Volumes

Client Notional Cleared (USD)

$2,621,957,675,246,250

Client Notional Outstanding (USD)

$95,008,983,192,379

As of COB Jul 12, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,277,746,000,000,000

Trades Compressed

52,649,012
Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Jul 12, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$924,119,998,432	$4,172,179,815,655	$108,164,094,645,369	$33,188,860,737,651
EUR	€326,273,345,213	€1,726,672,233,428	€79,208,752,328,081	€26,546,300,910,194
GBP	£121,173,914,049	£915,057,786,026	£27,714,716,143,475	£7,490,522,896,749
JPY	¥11,185,401,150,944	¥51,615,585,584,145	¥1,127,897,762,084,875	¥552,477,317,447,996
CHF	CHF8,768,612,000	CHF34,500,327,060	CHF1,093,027,080,970	CHF657,486,157,539
AUD	$79,697,608,910	$639,402,919,384	$19,756,461,596,307	$8,599,209,859,504
CAD	$66,081,185,000	$327,702,630,621	$7,585,903,365,166	$3,073,774,589,445
Other* Show All Hide	$144,332,496,945	$717,603,752,996	$16,764,392,941,309	$10,813,506,241,756
BRL	BRL2,701,939,175	BRL67,891,164,268	BRL584,738,339,258	BRL138,169,825,323
CLP	CLP22,382,700,000	CLP357,950,323,680	CLP16,820,161,128,118	CLP3,999,092,524,923
CNY	CNY21,740,887,366	CNY225,550,147,841	CNY7,773,082,766,162	CNY4,562,340,604,191
COP	COP43,000,000,000	COP542,281,625,000	COP33,369,216,099,359	COP26,884,771,411,962
CZK	CZK246,970,080,000	CZK1,139,278,438,779	CZK34,962,769,237,241	CZK23,240,401,825,117
DKK	DKK925,300,000	DKK5,315,070,000	DKK562,381,691,574	DKK1,534,098,571,167
HKD	HKD29,848,129,000	HKD81,848,211,286	HKD3,698,297,880,579	HKD3,833,286,404,772
HUF	HUF457,122,378,000	HUF3,905,156,318,503	HUF137,033,658,718,631	HUF59,870,949,421,506
ILS	ILS8,686,376,000	ILS57,988,666,000	ILS2,006,199,774,589	ILS1,388,994,384,075
INR	INR637,164,411,248	INR2,350,278,616,015	INR52,947,763,690,808	INR21,074,057,014,579
KRW	KRW11,690,308,946,000	KRW65,043,709,857,928	KRW1,432,987,240,448,757	KRW884,756,061,958,390
MXN	MXN4,903,126,100	MXN44,476,351,112	MXN1,887,325,271,982	MXN1,008,073,542,721
NOK	NOK75,514,563,000	NOK421,185,100,928	NOK11,335,649,590,389	NOK4,234,357,506,322
NZD	NZD101,087,788,733	NZD509,922,172,375	NZD6,586,373,975,158	NZD3,879,708,113,204
PLN	PLN18,324,893,000	PLN100,308,482,492	PLN3,528,419,523,758	PLN2,566,262,308,599
SEK	SEK68,108,329,100	SEK205,390,213,083	SEK14,417,130,481,139	SEK6,070,675,098,630
SGD	SGD7,237,092,820	SGD35,698,066,299	SGD972,219,468,834	SGD679,055,081,244
THB	THB64,357,639,500	THB497,450,167,796	THB14,907,916,931,461	THB5,181,990,706,675
TWD	TWD44,247,257,000	TWD170,056,332,498	TWD6,964,378,359,701	TWD3,109,674,767,188
ZAR	ZAR314,165,756,418	ZAR1,222,760,594,454	ZAR38,970,402,342,819	ZAR39,107,662,869,210
Total in USD	$1,764,892,848,806	$8,974,644,486,661	$272,802,143,115,274	$95,008,983,192,379

Figures as of COB Jul 12, 2024. Weekly figures as of COB Jul 12, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$0
OIS	$896,646,020,463
Basis	$21,444,400,000
Zeroes	$0
FRAs	$0
VNS	$386,607,969
Inflation	$5,642,970,000
Total	$924,119,998,432

Product	Volume EUR	USD Equivalent
IRS	€67,634,419,938	$73,762,098,384
OIS	€251,172,466,275	$273,928,691,720
Basis	€3,802,000,000	$4,146,461,200
Zeroes	€0	$0
FRAs	€180,000,000	$196,308,000
VNS	€17,000,000	$18,540,200
Inflation	€3,467,459,000	$3,781,610,785
Total	€326,273,345,213	$355,833,710,289

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£118,591,379,049	$154,038,342,247
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£28,450,000	$36,953,705
Inflation	£2,554,085,000	$3,317,501,007
Total	£121,173,914,049	$157,392,796,959

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥11,185,401,150,944	$70,831,783,877
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥11,185,401,150,944	$70,831,783,877

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF8,768,612,000	$9,801,164,701
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF8,768,612,000	$9,801,164,701

Product	Volume AUD	USD Equivalent
IRS	$22,461,255,910	$15,246,700,512
OIS	$42,207,753,000	$28,650,622,736
Basis	$15,028,600,000	$10,201,413,680
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$79,697,608,910	$54,098,736,928

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$66,040,301,000	$48,452,165,077
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$40,884,000	$29,995,598
Inflation	$0	$0
Total	$66,081,185,000	$48,482,160,675

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL2,701,939,175	$497,530,553
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL2,701,939,175	$497,530,553

Product	Volume CLP	USD Equivalent
IRS	CLP22,382,700,000	$24,695,427
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP22,382,700,000	$24,695,427

Product	Volume CNY	USD Equivalent
IRS	CNY21,740,887,366	$2,998,577,646
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY21,740,887,366	$2,998,577,646

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP43,000,000,000	$10,946,907
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP43,000,000,000	$10,946,907

Product	Volume CZK	USD Equivalent
IRS	CZK116,370,080,000	$5,010,228,833
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK130,600,000,000	$5,622,887,650
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK246,970,080,000	$10,633,116,483

Product	Volume DKK	USD Equivalent
IRS	DKK525,300,000	$76,783,652
OIS	DKK400,000,000	$58,468,420
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK925,300,000	$135,252,072

Product	Volume HKD	USD Equivalent
IRS	HKD29,848,129,000	$3,823,178,625
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD29,848,129,000	$3,823,178,625

Product	Volume HUF	USD Equivalent
IRS	HUF311,372,378,000	$866,174,413
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF145,750,000,000	$405,446,756
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF457,122,378,000	$1,271,621,169

Product	Volume ILS	USD Equivalent
IRS	ILS7,161,376,000	$1,992,425,785
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS1,525,000,000	$424,282,892
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS8,686,376,000	$2,416,708,677

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR637,164,411,248	$7,626,144,958
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR637,164,411,248	$7,626,144,958

Product	Volume KRW	USD Equivalent
IRS	KRW11,690,308,946,000	$8,502,444,804
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW11,690,308,946,000	$8,502,444,804

Product	Volume MXN	USD Equivalent
IRS	MXN4,903,126,100	$278,074,011
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN4,903,126,100	$278,074,011

Product	Volume NOK	USD Equivalent
IRS	NOK39,251,563,000	$3,661,082,425
OIS	NOK0	$0
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK36,263,000,000	$3,382,332,366
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK75,514,563,000	$7,043,414,791

Product	Volume NZD	USD Equivalent
IRS	NZD20,457,288,733	$12,523,952,162
OIS	NZD80,630,500,000	$49,361,992,100
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD101,087,788,733	$61,885,944,262

