Volumes

  • Client Notional Cleared (USD)
    $2,443,244,931,683,346
    Client Notional Outstanding (USD)
    $90,199,875,426,686
    As of COB Feb 29, 2024
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $6,826,794,000,000,000
    Trades Compressed
    49,242,808
  • 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 Feb 29, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$962,953,485,341
$3,603,800,075,323
$42,142,041,268,704
$33,410,673,898,767
EUR
€766,926,154,656
€2,395,087,400,755
€29,089,414,463,935
€26,872,245,138,200
GBP
£191,570,894,452
£833,784,696,690
£7,443,946,206,433
£6,638,553,114,907
JPY
¥4,025,627,627,000
¥13,937,373,065,000
¥167,295,551,001,812
¥261,416,489,864,745
CHF
CHF4,067,366,000
CHF19,793,240,036
CHF282,073,108,553
CHF625,028,524,602
AUD
$72,229,011,000
$410,750,372,628
$4,689,859,856,038
$7,414,679,122,025
CAD
$61,645,868,760
$246,123,612,393
$2,135,984,003,629
$2,853,680,002,429
Other*
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$128,524,744,952
$585,702,724,166
$4,810,821,437,291
$10,018,885,180,943
BRL
BRL295,658,685
BRL637,283,847
BRL16,036,444,480
BRL41,726,434,667
CLP
CLP83,022,595,476
CLP681,345,518,904
CLP5,310,357,799,436
CLP2,623,027,314,971
CNY
CNY45,278,679,000
CNY293,293,925,147
CNY2,119,938,214,305
CNY4,627,646,367,499
COP
COP84,381,000,000
COP206,590,000,000
COP7,876,377,116,660
COP24,486,291,437,593
CZK
CZK539,230,446,982
CZK1,164,765,121,380
CZK10,728,559,363,726
CZK23,779,584,015,937
DKK
DKK1,839,400,000
DKK13,109,590,000
DKK168,012,423,000
DKK1,429,727,400,806
HKD
HKD16,485,197,000
HKD131,164,510,500
HKD952,855,300,903
HKD4,358,980,958,386
HUF
HUF777,225,969,000
HUF3,470,757,494,406
HUF30,181,693,627,447
HUF56,664,708,565,406
ILS
ILS19,822,694,000
ILS54,791,464,000
ILS603,652,367,196
ILS1,204,523,391,762
INR
INR290,481,749,000
INR2,358,096,562,686
INR13,699,506,772,506
INR17,709,098,841,154
KRW
KRW7,425,765,261,000
KRW49,798,510,830,598
KRW395,333,733,917,449
KRW820,199,530,867,004
MXN
MXN12,762,547,075
MXN24,097,926,093
MXN477,996,181,211
MXN887,921,661,551
NOK
NOK38,296,391,000
NOK320,394,088,870
NOK2,803,544,267,461
NOK3,364,921,050,901
NZD
NZD41,977,283,600
NZD223,171,856,522
NZD1,780,856,214,008
NZD3,176,043,137,497
PLN
PLN25,371,547,644
PLN130,933,411,390
PLN1,163,904,415,460
PLN2,675,556,527,867
SEK
SEK185,989,766,100
SEK476,336,179,500
SEK3,719,689,869,984
SEK5,539,605,843,587
SGD
SGD2,567,007,000
SGD32,418,392,649
SGD308,395,339,346
SGD712,553,463,512
THB
THB63,364,045,000
THB407,324,189,176
THB4,441,836,766,325
THB4,498,203,055,057
TWD
TWD24,293,091,000
TWD207,023,976,492
TWD1,630,965,441,234
TWD2,432,960,769,885
ZAR
ZAR409,897,842,312
ZAR1,806,620,294,714
ZAR13,982,995,038,575
ZAR38,852,268,833,473
Total in USD$2,285,378,407,577$8,399,489,790,570$94,089,399,552,370$90,199,875,426,686

