Volumes

  • Client Notional Cleared (USD)
    $2,048,465,584,489,522
    Client Notional Outstanding (USD)
    $79,378,465,380,538
    As of COB Mar 22, 2023
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $5,916,125,000,000,000
    Trades Compressed
    41,866,036
  • 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 Mar 22, 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
$974,931,700,195
$5,576,267,909,924
$48,813,322,803,276
$33,228,362,097,793
EUR
€436,305,171,935
€4,107,113,682,828
€26,979,786,674,051
€22,359,504,648,479
GBP
£250,629,976,737
£1,110,351,194,286
£9,616,073,912,749
£5,853,706,110,916
JPY
¥2,016,095,767,441
¥16,604,203,373,991
¥139,840,031,270,981
¥136,138,277,518,043
CHF
CHF17,778,439,000
CHF36,210,760,352
CHF348,867,844,568
CHF612,572,010,729
AUD
$172,234,125,200
$904,412,442,636
$7,208,149,218,978
$4,909,453,755,000
CAD
$42,130,644,102
$614,789,943,683
$4,020,245,944,128
$3,268,828,500,248
Other*
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$108,712,735,442
$691,063,719,224
$5,359,866,330,167
$7,224,775,119,953
BRL
BRL0
BRL10,395,566,829
BRL40,000,354,602
BRL46,164,842,406
CLP
CLP0
CLP239,355,570,000
CLP4,397,648,160,700
CLP4,689,893,771,904
CNY
CNY44,356,089,500
CNY377,143,551,300
CNY3,002,931,901,050
CNY3,764,540,635,365
COP
COP130,000,000,000
COP229,422,155,000
COP3,970,498,198,000
COP14,937,534,522,000
CZK
CZK244,162,297,262
CZK1,198,335,747,597
CZK9,887,159,255,860
CZK13,847,905,067,779
DKK
DKK1,262,600,000
DKK15,604,366,000
DKK144,152,311,000
DKK1,177,297,528,458
HKD
HKD33,125,472,000
HKD274,892,209,911
HKD1,917,308,745,973
HKD4,057,046,317,712
HUF
HUF897,829,526,000
HUF1,936,968,704,241
HUF30,565,776,372,594
HUF45,908,277,794,842
ILS
ILS17,917,050,000
ILS119,705,741,617
ILS898,907,562,689
ILS1,156,725,280,099
INR
INR72,608,000,000
INR2,409,920,693,000
INR19,726,781,569,241
INR23,024,319,521,487
KRW
KRW4,363,707,176,000
KRW49,616,885,564,915
KRW484,217,535,268,727
KRW686,672,194,484,061
MXN
MXN21,428,582,000
MXN51,589,441,535
MXN607,059,008,968
MXN806,788,313,133
NOK
NOK71,962,402,000
NOK377,762,973,330
NOK3,339,873,420,013
NOK2,410,144,549,619
NZD
NZD13,029,915,900
NZD234,379,496,867
NZD1,252,602,917,239
NZD1,200,056,273,300
PLN
PLN49,183,882,000
PLN168,295,523,156
PLN1,240,489,685,341
PLN2,186,040,951,977
SEK
SEK80,095,302,000
SEK542,703,324,506
SEK4,877,434,876,080
SEK4,067,775,508,499
SGD
SGD6,455,367,000
SGD46,301,483,590
SGD374,333,027,465
SGD823,706,559,106
THB
THB38,863,910,000
THB319,594,841,856
THB2,501,688,759,754
THB2,597,396,910,372
TWD
TWD17,722,380,000
TWD277,313,561,163
TWD1,600,142,442,557
TWD1,984,664,178,075
ZAR
ZAR598,366,534,000
ZAR2,034,955,520,800
ZAR16,724,944,713,495
ZAR25,226,773,957,012
Total in USD$2,048,092,962,214$13,212,498,868,497$104,061,393,066,707$79,378,465,380,538

Figures as of COB Mar 22, 2023. Weekly figures as of COB Mar 17, 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 $6,365,683,000
OIS $947,164,759,177
Basis $14,039,863,000
Zeroes $0
FRAs $0
VNS $1,319,420,018
Inflation $6,041,975,000
Total$974,931,700,195
ProductVolume
EUR
USD
Equivalent
IRS €97,255,164,112 $105,823,344,070
OIS €316,425,208,146 $344,302,268,983
Basis €3,832,700,000 $4,170,360,870
Zeroes €0 $0
FRAs €12,304,200,000 $13,388,200,020
VNS €421,855,854 $459,021,354
Inflation €6,066,043,823 $6,600,462,284
Total€436,305,171,935$474,743,657,581
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £248,144,765,557 $305,267,690,588
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £15,000,000 $18,453,000
Inflation £2,470,211,180 $3,038,853,794
Total£250,629,976,737$308,324,997,382
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥2,016,095,767,441 $15,342,610,764
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,016,095,767,441$15,342,610,764
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF17,778,439,000 $19,383,383,123
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,778,439,000$19,383,383,123
ProductVolume
AUD
USD
Equivalent
IRS $58,103,475,200 $39,092,018,115
OIS $109,782,800,000 $73,861,867,840
Basis $4,347,850,000 $2,925,233,480
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$172,234,125,200$115,879,119,435
ProductVolume
CAD
USD
Equivalent
IRS $11,910,132,102 $8,699,877,357
OIS $29,145,512,000 $21,289,636,231
Basis $1,075,000,000 $785,244,704
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$42,130,644,102$30,774,758,292
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY44,356,089,500 $6,446,496,988
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY44,356,089,500$6,446,496,988
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP130,000,000,000 $27,310,924
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP130,000,000,000$27,310,924
ProductVolume
CZK
USD
Equivalent
IRS CZK56,585,297,262 $2,598,755,271
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK187,577,000,000 $8,614,723,983
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK244,162,297,262$11,213,479,254
ProductVolume
DKK
USD
Equivalent
IRS DKK567,600,000 $82,943,652
OIS DKK695,000,000 $101,560,673
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,262,600,000$184,504,325
ProductVolume
HKD
USD
Equivalent
IRS HKD33,125,472,000 $4,221,311,041
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD33,125,472,000$4,221,311,041
ProductVolume
HUF
USD
Equivalent
IRS HUF560,829,526,000 $1,580,335,680
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF337,000,000,000 $949,616,772
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF897,829,526,000$2,529,952,452
ProductVolume
ILS
USD
Equivalent
IRS ILS12,757,050,000 $3,520,837,358
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS5,160,000,000 $1,424,116,137
VNS ILS0 $0
Inflation ILS0 $0
TotalILS17,917,050,000$4,944,953,495
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR72,608,000,000 $878,340,289
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR72,608,000,000$878,340,289
ProductVolume
KRW
USD
Equivalent
IRS KRW4,363,707,176,000 $3,372,705,205
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,363,707,176,000$3,372,705,205
ProductVolume
MXN
USD
Equivalent
IRS MXN21,428,582,000 $1,160,098,314
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN21,428,582,000$1,160,098,314
ProductVolume
NOK
USD
Equivalent
IRS NOK18,962,402,000 $1,822,606,882
OIS NOK13,000,000,000 $1,249,519,416
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK40,000,000,000 $3,844,675,125
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK71,962,402,000$6,916,801,423
ProductVolume
NZD
USD
Equivalent
IRS NZD11,102,415,900 $6,942,340,662
OIS NZD1,927,500,000 $1,205,265,750
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD13,029,915,900$8,147,606,412
ProductVolume
PLN
USD
Equivalent
IRS PLN15,857,882,000 $3,681,543,855
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN33,326,000,000 $7,736,917,862
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN49,183,882,000$11,418,461,717
ProductVolume
SEK
USD
Equivalent
IRS SEK67,270,302,000 $6,552,982,972
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK12,825,000,000 $1,249,318,111
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK80,095,302,000$7,802,301,083
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD6,455,367,000 $4,862,250,593
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,455,367,000$4,862,250,593
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB38,863,910,000 $1,136,704,007
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB38,863,910,000$1,136,704,007
ProductVolume
TWD
USD
Equivalent
IRS TWD17,722,380,000 $585,718,582
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD17,722,380,000$585,718,582
ProductVolume
ZAR
USD
Equivalent
IRS ZAR598,366,534,000 $32,863,739,338
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR598,366,534,000$32,863,739,338
ProductUSD
Equivalent
IRS$235,413,338,342
OIS$1,736,073,168,358
Basis$21,920,702,054
Zeroes$0
FRAs$37,207,568,010
VNS$1,796,894,372
Inflation$15,681,291,078
Total$2,048,092,962,214
Show:
ProductUSD
Equivalent
IRS $71,361,967,149
OIS $5,338,729,058,559
Basis $88,278,843,000
Zeroes $1,119,560,000
FRAs $34,030,000,000
VNS $4,581,030,684
Inflation $38,167,450,532
Total$5,576,267,909,924
ProductVolume
EUR
USD
Equivalent
IRS €598,208,395,632 $638,273,341,755
OIS €3,223,332,700,818 $3,437,538,349,015
Basis €22,726,208,000 $24,217,784,726
Zeroes €10,000,000 $10,612,000
FRAs €238,050,600,000 $253,266,994,260
VNS €2,104,211,189 $2,246,568,352
Inflation €22,681,567,189 $24,210,807,452
Total€4,107,113,682,828$4,379,764,457,560
ProductVolume
GBP
USD
Equivalent
IRS £100,000,000 $120,770,000
OIS £1,101,113,721,834 $1,338,750,167,026
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £303,128,365 $369,268,811
Inflation £8,834,344,087 $10,745,019,375
Total£1,110,351,194,286$1,349,985,225,212
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥16,604,203,373,991 $124,647,567,262
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥16,604,203,373,991$124,647,567,262
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF36,210,760,352 $39,300,595,204
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF36,210,760,352$39,300,595,204
ProductVolume
AUD
USD
Equivalent
IRS $177,803,768,636 $118,624,961,696
OIS $668,671,983,000 $446,040,367,686
Basis $57,936,691,000 $38,671,123,908
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$904,412,442,636$603,336,453,290
ProductVolume
CAD
USD
Equivalent
IRS $113,864,432,189 $83,012,476,754
OIS $485,373,556,894 $353,781,325,147
Basis $15,430,500,000 $11,250,434,487
Zeroes $0 $0
FRAs $0 $0
VNS $121,454,600 $88,704,433
Inflation $0 $0
Total$614,789,943,683$448,132,940,821
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,395,566,829 $1,977,852,730
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,395,566,829$1,977,852,730
ProductVolume
CLP
USD
Equivalent
IRS CLP239,355,570,000 $296,821,953
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP239,355,570,000$296,821,953
ProductVolume
CNY
USD
Equivalent
IRS CNY377,143,551,300 $54,788,302,176
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY377,143,551,300$54,788,302,176
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP229,422,155,000 $47,760,507
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP229,422,155,000$47,760,507
ProductVolume
CZK
USD
Equivalent
IRS CZK482,682,747,597 $21,578,722,862
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK715,653,000,000 $31,893,924,761
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,198,335,747,597$53,472,647,623
ProductVolume
DKK
USD
Equivalent
IRS DKK14,169,366,000 $2,031,722,846
OIS DKK1,435,000,000 $205,575,565
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK15,604,366,000$2,237,298,411
ProductVolume
HKD
USD
Equivalent
IRS HKD241,889,209,911 $30,824,238,782
OIS HKD0 $0
Basis HKD33,003,000,000 $4,206,422,182
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD274,892,209,911$35,030,660,964
ProductVolume
HUF
USD
Equivalent
IRS HUF1,581,793,704,241 $4,275,158,575
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF355,175,000,000 $968,072,481
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,936,968,704,241$5,243,231,056
ProductVolume
ILS
USD
Equivalent
IRS ILS69,322,741,617 $19,076,443,438
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS50,383,000,000 $13,846,627,749
VNS ILS0 $0
Inflation ILS0 $0
TotalILS119,705,741,617$32,923,071,187
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,409,920,693,000 $29,217,431,172
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,409,920,693,000$29,217,431,172
ProductVolume
KRW
USD
Equivalent
IRS KRW49,616,885,564,915 $38,035,441,429
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW49,616,885,564,915$38,035,441,429
ProductVolume
MXN
USD
Equivalent
IRS MXN51,589,441,535 $2,742,065,841
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN51,589,441,535$2,742,065,841
ProductVolume
NOK
USD
Equivalent
IRS NOK227,035,473,330 $21,288,177,920
OIS NOK39,625,000,000 $3,734,008,111
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK110,455,000,000 $10,431,648,670
VNS NOK647,500,000 $60,737,350
Inflation NOK0 $0
TotalNOK377,762,973,330$35,514,572,051
ProductVolume
NZD
USD
Equivalent
IRS NZD76,995,596,867 $47,907,688,718
OIS NZD149,666,900,000 $93,047,841,140
Basis NZD7,717,000,000 $4,789,384,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD234,379,496,867$145,744,913,858
ProductVolume
PLN
USD
Equivalent
IRS PLN121,477,523,156 $27,605,836,399
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN46,818,000,000 $10,665,022,365
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN168,295,523,156$38,270,858,764
ProductVolume
SEK
USD
Equivalent
IRS SEK366,903,324,506 $34,854,849,411
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK175,800,000,000 $16,728,906,361
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK542,703,324,506$51,583,755,772
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD46,301,483,590 $34,400,414,552
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD46,301,483,590$34,400,414,552
ProductVolume
THB
USD
Equivalent
IRS THB3,003,800,000 $86,906,382
OIS THB316,591,041,856 $9,185,817,181
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB319,594,841,856$9,272,723,563
ProductVolume
TWD
USD
Equivalent
IRS TWD277,313,561,163 $9,079,852,775
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD277,313,561,163$9,079,852,775
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,014,955,520,800 $110,079,479,336
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR20,000,000,000 $1,104,563,504
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,034,955,520,800$111,184,042,840
ProductUSD
Equivalent
IRS$1,337,923,078,927
OIS$11,248,626,278,127
Basis$171,413,992,303
Zeroes$2,234,735,504
FRAs$371,831,196,647
VNS$7,346,309,630
Inflation$73,123,277,359
Total$13,212,498,868,497
Show:
ProductUSD
Equivalent
IRS $877,530,391,502
OIS $46,324,793,749,468
Basis $1,045,191,726,395
Zeroes $1,119,560,000
FRAs $209,934,200,000
VNS $40,631,736,835
Inflation $314,121,439,076
Total$48,813,322,803,276
ProductVolume
EUR
USD
Equivalent
IRS €4,571,886,588,672 $4,895,391,668,465
OIS €18,616,165,200,491 $19,926,888,765,085
Basis €181,935,804,000 $194,882,339,454
Zeroes €9,641,945,770 $10,218,400,212
FRAs €3,262,241,330,000 $3,493,005,374,233
VNS €9,938,421,742 $10,644,144,414
Inflation €327,977,383,376 $351,659,386,723
Total€26,979,786,674,051$28,882,690,078,586
ProductVolume
GBP
USD
Equivalent
IRS £213,000,000 $258,980,250
OIS £9,451,567,261,936 $11,473,463,229,517
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £7,852,771,658 $9,559,647,407
Inflation £156,440,879,155 $189,840,004,250
Total£9,616,073,912,749$11,673,121,861,424
ProductVolume
JPY
USD
Equivalent
IRS ¥25,044,000,000 $191,497,655
OIS ¥139,814,987,270,981 $1,056,889,571,887
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥139,840,031,270,981$1,057,081,069,542
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF348,867,844,568 $375,895,999,248
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF348,867,844,568$375,895,999,248
ProductVolume
AUD
USD
Equivalent
IRS $1,597,119,715,430 $1,089,160,996,135
OIS $5,232,230,293,562 $3,575,849,606,755
Basis $378,546,221,000 $258,824,084,109
Zeroes $0 $0
FRAs $0 $0
VNS $252,988,986 $174,587,060
Inflation $0 $0
Total$7,208,149,218,978$4,924,009,274,059
ProductVolume
CAD
USD
Equivalent
IRS $964,553,565,970 $713,565,208,290
OIS $2,914,766,264,361 $2,157,506,934,512
Basis $139,688,765,000 $103,412,268,700
Zeroes $0 $0
FRAs $0 $0
VNS $1,237,348,797 $921,238,903
Inflation $0 $0
Total$4,020,245,944,128$2,975,405,650,405
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL40,000,354,602 $7,679,887,042
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL40,000,354,602$7,679,887,042
ProductVolume
CLP
USD
Equivalent
IRS CLP4,397,648,160,700 $5,418,871,000
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,397,648,160,700$5,418,871,000
ProductVolume
CNY
USD
Equivalent
IRS CNY3,002,931,901,050 $437,830,314,811
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,002,931,901,050$437,830,314,811
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,970,498,198,000 $845,831,387
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,970,498,198,000$845,831,387
ProductVolume
CZK
USD
Equivalent
IRS CZK5,014,839,630,011 $226,230,167,719
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK300,000 $13,507
FRAs CZK4,872,319,325,849 $219,408,958,083
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK9,887,159,255,860$445,639,139,309
ProductVolume
DKK
USD
Equivalent
IRS DKK125,164,311,000 $18,010,963,602
OIS DKK18,988,000,000 $2,736,746,222
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK144,152,311,000$20,747,709,824
ProductVolume
HKD
USD
Equivalent
IRS HKD1,832,541,745,973 $233,768,427,377
OIS HKD0 $0
Basis HKD84,717,000,000 $10,805,140,650
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD50,000,000 $6,396,520
Inflation HKD0 $0
TotalHKD1,917,308,745,973$244,579,964,547
ProductVolume
HUF
USD
Equivalent
IRS HUF18,443,049,836,594 $51,022,529,827
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF12,122,726,536,000 $33,557,197,622
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF30,565,776,372,594$84,579,727,449
ProductVolume
ILS
USD
Equivalent
IRS ILS517,947,562,689 $146,011,170,597
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS380,960,000,000 $107,380,495,580
VNS ILS0 $0
Inflation ILS0 $0
TotalILS898,907,562,689$253,391,666,177
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR19,726,781,569,241 $239,766,564,884
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR19,726,781,569,241$239,766,564,884
ProductVolume
KRW
USD
Equivalent
IRS KRW484,217,535,268,727 $379,602,784,562
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW484,217,535,268,727$379,602,784,562
ProductVolume
MXN
USD
Equivalent
IRS MXN607,059,008,968 $32,637,488,971
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN607,059,008,968$32,637,488,971
ProductVolume
NOK
USD
Equivalent
IRS NOK1,568,725,278,013 $151,959,039,104
OIS NOK361,091,000,000 $35,349,376,770
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,409,101,600,000 $137,399,172,107
VNS NOK955,542,000 $91,036,812
Inflation NOK0 $0
TotalNOK3,339,873,420,013$324,798,624,793
ProductVolume
NZD
USD
Equivalent
IRS NZD592,674,711,742 $371,730,372,015
OIS NZD642,958,900,000 $404,940,022,135
Basis NZD16,966,000,000 $10,591,324,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,305,497 $2,110,891
Inflation NZD0 $0
TotalNZD1,252,602,917,239$787,263,829,041
ProductVolume
PLN
USD
Equivalent
IRS PLN800,601,575,341 $181,961,661,224
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN439,888,110,000 $100,125,140,396
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,240,489,685,341$282,086,801,620
ProductVolume
SEK
USD
