Volumes

  • Client Notional Cleared (USD)
    $1,928,954,234,880,488
    Client Notional Outstanding (USD)
    $67,788,930,441,401
    As of COB Dec 6, 2022
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $5,724,019,000,000,000
    Trades Compressed
    40,402,043
  • 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 Dec 6, 2022. *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
$227,556,921,007
$3,435,552,485,400
$122,634,053,233,439
$27,887,090,072,754
EUR
€428,785,884,847
€1,943,985,976,633
€78,719,698,109,246
€19,790,999,978,004
GBP
£37,714,432,564
£366,530,454,446
£26,444,350,423,830
£5,459,681,064,607
JPY
¥1,688,231,881,000
¥6,716,086,996,657
¥276,832,167,997,600
¥86,882,346,437,194
CHF
CHF8,488,424,000
CHF25,504,728,000
CHF1,280,658,442,765
CHF672,627,766,649
AUD
$216,889,467,246
$356,424,132,039
$16,450,212,561,007
$3,925,790,153,556
CAD
$68,637,361,490
$222,233,896,696
$9,856,172,232,356
$2,923,200,077,280
Other*
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$99,843,493,484
$378,374,471,433
$16,292,055,312,101
$6,451,264,045,595
BRL
BRL547,345,854
BRL2,463,587,553
BRL128,240,092,549
BRL61,878,459,908
CLP
CLP67,265,000,000
CLP802,470,459,872
CLP18,836,524,852,572
CLP5,874,116,062,700
CNY
CNY39,207,620,000
CNY182,521,582,985
CNY9,580,071,246,065
CNY3,769,712,149,602
COP
COP0
COP1,145,952,007,304
COP33,621,979,967,304
COP16,356,832,348,000
CZK
CZK198,139,862,000
CZK867,976,649,969
CZK36,648,020,121,873
CZK13,544,417,536,386
DKK
DKK36,500,534,250
DKK12,366,250,000
DKK624,304,020,152
DKK1,169,697,303,125
HKD
HKD26,226,316,000
HKD115,483,328,900
HKD4,792,566,648,389
HKD3,441,147,096,685
HUF
HUF410,489,225,000
HUF2,411,787,859,217
HUF101,559,929,068,622
HUF43,349,532,890,709
ILS
ILS14,982,237,000
ILS36,429,990,000
ILS1,728,060,222,719
ILS944,543,559,107
INR
INR420,204,356,000
INR906,064,784,114
INR67,250,136,149,698
INR20,299,674,823,521
KRW
KRW14,005,688,300,900
KRW47,119,784,254,067
KRW1,850,472,760,147,041
KRW725,708,890,951,426
MXN
MXN1,073,205,000
MXN40,953,056,738
MXN1,491,697,644,009
MXN621,745,953,276
NOK
NOK108,997,433,000
NOK199,834,542,927
NOK9,260,020,629,893
NOK2,598,772,738,117
NZD
NZD11,906,011,500
NZD97,057,486,816
NZD2,983,374,484,518
NZD884,354,279,354
PLN
PLN24,515,329,000
PLN93,448,293,011
PLN5,070,776,332,800
PLN2,130,946,852,254
SEK
SEK52,971,121,000
SEK305,514,103,265
SEK16,805,963,604,098
SEK3,764,652,534,113
SGD
SGD9,934,222,000
SGD20,617,831,070
SGD1,374,009,557,337
SGD725,873,040,983
THB
THB81,879,678,000
THB295,379,927,534
THB10,192,833,821,733
THB2,576,199,315,974
TWD
TWD55,609,190,000
TWD204,988,958,861
TWD7,009,649,122,319
TWD1,952,820,751,381
ZAR
ZAR268,144,942,298
ZAR1,214,649,173,608
ZAR35,617,000,029,976
ZAR20,162,401,092,387
Total in USD$1,038,440,538,570$6,765,279,468,571$276,759,373,378,233$67,788,930,441,401

