Volumes

Client Notional Cleared (USD)

$2,605,997,838,877,325

Client Notional Outstanding (USD)

$92,924,556,350,766

As of COB Jun 28, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,188,834,000,000,000

Trades Compressed

51,890,862
Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Jun 28, 2024. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$428,249,387,114	$2,436,619,339,481	$101,465,546,996,220	$31,666,039,740,287
EUR	€260,117,319,269	€2,927,326,453,125	€75,160,058,183,727	€26,559,632,732,522
GBP	£134,980,058,717	£795,175,418,810	£26,392,938,643,157	£8,107,408,771,415
JPY	¥22,897,230,812,112	¥87,905,456,228,639	¥1,030,145,554,575,916	¥529,643,336,634,739
CHF	CHF12,279,412,371	CHF50,848,124,921	CHF1,019,259,209,449	CHF673,903,582,005
AUD	$120,031,019,000	$1,028,911,541,785	$18,575,761,972,127	$8,517,737,610,594
CAD	$59,155,006,796	$368,527,046,049	$7,040,361,720,423	$3,130,495,604,379
Other* Show All Hide	$81,114,270,647	$609,268,789,207	$15,456,565,882,638	$10,547,526,616,624
BRL	BRL20,516,432,176	BRL178,819,389,967	BRL475,393,605,646	BRL153,507,328,827
CLP	CLP205,993,280,000	CLP729,954,699,000	CLP16,205,821,235,418	CLP4,245,931,164,029
CNY	CNY26,825,132,000	CNY159,657,881,200	CNY7,324,375,726,580	CNY4,550,265,428,585
COP	COP16,063,900,000	COP161,144,620,000	COP32,826,934,474,359	COP26,803,147,053,222
CZK	CZK247,164,096,703	CZK843,298,434,125	CZK33,041,968,659,311	CZK23,860,860,871,433
DKK	DKK3,759,000,000	DKK25,048,500,000	DKK519,481,631,574	DKK1,567,194,827,025
HKD	HKD30,327,962,000	HKD153,117,235,000	HKD3,506,027,229,293	HKD3,813,462,117,384
HUF	HUF421,598,699,000	HUF3,866,815,622,918	HUF130,215,829,854,014	HUF63,692,370,534,836
ILS	ILS2,035,180,000	ILS32,953,363,596	ILS1,875,589,372,387	ILS1,404,231,463,071
INR	INR271,517,726,000	INR1,870,231,607,437	INR49,276,594,340,576	INR19,874,813,781,687
KRW	KRW3,992,552,142,000	KRW43,484,632,802,224	KRW1,318,331,087,723,073	KRW844,851,070,821,930
MXN	MXN8,374,967,451	MXN30,128,354,270	MXN1,818,810,940,667	MXN1,058,008,316,930
NOK	NOK49,410,240,000	NOK241,735,286,900	NOK10,551,937,549,217	NOK4,277,013,103,099
NZD	NZD5,720,984,000	NZD174,331,699,080	NZD5,766,410,497,105	NZD3,421,593,833,871
PLN	PLN20,168,400,969	PLN122,245,336,596	PLN3,270,527,074,818	PLN2,582,074,136,282
SEK	SEK119,559,225,616	SEK1,365,051,576,740	SEK13,714,086,692,754	SEK6,494,658,647,150
SGD	SGD5,504,797,000	SGD38,445,699,820	SGD906,958,503,940	SGD669,318,676,147
THB	THB53,321,750,126	THB339,543,351,126	THB13,990,154,084,389	THB4,960,519,628,737
TWD	TWD23,534,267,000	TWD172,321,139,000	TWD6,630,379,459,203	TWD3,081,703,158,198
ZAR	ZAR356,716,812,436	ZAR1,614,398,900,113	ZAR36,458,003,127,350	ZAR40,613,613,002,447
Total in USD	$1,237,961,241,256	$8,745,149,593,185	$256,842,306,746,346	$92,924,556,350,766

Figures as of COB Jun 28, 2024. Weekly figures as of COB Jun 28, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$0
OIS	$419,046,051,313
Basis	$2,028,000,000
Zeroes	$0
FRAs	$0
VNS	$157,893,801
Inflation	$7,017,442,000
Total	$428,249,387,114

Product	Volume EUR	USD Equivalent
IRS	€57,888,621,722	$62,010,291,589
OIS	€190,419,988,185	$203,977,891,344
Basis	€1,576,800,000	$1,689,068,160
Zeroes	€0	$0
FRAs	€7,039,000,000	$7,540,176,800
VNS	€160,878,362	$172,332,902
Inflation	€3,032,031,000	$3,247,911,607
Total	€260,117,319,269	$278,637,672,402

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£124,748,344,782	$157,700,620,056
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£199,060,000	$251,641,699
Inflation	£10,032,653,935	$12,682,779,472
Total	£134,980,058,717	$170,635,041,227

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥22,897,230,812,112	$142,391,286,416
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥22,897,230,812,112	$142,391,286,416

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF12,279,412,371	$13,665,048,265
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF12,279,412,371	$13,665,048,265

Product	Volume AUD	USD Equivalent
IRS	$23,561,495,000	$15,713,161,016
OIS	$86,275,824,000	$57,537,347,026
Basis	$10,184,400,000	$6,791,976,360
Zeroes	$0	$0
FRAs	$0	$0
VNS	$9,300,000	$6,202,170
Inflation	$0	$0
Total	$120,031,019,000	$80,048,686,572

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$59,155,006,796	$43,219,848,613
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$59,155,006,796	$43,219,848,613

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

Product	Volume BRL	USD Equivalent
IRS	BRL20,516,432,176	$3,673,586,968
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL20,516,432,176	$3,673,586,968

Product	Volume CLP	USD Equivalent
IRS	CLP205,993,280,000	$218,905,416
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP205,993,280,000	$218,905,416

Product	Volume CNY	USD Equivalent
IRS	CNY26,825,132,000	$3,691,235,612
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY26,825,132,000	$3,691,235,612

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP16,063,900,000	$3,870,819
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP16,063,900,000	$3,870,819

Product	Volume CZK	USD Equivalent
IRS	CZK128,414,096,703	$5,489,541,379
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK118,750,000,000	$5,076,413,380
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK247,164,096,703	$10,565,954,759

Product	Volume DKK	USD Equivalent
IRS	DKK3,229,000,000	$463,813,498
OIS	DKK530,000,000	$76,129,190
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK3,759,000,000	$539,942,688

Product	Volume HKD	USD Equivalent
IRS	HKD29,827,962,000	$3,820,081,709
OIS	HKD0	$0
Basis	HKD500,000,000	$64,035,245
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD30,327,962,000	$3,884,116,954

Product	Volume HUF	USD Equivalent
IRS	HUF376,598,699,000	$1,021,118,459
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF45,000,000,000	$122,014,045
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF421,598,699,000	$1,143,132,504

Product	Volume ILS	USD Equivalent
IRS	ILS1,235,180,000	$327,521,014
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS800,000,000	$212,128,444
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS2,035,180,000	$539,649,458

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR271,517,726,000	$3,257,150,881
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR271,517,726,000	$3,257,150,881

Product	Volume KRW	USD Equivalent
IRS	KRW3,992,552,142,000	$2,893,153,726
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW3,992,552,142,000	$2,893,153,726

Product	Volume MXN	USD Equivalent
IRS	MXN8,374,967,451	$456,662,802
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN8,374,967,451	$456,662,802

Product	Volume NOK	USD Equivalent
IRS	NOK28,490,240,000	$2,667,650,446
OIS	NOK10,000,000,000	$936,338,355
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK10,920,000,000	$1,022,481,484
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK49,410,240,000	$4,626,470,285

