305,631,600 |
| Basis | SEK0 | $0 |
| Zeroes | SEK0 | $0 |
| FRAs | SEK97,435,000,000 | $8,742,863,646 |
| VNS | SEK0 | $0 |
| Inflation | SEK0 | $0 |
| Total | SEK384,342,366,431 | $34,502,405,241 |
| Product | Volume SGD | USD Equivalent |
|---|---|---|
| IRS | SGD0 | $0 |
| OIS | SGD43,000,203,437 | $31,499,588,139 |
| Basis | SGD0 | $0 |
| Zeroes | SGD0 | $0 |
| FRAs | SGD0 | $0 |
| VNS | SGD0 | $0 |
| Inflation | SGD0 | $0 |
| Total | SGD43,000,203,437 | $31,499,588,139 |
| Product | Volume THB | USD Equivalent |
|---|---|---|
| IRS | THB0 | $0 |
| OIS | THB443,969,875,550 | $12,341,201,442 |
| Basis | THB0 | $0 |
| Zeroes | THB0 | $0 |
| FRAs | THB0 | $0 |
| VNS | THB0 | $0 |
| Inflation | THB0 | $0 |
| Total | THB443,969,875,550 | $12,341,201,442 |
| Product | Volume TWD | USD Equivalent |
|---|---|---|
| IRS | TWD150,563,616,000 | $4,693,204,408 |
| OIS | TWD0 | $0 |
| Basis | TWD0 | $0 |
| Zeroes | TWD0 | $0 |
| FRAs | TWD0 | $0 |
| VNS | TWD0 | $0 |
| Inflation | TWD0 | $0 |
| Total | TWD150,563,616,000 | $4,693,204,408 |
| Product | Volume ZAR | USD Equivalent |
|---|---|---|
| IRS | ZAR1,497,373,730,641 | $79,356,594,955 |
| OIS | ZAR0 | $0 |
| Basis | ZAR0 | $0 |
| Zeroes | ZAR836,678,275 | $44,011,261 |
| FRAs | ZAR0 | $0 |
| VNS | ZAR0 | $0 |
| Inflation | ZAR0 | $0 |
| Total | ZAR1,498,210,408,916 | $79,400,606,216 |
| Product | USD Equivalent |
|---|---|
| IRS | $1,064,115,192,247 |
| OIS | $8,260,764,094,231 |
| Basis | $111,339,225,396 |
| Zeroes | $8,491,807,045 |
| FRAs | $319,637,920,956 |
| VNS | $7,454,220,038 |
| Inflation | $48,503,489,340 |
| Total | $9,820,305,949,253 |
Show:
| Product | USD Equivalent |
|---|---|
| IRS | $1,599,060,851,008 |
| OIS | $123,871,986,867,102 |
| Basis | $3,434,263,930,152 |
| Zeroes | $1,803,807,228 |
| FRAs | $388,593,500,000 |
| VNS | $132,063,801,058 |
| Inflation | $882,231,833,642 |
| Total | $130,310,004,590,190 |
| Product | Volume EUR | USD Equivalent |
|---|---|---|
| IRS | €13,162,889,272,387 | $14,238,024,095,698 |
| OIS | €55,342,496,382,013 | $59,853,162,530,376 |
| Basis | €528,388,249,980 | $571,871,198,743 |
| Zeroes | €63,679,779,152 | $69,484,102,591 |
| FRAs | €8,349,510,730,000 | $9,023,112,468,897 |
| VNS | €45,255,862,091 | $49,070,493,793 |
| Inflation | €817,468,448,405 | $884,373,349,543 |
| Total | €78,309,688,724,028 | $84,689,098,239,641 |
| Product | Volume GBP | USD Equivalent |
|---|---|---|
| IRS | £713,000,000 | $906,830,250 |
| OIS | £26,431,187,232,219 | $32,835,712,733,621 |
| Basis | £0 | $0 |
| Zeroes | £0 | $0 |
| FRAs | £0 | $0 |
| VNS | £24,668,692,756 | $30,699,716,102 |
| Inflation | £483,103,787,092 | $600,898,428,844 |
| Total | £26,939,672,712,067 | $33,468,217,708,817 |
| Product | Volume JPY | USD Equivalent |
|---|---|---|
| IRS | ¥42,544,000,000 | $316,806,451 |
| OIS | ¥442,852,405,812,774 | $3,196,475,707,382 |
| Basis | ¥0 | $0 |
| Zeroes | ¥0 | $0 |
| FRAs | ¥0 | $0 |
| VNS | ¥10,600,000,000 | $72,674,917 |
| Inflation | ¥0 | $0 |
| Total | ¥442,905,549,812,774 | $3,196,865,188,750 |
| Product | Volume CHF | USD Equivalent |
|---|---|---|
| IRS | CHF130,900,000 | $145,526,265 |
| OIS | CHF1,323,138,080,443 | $1,467,169,870,845 |
| Basis | CHF0 | $0 |
| Zeroes | CHF0 | $0 |
| FRAs | CHF0 | $0 |
| VNS | CHF15,200,000 | $17,526,665 |
| Inflation | CHF0 | $0 |
| Total | CHF1,323,284,180,443 | $1,467,332,923,775 |
| Product | Volume AUD | USD Equivalent |
|---|---|---|
| IRS | $4,797,701,449,544 | $3,206,231,937,517 |
| OIS | $17,497,751,362,667 | $11,718,532,074,334 |
| Basis | $1,312,531,894,590 | $876,813,627,677 |
| Zeroes | $0 | $0 |
| FRAs | $0 | $0 |
| VNS | $1,042,931,060 | $698,324,098 |
| Inflation | $0 | $0 |
| Total | $23,609,027,637,861 | $15,802,275,963,626 |
| Product | Volume CAD | USD Equivalent |
|---|---|---|
| IRS | $2,096,963,640,865 | $1,554,939,172,094 |
| OIS | $8,023,071,660,808 | $5,963,475,762,966 |
| Basis | $386,539,515,400 | $287,505,602,423 |
| Zeroes | $1,453,000,000 | $1,076,774,863 |
| FRAs | $0 | $0 |
| VNS | $4,490,654,653 | $3,334,901,021 |
| Inflation | $0 | $0 |
| Total | $10,512,518,471,726 | $7,810,332,213,367 |
| 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 | BRL164,105,442,671 | $32,919,011,267 |
| OIS | BRL0 | $0 |
| Basis | BRL0 | $0 |
| Zeroes | BRL0 | $0 |
| FRAs | BRL0 | $0 |
| VNS | BRL0 | $0 |
| Inflation | BRL0 | $0 |
| Total | BRL164,105,442,671 | $32,919,011,267 |
| Product | Volume CLP | USD Equivalent |
|---|---|---|
| IRS | CLP12,218,116,288,456 | $14,740,872,769 |
| OIS | CLP0 | $0 |
| Basis | CLP0 | $0 |
| Zeroes | CLP0 | $0 |
| FRAs | CLP0 | $0 |
| VNS | CLP0 | $0 |
| Inflation | CLP0 | $0 |
| Total | CLP12,218,116,288,456 | $14,740,872,769 |
| Product | Volume CNY | USD Equivalent |
|---|---|---|
| IRS | CNY8,623,180,493,842 | $1,224,533,435,825 |
| OIS | CNY0 | $0 |
| Basis | CNY0 | $0 |
| Zeroes | CNY0 | $0 |
| FRAs | CNY0 | $0 |
| VNS | CNY0 | $0 |
| Inflation | CNY0 | $0 |
| Total | CNY8,623,180,493,842 | $1,224,533,435,825 |
| Product | Volume COP | USD Equivalent |
|---|---|---|
| IRS | COP0 | $0 |
| OIS | COP22,148,919,103,726 | $5,208,041,175 |
| Basis | COP0 | $0 |
| Zeroes | COP0 | $0 |
| FRAs | COP0 | $0 |
| VNS | COP0 | $0 |
| Inflation | COP0 | $0 |
| Total | COP22,148,919,103,726 | $5,208,041,175 |
| Product | Volume CZK | USD Equivalent |
|---|---|---|
| IRS | CZK16,885,324,222,427 | $767,293,689,746 |
| OIS | CZK0 | $0 |
| Basis | CZK0 | $0 |
| Zeroes | CZK11,349,700,000 | $508,587,778 |
| FRAs | CZK18,388,814,086,642 | $833,466,619,895 |
| VNS | CZK0 | $0 |
| Inflation | CZK0 | $0 |
| Total | CZK35,285,488,009,069 | $1,601,268,897,419 |
| Product | Volume DKK | USD Equivalent |
|---|---|---|
| IRS | DKK376,120,758,000 | $54,445,353,952 |
| OIS | DKK89,907,400,000 | $13,084,969,294 |
| Basis | DKK0 | $0 |
| Zeroes | DKK0 | $0 |
| FRAs | DKK2,000,000,000 | $294,169,559 |
| VNS | DKK364,000,000 | $53,611,340 |
| Inflation | DKK0 | $0 |
| Total | DKK468,392,158,000 | $67,878,104,145 |
| Product | Volume HKD | USD Equivalent |
|---|---|---|
| IRS | HKD5,187,800,362,299 | $662,143,449,586 |
| OIS | HKD2,000,000,000 | $256,162,304 |
| Basis | HKD318,592,000,000 | $40,641,947,258 |
| Zeroes | HKD10,000,000 | $1,280,844 |
| FRAs | HKD0 | $0 |
| VNS | HKD73,089,475 | $9,340,156 |
| Inflation | HKD0 | $0 |
| Total | HKD5,508,475,451,774 | $703,052,180,148 |
| Product | Volume HUF | USD Equivalent |
|---|---|---|
| IRS | HUF63,249,183,609,041 | $179,523,247,107 |
| OIS | HUF0 | $0 |
| Basis | HUF0 | $0 |
| Zeroes | HUF147,000,000,000 | $418,928,739 |
| FRAs | HUF42,703,137,136,000 | $121,582,940,565 |
| VNS | HUF1,284,450,472 | $3,745,846 |
| Inflation | HUF0 | $0 |
| Total | HUF106,100,605,195,513 | $301,528,862,257 |
| Product | Volume ILS | USD Equivalent |
|---|---|---|
| IRS | ILS1,630,305,204,914 | $447,731,707,055 |
| OIS | ILS0 | $0 |
| Basis | ILS0 | $0 |
| Zeroes | ILS0 | $0 |
| FRAs | ILS987,390,900,000 | $271,633,970,752 |
| VNS | ILS0 | $0 |
| Inflation | ILS0 | $0 |
| Total | ILS2,617,696,104,914 | $719,365,677,807 |
| Product | Volume INR | USD Equivalent |
|---|---|---|
| IRS | INR0 | $0 |
| OIS | INR64,074,912,997,262 | $777,904,558,276 |
| Basis | INR0 | $0 |
| Zeroes | INR0 | $0 |
| FRAs | INR0 | $0 |
| VNS | INR0 | $0 |
| Inflation | INR0 | $0 |
| Total | INR64,074,912,997,262 | $777,904,558,276 |
| Product | Volume KRW | USD Equivalent |
|---|---|---|
| IRS | KRW1,777,076,093,570,512 | $1,364,896,200,429 |
| OIS | KRW0 | $0 |
| Basis | KRW0 | $0 |
| Zeroes | KRW0 | $0 |
| FRAs | KRW0 | $0 |
| VNS | KRW0 | $0 |
| Inflation | KRW0 | $0 |
| Total | KRW1,777,076,093,570,512 | $1,364,896,200,429 |
| Product | Volume MXN | USD Equivalent |
|---|---|---|
| IRS | MXN1,668,829,390,276 | $93,737,591,218 |
| OIS | MXN0 | $0 |
| Basis | MXN0 | $0 |
| Zeroes | MXN0 | $0 |
| FRAs | MXN0 | $0 |
| VNS | MXN0 | $0 |
| Inflation | MXN0 | $0 |
| Total | MXN1,668,829,390,276 | $93,737,591,218 |
| Product | Volume NOK | USD Equivalent |
|---|---|---|
| IRS | NOK4,943,427,840,098 | $469,485,217,608 |
| OIS | NOK1,563,580,000,000 | $149,313,396,624 |
| Basis | NOK8,670,000,000 | $812,218,542 |
| Zeroes | NOK28,480,000,000 | $2,674,927,060 |
| FRAs | NOK3,424,509,600,000 | $329,507,257,817 |
| VNS | NOK3,912,419,386 | $375,014,014 |
| Inflation | NOK0 | $0 |
| Total | NOK9,972,579,859,484 | $952,168,031,665 |
| Product | Volume NZD | USD Equivalent |
|---|---|---|
| IRS | NZD1,995,947,324,768 | $1,228,945,985,618 |
| OIS | NZD3,209,312,006,000 | $1,973,331,026,401 |
| Basis | NZD50,065,250,000 | $30,608,190,775 |
| Zeroes | NZD0 | $0 |
| FRAs | NZD0 | $0 |
| VNS | NZD55,390,308 | $34,731,608 |
| Inflation | NZD0 | $0 |
| Total | NZD5,255,379,971,076 | $3,232,919,934,402 |
| Product | Volume PLN | USD Equivalent |
|---|---|---|
| IRS | PLN2,847,717,918,894 | $673,138,509,046 |
| OIS | PLN0 | $0 |
| Basis | PLN0 | $0 |
| Zeroes | PLN1,766,240,000 | $441,034,418 |
| FRAs | PLN1,447,259,460,000 | $343,054,049,162 |
| VNS | PLN120,605,752 | $29,505,219 |
| Inflation | PLN0 | $0 |
| Total | PLN4,296,864,224,646 | $1,016,663,097,845 |
| Product | Volume SEK | USD Equivalent |
|---|---|---|
| IRS | SEK8,890,441,056,839 | $838,347,610,080 |
| OIS | SEK80,570,000,000 | $7,547,475,364 |
| Basis | SEK0 | $0 |
| Zeroes | SEK30,100,000,000 | $2,858,356,250 |
| FRAs | SEK3,628,217,574,000 | $342,505,494,507 |
| VNS | SEK774,323,650 | $73,683,250 |
| Inflation | SEK0 | $0 |
| Total | SEK12,630,102,954,489 | $1,191,332,619,451 |
| Product | Volume SGD | USD Equivalent |
|---|---|---|
| IRS | SGD18,482,043,393 | $13,823,698,778 |
| OIS | SGD1,253,567,086,630 | $934,927,281,606 |
| Basis | SGD0 | $0 |
| Zeroes | SGD0 | $0 |
| FRAs | SGD0 | $0 |
| VNS | SGD707,171,144 | $526,544,986 |
| Inflation | SGD0 | $0 |
| Total | SGD1,272,756,301,167 | $949,277,525,370 |
| Product | Volume THB | USD Equivalent |
|---|---|---|
| IRS | THB95,800,836,122 | $2,799,052,525 |
| OIS | THB11,080,836,942,087 | $319,678,208,711 |
| Basis | THB0 | $0 |
| Zeroes | THB0 | $0 |
| FRAs | THB0 | $0 |
| VNS | THB0 | $0 |
| Inflation | THB0 | $0 |
| Total | THB11,176,637,778,209 | $322,477,261,236 |
| Product | Volume TWD | USD Equivalent |
|---|---|---|
| IRS | TWD5,515,223,158,700 | $178,057,435,551 |
| OIS | TWD0 | $0 |
| Basis | TWD0 | $0 |
| Zeroes | TWD0 | $0 |
| FRAs | TWD0 | $0 |
| VNS | TWD0 | $0 |
| Inflation | TWD0 | $0 |
| Total | TWD5,515,223,158,700 | $178,057,435,551 |
| Product | Volume ZAR | USD Equivalent |
|---|---|---|
| IRS | ZAR58,517,834,864,002 | $3,189,024,852,007 |
| OIS | ZAR0 | $0 |
| Basis | ZAR0 | $0 |
| Zeroes | ZAR150,629,568,588 | $8,074,847,434 |
| FRAs | ZAR0 | $0 |
| VNS | ZAR0 | $0 |
| Inflation | ZAR0 | $0 |
| Total | ZAR58,668,464,432,590 | $3,197,099,699,441 |
| Product | USD Equivalent |
|---|---|
| IRS | $32,035,212,139,450 |
| OIS | $243,087,766,666,381 |
| Basis | $5,242,516,715,570 |
| Zeroes | $87,342,647,205 |
| FRAs | $11,653,750,471,154 |
| VNS | $217,063,614,073 |
| Inflation | $2,367,503,612,029 |
| Total | $294,691,155,865,862 |
Show:
| Product | USD Equivalent |
|---|---|
| IRS | $87,270,536,342 |
| OIS | $27,067,243,408,052 |
| Basis | $1,500,009,428,221 |
| Zeroes | $0 |
| FRAs | $0 |
| VNS | $387,680,057,064 |
| Inflation | $442,502,756,094 |
| Total | $29,484,706,185,773 |
| Product | Volume EUR | USD Equivalent |
|---|---|---|
| IRS | €8,565,823,441,632 | $9,051,077,339,600 |
| OIS | €10,536,326,234,363 | $11,133,209,115,539 |
| Basis | €391,019,606,781 | $413,170,867,505 |
| Zeroes | €78,684,778,600 | $83,142,271,308 |
| FRAs | €2,268,961,311,506 | $2,397,497,969,802 |
| VNS | €242,099,035,937 | $255,813,946,322 |
| Inflation | €437,417,842,531 | $462,197,563,310 |
| Total | €22,520,332,251,350 | $23,796,109,073,386 |
| Product | Volume GBP | USD Equivalent |
|---|---|---|
| IRS | £0 | $0 |
| OIS | £5,150,913,677,853 | $6,262,223,303,850 |
| Basis | £0 | $0 |
| Zeroes | £0 | $0 |
| FRAs | £0 | $0 |
| VNS | £85,456,618,301 | $103,893,883,699 |
| Inflation | £486,101,388,181 | $590,977,762,680 |
| Total | £5,722,471,684,335 | $6,957,094,950,229 |
| Product | Volume JPY | USD Equivalent |
|---|---|---|
| IRS | ¥0 | $0 |
| OIS | ¥177,761,029,850,177 | $1,192,426,831,126 |
| Basis | ¥0 | $0 |
| Zeroes | ¥0 | $0 |
| FRAs | ¥0 | $0 |
| VNS | ¥34,457,238,351 | $231,140,287 |
| Inflation | ¥0 | $0 |
| Total | ¥177,795,487,088,528 | $1,192,657,971,413 |
| Product | Volume CHF | USD Equivalent |
|---|---|---|
| IRS | CHF0 | $0 |
| OIS | CHF605,482,993,120 | $661,585,438,286 |
| Basis | CHF0 | $0 |
| Zeroes | CHF0 | $0 |
| FRAs | CHF0 | $0 |
| VNS | CHF558,017,250 | $609,721,646 |
| Inflation | CHF0 | $0 |
| Total | CHF606,041,010,370 | $662,195,159,932 |
| Product | Volume AUD | USD Equivalent |
|---|---|---|
| IRS | $2,548,462,266,557 | $1,629,486,773,237 |
| OIS | $3,066,863,531,993 | $1,960,952,542,356 |
| Basis | $707,512,478,544 | $452,383,478,781 |
| Zeroes | $51,730,713 | $33,076,618 |
| FRAs | $0 | $0 |
| VNS | $18,823,207,139 | $12,035,558,645 |
| Inflation | $0 | $0 |
| Total | $6,341,713,214,946 | $4,054,891,429,637 |
| Product | Volume CAD | USD Equivalent |
|---|---|---|
| IRS | $1,188,212,085,464 | $878,725,103,878 |
| OIS | $1,535,115,130,736 | $1,135,272,245,774 |
| Basis | $185,372,836,316 | $137,089,806,475 |
| Zeroes | $2,071,401,509 | $1,531,875,099 |
| FRAs | $0 | $0 |
| VNS | $19,973,161,866 | $14,770,863,679 |
| Inflation | $0 | $0 |
| Total | $2,930,744,615,891 | $2,167,389,894,905 |
| 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 | BRL37,096,853,946 | $7,439,308,135 |
| OIS | BRL0 | $0 |
| Basis | BRL0 | $0 |
| Zeroes | BRL0 | $0 |
| FRAs | BRL0 | $0 |
| VNS | BRL0 | $0 |
| Inflation | BRL0 | $0 |
| Total | BRL37,096,853,946 | $7,439,308,135 |
| Product | Volume CLP | USD Equivalent |
|---|---|---|
| IRS | CLP5,039,846,571,914 | $5,575,668,295 |
| OIS | CLP0 | $0 |
| Basis | CLP0 | $0 |
| Zeroes | CLP0 | $0 |
| FRAs | CLP0 | $0 |
| VNS | CLP0 | $0 |
| Inflation | CLP0 | $0 |
| Total | CLP5,039,846,571,914 | $5,575,668,295 |
| Product | Volume CNY | USD Equivalent |
|---|---|---|
| IRS | CNY3,890,438,646,239 | $532,116,757,906 |
| OIS | CNY0 | $0 |
| Basis | CNY0 | $0 |
| Zeroes | CNY0 | $0 |
| FRAs | CNY0 | $0 |
| VNS | CNY0 | $0 |
| Inflation | CNY0 | $0 |
| Total | CNY3,890,438,646,239 | $532,116,757,906 |
| Product | Volume COP | USD Equivalent |
|---|---|---|
| IRS | COP0 | $0 |
| OIS | COP18,929,988,151,726 | $4,645,965,923 |
| Basis | COP0 | $0 |
| Zeroes | COP0 | $0 |
| FRAs | COP0 | $0 |
| VNS | COP0 | $0 |
| Inflation | COP0 | $0 |
| Total | COP18,929,988,151,726 | $4,645,965,923 |
| Product | Volume CZK | USD Equivalent |
|---|---|---|
| IRS | CZK11,675,669,971,404 | $504,784,693,965 |
| OIS | CZK0 | $0 |
| Basis | CZK5,964,000,000 | $257,846,952 |
| Zeroes | CZK5,607,900,000 | $242,451,362 |
| FRAs | CZK8,308,695,814,929 | $359,217,285,557 |
| VNS | CZK21,497,614,344 | $929,425,609 |
| Inflation | CZK0 | $0 |
| Total | CZK20,017,435,300,677 | $865,431,703,445 |
| Product | Volume DKK | USD Equivalent |
|---|---|---|
| IRS | DKK1,146,340,583,958 | $162,425,252,592 |
| OIS | DKK78,371,400,000 | $11,104,461,117 |
| Basis | DKK5,150,000,000 | $729,704,647 |
| Zeroes | DKK0 | $0 |
| FRAs | DKK2,000,000,000 | $283,380,445 |
| VNS | DKK3,488,157,525 | $494,237,816 |
| Inflation | DKK0 | $0 |
| Total | DKK1,235,350,141,483 | $175,037,036,617 |
| Product | Volume HKD | USD Equivalent |
|---|---|---|
| IRS | HKD3,484,220,523,092 | $445,452,810,828 |
| OIS | HKD0 | $0 |
| Basis | HKD447,392,103,396 | $57,198,466,251 |
| Zeroes | HKD10,000,000 | $1,278,486 |
| FRAs | HKD0 | $0 |
| VNS | HKD3,915,243,563 | $500,558,515 |
| Inflation | HKD0 | $0 |
| Total | HKD3,935,537,870,051 | $503,153,114,080 |
| Product | Volume HUF | USD Equivalent |
|---|---|---|
| IRS | HUF34,765,725,202,187 | $93,974,118,671 |
| OIS | HUF0 | $0 |
| Basis | HUF0 | $0 |
| Zeroes | HUF10,200,000,000 | $27,571,293 |
| FRAs | HUF15,023,148,000,000 | $40,608,590,350 |
| VNS | HUF228,694,183,225 | $618,175,924 |
| Inflation | HUF0 | $0 |
| Total | HUF50,027,767,385,412 | $135,228,456,238 |
| Product | Volume ILS | USD Equivalent |
|---|---|---|
| IRS | ILS871,174,201,898 | $227,448,749,908 |
| OIS | ILS0 | $0 |
| Basis | ILS0 | $0 |
| Zeroes | ILS0 | $0 |
| FRAs | ILS112,615,700,000 | $29,402,041,669 |
| VNS | ILS0 | $0 |
| Inflation | ILS0 | $0 |
| Total | ILS983,789,901,898 | $256,850,791,577 |
| Product | Volume INR | USD Equivalent |
|---|---|---|
| IRS | INR0 | $0 |
| OIS | INR19,477,587,791,986 | $233,950,967,413 |
| Basis | INR0 | $0 |
| Zeroes | INR0 | $0 |
| FRAs | INR0 | $0 |
| VNS | INR0 | $0 |
| Inflation | INR0 | $0 |
| Total | INR19,477,587,791,986 | $233,950,967,413 |
| Product | Volume KRW | USD Equivalent |
|---|---|---|
| IRS | KRW810,979,115,872,256 | $599,158,582,279 |
| OIS | KRW0 | $0 |
| Basis | KRW0 | $0 |
| Zeroes | KRW0 | $0 |
| FRAs | KRW0 | $0 |
| VNS | KRW0 | $0 |
| Inflation | KRW0 | $0 |
| Total | KRW810,979,115,872,256 | $599,158,582,279 |
| Product | Volume MXN | USD Equivalent |
|---|---|---|
| IRS | MXN935,328,190,601 | $53,499,754,937 |
| OIS | MXN0 | $0 |
| Basis | MXN0 | $0 |
| Zeroes | MXN0 | $0 |
| FRAs | MXN0 | $0 |
| VNS | MXN0 | $0 |
| Inflation | MXN0 | $0 |
| Total | MXN935,328,190,601 | $53,499,754,937 |
| Product | Volume NOK | USD Equivalent |
|---|---|---|
| IRS | NOK1,854,549,819,169 | $171,253,763,573 |
| OIS | NOK574,285,000,000 | $53,030,911,651 |
| Basis | NOK35,789,950,124 | $3,304,933,409 |
| Zeroes | NOK0 | $0 |
| FRAs | NOK313,278,000,000 | $28,928,873,191 |
| VNS | NOK53,046,528,238 | $4,898,448,945 |
| Inflation | NOK0 | $0 |
| Total | NOK2,830,949,297,531 | $261,416,930,769 |
| Product | Volume NZD | USD Equivalent |
|---|---|---|
| IRS | NZD1,141,650,399,111 | $678,711,162,271 |
| OIS | NZD1,399,273,645,066 | $831,868,181,992 |
| Basis | NZD32,265,250,000 | $19,181,691,125 |
| Zeroes | NZD0 | $0 |
| FRAs | NZD0 | $0 |
| VNS | NZD745,054,388 | $442,934,834 |
| Inflation | NZD0 | $0 |
| Total | NZD2,573,934,348,565 | $1,530,203,970,222 |
| Product | Volume PLN | USD Equivalent |
|---|---|---|
| IRS | PLN1,824,392,856,551 | $418,266,049,922 |
| OIS | PLN0 | $0 |
| Basis | PLN0 | $0 |
| Zeroes | PLN1,766,040,000 | $404,887,890 |
| FRAs | PLN715,310,850,000 | $163,994,417,442 |
| VNS | PLN6,137,983,947 | $1,407,213,523 |
| Inflation | PLN0 | $0 |
| Total | PLN2,547,607,730,498 | $584,072,568,777 |
| Product | Volume SEK | USD Equivalent |
|---|---|---|
| IRS | SEK3,835,080,481,274 | $347,622,932,777 |
| OIS | SEK14,870,000,000 | $1,347,860,374 |
| Basis | SEK0 | $0 |
| Zeroes | SEK0 | $0 |
| FRAs | SEK602,922,200,000 | $54,650,634,954 |
| VNS | SEK16,883,020,901 | $1,530,326,487 |
| Inflation | SEK0 | $0 |
| Total | SEK4,469,755,702,175 | $405,151,754,592 |
| Product | Volume SGD | USD Equivalent |
|---|---|---|
| IRS | SGD10,380,086,984 | $7,580,302,322 |
| OIS | SGD626,405,961,328 | $457,447,665,920 |
| Basis | SGD0 | $0 |
| Zeroes | SGD0 | $0 |
| FRAs | SGD0 | $0 |
| VNS | SGD1,081,565,440 | $789,838,566 |
| Inflation | SGD0 | $0 |
| Total | SGD637,867,613,752 | $465,817,806,808 |
| Product | Volume THB | USD Equivalent |
|---|---|---|
| IRS | THB166,369,072,988 | $4,563,057,405 |
| OIS | THB3,155,166,531,629 | $86,537,754,570 |
| Basis | THB0 | $0 |
| Zeroes | THB0 | $0 |
| FRAs | THB0 | $0 |
| VNS | THB0 | $0 |
| Inflation | THB0 | $0 |
| Total | THB3,321,535,604,617 | $91,100,811,975 |
| Product | Volume TWD | USD Equivalent |
|---|---|---|
| IRS | TWD1,837,552,372,485 | $57,029,650,616 |
| OIS | TWD0 | $0 |
| Basis | TWD0 | $0 |
| Zeroes | TWD0 | $0 |
| FRAs | TWD0 | $0 |
| VNS | TWD0 | $0 |
| Inflation | TWD0 | $0 |
| Total | TWD1,837,552,372,485 | $57,029,650,616 |
| Product | Volume ZAR | USD Equivalent |
|---|---|---|
| IRS | ZAR39,503,559,298,024 | $2,069,538,576,287 |
| OIS | ZAR0 | $0 |
| Basis | ZAR0 | $0 |
| Zeroes | ZAR57,469,568,588 | $3,010,753,746 |
| FRAs | ZAR0 | $0 |
| VNS | ZAR375,000,000 | $19,645,748 |
| Inflation | ZAR0 | $0 |
| Total | ZAR39,561,403,866,612 | $2,072,568,975,781 |
| Product | USD Equivalent |
|---|---|
| IRS | $18,033,000,945,746 |
| OIS | $51,092,846,653,943 |
| Basis | $2,583,326,223,366 |
| Zeroes | $88,394,165,802 |
| FRAs | $3,074,583,193,410 |
| VNS | $786,665,977,309 |
| Inflation | $1,495,678,082,084 |
| Total | $77,154,495,241,660 |
Figures as of COB Sep 26, 2023.
Notional Outstanding by Product
As of COB Sep 26, 2023
Daily Notional by Tenor
As of COB Sep 26, 2023
Notional Outstanding by Tenor
As of COB Sep 26, 2023
Monthly Notional Volumes
Data as of month end.
Monthly Notional Outstanding
Data as of month end.
Monthly Trades Registered
Data as of month end.
Monthly Trades Outstanding
Data as of month end.
Volume and Notional Outstanding Totals
| Currency | Daily | Weekly | YTD | Notional Outstanding |
|---|---|---|---|---|
| USD | $2,285,258,554,021 | $11,552,521,566,354 | $361,994,185,759,885 | $131,889,915,530,148 |
| EUR | €2,693,520,839,291 | €8,125,725,010,684 | €333,048,497,423,527 | €132,939,489,440,754 |
| GBP | £333,223,942,293 | £4,444,337,200,729 | £84,782,672,647,696 | £34,041,080,368,413 |
| JPY | ¥10,799,387,672,800 | ¥45,572,779,505,812 | ¥1,161,228,900,870,490 | ¥1,022,189,554,152,244 |
| CHF | CHF11,655,785,000 | CHF116,803,524,992 | CHF5,120,806,893,796 | CHF2,958,585,769,421 |
| AUD | $304,019,538,000 | $1,640,914,137,349 | $77,498,990,922,697 | $38,454,048,960,993 |
| CAD | $116,741,179,400 | $857,707,410,501 | $31,524,534,190,270 | $23,056,318,703,149 |
Other* Show All Hide | $317,330,242,714 | $2,035,697,659,178 | $58,235,437,028,716 | $40,649,081,344,332 |
| BRL | BRL157,064,064 | BRL1,727,981,591 | BRL343,846,934,710 | BRL349,486,551,136 |
| CLP | CLP401,450,600,000 | CLP819,317,021,670 | CLP27,094,384,530,762 | CLP36,045,242,673,762 |
| CNY | CNY45,948,256,000 | CNY989,577,118,301 | CNY26,457,962,040,046 | CNY19,010,018,127,298 |
| COP | COP14,576,000,000 | COP1,321,304,000,000 | COP56,087,685,255,452 | COP87,139,159,402,756 |
| CZK | CZK1,049,244,568,000 | CZK8,505,427,797,888 | CZK126,254,254,417,081 | CZK81,880,989,335,063 |
| DKK | DKK8,955,814,000 | DKK57,730,922,000 | DKK1,249,447,960,000 | DKK5,154,196,730,051 |
| HKD | HKD112,679,587,718 | HKD580,827,478,000 | HKD19,584,881,050,826 | HKD20,088,990,700,387 |
| HUF | HUF3,546,052,380,000 | HUF31,848,374,071,692 | HUF503,851,866,602,598 | HUF301,207,162,909,019 |
| ILS | ILS31,426,908,000 | ILS134,859,595,386 | ILS6,387,900,776,812 | ILS4,044,336,346,355 |
| INR | INR922,192,990,000 | INR5,056,728,416,872 | INR228,987,363,923,826 | INR165,683,276,248,757 |
| KRW | KRW90,808,548,134,000 | KRW171,065,333,649,344 | KRW5,206,130,198,192,686 | KRW4,561,928,186,915,871 |
| MXN | MXN25,337,524,892 | MXN127,419,160,104 | MXN3,766,156,526,096 | MXN4,965,618,520,714 |
| NOK | NOK104,155,694,000 | NOK1,697,135,199,648 | NOK37,543,410,813,890 | NOK26,393,505,028,567 |
| NZD | NZD45,715,897,388 | NZD350,716,908,328 | NZD14,841,830,795,114 | NZD10,004,411,925,132 |
| PLN | PLN64,751,180,000 | PLN842,525,570,714 | PLN15,775,087,242,133 | PLN11,415,988,329,579 |
| SEK | SEK272,264,611,865 | SEK1,770,025,510,861 | SEK57,278,864,490,965 | SEK49,402,570,475,398 |
| SGD | SGD23,107,142,000 | SGD121,672,616,874 | SGD3,994,185,513,523 | SGD2,240,568,518,813 |
| THB | THB157,463,132,000 | THB1,622,490,458,434 | THB38,562,361,728,006 | THB25,579,156,441,584 |
| TWD | TWD48,426,692,000 | TWD365,987,612,000 | TWD14,897,668,215,028 | TWD15,311,412,504,259 |
| ZAR | ZAR1,013,690,898,570 | ZAR4,893,219,026,382 | ZAR171,354,302,369,287 | ZAR100,618,005,337,711 |
| Total in USD | $6,219,717,373,398 | $29,872,739,769,109 | $975,534,696,092,296 | $406,123,040,180,952 |
Figures as of COB Sep 26, 2023. Weekly figures as of COB Sep 22, 2023. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR
Volumes by Product
Show:
| Product | USD Equivalent |
|---|---|
| IRS | $1,397,187,600 |
| OIS | $2,195,736,676,954 |
| Basis | $70,381,800,000 |
| Zeroes | $0 |
| FRAs | $0 |
| VNS | $1,479,057,867 |
| Inflation | $16,263,831,600 |
| Total | $2,285,258,554,021 |
| Product | Volume EUR | USD Equivalent |
|---|---|---|
| IRS | €436,213,943,164 | $460,925,463,044 |
| OIS | €769,667,729,822 | $813,269,406,716 |
| Basis | €12,657,200,000 | $13,374,230,380 |
| Zeroes | €160,000,000 | $169,064,000 |
| FRAs | €1,449,580,000,000 | $1,531,698,707,000 |
| VNS | €292,270,305 | $308,827,418 |
| Inflation | €24,949,696,000 | $26,363,096,278 |
| Total | €2,693,520,839,291 | $2,846,108,794,836 |
| Product | Volume GBP | USD Equivalent |
|---|---|---|
| IRS | £0 | $0 |
| OIS | £321,347,373,127 | $390,678,068,879 |
| Basis | £0 | $0 |
| Zeroes | £0 | $0 |
| FRAs | £0 | $0 |
| VNS | £407,017,166 | $494,831,120 |
| Inflation | £11,469,552,000 | $13,944,107,844 |
| Total | £333,223,942,293 | $405,117,007,843 |
| Product | Volume JPY | USD Equivalent |
|---|---|---|
| IRS | ¥16,000,000,000 | $107,328,526 |
| OIS | ¥10,783,387,672,800 | $72,335,318,952 |
| Basis | ¥0 | $0 |
| Zeroes | ¥0 | $0 |
| FRAs | ¥0 | $0 |
| VNS | ¥0 | $0 |
| Inflation | ¥0 | $0 |
| Total | ¥10,799,387,672,800 | $72,442,647,478 |
| Product | Volume CHF | USD Equivalent |
|---|---|---|
| IRS | CHF0 | $0 |
| OIS | CHF11,655,785,000 | $12,735,779,065 |
| Basis | CHF0 | $0 |
| Zeroes | CHF0 | $0 |
| FRAs | CHF0 | $0 |
| VNS | CHF0 | $0 |
| Inflation | CHF0 | $0 |
| Total | CHF11,655,785,000 | $12,735,779,065 |
| Product | Volume AUD | USD Equivalent |
|---|---|---|
| IRS | $136,919,538,000 | $87,546,352,597 |
| OIS | $114,978,260,000 | $73,517,099,444 |
| Basis | $52,121,740,000 | $33,326,640,556 |
| Zeroes | $0 | $0 |
| FRAs | $0 | $0 |
| VNS | $0 | $0 |
| Inflation | $0 | $0 |
| Total | $304,019,538,000 | $194,390,092,597 |
| Product | Volume CAD | USD Equivalent |
|---|---|---|
| IRS | $3,476,300,000 | $2,570,847,508 |
| OIS | $111,264,879,400 | $82,284,336,193 |
| Basis | $0 | $0 |
| Zeroes | $0 | $0 |
| FRAs | $0 | $0 |
| VNS | $2,000,000,000 | $1,479,071,143 |
| Inflation | $0 | $0 |
| Total | $116,741,179,400 | $86,334,254,844 |
| 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 | BRL157,064,064 | $31,497,225 |
| OIS | BRL0 | $0 |
| Basis | BRL0 | $0 |
| Zeroes | BRL0 | $0 |
| FRAs | BRL0 | $0 |
| VNS | BRL0 | $0 |
| Inflation | BRL0 | $0 |
| Total | BRL157,064,064 | $31,497,225 |
| Product | Volume CLP | USD Equivalent |
|---|---|---|
| IRS | CLP401,450,600,000 | $444,131,652 |
| OIS | CLP0 | $0 |
| Basis | CLP0 | $0 |
| Zeroes | CLP0 | $0 |
| FRAs | CLP0 | $0 |
| VNS | CLP0 | $0 |
| Inflation | CLP0 | $0 |
| Total | CLP401,450,600,000 | $444,131,652 |
| Product | Volume CNY | USD Equivalent |
|---|---|---|
| IRS | CNY45,948,256,000 | $6,284,596,478 |
| OIS | CNY0 | $0 |
| Basis | CNY0 | $0 |
| Zeroes | CNY0 | $0 |
| FRAs | CNY0 | $0 |
| VNS | CNY0 | $0 |
| Inflation | CNY0 | $0 |
| Total | CNY45,948,256,000 | $6,284,596,478 |
| Product | Volume COP | USD Equivalent |
|---|---|---|
| IRS | COP0 | $0 |
| OIS | COP14,576,000,000 | $3,577,371 |
| Basis | COP0 | $0 |
| Zeroes | COP0 | $0 |
| FRAs | COP0 | $0 |
| VNS | COP0 | $0 |
| Inflation | COP0 | $0 |
| Total | COP14,576,000,000 | $3,577,371 |
| Product | Volume CZK | USD Equivalent |
|---|---|---|
| IRS | CZK365,163,768,000 | $15,787,452,140 |
| OIS | CZK0 | $0 |
| Basis | CZK0 | $0 |
| Zeroes | CZK0 | $0 |
| FRAs | CZK684,080,800,000 | $29,575,477,735 |
| VNS | CZK0 | $0 |
| Inflation | CZK0 | $0 |
| Total | CZK1,049,244,568,000 | $45,362,929,875 |
| Product | Volume DKK | USD Equivalent |
|---|---|---|
| IRS | DKK7,247,814,000 | $1,026,944,380 |
| OIS | DKK1,708,000,000 | $242,006,900 |
| Basis | DKK0 | $0 |
| Zeroes | DKK0 | $0 |
| FRAs | DKK0 | $0 |
| VNS | DKK0 | $0 |
| Inflation | DKK0 | $0 |
| Total | DKK8,955,814,000 | $1,268,951,280 |
| Product | Volume HKD | USD Equivalent |
|---|---|---|
| IRS | HKD110,679,587,718 | $14,150,233,352 |
| OIS | HKD0 | $0 |
| Basis | HKD2,000,000,000 | $255,697,254 |
| Zeroes | HKD0 | $0 |
| FRAs | HKD0 | $0 |
| VNS | HKD0 | $0 |
| Inflation | HKD0 | $0 |
| Total | HKD112,679,587,718 | $14,405,930,606 |
| Product | Volume HUF | USD Equivalent |
|---|---|---|
| IRS | HUF974,052,380,000 | $2,632,929,801 |
| OIS | HUF0 | $0 |
| Basis | HUF0 | $0 |
| Zeroes | HUF0 | $0 |
| FRAs | HUF2,572,000,000,000 | $6,952,290,850 |
| VNS | HUF0 | $0 |
| Inflation | HUF0 | $0 |
| Total | HUF3,546,052,380,000 | $9,585,220,651 |
| Product | Volume ILS | USD Equivalent |
|---|---|---|
| IRS | ILS17,396,908,000 | $4,542,036,447 |
| OIS | ILS0 | $0 |
| Basis | ILS0 | $0 |
| Zeroes | ILS0 | $0 |
| FRAs | ILS14,030,000,000 | $3,662,994,100 |
| VNS | ILS0 | $0 |
| Inflation | ILS0 | $0 |
| Total | ILS31,426,908,000 | $8,205,030,547 |
| Product | Volume INR | USD Equivalent |
|---|---|---|
| IRS | INR0 | $0 |
| OIS | INR922,192,990,000 | $11,076,728,004 |
| Basis | INR0 | $0 |
| Zeroes | INR0 | $0 |
| FRAs | INR0 | $0 |
| VNS | INR0 | $0 |
| Inflation | INR0 | $0 |
| Total | INR922,192,990,000 | $11,076,728,004 |
| Product | Volume KRW | USD Equivalent |
|---|---|---|
| IRS | KRW90,808,548,134,000 | $67,090,162,859 |
| OIS | KRW0 | $0 |
| Basis | KRW0 | $0 |
| Zeroes | KRW0 | $0 |
| FRAs | KRW0 | $0 |
| VNS | KRW0 | $0 |
| Inflation | KRW0 | $0 |
| Total | KRW90,808,548,134,000 | $67,090,162,859 |
| Product | Volume MXN | USD Equivalent |
|---|---|---|
| IRS | MXN25,337,524,892 | $1,449,278,859 |
| OIS | MXN0 | $0 |
| Basis | MXN0 | $0 |
| Zeroes | MXN0 | $0 |
| FRAs | MXN0 | $0 |
| VNS | MXN0 | $0 |
| Inflation | MXN0 | $0 |
| Total | MXN25,337,524,892 | $1,449,278,859 |
| Product | Volume NOK | USD Equivalent |
|---|---|---|
| IRS | NOK51,117,444,000 | $4,720,312,487 |
| OIS | NOK36,990,000,000 | $3,415,749,013 |
| Basis | NOK0 | $0 |
| Zeroes | NOK0 | $0 |
| FRAs | NOK16,000,000,000 | $1,477,479,973 |
| VNS | NOK48,250,000 | $4,455,526 |
| Inflation | NOK0 | $0 |
| Total | NOK104,155,694,000 | $9,617,996,999 |
| Product | Volume NZD | USD Equivalent |
|---|---|---|
| IRS | NZD38,526,897,388 | $22,904,240,497 |
| OIS | NZD7,189,000,000 | $4,273,860,500 |
| Basis | NZD0 | $0 |
| Zeroes | NZD0 | $0 |
| FRAs | NZD0 | $0 |
| VNS | NZD0 | $0 |
| Inflation | NZD0 | $0 |
| Total | NZD45,715,897,388 | $27,178,100,997 |
| Product | Volume PLN | USD Equivalent |
|---|---|---|
| IRS | PLN49,599,180,000 | $11,371,264,157 |
| OIS | PLN0 | $0 |
| Basis | PLN0 | $0 |
| Zeroes | PLN0 | $0 |
| FRAs | PLN15,152,000,000 | $3,473,795,222 |
| VNS | PLN0 | $0 |
| Inflation | PLN0 | $0 |
| Total | PLN64,751,180,000 | $14,845,059,379 |
| Product | Volume SEK | USD Equivalent |
|---|---|---|
| IRS | SEK133,264,611,865 | $12,079,494,925 |
| OIS | SEK0 | $0 |
| Basis | SEK0 | $0 |
| Zeroes | SEK0 | $0 |
| FRAs | SEK139,000,000,000 | $12,599,367,312 |
| VNS | SEK0 | $0 |
| Inflation | SEK0 | $0 |
| Total | SEK272,264,611,865 | $24,678,862,237 |
| Product | Volume SGD | USD Equivalent |
|---|---|---|
| IRS | SGD0 | $0 |
| OIS | SGD23,107,142,000 | $16,874,533,173 |
| Basis | SGD0 | $0 |
| Zeroes | SGD0 | $0 |
| FRAs | SGD0 | $0 |
| VNS | SGD0 | $0 |
| Inflation | SGD0 | $0 |
| Total | SGD23,107,142,000 | $16,874,533,173 |
| Product | Volume THB | USD Equivalent |
|---|---|---|
| IRS | THB0 | $0 |
| OIS | THB157,463,132,000 | $4,318,791,333 |
| Basis | THB0 | $0 |
| Zeroes | THB0 | $0 |
| FRAs | THB0 | $0 |
| VNS | THB0 | $0 |
| Inflation | THB0 | $0 |
| Total | THB157,463,132,000 | $4,318,791,333 |
| Product | Volume TWD | USD Equivalent |
|---|---|---|
| IRS | TWD48,426,692,000 | $1,502,954,347 |
| OIS | TWD0 | $0 |
| Basis | TWD0 | $0 |
| Zeroes | TWD0 | $0 |
| FRAs | TWD0 | $0 |
| VNS | TWD0 | $0 |
| Inflation | TWD0 | $0 |
| Total | TWD48,426,692,000 | $1,502,954,347 |
| Product | Volume ZAR | USD Equivalent |
|---|---|---|
| IRS | ZAR1,013,690,898,570 | $53,105,908,842 |
| OIS | ZAR0 | $0 |
| Basis | ZAR0 | $0 |
| Zeroes | ZAR0 | $0 |
| FRAs | ZAR0 | $0 |
| VNS | ZAR0 | $0 |
| Inflation | ZAR0 | $0 |
| Total | ZAR1,013,690,898,570 | $53,105,908,842 |
| Product | USD Equivalent |
|---|---|
| IRS | $771,670,617,723 |
| OIS | $3,680,761,932,497 |
| Basis | $117,338,368,190 |
| Zeroes | $169,064,000 |
| FRAs | $1,589,440,112,192 |
| VNS | $3,766,243,074 |
| Inflation | $56,571,035,722 |
| Total | $6,219,717,373,398 |
Show:
| Product | USD Equivalent |
|---|---|
| IRS | $49,369,562,122 |
| OIS | $11,236,757,867,949 |
| Basis | $194,831,218,000 |
| Zeroes | $0 |
| FRAs | $0 |
| VNS | $17,801,912,915 |
| Inflation | $53,761,005,368 |
| Total | $11,552,521,566,354 |
| Product | Volume EUR | USD Equivalent |
|---|---|---|
| IRS | €2,602,085,902,401 | $2,777,105,529,299 |
| OIS | €3,987,675,443,901 | $4,255,094,745,770 |
| Basis | €59,178,600,000 | $63,166,457,560 |
| Zeroes | €11,316,365,950 | $12,093,749,562 |
| FRAs | €1,390,997,600,000 | $1,484,853,067,220 |
| VNS | €12,039,370,632 | $12,836,058,775 |
| Inflation | €62,431,727,800 | $66,615,496,214 |
| Total | €8,125,725,010,684 | $8,671,765,104,400 |
| Product | Volume GBP | USD Equivalent |
|---|---|---|
| IRS | £0 | $0 |
| OIS | £4,410,094,737,127 | $5,437,879,435,919 |
| Basis | £0 | $0 |
| Zeroes | £0 | $0 |
| FRAs | £0 | $0 |
| VNS | £397,946,323 | $489,584,925 |
| Inflation | £33,844,517,279 | $41,769,434,955 |
| Total | £4,444,337,200,729 | $5,480,138,455,799 |
| Product | Volume JPY | USD Equivalent |
|---|---|---|
| IRS | ¥5,000,000,000 | $33,819,203 |
| OIS | ¥45,567,779,505,812 | $308,159,661,258 |
| Basis | ¥0 | $0 |
| Zeroes | ¥0 | $0 |
| FRAs | ¥0 | $0 |
| VNS | ¥0 | $0 |
| Inflation | ¥0 | $0 |
| Total | ¥45,572,779,505,812 | $308,193,480,461 |
| Product | Volume CHF | USD Equivalent |
|---|---|---|
| IRS | CHF100,000,000 | $111,346,177 |
| OIS | CHF116,703,524,992 | $129,369,326,410 |
| Basis | CHF0 | $0 |
| Zeroes | CHF0 | $0 |
| FRAs | CHF0 | $0 |
| VNS | CHF0 | $0 |
| Inflation | CHF0 | $0 |
| Total | CHF116,803,524,992 | $129,480,672,587 |
| Product | Volume AUD | USD Equivalent |
|---|---|---|
| IRS | $577,804,634,219 | $372,317,645,104 |
| OIS | $950,460,853,130 | $612,739,578,129 |
| Basis | $112,648,650,000 | $72,629,875,630 |
| Zeroes | $0 | $0 |
| FRAs | $0 | $0 |
| VNS | $0 | $0 |
| Inflation | $0 | $0 |
| Total | $1,640,914,137,349 | $1,057,687,098,863 |
| Product | Volume CAD | USD Equivalent |
|---|---|---|
| IRS | $126,231,188,918 | $93,758,312,261 |
| OIS | $704,750,704,475 | $523,654,102,512 |
| Basis | $21,628,000,000 | $16,063,145,545 |
| Zeroes | $2,906,000,000 | $2,153,549,726 |
| FRAs | $0 | $0 |
| VNS | $2,191,517,108 | $1,626,621,423 |
| Inflation | $0 | $0 |
| Total | $857,707,410,501 | $637,255,731,467 |
| Product | USD Equivalent |
|---|---|
| IRS | $0 |
| OIS | $0 |
| Basis | $0 |
| Zeroes | $0 |
| FRAs | $0 |
| VNS | $0 |
| Inflation | $0 |
| Total | $0 |
| Product | Volume BRL | USD Equivalent |
|---|---|---|
| IRS | BRL1,727,981,591 | $354,369,923 |
| OIS | BRL0 | $0 |
| Basis | BRL0 | $0 |
| Zeroes | BRL0 | $0 |
| FRAs | BRL0 | $0 |
| VNS | BRL0 | $0 |
| Inflation | BRL0 | $0 |
| Total | BRL1,727,981,591 | $354,369,923 |
| Product | Volume CLP | USD Equivalent |
|---|---|---|
| IRS | CLP819,317,021,670 | $924,849,966 |
| OIS | CLP0 | $0 |
| Basis | CLP0 | $0 |
| Zeroes | CLP0 | $0 |
| FRAs | CLP0 | $0 |
| VNS | CLP0 | $0 |
| Inflation | CLP0 | $0 |
| Total | CLP819,317,021,670 | $924,849,966 |
| Product | Volume CNY | USD Equivalent |
|---|---|---|
| IRS | CNY989,577,118,301 | $135,623,934,530 |
| OIS | CNY0 | $0 |
| Basis | CNY0 | $0 |
| Zeroes | CNY0 | $0 |
| FRAs | CNY0 | $0 |
| VNS | CNY0 | $0 |
| Inflation | CNY0 | $0 |
| Total | CNY989,577,118,301 | $135,623,934,530 |
| Product | Volume COP | USD Equivalent |
|---|---|---|
| IRS | COP0 | $0 |
| OIS | COP1,321,304,000,000 | $333,357,588 |
| Basis | COP0 | $0 |
| Zeroes | COP0 | $0 |
| FRAs | COP0 | $0 |
| VNS | COP0 | $0 |
| Inflation | COP0 | $0 |
| Total | COP1,321,304,000,000 | $333,357,588 |
| Product | Volume CZK | USD Equivalent |
|---|---|---|
| IRS | CZK2,016,767,393,338 | $88,083,389,306 |
| OIS | CZK0 | $0 |
| Basis | CZK0 | $0 |
| Zeroes | CZK0 | $0 |
| FRAs | CZK6,488,660,404,550 | $283,431,355,349 |
| VNS | CZK0 | $0 |
| Inflation | CZK0 | $0 |
| Total | CZK8,505,427,797,888 | $371,514,744,655 |
| Product | Volume DKK | USD Equivalent |
|---|---|---|
| IRS | DKK54,678,922,000 | $7,826,849,159 |
| OIS | DKK3,052,000,000 | $437,276,806 |
| Basis | DKK0 | $0 |
| Zeroes | DKK0 | $0 |
| FRAs | DKK0 | $0 |
| VNS | DKK0 | $0 |
| Inflation | DKK0 | $0 |
| Total | DKK57,730,922,000 | $8,264,125,965 |
| Product | Volume HKD | USD Equivalent |
|---|---|---|
| IRS | HKD560,470,478,000 | $71,664,945,360 |
| OIS | HKD0 | $0 |
| Basis | HKD20,357,000,000 | $2,603,113,671 |
| Zeroes | HKD0 | $0 |
| FRAs | HKD0 | $0 |
| VNS | HKD0 | $0 |
| Inflation | HKD0 | $0 |
| Total | HKD580,827,478,000 | $74,268,059,031 |
| Product | Volume HUF | USD Equivalent |
|---|---|---|
| IRS | HUF6,640,754,071,692 | $18,371,186,189 |
| OIS | HUF0 | $0 |
| Basis | HUF0 | $0 |
| Zeroes | HUF0 | $0 |
| FRAs | HUF25,207,620,000,000 | $69,862,884,788 |
| VNS | HUF0 | $0 |
| Inflation | HUF0 | $0 |
| Total | HUF31,848,374,071,692 | $88,234,070,977 |
| Product | Volume ILS | USD Equivalent |
|---|---|---|
| IRS | ILS104,863,595,386 | $27,524,306,942 |
| OIS | ILS0 | $0 |
| Basis | ILS0 | $0 |
| Zeroes | ILS0 | $0 |
| FRAs | ILS29,996,000,000 | $7,876,343,167 |
| VNS | ILS0 | $0 |
| Inflation | ILS0 | $0 |
| Total | ILS134,859,595,386 | $35,400,650,109 |
| Product | Volume INR | USD Equivalent |
|---|---|---|
| IRS | INR0 | $0 |
| OIS | INR5,056,728,416,872 | $60,874,328,390 |
| Basis | INR0 | $0 |
| Zeroes | INR0 | $0 |
| FRAs | INR0 | $0 |
| VNS | INR0 | $0 |
| Inflation | INR0 | $0 |
| Total | INR5,056,728,416,872 | $60,874,328,390 |
| Product | Volume KRW | USD Equivalent |
|---|---|---|
| IRS | KRW171,065,333,649,344 | $128,559,261,451 |
| OIS | KRW0 | $0 |
| Basis | KRW0 | $0 |
| Zeroes | KRW0 | $0 |
| FRAs | KRW0 | $0 |
| VNS | KRW0 | $0 |
| Inflation | KRW0 | $0 |
| Total | KRW171,065,333,649,344 | $128,559,261,451 |
| Product | Volume MXN | USD Equivalent |
|---|---|---|
| IRS | MXN127,419,160,104 | $7,449,811,688 |
| OIS | MXN0 | $0 |
| Basis | MXN0 | $0 |
| Zeroes | MXN0 | $0 |
| FRAs | MXN0 | $0 |
| VNS | MXN0 | $0 |
| Inflation | MXN0 | $0 |
| Total | MXN127,419,160,104 | $7,449,811,688 |
| Product | Volume NOK | USD Equivalent |
|---|---|---|
| IRS | NOK444,399,487,648 | $41,244,260,702 |
| OIS | NOK254,700,000,000 | $23,612,706,587 |
| Basis | NOK0 | $0 |
| Zeroes | NOK28,480,000,000 | $2,648,292,279 |
| FRAs | NOK969,460,000,000 | $90,060,249,146 |
| VNS | NOK95,712,000 | $8,877,627 |
| Inflation | NOK0 | $0 |
| Total | NOK1,697,135,199,648 | $157,574,386,341 |
| Product | Volume NZD | USD Equivalent |
|---|---|---|
| IRS | NZD198,562,628,328 | $117,835,670,254 |
| OIS | NZD145,596,280,000 | $86,434,189,116 |
| Basis | NZD6,558,000,000 | $3,892,550,600 |
| Zeroes | NZD0 | $0 |
| FRAs | NZD0 | $0 |
| VNS | NZD0 | $0 |
| Inflation | NZD0 | $0 |
| Total | NZD350,716,908,328 | $208,162,409,970 |
| Product | Volume PLN | USD Equivalent |
|---|---|---|
| IRS | PLN385,001,970,714 | $88,838,970,144 |
| OIS | PLN0 | $0 |
| Basis | PLN0 | $0 |
| Zeroes | PLN0 | $0 |
| FRAs | PLN457,523,600,000 | $105,544,591,416 |
| VNS | PLN0 | $0 |
| Inflation | PLN0 | $0 |
| Total | PLN842,525,570,714 | $194,383,561,560 |
| Product | Volume SEK | USD Equivalent |
|---|---|---|
| IRS | SEK891,875,510,861 | $80,056,258,328 |
| OIS | SEK98,280,000,000 | $8,808,651,683 |
| Basis | SEK0 | $0 |
| Zeroes | SEK0 | $0 |
| FRAs | SEK779,870,000,000 | $69,963,443,952 |
| VNS | SEK0 | $0 |
| Inflation | SEK0 | $0 |
| Total | SEK1,770,025,510,861 | $158,828,353,963 |
| Product | Volume SGD | USD Equivalent |
|---|---|---|
| IRS | SGD0 | $0 |
| OIS | SGD121,672,616,874 | $89,128,336,739 |
| Basis | SGD0 | $0 |
| Zeroes | SGD0 | $0 |
| FRAs | SGD0 | $0 |
| VNS | SGD0 | $0 |
| Inflation | SGD0 | $0 |
| Total | SGD121,672,616,874 | $89,128,336,739 |
| Product | Volume THB | USD Equivalent |
|---|---|---|
| IRS | THB0 | $0 |
| OIS | THB1,622,490,458,434 | $45,078,079,606 |
| Basis | THB0 | $0 |
| Zeroes | THB0 | $0 |
| FRAs | THB0 | $0 |
| VNS | THB0 | $0 |
| Inflation | THB0 | $0 |
| Total | THB1,622,490,458,434 | $45,078,079,606 |
| Product | Volume TWD | USD Equivalent |
|---|---|---|
| IRS | TWD365,987,612,000 | $11,407,894,617 |
| OIS | TWD0 | $0 |
| Basis | TWD0 | $0 |
| Zeroes | TWD0 | $0 |
| FRAs | TWD0 | $0 |
| VNS | TWD0 | $0 |
| Inflation | TWD0 | $0 |
| Total | TWD365,987,612,000 | $11,407,894,617 |
| Product | Volume ZAR | USD Equivalent |
|---|---|---|
| IRS | ZAR4,889,872,313,282 | $259,157,027,066 |
| OIS | ZAR0 | $0 |
| Basis | ZAR0 | $0 |
| Zeroes | ZAR3,346,713,100 | $176,045,043 |
| FRAs | ZAR0 | $0 |
| VNS | ZAR0 | $0 |
| Inflation | ZAR0 | $0 |
| Total | ZAR4,893,219,026,382 | $259,333,072,109 |
| Product | USD Equivalent |
|---|---|
| IRS | $4,377,619,199,791 |
| OIS | $22,818,361,644,462 |
| Basis | $353,186,361,006 |
| Zeroes | $17,071,636,610 |
| FRAs | $2,111,591,935,038 |
| VNS | $32,763,055,665 |
| Inflation | $162,145,936,537 |
| Total | $29,872,739,769,109 |
Show:
| Product | USD Equivalent |
|---|---|
| IRS | $17,661,945,001,795 |
| OIS | $328,393,405,579,557 |
| Basis | $10,309,166,032,894 |
| Zeroes | $24,407,614,455 |
| FRAs | $2,863,846,500,000 |
| VNS | $561,624,594,092 |
| Inflation | $2,179,790,437,092 |
| Total | $361,994,185,759,885 |
| Product | Volume EUR | USD Equivalent |
|---|---|---|
| IRS | €73,609,147,074,467 | $79,657,039,910,096 |
| OIS | €176,082,488,594,899 | $190,519,776,262,664 |
| Basis | €1,414,059,909,053 | $1,529,101,731,170 |
| Zeroes | €222,154,637,080 | $241,532,732,891 |
| FRAs | €78,489,381,336,368 | $85,010,193,458,237 |
| VNS | €162,459,018,262 | $176,159,247,841 |
| Inflation | €3,068,806,853,398 | $3,321,530,664,999 |
| Total | €333,048,497,423,527 | $360,455,334,007,898 |
| Product | Volume GBP | USD Equivalent |
|---|---|---|
| IRS | £4,525,780,000 | $5,566,846,180 |
| OIS | £82,900,961,074,589 | $103,033,162,695,473 |
| Basis | £0 | $0 |
| Zeroes | £0 | $0 |
| FRAs | £0 | $0 |
| VNS | £89,904,594,696 | $111,781,763,324 |
| Inflation | £1,787,281,198,411 | $2,224,374,931,572 |
| Total | £84,782,672,647,696 | $105,374,886,236,549 |
| Product | Volume JPY | USD Equivalent |
|---|---|---|
| IRS | ¥2,258,219,460,000 | $16,447,282,236 |
| OIS | ¥1,158,927,546,250,490 | $8,388,364,756,810 |
| Basis | ¥0 | $0 |
| Zeroes | ¥0 | $0 |
| FRAs | ¥0 | $0 |
| VNS | ¥43,135,160,000 | $300,603,731 |
| Inflation | ¥0 | $0 |
| Total | ¥1,161,228,900,870,490 | $8,405,112,642,777 |
| Product | Volume CHF | USD Equivalent |
|---|---|---|
| IRS | CHF361,800,000 | $403,627,585 |
| OIS | CHF5,119,837,793,796 | $5,679,494,855,750 |
| Basis | CHF0 | $0 |
| Zeroes | CHF0 | $0 |
| FRAs | CHF0 | $0 |
| VNS | CHF607,300,000 | $679,663,078 |
| Inflation | CHF0 | $0 |
| Total | CHF5,120,806,893,796 | $5,680,578,146,413 |
| Product | Volume AUD | USD Equivalent |
|---|---|---|
| IRS | $20,763,843,381,403 | $13,900,631,220,501 |
| OIS | $51,360,946,622,998 | $34,459,638,576,539 |
| Basis | $5,358,765,394,180 | $3,594,724,939,836 |
| Zeroes | $4,470,000,000 | $3,010,419,890 |
| FRAs | $0 | $0 |
| VNS | $10,965,524,116 | $7,257,934,295 |
| Inflation | $0 | $0 |
| Total | $77,498,990,922,697 | $51,965,263,091,061 |
| Product | Volume CAD | USD Equivalent |
|---|---|---|
| IRS | $7,801,584,477,103 | $5,789,607,467,194 |
| OIS | $21,785,008,010,841 | $16,194,342,180,358 |
| Basis | $1,811,154,230,800 | $1,345,039,986,697 |
| Zeroes | $3,056,000,000 | $2,263,810,138 |
| FRAs | $0 | $0 |
| VNS | $123,731,471,526 | $92,645,734,610 |
| Inflation | $0 | $0 |
| Total | $31,524,534,190,270 | $23,423,899,178,997 |
| 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 | BRL343,846,934,710 | $68,885,550,874 |
| OIS | BRL0 | $0 |
| Basis | BRL0 | $0 |
| Zeroes | BRL0 | $0 |
| FRAs | BRL0 | $0 |
| VNS | BRL0 | $0 |
| Inflation | BRL0 | $0 |
| Total | BRL343,846,934,710 | $68,885,550,874 |
| Product | Volume CLP | USD Equivalent |
|---|---|---|
| IRS | CLP27,094,384,530,762 | $32,731,923,999 |
| OIS | CLP0 | $0 |
| Basis | CLP0 | $0 |
| Zeroes | CLP0 | $0 |
| FRAs | CLP0 | $0 |
| VNS | CLP0 | $0 |
| Inflation | CLP0 | $0 |
| Total | CLP27,094,384,530,762 | $32,731,923,999 |
| Product | Volume CNY | USD Equivalent |
|---|---|---|
| IRS | CNY26,457,962,040,046 | $3,756,723,394,096 |
| OIS | CNY0 | $0 |
| Basis | CNY0 | $0 |
| Zeroes | CNY0 | $0 |
| FRAs | CNY0 | $0 |
| VNS | CNY0 | $0 |
| Inflation | CNY0 | $0 |
| Total | CNY26,457,962,040,046 | $3,756,723,394,096 |
| Product | Volume COP | USD Equivalent |
|---|---|---|
| IRS | COP0 | $0 |
| OIS | COP56,087,685,255,452 | $13,103,602,188 |
| Basis | COP0 | $0 |
| Zeroes | COP0 | $0 |
| FRAs | COP0 | $0 |
| VNS | COP0 | $0 |
| Inflation | COP0 | $0 |
| Total | COP56,087,685,255,452 | $13,103,602,188 |
| Product | Volume CZK | USD Equivalent |
|---|---|---|
| IRS | CZK50,831,409,929,325 | $2,309,875,535,690 |
| OIS | CZK0 | $0 |
| Basis | CZK0 | $0 |
| Zeroes | CZK22,699,400,000 | $1,017,175,557 |
| FRAs | CZK75,397,968,767,502 | $3,416,362,729,193 |
| VNS | CZK2,176,320,254 | $99,877,498 |
| Inflation | CZK0 | $0 |
| Total | CZK126,254,254,417,081 | $5,727,355,317,938 |
| Product | Volume DKK | USD Equivalent |
|---|---|---|
| IRS | DKK902,425,160,000 | $130,791,968,949 |
| OIS | DKK210,620,800,000 | $30,690,548,359 |
| Basis | DKK0 | $0 |
| Zeroes | DKK0 | $0 |
| FRAs | DKK134,574,000,000 | $19,683,589,923 |
| VNS | DKK1,828,000,000 | $267,257,282 |
| Inflation | DKK0 | $0 |
| Total | DKK1,249,447,960,000 | $181,433,364,513 |
| Product | Volume HKD | USD Equivalent |
|---|---|---|
| IRS | HKD18,875,878,871,877 | $2,409,207,210,436 |
| OIS | HKD4,040,000,000 | $517,421,871 |
| Basis | HKD704,796,000,000 | $89,931,301,012 |
| Zeroes | HKD20,000,000 | $2,561,689 |
| FRAs | HKD0 | $0 |
| VNS | HKD146,178,949 | $18,680,312 |
| Inflation | HKD0 | $0 |
| Total | HKD19,584,881,050,826 | $2,499,677,175,320 |
| Product | Volume HUF | USD Equivalent |
|---|---|---|
| IRS | HUF199,386,891,328,710 | $566,379,399,402 |
| OIS | HUF0 | $0 |
| Basis | HUF0 | $0 |
| Zeroes | HUF294,000,000,000 | $837,857,479 |
| FRAs | HUF303,914,837,472,000 | $861,534,585,112 |
| VNS | HUF256,137,801,888 | $724,597,151 |
| Inflation | HUF0 | $0 |
| Total | HUF503,851,866,602,598 | $1,429,476,439,144 |
| Product | Volume ILS | USD Equivalent |
|---|---|---|
| IRS | ILS3,940,111,856,812 | $1,082,595,858,968 |
| OIS | ILS0 | $0 |
| Basis | ILS0 | $0 |
| Zeroes | ILS0 | $0 |
| FRAs | ILS2,447,788,920,000 | $672,905,000,294 |
| VNS | ILS0 | $0 |
| Inflation | ILS0 | $0 |
| Total | ILS6,387,900,776,812 | $1,755,500,859,262 |
| Product | Volume INR | USD Equivalent |
|---|---|---|
| IRS | INR0 | $0 |
| OIS | INR228,987,363,923,826 | $2,780,126,286,500 |
| Basis | INR0 | $0 |
| Zeroes | INR0 | $0 |
| FRAs | INR0 | $0 |
| VNS | INR0 | $0 |
| Inflation | INR0 | $0 |
| Total | INR228,987,363,923,826 | $2,780,126,286,500 |
| Product | Volume KRW | USD Equivalent |
|---|---|---|
| IRS | KRW5,206,130,198,192,686 | $3,999,731,289,039 |
| OIS | KRW0 | $0 |
| Basis | KRW0 | $0 |
| Zeroes | KRW0 | $0 |
| FRAs | KRW0 | $0 |
| VNS | KRW0 | $0 |
| Inflation | KRW0 | $0 |
| Total | KRW5,206,130,198,192,686 | $3,999,731,289,039 |
| Product | Volume MXN | USD Equivalent |
|---|---|---|
| IRS | MXN3,766,156,526,096 | $211,745,858,103 |
| OIS | MXN0 | $0 |
| Basis | MXN0 | $0 |
| Zeroes | MXN0 | $0 |
| FRAs | MXN0 | $0 |
| VNS | MXN0 | $0 |
| Inflation | MXN0 | $0 |
| Total | MXN3,766,156,526,096 | $211,745,858,103 |
| Product | Volume NOK | USD Equivalent |
|---|---|---|
| IRS | NOK11,942,088,260,952 | $1,135,432,028,070 |
| OIS | NOK6,115,472,000,000 | $586,163,185,360 |
| Basis | NOK27,340,000,000 | $2,545,717,005 |
| Zeroes | NOK56,960,000,000 | $5,349,854,120 |
| FRAs | NOK19,393,531,400,000 | $1,854,221,375,525 |
| VNS | NOK8,019,152,938 | $768,264,875 |
| Inflation | NOK0 | $0 |
| Total | NOK37,543,410,813,890 | $3,584,480,424,955 |
| Product | Volume NZD | USD Equivalent |
|---|---|---|
| IRS | NZD6,262,209,282,498 | $3,860,801,091,068 |
| OIS | NZD8,311,680,732,000 | $5,119,285,429,948 |
| Basis | NZD267,830,000,000 | $164,613,978,975 |
| Zeroes | NZD0 | $0 |
| FRAs | NZD0 | $0 |
| VNS | NZD110,780,616 | $69,463,215 |
| Inflation | NZD0 | $0 |
| Total | NZD14,841,830,795,114 | $9,144,769,963,206 |
| Product | Volume PLN | USD Equivalent |
|---|---|---|
| IRS | PLN8,771,334,493,819 | $2,073,346,408,234 |
| OIS | PLN0 | $0 |
| Basis | PLN0 | $0 |
| Zeroes | PLN3,532,480,000 | $882,068,836 |
| FRAs | PLN6,997,303,220,000 | $1,652,409,309,121 |
| VNS | PLN2,917,048,314 | $670,654,534 |
| Inflation | PLN0 | $0 |
| Total | PLN15,775,087,242,133 | $3,727,308,440,725 |
| Product | Volume SEK | USD Equivalent |
|---|---|---|
| IRS | SEK25,528,746,295,665 | $2,408,649,260,438 |
| OIS | SEK863,284,000,000 | $80,535,830,180 |
| Basis | SEK0 | $0 |
| Zeroes | SEK40,600,000,000 | $3,823,221,376 |
| FRAs | SEK30,844,685,548,000 | $2,912,408,374,019 |
| VNS | SEK1,548,647,300 | $147,366,500 |
| Inflation | SEK0 | $0 |
| Total | SEK57,278,864,490,965 | $5,405,564,052,513 |
| Product | Volume SGD | USD Equivalent |
|---|---|---|
| IRS | SGD62,154,204,402 | $46,407,100,215 |
| OIS | SGD3,931,123,960,716 | $2,932,566,880,721 |
| Basis | SGD0 | $0 |
| Zeroes | SGD0 | $0 |
| FRAs | SGD0 | $0 |
| VNS | SGD907,348,405 | $676,624,025 |
| Inflation | SGD0 | $0 |
| Total | SGD3,994,185,513,523 | $2,979,650,604,961 |
| Product | Volume THB | USD Equivalent |
|---|---|---|
| IRS | THB2,353,021,012,844 | $68,978,899,592 |
| OIS | THB36,209,340,715,162 | $1,045,118,465,882 |
| Basis | THB0 | $0 |
| Zeroes | THB0 | $0 |
| FRAs | THB0 | $0 |
| VNS | THB0 | $0 |
| Inflation | THB0 | $0 |
| Total | THB38,562,361,728,006 | $1,114,097,365,474 |
| Product | Volume TWD | USD Equivalent |
|---|---|---|
| IRS | TWD14,897,668,215,028 | $481,619,461,920 |
| OIS | TWD0 | $0 |
| Basis | TWD0 | $0 |
| Zeroes | TWD0 | $0 |
| FRAs | TWD0 | $0 |
| VNS | TWD0 | $0 |
| Inflation | TWD0 | $0 |
| Total | TWD14,897,668,215,028 | $481,619,461,920 |
| Product | Volume ZAR | USD Equivalent |
|---|---|---|
| IRS | ZAR171,024,408,481,503 | $9,323,775,785,083 |
| OIS | ZAR0 | $0 |
| Basis | ZAR0 | $0 |
| Zeroes | ZAR329,893,887,784 | $17,679,868,903 |
| FRAs | ZAR0 | $0 |
| VNS | ZAR0 | $0 |
| Inflation | ZAR0 | $0 |
| Total | ZAR171,354,302,369,287 | $9,341,455,653,986 |
| Product | USD Equivalent |
|---|---|
| IRS | $150,999,319,379,763 |
| OIS | $699,256,292,558,160 |
| Basis | $17,035,123,687,589 |
| Zeroes | $300,807,185,334 |
| FRAs | $99,263,564,921,424 |
| VNS | $953,892,326,363 |
| Inflation | $7,725,696,033,663 |
| Total | $975,534,696,092,296 |
Show:
| Product | USD Equivalent |
|---|---|
| IRS | $847,842,477,907 |
| OIS | $110,982,191,541,838 |
| Basis | $14,030,914,368,695 |
| Zeroes | $10,850,000 |
| FRAs | $0 |
| VNS | $1,974,031,237,432 |
| Inflation | $4,054,925,054,276 |
| Total | $131,889,915,530,148 |
| Product | Volume EUR | USD Equivalent |
|---|---|---|
| IRS | €61,194,042,759,908 | $64,660,685,282,257 |
| OIS | €39,385,326,162,357 | $41,616,504,889,454 |
| Basis | €1,284,243,438,722 | $1,356,995,829,526 |
| Zeroes | €232,286,857,745 | $245,445,908,236 |
| FRAs | €25,813,144,896,455 | $27,275,459,554,839 |
| VNS | €1,268,766,698,607 | $1,340,642,332,083 |
| Inflation | €3,761,678,626,961 | $3,974,777,721,179 |
| Total | €132,939,489,440,755 | $140,470,511,517,574 |
| Product | Volume GBP | USD Equivalent |
|---|---|---|
| IRS | £0 | $0 |
| OIS | £30,240,896,656,151 | $36,765,370,109,716 |
| Basis | £0 | $0 |
| Zeroes | £0 | $0 |
| FRAs | £0 | $0 |
| VNS | £507,292,457,360 | $616,740,805,035 |
| Inflation | £3,292,891,254,902 | $4,003,332,543,148 |
| Total | £34,041,080,368,413 | $41,385,443,457,899 |
| Product | Volume JPY | USD Equivalent |
|---|---|---|
| IRS | ¥0 | $0 |
| OIS | ¥1,021,956,336,236,285 | $6,855,316,694,525 |
| Basis | ¥0 | $0 |
| Zeroes | ¥0 | $0 |
| FRAs | ¥0 | $0 |
| VNS | ¥233,217,915,959 | $1,564,433,446 |
| Inflation | ¥0 | $0 |
| Total | ¥1,022,189,554,152,244 | $6,856,881,127,971 |
| Product | Volume CHF | USD Equivalent |
|---|---|---|
| IRS | CHF105,900,000 | $115,712,413 |
| OIS | CHF2,954,662,516,171 | $3,228,433,693,369 |
| Basis | CHF0 | $0 |
| Zeroes | CHF0 | $0 |
| FRAs | CHF0 | $0 |
| VNS | CHF3,817,353,250 | $4,171,059,058 |
| Inflation | CHF0 | $0 |
| Total | CHF2,958,585,769,421 | $3,232,720,464,840 |
| Product | Volume AUD | USD Equivalent |
|---|---|---|
| IRS | $21,593,483,193,844 | $13,806,873,154,144 |
| OIS | $9,774,021,494,622 | $6,249,509,343,661 |
| Basis | $7,002,201,988,777 | $4,477,207,951,624 |
| Zeroes | $5,519,459,971 | $3,529,142,705 |
| FRAs | $0 | $0 |
| VNS | $78,822,823,778 | $50,399,313,524 |
| Inflation | $0 | $0 |
| Total | $38,454,048,960,992 | $24,587,518,905,658 |
| Product | Volume CAD | USD Equivalent |
|---|---|---|
| IRS | $13,311,691,212,480 | $9,844,469,170,596 |
| OIS | $7,311,587,798,281 | $5,407,179,262,151 |
| Basis | $2,033,538,683,515 | $1,503,874,192,808 |
| Zeroes | $15,435,366,347 | $11,415,002,476 |
| FRAs | $0 | $0 |
| VNS | $384,065,642,526 | $284,030,204,500 |
| Inflation | $0 | $0 |
| Total | $23,056,318,703,149 | $17,050,967,832,531 |
| 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 | BRL349,486,551,136 | $70,085,138,398 |
| OIS | BRL0 | $0 |
| Basis | BRL0 | $0 |
| Zeroes | BRL0 | $0 |
| FRAs | BRL0 | $0 |
| VNS | BRL0 | $0 |
| Inflation | BRL0 | $0 |
| Total | BRL349,486,551,136 | $70,085,138,398 |
| Product | Volume CLP | USD Equivalent |
|---|---|---|
| IRS | CLP36,045,242,673,762 | $39,877,467,279 |
| OIS | CLP0 | $0 |
| Basis | CLP0 | $0 |
| Zeroes | CLP0 | $0 |
| FRAs | CLP0 | $0 |
| VNS | CLP0 | $0 |
| Inflation | CLP0 | $0 |
| Total | CLP36,045,242,673,762 | $39,877,467,279 |
| Product | Volume CNY | USD Equivalent |
|---|---|---|
| IRS | CNY19,010,018,127,298 | $2,600,105,061,008 |
| OIS | CNY0 | $0 |
| Basis | CNY0 | $0 |
| Zeroes | CNY0 | $0 |
| FRAs | CNY0 | $0 |
| VNS | CNY0 | $0 |
| Inflation | CNY0 | $0 |
| Total | CNY19,010,018,127,298 | $2,600,105,061,008 |
| Product | Volume COP | USD Equivalent |
|---|---|---|
| IRS | COP0 | $0 |
| OIS | COP87,139,159,402,756 | $21,386,466,905 |
| Basis | COP0 | $0 |
| Zeroes | COP0 | $0 |
| FRAs | COP0 | $0 |
| VNS | COP0 | $0 |
| Inflation | COP0 | $0 |
| Total | COP87,139,159,402,756 | $21,386,466,905 |
| Product | Volume CZK | USD Equivalent |
|---|---|---|
| IRS | CZK48,171,856,683,609 | $2,082,657,011,829 |
| OIS | CZK0 | $0 |
| Basis | CZK11,928,000,000 | $515,693,904 |
| Zeroes | CZK15,852,200,000 | $685,352,356 |
| FRAs | CZK33,442,466,824,868 | $1,445,848,111,754 |
| VNS | CZK238,885,626,586 | $10,327,956,186 |
| Inflation | CZK0 | $0 |
| Total | CZK81,880,989,335,063 | $3,540,034,126,029 |
| Product | Volume DKK | USD Equivalent |
|---|---|---|
| IRS | DKK4,912,309,569,374 | $696,026,236,690 |
| OIS | DKK183,984,800,000 | $26,068,847,279 |
| Basis | DKK11,320,000,000 | $1,603,933,321 |
| Zeroes | DKK0 | $0 |
| FRAs | DKK30,000,000,000 | $4,250,706,680 |
| VNS | DKK16,582,360,677 | $2,349,558,377 |
| Inflation | DKK0 | $0 |
| Total | DKK5,154,196,730,051 | $730,299,282,347 |
| Product | Volume HKD | USD Equivalent |
|---|---|---|
| IRS | HKD18,641,272,726,625 | $2,383,261,127,833 |
| OIS | HKD2,040,000,000 | $260,811,200 |
| Basis | HKD1,437,877,486,637 | $183,830,662,785 |
| Zeroes | HKD20,000,000 | $2,556,973 |
| FRAs | HKD0 | $0 |
| VNS | HKD7,780,487,126 | $994,724,598 |
| Inflation | HKD0 | $0 |
| Total | HKD20,088,990,700,388 | $2,568,349,883,389 |
| Product | Volume HUF | USD Equivalent |
|---|---|---|
| IRS | HUF196,292,610,597,113 | $530,592,270,840 |
| OIS | HUF0 | $0 |
| Basis | HUF0 | $0 |
| Zeroes | HUF168,740,817,418 | $456,117,901 |
| FRAs | HUF102,194,422,505,236 | $276,238,471,429 |
| VNS | HUF2,551,388,989,252 | $6,896,577,887 |
| Inflation | HUF0 | $0 |
| Total | HUF301,207,162,909,019 | $814,183,438,057 |
| Product | Volume ILS | USD Equivalent |
|---|---|---|
| IRS | ILS3,584,194,511,975 | $935,772,156,017 |
| OIS | ILS0 | $0 |
| Basis | ILS0 | $0 |
| Zeroes | ILS0 | $0 |
| FRAs | ILS460,141,834,380 | $120,135,197,739 |
| VNS | ILS0 | $0 |
| Inflation | ILS0 | $0 |
| Total | ILS4,044,336,346,355 | $1,055,907,353,756 |
| Product | Volume INR | USD Equivalent |
|---|---|---|
| IRS | INR0 | $0 |
| OIS | INR165,683,276,248,757 | $1,990,069,980,767 |
| Basis | INR0 | $0 |
| Zeroes | INR0 | $0 |
| FRAs | INR0 | $0 |
| VNS | INR0 | $0 |
| Inflation | INR0 | $0 |
| Total | INR165,683,276,248,757 | $1,990,069,980,767 |
| Product | Volume KRW | USD Equivalent |
|---|---|---|
| IRS | KRW4,561,928,186,915,871 | $3,370,393,110,545 |
| OIS | KRW0 | $0 |
| Basis | KRW0 | $0 |
| Zeroes | KRW0 | $0 |
| FRAs | KRW0 | $0 |
| VNS | KRW0 | $0 |
| Inflation | KRW0 | $0 |
| Total | KRW4,561,928,186,915,871 | $3,370,393,110,545 |
| Product | Volume MXN | USD Equivalent |
|---|---|---|
| IRS | MXN4,965,618,520,714 | $284,027,977,173 |
| OIS | MXN0 | $0 |
| Basis | MXN0 | $0 |
| Zeroes | MXN0 | $0 |
| FRAs | MXN0 | $0 |
| VNS | MXN0 | $0 |
| Inflation | MXN0 | $0 |
| Total | MXN4,965,618,520,714 | $284,027,977,173 |
| Product | Volume NOK | USD Equivalent |
|---|---|---|
| IRS | NOK16,731,744,485,783 | $1,545,051,087,174 |
| OIS | NOK1,795,112,000,000 | $165,765,126,856 |
| Basis | NOK137,103,700,274 | $12,660,498,213 |
| Zeroes | NOK28,480,000,000 | $2,629,914,352 |
| FRAs | NOK7,557,209,386,568 | $697,851,595,131 |
| VNS | NOK143,855,455,942 | $13,283,972,200 |
| Inflation | NOK0 | $0 |
| Total | NOK26,393,505,028,567 | $2,437,242,193,926 |
| Product | Volume NZD | USD Equivalent |
|---|---|---|
| IRS | NZD6,739,876,191,234 | $4,006,856,395,689 |
| OIS | NZD3,084,797,930,480 | $1,833,912,369,670 |
| Basis | NZD177,940,347,620 | $105,785,536,660 |
| Zeroes | NZD195,800,000 | $116,403,100 |
| FRAs | NZD0 | $0 |
| VNS | NZD1,601,655,798 | $952,184,372 |
| Inflation | NZD0 | $0 |
| Total | NZD10,004,411,925,132 | $5,947,622,889,491 |
| Product | Volume PLN | USD Equivalent |
|---|---|---|
| IRS | PLN8,064,294,324,049 | $1,848,845,505,078 |
| OIS | PLN0 | $0 |
| Basis | PLN0 | $0 |
| Zeroes | PLN3,934,280,000 | $901,985,419 |
| FRAs | PLN3,330,019,523,325 | $763,450,759,623 |
| VNS | PLN17,740,202,205 | $4,067,174,608 |
| Inflation | PLN0 | $0 |
| Total | PLN11,415,988,329,579 | $2,617,265,424,728 |
| Product | Volume SEK | USD Equivalent |
|---|---|---|
| IRS | SEK39,001,038,323,454 | $3,535,168,398,562 |
| OIS | SEK294,140,000,000 | $26,661,711,520 |
| Basis | SEK0 | $0 |
| Zeroes | SEK0 | $0 |
| FRAs | SEK10,055,695,859,266 | $911,477,738,936 |
| VNS | SEK51,696,292,678 | $4,685,903,454 |
| Inflation | SEK0 | $0 |
| Total | SEK49,402,570,475,398 | $4,477,993,752,472 |
| Product | Volume SGD | USD Equivalent |
|---|---|---|
| IRS | SGD49,161,762,317 | $35,901,531,615 |
| OIS | SGD2,187,596,184,843 | $1,597,543,494,974 |
| Basis | SGD0 | $0 |
| Zeroes | SGD0 | $0 |
| FRAs | SGD0 | $0 |
| VNS | SGD3,810,571,654 | $2,782,759,451 |
| Inflation | SGD0 | $0 |
| Total | SGD2,240,568,518,814 | $1,636,227,786,040 |
| Product | Volume THB | USD Equivalent |
|---|---|---|
| IRS | THB1,234,523,917,565 | $33,859,679,582 |
| OIS | THB24,344,632,524,019 | $667,707,968,295 |
| Basis | THB0 | $0 |
| Zeroes | THB0 | $0 |
| FRAs | THB0 | $0 |
| VNS | THB0 | $0 |
| Inflation | THB0 | $0 |
| Total | THB25,579,156,441,584 | $701,567,647,877 |
| Product | Volume TWD | USD Equivalent |
|---|---|---|
| IRS | TWD15,311,412,504,259 | $475,199,792,193 |
| OIS | TWD0 | $0 |
| Basis | TWD0 | $0 |
| Zeroes | TWD0 | $0 |
| FRAs | TWD0 | $0 |
| VNS | TWD0 | $0 |
| Inflation | TWD0 | $0 |
| Total | TWD15,311,412,504,259 | $475,199,792,193 |
| Product | Volume ZAR | USD Equivalent |
|---|---|---|
| IRS | ZAR100,482,061,449,927 | $5,264,120,653,702 |
| OIS | ZAR0 | $0 |
| Basis | ZAR0 | $0 |
| Zeroes | ZAR130,093,887,784 | $6,815,444,585 |
| FRAs | ZAR0 | $0 |
| VNS | ZAR5,850,000,000 | $306,473,667 |
| Inflation | ZAR0 | $0 |
| Total | ZAR100,618,005,337,711 | $5,271,242,571,954 |
| Product | USD Equivalent |
|---|---|
| IRS | $118,897,786,398,524 |
| OIS | $217,433,882,312,180 |
| Basis | $21,673,388,667,536 |
| Zeroes | $272,008,678,103 |
| FRAs | $31,494,712,136,131 |
| VNS | $4,318,226,669,878 |
| Inflation | $12,033,035,318,603 |
| Total | $406,123,040,180,955 |
Figures as of COB Sep 26, 2023.
Notional Outstanding by Product
As of COB Sep 26, 2023
Daily Notional by Tenor
As of COB Sep 26, 2023
Notional Outstanding by Currency
As of COB Sep 26, 2023. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK
Monthly Notional Volumes
Data as of month end.
Monthly Notional Outstanding
Data as of month end.
Monthly Trades Registered
Data as of month end.
Monthly Trades Outstanding
Data as of month end.
Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression
Our Methodology
- The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
- Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
- Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
- Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
- $3.5 trillion notional per day based on daily average over 2020.
- "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
- SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.
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