Figures as of COB Dec 6, 2022. Weekly figures as of COB Dec 2, 2022. *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 $22,736,102,000
OIS $190,395,870,314
Basis $9,512,763,000
Zeroes $0
FRAs $1,077,500,000
VNS $321,556,293
Inflation $3,513,129,400
Total$227,556,921,007
ProductVolume
EUR
USD
Equivalent
IRS €104,856,699,805 $109,716,807,841
OIS €249,721,823,750 $261,296,430,281
Basis €1,492,400,000 $1,561,572,740
Zeroes €471,600,000 $493,458,660
FRAs €70,118,200,000 $73,368,178,570
VNS €118,301,292 $123,784,557
Inflation €2,006,860,000 $2,099,877,961
Total€428,785,884,847$448,660,110,610
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £34,788,426,345 $42,243,586,111
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £50,000,000 $60,715,000
Inflation £2,876,006,219 $3,492,334,351
Total£37,714,432,564$45,796,635,462
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,688,231,881,000 $12,328,709,833
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,688,231,881,000$12,328,709,833
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF8,488,424,000 $9,010,109,330
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF8,488,424,000$9,010,109,330
ProductVolume
AUD
USD
Equivalent
IRS $28,803,451,163 $19,257,987,448
OIS $185,106,180,000 $123,761,991,948
Basis $2,968,200,000 $1,984,538,520
Zeroes $0 $0
FRAs $0 $0
VNS $11,636,083 $7,779,885
Inflation $0 $0
Total$216,889,467,246$145,012,297,801
ProductVolume
CAD
USD
Equivalent
IRS $24,535,534,454 $17,956,333,763
OIS $43,006,900,000 $31,474,604,801
Basis $820,000,000 $600,117,096
Zeroes $0 $0
FRAs $0 $0
VNS $274,927,036 $201,205,383
Inflation $0 $0
Total$68,637,361,490$50,232,261,043
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL547,345,854 $103,850,840
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL547,345,854$103,850,840
ProductVolume
CLP
USD
Equivalent
IRS CLP67,265,000,000 $76,550,586
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP67,265,000,000$76,550,586
ProductVolume
CNY
USD
Equivalent
IRS CNY39,207,620,000 $5,604,291,023
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY39,207,620,000$5,604,291,023
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK120,749,862,000 $5,197,454,514
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK77,390,000,000 $3,331,109,437
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK198,139,862,000$8,528,563,951
ProductVolume
DKK
USD
Equivalent
IRS DKK36,500,534,250 $5,135,062,007
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK36,500,534,250$5,135,062,007
ProductVolume
HKD
USD
Equivalent
IRS HKD26,226,316,000 $3,374,049,235
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD26,226,316,000$3,374,049,235
ProductVolume
HUF
USD
Equivalent
IRS HUF367,089,225,000 $931,166,783
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF43,400,000,000 $110,089,416
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF410,489,225,000$1,041,256,199
ProductVolume
ILS
USD
Equivalent
IRS ILS14,982,237,000 $4,374,120,343
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS14,982,237,000$4,374,120,343
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR420,204,356,000 $5,094,003,588
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR420,204,356,000$5,094,003,588
ProductVolume
KRW
USD
Equivalent
IRS KRW14,005,688,300,900 $10,604,545,459
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW14,005,688,300,900$10,604,545,459
ProductVolume
MXN
USD
Equivalent
IRS MXN1,073,205,000 $54,244,874
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,073,205,000$54,244,874
ProductVolume
NOK
USD
Equivalent
IRS NOK25,272,433,000 $2,519,809,861
OIS NOK20,000,000,000 $1,994,117,354
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK63,725,000,000 $6,353,756,419
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK108,997,433,000$10,867,683,634
ProductVolume
NZD
USD
Equivalent
IRS NZD10,194,011,500 $6,438,537,663
OIS NZD1,712,000,000 $1,081,299,200
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,906,011,500$7,519,836,863
ProductVolume
PLN
USD
Equivalent
IRS PLN20,151,329,000 $4,493,550,898
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,364,000,000 $973,129,669
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN24,515,329,000$5,466,680,567
ProductVolume
SEK
USD
Equivalent
IRS SEK40,761,121,000 $3,908,777,342
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK12,210,000,000 $1,170,874,848
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK52,971,121,000$5,079,652,190
ProductVolume
SGD
USD
Equivalent
IRS SGD936,000,000 $688,564,387
OIS SGD8,998,222,000 $6,619,503,439
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD9,934,222,000$7,308,067,826
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB81,879,678,000 $2,333,751,689
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB81,879,678,000$2,333,751,689
ProductVolume
TWD
USD
Equivalent
IRS TWD55,609,190,000 $1,815,336,075
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD55,609,190,000$1,815,336,075
ProductVolume
ZAR
USD
Equivalent
IRS ZAR268,144,942,298 $15,461,946,535
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR268,144,942,298$15,461,946,535
ProductUSD
Equivalent
IRS$240,449,089,477
OIS$687,633,977,888
Basis$13,658,991,356
Zeroes$493,458,660
FRAs$86,384,638,359
VNS$715,041,118
Inflation$9,105,341,712
Total$1,038,440,538,570
Show:
ProductUSD
Equivalent
IRS $163,312,701,239
OIS $3,110,542,233,354
Basis $66,299,883,000
Zeroes $0
FRAs $80,962,500,000
VNS $2,079,537,907
Inflation $12,355,629,900
Total$3,435,552,485,400
ProductVolume
EUR
USD
Equivalent
IRS €410,242,371,713 $427,379,389,025
OIS €1,230,647,796,753 $1,282,772,411,218
Basis €6,196,300,000 $6,447,427,120
Zeroes €10,000,000 $10,327,500
FRAs €274,245,000,000 $284,925,012,950
VNS €1,249,290,428 $1,301,122,786
Inflation €21,395,217,739 $22,349,959,997
Total€1,943,985,976,633$2,025,185,650,596
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £353,813,544,239 $429,250,305,550
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £441,739,481 $538,789,759
Inflation £12,275,170,726 $14,890,808,751
Total£366,530,454,446$444,679,904,060
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥6,716,086,996,657 $49,037,108,385
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,716,086,996,657$49,037,108,385
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF25,504,728,000 $26,996,439,151
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF25,504,728,000$26,996,439,151
ProductVolume
AUD
USD
Equivalent
IRS $113,167,056,296 $76,582,862,903
OIS $230,521,333,054 $155,496,354,969
Basis $12,707,200,000 $8,558,956,040
Zeroes $0 $0
FRAs $0 $0
VNS $28,542,689 $19,437,571
Inflation $0 $0
Total$356,424,132,039$240,657,611,483
ProductVolume
CAD
USD
Equivalent
IRS $88,910,796,696 $66,048,543,860
OIS $129,096,100,000 $95,617,428,030
Basis $4,227,000,000 $3,129,826,173
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$222,233,896,696$164,795,798,063
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,463,587,553 $469,720,636
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,463,587,553$469,720,636
ProductVolume
CLP
USD
Equivalent
IRS CLP802,470,459,872 $903,110,184
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP802,470,459,872$903,110,184
ProductVolume
CNY
USD
Equivalent
IRS CNY182,521,582,985 $25,724,638,645
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY182,521,582,985$25,724,638,645
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,145,952,007,304 $238,197,700
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,145,952,007,304$238,197,700
ProductVolume
CZK
USD
Equivalent
IRS CZK567,886,649,969 $24,306,649,684
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK750,000,000 $31,805,267
FRAs CZK299,340,000,000 $12,806,131,666
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK867,976,649,969$37,144,586,617
ProductVolume
DKK
USD
Equivalent
IRS DKK11,697,100,000 $1,633,285,999
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK669,150,000 $94,650,409
Inflation DKK0 $0
TotalDKK12,366,250,000$1,727,936,408
ProductVolume
HKD
USD
Equivalent
IRS HKD101,499,328,900 $13,018,005,612
OIS HKD0 $0
Basis HKD13,984,000,000 $1,792,481,345
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD115,483,328,900$14,810,486,957
ProductVolume
HUF
USD
Equivalent
IRS HUF2,267,787,859,217 $5,779,317,582
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF144,000,000,000 $367,637,346
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,411,787,859,217$6,146,954,928
ProductVolume
ILS
USD
Equivalent
IRS ILS26,171,890,000 $7,686,889,473
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS10,258,100,000 $3,014,595,623
VNS ILS0 $0
Inflation ILS0 $0
TotalILS36,429,990,000$10,701,485,096
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR906,064,784,114 $11,117,999,116
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR906,064,784,114$11,117,999,116
ProductVolume
KRW
USD
Equivalent
IRS KRW47,119,784,254,067 $35,921,868,092
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW47,119,784,254,067$35,921,868,092
ProductVolume
MXN
USD
Equivalent
IRS MXN40,953,056,738 $2,121,480,101
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN40,953,056,738$2,121,480,101
ProductVolume
NOK
USD
Equivalent
IRS NOK92,259,266,927 $9,355,481,320
OIS NOK22,500,000,000 $2,310,219,790
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK84,970,000,000 $8,571,483,138
VNS NOK105,276,000 $10,530,223
Inflation NOK0 $0
TotalNOK199,834,542,927$20,247,714,471
ProductVolume
NZD
USD
Equivalent
IRS NZD84,365,986,816 $52,760,397,842
OIS NZD12,689,500,000 $7,933,371,150
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,000,000 $1,260,200
Inflation NZD0 $0
TotalNZD97,057,486,816$60,695,029,192
ProductVolume
PLN
USD
Equivalent
IRS PLN58,409,993,011 $13,039,043,100
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN35,038,300,000 $7,835,929,614
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN93,448,293,011$20,874,972,714
ProductVolume
SEK
USD
Equivalent
IRS SEK140,152,103,265 $13,415,752,764
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK164,870,000,000 $15,827,076,759
VNS SEK492,000,000 $47,704,696
Inflation SEK0 $0
TotalSEK305,514,103,265$29,290,534,219
ProductVolume
SGD
USD
Equivalent
IRS SGD66,800,000 $49,475,984
OIS SGD20,551,031,070 $15,051,067,136
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,617,831,070$15,100,543,120
ProductVolume
THB
USD
Equivalent
IRS THB26,630,000,000 $750,802,203
OIS THB268,749,927,534 $7,617,023,322
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB295,379,927,534$8,367,825,525
ProductVolume
TWD
USD
Equivalent
IRS TWD204,988,958,861 $6,658,536,174
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD204,988,958,861$6,658,536,174
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,214,649,173,608 $70,110,851,538
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,214,649,173,608$70,110,851,538
ProductUSD
Equivalent
IRS$1,017,028,803,960
OIS$5,193,980,158,871
Basis$86,228,573,678
Zeroes$42,132,767
FRAs$414,310,367,096
VNS$4,093,033,551
Inflation$49,596,398,648
Total$6,765,279,468,571
Show:
ProductUSD
Equivalent
IRS $9,277,509,765,806
OIS $106,256,862,500,755
Basis $5,121,959,733,410
Zeroes $54,875,521,136
FRAs $987,572,000,000
VNS $108,166,918,541
Inflation $827,106,793,791
Total$122,634,053,233,439
ProductVolume
EUR
USD
Equivalent
IRS €20,248,858,140,842 $21,312,399,293,574
OIS €50,240,547,113,377 $52,886,192,828,649
Basis €392,492,274,000 $414,719,312,188
Zeroes €133,857,841,677 $144,787,973,633
FRAs €6,720,647,419,660 $6,984,106,825,501
VNS €52,656,794,038 $55,077,277,279
Inflation €930,638,525,652 $981,754,804,773
Total€78,719,698,109,246$82,779,038,315,597
ProductVolume
GBP
USD
Equivalent
IRS £7,773,100,000 $9,976,015,510
OIS £25,660,070,548,533 $31,638,015,037,632
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £28,999,247,953 $35,639,330,641
Inflation £747,507,527,344 $925,460,950,856
Total£26,444,350,423,830$32,609,091,334,639
ProductVolume
JPY
USD
Equivalent
IRS ¥174,495,880,000 $1,414,520,037
OIS ¥276,648,737,964,567 $2,124,606,697,787
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥8,934,153,033 $62,185,237
Inflation ¥0 $0
Total¥276,832,167,997,600$2,126,083,403,061
ProductVolume
CHF
USD
Equivalent
IRS CHF67,190,000 $72,517,283
OIS CHF1,280,546,752,765 $1,331,059,569,550
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF44,500,000 $46,406,022
Inflation CHF0 $0
TotalCHF1,280,658,442,765$1,331,178,492,855
ProductVolume
AUD
USD
Equivalent
IRS $4,743,216,225,509 $3,312,793,507,142
OIS $11,112,239,486,334 $7,671,215,639,502
Basis $583,565,249,491 $403,581,503,789
Zeroes $1,025,000,000 $688,748,750
FRAs $0 $0
VNS $10,166,599,673 $7,109,719,844
Inflation $0 $0
Total$16,450,212,561,007$11,395,389,119,027
ProductVolume
CAD
USD
Equivalent
IRS $4,349,434,831,169 $3,362,064,816,557
OIS $5,153,456,295,933 $3,959,333,201,266
Basis $342,419,460,000 $262,701,005,798
Zeroes $7,950,000,000 $6,183,642,515
FRAs $0 $0
VNS $2,911,645,254 $2,201,501,378
Inflation $0 $0
Total$9,856,172,232,356$7,592,484,167,514
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL128,240,092,549 $24,682,287,447
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL128,240,092,549$24,682,287,447
ProductVolume
CLP
USD
Equivalent
IRS CLP18,836,524,852,572 $21,589,951,644
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP18,836,524,852,572$21,589,951,644
ProductVolume
CNY
USD
Equivalent
IRS CNY9,580,071,246,065 $1,429,365,659,163
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY9,580,071,246,065$1,429,365,659,163
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP33,621,979,967,304 $8,322,303,229
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP33,621,979,967,304$8,322,303,229
ProductVolume
CZK
USD
Equivalent
IRS CZK17,412,620,746,022 $746,449,596,198
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK3,770,000,000 $164,175,511
FRAs CZK19,229,553,615,667 $821,420,419,703
VNS CZK2,075,760,184 $87,609,111
Inflation CZK0 $0
TotalCZK36,648,020,121,873$1,568,121,800,523
ProductVolume
DKK
USD
Equivalent
IRS DKK609,251,662,152 $88,003,740,116
OIS DKK0 $0
Basis DKK1,020,000,000 $138,142,124
Zeroes DKK0 $0
FRAs DKK13,194,000,000 $2,004,827,411
VNS DKK838,358,000 $119,250,628
Inflation DKK0 $0
TotalDKK624,304,020,152$90,265,960,279
ProductVolume
HKD
USD
Equivalent
IRS HKD4,456,104,648,389 $568,786,492,942
OIS HKD0 $0
Basis HKD335,429,000,000 $42,814,351,231
Zeroes HKD1,000,000,000 $127,389,346
FRAs HKD0 $0
VNS HKD33,000,000 $4,204,301
Inflation HKD0 $0
TotalHKD4,792,566,648,389$611,732,437,820
ProductVolume
HUF
USD
Equivalent
IRS HUF76,884,756,937,851 $208,868,042,406
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF8,525,000,000 $24,154,951
FRAs HUF24,640,147,200,000 $65,625,422,751
VNS HUF26,499,930,771 $73,566,003
Inflation HUF0 $0
TotalHUF101,559,929,068,622$274,591,186,111
ProductVolume
ILS
USD
Equivalent
IRS ILS1,347,657,325,719 $403,046,269,835
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS1,150,000,000 $346,267,471
FRAs ILS379,252,897,000 $112,133,145,776
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,728,060,222,719$515,525,683,082
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR67,250,136,149,698 $861,423,811,130
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR67,250,136,149,698$861,423,811,130
ProductVolume
KRW
USD
Equivalent
IRS KRW1,850,472,760,147,041 $1,433,401,675,731
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,850,472,760,147,041$1,433,401,675,731
ProductVolume
MXN
USD
Equivalent
IRS MXN1,491,697,644,009 $73,921,571,448
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,491,697,644,009$73,921,571,448
ProductVolume
NOK
USD
Equivalent
IRS NOK4,700,546,758,983 $487,735,572,407
OIS NOK737,401,000,000 $72,904,610,139
Basis NOK41,125,000,000 $4,384,967,119
Zeroes NOK850,000,000 $93,573,294
FRAs NOK3,769,064,500,000 $397,444,789,082
VNS NOK11,033,370,910 $1,200,995,247
Inflation NOK0 $0
TotalNOK9,260,020,629,893$963,764,507,288
ProductVolume
NZD
USD
Equivalent
IRS NZD1,455,253,646,678 $919,584,968,058
OIS NZD1,500,264,750,290 $960,764,429,819
Basis NZD27,584,000,000 $18,302,825,700
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD272,087,550 $179,803,742
Inflation NZD0 $0
TotalNZD2,983,374,484,518$1,898,832,027,319
ProductVolume
PLN
USD
Equivalent
IRS PLN3,317,444,803,288 $746,313,074,677
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN834,000,000 $177,832,712
FRAs PLN1,751,072,610,461 $391,857,139,980
VNS PLN1,424,919,051 $318,027,491
Inflation PLN0 $0
TotalPLN5,070,776,332,800$1,138,666,074,860
ProductVolume
SEK
USD
Equivalent
IRS SEK9,186,656,897,610 $910,763,795,862
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,130,000,000 $342,923,505
FRAs SEK7,614,421,000,000 $769,659,369,189
VNS SEK1,755,706,488 $180,505,224
Inflation SEK0 $0
TotalSEK16,805,963,604,098$1,680,946,593,780
ProductVolume
SGD
USD
Equivalent
IRS SGD36,192,027,380 $26,158,440,973
OIS SGD1,337,412,688,304 $968,483,319,760
Basis SGD148,000,000 $103,302,144
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD256,841,653 $185,966,069
Inflation SGD0 $0
TotalSGD1,374,009,557,337$994,931,028,946
ProductVolume
THB
USD
Equivalent
IRS THB4,660,430,251,059 $138,093,903,408
OIS THB5,532,403,570,674 $152,338,107,502
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB10,192,833,821,733$290,432,010,910
ProductVolume
TWD
USD
Equivalent
IRS TWD7,009,649,122,319 $235,093,506,260
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD7,009,649,122,319$235,093,506,260
ProductVolume
ZAR
USD
Equivalent
IRS ZAR35,613,882,029,976 $2,176,268,319,156
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR3,118,000,000 $176,915,975
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR35,617,000,029,976$2,176,445,235,131
ProductUSD
Equivalent
IRS$47,914,357,303,640
OIS$208,891,522,056,720
Basis$6,268,705,143,503
Zeroes$207,989,118,799
FRAs$10,531,823,939,393
VNS$210,653,266,758
Inflation$2,734,322,549,420
Total$276,759,373,378,233
Show:
ProductUSD
Equivalent
IRS $7,548,025,303,940
OIS $16,122,016,510,939
Basis $3,134,740,680,879
Zeroes $2,098,167,541
FRAs $357,921,500,000
VNS $384,099,764,299
Inflation $338,188,145,156
Total$27,887,090,072,754
ProductVolume
EUR
USD
Equivalent
IRS €8,694,312,891,862 $9,097,294,294,400
OIS €8,006,602,222,095 $8,377,708,235,089
Basis €239,465,051,137 $250,564,256,257
Zeroes €88,897,821,032 $93,018,235,037
FRAs €2,105,309,494,878 $2,202,890,589,965
VNS €236,144,488,957 $247,089,786,020
Inflation €420,268,008,044 $439,747,430,217
Total€19,790,999,978,005$20,708,312,826,985
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £4,907,777,788,848 $5,959,514,568,998
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £76,097,019,105 $92,404,610,299
Inflation £475,806,256,655 $577,771,537,456
Total£5,459,681,064,608$6,629,690,716,753
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥86,858,489,198,843 $634,304,518,194
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥23,857,238,351 $174,223,087
Inflation ¥0 $0
Total¥86,882,346,437,194$634,478,741,281
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF671,984,949,399 $713,284,098,715
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF642,817,250 $682,323,798
Inflation CHF0 $0
TotalCHF672,627,766,649$713,966,422,513
ProductVolume
AUD
USD
Equivalent
IRS $1,630,112,134,163 $1,089,892,972,902
OIS $2,021,805,997,692 $1,351,779,490,057
Basis $254,845,791,104 $170,389,895,932
Zeroes $1,622,682,267 $1,084,925,364
FRAs $0 $0
VNS $17,403,548,330 $11,636,012,413
Inflation $0 $0
Total$3,925,790,153,556$2,624,783,296,668
ProductVolume
CAD
USD
Equivalent
IRS $1,693,601,627,081 $1,239,462,549,093
OIS $999,245,690,388 $731,298,075,518
Basis $212,804,238,480 $155,740,806,850
Zeroes $663,497,820 $485,580,957
FRAs $0 $0
VNS $16,885,023,511 $12,357,306,434
Inflation $0 $0
Total$2,923,200,077,280$2,139,344,318,852
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL61,878,459,908 $11,740,529,344
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL61,878,459,908$11,740,529,344
ProductVolume
CLP
USD
Equivalent
IRS CLP5,874,116,062,700 $6,685,007,469
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP5,874,116,062,700$6,685,007,469
ProductVolume
CNY
USD
Equivalent
IRS CNY3,769,712,149,602 $538,838,214,637
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,769,712,149,602$538,838,214,637
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP16,356,832,348,000 $3,383,957,504
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP16,356,832,348,000$3,383,957,504
ProductVolume
CZK
USD
Equivalent
IRS CZK8,461,886,274,709 $364,226,246,625
OIS CZK0 $0
Basis CZK5,964,000,000 $256,709,351
Zeroes CZK1,200,000,000 $51,651,781
FRAs CZK5,053,047,133,333 $217,499,069,551
VNS CZK22,320,128,344 $960,728,649
Inflation CZK0 $0
TotalCZK13,544,417,536,386$582,994,405,957
ProductVolume
DKK
USD
Equivalent
IRS DKK1,154,752,145,601 $162,455,810,357
OIS DKK0 $0
Basis DKK5,150,000,000 $724,525,541
Zeroes DKK0 $0
FRAs DKK6,632,000,000 $933,020,076
VNS DKK3,163,157,525 $445,007,460
Inflation DKK0 $0
TotalDKK1,169,697,303,126$164,558,363,434
ProductVolume
HKD
USD
Equivalent
IRS HKD3,006,635,186,115 $386,807,477,999
OIS HKD0 $0
Basis HKD429,542,356,482 $55,261,175,806
Zeroes HKD1,000,000,000 $128,651,284
FRAs HKD0 $0
VNS HKD3,969,554,088 $510,688,231
Inflation HKD0 $0
TotalHKD3,441,147,096,685$442,707,993,320
ProductVolume
HUF
USD
Equivalent
IRS HUF35,036,505,879,581 $88,874,388,686
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF21,700,000,000 $55,044,708
FRAs HUF8,061,400,000,000 $20,448,728,518
VNS HUF229,927,011,128 $583,238,027
Inflation HUF0 $0
TotalHUF43,349,532,890,709$109,961,399,939
ProductVolume
ILS
USD
Equivalent
IRS ILS757,971,892,107 $221,292,739,725
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS500,000,000 $145,976,877
FRAs ILS186,071,667,000 $54,324,321,791
VNS ILS0 $0
Inflation ILS0 $0
TotalILS944,543,559,107$275,763,038,393
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR20,299,674,823,521 $246,086,493,193
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR20,299,674,823,521$246,086,493,193
ProductVolume
KRW
USD
Equivalent
IRS KRW725,708,890,951,426 $549,477,666,396
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW725,708,890,951,426$549,477,666,396
ProductVolume
MXN
USD
Equivalent
IRS MXN621,745,953,276 $31,425,991,285
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN621,745,953,276$31,425,991,285
ProductVolume
NOK
USD
Equivalent
IRS NOK1,427,110,090,491 $142,291,249,862
OIS NOK461,065,000,000 $45,970,885,887
Basis NOK52,570,950,124 $5,241,632,197
Zeroes NOK550,000,000 $54,838,227
FRAs NOK605,631,100,000 $60,384,974,326
VNS NOK51,845,597,502 $5,169,310,285
Inflation NOK0 $0
TotalNOK2,598,772,738,117$259,112,890,784
ProductVolume
NZD
USD
Equivalent
IRS NZD638,170,055,759 $403,068,207,217
OIS NZD241,606,961,451 $152,598,956,853
Basis NZD3,678,000,000 $2,323,024,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD899,262,144 $567,973,970
Inflation NZD0 $0
TotalNZD884,354,279,354$558,558,162,840
ProductVolume
PLN
USD
Equivalent
IRS PLN1,554,177,829,060 $346,566,580,234
OIS PLN0 $0
Basis PLN228,500,000 $50,953,284
Zeroes PLN30,000,000 $6,689,709
FRAs PLN570,472,645,000 $127,209,866,206
VNS PLN6,037,878,195 $1,346,388,269
Inflation PLN0 $0
TotalPLN2,130,946,852,255$475,180,477,702
ProductVolume
SEK
USD
Equivalent
IRS SEK2,958,728,443,377 $283,726,512,344
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK788,434,940,466 $75,606,768,296
VNS SEK17,489,150,271 $1,677,117,622
Inflation SEK0 $0
TotalSEK3,764,652,534,114$361,010,398,262
ProductVolume
SGD
USD
Equivalent
IRS SGD138,360,800,848 $101,784,529,995
OIS SGD586,630,627,320 $431,552,306,117
Basis SGD4,217,296 $3,102,436
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD877,395,519 $645,452,252
Inflation SGD0 $0
TotalSGD725,873,040,983$533,985,390,800
ProductVolume
THB
USD
Equivalent
IRS THB1,002,153,596,528 $28,563,591,179
OIS THB1,574,045,719,446 $44,863,779,947
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,576,199,315,974$73,427,371,126
ProductVolume
TWD
USD
Equivalent
IRS TWD1,952,820,751,381 $63,748,922,775
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,952,820,751,381$63,748,922,775
ProductVolume
ZAR
USD
Equivalent
IRS ZAR20,158,908,092,387 $1,162,415,954,815
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR3,118,000,000 $179,792,126
FRAs ZAR0 $0
VNS ZAR375,000,000 $21,623,492
Inflation ZAR0 $0
TotalZAR20,162,401,092,387$1,162,617,370,433
ProductUSD
Equivalent
IRS$23,868,664,741,279
OIS$34,814,361,877,011
Basis$3,775,296,763,333
Zeroes$97,309,553,611
FRAs$3,117,218,838,729
VNS$760,371,554,607
Inflation$1,355,707,112,829
Total$67,788,930,441,399

Figures as of COB Dec 6, 2022.

Notional Outstanding by Product

As of COB Dec 6, 2022

Daily Notional by Tenor
 

As of COB Dec 6, 2022

Notional Outstanding by Tenor
 

As of COB Dec 6, 2022

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
$1,408,720,133,844
$10,522,895,069,244
$450,413,130,680,569
$157,800,918,685,331
EUR
€2,019,551,882,779
€7,882,349,146,480
€323,406,953,799,663
€116,963,495,098,169
GBP
£205,870,874,028
£1,307,131,212,824
£87,217,027,457,685
£33,095,446,348,510
JPY
¥5,042,099,562,000
¥17,143,075,805,314
¥782,748,734,661,330
¥674,943,467,815,597
CHF
CHF23,779,500,000
CHF92,704,300,000
CHF4,962,307,808,025
CHF3,310,347,527,336
AUD
$593,034,933,149
$1,374,819,613,450
$65,585,861,005,967
$34,451,514,771,765
CAD
$216,167,835,526
$747,627,551,992
$31,708,112,394,189
$24,123,561,374,483
Other*
Show All
Hide
$283,638,603,515
$1,224,013,847,954
$57,461,382,021,122
$35,036,698,757,105
BRL
BRL1,094,691,707
BRL4,927,175,106
BRL246,210,959,360
BRL267,726,870,462
CLP
CLP134,530,000,000
CLP1,637,577,699,744
CLP41,515,219,625,144
CLP36,049,979,028,864
CNY
CNY133,271,186,000
CNY532,753,957,970
CNY30,286,910,559,622
CNY17,737,400,727,844
COP
COP0
COP2,291,904,014,608
COP71,188,964,934,608
COP78,434,254,578,794
CZK
CZK593,004,724,000
CZK2,888,318,800,848
CZK134,602,579,258,713
CZK56,597,048,235,780
DKK
DKK78,666,004,774
DKK28,719,324,000
DKK1,768,885,321,759
DKK5,130,009,772,074
HKD
HKD88,393,492,000
HKD419,324,071,800
HKD17,261,310,275,917
HKD16,909,779,059,623
HUF
HUF2,900,104,970,000
HUF9,650,384,865,866
HUF467,199,216,404,226
HUF227,214,293,499,634
ILS
ILS31,241,014,000
ILS79,020,260,000
ILS4,459,585,341,879
ILS3,215,024,654,890
INR
INR999,548,712,000
INR2,608,264,368,228
INR215,488,789,663,210
INR149,759,432,489,498
KRW
KRW32,101,576,601,800
KRW118,865,561,131,598
KRW5,444,802,795,162,887
KRW4,197,288,753,940,000
MXN
MXN2,336,410,000
MXN88,192,713,476
MXN2,944,669,357,818
MXN3,810,209,721,135
NOK
NOK310,303,636,000
NOK868,695,104,270
NOK38,708,408,188,413
NOK27,159,580,291,539
NZD
NZD60,115,723,000
NZD362,460,367,632
NZD11,724,276,816,571
NZD7,328,441,930,094
PLN
PLN62,872,658,000
PLN334,647,380,842
PLN19,370,760,873,352
PLN9,177,286,955,390
SEK
SEK157,848,418,000
SEK1,014,599,568,372
SEK70,899,902,600,845
SEK48,702,649,262,827
SGD
SGD28,021,044,000
SGD73,660,802,092
SGD4,247,492,577,324
SGD2,682,490,545,571
THB
THB190,777,356,000
THB1,038,396,502,232
THB38,644,713,996,641
THB17,473,894,676,310
TWD
TWD137,232,180,000
TWD498,397,917,722
TWD19,514,457,266,564
TWD16,712,745,414,139
ZAR
ZAR600,901,884,596
ZAR3,507,695,411,216
ZAR115,233,535,712,108
ZAR57,030,527,976,093
Total in USD$4,672,273,531,662$23,245,057,276,214$1,036,400,787,036,947$404,542,014,568,168

Figures as of COB Dec 6, 2022. Weekly figures as of COB Dec 2, 2022. *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 $737,859,255,200
OIS $596,038,740,580
Basis $61,467,476,040
Zeroes $0
FRAs $4,310,000,000
VNS $739,805,624
Inflation $8,304,856,400
Total$1,408,720,133,844
ProductVolume
EUR
USD
Equivalent
IRS €591,251,103,438 $618,655,592,082
OIS €747,536,092,800 $782,184,390,701
Basis €2,984,800,000 $3,123,145,480
Zeroes €943,200,000 $986,917,320
FRAs €669,176,400,000 $700,192,726,140
VNS €557,366,541 $583,200,481
Inflation €7,102,920,000 $7,432,140,342
Total€2,019,551,882,779$2,113,158,112,546
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £196,809,306,376 $238,985,540,732
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £100,000,000 $121,430,000
Inflation £8,961,567,652 $10,882,031,600
Total£205,870,874,028$249,989,002,332
ProductVolume
JPY
USD
Equivalent
IRS ¥8,600,000,000 $62,803,520
OIS ¥5,033,499,562,000 $36,758,312,791
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,042,099,562,000$36,821,116,311
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF23,779,500,000 $25,240,951,067
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF23,779,500,000$25,240,951,067
ProductVolume
AUD
USD
Equivalent
IRS $77,742,368,326 $51,978,547,463
OIS $501,397,160,000 $335,234,141,176
Basis $13,867,400,000 $9,271,743,640
Zeroes $0 $0
FRAs $0 $0
VNS $28,004,823 $18,724,025
Inflation $0 $0
Total$593,034,933,149$396,503,156,304
ProductVolume
CAD
USD
Equivalent
IRS $92,176,581,454 $67,459,441,931
OIS $114,955,400,000 $84,130,122,951
Basis $8,486,000,000 $6,210,480,094
Zeroes $0 $0
FRAs $0 $0
VNS $549,854,072 $402,410,767
Inflation $0 $0
Total$216,167,835,526$158,202,455,743
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,094,691,707 $207,701,681
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,094,691,707$207,701,681
ProductVolume
CLP
USD
Equivalent
IRS CLP134,530,000,000 $153,101,172
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP134,530,000,000$153,101,172
ProductVolume
CNY
USD
Equivalent
IRS CNY133,271,186,000 $19,049,626,358
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY133,271,186,000$19,049,626,358
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK320,884,724,000 $13,811,889,551
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK272,120,000,000 $11,712,902,184
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK593,004,724,000$25,524,791,735
ProductVolume
DKK
USD
Equivalent
IRS DKK78,666,004,774 $11,067,093,144
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK78,666,004,774$11,067,093,144
ProductVolume
HKD
USD
Equivalent
IRS HKD88,393,492,000 $11,371,936,266
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD88,393,492,000$11,371,936,266
ProductVolume
HUF
USD
Equivalent
IRS HUF940,404,970,000 $2,385,452,394
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,959,700,000,000 $4,971,019,088
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,900,104,970,000$7,356,471,482
ProductVolume
ILS
USD
Equivalent
IRS ILS31,241,014,000 $9,120,931,332
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS31,241,014,000$9,120,931,332
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR999,548,712,000 $12,117,210,716
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR999,548,712,000$12,117,210,716
ProductVolume
KRW
USD
Equivalent
IRS KRW32,101,576,601,800 $24,306,026,313
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW32,101,576,601,800$24,306,026,313
ProductVolume
MXN
USD
Equivalent
IRS MXN2,336,410,000 $118,093,250
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,336,410,000$118,093,250
ProductVolume
NOK
USD
Equivalent
IRS NOK60,853,636,000 $6,067,464,579
OIS NOK72,000,000,000 $7,178,822,474
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK177,450,000,000 $17,692,806,222
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK310,303,636,000$30,939,093,275
ProductVolume
NZD
USD
Equivalent
IRS NZD49,688,723,000 $31,383,397,447
OIS NZD10,427,000,000 $6,585,693,200
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD60,115,723,000$37,969,090,647
ProductVolume
PLN
USD
Equivalent
IRS PLN47,344,658,000 $10,557,399,487
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN15,528,000,000 $3,462,593,377
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN62,872,658,000$14,019,992,864
ProductVolume
SEK
USD
Equivalent
IRS SEK125,208,418,000 $12,006,829,432
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK32,640,000,000 $3,130,004,507
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK157,848,418,000$15,136,833,939
ProductVolume
SGD
USD
Equivalent
IRS SGD936,000,000 $688,564,387
OIS SGD27,085,044,000 $19,924,996,506
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD28,021,044,000$20,613,560,893
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB190,777,356,000 $5,437,576,058
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB190,777,356,000$5,437,576,058
ProductVolume
TWD
USD
Equivalent
IRS TWD137,232,180,000 $4,479,880,521
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD137,232,180,000$4,479,880,521
ProductVolume
ZAR
USD
Equivalent
IRS ZAR600,901,884,596 $34,649,591,869
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR600,901,884,596$34,649,591,869
ProductUSD
Equivalent
IRS$1,667,440,619,379
OIS$2,149,816,498,952
Basis$80,072,845,254
Zeroes$986,917,320
FRAs$745,472,051,518
VNS$1,865,570,897
Inflation$26,619,028,342
Total$4,672,273,531,662
Show:
ProductUSD
Equivalent
IRS $1,753,693,488,620
OIS $8,172,705,168,643
Basis $342,352,560,000
Zeroes $307,698,200
FRAs $214,225,000,000
VNS $4,255,390,231
Inflation $35,355,763,550
Total$10,522,895,069,244
ProductVolume
EUR
USD
Equivalent
IRS €2,087,235,354,288 $2,172,978,729,344
OIS €3,919,994,586,200 $4,087,207,272,179
Basis €15,851,600,000 $16,485,968,440
Zeroes €54,141,000 $56,625,958
FRAs €1,786,088,720,000 $1,854,747,914,008
VNS €3,822,381,514 $3,984,991,802
Inflation €69,302,363,478 $72,364,092,391
Total€7,882,349,146,480$8,207,825,594,122
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £1,253,091,391,542 $1,519,239,896,046
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £883,478,962 $1,077,579,518
Inflation £53,156,342,320 $64,471,606,097
Total£1,307,131,212,824$1,584,789,081,661
ProductVolume
JPY
USD
Equivalent
IRS ¥39,673,300,000 $289,184,106
OIS ¥17,103,402,505,314 $124,873,686,867
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥17,143,075,805,314$125,162,870,973
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF92,704,300,000 $98,015,602,104
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF92,704,300,000$98,015,602,104
ProductVolume
AUD
USD
Equivalent
IRS $436,719,038,858 $294,484,474,574
OIS $869,794,266,108 $587,483,210,557
Basis $68,245,000,000 $45,881,064,630
Zeroes $0 $0
FRAs $0 $0
VNS $61,308,484 $41,737,404
Inflation $0 $0
Total$1,374,819,613,450$927,890,487,165
ProductVolume
CAD
USD
Equivalent
IRS $333,081,451,992 $247,373,644,280
OIS $382,726,100,000 $283,571,912,073
Basis $31,654,000,000 $23,396,973,042
Zeroes $0 $0
FRAs $0 $0
VNS $166,000,000 $122,193,596
Inflation $0 $0
Total$747,627,551,992$554,464,722,991
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL4,927,175,106 $939,441,272
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL4,927,175,106$939,441,272
ProductVolume
CLP
USD
Equivalent
IRS CLP1,637,577,699,744 $1,842,849,750
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,637,577,699,744$1,842,849,750
ProductVolume
CNY
USD
Equivalent
IRS CNY532,753,957,970 $75,051,654,021
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY532,753,957,970$75,051,654,021
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP2,291,904,014,608 $476,395,399
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP2,291,904,014,608$476,395,399
ProductVolume
CZK
USD
Equivalent
IRS CZK1,530,418,800,848 $65,524,380,516
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK1,500,000,000 $63,610,534
FRAs CZK1,356,400,000,000 $58,145,480,742
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,888,318,800,848$123,733,471,792
ProductVolume
DKK
USD
Equivalent
IRS DKK26,981,024,000 $3,776,356,369
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK1,738,300,000 $245,307,540
Inflation DKK0 $0
TotalDKK28,719,324,000$4,021,663,909
ProductVolume
HKD
USD
Equivalent
IRS HKD376,212,071,800 $48,243,011,230
OIS HKD0 $0
Basis HKD43,112,000,000 $5,527,217,493
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD419,324,071,800$53,770,228,723
ProductVolume
HUF
USD
Equivalent
IRS HUF5,543,192,865,866 $14,130,896,611
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,107,192,000,000 $10,523,022,919
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF9,650,384,865,866$24,653,919,530
ProductVolume
ILS
USD
Equivalent
IRS ILS58,249,060,000 $17,100,357,740
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,771,200,000 $6,103,708,446
VNS ILS0 $0
Inflation ILS0 $0
TotalILS79,020,260,000$23,204,066,186
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,608,264,368,228 $32,008,782,480
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,608,264,368,228$32,008,782,480
ProductVolume
KRW
USD
Equivalent
IRS KRW118,865,561,131,598 $90,638,000,265
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW118,865,561,131,598$90,638,000,265
ProductVolume
MXN
USD
Equivalent
IRS MXN88,192,713,476 $4,570,221,672
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN88,192,713,476$4,570,221,672
ProductVolume
NOK
USD
Equivalent
IRS NOK267,892,552,270 $27,209,053,865
OIS NOK97,000,000,000 $9,866,273,862
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK503,592,000,000 $51,026,994,592
VNS NOK210,552,000 $21,060,447
Inflation NOK0 $0
TotalNOK868,695,104,270$88,123,382,766
ProductVolume
NZD
USD
Equivalent
IRS NZD288,769,367,632 $180,240,118,857
OIS NZD54,573,000,000 $34,194,792,700
Basis NZD19,114,000,000 $11,966,251,400
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD4,000,000 $2,520,400
Inflation NZD0 $0
TotalNZD362,460,367,632$226,403,683,357
ProductVolume
PLN
USD
Equivalent
IRS PLN171,372,780,842 $38,287,276,868
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN162,714,600,000 $36,367,790,824
VNS PLN560,000,000 $126,087,789
Inflation PLN0 $0
TotalPLN334,647,380,842$74,781,155,481
ProductVolume
SEK
USD
Equivalent
IRS SEK439,345,568,372 $42,011,537,919
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK574,270,000,000 $55,243,593,950
VNS SEK984,000,000 $95,409,393
Inflation SEK0 $0
TotalSEK1,014,599,568,372$97,350,541,262
ProductVolume
SGD
USD
Equivalent
IRS SGD645,200,000 $471,074,788
OIS SGD73,015,602,092 $53,502,212,325
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD73,660,802,092$53,973,287,113
ProductVolume
THB
USD
Equivalent
IRS THB88,476,807,164 $2,509,110,810
OIS THB949,919,695,068 $27,015,597,358
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,038,396,502,232$29,524,708,168
ProductVolume
TWD
USD
Equivalent
IRS TWD498,397,917,722 $16,183,938,718
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD498,397,917,722$16,183,938,718
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,507,695,411,216 $202,762,456,090
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,507,695,411,216$202,762,456,090
ProductUSD
Equivalent
IRS$5,300,311,258,285
OIS$15,030,160,802,593
Basis$445,610,035,005
Zeroes$427,934,692
FRAs$2,286,383,505,481
VNS$9,972,278,120
Inflation$172,191,462,038
Total$23,245,057,276,214
Show:
ProductUSD
Equivalent
IRS $119,948,981,877,888
OIS $298,515,475,910,423
Basis $22,693,229,496,501
Zeroes $189,174,607,572
FRAs $6,423,402,720,000
VNS $421,360,549,553
Inflation $2,221,505,518,632
Total$450,413,130,680,569
ProductVolume
EUR
USD
Equivalent
IRS €96,781,568,914,352 $101,920,563,139,754
OIS €153,046,602,482,611 $160,927,487,936,495
Basis €1,126,277,418,248 $1,194,177,716,431
Zeroes €298,325,642,643 $321,404,903,295
FRAs €68,881,564,256,122 $72,379,696,383,236
VNS €176,496,946,583 $184,477,033,220
Inflation €3,096,118,139,104 $3,266,381,182,498
Total€323,406,953,799,663$340,194,188,294,929
ProductVolume
GBP
USD
Equivalent
IRS £48,849,581,770 $63,752,360,509
OIS £84,340,100,935,620 $103,806,462,530,733
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £80,321,727,998 $98,281,580,001
Inflation £2,747,755,212,297 $3,405,899,758,963
Total£87,217,027,457,685$107,374,396,230,206
ProductVolume
JPY
USD
Equivalent
IRS ¥4,488,419,882,000 $35,207,460,901
OIS ¥778,242,446,473,264 $5,949,457,551,843
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥17,868,306,066 $124,370,474
Inflation ¥0 $0
Total¥782,748,734,661,330$5,984,789,383,218
ProductVolume
CHF
USD
Equivalent
IRS CHF209,380,000 $224,232,032
OIS CHF4,961,587,935,025 $5,151,823,557,471
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF510,493,000 $527,568,696
Inflation CHF0 $0
TotalCHF4,962,307,808,025$5,152,575,358,199
ProductVolume
AUD
USD
Equivalent
IRS $24,262,968,103,880 $16,875,405,852,545
OIS $37,610,899,400,334 $25,936,917,688,690
Basis $3,680,278,442,526 $2,555,683,121,228
Zeroes $4,769,270,501 $3,220,977,088
FRAs $0 $0
VNS $26,945,788,726 $18,918,818,795
Inflation $0 $0
Total$65,585,861,005,967$45,390,146,458,346
ProductVolume
CAD
USD
Equivalent
IRS $16,408,841,439,121 $12,676,898,197,071
OIS $13,470,245,120,864 $10,346,969,499,356
Basis $1,733,773,929,660 $1,333,018,461,039
Zeroes $27,583,812,177 $21,472,594,434
FRAs $0 $0
VNS $67,668,092,367 $51,819,858,458
Inflation $0 $0
Total$31,708,112,394,189$24,430,178,610,358
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL246,210,959,360 $47,355,243,163
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL246,210,959,360$47,355,243,163
ProductVolume
CLP
USD
Equivalent
IRS CLP41,515,219,625,144 $47,553,502,472
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP41,515,219,625,144$47,553,502,472
ProductVolume
CNY
USD
Equivalent
IRS CNY30,286,910,559,622 $4,525,368,134,007
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY30,286,910,559,622$4,525,368,134,007
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP71,188,964,934,608 $17,636,957,717
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP71,188,964,934,608$17,636,957,717
ProductVolume
CZK
USD
Equivalent
IRS CZK51,465,245,333,859 $2,207,992,198,493
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK7,570,000,000 $329,569,790
FRAs CZK83,103,188,164,670 $3,571,423,244,622
VNS CZK26,575,760,184 $1,170,892,127
Inflation CZK0 $0
TotalCZK134,602,579,258,713$5,780,915,905,032
ProductVolume
DKK
USD
Equivalent
IRS DKK1,618,133,864,578 $232,712,450,855
OIS DKK0 $0
Basis DKK2,040,000,000 $276,284,248
Zeroes DKK0 $0
FRAs DKK144,498,000,000 $20,340,144,575
VNS DKK4,213,457,181 $604,267,139
Inflation DKK0 $0
TotalDKK1,768,885,321,759$253,933,146,817
ProductVolume
HKD
USD
Equivalent
IRS HKD16,450,341,275,917 $2,099,730,623,258
OIS HKD0 $0
Basis HKD808,903,000,000 $103,221,867,077
Zeroes HKD2,000,000,000 $254,778,693
FRAs HKD0 $0
VNS HKD66,000,000 $8,408,603
Inflation HKD0 $0
TotalHKD17,261,310,275,917$2,203,215,677,631
ProductVolume
HUF
USD
Equivalent
IRS HUF230,065,498,278,378 $625,369,640,980
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF21,050,000,000 $59,503,724
FRAs HUF236,253,957,600,000 $628,376,452,549
VNS HUF858,710,525,848 $2,372,690,469
Inflation HUF0 $0
TotalHUF467,199,216,404,226$1,256,178,287,722
ProductVolume
ILS
USD
Equivalent
IRS ILS3,241,992,347,879 $970,106,476,385
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS2,300,000,000 $692,534,942
FRAs ILS1,215,292,994,000 $360,659,975,281
VNS ILS0 $0
Inflation ILS0 $0
TotalILS4,459,585,341,879$1,331,458,986,608
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR215,488,789,663,210 $2,758,620,549,806
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR215,488,789,663,210$2,758,620,549,806
ProductVolume
KRW
USD
Equivalent
IRS KRW5,444,802,795,162,887 $4,215,222,781,627
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,444,802,795,162,887$4,215,222,781,627
ProductVolume
MXN
USD
Equivalent
IRS MXN2,944,669,357,818 $146,087,684,114
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,944,669,357,818$146,087,684,114
ProductVolume
NOK
USD
Equivalent
IRS NOK11,924,968,267,355 $1,237,989,877,272
OIS NOK2,976,702,000,000 $295,523,328,819
Basis NOK82,250,000,000 $8,769,934,238
Zeroes NOK1,700,000,000 $187,146,588
FRAs NOK23,691,317,000,000 $2,499,275,986,248
VNS NOK31,470,921,058 $3,448,764,981
Inflation NOK0 $0
TotalNOK38,708,408,188,413$4,045,195,038,146
ProductVolume
NZD
USD
Equivalent
IRS NZD6,187,718,078,890 $3,935,285,915,210
OIS NZD5,311,810,062,580 $3,399,728,785,829
Basis NZD224,108,700,000 $145,656,009,885
Zeroes NZD95,800,000 $54,955,670
FRAs NZD0 $0
VNS NZD544,175,101 $359,607,483
Inflation NZD0 $0
TotalNZD11,724,276,816,571$7,481,085,274,077
ProductVolume
PLN
USD
Equivalent
IRS PLN10,131,870,107,868 $2,279,632,416,332
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,670,000,000 $356,091,990
FRAs PLN9,232,822,131,844 $2,072,533,407,659
VNS PLN4,398,633,640 $992,385,789
Inflation PLN0 $0
TotalPLN19,370,760,873,352$4,353,514,301,770
ProductVolume
SEK
USD
Equivalent
IRS SEK26,875,280,572,869 $2,665,272,984,233
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,260,000,000 $685,847,010
FRAs SEK44,014,020,000,000 $4,405,211,195,045
VNS SEK4,342,027,976 $439,261,097
Inflation SEK0 $0
TotalSEK70,899,902,600,845$7,071,609,287,385
ProductVolume
SGD
USD
Equivalent
IRS SGD144,316,304,652 $105,250,279,541
OIS SGD4,101,264,257,366 $2,970,894,955,559
Basis SGD1,621,400,000 $1,130,571,267
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD290,615,306 $210,854,766
Inflation SGD0 $0
TotalSGD4,247,492,577,324$3,077,486,661,133
ProductVolume
THB
USD
Equivalent
IRS THB21,920,994,703,095 $643,258,273,811
OIS THB16,723,719,293,546 $460,672,027,483
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB38,644,713,996,641$1,103,930,301,294
ProductVolume
TWD
USD
Equivalent
IRS TWD19,514,457,266,564 $656,193,953,993
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD19,514,457,266,564$656,193,953,993
ProductVolume
ZAR
USD
Equivalent
IRS ZAR115,209,223,712,108 $7,087,442,970,808
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR24,312,000,000 $1,377,375,800
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR115,233,535,712,108$7,088,820,346,608
ProductUSD
Equivalent
IRS$285,248,858,527,254
OIS$620,537,671,280,224
Basis$28,035,163,461,914
Zeroes$539,270,886,596
FRAs$92,360,919,509,215
VNS$785,116,911,651
Inflation$8,893,786,460,093
Total$1,036,400,787,036,947
Show:
ProductUSD
Equivalent
IRS $66,485,502,795,905
OIS $59,527,913,268,038
Basis $25,195,970,917,476
Zeroes $113,084,282,037
FRAs $1,069,159,330,830
VNS $1,777,800,408,239
Inflation $3,631,487,682,807
Total$157,800,918,685,332
ProductVolume
EUR
USD
Equivalent
IRS €57,565,364,706,632 $60,233,519,360,784
OIS €32,808,055,850,246 $34,328,709,238,905
Basis €990,686,525,757 $1,036,604,846,226
Zeroes €274,623,449,365 $287,352,246,243
FRAs €20,629,620,849,857 $21,585,803,776,248
VNS €1,164,718,912,920 $1,218,703,634,534
Inflation €3,530,424,803,392 $3,694,059,993,029
Total€116,963,495,098,169$122,384,753,095,969
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £29,595,110,982,860 $35,937,343,266,486
Basis £53,561,145 $65,039,298
Zeroes £0 $0
FRAs £0 $0
VNS £456,463,023,526 $554,283,049,467
Inflation £3,043,818,780,979 $3,696,109,145,743
Total£33,095,446,348,510$40,187,800,500,994
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥674,714,269,397,108 $4,927,259,425,254
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥229,198,418,489 $1,673,775,284
Inflation ¥0 $0
Total¥674,943,467,815,597$4,928,933,200,538
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF3,306,982,538,086 $3,510,224,538,888
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,364,989,250 $3,571,796,253
Inflation CHF0 $0
TotalCHF3,310,347,527,336$3,513,796,335,141
ProductVolume
AUD
USD
Equivalent
IRS $20,276,475,094,871 $13,556,851,248,431
OIS $8,829,409,049,785 $5,903,342,890,686
Basis $5,274,447,537,577 $3,526,495,623,624
Zeroes $6,183,553,884 $4,134,324,127
FRAs $0 $0
VNS $64,999,535,649 $43,458,689,535
Inflation $0 $0
Total$34,451,514,771,766$23,034,282,776,403
ProductVolume
CAD
USD
Equivalent
IRS $17,487,631,914,193 $12,798,325,464,134
OIS $4,196,772,388,758 $3,071,408,364,138
Basis $2,125,907,034,048 $1,555,845,311,803
Zeroes $18,221,760,900 $13,335,597,848
FRAs $0 $0
VNS $295,028,276,583 $215,916,478,764
Inflation $0 $0
Total$24,123,561,374,482$17,654,831,216,687
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL267,726,870,462 $50,797,243,233
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL267,726,870,462$50,797,243,233
ProductVolume
CLP
USD
Equivalent
IRS CLP36,049,979,028,864 $41,026,492,579
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP36,049,979,028,864$41,026,492,579
ProductVolume
CNY
USD
Equivalent
IRS CNY17,737,400,727,844 $2,535,363,168,645
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY17,737,400,727,844$2,535,363,168,645
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP78,434,254,578,794 $16,226,747,250
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP78,434,254,578,794$16,226,747,250
ProductVolume
CZK
USD
Equivalent
IRS CZK34,104,633,409,608 $1,467,970,877,418
OIS CZK0 $0
Basis CZK11,928,000,000 $513,418,702
Zeroes CZK3,470,000,000 $149,359,733
FRAs CZK22,238,662,491,840 $957,222,102,307
VNS CZK238,354,334,332 $10,259,521,547
Inflation CZK0 $0
TotalCZK56,597,048,235,780$2,436,115,279,707
ProductVolume
DKK
USD
Equivalent
IRS DKK5,045,195,286,452 $709,781,135,107
OIS DKK0 $0
Basis DKK11,320,000,000 $1,592,549,345
Zeroes DKK0 $0
FRAs DKK58,464,000,000 $8,224,982,766
VNS DKK15,030,485,623 $2,114,557,424
Inflation DKK0 $0
TotalDKK5,130,009,772,075$721,713,224,642
ProductVolume
HKD
USD
Equivalent
IRS HKD15,579,835,736,575 $2,004,365,876,093
OIS HKD0 $0
Basis HKD1,320,054,214,872 $169,826,670,038
Zeroes HKD2,000,000,000 $257,302,569
FRAs HKD0 $0
VNS HKD7,889,108,176 $1,014,943,899
Inflation HKD0 $0
TotalHKD16,909,779,059,623$2,175,464,792,599
ProductVolume
HUF
USD
Equivalent
IRS HUF159,523,609,798,616 $404,651,175,848
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,740,817,418 $113,490,564
FRAs HUF65,395,657,139,486 $165,884,094,463
VNS HUF2,250,285,744,114 $5,708,125,421
Inflation HUF0 $0
TotalHUF227,214,293,499,634$576,356,886,296
ProductVolume
ILS
USD
Equivalent
IRS ILS2,720,564,359,850 $794,278,979,286
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS1,000,000,000 $291,953,755
FRAs ILS493,460,295,040 $144,067,585,846
VNS ILS0 $0
Inflation ILS0 $0
TotalILS3,215,024,654,890$938,638,518,887
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR149,759,432,489,498 $1,815,485,907,255
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR149,759,432,489,498$1,815,485,907,255
ProductVolume
KRW
USD
Equivalent
IRS KRW4,197,288,753,940,000 $3,178,018,704,833
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,197,288,753,940,000$3,178,018,704,833
ProductVolume
MXN
USD
Equivalent
IRS MXN3,810,209,721,135 $192,586,082,562
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,810,209,721,135$192,586,082,562
ProductVolume
NOK
USD
Equivalent
IRS NOK15,144,464,055,907 $1,509,991,929,399
OIS NOK1,587,238,955,224 $158,257,037,262
Basis NOK213,677,476,056 $21,304,898,156
Zeroes NOK4,820,000,000 $480,582,282
FRAs NOK10,068,210,092,158 $1,003,859,623,327
VNS NOK141,169,712,194 $14,075,448,646
Inflation NOK0 $0
TotalNOK27,159,580,291,539$2,707,969,519,072
ProductVolume
NZD
USD
Equivalent
IRS NZD6,229,116,045,367 $3,934,309,694,254
OIS NZD928,553,987,308 $586,474,698,384
Basis NZD168,347,478,404 $106,328,267,360
Zeroes NZD195,800,000 $123,667,280
FRAs NZD0 $0
VNS NZD2,228,619,015 $1,407,595,770
Inflation NZD0 $0
TotalNZD7,328,441,930,094$4,628,643,923,048
ProductVolume
PLN
USD
Equivalent
IRS PLN6,424,773,033,058 $1,432,662,065,572
OIS PLN0 $0
Basis PLN457,000,000 $101,906,567
Zeroes PLN462,000,000 $103,021,519
FRAs PLN2,736,185,028,177 $610,142,720,075
VNS PLN15,409,894,155 $3,436,256,919
Inflation PLN0 $0
TotalPLN9,177,286,955,390$2,046,445,970,652
ProductVolume
SEK
USD
Equivalent
IRS SEK34,983,590,547,745 $3,354,742,527,186
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK9,208,000,000 $882,998,820
FRAs SEK13,655,455,411,872 $1,309,486,427,237
VNS SEK54,395,303,210 $5,216,223,781
Inflation SEK0 $0
TotalSEK48,702,649,262,827$4,670,328,177,024
ProductVolume
SGD
USD
Equivalent
IRS SGD360,743,015,749 $265,379,053,039
OIS SGD2,316,671,619,489 $1,704,249,545,363
Basis SGD2,504,617,296 $1,842,510,977
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD2,571,293,036 $1,891,560,699
Inflation SGD0 $0
TotalSGD2,682,490,545,570$1,973,362,670,078
ProductVolume
THB
USD
Equivalent
IRS THB9,398,422,110,100 $267,875,790,512
OIS THB8,075,472,566,210 $230,168,806,219
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB17,473,894,676,310$498,044,596,731
ProductVolume
TWD
USD
Equivalent
IRS TWD16,712,745,414,139 $545,579,780,437
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD16,712,745,414,139$545,579,780,437
ProductVolume
ZAR
USD
Equivalent
IRS ZAR57,006,601,976,093 $3,287,151,435,142
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR18,076,000,000 $1,042,309,966
FRAs ZAR0 $0
VNS ZAR5,850,000,000 $337,326,471
Inflation ZAR0 $0
TotalZAR57,030,527,976,093$3,288,531,071,579
ProductUSD
Equivalent
IRS$179,050,730,880,399
OIS$151,717,063,734,128
Basis$31,616,491,959,572
Zeroes$421,351,136,743
FRAs$26,853,850,643,099
VNS$3,860,869,392,653
Inflation$11,021,656,821,579
Total$404,542,014,568,173

Figures as of COB Dec 6, 2022.

Notional Outstanding by Product

As of COB Dec 6, 2022

Daily Notional by Tenor

As of COB Dec 6, 2022

Notional Outstanding by Currency

As of COB Dec 6, 2022. *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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