Product	Volume NZD	USD Equivalent
IRS	NZD1,134,984,000	$691,715,999
OIS	NZD2,586,000,000	$1,576,037,700
Basis	NZD2,000,000,000	$1,218,900,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD5,720,984,000	$3,486,653,699

Product	Volume PLN	USD Equivalent
IRS	PLN5,129,400,969	$1,274,322,014
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN15,039,000,000	$3,736,211,865
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN20,168,400,969	$5,010,533,879

Product	Volume SEK	USD Equivalent
IRS	SEK50,559,225,616	$4,769,018,414
OIS	SEK69,000,000,000	$6,508,451,554
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK0	$0
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK119,559,225,616	$11,277,469,968

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD5,504,797,000	$4,060,033,927
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD5,504,797,000	$4,060,033,927

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB53,321,750,126	$1,451,326,895
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB53,321,750,126	$1,451,326,895

Product	Volume TWD	USD Equivalent
IRS	TWD23,534,267,000	$723,819,493
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD23,534,267,000	$723,819,493

Product	Volume ZAR	USD Equivalent
IRS	ZAR356,716,812,436	$19,610,599,914
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR356,716,812,436	$19,610,599,914

Product	USD Equivalent
IRS	$129,516,199,468
OIS	$1,055,407,432,354
Basis	$11,791,979,765
Zeroes	$0
FRAs	$17,709,426,018
VNS	$588,070,572
Inflation	$22,948,133,079
Total	$1,237,961,241,256

Show:

Product	USD Equivalent
IRS	$0
OIS	$2,227,129,335,844
Basis	$181,957,093,000
Zeroes	$0
FRAs	$0
VNS	$947,363,637
Inflation	$26,585,547,000
Total	$2,436,619,339,481

Product	Volume EUR	USD Equivalent
IRS	€690,195,946,132	$739,215,383,207
OIS	€1,870,870,480,460	$2,003,200,903,527
Basis	€21,526,317,353	$23,086,183,040
Zeroes	€0	$0
FRAs	€317,267,250,000	$339,916,005,525
VNS	€484,268,180	$518,216,695
Inflation	€26,982,191,000	$28,887,439,168
Total	€2,927,326,453,125	$3,134,824,131,162

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£772,593,731,135	$977,396,724,680
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£1,007,767,140	$1,276,926,472
Inflation	£21,573,920,535	$27,292,900,553
Total	£795,175,418,810	$1,005,966,551,705

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥87,905,456,228,639	$547,717,590,894
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥87,905,456,228,639	$547,717,590,894

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF50,848,124,921	$56,745,705,057
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF50,848,124,921	$56,745,705,057

Product	Volume AUD	USD Equivalent
IRS	$185,644,029,989	$123,517,877,980
OIS	$797,384,117,000	$530,412,946,518
Basis	$45,713,980,000	$30,425,642,061
Zeroes	$0	$0
FRAs	$0	$0
VNS	$169,414,796	$112,638,481
Inflation	$0	$0
Total	$1,028,911,541,785	$684,469,105,040

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$368,508,449,760	$269,524,804,517
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$18,596,289	$13,576,122
Inflation	$0	$0
Total	$368,527,046,049	$269,538,380,639

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

Product	Volume BRL	USD Equivalent
IRS	BRL178,819,389,967	$32,730,673,788
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL178,819,389,967	$32,730,673,788

Product	Volume CLP	USD Equivalent
IRS	CLP729,954,699,000	$773,011,907
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP729,954,699,000	$773,011,907

Product	Volume CNY	USD Equivalent
IRS	CNY159,657,881,200	$21,974,600,543
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY159,657,881,200	$21,974,600,543

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP161,144,620,000	$39,059,332
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP161,144,620,000	$39,059,332

Product	Volume CZK	USD Equivalent
IRS	CZK361,649,634,125	$15,503,470,785
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK481,648,800,000	$20,681,784,109
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK843,298,434,125	$36,185,254,894

Product	Volume DKK	USD Equivalent
IRS	DKK11,553,500,000	$1,658,389,027
OIS	DKK13,495,000,000	$1,937,984,276
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK25,048,500,000	$3,596,373,303

Product	Volume HKD	USD Equivalent
IRS	HKD150,217,235,000	$19,237,268,540
OIS	HKD0	$0
Basis	HKD2,900,000,000	$371,406,390
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD153,117,235,000	$19,608,674,930

Product	Volume HUF	USD Equivalent
IRS	HUF2,376,345,622,918	$6,421,040,225
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,490,470,000,000	$4,019,984,554
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,866,815,622,918	$10,441,024,779

Product	Volume ILS	USD Equivalent
IRS	ILS23,418,163,596	$6,251,933,143
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS9,535,200,000	$2,542,693,564
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS32,953,363,596	$8,794,626,707

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,870,231,607,437	$22,408,194,420
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,870,231,607,437	$22,408,194,420

Product	Volume KRW	USD Equivalent
IRS	KRW43,484,632,802,224	$31,316,727,016
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW43,484,632,802,224	$31,316,727,016

Product	Volume MXN	USD Equivalent
IRS	MXN30,128,354,270	$1,654,332,685
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN30,128,354,270	$1,654,332,685

Product	Volume NOK	USD Equivalent
IRS	NOK173,740,990,900	$16,334,565,461
OIS	NOK25,050,000,000	$2,358,367,481
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK42,920,000,000	$4,038,484,700
VNS	NOK24,296,000	$2,293,333
Inflation	NOK0	$0
Total	NOK241,735,286,900	$22,733,710,975

Product	Volume NZD	USD Equivalent
IRS	NZD41,939,149,080	$25,574,916,336
OIS	NZD124,392,550,000	$75,858,355,956
Basis	NZD8,000,000,000	$4,878,000,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD174,331,699,080	$106,311,272,292

Product	Volume PLN	USD Equivalent
IRS	PLN54,451,872,412	$13,550,549,388
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN67,793,464,184	$16,831,480,400
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN122,245,336,596	$30,382,029,788

Product	Volume SEK	USD Equivalent
IRS	SEK335,642,426,740	$31,770,035,353
OIS	SEK817,620,000,000	$77,023,459,930
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK211,375,000,000	$19,993,220,125
VNS	SEK414,150,000	$39,512,664
Inflation	SEK0	$0
Total	SEK1,365,051,576,740	$128,826,228,072

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD38,445,699,820	$28,342,584,339
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD38,445,699,820	$28,342,584,339

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB339,543,351,126	$9,240,326,584
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB339,543,351,126	$9,240,326,584

Product	Volume TWD	USD Equivalent
IRS	TWD172,321,139,000	$5,299,058,222
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD172,321,139,000	$5,299,058,222

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,613,393,171,336	$88,555,585,953
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR1,005,728,777	$55,438,678
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,614,398,900,113	$88,611,024,631

Product	USD Equivalent
IRS	$1,181,339,419,559
OIS	$6,829,336,343,355
Basis	$240,718,324,491
Zeroes	$55,438,678
FRAs	$408,023,652,977
VNS	$2,910,527,404
Inflation	$82,765,886,721
Total	$8,745,149,593,185

Show:

Product	USD Equivalent
IRS	$6,432,136,880
OIS	$97,812,375,160,908
Basis	$2,957,286,937,000
Zeroes	$0
FRAs	$0
VNS	$49,289,570,450
Inflation	$640,163,190,982
Total	$101,465,546,996,220

Product	Volume EUR	USD Equivalent
IRS	€13,110,590,210,205	$14,178,130,947,848
OIS	€55,473,424,562,181	$59,992,301,380,060
Basis	€486,270,031,353	$526,681,394,993
Zeroes	€68,609,068,439	$73,689,632,488
FRAs	€5,387,694,625,000	$5,826,412,433,624
VNS	€24,250,821,373	$26,258,883,903
Inflation	€609,218,865,176	$659,097,140,476
Total	€75,160,058,183,727	$81,282,571,813,392