Equivalent
IRS SEK3,362,720,977,430 $321,439,038,028
OIS SEK35,600,000,000 $3,404,635,894
Basis SEK0 $0
Zeroes SEK19,600,000,000 $1,893,491,124
FRAs SEK1,459,120,400,000 $139,717,007,689
VNS SEK393,498,650 $37,669,226
Inflation SEK0 $0
TotalSEK4,877,434,876,080$466,491,841,961
ProductVolume
SGD
USD
Equivalent
IRS SGD5,794,400,000 $4,361,749,389
OIS SGD368,538,627,465 $276,168,726,039
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD374,333,027,465$280,530,475,428
ProductVolume
THB
USD
Equivalent
IRS THB5,127,557,142 $149,493,529
OIS THB2,496,561,202,612 $73,382,235,346
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,501,688,759,754$73,531,728,875
ProductVolume
TWD
USD
Equivalent
IRS TWD1,600,142,442,557 $52,541,116,067
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,600,142,442,557$52,541,116,067
ProductVolume
ZAR
USD
Equivalent
IRS ZAR16,650,204,713,495 $935,793,705,439
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR74,740,000,000 $4,108,256,980
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR16,724,944,713,495$939,901,962,419
ProductUSD
Equivalent
IRS$11,134,247,522,600
OIS$85,927,881,995,149
Basis$1,623,706,883,308
Zeroes$17,339,721,823
FRAs$4,440,527,545,710
VNS$62,068,568,068
Inflation$855,620,830,049
Total$104,061,393,066,707
Show:
ProductUSD
Equivalent
IRS $5,868,145,352,040
OIS $24,136,311,359,607
Basis $2,329,105,987,467
Zeroes $2,388,137,088
FRAs $50,324,000,000
VNS $397,793,947,858
Inflation $444,293,313,734
Total$33,228,362,097,794
ProductVolume
EUR
USD
Equivalent
IRS €8,211,269,066,715 $8,934,681,871,492
OIS €10,818,594,447,627 $11,771,712,618,462
Basis €312,413,134,137 $339,936,731,254
Zeroes €59,464,561,982 $64,703,389,893
FRAs €2,291,421,274,128 $2,493,295,488,378
VNS €227,106,622,364 $247,114,715,794
Inflation €439,235,541,527 $477,932,192,736
Total€22,359,504,648,480$24,329,377,008,009
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £5,304,353,223,726 $6,525,415,335,827
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £82,113,543,046 $101,016,080,655
Inflation £467,239,344,144 $574,797,841,166
Total£5,853,706,110,916$7,201,229,257,648
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥136,114,420,279,692 $1,035,838,973,248
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥23,857,238,351 $181,555,027
Inflation ¥0 $0
Total¥136,138,277,518,043$1,036,020,528,275
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF611,956,693,479 $667,200,930,527
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF615,317,250 $670,864,860
Inflation CHF0 $0
TotalCHF612,572,010,729$667,871,795,387
ProductVolume
AUD
USD
Equivalent
IRS $2,005,842,532,348 $1,349,530,855,764
OIS $2,495,970,636,396 $1,679,289,044,167
Basis $388,168,757,034 $261,159,939,733
Zeroes $597,682,267 $402,120,629
FRAs $0 $0
VNS $18,874,146,955 $12,698,526,071
Inflation $0 $0
Total$4,909,453,755,000$3,303,080,486,364
ProductVolume
CAD
USD
Equivalent
IRS $1,725,000,725,594 $1,260,044,357,629
OIS $1,290,423,826,707 $942,603,233,533
Basis $235,000,933,116 $171,658,826,235
Zeroes $648,975,354 $474,050,660
FRAs $0 $0
VNS $17,754,039,477 $12,968,619,048
Inflation $0 $0
Total$3,268,828,500,248$2,387,749,087,105
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL46,164,842,406 $8,840,790,993
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL46,164,842,406$8,840,790,993
ProductVolume
CLP
USD
Equivalent
IRS CLP4,689,893,771,904 $5,793,210,761
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,689,893,771,904$5,793,210,761
ProductVolume
CNY
USD
Equivalent
IRS CNY3,764,540,635,365 $547,119,913,869
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,764,540,635,365$547,119,913,869
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,937,534,522,000 $3,138,137,505
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,937,534,522,000$3,138,137,505
ProductVolume
CZK
USD
Equivalent
IRS CZK9,373,990,962,098 $430,513,041,338
OIS CZK0 $0
Basis CZK5,964,000,000 $273,904,657
Zeroes CZK100,000 $4,593
FRAs CZK4,446,112,191,337 $204,193,634,212
VNS CZK21,837,814,344 $1,002,930,759
Inflation CZK0 $0
TotalCZK13,847,905,067,779$635,983,515,559
ProductVolume
DKK
USD
Equivalent
IRS DKK1,145,929,988,218 $167,455,282,356
OIS DKK21,009,000,000 $3,070,054,945
Basis DKK5,150,000,000 $752,571,896
Zeroes DKK0 $0
FRAs DKK2,051,382,716 $299,769,511
VNS DKK3,157,157,525 $461,356,898
Inflation DKK0 $0
TotalDKK1,177,297,528,459$172,039,035,606
ProductVolume
HKD
USD
Equivalent
IRS HKD3,583,961,660,228 $456,718,531,480
OIS HKD0 $0
Basis HKD468,095,103,396 $59,651,226,348
Zeroes HKD1,000,000,000 $127,433,989
FRAs HKD0 $0
VNS HKD3,989,554,088 $508,404,793
Inflation HKD0 $0
TotalHKD4,057,046,317,712$517,005,596,610
ProductVolume
HUF
USD
Equivalent
IRS HUF34,532,610,783,714 $97,307,852,749
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF20,200,000,000 $56,920,649
FRAs HUF11,125,540,000,000 $31,350,146,528
VNS HUF229,927,011,128 $647,900,730
Inflation HUF0 $0
TotalHUF45,908,277,794,842$129,362,820,656
ProductVolume
ILS
USD
Equivalent
IRS ILS875,260,780,099 $241,564,535,120
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS281,464,500,000 $77,681,809,400
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,156,725,280,099$319,246,344,520
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR23,024,319,521,487 $278,525,609,647
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR23,024,319,521,487$278,525,609,647
ProductVolume
KRW
USD
Equivalent
IRS KRW686,672,194,484,061 $530,728,298,528
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW686,672,194,484,061$530,728,298,528
ProductVolume
MXN
USD
Equivalent
IRS MXN806,788,313,133 $43,677,820,686
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN806,788,313,133$43,677,820,686
ProductVolume
NOK
USD
Equivalent
IRS NOK1,534,500,968,145 $147,491,442,536
OIS NOK261,526,000,000 $25,137,062,668
Basis NOK31,755,950,124 $3,052,282,788
Zeroes NOK550,000,000 $52,864,283
FRAs NOK530,214,600,000 $50,962,572,088
VNS NOK51,597,031,350 $4,959,345,574
Inflation NOK0 $0
TotalNOK2,410,144,549,619$231,655,569,937
ProductVolume
NZD
USD
Equivalent
IRS NZD747,816,363,984 $467,609,572,399
OIS NZD428,170,456,514 $267,734,986,458
Basis NZD23,181,000,000 $14,495,079,300
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD888,452,801 $555,549,537
Inflation NZD0 $0
TotalNZD1,200,056,273,299$750,395,187,694
ProductVolume
PLN
USD
Equivalent
IRS PLN1,577,085,428,782 $366,133,962,200
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN602,917,645,000 $139,972,522,868
VNS PLN6,037,878,195 $1,401,745,414
Inflation PLN0 $0
TotalPLN2,186,040,951,977$507,508,230,482
ProductVolume
SEK
USD
Equivalent
IRS SEK3,565,405,649,508 $347,315,855,820
OIS SEK35,600,000,000 $3,467,892,768
Basis SEK0 $0
Zeroes SEK9,800,000,000 $954,644,638
FRAs SEK439,929,000,000 $42,854,679,707
VNS SEK17,040,858,991 $1,659,996,395
Inflation SEK0 $0
TotalSEK4,067,775,508,499$396,253,069,328
ProductVolume
SGD
USD
Equivalent
IRS SGD118,313,696,882 $89,115,125,886
OIS SGD704,515,466,705 $530,648,489,214
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD877,395,519 $660,863,570
Inflation SGD0 $0
TotalSGD823,706,559,106$620,424,478,670
ProductVolume
THB
USD
Equivalent
IRS THB699,760,856,796 $20,466,828,219
OIS THB1,897,636,053,576 $55,502,663,164
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,597,396,910,372$75,969,491,383
ProductVolume
TWD
USD
Equivalent
IRS TWD1,984,664,178,075 $65,592,470,564
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,984,664,178,075$65,592,470,564
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,148,540,957,012 $1,381,218,781,107
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR77,858,000,000 $4,276,149,938
FRAs ZAR0 $0
VNS ZAR375,000,000 $20,595,908
Inflation ZAR0 $0
TotalZAR25,226,773,957,012$1,385,515,526,953
ProductUSD
Equivalent
IRS$22,827,065,753,536
OIS$47,925,596,391,740
Basis$3,180,086,549,678
Zeroes$73,435,716,360
FRAs$3,090,934,622,692
VNS$784,322,998,891
Inflation$1,497,023,347,636
Total$79,378,465,380,533

Figures as of COB Mar 22, 2023.

Notional Outstanding by Product

As of COB Mar 22, 2023

Daily Notional by Tenor
 

As of COB Mar 22, 2023

Notional Outstanding by Tenor
 

As of COB Mar 22, 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
$2,703,444,179,476
$15,012,942,639,458
$141,829,158,655,794
$161,881,357,351,909
EUR
€2,657,964,875,016
€14,404,827,699,593
€112,260,417,050,662
€133,343,644,936,905
GBP
£918,586,268,082
£3,468,894,871,658
£29,895,691,509,157
£33,975,115,657,794
JPY
¥32,958,182,008,282
¥41,216,239,651,982
¥399,737,014,859,532
¥841,451,472,807,807
CHF
CHF144,842,090,800
CHF204,518,292,704
CHF1,676,869,054,204
CHF3,314,204,028,042
AUD
$580,093,109,398
$3,162,701,985,824
$26,780,088,006,549
$37,918,831,698,534
CAD
$201,024,621,179
$1,408,171,611,300
$11,522,323,548,903
$24,863,233,683,517
Other*
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$407,317,141,959
$2,050,533,514,572
$17,664,561,556,939
$37,861,766,593,121
BRL
BRL0
BRL21,633,761,991
BRL89,452,304,391
BRL249,288,622,666
CLP
CLP0
CLP481,211,140,000
CLP9,689,920,721,400
CLP32,918,470,923,368
CNY
CNY109,804,863,000
CNY1,001,760,469,728
CNY9,137,290,892,356
CNY20,444,908,341,116
COP
COP520,000,000,000
COP615,244,310,000
COP12,318,200,196,000
COP71,063,132,729,304
CZK
CZK999,312,314,524
CZK3,521,686,385,194
CZK35,162,084,724,273
CZK62,431,501,213,466
DKK
DKK6,525,200,000
DKK28,279,748,000
DKK399,651,702,000
DKK5,013,832,095,633
HKD
HKD136,661,944,000
HKD919,464,134,590
HKD6,583,848,337,043
HKD19,013,340,490,482
HUF
HUF3,962,489,052,000
HUF7,580,683,648,482
HUF155,878,810,863,348
HUF247,196,310,793,593
ILS
ILS56,893,700,000
ILS296,858,851,234
ILS2,196,974,728,048
ILS3,824,556,621,104
INR
INR145,216,000,000
INR6,800,014,006,000
INR66,360,845,491,862
INR145,832,173,139,400
KRW
KRW12,124,785,852,000
KRW131,454,489,717,830
KRW1,415,726,358,136,462
KRW4,263,542,722,866,749
MXN
MXN71,276,164,000
MXN106,979,053,070
MXN1,318,732,839,936
MXN4,347,876,186,058
NOK
NOK756,273,504,000
NOK1,342,838,406,660
NOK14,059,809,074,150
NOK25,957,551,344,273
NZD
NZD42,751,131,800
NZD649,744,317,734
NZD3,969,716,251,182
NZD8,352,822,102,314
PLN
PLN240,624,862,000
PLN573,341,619,538
PLN4,777,974,349,586
PLN10,349,960,490,639
SEK
SEK312,801,356,000
SEK1,982,180,374,640
SEK19,471,831,750,828
SEK45,427,275,541,776
SGD
SGD17,504,334,000
SGD180,802,136,256
SGD1,240,383,907,424
SGD2,700,030,413,298
THB
THB137,126,211,590
THB1,232,223,651,992
THB9,307,678,252,106
THB18,098,318,885,503
TWD
TWD68,981,760,000
TWD797,252,922,326
TWD4,481,161,997,518
TWD18,105,076,089,363
ZAR
ZAR1,454,766,668,000
ZAR5,224,135,395,600
ZAR46,484,541,623,307
ZAR73,009,853,288,056
Total in USD$8,078,796,289,181$40,304,339,155,861$347,774,553,091,422$440,320,813,229,805

Figures as of COB Mar 22, 2023. Weekly figures as of COB Mar 17, 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 $154,603,046,238
OIS $2,470,785,705,340
Basis $51,587,726,000
Zeroes $0
FRAs $6,800,000,000
VNS $7,425,631,898
Inflation $12,242,070,000
Total$2,703,444,179,476
ProductVolume
EUR
USD
Equivalent
IRS €725,423,348,892 $789,333,145,929
OIS €1,715,337,453,005 $1,866,458,682,615
Basis €6,723,400,000 $7,315,731,540
Zeroes €0 $0
FRAs €186,663,200,000 $203,108,227,920
VNS €843,711,707 $918,042,709
Inflation €22,973,761,412 $24,997,749,792
Total€2,657,964,875,016$2,892,131,580,505
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £906,803,606,046 $1,115,549,796,158
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £108,000,000 $132,861,600
Inflation £11,674,662,036 $14,362,169,237
Total£918,586,268,082$1,130,044,826,995
ProductVolume
JPY
USD
Equivalent
IRS ¥1,210,000,000 $9,208,173
OIS ¥32,956,972,008,282 $250,804,550,879
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥32,958,182,008,282$250,813,759,052
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF144,842,090,800 $157,917,674,226
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF144,842,090,800$157,917,674,226
ProductVolume
AUD
USD
Equivalent
IRS $195,470,809,398 $131,512,760,563
OIS $356,624,600,000 $239,937,030,880
Basis $27,997,700,000 $18,836,852,560
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$580,093,109,398$390,286,644,003
ProductVolume
CAD
USD
Equivalent
IRS $77,551,444,204 $56,648,242,662
OIS $108,765,624,000 $79,448,958,364
Basis $13,950,000,000 $10,189,919,649
Zeroes $0 $0
FRAs $0 $0
VNS $757,552,975 $553,362,290
Inflation $0 $0
Total$201,024,621,179$146,840,482,965
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY109,804,863,000 $15,958,501,450
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY109,804,863,000$15,958,501,450
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP520,000,000,000 $109,243,697
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP520,000,000,000$109,243,697
ProductVolume
CZK
USD
Equivalent
IRS CZK208,750,314,524 $9,587,136,701
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK790,562,000,000 $36,307,614,586
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK999,312,314,524$45,894,751,287
ProductVolume
DKK
USD
Equivalent
IRS DKK3,135,200,000 $458,148,235
OIS DKK3,390,000,000 $495,382,277
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK6,525,200,000$953,530,512
ProductVolume
HKD
USD
Equivalent
IRS HKD136,661,944,000 $17,415,376,695
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD136,661,944,000$17,415,376,695
ProductVolume
HUF
USD
Equivalent
IRS HUF1,540,289,052,000 $4,340,309,547
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,422,200,000,000 $6,825,405,771
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,962,489,052,000$11,165,715,318
ProductVolume
ILS
USD
Equivalent
IRS ILS30,013,700,000 $8,283,526,067
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS26,880,000,000 $7,418,651,506
VNS ILS0 $0
Inflation ILS0 $0
TotalILS56,893,700,000$15,702,177,573
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR145,216,000,000 $1,756,680,578
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR145,216,000,000$1,756,680,578
ProductVolume
KRW
USD
Equivalent
IRS KRW12,124,785,852,000 $9,371,235,674
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW12,124,785,852,000$9,371,235,674
ProductVolume
MXN
USD
Equivalent
IRS MXN71,276,164,000 $3,858,741,456
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN71,276,164,000$3,858,741,456
ProductVolume
NOK
USD
Equivalent
IRS NOK57,869,504,000 $5,562,236,063
OIS NOK32,000,000,000 $3,075,740,100
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK666,404,000,000 $64,052,672,049
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK756,273,504,000$72,690,648,212
ProductVolume
NZD
USD
Equivalent
IRS NZD25,760,131,800 $16,107,810,415
OIS NZD16,991,000,000 $10,624,472,300
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD42,751,131,800$26,732,282,715
ProductVolume
PLN
USD
Equivalent
IRS PLN50,408,862,000 $11,702,851,372
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN190,216,000,000 $44,160,282,305
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN240,624,862,000$55,863,133,677
ProductVolume
SEK
USD
Equivalent
IRS SEK197,301,356,000 $19,219,661,393
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK115,500,000,000 $11,251,168,953
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK312,801,356,000$30,470,830,346
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD17,504,334,000 $13,184,449,215
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD17,504,334,000$13,184,449,215
ProductVolume
THB
USD
Equivalent
IRS THB11,001,991,590 $321,789,751
OIS THB126,124,220,000 $3,688,921,322
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB137,126,211,590$4,010,711,073
ProductVolume
TWD
USD
Equivalent
IRS TWD68,981,760,000 $2,279,823,515
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD68,981,760,000$2,279,823,515
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,454,766,668,000 $79,899,308,966
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,454,766,668,000$79,899,308,966
ProductUSD
Equivalent
IRS$1,336,472,860,865
OIS$6,213,837,287,951
Basis$87,930,229,749
Zeroes$0
FRAs$379,924,023,090
VNS$9,029,898,497
Inflation$51,601,989,029
Total$8,078,796,289,181
Show:
ProductUSD
Equivalent
IRS $495,303,954,588
OIS $13,820,716,728,904
Basis $387,420,066,000
Zeroes $2,239,120,000
FRAs $220,059,860,000
VNS $11,228,549,502
Inflation $75,974,360,464
Total$15,012,942,639,458
ProductVolume
EUR
USD
Equivalent
IRS €3,367,430,245,325 $3,586,009,616,935
OIS €9,549,315,011,075 $10,185,848,229,841
Basis €60,826,016,000 $64,791,832,423
Zeroes €954,600,000 $1,016,471,560
FRAs €1,341,899,460,000 $1,429,320,227,479
VNS €4,182,134,976 $4,463,949,621
Inflation €80,220,232,217 $85,578,667,052
Total€14,404,827,699,593$15,357,028,994,911
ProductVolume
GBP
USD
Equivalent
IRS £1,520,000,000 $1,836,559,000
OIS £3,425,092,256,232 $4,163,080,956,486
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £2,891,139,216 $3,520,505,397
Inflation £39,391,476,210 $47,900,530,814
Total£3,468,894,871,658$4,216,338,551,697
ProductVolume
JPY
USD
Equivalent
IRS ¥85,485,980,000 $641,648,773
OIS ¥41,130,753,671,982 $308,612,388,297
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥41,216,239,651,982$309,254,037,070
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF204,438,292,704 $222,280,234,892
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF80,000,000 $86,012,257
Inflation CHF0 $0
TotalCHF204,518,292,704$222,366,247,149
ProductVolume
AUD
USD
Equivalent
IRS $611,744,920,316 $407,906,665,351
OIS $2,261,913,266,000 $1,508,737,007,073
Basis $288,998,281,000 $192,706,279,263
Zeroes $0 $0
FRAs $0 $0
VNS $45,518,508 $30,333,263
Inflation $0 $0
Total$3,162,701,985,824$2,109,380,284,950
ProductVolume
CAD
USD
Equivalent
IRS $309,766,912,378 $225,860,707,983
OIS $1,029,373,053,788 $750,317,354,655
Basis $66,537,000,000 $48,497,479,454
Zeroes $0 $0
FRAs $0 $0
VNS $2,494,645,134 $1,819,343,962
Inflation $0 $0
Total$1,408,171,611,300$1,026,494,886,054
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL21,633,761,991 $4,116,111,899
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL21,633,761,991$4,116,111,899
ProductVolume
CLP
USD
Equivalent
IRS CLP481,211,140,000 $596,763,953
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP481,211,140,000$596,763,953
ProductVolume
CNY
USD
Equivalent
IRS CNY1,001,760,469,728 $145,571,904,279
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,001,760,469,728$145,571,904,279
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP615,244,310,000 $128,260,885
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP615,244,310,000$128,260,885
ProductVolume
CZK
USD
Equivalent
IRS CZK1,443,094,385,194 $64,460,368,561
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,078,592,000,000 $92,780,947,640
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,521,686,385,194$157,241,316,201
ProductVolume
DKK
USD
Equivalent
IRS DKK25,609,748,000 $3,671,416,523
OIS DKK2,670,000,000 $382,297,347
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK28,279,748,000$4,053,713,870
ProductVolume
HKD
USD
Equivalent
IRS HKD865,820,134,590 $110,326,410,073
OIS HKD0 $0
Basis HKD53,644,000,000 $6,835,943,890
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD919,464,134,590$117,162,353,963
ProductVolume
HUF
USD
Equivalent
IRS HUF4,989,833,648,482 $13,489,429,424
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,590,850,000,000 $7,074,710,122
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF7,580,683,648,482$20,564,139,546
ProductVolume
ILS
USD
Equivalent
IRS ILS165,206,851,234 $45,434,070,922
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS131,652,000,000 $36,203,971,234
VNS ILS0 $0
Inflation ILS0 $0
TotalILS296,858,851,234$81,638,042,156
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,800,014,006,000 $82,422,660,626
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,800,014,006,000$82,422,660,626
ProductVolume
KRW
USD
Equivalent
IRS KRW131,454,489,717,830 $100,753,158,351
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW131,454,489,717,830$100,753,158,351
ProductVolume
MXN
USD
Equivalent
IRS MXN106,979,053,070 $5,684,807,606
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN106,979,053,070$5,684,807,606
ProductVolume
NOK
USD
Equivalent
IRS NOK567,525,206,660 $53,229,893,571
OIS NOK131,250,000,000 $12,352,075,458
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK642,768,200,000 $60,478,986,072
VNS NOK1,295,000,000 $121,474,700
Inflation NOK0 $0
TotalNOK1,342,838,406,660$126,182,429,801
ProductVolume
NZD
USD
Equivalent
IRS NZD179,251,517,734 $111,547,699,586
OIS NZD448,900,800,000 $279,096,549,830
Basis NZD21,592,000,000 $13,413,099,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD649,744,317,734$404,057,349,016
ProductVolume
PLN
USD
Equivalent
IRS PLN380,631,619,538 $86,523,202,846
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN192,210,000,000 $43,657,863,877
VNS PLN500,000,000 $114,161,767
Inflation PLN0 $0
TotalPLN573,341,619,538$130,295,228,490
ProductVolume
SEK
USD
Equivalent
IRS SEK1,001,980,374,640 $95,188,479,573
OIS SEK30,000,000,000 $2,863,305,782
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK950,200,000,000 $90,253,991,254
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,982,180,374,640$188,305,776,609
ProductVolume
SGD
USD
Equivalent
IRS SGD371,246,940 $275,357,146
OIS SGD180,430,889,316 $134,119,685,334
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD180,802,136,256$134,395,042,480
ProductVolume
THB
USD
Equivalent
IRS THB46,397,600,000 $1,341,997,869
OIS THB1,185,826,051,992 $34,396,221,371
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,232,223,651,992$35,738,219,240
ProductVolume
TWD
USD
Equivalent
IRS TWD797,252,922,326 $26,103,628,055
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD797,252,922,326$26,103,628,055
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,184,135,395,600 $283,313,480,538
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR40,000,000,000 $2,209,127,008
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,224,135,395,600$285,522,607,546
ProductUSD
Equivalent
IRS$5,869,187,333,405
OIS$31,505,353,956,781
Basis$713,664,700,630
Zeroes$5,464,718,568
FRAs$1,979,830,557,678
VNS$21,384,330,469
Inflation$209,453,558,330
Total$40,304,339,155,861
Show:
ProductUSD
Equivalent
IRS $12,216,518,496,941
OIS $123,408,653,825,021
Basis $3,762,262,201,100
Zeroes $23,039,120,000
FRAs $1,386,158,660,000
VNS $240,725,778,350
Inflation $791,800,574,382
Total$141,829,158,655,794
ProductVolume
EUR
USD
Equivalent
IRS €25,220,720,742,770 $27,016,311,331,982
OIS €58,778,723,093,728 $62,965,759,764,582
Basis €485,392,576,000 $519,653,336,780
Zeroes €52,926,104,920 $56,425,480,029
FRAs €26,539,303,680,000 $28,446,914,378,810
VNS €33,952,441,117 $36,384,996,819
Inflation €1,149,398,412,127 $1,232,806,031,027
Total€112,260,417,050,662$120,274,255,320,029
ProductVolume
GBP
USD
Equivalent
IRS £3,496,000,000 $4,233,442,000
OIS £29,303,524,563,998 $35,590,482,432,162
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £28,468,826,998 $34,660,544,167
Inflation £560,202,118,161 $680,439,208,742
Total£29,895,691,509,157$36,309,815,627,071
ProductVolume
JPY
USD
Equivalent
IRS ¥1,239,621,800,000 $9,287,122,005
OIS ¥398,497,393,059,532 $3,013,858,244,944
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥399,737,014,859,532$3,023,145,366,949
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF1,676,629,054,204 $1,810,635,764,597
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF240,000,000 $258,686,550
Inflation CHF0 $0
TotalCHF1,676,869,054,204$1,810,894,451,147
ProductVolume
AUD
USD
Equivalent
IRS $7,215,439,385,900 $4,939,324,809,113
OIS $17,463,431,168,122 $11,957,368,420,254
Basis $2,099,988,041,000 $1,438,668,059,759
Zeroes $0 $0
FRAs $0 $0
VNS $1,229,411,527 $848,096,236
Inflation $0 $0
Total$26,780,088,006,549$18,336,209,385,362
ProductVolume
CAD
USD
Equivalent
IRS $3,524,595,192,908 $2,609,327,294,421
OIS $7,203,066,144,722 $5,329,124,800,425
Basis $766,856,330,000 $567,451,209,877
Zeroes $150,000,000 $110,260,412
FRAs $0 $0
VNS $27,655,881,273 $20,499,162,996
Inflation $0 $0
Total$11,522,323,548,903$8,526,512,728,131
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL89,452,304,391 $17,173,645,858
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL89,452,304,391$17,173,645,858
ProductVolume
CLP
USD
Equivalent
IRS CLP9,689,920,721,400 $11,942,282,780
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,689,920,721,400$11,942,282,780
ProductVolume
CNY
USD
Equivalent
IRS CNY9,137,290,892,356 $1,332,759,269,721
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY9,137,290,892,356$1,332,759,269,721
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP12,318,200,196,000 $2,598,152,319
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP12,318,200,196,000$2,598,152,319
ProductVolume
CZK
USD
Equivalent
IRS CZK15,485,481,472,575 $698,459,653,361
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK600,000 $27,015
FRAs CZK19,676,602,651,698 $886,550,200,385
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK35,162,084,724,273$1,585,009,880,761
ProductVolume
DKK
USD
Equivalent
IRS DKK308,791,702,000 $44,450,216,588
OIS DKK37,686,000,000 $5,432,580,684
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK53,174,000,000 $7,699,548,096
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK399,651,702,000$57,582,345,368
ProductVolume
HKD
USD
Equivalent
IRS HKD6,369,506,337,043 $812,516,092,253
OIS HKD0 $0
Basis HKD214,242,000,000 $27,327,556,940
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD100,000,000 $12,793,041
Inflation HKD0 $0
TotalHKD6,583,848,337,043$839,856,442,234
ProductVolume
HUF
USD
Equivalent
IRS HUF57,374,671,791,348 $158,618,828,952
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF98,456,139,072,000 $271,780,978,830
VNS HUF48,000,000,000 $135,394,336
Inflation HUF0 $0
TotalHUF155,878,810,863,348$430,535,202,118
ProductVolume
ILS
USD
Equivalent
IRS ILS1,262,830,728,048 $356,130,004,523
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS934,144,000,000 $262,381,176,623
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,196,974,728,048$618,511,181,146
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR66,360,845,491,862 $806,447,887,471
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR66,360,845,491,862$806,447,887,471
ProductVolume
KRW
USD
Equivalent
IRS KRW1,415,726,358,136,462 $1,111,604,148,498
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,415,726,358,136,462$1,111,604,148,498
ProductVolume
MXN
USD
Equivalent
IRS MXN1,318,732,839,936 $70,905,858,825
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,318,732,839,936$70,905,858,825
ProductVolume
NOK
USD
Equivalent
IRS NOK3,981,188,590,150 $386,134,722,859
OIS NOK2,202,292,000,000 $216,385,010,083
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK7,874,417,400,000 $764,663,209,925
VNS NOK1,911,084,000 $182,073,624
Inflation NOK0 $0
TotalNOK14,059,809,074,150$1,367,365,016,491
ProductVolume
NZD
USD
Equivalent
IRS NZD1,868,309,320,188 $1,173,194,862,095
OIS NZD2,024,566,320,000 $1,274,257,303,414
Basis NZD76,834,000,000 $47,816,667,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD6,610,994 $4,221,781
Inflation NZD0 $0
TotalNZD3,969,716,251,182$2,495,273,054,290
ProductVolume
PLN
USD
Equivalent
IRS PLN2,519,860,129,586 $572,787,982,504
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,255,614,220,000 $513,153,010,271
VNS PLN2,500,000,000 $568,374,207
Inflation PLN0 $0
TotalPLN4,777,974,349,586$1,086,509,366,982
ProductVolume
SEK
USD
Equivalent
IRS SEK9,265,063,953,528 $885,970,792,975
OIS SEK290,800,000,000 $27,908,743,733
Basis SEK0 $0
Zeroes SEK19,600,000,000 $1,893,491,124
FRAs SEK9,895,580,800,000 $946,410,961,570
VNS SEK786,997,300 $75,338,452
Inflation SEK0 $0
TotalSEK19,471,831,750,828$1,862,259,327,854
ProductVolume
SGD
USD
Equivalent
IRS SGD18,927,431,764 $14,190,190,939
OIS SGD1,221,456,475,660 $915,418,627,346
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,240,383,907,424$929,608,818,285
ProductVolume
THB
USD
Equivalent
IRS THB945,664,957,762 $27,852,235,267
OIS THB8,362,013,294,344 $246,298,361,742
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB9,307,678,252,106$274,150,597,009
ProductVolume
TWD
USD
Equivalent
IRS TWD4,481,161,997,518 $147,250,379,892
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,481,161,997,518$147,250,379,892
ProductVolume
ZAR
USD
Equivalent
IRS ZAR46,317,581,623,307 $2,608,058,917,346
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR166,960,000,000 $9,159,781,691
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR46,484,541,623,307$2,617,218,699,037
ProductUSD
Equivalent
IRS$57,225,002,581,698
OIS$247,570,629,918,777
Basis$6,363,179,031,456
Zeroes$90,628,160,271
FRAs$33,485,712,124,510
VNS$334,355,460,559
Inflation$2,705,045,814,151
Total$347,774,553,091,422
Show:
ProductUSD
Equivalent
IRS $53,080,033,783,677
OIS $82,489,103,952,619
Basis $19,958,658,372,131
Zeroes $76,072,433,257
FRAs $463,838,969,258
VNS $1,913,161,946,209
Inflation $3,900,487,894,758
Total$161,881,357,351,909
ProductVolume
EUR
USD
Equivalent
IRS €60,438,778,912,459 $65,763,435,334,647
OIS €44,145,726,081,569 $48,034,964,549,356
Basis €1,211,851,778,524 $1,318,615,920,212
Zeroes €254,492,392,974 $276,913,172,795
FRAs €22,074,013,588,724 $24,018,734,185,891
VNS €1,187,326,236,062 $1,291,929,677,459
Inflation €4,031,455,946,593 $4,386,627,215,488
Total€133,343,644,936,905$145,091,220,055,848
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £30,386,843,614,295 $37,381,895,014,306
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £480,185,053,733 $590,723,653,102
Inflation £3,108,086,989,766 $3,823,568,614,810
Total£33,975,115,657,794$41,796,187,282,218
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥841,222,274,389,318 $6,401,752,402,034
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥229,198,418,489 $1,744,213,831
Inflation ¥0 $0
Total¥841,451,472,807,807$6,403,496,615,865
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF3,310,603,388,792 $3,609,467,279,537
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,600,639,250 $3,925,686,055
Inflation CHF0 $0
TotalCHF3,314,204,028,042$3,613,392,965,592
ProductVolume
AUD
USD
Equivalent
IRS $21,134,883,948,106 $14,219,549,920,286
OIS $10,504,023,981,293 $7,067,107,334,614
Basis $6,205,824,382,704 $4,175,278,644,684
Zeroes $2,781,225,580 $1,871,208,570
FRAs $0 $0
VNS $71,318,160,851 $47,982,858,621
Inflation $0 $0
Total$37,918,831,698,534$25,511,789,966,775
ProductVolume
CAD
USD
Equivalent
IRS $17,568,240,560,381 $12,832,900,336,290
OIS $4,792,473,801,874 $3,500,711,323,502
Basis $2,176,053,906,303 $1,589,520,749,674
Zeroes $14,247,597,295 $10,407,302,626
FRAs $0 $0
VNS $312,217,817,665 $228,062,686,388
Inflation $0 $0
Total$24,863,233,683,518$18,161,602,398,480
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL249,288,622,666 $47,739,979,062
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL249,288,622,666$47,739,979,062
ProductVolume
CLP
USD
Equivalent
IRS CLP32,918,470,923,368 $40,662,677,936
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP32,918,470,923,368$40,662,677,936
ProductVolume
CNY
USD
Equivalent
IRS CNY20,444,908,341,116 $2,971,362,929,537
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY20,444,908,341,116$2,971,362,929,537
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP71,063,132,729,304 $14,929,229,565
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP71,063,132,729,304$14,929,229,565
ProductVolume
CZK
USD
Equivalent
IRS CZK38,757,839,617,406 $1,780,005,493,589
OIS CZK0 $0
Basis CZK11,928,000,000 $547,809,314
Zeroes CZK2,270,400,000 $104,271,149
FRAs CZK23,422,073,489,728 $1,075,689,973,810
VNS CZK237,389,706,332 $10,902,438,979
Inflation CZK0 $0
TotalCZK62,431,501,213,466$2,867,249,986,841
ProductVolume
DKK
USD
Equivalent
IRS DKK4,920,430,227,294 $719,024,758,489
OIS DKK39,332,000,000 $5,747,603,460
Basis DKK11,320,000,000 $1,654,196,867
Zeroes DKK0 $0
FRAs DKK27,851,382,716 $4,069,935,515
VNS DKK14,898,485,623 $2,177,122,636
Inflation DKK0 $0
TotalDKK5,013,832,095,633$732,673,616,967
ProductVolume
HKD
USD
Equivalent
IRS HKD17,678,355,778,434 $2,252,823,399,229
OIS HKD0 $0
Basis HKD1,325,055,603,872 $168,857,121,505
Zeroes HKD2,000,000,000 $254,867,978
FRAs HKD0 $0
VNS HKD7,929,108,176 $1,010,437,886
Inflation HKD0 $0
TotalHKD19,013,340,490,482$2,422,945,826,598
ProductVolume
HUF
USD
Equivalent
IRS HUF169,791,510,162,827 $478,447,672,911
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF41,740,817,418 $117,619,526
FRAs HUF75,014,774,069,234 $211,380,675,353
VNS HUF2,348,285,744,114 $6,617,126,195
Inflation HUF0 $0
TotalHUF247,196,310,793,593$696,563,093,985
ProductVolume
ILS
USD
Equivalent
IRS ILS3,036,686,563,064 $838,099,677,936
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS787,870,058,040 $217,445,438,700
VNS ILS0 $0
Inflation ILS0 $0
TotalILS3,824,556,621,104$1,055,545,116,636
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR145,832,173,139,400 $1,764,134,435,848
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR145,832,173,139,400$1,764,134,435,848
ProductVolume
KRW
USD
Equivalent
IRS KRW4,263,542,722,866,749 $3,295,288,193,091
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,263,542,722,866,749$3,295,288,193,091
ProductVolume
MXN
USD
Equivalent
IRS MXN4,347,876,186,058 $235,384,862,831
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,347,876,186,058$235,384,862,831
ProductVolume
NOK
USD
Equivalent
IRS NOK15,100,153,787,135 $1,451,379,641,209
OIS NOK1,748,628,509,489 $168,072,713,330
Basis NOK134,691,700,274 $12,946,145,740
Zeroes NOK4,520,000,000 $434,448,289
FRAs NOK8,828,785,530,625 $848,595,302,828
VNS NOK140,771,816,750 $13,530,547,554
Inflation NOK0 $0
TotalNOK25,957,551,344,273$2,494,958,798,950
ProductVolume
NZD
USD
Equivalent
IRS NZD6,372,510,214,344 $3,984,730,637,029
OIS NZD1,801,467,379,444 $1,126,457,552,367
Basis NZD176,441,708,196 $110,329,000,135
Zeroes NZD195,800,000 $122,433,740
FRAs NZD0 $0
VNS NZD2,207,000,330 $1,380,037,306
Inflation NZD0 $0
TotalNZD8,352,822,102,314$5,223,019,660,577
ProductVolume
PLN
USD
Equivalent
IRS PLN7,197,031,407,378 $1,670,852,813,154
OIS PLN0 $0
Basis PLN457,000,000 $106,096,485
Zeroes PLN402,000,000 $93,327,762
FRAs PLN3,134,726,429,370 $727,753,732,964
VNS PLN17,343,653,891 $4,026,478,593
Inflation PLN0 $0
TotalPLN10,349,960,490,639$2,402,832,448,958
ProductVolume
SEK
USD
Equivalent
IRS SEK35,697,346,919,042 $3,477,375,596,072
OIS SEK226,800,000,000 $22,093,204,489
Basis SEK0 $0
Zeroes SEK19,008,000,000 $1,851,620,948
FRAs SEK9,431,974,477,876 $918,794,271,925
VNS SEK52,146,144,858 $5,079,697,715
Inflation SEK0 $0
TotalSEK45,427,275,541,776$4,425,194,391,149
ProductVolume
SGD
USD
Equivalent
IRS SGD302,050,262,077 $227,507,447,051
OIS SGD2,395,447,923,889 $1,804,276,672,232
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD2,532,227,332 $1,907,300,367
Inflation SGD0 $0
TotalSGD2,700,030,413,298$2,033,691,419,650
ProductVolume
THB
USD
Equivalent
IRS THB6,374,508,596,428 $186,443,655,935
OIS THB11,723,810,289,075 $342,901,734,106
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB18,098,318,885,503$529,345,390,041
ProductVolume
TWD
USD
Equivalent
IRS TWD18,105,076,089,363 $598,366,556,700
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD18,105,076,089,363$598,366,556,700
ProductVolume
ZAR
USD
Equivalent
IRS ZAR72,820,447,288,056 $3,999,475,341,923
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR183,556,000,000 $10,081,340,107
FRAs ZAR0 $0
VNS ZAR5,850,000,000 $321,296,169
Inflation ZAR0 $0
TotalZAR73,009,853,288,056$4,009,877,978,199
ProductUSD
Equivalent
IRS$174,150,890,708,584
OIS$193,733,615,001,365
Basis$27,336,514,056,747
Zeroes$378,324,046,747
FRAs$28,486,302,486,244
VNS$4,124,483,205,065
Inflation$12,110,683,725,056
Total$440,320,813,229,808

Figures as of COB Mar 22, 2023.

Notional Outstanding by Product

As of COB Mar 22, 2023

Daily Notional by Tenor

As of COB Mar 22, 2023

Notional Outstanding by Currency

As of COB Mar 22, 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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