Figures as of COB Feb 29, 2024. Weekly figures as of COB Feb 23, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $0
OIS $949,870,681,587
Basis $8,840,000,000
Zeroes $0
FRAs $0
VNS $110,299,754
Inflation $4,132,504,000
Total$962,953,485,341
ProductVolume
EUR
USD
Equivalent
IRS €127,673,352,754 $137,925,522,980
OIS €590,875,517,817 $638,322,821,898
Basis €2,936,230,000 $3,172,009,269
Zeroes €0 $0
FRAs €36,519,900,000 $39,452,447,970
VNS €1,454,755,316 $1,571,572,168
Inflation €7,466,398,769 $8,065,950,590
Total€766,926,154,656$828,510,324,875
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £187,512,330,526 $236,518,678,109
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £87,179,000 $109,963,232
Inflation £3,971,384,926 $5,009,306,376
Total£191,570,894,452$241,637,947,717
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥4,025,627,627,000 $26,843,781,062
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,025,627,627,000$26,843,781,062
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF4,067,366,000 $4,597,971,965
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,067,366,000$4,597,971,965
ProductVolume
AUD
USD
Equivalent
IRS $26,382,661,000 $17,132,900,053
OIS $35,634,300,000 $23,140,914,420
Basis $10,212,050,000 $6,631,705,270
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$72,229,011,000$46,905,519,743
ProductVolume
CAD
USD
Equivalent
IRS $94,377,470 $69,512,757
OIS $61,367,054,000 $45,199,273,772
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $184,437,290 $135,845,393
Inflation $0 $0
Total$61,645,868,760$45,404,631,922
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL295,658,685 $59,452,782
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL295,658,685$59,452,782
ProductVolume
CLP
USD
Equivalent
IRS CLP83,022,595,476 $85,939,378
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP83,022,595,476$85,939,378
ProductVolume
CNY
USD
Equivalent
IRS CNY45,278,679,000 $6,298,634,514
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY45,278,679,000$6,298,634,514
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP84,381,000,000 $21,492,321
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP84,381,000,000$21,492,321
ProductVolume
CZK
USD
Equivalent
IRS CZK102,404,446,982 $4,366,368,779
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK436,826,000,000 $18,625,591,609
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK539,230,446,982$22,991,960,388
ProductVolume
DKK
USD
Equivalent
IRS DKK1,839,400,000 $266,571,983
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,839,400,000$266,571,983
ProductVolume
HKD
USD
Equivalent
IRS HKD15,510,197,000 $1,981,121,088
OIS HKD0 $0
Basis HKD975,000,000 $124,536,978
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD16,485,197,000$2,105,658,066
ProductVolume
HUF
USD
Equivalent
IRS HUF433,925,969,000 $1,193,579,890
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF343,300,000,000 $944,299,271
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF777,225,969,000$2,137,879,161
ProductVolume
ILS
USD
Equivalent
IRS ILS6,786,294,000 $1,899,087,437
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS13,036,400,000 $3,648,127,160
VNS ILS0 $0
Inflation ILS0 $0
TotalILS19,822,694,000$5,547,214,597
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR290,481,749,000 $3,504,213,149
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR290,481,749,000$3,504,213,149
ProductVolume
KRW
USD
Equivalent
IRS KRW7,425,765,261,000 $5,558,977,299
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,425,765,261,000$5,558,977,299
ProductVolume
MXN
USD
Equivalent
IRS MXN12,762,547,075 $748,292,906
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN12,762,547,075$748,292,906
ProductVolume
NOK
USD
Equivalent
IRS NOK33,296,391,000 $3,134,043,448
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,000,000,000 $470,628,100
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK38,296,391,000$3,604,671,548
ProductVolume
NZD
USD
Equivalent
IRS NZD15,980,283,600 $9,719,208,486
OIS NZD25,997,000,000 $15,811,375,400
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD41,977,283,600$25,530,583,886
ProductVolume
PLN
USD
Equivalent
IRS PLN21,245,847,644 $5,314,517,759
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,125,700,000 $1,032,018,411
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN25,371,547,644$6,346,536,170
ProductVolume
SEK
USD
Equivalent
IRS SEK48,989,766,100 $4,720,267,290
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK137,000,000,000 $13,200,238,953
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK185,989,766,100$17,920,506,243
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD2,567,007,000 $1,906,995,766
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,567,007,000$1,906,995,766
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB63,364,045,000 $1,763,786,917
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB63,364,045,000$1,763,786,917
ProductVolume
TWD
USD
Equivalent
IRS TWD24,293,091,000 $767,966,712
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD24,293,091,000$767,966,712
ProductVolume
ZAR
USD
Equivalent
IRS ZAR409,897,842,312 $21,357,411,166
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR409,897,842,312$21,357,411,166
ProductUSD
Equivalent
IRS$222,599,376,707
OIS$1,947,501,986,366
Basis$18,768,251,517
Zeroes$0
FRAs$77,373,351,474
VNS$1,927,680,547
Inflation$17,207,760,966
Total$2,285,378,407,577
Show:
ProductUSD
Equivalent
IRS $0
OIS $3,528,077,210,841
Basis $60,303,200,000
Zeroes $0
FRAs $0
VNS $1,114,104,431
Inflation $14,305,560,051
Total$3,603,800,075,323
ProductVolume
EUR
USD
Equivalent
IRS €387,929,326,614 $419,496,114,192
OIS €1,725,147,479,455 $1,865,528,914,994
Basis €11,787,420,000 $12,751,338,837
Zeroes €819,482,188 $886,615,113
FRAs €245,392,000,000 $265,292,882,400
VNS €1,453,384,498 $1,572,481,168
Inflation €22,558,308,000 $24,390,210,503
Total€2,395,087,400,755$2,589,918,557,207
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £826,673,385,824 $1,044,497,953,222
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £325,345,000 $411,176,387
Inflation £6,785,965,866 $8,580,251,794
Total£833,784,696,690$1,053,489,381,403
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥13,937,373,065,000 $92,782,855,791
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥13,937,373,065,000$92,782,855,791
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF19,793,240,036 $22,453,891,111
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF19,793,240,036$22,453,891,111
ProductVolume
AUD
USD
Equivalent
IRS $146,569,166,315 $96,029,457,067
OIS $209,163,217,000 $137,075,596,276
Basis $54,753,800,000 $35,868,601,483
Zeroes $150,000,000 $98,250,000
FRAs $0 $0
VNS $114,189,313 $74,812,909
Inflation $0 $0
Total$410,750,372,628$269,146,717,735
ProductVolume
CAD
USD
Equivalent
IRS $6,596,576,000 $4,877,978,620
OIS $238,898,070,100 $176,851,760,599
Basis $522,000,000 $386,609,391
Zeroes $0 $0
FRAs $0 $0
VNS $106,966,293 $79,239,224
Inflation $0 $0
Total$246,123,612,393$182,195,587,834
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL637,283,847 $127,743,529
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL637,283,847$127,743,529
ProductVolume
CLP
USD
Equivalent
IRS CLP681,345,518,904 $701,131,027
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP681,345,518,904$701,131,027
ProductVolume
CNY
USD
Equivalent
IRS CNY293,293,925,147 $40,768,627,887
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY293,293,925,147$40,768,627,887
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP206,590,000,000 $52,625,332
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP206,590,000,000$52,625,332
ProductVolume
CZK
USD
Equivalent
IRS CZK429,290,588,046 $18,286,648,244
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK735,474,533,334 $31,315,387,848
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,164,765,121,380$49,602,036,092
ProductVolume
DKK
USD
Equivalent
IRS DKK7,109,590,000 $1,031,663,781
OIS DKK6,000,000,000 $870,309,430
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK13,109,590,000$1,901,973,211
ProductVolume
HKD
USD
Equivalent
IRS HKD129,379,510,500 $16,540,244,954
OIS HKD0 $0
Basis HKD1,785,000,000 $228,175,152
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD131,164,510,500$16,768,420,106
ProductVolume
HUF
USD
Equivalent
IRS HUF1,537,987,494,406 $4,284,487,817
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,932,770,000,000 $5,388,912,666
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,470,757,494,406$9,673,400,483
ProductVolume
ILS
USD
Equivalent
IRS ILS32,710,464,000 $8,964,409,579
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS22,081,000,000 $6,054,589,225
VNS ILS0 $0
Inflation ILS0 $0
TotalILS54,791,464,000$15,018,998,804
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,358,096,562,686 $28,447,891,653
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,358,096,562,686$28,447,891,653
ProductVolume
KRW
USD
Equivalent
IRS KRW49,798,510,830,598 $37,400,785,700
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW49,798,510,830,598$37,400,785,700
ProductVolume
MXN
USD
Equivalent
IRS MXN24,097,926,093 $1,411,574,107
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN24,097,926,093$1,411,574,107
ProductVolume
NOK
USD
Equivalent
IRS NOK160,344,088,870 $15,269,320,487
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK160,050,000,000 $15,212,781,159
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK320,394,088,870$30,482,101,646
ProductVolume
NZD
USD
Equivalent
IRS NZD55,806,406,522 $34,465,982,214
OIS NZD162,065,450,000 $100,013,234,445
Basis NZD5,300,000,000 $3,283,060,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD223,171,856,522$137,762,276,659
ProductVolume
PLN
USD
Equivalent
IRS PLN80,772,211,390 $20,195,289,197
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN527,200,000 $131,978,171
FRAs PLN49,634,000,000 $12,425,542,856
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN130,933,411,390$32,752,810,224
ProductVolume
SEK
USD
Equivalent
IRS SEK268,989,179,500 $25,973,201,785
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK207,347,000,000 $20,026,501,946
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK476,336,179,500$45,999,703,731
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD32,027,275,000 $23,834,491,368
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD391,117,649 $291,096,791
Inflation SGD0 $0
TotalSGD32,418,392,649$24,125,588,159
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB407,324,189,176 $11,332,301,899
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB407,324,189,176$11,332,301,899
ProductVolume
TWD
USD
Equivalent
IRS TWD207,023,976,492 $6,571,856,233
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD207,023,976,492$6,571,856,233
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,806,436,709,714 $94,791,202,203
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR183,585,000 $9,675,481
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,806,620,294,714$94,800,877,684
ProductUSD
Equivalent
IRS$847,187,718,623
OIS$7,031,819,036,961
Basis$112,820,984,863
Zeroes$1,126,518,765
FRAs$355,716,598,100
VNS$3,542,910,910
Inflation$47,276,022,348
Total$8,399,489,790,570
Show:
ProductUSD
Equivalent
IRS $1,310,000,000
OIS $41,172,671,855,420
Basis $732,317,493,000
Zeroes $0
FRAs $0
VNS $27,003,243,115
Inflation $208,738,677,169
Total$42,142,041,268,704
ProductVolume
EUR
USD
Equivalent
IRS €4,162,907,853,135 $4,516,427,016,018
OIS €22,266,203,185,420 $24,173,949,912,381
Basis €118,699,619,000 $129,152,257,755
Zeroes €32,642,528,188 $35,079,324,116
FRAs €2,258,074,598,000 $2,448,054,844,425
VNS €14,904,323,538 $16,197,585,377
Inflation €235,982,356,654 $256,126,458,103
Total€29,089,414,463,935$31,574,987,398,175
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £7,293,533,296,059 $9,239,413,928,195
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £7,522,123,882 $9,530,548,077
Inflation £142,890,786,492 $181,079,110,446
Total£7,443,946,206,433$9,430,023,586,718
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥167,295,551,001,812 $1,129,496,615,155
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥167,295,551,001,812$1,129,496,615,155
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF282,068,608,553 $325,156,283,156
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF4,500,000 $5,187,320
Inflation CHF0 $0
TotalCHF282,073,108,553$325,161,470,476
ProductVolume
AUD
USD
Equivalent
IRS $1,185,297,493,039 $780,896,299,053
OIS $3,055,216,879,700 $2,013,879,360,872
Basis $448,751,536,000 $295,691,871,807
Zeroes $351,000,000 $234,128,150
FRAs $0 $0
VNS $242,947,299 $158,752,120
Inflation $0 $0
Total$4,689,859,856,038$3,090,860,412,002
ProductVolume
CAD
USD
Equivalent
IRS $109,242,957,203 $80,954,347,596
OIS $2,016,514,882,510 $1,497,461,563,057
Basis $6,883,410,000 $5,103,543,353
Zeroes $0 $0
FRAs $0 $0
VNS $3,342,753,916 $2,487,909,843
Inflation $0 $0
Total$2,135,984,003,629$1,586,007,363,849
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL16,036,444,480 $3,255,121,988
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL16,036,444,480$3,255,121,988
ProductVolume
CLP
USD
Equivalent
IRS CLP5,310,357,799,436 $5,743,636,529
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP5,310,357,799,436$5,743,636,529
ProductVolume
CNY
USD
Equivalent
IRS CNY2,119,938,214,305 $295,311,554,085
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,119,938,214,305$295,311,554,085
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP7,876,377,116,660 $2,007,734,489
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP7,876,377,116,660$2,007,734,489
ProductVolume
CZK
USD
Equivalent
IRS CZK3,991,925,924,532 $173,016,755,661
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK9,754,457,000 $419,659,129
FRAs CZK6,726,878,982,194 $290,571,140,734
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,728,559,363,726$464,007,555,524
ProductVolume
DKK
USD
Equivalent
IRS DKK77,502,223,000 $11,295,291,885
OIS DKK90,510,200,000 $13,161,803,303
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK168,012,423,000$24,457,095,188
ProductVolume
HKD
USD
Equivalent
IRS HKD937,526,300,903 $119,901,408,218
OIS HKD0 $0
Basis HKD15,060,000,000 $1,926,042,889
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD269,000,000 $34,403,376
Inflation HKD0 $0
TotalHKD952,855,300,903$121,861,854,483
ProductVolume
HUF
USD
Equivalent
IRS HUF15,663,362,727,447 $44,087,306,313
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF14,518,330,900,000 $40,932,272,522
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF30,181,693,627,447$85,019,578,835
ProductVolume
ILS
USD
Equivalent
IRS ILS340,270,767,196 $92,468,635,859
OIS ILS5,000,000 $1,366,456
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS263,376,600,000 $71,618,555,944
VNS ILS0 $0
Inflation ILS0 $0
TotalILS603,652,367,196$164,088,558,259
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR13,699,506,772,506 $164,986,244,377
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR13,699,506,772,506$164,986,244,377
ProductVolume
KRW
USD
Equivalent
IRS KRW395,333,733,917,449 $297,622,840,257
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW395,333,733,917,449$297,622,840,257
ProductVolume
MXN
USD
Equivalent
IRS MXN477,996,181,211 $27,903,705,809
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN477,996,181,211$27,903,705,809
ProductVolume
NOK
USD
Equivalent
IRS NOK1,461,234,323,462 $139,508,019,463
OIS NOK289,457,100,000 $27,818,160,076
Basis NOK10,938,000,000 $1,037,918,480
Zeroes NOK1,531,170,000 $145,334,346
FRAs NOK1,039,526,000,000 $99,021,363,610
VNS NOK857,673,999 $82,093,810
Inflation NOK0 $0
TotalNOK2,803,544,267,461$267,612,889,785
ProductVolume
NZD
USD
Equivalent
IRS NZD451,051,166,008 $276,631,182,595
OIS NZD1,313,945,048,000 $805,640,400,336
Basis NZD15,860,000,000 $9,727,196,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,780,856,214,008$1,091,998,778,931
ProductVolume
PLN
USD
Equivalent
IRS PLN718,697,805,460 $179,490,452,464
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,138,510,000 $535,070,555
FRAs PLN442,568,100,000 $110,628,053,750
VNS PLN500,000,000 $124,300,808
Inflation PLN0 $0
TotalPLN1,163,904,415,460$290,777,877,577
ProductVolume
SEK
USD
Equivalent
IRS SEK2,221,667,979,984 $213,872,914,792
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK477,900,000 $46,365,647
FRAs SEK1,497,276,000,000 $144,192,415,149
VNS SEK267,990,000 $25,534,952
Inflation SEK0 $0
TotalSEK3,719,689,869,984$358,137,230,540
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD308,004,221,697 $229,809,286,651
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD391,117,649 $291,096,791
Inflation SGD0 $0
TotalSGD308,395,339,346$230,100,383,442
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB4,441,836,766,325 $125,300,097,643
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB4,441,836,766,325$125,300,097,643
ProductVolume
TWD
USD
Equivalent
IRS TWD1,630,965,441,234 $52,105,945,865
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,630,965,441,234$52,105,945,865
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,978,134,595,279 $738,266,029,657
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,927,489,255 $102,042,557
FRAs ZAR0 $0
VNS ZAR2,932,954,041 $154,681,471
Inflation ZAR0 $0
TotalZAR13,982,995,038,575$738,522,753,685
ProductUSD
Equivalent
IRS$8,050,068,464,107
OIS$80,920,754,611,567
Basis$1,174,956,323,284
Zeroes$36,561,924,500
FRAs$3,205,018,646,134
VNS$56,095,337,060
Inflation$645,944,245,718
Total$94,089,399,552,370
Show:
ProductUSD
Equivalent
IRS $1,762,112,880
OIS $31,264,210,381,409
Basis $1,211,280,194,182
Zeroes $0
FRAs $0
VNS $402,935,527,755
Inflation $530,485,682,542
Total$33,410,673,898,768
ProductVolume
EUR
USD
Equivalent
IRS €9,844,596,611,102 $10,635,117,718,973
OIS €12,420,275,487,338 $13,417,623,608,972
Basis €469,755,295,655 $507,476,645,896
Zeroes €78,005,648,110 $84,269,501,653
FRAs €3,339,733,272,920 $3,607,913,854,735
VNS €244,801,020,117 $264,458,542,032
Inflation €475,077,802,959 $513,226,550,537
Total€26,872,245,138,201$29,030,086,422,798
ProductVolume
GBP
USD
Equivalent
IRS £185,400,000 $233,854,290
OIS £6,026,341,245,525 $7,601,325,530,043
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £89,928,239,715 $113,430,985,165
Inflation £522,098,229,667 $658,548,601,991
Total£6,638,553,114,907$8,373,538,971,489
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥261,382,032,626,394 $1,742,953,573,343
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥34,457,238,351 $229,768,535
Inflation ¥0 $0
Total¥261,416,489,864,745$1,743,183,341,878
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF624,461,202,352 $705,924,940,484
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF567,322,250 $641,331,958
Inflation CHF0 $0
TotalCHF625,028,524,602$706,566,272,442
ProductVolume
AUD
USD
Equivalent
IRS $3,329,813,645,414 $2,162,380,981,332
OIS $3,022,383,382,383 $1,962,735,768,520
Basis $1,039,576,691,104 $675,101,103,203
Zeroes $411,079,647 $266,955,123
FRAs $0 $0
VNS $22,494,323,476 $14,607,813,665
Inflation $0 $0
Total$7,414,679,122,024$4,815,092,621,843
ProductVolume
CAD
USD
Equivalent
IRS $736,231,691,199 $542,263,895,705
OIS $1,948,058,417,597 $1,434,822,433,230
Basis $145,888,880,082 $107,452,957,267
Zeroes $536,439,949 $395,109,339
FRAs $0 $0
VNS $22,964,573,601 $16,914,320,985
Inflation $0 $0
Total$2,853,680,002,428$2,101,848,716,526
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL41,726,434,667 $8,390,596,153
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL41,726,434,667$8,390,596,153
ProductVolume
CLP
USD
Equivalent
IRS CLP2,623,027,314,971 $2,715,180,543
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,623,027,314,971$2,715,180,543
ProductVolume
CNY
USD
Equivalent
IRS CNY4,627,646,367,499 $643,743,452,178
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,627,646,367,499$643,743,452,178
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP24,486,291,437,593 $6,236,797,697
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP24,486,291,437,593$6,236,797,697
ProductVolume
CZK
USD
Equivalent
IRS CZK13,234,960,103,274 $564,318,428,486
OIS CZK0 $0
Basis CZK5,964,000,000 $254,295,826
Zeroes CZK15,154,457,000 $646,162,836
FRAs CZK10,493,094,216,628 $447,409,466,449
VNS CZK30,411,239,034 $1,296,688,655
Inflation CZK0 $0
TotalCZK23,779,584,015,936$1,013,925,042,252
ProductVolume
DKK
USD
Equivalent
IRS DKK1,186,566,191,129 $171,961,130,276
OIS DKK232,261,800,000 $33,660,154,778
Basis DKK5,150,000,000 $746,355,178
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $289,846,671
VNS DKK3,749,409,678 $543,376,957
Inflation DKK0 $0
TotalDKK1,429,727,400,807$207,200,863,860
ProductVolume
HKD
USD
Equivalent
IRS HKD3,966,878,611,427 $506,690,332,281
OIS HKD0 $0
Basis HKD391,310,103,396 $49,982,130,974
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD792,243,563 $101,193,455
Inflation HKD0 $0
TotalHKD4,358,980,958,386$556,773,656,710
ProductVolume
HUF
USD
Equivalent
IRS HUF42,151,224,571,285 $115,943,404,130
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF9,200,000,000 $25,306,010
FRAs HUF14,259,970,900,000 $39,224,235,731
VNS HUF244,313,094,121 $672,020,614
Inflation HUF0 $0
TotalHUF56,664,708,565,406$155,864,966,485
ProductVolume
ILS
USD
Equivalent
IRS ILS932,110,891,762 $260,843,412,322
OIS ILS25,000,000 $6,996,040
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS272,387,500,000 $76,225,356,448
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,204,523,391,762$337,075,764,810
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR17,709,098,841,154 $213,632,895,122
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR17,709,098,841,154$213,632,895,122
ProductVolume
KRW
USD
Equivalent
IRS KRW820,199,530,867,004 $614,006,827,942
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW820,199,530,867,004$614,006,827,942
ProductVolume
MXN
USD
Equivalent
IRS MXN887,921,661,551 $52,060,570,404
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN887,921,661,551$52,060,570,404
ProductVolume
NOK
USD
Equivalent
IRS NOK2,322,133,237,275 $218,572,230,803
OIS NOK437,164,406,206 $41,148,370,799
Basis NOK25,302,975,062 $2,381,658,217
Zeroes NOK1,531,170,000 $144,122,326
FRAs NOK527,450,864,190 $49,646,639,639
VNS NOK51,338,398,168 $4,832,258,560
Inflation NOK0 $0
TotalNOK3,364,921,050,901$316,725,280,344
ProductVolume
NZD
USD
Equivalent
IRS NZD1,349,417,131,164 $820,715,499,174
OIS NZD1,787,533,066,372 $1,087,177,610,967
Basis NZD38,385,250,000 $23,345,909,050
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD707,689,962 $430,417,035
Inflation NZD0 $0
TotalNZD3,176,043,137,498$1,931,669,436,226
ProductVolume
PLN
USD
Equivalent
IRS PLN1,898,651,183,733 $474,935,884,067
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,012,510,000 $1,003,704,630
FRAs PLN767,255,350,187 $191,924,193,958
VNS PLN5,637,483,947 $1,410,181,841
Inflation PLN0 $0
TotalPLN2,675,556,527,867$669,273,964,496
ProductVolume
SEK
USD
Equivalent
IRS SEK4,180,323,407,911 $402,782,977,272
OIS SEK36,300,000,000 $3,497,581,562
Basis SEK0 $0
Zeroes SEK477,900,000 $46,046,673
FRAs SEK1,306,596,196,126 $125,893,299,301
VNS SEK15,908,339,551 $1,532,802,069
Inflation SEK0 $0
TotalSEK5,539,605,843,588$533,752,706,877
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD710,974,058,423 $528,173,284,617
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD1,579,405,089 $1,173,319,285
Inflation SGD0 $0
TotalSGD712,553,463,512$529,346,603,902
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB4,498,203,055,057 $125,210,940,990
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB4,498,203,055,057$125,210,940,990
ProductVolume
TWD
USD
Equivalent
IRS TWD2,432,960,769,885 $76,912,109,818
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,432,960,769,885$76,912,109,818
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,821,741,002,040 $2,022,776,895,007
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR27,219,877,392 $1,418,270,733
FRAs ZAR0 $0
VNS ZAR3,307,954,041 $172,358,396
Inflation ZAR0 $0
TotalZAR38,852,268,833,473$2,024,367,524,136
ProductUSD
Equivalent
IRS$20,299,127,494,036
OIS$60,168,340,868,573
Basis$2,578,021,249,793
Zeroes$88,215,179,323
FRAs$4,538,526,892,932
VNS$825,382,906,962
Inflation$1,702,260,835,070
Total$90,199,875,426,689

Figures as of COB Feb 29, 2024.

Notional Outstanding by Product

As of COB Feb 29, 2024

Daily Notional by Tenor
 

As of COB Feb 29, 2024

Notional Outstanding by Tenor
 

As of COB Feb 29, 2024

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$2,405,777,701,069
$8,814,244,384,013
$102,915,261,455,964
$141,712,858,351,939
EUR
€2,716,425,272,550
€10,001,169,400,565
€110,744,272,003,693
€151,277,575,928,342
GBP
£653,656,763,075
£2,628,230,127,394
£23,612,815,677,116
£31,842,510,380,602
JPY
¥8,567,578,912,000
¥30,839,590,396,000
¥378,384,831,922,296
¥1,216,936,933,622,233
CHF
CHF14,253,408,000
CHF57,923,748,072
CHF1,301,318,873,041
CHF3,398,554,784,003
AUD
$211,964,555,886
$1,756,890,100,051
$15,364,498,225,417
$41,816,726,930,548
CAD
$168,030,037,520
$705,853,627,750
$6,972,038,525,027
$23,953,442,962,615
Other*
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Hide
$577,191,331,386
$2,036,301,834,915
$16,722,214,077,703
$45,555,318,965,963
BRL
BRL591,317,370
BRL1,338,967,695
BRL33,544,717,473
BRL357,282,890,776
CLP
CLP166,045,190,952
CLP1,516,691,037,808
CLP11,319,495,188,872
CLP43,847,970,676,864
CNY
CNY165,521,618,000
CNY832,198,745,294
CNY6,809,163,640,358
CNY20,531,384,798,460
COP
COP168,762,000,000
COP419,180,000,000
COP17,905,122,719,320
COP114,224,542,462,076
CZK
CZK5,072,399,773,964
CZK4,762,129,612,760
CZK44,006,884,872,194
CZK92,173,427,145,105
DKK
DKK5,578,800,000
DKK39,686,860,916
DKK522,590,144,590
DKK5,366,617,208,505
HKD
HKD57,564,994,000
HKD457,001,406,000
HKD3,517,679,548,806
HKD19,556,615,330,503
HUF
HUF6,858,559,470,000
HUF18,528,295,053,624
HUF174,077,313,773,004
HUF367,406,220,977,569
ILS
ILS48,549,388,000
ILS171,855,952,000
ILS1,719,947,880,912
ILS4,675,234,769,308
INR
INR1,832,551,498,000
INR7,219,569,653,372
INR58,911,738,273,012
INR183,233,688,725,206
KRW
KRW34,513,679,564,000
KRW190,600,501,676,196
KRW1,518,000,333,191,922
KRW5,197,415,338,454,337
MXN
MXN27,247,094,150
MXN51,891,852,186
MXN1,002,448,398,422
MXN4,892,502,426,160
NOK
NOK90,816,922,000
NOK761,942,317,740
NOK10,348,267,421,276
NOK30,558,572,031,752
NZD
NZD134,906,139,200
NZD695,228,858,792
NZD4,621,322,978,702
NZD11,911,315,637,790
PLN
PLN127,952,717,288
PLN973,647,106,818
PLN5,044,298,918,736
PLN13,210,877,995,327
SEK
SEK365,854,766,200
SEK1,678,085,479,352
SEK15,299,975,468,262
SEK53,019,352,182,099
SGD
SGD11,323,114,000
SGD114,585,739,297
SGD1,015,591,520,097
SGD2,516,375,511,493
THB
THB475,118,090,000
THB1,101,001,310,352
THB14,482,115,527,074
THB25,742,400,368,555
TWD
TWD93,273,422,000
TWD662,322,552,984
TWD4,440,519,182,468
TWD18,701,128,810,508
ZAR
ZAR1,246,673,684,624
ZAR5,244,959,745,428
ZAR48,913,904,443,482
ZAR94,597,517,623,918
Total in USD$7,076,667,146,217$26,930,379,669,175$289,102,642,912,605$447,613,055,794,090

Figures as of COB Feb 29, 2024. Weekly figures as of COB Feb 23, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $0
OIS $2,333,316,712,599
Basis $60,110,000,000
Zeroes $0
FRAs $0
VNS $603,886,470
Inflation $11,747,102,000
Total$2,405,777,701,069
ProductVolume
EUR
USD
Equivalent
IRS €511,998,193,608 $553,111,648,555
OIS €1,724,374,423,234 $1,862,841,689,420
Basis €6,441,660,000 $6,958,925,298
Zeroes €0 $0
FRAs €444,133,200,000 $479,797,095,960
VNS €2,909,510,632 $3,143,144,336
Inflation €26,568,285,076 $28,701,718,368
Total€2,716,425,272,550$2,934,554,221,937
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £641,596,191,331 $809,277,355,936
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £243,855,692 $307,587,377
Inflation £11,816,716,052 $14,905,014,792
Total£653,656,763,075$824,489,958,105
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥8,567,578,912,000 $57,130,523,202
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥8,567,578,912,000$57,130,523,202
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF14,253,408,000 $16,112,828,397
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF14,253,408,000$16,112,828,397
ProductVolume
AUD
USD
Equivalent
IRS $85,558,355,886 $55,561,596,312
OIS $95,454,600,000 $61,988,217,240
Basis $30,951,600,000 $20,099,969,040
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$211,964,555,886$137,649,782,592
ProductVolume
CAD
USD
Equivalent
IRS $1,988,754,940 $1,464,797,039
OIS $165,672,408,000 $122,024,311,704
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $368,874,580 $271,690,786
Inflation $0 $0
Total$168,030,037,520$123,760,799,529
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL591,317,370 $118,905,564
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL591,317,370$118,905,564
ProductVolume
CLP
USD
Equivalent
IRS CLP166,045,190,952 $171,878,756
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP166,045,190,952$171,878,756
ProductVolume
CNY
USD
Equivalent
IRS CNY165,521,618,000 $23,025,410,613
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY165,521,618,000$23,025,410,613
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP168,762,000,000 $42,984,641
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP168,762,000,000$42,984,641
ProductVolume
CZK
USD
Equivalent
IRS CZK285,387,773,964 $12,168,497,589
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,786,986,000,000 $204,109,751,418
VNS CZK26,000,000 $1,108,600
Inflation CZK0 $0
TotalCZK5,072,399,773,964$216,279,357,607
ProductVolume
DKK
USD
Equivalent
IRS DKK5,578,800,000 $808,498,304
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,578,800,000$808,498,304
ProductVolume
HKD
USD
Equivalent
IRS HKD52,418,994,000 $6,695,490,356
OIS HKD0 $0
Basis HKD5,146,000,000 $657,299,783
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD57,564,994,000$7,352,790,139
ProductVolume
HUF
USD
Equivalent
IRS HUF1,902,559,470,000 $5,233,281,447
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,956,000,000,000 $13,632,237,656
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF6,858,559,470,000$18,865,519,103
ProductVolume
ILS
USD
Equivalent
IRS ILS18,246,588,000 $5,106,154,557
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS30,302,800,000 $8,479,984,329
VNS ILS0 $0
Inflation ILS0 $0
TotalILS48,549,388,000$13,586,138,886
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,832,551,498,000 $22,106,900,271
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,832,551,498,000$22,106,900,271
ProductVolume
KRW
USD
Equivalent
IRS KRW34,513,679,564,000 $25,837,170,240
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW34,513,679,564,000$25,837,170,240
ProductVolume
MXN
USD
Equivalent
IRS MXN27,247,094,150 $1,597,550,015
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN27,247,094,150$1,597,550,015
ProductVolume
NOK
USD
Equivalent
IRS NOK70,816,922,000 $6,665,686,693
OIS NOK10,000,000,000 $941,256,201
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,000,000,000 $941,256,201
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK90,816,922,000$8,548,199,095
ProductVolume
NZD
USD
Equivalent
IRS NZD65,856,139,200 $40,053,703,861
OIS NZD69,050,000,000 $41,996,210,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD134,906,139,200$82,049,913,861
ProductVolume
PLN
USD
Equivalent
IRS PLN64,331,317,288 $16,092,082,269
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN63,621,400,000 $15,914,500,838
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN127,952,717,288$32,006,583,107
ProductVolume
SEK
USD
Equivalent
IRS SEK133,854,766,200 $12,897,189,043
OIS SEK8,000,000,000 $770,816,873
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK224,000,000,000 $21,582,872,449
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK365,854,766,200$35,250,878,365
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD11,323,114,000 $8,411,792,586
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,323,114,000$8,411,792,586
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB475,118,090,000 $13,225,277,383
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB475,118,090,000$13,225,277,383
ProductVolume
TWD
USD
Equivalent
IRS TWD93,273,422,000 $2,948,611,324
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD93,273,422,000$2,948,611,324
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,246,673,684,624 $64,956,971,526
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,246,673,684,624$64,956,971,526
ProductUSD
Equivalent
IRS$834,515,124,063
OIS$5,350,186,876,453
Basis$87,826,194,121
Zeroes$0
FRAs$744,457,698,851
VNS$4,327,417,569
Inflation$55,353,835,160
Total$7,076,667,146,217
Show:
ProductUSD
Equivalent
IRS $18,589,969,200
OIS $8,613,353,710,099
Basis $143,032,663,912
Zeroes $0
FRAs $0
VNS $5,172,275,200
Inflation $34,095,765,602
Total$8,814,244,384,013
ProductVolume
EUR
USD
Equivalent
IRS €2,033,645,085,606 $2,199,118,880,330
OIS €5,979,945,661,865 $6,466,154,757,137
Basis €34,903,340,000 $37,761,761,224
Zeroes €1,638,964,376 $1,773,230,227
FRAs €1,857,364,220,000 $2,008,062,753,078
VNS €2,554,072,718 $2,763,192,725
Inflation €91,118,056,000 $98,525,090,245
Total€10,001,169,400,565$10,814,159,664,966
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £2,592,697,693,010 $3,276,041,397,072
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £2,094,565,078 $2,644,864,108
Inflation £33,437,869,306 $42,280,271,847
Total£2,628,230,127,394$3,320,966,533,027
ProductVolume
JPY
USD
Equivalent
IRS ¥84,000,000,000 $559,533,575
OIS ¥30,755,590,396,000 $204,742,832,521
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥30,839,590,396,000$205,302,366,096
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF57,923,748,072 $65,719,618,255
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF57,923,748,072$65,719,618,255
ProductVolume
AUD
USD
Equivalent
IRS $695,915,319,552 $455,736,526,339
OIS $834,661,434,000 $547,041,610,551
Basis $221,166,500,000 $144,889,245,695
Zeroes $3,636,000,000 $2,381,045,600
FRAs $0 $0
VNS $1,510,846,499 $991,565,976
Inflation $0 $0
Total$1,756,890,100,051$1,151,039,994,161
ProductVolume
CAD
USD
Equivalent
IRS $40,108,152,000 $29,702,607,028
OIS $658,695,840,200 $487,723,181,824
Basis $5,044,000,000 $3,735,742,853
Zeroes $0 $0
FRAs $0 $0
VNS $2,005,635,550 $1,483,742,037
Inflation $0 $0
Total$705,853,627,750$522,645,273,742
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,338,967,695 $268,491,774
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,338,967,695$268,491,774
ProductVolume
CLP
USD
Equivalent
IRS CLP1,516,691,037,808 $1,559,461,054
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,516,691,037,808$1,559,461,054
ProductVolume
CNY
USD
Equivalent
IRS CNY832,198,745,294 $115,677,172,668
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY832,198,745,294$115,677,172,668
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP419,180,000,000 $106,765,012
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP419,180,000,000$106,765,012
ProductVolume
CZK
USD
Equivalent
IRS CZK1,229,564,746,092 $52,388,437,830
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,532,564,866,668 $150,412,937,438
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,762,129,612,760$202,801,375,268
ProductVolume
DKK
USD
Equivalent
IRS DKK21,035,180,000 $3,052,258,882
OIS DKK17,791,600,000 $2,580,016,447
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK860,080,916 $124,873,819
Inflation DKK0 $0
TotalDKK39,686,860,916$5,757,149,148
ProductVolume
HKD
USD
Equivalent
IRS HKD445,235,406,000 $56,920,799,647
OIS HKD0 $0
Basis HKD11,766,000,000 $1,504,180,067
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD457,001,406,000$58,424,979,714
ProductVolume
HUF
USD
Equivalent
IRS HUF4,994,041,053,624 $13,912,602,092
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF13,534,254,000,000 $37,746,536,059
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF18,528,295,053,624$51,659,138,151
ProductVolume
ILS
USD
Equivalent
IRS ILS78,269,952,000 $21,438,366,200
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS93,586,000,000 $25,653,916,653
VNS ILS0 $0
Inflation ILS0 $0
TotalILS171,855,952,000$47,092,282,853
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR7,219,569,653,372 $87,095,965,650
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR7,219,569,653,372$87,095,965,650
ProductVolume
KRW
USD
Equivalent
IRS KRW190,600,501,676,196 $143,056,609,080
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW190,600,501,676,196$143,056,609,080
ProductVolume
MXN
USD
Equivalent
IRS MXN51,891,852,186 $3,039,571,631
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN51,891,852,186$3,039,571,631
ProductVolume
NOK
USD
Equivalent
IRS NOK344,242,317,740 $32,782,839,714
OIS NOK90,200,000,000 $8,597,575,060
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK327,500,000,000 $31,151,441,150
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK761,942,317,740$72,531,855,924
ProductVolume
NZD
USD
Equivalent
IRS NZD227,282,458,792 $140,262,484,933
OIS NZD452,346,400,000 $279,295,873,590
Basis NZD15,600,000,000 $9,660,170,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD695,228,858,792$429,218,528,523
ProductVolume
PLN
USD
Equivalent
IRS PLN250,470,706,818 $62,671,768,194
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,054,400,000 $263,956,341
FRAs PLN722,122,000,000 $180,949,165,850
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN973,647,106,818$243,884,890,385
ProductVolume
SEK
USD
Equivalent
IRS SEK734,343,479,352 $70,909,263,565
OIS SEK10,000,000,000 $968,105,756
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK933,742,000,000 $90,121,560,429
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,678,085,479,352$161,998,929,750
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD113,803,504,000 $84,696,111,890
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD782,235,297 $582,193,582
Inflation SGD0 $0
TotalSGD114,585,739,297$85,278,305,472
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB1,101,001,310,352 $30,625,707,714
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,101,001,310,352$30,625,707,714
ProductVolume
TWD
USD
Equivalent
IRS TWD662,322,552,984 $21,021,998,164
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD662,322,552,984$21,021,998,164
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,244,592,575,428 $275,183,306,018
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR367,170,000 $19,350,962
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,244,959,745,428$275,202,656,980
ProductUSD
Equivalent
IRS$3,717,852,947,918
OIS$20,154,743,228,578
Basis$340,583,763,751
Zeroes$4,437,583,130
FRAs$2,524,098,310,657
VNS$13,762,707,447
Inflation$174,901,127,694
Total$26,930,379,669,175
Show:
ProductUSD
Equivalent
IRS $226,429,175,620
OIS $99,832,740,953,313
Basis $2,243,087,074,491
Zeroes $0
FRAs $0
VNS $73,873,129,650
Inflation $539,131,122,890
Total$102,915,261,455,964
ProductVolume
EUR
USD
Equivalent
IRS €21,525,435,002,679 $23,349,543,111,550
OIS €65,838,512,292,134 $71,480,359,221,932
Basis €333,019,709,156 $362,251,068,469
Zeroes €75,044,424,606 $80,795,317,277
FRAs €22,019,675,274,000 $23,892,093,509,187
VNS €45,998,378,184 $49,897,513,689
Inflation €906,586,922,934 $984,045,555,329
Total€110,744,272,003,693$120,198,985,297,433
ProductVolume
GBP
USD
Equivalent
IRS £2,900,000 $3,665,310
OIS £23,092,197,423,312 $29,250,719,707,474
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £19,181,269,030 $24,298,413,784
Inflation £501,434,084,774 $635,391,703,986
Total£23,612,815,677,116$29,910,413,490,554
ProductVolume
JPY
USD
Equivalent
IRS ¥279,246,080,000 $1,877,033,152
OIS ¥378,105,585,842,296 $2,554,194,193,463
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥378,384,831,922,296$2,556,071,226,615
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF1,301,309,873,041 $1,499,968,779,743
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF9,000,000 $10,374,640
Inflation CHF0 $0
TotalCHF1,301,318,873,041$1,499,979,154,383
ProductVolume
AUD
USD
Equivalent
IRS $5,469,061,954,168 $3,607,574,363,062
OIS $8,409,514,821,400 $5,536,045,109,065
Basis $1,472,192,472,000 $970,111,664,799
Zeroes $11,428,400,000 $7,492,726,140
FRAs $0 $0
VNS $2,300,577,849 $1,511,530,219
Inflation $0 $0
Total$15,364,498,225,417$10,122,735,393,285
ProductVolume
CAD
USD
Equivalent
IRS $604,818,987,740 $448,566,452,949
OIS $6,185,601,012,191 $4,593,519,248,703
Basis $148,814,820,000 $110,514,835,490
Zeroes $0 $0
FRAs $0 $0
VNS $32,803,705,096 $24,382,279,526
Inflation $0 $0
Total$6,972,038,525,027$5,176,982,816,668
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL33,544,717,473 $6,807,895,535
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL33,544,717,473$6,807,895,535
ProductVolume
CLP
USD
Equivalent
IRS CLP11,319,495,188,872 $12,225,928,692
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP11,319,495,188,872$12,225,928,692
ProductVolume
CNY
USD
Equivalent
IRS CNY6,809,163,640,358 $948,551,316,327
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY6,809,163,640,358$948,551,316,327
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP17,905,122,719,320 $4,563,252,097
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP17,905,122,719,320$4,563,252,097
ProductVolume
CZK
USD
Equivalent
IRS CZK11,841,065,319,256 $513,133,950,920
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK19,508,914,000 $839,318,258
FRAs CZK32,146,003,728,776 $1,390,204,167,265
VNS CZK306,910,162 $13,679,537
Inflation CZK0 $0
TotalCZK44,006,884,872,194$1,904,191,115,980
ProductVolume
DKK
USD
Equivalent
IRS DKK243,627,063,674 $35,462,473,117
OIS DKK236,983,000,000 $34,509,328,232
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK41,120,000,000 $6,001,145,069
VNS DKK860,080,916 $124,873,819
Inflation DKK0 $0
TotalDKK522,590,144,590$76,097,820,237
ProductVolume
HKD
USD
Equivalent
IRS HKD3,450,569,548,806 $441,310,068,272
OIS HKD1,200,000,000 $153,357,572
Basis HKD65,372,000,000 $8,358,845,985
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD538,000,000 $68,806,753
Inflation HKD0 $0
TotalHKD3,517,679,548,806$449,891,078,582
ProductVolume
HUF
USD
Equivalent
IRS HUF53,335,673,824,138 $150,026,493,412
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF120,633,791,800,000 $339,080,194,833
VNS HUF107,848,148,866 $302,873,031
Inflation HUF0 $0
TotalHUF174,077,313,773,004$489,409,561,276
ProductVolume
ILS
USD
Equivalent
IRS ILS869,668,880,912 $236,350,657,585
OIS ILS10,000,000 $2,732,912
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS850,269,000,000 $231,061,690,586
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,719,947,880,912$467,415,081,083
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR58,911,738,273,012 $709,473,288,404
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR58,911,738,273,012$709,473,288,404
ProductVolume
KRW
USD
Equivalent
IRS KRW1,518,000,333,191,922 $1,142,415,728,412
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,518,000,333,191,922$1,142,415,728,412
ProductVolume
MXN
USD
Equivalent
IRS MXN1,002,448,398,422 $58,528,153,804
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,002,448,398,422$58,528,153,804
ProductVolume
NOK
USD
Equivalent
IRS NOK3,451,129,533,278 $329,519,430,625
OIS NOK1,218,934,200,000 $116,590,742,292
Basis NOK22,024,000,000 $2,095,867,016
Zeroes NOK3,062,340,000 $290,668,692
FRAs NOK5,651,402,000,000 $538,945,646,089
VNS NOK1,715,347,998 $164,187,620
Inflation NOK0 $0
TotalNOK10,348,267,421,276$987,606,542,334
ProductVolume
NZD
USD
Equivalent
IRS NZD1,448,161,882,702 $888,328,049,433
OIS NZD3,109,381,096,000 $1,907,407,461,437
Basis NZD63,780,000,000 $39,098,839,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,621,322,978,702$2,834,834,349,870
ProductVolume
PLN
USD
Equivalent
IRS PLN2,194,703,220,346 $548,197,010,913
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,677,020,000 $1,170,427,177
FRAs PLN2,843,266,200,000 $710,531,911,329
VNS PLN1,652,478,390 $409,566,299
Inflation PLN0 $0
TotalPLN5,044,298,918,736$1,260,308,915,718
ProductVolume
SEK
USD
Equivalent
IRS SEK6,853,341,688,262 $659,705,050,553
OIS SEK127,200,000,000 $12,299,318,376
Basis SEK0 $0
Zeroes SEK955,800,000 $92,731,295
FRAs SEK8,317,942,000,000 $802,557,104,259
VNS SEK535,980,000 $51,069,904
Inflation SEK0 $0
TotalSEK15,299,975,468,262$1,474,705,274,387
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD1,014,809,284,800 $757,135,706,070
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD782,235,297 $582,193,582
Inflation SGD0 $0
TotalSGD1,015,591,520,097$757,717,899,652
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB14,482,115,527,074 $408,897,257,566
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB14,482,115,527,074$408,897,257,566
ProductVolume
TWD
USD
Equivalent
IRS TWD4,440,519,182,468 $141,875,499,374
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,440,519,182,468$141,875,499,374
ProductVolume
ZAR
USD
Equivalent
IRS ZAR48,901,802,891,284 $2,586,058,580,133
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR6,235,644,116 $330,175,298
FRAs ZAR0 $0
VNS ZAR5,865,908,082 $309,362,942
Inflation ZAR0 $0
TotalZAR48,913,904,443,482$2,586,698,118,373
ProductUSD
Equivalent
IRS$36,332,490,088,750
OIS$218,698,579,658,651
Basis$3,735,518,195,250
Zeroes$91,011,364,137
FRAs$27,910,475,368,617
VNS$175,999,854,995
Inflation$2,158,568,382,205
Total$289,102,642,912,605
Show:
ProductUSD
Equivalent
IRS $4,925,933,761
OIS $122,582,265,041,768
Basis $12,773,489,215,764
Zeroes $0
FRAs $0
VNS $1,969,571,439,314
Inflation $4,382,606,721,331
Total$141,712,858,351,938
ProductVolume
EUR
USD
Equivalent
IRS €65,002,730,688,615 $70,222,449,962,911
OIS €46,229,602,763,042 $49,941,839,864,914
Basis €1,440,299,601,077 $1,555,955,659,043
Zeroes €229,049,197,120 $247,441,847,648
FRAs €33,029,710,456,907 $35,681,996,206,596
VNS €1,315,191,230,126 $1,420,801,085,905
Inflation €4,030,991,991,457 $4,354,680,648,371
Total€151,277,575,928,344$163,425,165,275,388
ProductVolume
GBP
USD
Equivalent
IRS £185,400,000 $233,854,290
OIS £28,398,455,958,878 $35,820,392,423,731
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £528,907,287,708 $667,137,207,351
Inflation £2,914,961,734,016 $3,676,786,983,202
Total£31,842,510,380,602$40,164,550,468,574
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,216,703,715,706,274 $8,113,251,196,654
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥233,217,915,959 $1,555,148,974
Inflation ¥0 $0
Total¥1,216,936,933,622,233$8,114,806,345,628
ProductVolume
CHF
USD
Equivalent
IRS CHF105,900,000 $119,715,125
OIS CHF3,394,837,167,628 $3,837,708,758,340
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,611,716,375 $4,082,880,822
Inflation CHF0 $0
TotalCHF3,398,554,784,003$3,841,911,354,287
ProductVolume
AUD
USD
Equivalent
IRS $23,399,558,888,393 $15,195,673,542,122
OIS $10,495,754,142,479 $6,815,942,740,126
Basis $7,816,880,231,713 $5,076,282,022,474
Zeroes $15,739,160,669 $10,221,010,938
FRAs $0 $0
VNS $88,794,507,295 $57,663,153,037
Inflation $0 $0
Total$41,816,726,930,549$27,155,782,468,697
ProductVolume
CAD
USD
Equivalent
IRS $10,343,695,850,111 $7,618,543,014,002
OIS $11,301,856,662,947 $8,324,266,526,439
Basis $1,853,676,581,863 $1,365,306,460,826
Zeroes $13,742,247,599 $10,121,711,423
FRAs $0 $0
VNS $440,471,620,096 $324,424,850,921
Inflation $0 $0
Total$23,953,442,962,616$17,642,662,563,611
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL357,282,890,776 $71,844,538,664
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL357,282,890,776$71,844,538,664
ProductVolume
CLP
USD
Equivalent
IRS CLP43,847,970,676,864 $45,388,454,834
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP43,847,970,676,864$45,388,454,834
ProductVolume
CNY
USD
Equivalent
IRS CNY20,531,384,798,460 $2,856,083,520,336
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY20,531,384,798,460$2,856,083,520,336
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP114,224,542,462,076 $29,093,640,626
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP114,224,542,462,076$29,093,640,626
ProductVolume
CZK
USD
Equivalent
IRS CZK47,229,378,898,939 $2,013,788,380,972
OIS CZK0 $0
Basis CZK11,928,000,000 $508,591,651
Zeroes CZK44,659,114,000 $1,904,196,222
FRAs CZK44,638,066,979,097 $1,903,298,809,495
VNS CZK249,394,153,069 $10,633,784,721
Inflation CZK0 $0
TotalCZK92,173,427,145,105$3,930,133,763,061
ProductVolume
DKK
USD
Equivalent
IRS DKK4,773,649,714,759 $691,813,239,436
OIS DKK535,427,800,000 $77,595,982,725
Basis DKK11,320,000,000 $1,640,532,158
Zeroes DKK0 $0
FRAs DKK27,120,000,000 $3,930,320,860
VNS DKK19,099,693,746 $2,767,991,326
Inflation DKK0 $0
TotalDKK5,366,617,208,505$777,748,066,505
ProductVolume
HKD
USD
Equivalent
IRS HKD18,257,759,245,266 $2,332,067,856,082
OIS HKD2,640,000,000 $337,207,817
Basis HKD1,288,440,318,111 $164,572,783,000
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD7,775,767,126 $993,200,553
Inflation HKD0 $0
TotalHKD19,556,615,330,503$2,497,971,047,452
ProductVolume
HUF
USD
Equivalent
IRS HUF231,852,483,403,685 $637,745,793,986
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF190,595,817,418 $524,263,010
FRAs HUF132,878,235,697,500 $365,501,954,882
VNS HUF2,484,906,058,966 $6,835,115,002
Inflation HUF0 $0
TotalHUF367,406,220,977,569$1,010,607,126,880
ProductVolume
ILS
USD
Equivalent
IRS ILS3,773,243,312,364 $1,055,910,482,129
OIS ILS30,000,000 $8,395,248
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS901,961,456,944 $252,406,345,953
VNS ILS0 $0
Inflation ILS0 $0
TotalILS4,675,234,769,308$1,308,325,223,330
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR183,233,688,725,206 $2,210,431,132,459
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR183,233,688,725,206$2,210,431,132,459
ProductVolume
KRW
USD
Equivalent
IRS KRW5,197,415,338,454,337 $3,890,819,715,645
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,197,415,338,454,337$3,890,819,715,645
ProductVolume
MXN
USD
Equivalent
IRS MXN4,892,502,426,160 $286,856,913,214
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,892,502,426,160$286,856,913,214
ProductVolume
NOK
USD
Equivalent
IRS NOK17,272,747,297,729 $1,625,808,049,409
OIS NOK2,206,098,506,206 $207,650,389,794
Basis NOK115,251,231,669 $10,848,093,643
Zeroes NOK3,062,340,000 $288,244,651
FRAs NOK10,820,980,335,347 $1,018,531,483,641
VNS NOK140,432,320,801 $13,218,279,271
Inflation NOK0 $0
TotalNOK30,558,572,031,752$2,876,344,540,409
ProductVolume
NZD
USD
Equivalent
IRS NZD7,100,032,611,692 $4,318,239,834,431
OIS NZD4,579,611,266,586 $2,785,319,572,337
Basis NZD226,222,132,566 $137,588,301,027
Zeroes NZD3,922,700,000 $2,385,786,140
FRAs NZD0 $0
VNS NZD1,526,926,946 $928,676,969
Inflation NZD0 $0
TotalNZD11,911,315,637,790$7,244,462,170,904
ProductVolume
PLN
USD
Equivalent
IRS PLN8,137,455,795,682 $2,035,534,381,190
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN9,875,220,000 $2,470,225,380
FRAs PLN5,046,511,886,622 $1,262,353,825,105
VNS PLN17,035,093,023 $4,261,223,459
Inflation PLN0 $0
TotalPLN13,210,877,995,327$3,304,619,655,134
ProductVolume
SEK
USD
Equivalent
IRS SEK39,555,938,732,554 $3,811,298,126,198
OIS SEK159,800,000,000 $15,397,067,042
Basis SEK0 $0
Zeroes SEK955,800,000 $92,093,346
FRAs SEK13,256,860,978,061 $1,277,326,515,914
VNS SEK45,796,671,484 $4,412,605,889
Inflation SEK0 $0
TotalSEK53,019,352,182,099$5,108,526,408,389
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD2,512,076,198,348 $1,866,188,394,880
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD4,299,313,146 $3,193,903,236
Inflation SGD0 $0
TotalSGD2,516,375,511,494$1,869,382,298,116
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB25,742,400,368,555 $716,559,509,215
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB25,742,400,368,555$716,559,509,215
ProductVolume
TWD
USD
Equivalent
IRS TWD18,701,128,810,508 $591,190,491,275
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD18,701,128,810,508$591,190,491,275
ProductVolume
ZAR
USD
Equivalent
IRS ZAR94,498,950,619,274 $4,923,794,991,704
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR86,851,096,562 $4,525,309,450
FRAs ZAR0 $0
VNS ZAR11,715,908,082 $610,448,361
Inflation ZAR0 $0
TotalZAR94,597,517,623,918$4,928,930,749,515
ProductUSD
Equivalent
IRS$124,230,130,791,716
OIS$243,344,247,844,115
Basis$21,086,191,659,586
Zeroes$279,974,688,208
FRAs$41,765,345,462,446
VNS$4,493,090,995,111
Inflation$12,414,074,352,904
Total$447,613,055,794,086

Figures as of COB Feb 29, 2024.

Notional Outstanding by Product

As of COB Feb 29, 2024

Daily Notional by Tenor

As of COB Feb 29, 2024

Notional Outstanding by Currency

As of COB Feb 29, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

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

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