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$935,114,650
OIS	£25,977,929,192,437	$32,845,614,885,449
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£16,154,456,551	$20,458,011,861
Inflation	£398,110,994,169	$503,590,945,904
Total	£26,392,938,643,157	$33,370,598,957,864

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,030,145,554,575,916	$6,701,964,572,724
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥1,030,145,554,575,916	$6,701,964,572,724

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF1,019,224,709,449	$1,147,357,463,923
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF34,500,000	$38,861,133
Inflation	CHF0	$0
Total	CHF1,019,259,209,449	$1,147,396,325,056

Product	Volume AUD	USD Equivalent
IRS	$4,076,940,561,188	$2,687,159,034,604
OIS	$12,884,830,727,798	$8,487,757,417,647
Basis	$1,608,918,100,000	$1,060,077,121,600
Zeroes	$3,341,000,000	$2,213,160,400
FRAs	$0	$0
VNS	$1,731,583,141	$1,135,088,718
Inflation	$0	$0
Total	$18,575,761,972,127	$12,238,341,822,969

Product	Volume CAD	USD Equivalent
IRS	$291,812,780,309	$214,563,674,798
OIS	$6,724,603,177,994	$4,947,076,971,548
Basis	$13,192,010,000	$9,761,911,937
Zeroes	$2,360,800,000	$1,731,998,093
FRAs	$0	$0
VNS	$8,392,952,120	$6,185,819,107
Inflation	$0	$0
Total	$7,040,361,720,423	$5,179,320,375,483

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

Product	Volume BRL	USD Equivalent
IRS	BRL475,393,605,646	$89,183,947,755
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL475,393,605,646	$89,183,947,755

Product	Volume CLP	USD Equivalent
IRS	CLP16,205,821,235,418	$17,285,330,766
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP16,205,821,235,418	$17,285,330,766

Product	Volume CNY	USD Equivalent
IRS	CNY7,324,375,726,580	$1,015,562,449,452
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY7,324,375,726,580	$1,015,562,449,452

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP32,826,934,474,359	$8,380,345,452
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP32,826,934,474,359	$8,380,345,452

Product	Volume CZK	USD Equivalent
IRS	CZK14,147,383,143,117	$611,479,617,604
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK38,450,534,000	$1,645,690,045
FRAs	CZK18,856,134,982,194	$811,816,770,844
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK33,041,968,659,311	$1,424,942,078,493

Product	Volume DKK	USD Equivalent
IRS	DKK302,209,231,574	$43,786,893,434
OIS	DKK217,272,400,000	$31,490,958,617
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK519,481,631,574	$75,277,852,051

Product	Volume HKD	USD Equivalent
IRS	HKD3,447,574,029,293	$440,953,146,068
OIS	HKD0	$0
Basis	HKD56,570,000,000	$7,233,805,457
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD3,506,027,229,293	$448,427,700,794

Product	Volume HUF	USD Equivalent
IRS	HUF69,306,154,316,014	$191,759,149,329
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF60,890,175,538,000	$168,209,915,104
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF130,215,829,854,014	$360,022,991,424

Product	Volume ILS	USD Equivalent
IRS	ILS1,109,623,633,589	$300,696,354,552
OIS	ILS6,329,000,000	$1,723,479,355
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS759,246,738,798	$205,702,212,634
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,875,589,372,387	$508,226,156,203

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR49,276,594,340,576	$592,031,516,359
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR49,276,594,340,576	$592,031,516,359

Product	Volume KRW	USD Equivalent
IRS	KRW1,318,331,087,723,073	$975,228,057,706
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,318,331,087,723,073	$975,228,057,706

Product	Volume MXN	USD Equivalent
IRS	MXN1,818,810,940,667	$105,798,307,496
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,818,810,940,667	$105,798,307,496

Product	Volume NOK	USD Equivalent
IRS	NOK5,460,105,285,124	$514,519,779,581
OIS	NOK1,881,666,100,000	$176,102,860,113
Basis	NOK15,348,000,000	$1,457,064,221
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK3,187,080,000,000	$299,161,345,135
VNS	NOK1,436,952,093	$135,857,063
Inflation	NOK0	$0
Total	NOK10,551,937,549,217	$991,974,236,645

Product	Volume NZD	USD Equivalent
IRS	NZD1,592,026,673,861	$969,150,808,686
OIS	NZD4,130,668,119,672	$2,510,551,200,327
Basis	NZD40,342,000,000	$24,591,643,150
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD5,766,410,497,105	$3,506,305,604,973

Product	Volume PLN	USD Equivalent
IRS	PLN2,098,417,945,959	$526,046,536,425
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN4,133,320,000	$1,038,964,002
FRAs	PLN1,167,406,614,184	$292,611,095,899
VNS	PLN569,194,675	$141,841,539
Inflation	PLN0	$0
Total	PLN3,270,527,074,818	$819,838,437,865

Product	Volume SEK	USD Equivalent
IRS	SEK8,288,647,865,388	$788,086,265,049
OIS	SEK1,861,191,000,000	$175,334,445,562
Basis	SEK0	$0
Zeroes	SEK17,819,346,000	$1,684,616,830
FRAs	SEK3,545,318,000,000	$337,437,117,358
VNS	SEK1,110,481,366	$104,645,333
Inflation	SEK0	$0
Total	SEK13,714,086,692,754	$1,302,647,090,132

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD906,567,386,291	$673,619,838,030
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD906,958,503,940	$673,910,934,821

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB13,990,154,084,389	$387,346,121,239
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB13,990,154,084,389	$387,346,121,239

Product	Volume TWD	USD Equivalent
IRS	TWD6,630,379,459,203	$207,848,559,989
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD6,630,379,459,203	$207,848,559,989

Product	Volume ZAR	USD Equivalent
IRS	ZAR36,441,228,634,721	$1,945,435,518,213
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR6,304,353,032	$336,636,693
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR36,458,003,127,350	$1,946,328,163,023

Product	USD Equivalent
IRS	$25,830,041,630,885
OIS	$216,491,028,617,313
Basis	$4,587,089,878,358
Zeroes	$85,299,756,995
FRAs	$7,941,350,890,598
VNS	$104,644,694,835
Inflation	$1,802,851,277,362
Total	$256,842,306,746,346

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$29,011,594,129,310
Basis	$1,701,444,209,260
Zeroes	$0
FRAs	$0
VNS	$375,217,935,973
Inflation	$576,364,165,745
Total	$31,666,039,740,288

Product	Volume EUR	USD Equivalent
IRS	€10,271,196,200,247	$11,002,505,369,705
OIS	€12,087,605,163,991	$12,948,242,651,667
Basis	€534,040,792,510	$572,064,496,937
Zeroes	€52,737,991,669	$56,492,936,676
FRAs	€2,917,010,037,374	$3,124,701,152,035
VNS	€241,687,595,836	$258,895,752,659
Inflation	€455,354,950,895	$487,776,223,398
Total	€26,559,632,732,522	$28,450,678,583,077

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$940,527,600
OIS	£7,483,802,576,245	$9,460,649,026,760
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£92,233,228,301	$116,596,635,556
Inflation	£530,628,966,869	$670,794,608,468
Total	£8,107,408,771,415	$10,248,980,798,384

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥529,608,879,396,388	$3,293,485,149,071
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,457,238,351	$214,279,645
Inflation	¥0	$0
Total	¥529,643,336,634,739	$3,293,699,428,716

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF673,331,659,755	$749,311,884,882
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF571,922,250	$636,459,214
Inflation	CHF0	$0
Total	CHF673,903,582,005	$749,948,344,096

Product	Volume AUD	USD Equivalent
IRS	$3,410,762,158,590	$2,274,637,283,563
OIS	$3,880,988,490,586	$2,588,231,224,372
Basis	$1,201,291,576,426	$801,141,352,319
Zeroes	$2,001,079,647	$1,334,520,017
FRAs	$0	$0
VNS	$22,694,305,345	$15,134,832,235
Inflation	$0	$0
Total	$8,517,737,610,594	$5,680,479,212,506

Product	Volume CAD	USD Equivalent
IRS	$49,612,374,065	$36,247,807,456
OIS	$3,048,505,613,310	$2,227,300,075,481
Basis	$9,008,800,000	$6,582,012,128
Zeroes	$2,360,800,000	$1,724,848,396
FRAs	$0	$0
VNS	$21,008,017,004	$15,348,883,615
Inflation	$0	$0
Total	$3,130,495,604,379	$2,287,203,627,076

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

Product	Volume BRL	USD Equivalent
IRS	BRL153,507,328,827	$27,486,383,489
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL153,507,328,827	$27,486,383,489

Product	Volume CLP	USD Equivalent
IRS	CLP4,245,931,164,029	$4,512,075,965
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,245,931,164,029	$4,512,075,965

Product	Volume CNY	USD Equivalent
IRS	CNY4,550,265,428,585	$626,133,052,886
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,550,265,428,585	$626,133,052,886

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP26,803,147,053,222	$6,458,589,651
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP26,803,147,053,222	$6,458,589,651

Product	Volume CZK	USD Equivalent
IRS	CZK12,833,848,095,953	$548,630,890,070
OIS	CZK0	$0
Basis	CZK5,964,000,000	$254,953,511
Zeroes	CZK19,118,574,000	$817,295,030
FRAs	CZK10,974,990,196,446	$469,167,049,116
VNS	CZK26,940,005,034	$1,151,651,385
Inflation	CZK0	$0
Total	CZK23,860,860,871,433	$1,020,021,839,112

Product	Volume DKK	USD Equivalent
IRS	DKK1,241,881,349,016	$178,383,813,069
OIS	DKK316,536,500,000	$45,467,296,767
Basis	DKK5,150,000,000	$739,745,901
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,626,978,009	$520,979,051
Inflation	DKK0	$0
Total	DKK1,567,194,827,025	$225,111,834,788

Product	Volume HKD	USD Equivalent
IRS	HKD3,571,208,870,425	$457,366,469,919
OIS	HKD0	$0
Basis	HKD240,110,603,396	$30,751,082,631
Zeroes	HKD1,564,200,000	$200,327,860
FRAs	HKD0	$0
VNS	HKD578,443,563	$74,081,551
Inflation	HKD0	$0
Total	HKD3,813,462,117,384	$488,391,961,961

Product	Volume HUF	USD Equivalent
IRS	HUF46,724,578,540,715	$126,690,107,483
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF8,200,000,000	$22,233,670
FRAs	HUF16,715,278,900,000	$45,322,195,439
VNS	HUF244,313,094,121	$662,436,198
Inflation	HUF0	$0
Total	HUF63,692,370,534,836	$172,696,972,790

Product	Volume ILS	USD Equivalent
IRS	ILS1,009,520,044,273	$267,684,894,936
OIS	ILS6,349,000,000	$1,683,504,362
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS388,362,418,798	$102,978,394,399
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,404,231,463,071	$372,346,793,697

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR19,874,813,781,687	$238,420,040,447
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR19,874,813,781,687	$238,420,040,447

Product	Volume KRW	USD Equivalent
IRS	KRW844,851,070,821,930	$612,210,920,885
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW844,851,070,821,930	$612,210,920,885

Product	Volume MXN	USD Equivalent
IRS	MXN1,058,008,316,930	$57,690,139,695
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,058,008,316,930	$57,690,139,695

Product	Volume NOK	USD Equivalent
IRS	NOK2,371,505,520,753	$222,053,157,872
OIS	NOK1,160,586,875,622	$108,670,200,622
Basis	NOK29,412,975,062	$2,754,049,669
Zeroes	NOK0	$0
FRAs	NOK664,189,000,000	$62,190,563,582
VNS	NOK51,318,731,662	$4,805,169,680
Inflation	NOK0	$0
Total	NOK4,277,013,103,099	$400,473,141,425

Product	Volume NZD	USD Equivalent
IRS	NZD1,434,406,496,002	$874,199,038,989
OIS	NZD1,945,817,255,990	$1,185,878,326,663
Basis	NZD40,731,250,000	$24,823,660,313
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD638,831,878	$389,336,088
Inflation	NZD0	$0
Total	NZD3,421,593,833,870	$2,085,290,362,053

Product	Volume PLN	USD Equivalent
IRS	PLN1,896,384,560,116	$471,128,033,418
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,050,120,000	$757,756,136
FRAs	PLN676,932,777,545	$168,173,700,076
VNS	PLN5,706,678,622	$1,417,737,907
Inflation	PLN0	$0
Total	PLN2,582,074,136,283	$641,477,227,537

Product	Volume SEK	USD Equivalent
IRS	SEK4,341,857,170,624	$409,547,348,572
OIS	SEK1,280,159,000,000	$120,751,490,341
Basis	SEK0	$0
Zeroes	SEK14,605,000,000	$1,377,622,246
FRAs	SEK842,266,000,000	$79,447,064,594
VNS	SEK15,771,476,526	$1,487,650,593
Inflation	SEK0	$0
Total	SEK6,494,658,647,150	$612,611,176,346

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD667,967,091,958	$492,655,597,565
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,351,584,189	$996,853,773
Inflation	SGD0	$0
Total	SGD669,318,676,147	$493,652,451,338

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB4,960,519,628,737	$135,016,865,235
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB4,960,519,628,737	$135,016,865,235

Product	Volume TWD	USD Equivalent
IRS	TWD3,081,703,158,198	$94,780,806,982
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD3,081,703,158,198	$94,780,806,982

Product	Volume ZAR	USD Equivalent
IRS	ZAR40,582,874,744,699	$2,231,054,136,597
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR19,893,118,151	$1,093,629,365
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$596,214,381
Inflation	ZAR0	$0
Total	ZAR40,613,613,002,447	$2,232,743,980,343

Product	USD Equivalent
IRS	$20,525,301,559,151
OIS	$62,613,816,053,196
Basis	$3,140,555,562,669
Zeroes	$63,821,169,396
FRAs	$4,051,980,119,241
VNS	$794,146,889,504
Inflation	$1,734,934,997,611
Total	$92,924,556,350,768

Figures as of COB Jun 28, 2024.