Product	Volume PLN	USD Equivalent
IRS	PLN12,230,893,000	$3,135,644,003
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN6,094,000,000	$1,562,323,745
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN18,324,893,000	$4,697,967,748

Product	Volume SEK	USD Equivalent
IRS	SEK59,108,329,100	$5,614,446,290
OIS	SEK9,000,000,000	$854,871,342
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK0	$0
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK68,108,329,100	$6,469,317,632

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD7,237,092,820	$5,397,794,384
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD7,237,092,820	$5,397,794,384

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB64,357,639,500	$1,782,266,394
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB64,357,639,500	$1,782,266,394

Product	Volume TWD	USD Equivalent
IRS	TWD44,247,257,000	$1,359,864,067
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD44,247,257,000	$1,359,864,067

Product	Volume ZAR	USD Equivalent
IRS	ZAR314,165,756,418	$17,477,636,335
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR314,165,756,418	$17,477,636,335

Product	USD Equivalent
IRS	$156,851,537,927
OIS	$1,547,441,275,326
Basis	$35,792,274,880
Zeroes	$0
FRAs	$11,593,581,409
VNS	$472,097,472
Inflation	$12,742,081,792
Total	$1,764,892,848,806

Show:

Product	USD Equivalent
IRS	$0
OIS	$4,069,286,263,230
Basis	$55,558,430,000
Zeroes	$0
FRAs	$0
VNS	$10,042,663,825
Inflation	$37,292,458,600
Total	$4,172,179,815,655

Product	Volume EUR	USD Equivalent
IRS	€349,454,986,481	$379,067,354,356
OIS	€1,141,526,256,466	$1,239,020,259,511
Basis	€16,274,090,000	$17,673,970,795
Zeroes	€1,500,000,000	$1,621,950,000
FRAs	€203,771,600,000	$220,621,864,230
VNS	€167,809,493	$181,970,410
Inflation	€13,977,490,988	$15,163,780,806
Total	€1,726,672,233,428	$1,873,351,150,108

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£902,496,601,147	$1,161,882,391,678
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£385,250,000	$496,792,845
Inflation	£12,175,934,879	$15,678,325,523
Total	£915,057,786,026	$1,178,057,510,046

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥51,567,932,084,145	$322,567,789,185
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥47,653,500,000	$300,245,723
Inflation	¥0	$0
Total	¥51,615,585,584,145	$322,868,034,908

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF34,500,327,060	$38,460,403,920
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF34,500,327,060	$38,460,403,920

Product	Volume AUD	USD Equivalent
IRS	$122,444,217,384	$82,691,160,184
OIS	$447,391,802,000	$302,031,510,569
Basis	$69,566,900,000	$46,983,803,090
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$639,402,919,384	$431,706,473,843

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$327,161,746,621	$240,020,794,109
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$540,884,000	$396,551,076
Inflation	$0	$0
Total	$327,702,630,621	$240,417,345,185

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	BRL67,891,164,268	$12,528,949,357
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL67,891,164,268	$12,528,949,357

Product	Volume CLP	USD Equivalent
IRS	CLP357,950,323,680	$386,098,230
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP357,950,323,680	$386,098,230

Product	Volume CNY	USD Equivalent
IRS	CNY225,550,147,841	$31,032,277,889
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY225,550,147,841	$31,032,277,889

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP542,281,625,000	$135,322,444
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP542,281,625,000	$135,322,444

Product	Volume CZK	USD Equivalent
IRS	CZK454,513,438,779	$19,488,239,917
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK684,765,000,000	$29,303,450,959
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,139,278,438,779	$48,791,690,876

Product	Volume DKK	USD Equivalent
IRS	DKK4,915,070,000	$714,795,052
OIS	DKK400,000,000	$58,468,420
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK5,315,070,000	$773,263,472

Product	Volume HKD	USD Equivalent
IRS	HKD81,386,711,286	$10,422,359,656
OIS	HKD0	$0
Basis	HKD461,500,000	$59,086,743
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD81,848,211,286	$10,481,446,399

Product	Volume HUF	USD Equivalent
IRS	HUF2,241,706,318,503	$6,170,911,158
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,663,450,000,000	$4,578,430,755
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,905,156,318,503	$10,749,341,913

Product	Volume ILS	USD Equivalent
IRS	ILS35,613,666,000	$9,753,724,043
OIS	ILS191,000,000	$52,440,832
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS22,184,000,000	$6,045,212,349
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS57,988,666,000	$15,851,377,224

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,350,278,616,015	$28,141,353,246
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,350,278,616,015	$28,141,353,246

Product	Volume KRW	USD Equivalent
IRS	KRW65,043,709,857,928	$47,162,880,010
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW65,043,709,857,928	$47,162,880,010

Product	Volume MXN	USD Equivalent
IRS	MXN44,476,351,112	$2,496,581,686
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN44,476,351,112	$2,496,581,686

Product	Volume NOK	USD Equivalent
IRS	NOK226,109,100,928	$21,160,704,070
OIS	NOK44,170,000,000	$4,149,758,139
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK150,866,000,000	$14,118,453,226
VNS	NOK40,000,000	$3,772,660
Inflation	NOK0	$0
Total	NOK421,185,100,928	$39,432,688,095

Product	Volume NZD	USD Equivalent
IRS	NZD87,514,399,375	$53,474,039,817
OIS	NZD422,222,773,000	$257,765,393,379
Basis	NZD185,000,000	$112,443,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD509,922,172,375	$311,351,876,196

Product	Volume PLN	USD Equivalent
IRS	PLN63,360,282,492	$16,132,368,336
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN36,948,200,000	$9,410,573,306
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN100,308,482,492	$25,542,941,642

Product	Volume SEK	USD Equivalent
IRS	SEK194,890,213,083	$18,508,829,055
OIS	SEK9,000,000,000	$854,871,342
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK1,500,000,000	$142,879,595
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK205,390,213,083	$19,506,579,992

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD35,698,066,299	$26,503,744,875
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD35,698,066,299	$26,503,744,875

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB497,450,167,796	$13,704,226,979
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB497,450,167,796	$13,704,226,979

Product	Volume TWD	USD Equivalent
IRS	TWD170,056,332,498	$5,226,291,059
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD170,056,332,498	$5,226,291,059

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,222,385,584,454	$67,784,103,486
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR375,010,000	$20,717,926
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,222,760,594,454	$67,804,821,412

Product	USD Equivalent
IRS	$784,201,667,361
OIS	$7,704,634,991,858
Basis	$120,387,733,628
Zeroes	$1,642,667,926
FRAs	$284,220,864,420
VNS	$11,421,996,539
Inflation	$68,134,564,929
Total	$8,974,644,486,661

Show:

Product	USD Equivalent
IRS	$6,497,386,880
OIS	$104,288,372,586,276
Basis	$3,089,663,717,000
Zeroes	$0
FRAs	$0
VNS	$62,731,658,732
Inflation	$716,829,296,481
Total	$108,164,094,645,369

Product	Volume EUR	USD Equivalent
IRS	€13,939,865,480,649	$15,074,219,687,760
OIS	€58,067,435,814,121	$62,794,846,665,443
Basis	€514,108,851,353	$556,790,564,060
Zeroes	€70,209,068,439	$75,419,007,488
FRAs	€5,944,600,125,000	$6,426,877,088,429
VNS	€25,268,126,355	$27,356,894,954
Inflation	€647,264,862,164	$700,203,037,400
Total	€79,208,752,328,081	$85,655,712,945,534

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$935,114,650
OIS	£27,273,429,779,806	$34,507,281,574,658
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£16,574,706,551	$20,999,331,206
Inflation	£423,967,657,118	$536,673,827,023
Total	£27,714,716,143,475	$35,065,889,847,537

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,127,850,108,584,875	$7,310,507,619,360
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥47,653,500,000	$300,245,723
Inflation	¥0	$0
Total	¥1,127,897,762,084,875	$7,310,807,865,083

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF1,092,992,580,970	$1,229,344,668,038
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF34,500,000	$38,861,133
Inflation	CHF0	$0
Total	CHF1,093,027,080,970	$1,229,383,529,171

Product	Volume AUD	USD Equivalent
IRS	$4,347,489,495,383	$2,868,953,988,390
OIS	$13,651,476,337,798	$9,003,514,328,776
Basis	$1,750,582,250,000	$1,155,504,955,547
Zeroes	$3,841,000,000	$2,545,685,400
FRAs	$0	$0
VNS	$3,072,513,126	$2,040,082,858
Inflation	$0	$0
Total	$19,756,461,596,307	$13,032,559,040,971

Product	Volume CAD	USD Equivalent
IRS	$291,812,780,309	$214,563,674,798
OIS	$7,269,603,938,737	$5,346,662,345,289
Basis	$13,192,010,000	$9,761,911,937
Zeroes	$2,360,800,000	$1,731,998,093
FRAs	$0	$0
VNS	$8,933,836,120	$6,582,370,183
Inflation	$0	$0
Total	$7,585,903,365,166	$5,579,302,300,300

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	BRL584,738,339,258	$109,117,612,840
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL584,738,339,258	$109,117,612,840

Product	Volume CLP	USD Equivalent
IRS	CLP16,820,161,128,118	$17,944,120,164
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP16,820,161,128,118	$17,944,120,164

Product	Volume CNY	USD Equivalent
IRS	CNY7,773,082,766,162	$1,077,292,702,237
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY7,773,082,766,162	$1,077,292,702,237

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP33,369,216,099,359	$8,515,667,897
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP33,369,216,099,359	$8,515,667,897

Product	Volume CZK	USD Equivalent
IRS	CZK14,911,086,621,047	$644,192,951,611
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK38,450,534,000	$1,645,690,045
FRAs	CZK20,013,232,082,194	$861,349,026,921
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK34,962,769,237,241	$1,507,187,668,577

Product	Volume DKK	USD Equivalent
IRS	DKK326,176,291,574	$47,259,652,941
OIS	DKK236,205,400,000	$34,223,012,060
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK562,381,691,574	$81,482,665,001

Product	Volume HKD	USD Equivalent
IRS	HKD3,638,290,180,579	$465,369,333,193
OIS	HKD0	$0
Basis	HKD58,124,500,000	$7,432,818,959
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD3,698,297,880,579	$473,042,901,421

Product	Volume HUF	USD Equivalent
IRS	HUF73,482,733,180,631	$203,207,724,233
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF63,531,425,538,000	$175,455,948,342
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF137,033,658,718,631	$378,717,599,566

Product	Volume ILS	USD Equivalent
IRS	ILS1,180,727,035,791	$319,915,844,254
OIS	ILS6,520,000,000	$1,775,920,188
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS818,562,738,798	$221,646,308,604
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS2,006,199,774,589	$543,442,182,708

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR52,947,763,690,808	$635,991,287,165
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR52,947,763,690,808	$635,991,287,165

Product	Volume KRW	USD Equivalent
IRS	KRW1,432,987,240,448,757	$1,058,243,933,405
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,432,987,240,448,757	$1,058,243,933,405

Product	Volume MXN	USD Equivalent
IRS	MXN1,887,325,271,982	$109,615,066,884
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,887,325,271,982	$109,615,066,884

Product	Volume NOK	USD Equivalent
IRS	NOK5,864,961,326,296	$552,512,383,235
OIS	NOK2,003,886,100,000	$187,595,935,301
Basis	NOK16,848,000,000	$1,597,555,754
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK3,442,176,000,000	$323,100,790,867
VNS	NOK1,476,952,093	$139,629,723
Inflation	NOK0	$0
Total	NOK11,335,649,590,389	$1,065,543,625,412

Product	Volume NZD	USD Equivalent
IRS	NZD1,748,132,227,465	$1,064,452,719,789
OIS	NZD4,794,341,044,121	$2,915,736,435,396
Basis	NZD40,527,000,000	$24,704,086,150
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD6,586,373,975,158	$4,006,905,194,145

Product	Volume PLN	USD Equivalent
IRS	PLN2,258,229,194,899	$566,403,391,765
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN4,133,320,000	$1,038,964,002
FRAs	PLN1,265,487,814,184	$317,420,225,011
VNS	PLN569,194,675	$141,841,539
Inflation	PLN0	$0
Total	PLN3,528,419,523,758	$885,004,422,317

Product	Volume SEK	USD Equivalent
IRS	SEK8,669,791,653,773	$824,231,637,320
OIS	SEK2,083,491,000,000	$196,333,846,592
Basis	SEK0	$0
Zeroes	SEK17,819,346,000	$1,684,616,830
FRAs	SEK3,644,918,000,000	$346,891,251,309
VNS	SEK1,110,481,366	$104,645,333
Inflation	SEK0	$0
Total	SEK14,417,130,481,139	$1,369,245,997,384

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD971,828,351,185	$721,957,843,917
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD972,219,468,834	$722,248,940,708

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB14,907,916,931,461	$412,510,721,916
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB14,907,916,931,461	$412,510,721,916

Product	Volume TWD	USD Equivalent
IRS	TWD6,964,378,359,701	$218,114,655,901
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD6,964,378,359,701	$218,114,655,901

Product	Volume ZAR	USD Equivalent
IRS	ZAR38,952,702,115,190	$2,083,282,688,073
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR7,230,088,032	$387,279,471
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR38,970,402,342,819	$2,084,225,975,661

Product	USD Equivalent
IRS	$27,526,326,270,323
OIS	$229,595,170,458,272
Basis	$4,845,455,609,407
Zeroes	$87,412,299,773
FRAs	$8,672,740,639,483
VNS	$121,331,677,112
Inflation	$1,953,706,160,904
Total	$272,802,143,115,274

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$30,668,638,344,123
Basis	$1,530,539,389,260
Zeroes	$0
FRAs	$0
VNS	$386,087,973,372
Inflation	$602,175,730,896
Total	$33,188,860,737,651

Product	Volume EUR	USD Equivalent
IRS	€10,059,175,241,328	$10,970,536,518,193
OIS	€12,108,083,281,168	$13,205,075,626,442
Basis	€542,183,610,086	$591,305,445,160
Zeroes	€52,784,991,669	$57,567,311,915
FRAs	€3,086,532,113,266	$3,366,171,922,728
VNS	€242,597,561,770	$264,576,900,866
Inflation	€454,944,110,907	$496,162,047,355
Total	€26,546,300,910,194	$28,951,395,772,659

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$966,381,600
OIS	£6,876,920,441,096	$8,932,431,960,939
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£91,697,412,593	$119,105,769,217
Inflation	£521,161,043,061	$676,936,078,831
Total	£7,490,522,896,750	$9,729,440,190,587

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥552,426,975,709,645	$3,498,255,236,739
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥50,341,738,351	$318,790,098
Inflation	¥0	$0
Total	¥552,477,317,447,996	$3,498,574,026,837

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF656,935,235,289	$734,293,003,173
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF550,922,250	$615,796,401
Inflation	CHF0	$0
Total	CHF657,486,157,539	$734,908,799,574

Product	Volume AUD	USD Equivalent
IRS	$3,428,887,094,297	$2,327,528,559,609
OIS	$3,873,547,015,600	$2,629,363,714,189
Basis	$1,270,304,119,248	$862,282,436,146
Zeroes	$2,501,079,647	$1,697,732,864
FRAs	$0	$0
VNS	$23,970,550,712	$16,271,209,823
Inflation	$0	$0
Total	$8,599,209,859,504	$5,837,143,652,631

Product	Volume CAD	USD Equivalent
IRS	$49,817,624,608	$36,549,981,370
OIS	$2,991,297,786,724	$2,194,642,543,451
Basis	$9,008,800,000	$6,609,537,784
Zeroes	$2,360,800,000	$1,732,061,629
FRAs	$0	$0
VNS	$21,289,578,113	$15,619,646,451
Inflation	$0	$0
Total	$3,073,774,589,445	$2,255,153,770,685

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	BRL138,169,825,323	$25,442,360,160
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL138,169,825,323	$25,442,360,160

Product	Volume CLP	USD Equivalent
IRS	CLP3,999,092,524,923	$4,412,304,877
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP3,999,092,524,923	$4,412,304,877

Product	Volume CNY	USD Equivalent
IRS	CNY4,562,340,604,191	$629,253,641,757
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,562,340,604,191	$629,253,641,757

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP26,884,771,411,962	$6,844,304,785
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP26,884,771,411,962	$6,844,304,785

Product	Volume CZK	USD Equivalent
IRS	CZK12,549,285,042,815	$540,300,305,376
OIS	CZK0	$0
Basis	CZK5,964,000,000	$256,775,666
Zeroes	CZK17,823,380,000	$767,372,613
FRAs	CZK10,640,389,397,268	$458,114,197,028
VNS	CZK26,940,005,034	$1,159,882,248
Inflation	CZK0	$0
Total	CZK23,240,401,825,117	$1,000,598,532,931

Product	Volume DKK	USD Equivalent
IRS	DKK1,217,539,316,746	$177,968,999,568
OIS	DKK307,782,276,412	$44,988,858,318
Basis	DKK5,150,000,000	$752,780,904
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,626,978,009	$530,159,182
Inflation	DKK0	$0
Total	DKK1,534,098,571,167	$224,240,797,972

Product	Volume HKD	USD Equivalent
IRS	HKD3,592,241,657,813	$460,122,023,762
OIS	HKD0	$0
Basis	HKD238,902,103,396	$30,600,424,405
Zeroes	HKD1,564,200,000	$200,354,803
FRAs	HKD0	$0
VNS	HKD578,443,563	$74,091,514
Inflation	HKD0	$0
Total	HKD3,833,286,404,772	$490,996,894,484

Product	Volume HUF	USD Equivalent
IRS	HUF44,203,294,738,581	$122,964,545,284
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF8,200,000,000	$22,810,727
FRAs	HUF15,415,141,588,804	$42,881,778,093
VNS	HUF244,313,094,121	$679,629,170
Inflation	HUF0	$0
Total	HUF59,870,949,421,506	$166,548,763,274

Product	Volume ILS	USD Equivalent
IRS	ILS1,000,773,465,277	$278,433,482,257
OIS	ILS980,000,000	$272,653,924
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS387,240,918,798	$107,737,506,273
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,388,994,384,075	$386,443,642,454

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR21,074,057,014,579	$252,232,878,690
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR21,074,057,014,579	$252,232,878,690

Product	Volume KRW	USD Equivalent
IRS	KRW884,756,061,958,390	$643,489,373,649
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW884,756,061,958,390	$643,489,373,649

Product	Volume MXN	USD Equivalent
IRS	MXN1,008,073,542,721	$57,171,495,891
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,008,073,542,721	$57,171,495,891

Product	Volume NOK	USD Equivalent
IRS	NOK2,307,198,975,703	$215,197,688,312
OIS	NOK1,172,742,222,060	$109,384,330,451
Basis	NOK23,176,159,744	$2,161,693,054
Zeroes	NOK0	$0
FRAs	NOK680,186,070,334	$63,442,499,541
VNS	NOK51,054,078,482	$4,761,929,848
Inflation	NOK0	$0
Total	NOK4,234,357,506,323	$394,948,141,206

Product	Volume NZD	USD Equivalent
IRS	NZD1,494,142,867,206	$914,714,263,304
OIS	NZD2,344,999,039,273	$1,435,608,411,843
Basis	NZD39,927,374,846	$24,443,538,881
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD638,831,878	$391,092,876
Inflation	NZD0	$0
Total	NZD3,879,708,113,203	$2,375,157,306,904

Product	Volume PLN	USD Equivalent
IRS	PLN1,881,741,227,041	$482,423,531,518
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,050,120,000	$781,961,749
FRAs	PLN675,764,282,937	$173,246,239,793
VNS	PLN5,706,678,622	$1,463,025,848
Inflation	PLN0	$0
Total	PLN2,566,262,308,600	$657,914,758,908

Product	Volume SEK	USD Equivalent
IRS	SEK4,140,997,590,372	$393,335,574,081
OIS	SEK1,200,516,963,772	$114,031,949,750
Basis	SEK0	$0
Zeroes	SEK14,605,000,000	$1,387,266,216
FRAs	SEK698,811,142,960	$66,377,068,832
VNS	SEK15,744,401,526	$1,495,493,073
Inflation	SEK0	$0
Total	SEK6,070,675,098,630	$576,627,351,952

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD677,703,497,055	$505,465,968,342
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,351,584,189	$1,008,080,693
Inflation	SGD0	$0
Total	SGD679,055,081,244	$506,474,049,035

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB5,181,990,706,675	$143,505,696,668
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB5,181,990,706,675	$143,505,696,668

Product	Volume TWD	USD Equivalent
IRS	TWD3,109,674,767,188	$95,570,556,494
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD3,109,674,767,188	$95,570,556,494

Product	Volume ZAR	USD Equivalent
IRS	ZAR39,079,103,452,399	$2,174,044,575,189
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR17,714,277,214	$985,478,808
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$603,335,666
Inflation	ZAR0	$0
Total	ZAR39,107,662,869,210	$2,175,633,389,663

Product	USD Equivalent
IRS	$20,551,845,462,251
OIS	$64,475,035,481,827
Basis	$3,048,952,021,260
Zeroes	$65,142,351,324
FRAs	$4,277,971,212,288
VNS	$814,762,806,346
Inflation	$1,775,273,857,082
Total	$95,008,983,192,378

Figures as of COB Jul 12, 2024.

Notional Outstanding by Product

As of COB Jul 12, 2024

Daily Notional by Tenor

As of COB Jul 12, 2024

Notional Outstanding by Tenor

As of COB Jul 12, 2024

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$2,242,745,860,048	$11,192,765,918,236	$270,406,759,053,909	$140,799,203,909,548
EUR	€1,391,111,685,662	€7,674,142,049,510	€298,206,373,902,884	€149,216,187,478,534
GBP	£373,108,562,063	£2,690,525,999,935	£83,492,711,951,652	£36,119,173,538,557
JPY	¥23,017,233,033,888	¥102,624,899,130,290	¥2,396,773,657,541,202	¥1,947,003,628,876,819
CHF	CHF20,592,528,000	CHF85,259,162,036	CHF4,031,342,954,237	CHF3,543,446,896,106
AUD	$216,309,950,258	$1,928,099,627,831	$58,917,105,374,880	$46,406,385,281,505
CAD	$166,619,286,790	$879,258,320,674	$23,432,557,316,621	$26,670,629,473,581
Other* Show All Hide	$406,687,953,649	$2,042,786,227,209	$54,305,980,190,800	$48,991,730,913,532
BRL	BRL5,403,878,350	BRL148,354,044,177	BRL1,568,843,192,644	BRL1,065,396,195,471
CLP	CLP44,765,400,000	CLP1,013,460,647,360	CLP36,017,433,502,236	CLP52,122,839,376,552
CNY	CNY66,703,774,732	CNY612,416,251,682	CNY23,413,542,968,346	CNY24,117,022,203,509
COP	COP86,782,800,000	COP1,147,198,350,000	COP76,277,607,550,718	COP140,769,810,305,144
CZK	CZK872,704,420,000	CZK3,778,695,526,284	CZK142,398,718,781,932	CZK96,311,545,958,920
DKK	DKK3,250,600,000	DKK25,870,140,000	DKK1,484,285,582,818	DKK5,596,522,224,392
HKD	HKD96,053,692,000	HKD316,594,322,572	HKD13,855,916,919,234	HKD20,133,566,928,504
HUF	HUF1,334,754,756,000	HUF11,838,308,267,006	HUF601,202,817,602,006	HUF329,254,075,703,019
ILS	ILS20,310,532,000	ILS152,102,096,000	ILS5,532,751,620,218	ILS4,917,493,451,016
INR	INR2,965,731,262,496	INR9,281,710,087,030	INR215,089,191,467,190	INR195,652,820,809,728
KRW	KRW36,463,333,172,000	KRW192,583,110,074,896	KRW4,723,364,241,917,460	KRW5,141,613,139,212,270
MXN	MXN10,130,586,200	MXN94,883,742,224	MXN4,067,639,146,554	MXN5,425,209,040,154
NOK	NOK189,949,842,000	NOK1,152,298,053,856	NOK34,443,426,840,596	NOK31,825,029,947,637
NZD	NZD202,090,153,466	NZD1,123,591,463,034	NZD15,840,985,321,444	NZD13,919,212,542,578
PLN	PLN77,241,790,000	PLN428,496,211,340	PLN15,733,744,943,680	PLN13,468,469,832,746
SEK	SEK236,700,014,200	SEK1,194,765,510,469	SEK48,477,524,430,548	SEK53,335,140,967,615
SGD	SGD23,432,185,640	SGD120,431,472,742	SGD3,157,524,658,425	SGD2,995,021,750,507
THB	THB166,285,435,000	THB1,253,352,105,592	THB45,464,807,886,396	THB25,719,739,962,627
TWD	TWD134,246,714,000	TWD480,791,944,996	TWD18,358,969,327,716	TWD18,952,039,446,919
ZAR	ZAR1,153,734,155,428	ZAR4,288,825,651,500	ZAR139,988,219,817,608	ZAR101,058,204,607,451
Total in USD	$5,089,061,164,118	$27,704,414,824,453	$829,055,316,911,426	$466,799,699,010,715

Figures as of COB Jul 12, 2024. Weekly figures as of COB Jul 12, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$276,000,000
OIS	$2,117,093,052,725
Basis	$108,358,158,000
Zeroes	$0
FRAs	$0
VNS	$1,746,833,823
Inflation	$15,271,815,500
Total	$2,242,745,860,048

Product	Volume EUR	USD Equivalent
IRS	€370,732,218,022	$404,320,556,975
OIS	€806,211,309,640	$879,254,054,293
Basis	€11,854,000,000	$12,927,972,400
Zeroes	€0	$0
FRAs	€190,240,020,000	$207,475,765,812
VNS	€34,000,000	$37,080,400
Inflation	€12,040,138,000	$13,130,974,503
Total	€1,391,111,685,662	$1,517,146,404,383

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£366,672,797,463	$476,271,296,624
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£266,900,000	$346,676,410
Inflation	£6,168,864,600	$8,012,738,229
Total	£373,108,562,063	$484,630,711,263

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥23,017,233,033,888	$145,757,103,720
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥23,017,233,033,888	$145,757,103,720

Product	Volume CHF	USD Equivalent
IRS	CHF50,000,000	$55,887,777
OIS	CHF20,542,528,000	$22,961,524,619
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF20,592,528,000	$23,017,412,396

Product	Volume AUD	USD Equivalent
IRS	$73,259,420,258	$49,728,494,471
OIS	$109,649,830,000	$74,430,304,604
Basis	$33,400,700,000	$22,672,395,160
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$216,309,950,258	$146,831,194,235

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$166,356,499,228	$122,051,723,572
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$262,787,562	$192,800,852
Inflation	$0	$0
Total	$166,619,286,790	$122,244,524,424

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	BRL5,403,878,350	$995,061,106
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL5,403,878,350	$995,061,106

Product	Volume CLP	USD Equivalent
IRS	CLP44,765,400,000	$49,390,853
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP44,765,400,000	$49,390,853

Product	Volume CNY	USD Equivalent
IRS	CNY66,703,774,732	$9,200,013,066
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY66,703,774,732	$9,200,013,066

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP86,782,800,000	$22,093,100
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP86,782,800,000	$22,093,100

Product	Volume CZK	USD Equivalent
IRS	CZK321,804,420,000	$13,855,054,356
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK550,900,000,000	$23,718,597,292
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK872,704,420,000	$37,573,651,648

Product	Volume DKK	USD Equivalent
IRS	DKK1,050,600,000	$153,567,304
OIS	DKK2,200,000,000	$321,576,309
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK3,250,600,000	$475,143,613

Product	Volume HKD	USD Equivalent
IRS	HKD96,053,692,000	$12,303,297,874
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD96,053,692,000	$12,303,297,874

Product	Volume HUF	USD Equivalent
IRS	HUF763,254,756,000	$2,123,218,972
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF571,500,000,000	$1,589,796,373
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,334,754,756,000	$3,713,015,345

Product	Volume ILS	USD Equivalent
IRS	ILS17,260,532,000	$4,802,195,699
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS3,050,000,000	$848,565,785
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS20,310,532,000	$5,650,761,484

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,965,731,262,496	$35,496,484,291
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,965,731,262,496	$35,496,484,291

Product	Volume KRW	USD Equivalent
IRS	KRW36,463,333,172,000	$26,520,041,436
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW36,463,333,172,000	$26,520,041,436

Product	Volume MXN	USD Equivalent
IRS	MXN10,130,586,200	$574,542,176
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN10,130,586,200	$574,542,176

Product	Volume NOK	USD Equivalent
IRS	NOK80,613,842,000	$7,519,036,124
OIS	NOK8,000,000,000	$746,178,169
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK101,336,000,000	$9,451,838,863
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK189,949,842,000	$17,717,053,156

Product	Volume NZD	USD Equivalent
IRS	NZD40,541,153,466	$24,819,294,152
OIS	NZD161,549,000,000	$98,900,297,800
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD202,090,153,466	$123,719,591,952

Product	Volume PLN	USD Equivalent
IRS	PLN40,675,790,000	$10,428,085,423
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN36,566,000,000	$9,374,455,212
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN77,241,790,000	$19,802,540,635

Product	Volume SEK	USD Equivalent
IRS	SEK178,400,014,200	$16,945,451,059
OIS	SEK18,000,000,000	$1,709,742,684
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK40,300,000,000	$3,827,923,897
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK236,700,014,200	$22,483,117,640

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD23,432,185,640	$17,476,923,841
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD23,432,185,640	$17,476,923,841

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB166,285,435,000	$4,604,969,122
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB166,285,435,000	$4,604,969,122

Product	Volume TWD	USD Equivalent
IRS	TWD134,246,714,000	$4,125,844,059
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD134,246,714,000	$4,125,844,059

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,153,734,155,428	$64,184,417,252
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,153,734,155,428	$64,184,417,252

Product	USD Equivalent
IRS	$652,979,450,134
OIS	$3,997,097,325,473
Basis	$143,958,525,560
Zeroes	$0
FRAs	$256,286,943,234
VNS	$2,323,391,485
Inflation	$36,415,528,232
Total	$5,089,061,164,118

Show:

Product	USD Equivalent
IRS	$9,190,005,800
OIS	$10,801,414,176,889
Basis	$281,165,448,744
Zeroes	$0
FRAs	$0
VNS	$22,358,800,269
Inflation	$78,637,486,534
Total	$11,192,765,918,236

Product	Volume EUR	USD Equivalent
IRS	€2,005,566,072,749	$2,175,363,773,535
OIS	€3,912,003,687,682	$4,244,810,077,087
Basis	€44,229,720,000	$48,054,418,514
Zeroes	€3,042,722,920	$3,290,331,269
FRAs	€1,637,981,024,793	$1,774,113,592,185
VNS	€2,752,835,814	$2,988,389,418
Inflation	€68,565,985,552	$74,364,116,173
Total	€7,674,142,049,510	$8,322,984,698,181

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£2,647,826,383,559	$3,407,788,910,618
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£980,500,000	$1,266,354,690
Inflation	£41,719,116,376	$53,655,543,392
Total	£2,690,525,999,935	$3,462,710,808,700

Product	Volume JPY	USD Equivalent
IRS	¥10,000,000,000	$62,190,989
OIS	¥102,519,592,130,290	$640,778,325,996
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥95,307,000,000	$600,491,447
Inflation	¥0	$0
Total	¥102,624,899,130,290	$641,441,008,432

Product	Volume CHF	USD Equivalent
IRS	CHF50,000,000	$55,887,777
OIS	CHF85,209,162,036	$94,993,392,749
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF85,259,162,036	$95,049,280,526

Product	Volume AUD	USD Equivalent
IRS	$486,304,739,102	$328,292,613,829
OIS	$1,276,877,408,000	$861,971,395,073
Basis	$164,745,700,000	$111,259,269,035
Zeroes	$0	$0
FRAs	$0	$0
VNS	$171,780,729	$115,745,855
Inflation	$0	$0
Total	$1,928,099,627,831	$1,301,639,023,792

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$875,815,386,079	$642,512,311,593
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$3,442,934,595	$2,525,547,784
Inflation	$0	$0
Total	$879,258,320,674	$645,037,859,377

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	BRL148,354,044,177	$27,371,707,371
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL148,354,044,177	$27,371,707,371

Product	Volume CLP	USD Equivalent
IRS	CLP1,013,460,647,360	$1,091,443,638
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP1,013,460,647,360	$1,091,443,638

Product	Volume CNY	USD Equivalent
IRS	CNY612,416,251,682	$84,262,852,709
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY612,416,251,682	$84,262,852,709

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP1,147,198,350,000	$286,259,072
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP1,147,198,350,000	$286,259,072

Product	Volume CZK	USD Equivalent
IRS	CZK1,224,713,526,284	$52,501,068,926
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK2,553,982,000,000	$109,328,158,488
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK3,778,695,526,284	$161,829,227,414

Product	Volume DKK	USD Equivalent
IRS	DKK11,670,140,000	$1,696,976,830
OIS	DKK14,200,000,000	$2,063,155,061
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK25,870,140,000	$3,760,131,891

Product	Volume HKD	USD Equivalent
IRS	HKD310,067,322,572	$39,707,347,768
OIS	HKD0	$0
Basis	HKD6,527,000,000	$835,625,194
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD316,594,322,572	$40,542,972,962

Product	Volume HUF	USD Equivalent
IRS	HUF5,601,208,267,006	$15,419,574,722
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF6,237,100,000,000	$17,161,278,143
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF11,838,308,267,006	$32,580,852,865

Product	Volume ILS	USD Equivalent
IRS	ILS91,251,096,000	$24,975,104,225
OIS	ILS382,000,000	$104,881,665
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS60,469,000,000	$16,471,175,069
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS152,102,096,000	$41,551,160,959

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR9,281,710,087,030	$111,133,313,330
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR9,281,710,087,030	$111,133,313,330

Product	Volume KRW	USD Equivalent
IRS	KRW192,583,110,074,896	$139,659,353,831
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW192,583,110,074,896	$139,659,353,831

Product	Volume MXN	USD Equivalent
IRS	MXN94,883,742,224	$5,324,094,108
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN94,883,742,224	$5,324,094,108

Product	Volume NOK	USD Equivalent
IRS	NOK490,056,053,856	$45,868,314,051
OIS	NOK178,340,000,000	$16,735,544,299
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK483,822,000,000	$45,296,292,232
VNS	NOK80,000,000	$7,545,319
Inflation	NOK0	$0
Total	NOK1,152,298,053,856	$107,907,695,901

Product	Volume NZD	USD Equivalent
IRS	NZD178,593,397,034	$109,121,155,574
OIS	NZD943,428,066,000	$576,236,401,205
Basis	NZD1,570,000,000	$956,646,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD1,123,591,463,034	$686,314,202,779

Product	Volume PLN	USD Equivalent
IRS	PLN188,477,811,340	$48,003,661,200
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN240,018,400,000	$61,182,521,531
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN428,496,211,340	$109,186,182,731

Product	Volume SEK	USD Equivalent
IRS	SEK726,733,510,469	$69,062,876,743
OIS	SEK18,000,000,000	$1,709,742,684
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK450,032,000,000	$42,686,249,073
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,194,765,510,469	$113,458,868,500

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD120,431,472,742	$89,454,048,350
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD120,431,472,742	$89,454,048,350

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB1,253,352,105,592	$34,526,465,634
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,253,352,105,592	$34,526,465,634

Product	Volume TWD	USD Equivalent
IRS	TWD480,791,944,996	$14,775,969,275
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD480,791,944,996	$14,775,969,275

Product	Volume ZAR	USD Equivalent
IRS	ZAR4,287,325,611,500	$237,686,552,185
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR1,500,040,000	$82,871,704
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR4,288,825,651,500	$237,769,423,889

Product	USD Equivalent
IRS	$3,429,492,525,086
OIS	$21,526,518,401,305
Basis	$442,271,407,487
Zeroes	$3,373,202,973
FRAs	$2,066,239,266,721
VNS	$29,862,874,782
Inflation	$206,657,146,099
Total	$27,704,414,824,453

Show:

Product	USD Equivalent
IRS	$560,496,194,616
OIS	$259,082,448,027,132
Basis	$8,770,157,771,351
Zeroes	$0
FRAs	$0
VNS	$221,795,034,602
Inflation	$1,771,862,026,208
Total	$270,406,759,053,909

Product	Volume EUR	USD Equivalent
IRS	€68,233,081,205,773	$73,783,508,768,079
OIS	€168,789,709,474,425	$182,547,192,134,037
Basis	€1,337,380,178,848	$1,448,114,381,781
Zeroes	€163,162,302,516	$175,527,649,710
FRAs	€57,030,307,395,818	$61,671,984,073,104
VNS	€168,983,423,059	$183,483,386,180
Inflation	€2,483,749,922,445	$2,686,810,024,497
Total	€298,206,373,902,884	$322,496,620,417,388

Product	Volume GBP	USD Equivalent
IRS	£8,218,034,723	$10,447,153,439
OIS	£81,924,781,699,472	$103,671,461,083,493
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£54,357,864,453	$68,700,567,549
Inflation	£1,505,354,353,004	$1,905,749,349,303
Total	£83,492,711,951,652	$105,656,358,153,784

Product	Volume JPY	USD Equivalent
IRS	¥954,551,860,000	$6,221,929,685
OIS	¥2,395,689,119,765,970	$15,548,887,558,650
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥129,985,915,232	$824,515,447
Inflation	¥0	$0
Total	¥2,396,773,657,541,202	$15,555,934,003,782

Product	Volume CHF	USD Equivalent
IRS	CHF50,000,000	$55,887,777
OIS	CHF4,031,223,954,237	$4,535,173,889,050
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF69,000,000	$77,722,266
Inflation	CHF0	$0
Total	CHF4,031,342,954,237	$4,535,307,499,093

Product	Volume AUD	USD Equivalent
IRS	$17,472,320,296,399	$11,528,690,125,793
OIS	$36,277,181,649,856	$23,922,146,088,840
Basis	$5,124,107,210,000	$3,380,357,022,741
Zeroes	$23,616,600,000	$15,511,222,030
FRAs	$0	$0
VNS	$19,879,618,625	$13,090,100,984
Inflation	$0	$0
Total	$58,917,105,374,880	$38,859,794,560,388

Product	Volume CAD	USD Equivalent
IRS	$1,164,280,701,178	$858,631,605,427
OIS	$21,862,796,238,326	$16,080,958,212,223
Basis	$294,706,020,000	$217,436,651,635
Zeroes	$16,721,600,000	$12,256,493,254
FRAs	$0	$0
VNS	$94,052,757,117	$69,280,069,743
Inflation	$0	$0
Total	$23,432,557,316,621	$17,238,563,032,282

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	BRL1,568,843,192,644	$292,016,643,746
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,568,843,192,644	$292,016,643,746

Product	Volume CLP	USD Equivalent
IRS	CLP36,017,433,502,236	$38,442,356,497
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP36,017,433,502,236	$38,442,356,497

Product	Volume CNY	USD Equivalent
IRS	CNY23,413,542,968,346	$3,245,096,153,741
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY23,413,542,968,346	$3,245,096,153,741

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP76,277,607,550,718	$19,492,331,659
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP76,277,607,550,718	$19,492,331,659

Product	Volume CZK	USD Equivalent
IRS	CZK40,593,441,074,994	$1,752,917,993,418
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK76,901,068,000	$3,291,380,089
FRAs	CZK101,728,069,728,776	$4,385,192,911,815
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK142,398,718,781,932	$6,141,415,964,859

Product	Volume DKK	USD Equivalent
IRS	DKK813,627,940,070	$117,901,521,537
OIS	DKK624,457,400,000	$90,485,344,427
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK42,620,000,000	$6,221,314,012
VNS	DKK3,580,242,748	$521,915,749
Inflation	DKK0	$0
Total	DKK1,484,285,582,818	$215,130,095,725

Product	Volume HKD	USD Equivalent
IRS	HKD13,560,506,519,234	$1,734,474,802,164
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD290,244,000,000	$37,114,071,531
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD13,855,916,919,234	$1,772,249,299,858

Product	Volume HUF	USD Equivalent
IRS	HUF221,754,913,649,716	$613,528,158,619
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF379,198,844,477,664	$1,048,870,663,584
VNS	HUF210,059,474,626	$581,732,961
Inflation	HUF0	$0
Total	HUF601,202,817,602,006	$1,663,088,409,146

Product	Volume ILS	USD Equivalent
IRS	ILS3,041,800,742,622	$824,081,075,581
OIS	ILS6,716,000,000	$1,829,727,476
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS2,483,454,877,596	$672,546,809,454
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS5,532,751,620,218	$1,498,665,831,835

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR215,089,191,467,190	$2,583,605,579,975
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR215,089,191,467,190	$2,583,605,579,975

Product	Volume KRW	USD Equivalent
IRS	KRW4,723,364,241,917,460	$3,492,100,183,073
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,723,364,241,917,460	$3,492,100,183,073

Product	Volume MXN	USD Equivalent
IRS	MXN4,067,639,146,554	$236,390,688,929
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN4,067,639,146,554	$236,390,688,929

Product	Volume NOK	USD Equivalent
IRS	NOK13,314,890,312,410	$1,254,396,604,142
OIS	NOK5,560,552,200,000	$521,924,018,516
Basis	NOK30,904,000,000	$2,935,711,070
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK15,521,524,000,000	$1,460,827,496,067
VNS	NOK2,953,904,186	$279,259,446
Inflation	NOK0	$0
Total	NOK34,443,426,840,596	$3,241,557,750,305

Product	Volume NZD	USD Equivalent
IRS	NZD4,618,406,614,858	$2,814,721,718,914
OIS	NZD11,037,884,965,324	$6,712,615,760,475
Basis	NZD177,948,000,000	$108,287,811,500
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD15,840,985,321,444	$9,639,648,196,896

Product	Volume PLN	USD Equivalent
IRS	PLN6,621,615,974,540	$1,660,551,901,169
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN8,666,640,000	$2,178,214,071
FRAs	PLN9,101,544,628,368	$2,283,200,019,416
VNS	PLN1,917,700,772	$476,567,446
Inflation	PLN0	$0
Total	PLN15,733,744,943,680	$3,946,406,702,102

Product	Volume SEK	USD Equivalent
IRS	SEK24,166,634,775,816	$2,297,521,752,457
OIS	SEK3,524,424,000,000	$331,970,557,598
Basis	SEK0	$0
Zeroes	SEK35,638,692,000	$3,369,233,660
FRAs	SEK20,748,606,000,000	$1,980,036,742,191
VNS	SEK2,220,962,732	$209,290,666
Inflation	SEK0	$0
Total	SEK48,477,524,430,548	$4,613,107,576,572

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD3,156,742,423,128	$2,344,662,902,668
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD3,157,524,658,425	$2,345,245,096,250

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB45,464,807,886,396	$1,258,593,635,024
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB45,464,807,886,396	$1,258,593,635,024

Product	Volume TWD	USD Equivalent
IRS	TWD18,358,969,327,716	$574,951,655,137
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD18,358,969,327,716	$574,951,655,137

Product	Volume ZAR	USD Equivalent
IRS	ZAR139,903,705,259,730	$7,484,261,481,297
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR71,111,464,240	$3,803,868,586
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR139,988,219,817,608	$7,488,776,039,471

Product	USD Equivalent
IRS	$115,181,406,355,237
OIS	$619,253,625,778,868
Basis	$13,964,403,421,609
Zeroes	$221,856,178,287
FRAs	$73,508,880,029,643
VNS	$560,723,747,774
Inflation	$6,364,421,400,008
Total	$829,055,316,911,426

Show:

Product	USD Equivalent
IRS	$3,215,655,563
OIS	$121,632,600,933,745
Basis	$13,011,791,568,769
Zeroes	$0
FRAs	$0
VNS	$2,034,118,205,434
Inflation	$4,117,477,546,037
Total	$140,799,203,909,548

Product	Volume EUR	USD Equivalent
IRS	€66,669,390,915,043	$72,709,637,731,945
OIS	€45,358,618,722,587	$49,468,109,578,853
Basis	€1,588,213,149,406	$1,732,105,260,742
Zeroes	€175,039,299,185	$190,897,859,691
FRAs	€29,957,510,656,324	$32,671,661,121,787
VNS	€1,401,384,544,876	$1,528,349,984,642
Inflation	€4,066,030,191,114	$4,434,412,526,429
Total	€149,216,187,478,535	$162,735,174,064,089

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$966,381,600
OIS	£32,745,938,233,250	$42,533,699,171,168
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£539,999,567,078	$701,405,437,678
Inflation	£2,832,491,738,229	$3,679,123,518,785
Total	£36,119,173,538,557	$46,915,194,509,231

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,946,690,609,297,385	$12,327,458,501,709
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥313,019,579,434	$1,982,202,954
Inflation	¥0	$0
Total	¥1,947,003,628,876,819	$12,329,440,704,663

Product	Volume CHF	USD Equivalent
IRS	CHF105,900,000	$118,370,312
OIS	CHF3,539,787,518,231	$3,956,617,133,215
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,553,477,875	$3,971,919,605
Inflation	CHF0	$0
Total	CHF3,543,446,896,106	$3,960,707,423,132

Product	Volume AUD	USD Equivalent
IRS	$23,554,996,939,939	$15,989,131,922,831
OIS	$14,503,192,868,898	$9,844,767,319,408
Basis	$8,222,260,458,351	$5,581,270,399,129
Zeroes	$22,257,660,669	$15,108,500,062
FRAs	$0	$0
VNS	$103,677,353,647	$70,376,187,656
Inflation	$0	$0
Total	$46,406,385,281,504	$31,500,654,329,086

Product	Volume CAD	USD Equivalent
IRS	$980,682,476,005	$719,502,917,098
OIS	$24,888,888,037,960	$18,260,372,735,113
Basis	$304,645,672,318	$223,511,131,561
Zeroes	$17,242,994,101	$12,650,766,032
FRAs	$0	$0
VNS	$479,170,293,197	$351,555,607,628
Inflation	$0	$0
Total	$26,670,629,473,581	$19,567,593,157,432

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	BRL1,065,396,195,471	$196,180,270,586
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,065,396,195,471	$196,180,270,586

Product	Volume CLP	USD Equivalent
IRS	CLP52,122,839,376,552	$57,508,511,476
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP52,122,839,376,552	$57,508,511,476

Product	Volume CNY	USD Equivalent
IRS	CNY24,117,022,203,509	$3,326,302,301,047
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY24,117,022,203,509	$3,326,302,301,047

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP140,769,810,305,144	$35,837,071,907
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP140,769,810,305,144	$35,837,071,907

Product	Volume CZK	USD Equivalent
IRS	CZK47,867,126,481,423	$2,060,884,183,214
OIS	CZK0	$0
Basis	CZK11,928,000,000	$513,551,331
Zeroes	CZK66,673,914,000	$2,870,596,689
FRAs	CZK48,144,383,410,429	$2,072,821,277,869
VNS	CZK221,434,153,069	$9,533,685,793
Inflation	CZK0	$0
Total	CZK96,311,545,958,921	$4,146,623,294,896

Product	Volume DKK	USD Equivalent
IRS	DKK4,835,539,336,656	$706,815,859,070
OIS	DKK725,447,976,412	$106,039,491,970
Basis	DKK11,320,000,000	$1,654,656,279
Zeroes	DKK0	$0
FRAs	DKK3,500,000,000	$511,598,673
VNS	DKK20,714,911,324	$3,027,920,326
Inflation	DKK0	$0
Total	DKK5,596,522,224,392	$818,049,526,318

Product	Volume HKD	USD Equivalent
IRS	HKD18,913,659,921,369	$2,422,607,471,532
OIS	HKD2,840,000,000	$363,769,109
Basis	HKD1,206,462,840,010	$154,533,067,766
Zeroes	HKD3,128,400,000	$400,709,606
FRAs	HKD0	$0
VNS	HKD7,475,767,126	$957,553,925
Inflation	HKD0	$0
Total	HKD20,133,566,928,505	$2,578,862,571,938

Product	Volume HUF	USD Equivalent
IRS	HUF197,805,579,183,556	$550,254,754,600
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF161,215,817,418	$448,469,504
FRAs	HUF128,781,363,317,319	$358,243,472,008
VNS	HUF2,505,917,384,726	$6,970,950,775
Inflation	HUF0	$0
Total	HUF329,254,075,703,019	$915,917,646,887

Product	Volume ILS	USD Equivalent
IRS	ILS3,873,017,570,518	$1,077,544,325,882
OIS	ILS1,176,000,000	$327,184,709
Basis	ILS0	$0
Zeroes	ILS390,000,000	$108,505,133
FRAs	ILS1,042,909,880,498	$290,156,603,650
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS4,917,493,451,016	$1,368,136,619,374

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR195,652,820,809,728	$2,341,745,311,906
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR195,652,820,809,728	$2,341,745,311,906

Product	Volume KRW	USD Equivalent
IRS	KRW5,141,613,139,212,270	$3,739,531,788,203
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,141,613,139,212,270	$3,739,531,788,203

Product	Volume MXN	USD Equivalent
IRS	MXN5,425,209,040,154	$307,683,222,703
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,425,209,040,154	$307,683,222,703

Product	Volume NOK	USD Equivalent
IRS	NOK18,499,376,795,376	$1,725,478,887,390
OIS	NOK3,826,023,458,016	$356,861,897,159
Basis	NOK115,732,416,351	$10,794,625,311
Zeroes	NOK6,301,212,000	$587,728,354
FRAs	NOK9,238,337,046,466	$861,680,677,387
VNS	NOK139,259,019,429	$12,989,005,011
Inflation	NOK0	$0
Total	NOK31,825,029,947,638	$2,968,392,820,612

Product	Volume NZD	USD Equivalent
IRS	NZD7,287,286,556,345	$4,461,276,829,795
OIS	NZD6,443,324,032,474	$3,944,602,972,681
Basis	NZD183,754,408,862	$112,494,449,105
Zeroes	NZD3,460,000,000	$2,118,212,000
FRAs	NZD0	$0
VNS	NZD1,387,544,897	$849,454,986
Inflation	NZD0	$0
Total	NZD13,919,212,542,578	$8,521,341,918,567

Product	Volume PLN	USD Equivalent
IRS	PLN8,254,061,588,220	$2,116,100,494,339
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN8,125,440,007	$2,083,125,675
FRAs	PLN5,189,051,552,596	$1,330,321,374,300
VNS	PLN17,231,251,923	$4,417,590,095
Inflation	PLN0	$0
Total	PLN13,468,469,832,746	$3,452,922,584,409

Product	Volume SEK	USD Equivalent
IRS	SEK41,798,968,980,360	$3,970,304,522,304
OIS	SEK1,686,516,026,764	$160,194,913,208
Basis	SEK0	$0
Zeroes	SEK32,424,346,000	$3,079,849,353
FRAs	SEK9,772,692,819,057	$928,266,113,760
VNS	SEK44,538,795,435	$4,230,548,869
Inflation	SEK0	$0
Total	SEK53,335,140,967,616	$5,066,075,947,494

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,990,932,097,362	$2,230,790,301,966
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,089,653,146	$3,050,272,717
Inflation	SGD0	$0
Total	SGD2,995,021,750,508	$2,233,840,574,683

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB25,719,739,962,627	$712,260,868,530
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB25,719,739,962,627	$712,260,868,530

Product	Volume TWD	USD Equivalent
IRS	TWD18,952,039,446,919	$582,458,646,718
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD18,952,039,446,919	$582,458,646,718

Product	Volume ZAR	USD Equivalent
IRS	ZAR100,974,093,475,177	$5,617,380,153,610
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR64,858,038,636	$3,608,175,587
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,071,086,081
Inflation	ZAR0	$0
Total	ZAR101,058,204,607,451	$5,622,059,415,278

Product	USD Equivalent
IRS	$122,340,885,201,818
OIS	$267,912,649,156,356
Basis	$20,828,668,709,993
Zeroes	$233,962,497,686
FRAs	$38,513,662,239,434
VNS	$4,738,857,614,175
Inflation	$12,231,013,591,251
Total	$466,799,699,010,713

Figures as of COB Jul 12, 2024.

Notional Outstanding by Product

As of COB Jul 12, 2024

Daily Notional by Tenor

As of COB Jul 12, 2024

Notional Outstanding by Currency

As of COB Jul 12, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

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

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

Sign-up

Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression