SwapClear

Volumes

Overview

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 (US$)

Please expand the section below to refer clearing volumes in base currency.

Our Methodology

  • 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 daily exchange rates.
  • Outstanding notional & trades are a snapshot as at the end of the reporting period.

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Contact us

If you'd like to know more about how we can help you, please get in touch.

Email the SwapClear team