Notional Outstanding by Product

As of COB Jun 28, 2024

Daily Notional by Tenor

As of COB Jun 28, 2024

Notional Outstanding by Tenor

As of COB Jun 28, 2024

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$1,297,842,251,134	$7,041,600,549,248	$252,733,201,879,604	$135,722,407,279,713
EUR	€1,318,868,369,491	€10,171,957,449,637	€280,675,499,600,627	€146,601,863,869,909
GBP	£412,054,054,939	£2,243,129,387,593	£79,584,841,014,182	£36,306,775,641,899
JPY	¥44,184,191,424,224	¥166,737,166,339,114	¥2,208,278,691,142,884	¥1,863,428,096,253,828
CHF	CHF30,350,204,742	CHF127,005,447,842	CHF3,838,172,647,871	CHF3,511,804,077,038
AUD	$488,635,689,140	$2,953,710,187,981	$55,361,735,265,436	$44,888,685,539,940
CAD	$154,257,868,688	$965,248,838,969	$21,938,323,558,056	$26,184,233,179,397
Other* Show All Hide	$316,122,443,770	$1,926,077,313,569	$50,531,269,398,222	$47,510,356,893,681
BRL	BRL60,640,917,836	BRL549,493,945,383	BRL1,324,326,876,644	BRL1,297,266,955,800
CLP	CLP411,986,560,000	CLP1,483,909,398,000	CLP34,253,391,716,836	CLP51,757,563,428,246
CNY	CNY64,915,244,000	CNY547,127,402,400	CNY22,174,260,825,182	CNY23,615,062,951,248
COP	COP32,127,800,000	COP322,289,240,000	COP75,130,409,200,718	COP140,083,269,221,404
CZK	CZK1,291,770,136,314	CZK3,629,010,976,158	CZK136,117,513,812,754	CZK96,419,400,494,835
DKK	DKK8,566,546,000	DKK60,795,546,000	DKK1,370,985,462,818	DKK5,613,039,610,982
HKD	HKD102,034,044,000	HKD604,395,556,000	HKD13,084,423,098,662	HKD20,085,822,320,938
HUF	HUF1,896,165,496,000	HUF18,814,537,980,796	HUF573,970,827,092,088	HUF328,666,266,856,601
ILS	ILS7,843,220,000	ILS119,143,376,384	ILS5,215,944,524,978	ILS4,965,768,000,206
INR	INR2,485,072,452,000	INR8,093,838,912,874	INR199,787,677,195,726	INR190,536,493,530,787
KRW	KRW14,579,541,424,000	KRW130,123,176,390,448	KRW4,371,715,687,707,052	KRW4,967,902,044,420,973
MXN	MXN16,363,934,902	MXN61,721,396,540	MXN3,919,395,233,924	MXN5,452,821,731,661
NOK	NOK149,600,880,000	NOK612,894,521,800	NOK32,126,344,778,252	NOK31,137,149,005,988
NZD	NZD32,964,222,000	NZD394,847,986,142	NZD14,009,760,766,154	NZD12,627,082,248,927
PLN	PLN106,286,601,938	PLN596,892,535,192	PLN14,663,312,175,444	PLN13,075,420,584,631
SEK	SEK236,778,343,232	SEK3,236,254,569,972	SEK46,099,908,625,819	SEK53,649,088,953,933
SGD	SGD20,716,094,000	SGD138,078,343,640	SGD2,946,490,654,493	SGD2,915,411,932,975
THB	THB140,696,832,252	THB968,271,316,252	THB43,036,068,747,252	THB25,011,523,408,367
TWD	TWD57,760,954,000	TWD500,319,038,000	TWD17,423,096,826,720	TWD18,495,362,560,640
ZAR	ZAR1,348,878,564,872	ZAR6,084,678,063,780	ZAR131,177,739,044,078	ZAR104,205,356,031,878
Total in USD	$4,294,753,451,348	$26,550,705,722,630	$778,782,630,391,582	$450,733,094,407,660

Figures as of COB Jun 28, 2024. Weekly figures as of COB Jun 28, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$10,971,107,200
OIS	$1,250,645,171,942
Basis	$17,948,000,000
Zeroes	$0
FRAs	$0
VNS	$527,687,992
Inflation	$17,750,284,000
Total	$1,297,842,251,134

Product	Volume EUR	USD Equivalent
IRS	€510,568,592,690	$546,921,076,489
OIS	€697,377,614,407	$747,030,900,552
Basis	€4,373,614,600	$4,685,015,960
Zeroes	€551,997,208	$591,299,409
FRAs	€90,640,893,233	$97,094,524,831
VNS	€1,131,015,353	$1,211,543,646
Inflation	€14,224,642,000	$15,237,436,510
Total	€1,318,868,369,491	$1,412,771,797,397

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£390,883,037,069	$494,134,791,311
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£398,120,000	$503,283,398
Inflation	£20,772,897,870	$26,260,058,842
Total	£412,054,054,939	$520,898,133,551

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥44,184,191,424,224	$274,768,766,047
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥44,184,191,424,224	$274,768,766,047

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF30,350,204,742	$33,774,988,584
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF30,350,204,742	$33,774,988,584

Product	Volume AUD	USD Equivalent
IRS	$98,358,309,487	$65,595,156,597
OIS	$353,973,648,000	$236,065,025,851
Basis	$36,060,000,000	$24,048,414,000
Zeroes	$0	$0
FRAs	$0	$0
VNS	$243,731,653	$162,544,639
Inflation	$0	$0
Total	$488,635,689,140	$325,871,141,087

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$154,233,813,592	$112,686,354,637
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$24,055,096	$17,575,141
Inflation	$0	$0
Total	$154,257,868,688	$112,703,929,778

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

Product	Volume BRL	USD Equivalent
IRS	BRL60,640,917,836	$10,858,110,394
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL60,640,917,836	$10,858,110,394

Product	Volume CLP	USD Equivalent
IRS	CLP411,986,560,000	$437,810,832
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP411,986,560,000	$437,810,832

Product	Volume CNY	USD Equivalent
IRS	CNY64,915,244,000	$8,932,573,394
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY64,915,244,000	$8,932,573,394

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP32,127,800,000	$7,741,639
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP32,127,800,000	$7,741,639

Product	Volume CZK	USD Equivalent
IRS	CZK433,742,136,314	$18,541,931,658
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK858,028,000,000	$36,679,619,536
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,291,770,136,314	$55,221,551,194

Product	Volume DKK	USD Equivalent
IRS	DKK7,506,546,000	$1,078,240,123
OIS	DKK1,060,000,000	$152,258,380
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK8,566,546,000	$1,230,498,503

Product	Volume HKD	USD Equivalent
IRS	HKD98,334,044,000	$12,593,689,199
OIS	HKD0	$0
Basis	HKD3,700,000,000	$473,860,813
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD102,034,044,000	$13,067,550,012

Product	Volume HUF	USD Equivalent
IRS	HUF1,566,165,496,000	$4,246,537,502
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF330,000,000,000	$894,769,665
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,896,165,496,000	$5,141,307,167

Product	Volume ILS	USD Equivalent
IRS	ILS4,643,220,000	$1,231,198,791
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS3,200,000,000	$848,513,775
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS7,843,220,000	$2,079,712,566

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,485,072,452,000	$29,811,150,989
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,485,072,452,000	$29,811,150,989

Product	Volume KRW	USD Equivalent
IRS	KRW14,579,541,424,000	$10,564,885,090
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW14,579,541,424,000	$10,564,885,090

Product	Volume MXN	USD Equivalent
IRS	MXN16,363,934,902	$892,278,137
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN16,363,934,902	$892,278,137

Product	Volume NOK	USD Equivalent
IRS	NOK64,900,880,000	$6,076,918,323
OIS	NOK43,860,000,000	$4,106,780,026
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK40,840,000,000	$3,824,005,843
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK149,600,880,000	$14,007,704,192

Product	Volume NZD	USD Equivalent
IRS	NZD2,192,222,000	$1,336,049,698
OIS	NZD28,772,000,000	$17,535,095,400
Basis	NZD2,000,000,000	$1,218,900,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD32,964,222,000	$20,090,045,098

Product	Volume PLN	USD Equivalent
IRS	PLN21,978,601,938	$5,460,250,904
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN84,308,000,000	$20,945,046,209
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN106,286,601,938	$26,405,297,113

Product	Volume SEK	USD Equivalent
IRS	SEK144,778,343,232	$13,656,272,943
OIS	SEK92,000,000,000	$8,677,935,406
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK0	$0
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK236,778,343,232	$22,334,208,349

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD20,716,094,000	$15,279,045,617
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD20,716,094,000	$15,279,045,617

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB140,696,832,252	$3,829,527,280
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB140,696,832,252	$3,829,527,280

Product	Volume TWD	USD Equivalent
IRS	TWD57,760,954,000	$1,776,494,864
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD57,760,954,000	$1,776,494,864

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,348,878,564,872	$74,154,951,340
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,348,878,564,872	$74,154,951,340

Product	USD Equivalent
IRS	$795,325,533,478
OIS	$3,228,505,533,661
Basis	$48,374,190,773
Zeroes	$591,299,409
FRAs	$160,286,479,859
VNS	$2,422,634,816
Inflation	$59,247,779,352
Total	$4,294,753,451,348

Show:

Product	USD Equivalent
IRS	$28,352,569,200
OIS	$6,429,051,475,685
Basis	$492,668,452,000
Zeroes	$0
FRAs	$0
VNS	$21,324,638,703
Inflation	$70,203,413,660
Total	$7,041,600,549,248

Product	Volume EUR	USD Equivalent
IRS	€3,194,354,499,396	$3,420,659,215,448
OIS	€5,058,959,955,581	$5,417,191,815,910
Basis	€61,428,431,676	$65,884,810,943
Zeroes	€607,982,404	$651,234,361
FRAs	€1,754,626,817,849	$1,879,725,883,323
VNS	€2,230,530,731	$2,387,891,605
Inflation	€99,749,232,000	$106,772,292,135
Total	€10,171,957,449,637	$10,893,273,143,725

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£2,184,194,203,867	$2,763,592,476,010
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£2,213,534,280	$2,804,233,843
Inflation	£56,721,649,446	$71,774,673,472
Total	£2,243,129,387,593	$2,838,171,383,325

Product	Volume JPY	USD Equivalent
IRS	¥42,000,000,000	$261,408,627
OIS	¥166,695,166,339,114	$1,038,578,496,812
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥166,737,166,339,114	$1,038,839,905,439

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF127,005,447,842	$141,730,580,130
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF127,005,447,842	$141,730,580,130

Product	Volume AUD	USD Equivalent
IRS	$645,287,637,765	$429,418,412,378
OIS	$2,156,313,034,000	$1,434,582,577,516
Basis	$149,946,660,000	$99,812,659,027
Zeroes	$0	$0
FRAs	$0	$0
VNS	$2,162,856,216	$1,438,538,126
Inflation	$0	$0
Total	$2,953,710,187,981	$1,965,252,187,047

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$961,660,146,144	$703,134,892,114
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$3,588,692,825	$2,625,768,033
Inflation	$0	$0
Total	$965,248,838,969	$705,760,660,147

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

Product	Volume BRL	USD Equivalent
IRS	BRL549,493,945,383	$100,574,939,247
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL549,493,945,383	$100,574,939,247

Product	Volume CLP	USD Equivalent
IRS	CLP1,483,909,398,000	$1,571,331,720
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP1,483,909,398,000	$1,571,331,720

Product	Volume CNY	USD Equivalent
IRS	CNY547,127,402,400	$75,306,888,505
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY547,127,402,400	$75,306,888,505

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP322,289,240,000	$78,118,663
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP322,289,240,000	$78,118,663

Product	Volume CZK	USD Equivalent
IRS	CZK1,061,303,376,158	$45,478,346,739
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK2,567,707,600,000	$110,165,586,773
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK3,629,010,976,158	$155,643,933,512

Product	Volume DKK	USD Equivalent
IRS	DKK22,105,546,000	$3,172,929,541
OIS	DKK38,690,000,000	$5,556,022,724
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK60,795,546,000	$8,728,952,265

Product	Volume HKD	USD Equivalent
IRS	HKD595,665,556,000	$76,282,173,857
OIS	HKD0	$0
Basis	HKD8,730,000,000	$1,118,015,552
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD604,395,556,000	$77,400,189,409

Product	Volume HUF	USD Equivalent
IRS	HUF6,988,644,655,036	$18,890,939,255
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF11,811,482,000,000	$31,882,749,117
VNS	HUF14,411,325,760	$38,847,513
Inflation	HUF0	$0
Total	HUF18,814,537,980,796	$50,812,535,885

Product	Volume ILS	USD Equivalent
IRS	ILS73,338,376,384	$19,576,810,324
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS45,805,000,000	$12,222,078,238
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS119,143,376,384	$31,798,888,562

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR8,093,838,912,874	$96,989,210,923
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR8,093,838,912,874	$96,989,210,923

Product	Volume KRW	USD Equivalent
IRS	KRW130,123,176,390,448	$93,727,978,189
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW130,123,176,390,448	$93,727,978,189

Product	Volume MXN	USD Equivalent
IRS	MXN61,721,396,540	$3,388,933,248
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN61,721,396,540	$3,388,933,248

Product	Volume NOK	USD Equivalent
IRS	NOK384,045,929,800	$36,098,669,174
OIS	NOK75,960,000,000	$7,140,661,836
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK152,840,000,000	$14,370,763,811
VNS	NOK48,592,000	$4,586,665
Inflation	NOK0	$0
Total	NOK612,894,521,800	$57,614,681,486

Product	Volume NZD	USD Equivalent
IRS	NZD101,416,606,142	$61,854,956,498
OIS	NZD274,467,380,000	$167,260,883,390
Basis	NZD18,964,000,000	$11,562,945,600
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD394,847,986,142	$240,678,785,488

Product	Volume PLN	USD Equivalent
IRS	PLN166,563,606,824	$41,435,988,732
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN430,328,928,368	$107,022,287,467
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN596,892,535,192	$148,458,276,199

Product	Volume SEK	USD Equivalent
IRS	SEK924,458,269,972	$87,503,620,591
OIS	SEK1,167,520,000,000	$109,971,734,756
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK1,143,448,000,000	$108,127,715,939
VNS	SEK828,300,000	$79,025,328
Inflation	SEK0	$0
Total	SEK3,236,254,569,972	$305,682,096,614

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD138,078,343,640	$101,805,923,000
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD138,078,343,640	$101,805,923,000

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB968,271,316,252	$26,347,418,826
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB968,271,316,252	$26,347,418,826

Product	Volume TWD	USD Equivalent
IRS	TWD500,319,038,000	$15,387,113,303
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD500,319,038,000	$15,387,113,303

Product	Volume ZAR	USD Equivalent
IRS	ZAR6,080,655,148,672	$333,859,363,813
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR4,022,915,108	$221,754,712
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR6,084,678,063,780	$334,081,118,525

Product	USD Equivalent
IRS	$4,892,802,588,389
OIS	$18,443,012,288,295
Basis	$671,046,883,122
Zeroes	$872,989,073
FRAs	$2,263,517,064,668
VNS	$30,703,529,816
Inflation	$248,750,379,267
Total	$26,550,705,722,630

Show:

Product	USD Equivalent
IRS	$537,046,151,979
OIS	$242,160,830,743,405
Basis	$8,253,238,968,607
Zeroes	$0
FRAs	$0
VNS	$187,678,794,537
Inflation	$1,594,407,221,076
Total	$252,733,201,879,604

Product	Volume EUR	USD Equivalent
IRS	€63,677,187,772,378	$68,859,165,932,777
OIS	€160,202,033,684,362	$173,267,238,251,683
Basis	€1,266,314,108,848	$1,371,187,501,614
Zeroes	€157,921,203,782	$169,856,759,690
FRAs	€52,893,035,326,328	$57,208,280,060,538
VNS	€159,168,092,036	$172,877,857,576
Inflation	€2,319,839,412,893	$2,509,602,606,033
Total	€280,675,499,600,627	$303,558,208,969,911

Product	Volume GBP	USD Equivalent
IRS	£2,841,964,000	$3,600,405,304
OIS	£78,125,405,517,528	$98,798,963,951,423
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£51,733,364,453	$65,336,421,059
Inflation	£1,404,860,168,201	$1,777,320,890,605
Total	£79,584,841,014,182	$100,645,221,668,391

Product	Volume JPY	USD Equivalent
IRS	¥940,551,860,000	$6,134,996,938
OIS	¥2,207,303,460,367,652	$14,375,873,964,604
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,678,915,232	$224,024,000
Inflation	¥0	$0
Total	¥2,208,278,691,142,884	$14,382,232,985,542

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF3,838,103,647,871	$4,320,560,339,641
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF69,000,000	$77,722,266
Inflation	CHF0	$0
Total	CHF3,838,172,647,871	$4,320,638,061,907

Product	Volume AUD	USD Equivalent
IRS	$16,382,748,495,654	$10,797,204,885,114
OIS	$34,169,625,681,856	$22,503,901,558,169
Basis	$4,769,718,510,000	$3,141,764,691,001
Zeroes	$22,616,600,000	$14,846,172,030
FRAs	$0	$0
VNS	$17,025,977,926	$11,164,366,848
Inflation	$0	$0
Total	$55,361,735,265,436	$36,468,881,673,162

Product	Volume CAD	USD Equivalent
IRS	$1,164,280,701,178	$858,631,605,427
OIS	$20,374,773,879,960	$14,989,930,118,201
Basis	$294,706,020,000	$217,436,651,635
Zeroes	$16,721,600,000	$12,256,493,254
FRAs	$0	$0
VNS	$87,841,356,918	$64,720,886,326
Inflation	$0	$0
Total	$21,938,323,558,056	$16,142,975,754,843

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

Product	Volume BRL	USD Equivalent
IRS	BRL1,324,326,876,644	$247,474,710,923
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,324,326,876,644	$247,474,710,923

Product	Volume CLP	USD Equivalent
IRS	CLP34,253,391,716,836	$36,552,328,526
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP34,253,391,716,836	$36,552,328,526

Product	Volume CNY	USD Equivalent
IRS	CNY22,174,260,825,182	$3,074,601,151,233
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY22,174,260,825,182	$3,074,601,151,233

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP75,130,409,200,718	$19,206,072,587
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP75,130,409,200,718	$19,206,072,587

Product	Volume CZK	USD Equivalent
IRS	CZK38,499,942,305,816	$1,663,253,564,812
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK76,901,068,000	$3,291,380,089
FRAs	CZK97,540,363,528,776	$4,205,882,072,432
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK136,117,513,812,754	$5,872,440,696,870

Product	Volume DKK	USD Equivalent
IRS	DKK755,593,820,070	$109,490,910,987
OIS	DKK569,191,400,000	$82,496,859,313
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK42,620,000,000	$6,221,314,012
VNS	DKK3,580,242,748	$521,915,749
Inflation	DKK0	$0
Total	DKK1,370,985,462,818	$198,731,000,061

Product	Volume HKD	USD Equivalent
IRS	HKD12,814,303,698,662	$1,638,939,518,509
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD264,953,000,000	$33,876,188,361
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD13,084,423,098,662	$1,673,476,133,033

Product	Volume HUF	USD Equivalent
IRS	HUF210,547,223,139,798	$582,814,268,047
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF363,174,544,477,664	$1,004,959,713,419
VNS	HUF210,059,474,626	$581,732,961
Inflation	HUF0	$0
Total	HUF573,970,827,092,088	$1,588,463,568,409

Product	Volume ILS	USD Equivalent
IRS	ILS2,864,696,647,382	$776,222,934,430
OIS	ILS6,334,000,000	$1,724,845,811
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS2,344,133,877,596	$635,007,415,914
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS5,215,944,524,978	$1,413,163,415,479

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR199,787,677,195,726	$2,400,382,795,297
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR199,787,677,195,726	$2,400,382,795,297

Product	Volume KRW	USD Equivalent
IRS	KRW4,371,715,687,707,052	$3,237,440,849,753
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,371,715,687,707,052	$3,237,440,849,753

Product	Volume MXN	USD Equivalent
IRS	MXN3,919,395,233,924	$228,134,408,560
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN3,919,395,233,924	$228,134,408,560

Product	Volume NOK	USD Equivalent
IRS	NOK12,435,894,250,066	$1,171,910,494,411
OIS	NOK5,128,112,200,000	$481,265,955,124
Basis	NOK27,904,000,000	$2,654,728,004
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK14,518,958,000,000	$1,366,520,124,927
VNS	NOK2,873,904,186	$271,714,127
Inflation	NOK0	$0
Total	NOK32,126,344,778,252	$3,023,817,677,657

Product	Volume NZD	USD Equivalent
IRS	NZD4,265,088,428,466	$2,599,064,608,698
OIS	NZD9,563,834,596,426	$5,812,400,434,290
Basis	NZD174,092,000,000	$105,933,334,100
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD14,009,760,766,154	$8,521,421,283,095

Product	Volume PLN	USD Equivalent
IRS	PLN6,151,025,606,304	$1,541,668,889,195
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN8,666,640,000	$2,178,214,071
FRAs	PLN8,501,702,228,368	$2,131,543,843,623
VNS	PLN1,917,700,772	$476,567,446
Inflation	PLN0	$0
Total	PLN14,663,312,175,444	$3,675,867,514,335

Product	Volume SEK	USD Equivalent
IRS	SEK22,927,850,971,087	$2,179,983,920,696
OIS	SEK3,186,024,000,000	$299,990,821,012
Basis	SEK0	$0
Zeroes	SEK35,638,692,000	$3,369,233,660
FRAs	SEK19,948,174,000,000	$1,904,112,504,051
VNS	SEK2,220,962,732	$209,290,666
Inflation	SEK0	$0
Total	SEK46,099,908,625,819	$4,387,665,770,085

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,945,708,419,196	$2,188,293,108,879
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD2,946,490,654,493	$2,188,875,302,461

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB43,036,068,747,252	$1,191,998,428,824
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB43,036,068,747,252	$1,191,998,428,824

Product	Volume TWD	USD Equivalent
IRS	TWD17,423,096,826,720	$546,180,833,514
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD17,423,096,826,720	$546,180,833,514

Product	Volume ZAR	USD Equivalent
IRS	ZAR131,096,927,426,200	$7,001,063,470,457
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR67,408,524,240	$3,601,297,475
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR131,177,739,044,078	$7,005,375,457,520

Product	USD Equivalent
IRS	$107,696,580,840,290
OIS	$582,895,237,175,888
Basis	$13,126,092,063,322
Zeroes	$215,317,667,156
FRAs	$68,462,527,048,916
VNS	$505,544,878,296
Inflation	$5,881,330,717,714
Total	$778,782,630,391,582

Show:

Product	USD Equivalent
IRS	$3,215,655,563
OIS	$116,436,681,000,481
Basis	$13,208,736,767,789
Zeroes	$0
FRAs	$0
VNS	$2,016,602,232,308
Inflation	$4,057,171,623,572
Total	$135,722,407,279,713

Product	Volume EUR	USD Equivalent
IRS	€66,480,276,601,946	$71,213,672,296,004
OIS	€43,967,337,820,719	$47,097,812,273,555
Basis	€1,573,157,175,900	$1,685,165,966,824
Zeroes	€174,126,092,383	$186,523,870,161
FRAs	€29,006,899,312,656	$31,072,190,543,717
VNS	€1,393,037,810,782	$1,492,222,102,910
Inflation	€4,007,029,055,523	$4,292,329,524,277
Total	€146,601,863,869,909	$157,039,916,577,448

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$940,527,600
OIS	£32,977,266,706,133	$41,688,211,706,558
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£540,194,846,348	$682,887,315,011
Inflation	£2,788,570,089,417	$3,525,170,878,537
Total	£36,306,775,641,898	$45,897,210,427,706

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,863,178,614,674,394	$11,586,571,404,337
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥249,481,579,434	$1,551,454,118
Inflation	¥0	$0
Total	¥1,863,428,096,253,828	$11,588,122,858,455

Product	Volume CHF	USD Equivalent
IRS	CHF105,900,000	$117,849,989
OIS	CHF3,508,069,770,663	$3,903,928,077,746
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,628,406,375	$4,037,843,729
Inflation	CHF0	$0
Total	CHF3,511,804,077,038	$3,908,083,771,464

Product	Volume AUD	USD Equivalent
IRS	$23,156,990,395,447	$15,443,396,894,724
OIS	$13,577,893,487,746	$9,055,097,166,978
Basis	$8,031,467,456,282	$5,356,185,646,594
Zeroes	$21,266,960,669	$14,182,936,070
FRAs	$0	$0
VNS	$101,067,239,797	$67,401,742,220
Inflation	$0	$0
Total	$44,888,685,539,941	$29,936,264,386,586

Product	Volume CAD	USD Equivalent
IRS	$1,109,476,753,526	$810,606,234,767
OIS	$24,246,867,652,719	$17,715,253,636,823
Basis	$332,704,914,409	$243,080,963,257
Zeroes	$17,351,826,546	$12,677,596,658
FRAs	$0	$0
VNS	$477,832,032,197	$349,113,781,104
Inflation	$0	$0
Total	$26,184,233,179,397	$19,130,732,212,609

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

Product	Volume BRL	USD Equivalent
IRS	BRL1,297,266,955,800	$232,283,222,611
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,297,266,955,800	$232,283,222,611

Product	Volume CLP	USD Equivalent
IRS	CLP51,757,563,428,246	$55,001,847,397
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP51,757,563,428,246	$55,001,847,397

Product	Volume CNY	USD Equivalent
IRS	CNY23,615,062,951,248	$3,249,518,449,379
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY23,615,062,951,248	$3,249,518,449,379

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP140,083,269,221,404	$33,755,004,632
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP140,083,269,221,404	$33,755,004,632

Product	Volume CZK	USD Equivalent
IRS	CZK47,510,933,607,596	$2,031,032,750,138
OIS	CZK0	$0
Basis	CZK11,928,000,000	$509,907,021
Zeroes	CZK67,969,108,000	$2,905,594,015
FRAs	CZK48,607,135,626,170	$2,077,894,009,882
VNS	CZK221,434,153,069	$9,466,031,979
Inflation	CZK0	$0
Total	CZK96,419,400,494,835	$4,121,808,293,035

Product	Volume DKK	USD Equivalent
IRS	DKK4,854,115,499,657	$697,245,056,940
OIS	DKK723,389,200,000	$103,907,610,764
Basis	DKK11,320,000,000	$1,626,004,582
Zeroes	DKK0	$0
FRAs	DKK3,500,000,000	$502,739,933
VNS	DKK20,714,911,324	$2,975,489,464
Inflation	DKK0	$0
Total	DKK5,613,039,610,981	$806,256,901,683

Product	Volume HKD	USD Equivalent
IRS	HKD18,882,283,313,803	$2,418,263,276,274
OIS	HKD2,840,000,000	$363,720,192
Basis	HKD1,190,094,840,010	$152,416,029,304
Zeroes	HKD3,128,400,000	$400,655,721
FRAs	HKD0	$0
VNS	HKD7,475,767,126	$957,425,159
Inflation	HKD0	$0
Total	HKD20,085,822,320,939	$2,572,401,106,650

Product	Volume HUF	USD Equivalent
IRS	HUF196,929,809,689,395	$533,960,059,894
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF161,215,817,418	$437,124,312
FRAs	HUF129,069,323,965,062	$349,961,562,770
VNS	HUF2,505,917,384,726	$6,794,602,600
Inflation	HUF0	$0
Total	HUF328,666,266,856,601	$891,153,349,576

Product	Volume ILS	USD Equivalent
IRS	ILS3,870,673,088,088	$1,026,349,823,161
OIS	ILS6,354,000,000	$1,684,830,165
Basis	ILS0	$0
Zeroes	ILS390,000,000	$103,412,616
FRAs	ILS1,088,350,912,118	$288,587,731,583
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS4,965,768,000,206	$1,316,725,797,525

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR190,536,493,530,787	$2,285,692,786,521
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR190,536,493,530,787	$2,285,692,786,521

Product	Volume KRW	USD Equivalent
IRS	KRW4,967,902,044,420,973	$3,599,929,017,696
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW4,967,902,044,420,973	$3,599,929,017,696

Product	Volume MXN	USD Equivalent
IRS	MXN5,452,821,731,661	$297,326,630,042
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,452,821,731,661	$297,326,630,042

Product	Volume NOK	USD Equivalent
IRS	NOK18,242,569,694,914	$1,708,121,770,327
OIS	NOK3,704,050,111,578	$346,824,418,916
Basis	NOK120,469,231,669	$11,279,996,224
Zeroes	NOK6,301,212,000	$590,006,648
FRAs	NOK8,923,970,430,038	$835,585,579,457
VNS	NOK139,788,325,789	$13,088,917,105
Inflation	NOK0	$0
Total	NOK31,137,149,005,988	$2,915,490,688,677

Product	Volume NZD	USD Equivalent
IRS	NZD7,119,188,753,652	$4,338,789,585,913
OIS	NZD5,321,074,166,362	$3,242,928,650,689
Basis	NZD181,971,784,016	$110,902,703,769
Zeroes	NZD3,460,000,000	$2,108,697,000
FRAs	NZD0	$0
VNS	NZD1,387,544,897	$845,639,237
Inflation	NZD0	$0
Total	NZD12,627,082,248,927	$7,695,575,276,608

Product	Volume PLN	USD Equivalent
IRS	PLN8,064,604,293,660	$2,003,528,841,712
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN8,125,440,007	$2,018,642,554
FRAs	PLN4,985,459,599,041	$1,238,561,959,416
VNS	PLN17,231,251,923	$4,280,843,666
Inflation	PLN0	$0
Total	PLN13,075,420,584,631	$3,248,390,287,348

Product	Volume SEK	USD Equivalent
IRS	SEK41,729,907,316,390	$3,936,189,567,272
OIS	SEK2,123,912,000,000	$200,338,816,782
Basis	SEK0	$0
Zeroes	SEK32,424,346,000	$3,058,438,915
FRAs	SEK9,718,252,346,108	$916,677,892,592
VNS	SEK44,592,945,435	$4,206,246,740
Inflation	SEK0	$0
Total	SEK53,649,088,953,933	$5,060,470,962,301

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,911,322,279,830	$2,147,230,357,215
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,089,653,146	$3,016,302,058
Inflation	SGD0	$0
Total	SGD2,915,411,932,976	$2,150,246,659,273

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB25,011,523,408,367	$680,770,914,762
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB25,011,523,408,367	$680,770,914,762

Product	Volume TWD	USD Equivalent
IRS	TWD18,495,362,560,640	$568,843,038,711
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD18,495,362,560,640	$568,843,038,711

Product	Volume ZAR	USD Equivalent
IRS	ZAR104,114,467,960,772	$5,723,720,063,814
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR71,634,977,468	$3,938,151,593
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,058,443,850
Inflation	ZAR0	$0
Total	ZAR104,205,356,031,878	$5,728,716,659,257

Product	USD Equivalent
IRS	$119,892,052,459,928
OIS	$256,527,052,377,116
Basis	$20,769,903,985,364
Zeroes	$228,945,126,263
FRAs	$36,779,962,019,350
VNS	$4,660,506,413,258
Inflation	$11,874,672,026,386
Total	$450,733,094,407,665

Figures as of COB Jun 28, 2024.

Notional Outstanding by Product

As of COB Jun 28, 2024

Daily Notional by Tenor

As of COB Jun 28, 2024

Notional Outstanding by Currency

As of COB Jun 28, 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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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression