Volumes

  • Client Notional Cleared (USD)
    $2,239,095,347,288,673
    Client Notional Outstanding (USD)
    $77,154,495,241,661
    As of COB Sep 26, 2023
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $6,386,293,000,000,000
    Trades Compressed
    45,674,102
  • Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

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

As of COB 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
CurrencyDailyWeeklyYTDNotional 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*
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$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:
ProductUSD
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
TotalCHF3,171,235,500$3,465,073,754
ProductVolume
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
ProductVolume
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
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
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
TotalBRL78,532,032$15,748,613
ProductVolume
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
TotalCLP200,725,300,000$222,065,826
ProductVolume
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
TotalCNY15,341,628,000$2,098,359,104
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
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
TotalCZK220,511,184,000$9,533,557,458
ProductVolume
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
TotalDKK4,352,907,000$616,764,362
ProductVolume
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
TotalHKD46,179,890,823$5,904,035,647
ProductVolume
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
TotalHUF870,656,410,000$2,353,443,465
ProductVolume
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
TotalILS13,498,964,000$3,524,349,643
ProductVolume
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
TotalINR315,679,495,000$3,791,718,155
ProductVolume
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
TotalKRW11,547,223,901,000$8,531,191,699
ProductVolume
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
TotalMXN10,565,770,300$604,350,566
ProductVolume
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
TotalNOK40,984,627,000$3,784,622,851
ProductVolume
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
TotalNZD11,105,118,694$6,601,993,063
ProductVolume
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
TotalPLN16,477,180,000$3,777,610,161
ProductVolume
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
TotalSEK70,939,230,266$6,430,139,705
ProductVolume
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
TotalSGD6,670,471,000$4,871,268,120
ProductVolume
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
TotalTHB46,406,566,000$1,272,807,625
ProductVolume
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
TotalTWD20,689,346,000$642,107,508
ProductVolume
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
TotalZAR359,695,449,285$18,843,962,955
ProductUSD
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:
ProductUSD
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
TotalCHF46,820,099,496$51,885,437,931
ProductVolume
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
ProductVolume
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
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
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
TotalBRL863,990,796$177,184,962
ProductVolume
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
TotalCLP346,263,510,835$390,695,920
ProductVolume
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
TotalCNY313,317,134,056$42,940,242,341
ProductVolume
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
TotalCOP660,652,000,000$166,678,794
ProductVolume
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
TotalCZK2,320,542,805,944$101,337,973,461
ProductVolume
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
TotalDKK24,377,410,000$3,490,499,025
ProductVolume
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
TotalHKD176,814,121,000$22,608,115,004
ProductVolume
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
TotalHUF4,228,844,617,314$11,715,558,030
ProductVolume
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
TotalILS46,748,845,631$12,273,080,466
ProductVolume
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
TotalINR1,675,074,051,436$20,164,328,810
ProductVolume
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
TotalKRW72,042,883,724,681$54,139,761,350
ProductVolume
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
TotalMXN53,311,141,052$3,118,298,353
ProductVolume
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
TotalNOK361,733,493,912$33,558,823,185
ProductVolume
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
TotalNZD131,221,146,120$77,882,675,199
ProductVolume
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
TotalPLN216,419,801,745$49,926,973,719
ProductVolume
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
TotalSEK384,342,366,431$34,502,405,241
ProductVolume
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
TotalSGD43,000,203,437$31,499,588,139
ProductVolume
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
TotalTHB443,969,875,550$12,341,201,442
ProductVolume
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
TotalTWD150,563,616,000$4,693,204,408
ProductVolume
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
TotalZAR1,498,210,408,916$79,400,606,216
ProductUSD
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:
ProductUSD
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
TotalCHF1,323,284,180,443$1,467,332,923,775
ProductVolume
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
ProductVolume
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
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
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
TotalBRL164,105,442,671$32,919,011,267
ProductVolume
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
TotalCLP12,218,116,288,456$14,740,872,769
ProductVolume
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
TotalCNY8,623,180,493,842$1,224,533,435,825
ProductVolume
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
TotalCOP22,148,919,103,726$5,208,041,175
ProductVolume
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
TotalCZK35,285,488,009,069$1,601,268,897,419
ProductVolume
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
TotalDKK468,392,158,000$67,878,104,145
ProductVolume
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
TotalHKD5,508,475,451,774$703,052,180,148
ProductVolume
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
TotalHUF106,100,605,195,513$301,528,862,257
ProductVolume
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
TotalILS2,617,696,104,914$719,365,677,807
ProductVolume
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
TotalINR64,074,912,997,262$777,904,558,276
ProductVolume
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
TotalKRW1,777,076,093,570,512$1,364,896,200,429
ProductVolume
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
TotalMXN1,668,829,390,276$93,737,591,218
ProductVolume
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
TotalNOK9,972,579,859,484$952,168,031,665
ProductVolume
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
TotalNZD5,255,379,971,076$3,232,919,934,402
ProductVolume
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
TotalPLN4,296,864,224,646$1,016,663,097,845
ProductVolume
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
TotalSEK12,630,102,954,489$1,191,332,619,451
ProductVolume
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
TotalSGD1,272,756,301,167$949,277,525,370
ProductVolume
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
TotalTHB11,176,637,778,209$322,477,261,236
ProductVolume
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
TotalTWD5,515,223,158,700$178,057,435,551
ProductVolume
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
TotalZAR58,668,464,432,590$3,197,099,699,441
ProductUSD
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:
ProductUSD
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
TotalCHF606,041,010,370$662,195,159,932
ProductVolume
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
ProductVolume
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
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
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
TotalBRL37,096,853,946$7,439,308,135
ProductVolume
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
TotalCLP5,039,846,571,914$5,575,668,295
ProductVolume
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
TotalCNY3,890,438,646,239$532,116,757,906
ProductVolume
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
TotalCOP18,929,988,151,726$4,645,965,923
ProductVolume
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
TotalCZK20,017,435,300,677$865,431,703,445
ProductVolume
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
TotalDKK1,235,350,141,483$175,037,036,617
ProductVolume
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
TotalHKD3,935,537,870,051$503,153,114,080
ProductVolume
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
TotalHUF50,027,767,385,412$135,228,456,238
ProductVolume
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
TotalILS983,789,901,898$256,850,791,577
ProductVolume
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
TotalINR19,477,587,791,986$233,950,967,413
ProductVolume
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
TotalKRW810,979,115,872,256$599,158,582,279
ProductVolume
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
TotalMXN935,328,190,601$53,499,754,937
ProductVolume
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
TotalNOK2,830,949,297,531$261,416,930,769
ProductVolume
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
TotalNZD2,573,934,348,565$1,530,203,970,222
ProductVolume
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
TotalPLN2,547,607,730,498$584,072,568,777
ProductVolume
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
TotalSEK4,469,755,702,175$405,151,754,592
ProductVolume
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
TotalSGD637,867,613,752$465,817,806,808
ProductVolume
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
TotalTHB3,321,535,604,617$91,100,811,975
ProductVolume
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
TotalTWD1,837,552,372,485$57,029,650,616
ProductVolume
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
TotalZAR39,561,403,866,612$2,072,568,975,781
ProductUSD
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
CurrencyDailyWeeklyYTDNotional 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*
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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:
ProductUSD
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
TotalCHF11,655,785,000$12,735,779,065
ProductVolume
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
ProductVolume
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
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
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
TotalBRL157,064,064$31,497,225
ProductVolume
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
TotalCLP401,450,600,000$444,131,652
ProductVolume
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
TotalCNY45,948,256,000$6,284,596,478
ProductVolume
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
TotalCOP14,576,000,000$3,577,371
ProductVolume
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
TotalCZK1,049,244,568,000$45,362,929,875
ProductVolume
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
TotalDKK8,955,814,000$1,268,951,280
ProductVolume
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
TotalHKD112,679,587,718$14,405,930,606
ProductVolume
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
TotalHUF3,546,052,380,000$9,585,220,651
ProductVolume
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
TotalILS31,426,908,000$8,205,030,547
ProductVolume
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
TotalINR922,192,990,000$11,076,728,004
ProductVolume
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
TotalKRW90,808,548,134,000$67,090,162,859
ProductVolume
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
TotalMXN25,337,524,892$1,449,278,859
ProductVolume
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
TotalNOK104,155,694,000$9,617,996,999
ProductVolume
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
TotalNZD45,715,897,388$27,178,100,997
ProductVolume
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
TotalPLN64,751,180,000$14,845,059,379
ProductVolume
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
TotalSEK272,264,611,865$24,678,862,237
ProductVolume
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
TotalSGD23,107,142,000$16,874,533,173
ProductVolume
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
TotalTHB157,463,132,000$4,318,791,333
ProductVolume
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
TotalTWD48,426,692,000$1,502,954,347
ProductVolume
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
TotalZAR1,013,690,898,570$53,105,908,842
ProductUSD
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:
ProductUSD
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
TotalCHF116,803,524,992$129,480,672,587
ProductVolume
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
ProductVolume
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
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
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
TotalBRL1,727,981,591$354,369,923
ProductVolume
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
TotalCLP819,317,021,670$924,849,966
ProductVolume
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
TotalCNY989,577,118,301$135,623,934,530
ProductVolume
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
TotalCOP1,321,304,000,000$333,357,588
ProductVolume
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
TotalCZK8,505,427,797,888$371,514,744,655
ProductVolume
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
TotalDKK57,730,922,000$8,264,125,965
ProductVolume
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
TotalHKD580,827,478,000$74,268,059,031
ProductVolume
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
TotalHUF31,848,374,071,692$88,234,070,977
ProductVolume
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
TotalILS134,859,595,386$35,400,650,109
ProductVolume
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
TotalINR5,056,728,416,872$60,874,328,390
ProductVolume
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
TotalKRW171,065,333,649,344$128,559,261,451
ProductVolume
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
TotalMXN127,419,160,104$7,449,811,688
ProductVolume
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
TotalNOK1,697,135,199,648$157,574,386,341
ProductVolume
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
TotalNZD350,716,908,328$208,162,409,970
ProductVolume
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
TotalPLN842,525,570,714$194,383,561,560
ProductVolume
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
TotalSEK1,770,025,510,861$158,828,353,963
ProductVolume
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
TotalSGD121,672,616,874$89,128,336,739
ProductVolume
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
TotalTHB1,622,490,458,434$45,078,079,606
ProductVolume
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
TotalTWD365,987,612,000$11,407,894,617
ProductVolume
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
TotalZAR4,893,219,026,382$259,333,072,109
ProductUSD
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:
ProductUSD
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
TotalCHF5,120,806,893,796$5,680,578,146,413
ProductVolume
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
ProductVolume
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
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
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
TotalBRL343,846,934,710$68,885,550,874
ProductVolume
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
TotalCLP27,094,384,530,762$32,731,923,999
ProductVolume
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
TotalCNY26,457,962,040,046$3,756,723,394,096
ProductVolume
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
TotalCOP56,087,685,255,452$13,103,602,188
ProductVolume
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
TotalCZK126,254,254,417,081$5,727,355,317,938
ProductVolume
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
TotalDKK1,249,447,960,000$181,433,364,513
ProductVolume
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
TotalHKD19,584,881,050,826$2,499,677,175,320
ProductVolume
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
TotalHUF503,851,866,602,598$1,429,476,439,144
ProductVolume
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
TotalILS6,387,900,776,812$1,755,500,859,262
ProductVolume
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
TotalINR228,987,363,923,826$2,780,126,286,500
ProductVolume
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
TotalKRW5,206,130,198,192,686$3,999,731,289,039
ProductVolume
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
TotalMXN3,766,156,526,096$211,745,858,103
ProductVolume
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
TotalNOK37,543,410,813,890$3,584,480,424,955
ProductVolume
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
TotalNZD14,841,830,795,114$9,144,769,963,206
ProductVolume
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
TotalPLN15,775,087,242,133$3,727,308,440,725
ProductVolume
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
TotalSEK57,278,864,490,965$5,405,564,052,513
ProductVolume
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
TotalSGD3,994,185,513,523$2,979,650,604,961
ProductVolume
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
TotalTHB38,562,361,728,006$1,114,097,365,474
ProductVolume
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
TotalTWD14,897,668,215,028$481,619,461,920
ProductVolume
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
TotalZAR171,354,302,369,287$9,341,455,653,986
ProductUSD
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:
ProductUSD
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
ProductVolume
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
TotalCHF2,958,585,769,421$3,232,720,464,840
ProductVolume
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
ProductVolume
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
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
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
TotalBRL349,486,551,136$70,085,138,398
ProductVolume
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
TotalCLP36,045,242,673,762$39,877,467,279
ProductVolume
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
TotalCNY19,010,018,127,298$2,600,105,061,008
ProductVolume
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
TotalCOP87,139,159,402,756$21,386,466,905
ProductVolume
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
TotalCZK81,880,989,335,063$3,540,034,126,029
ProductVolume
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
TotalDKK5,154,196,730,051$730,299,282,347
ProductVolume
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
TotalHKD20,088,990,700,388$2,568,349,883,389
ProductVolume
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
TotalHUF301,207,162,909,019$814,183,438,057
ProductVolume
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
TotalILS4,044,336,346,355$1,055,907,353,756
ProductVolume
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
TotalINR165,683,276,248,757$1,990,069,980,767
ProductVolume
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
TotalKRW4,561,928,186,915,871$3,370,393,110,545
ProductVolume
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
TotalMXN4,965,618,520,714$284,027,977,173
ProductVolume
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
TotalNOK26,393,505,028,567$2,437,242,193,926
ProductVolume
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
TotalNZD10,004,411,925,132$5,947,622,889,491
ProductVolume
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
TotalPLN11,415,988,329,579$2,617,265,424,728
ProductVolume
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
TotalSEK49,402,570,475,398$4,477,993,752,472
ProductVolume
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
TotalSGD2,240,568,518,814$1,636,227,786,040
ProductVolume
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
TotalTHB25,579,156,441,584$701,567,647,877
ProductVolume
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
TotalTWD15,311,412,504,259$475,199,792,193
ProductVolume
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
TotalZAR100,618,005,337,711$5,271,242,571,954
ProductUSD
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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