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Clearing volumes

The data in the graphs is updated and displayed on a weekly basis.


Notional outstanding

Notional outstandings monthly as historical graph (en)

The pie/donut chart for clients should be displayed here.
 

Total

Total

Notional outstanding (total) by product and currency

The pie/donut chart for clients should be displayed here.

EUR

EUR

Notional outstanding (EUR) by product and currency

The pie/donut chart for clients should be displayed here.

CHF

CHF

Notional outstanding (CHF) by product and currency

The pie/donut chart for clients should be displayed here.

GBP

GBP

Notional outstanding (GBP) by product and currency

The pie/donut chart for clients should be displayed here.

JPY

JPY

Notional outstanding (JPY) by product and currency

The pie/donut chart for clients should be displayed here.

USD

USD

Notional outstanding (USD) by product and currency

The pie/donut chart for clients should be displayed here.

DKK

DKK

Notional outstanding (DKK) by product and currency

The pie/donut chart for clients should be displayed here.

NOK

NOK

Notional outstanding (NOK) by product and currency

The pie/donut chart for clients should be displayed here.

PLN

PLN

Notional outstanding (PLN) by product and currency

The pie/donut chart for clients should be displayed here.

SEK

SEK

Notional outstanding (SEK) by product and currency

The pie/donut chart for clients should be displayed here.


Notional outstanding (total)

Notional outstanding (total)

The pie/donut chart for clients should be displayed here.
 

OTC IRS volumes: (EDS-2304.Fol2.chart3) outstanding by product as pie (en).

Notional outstanding (total)

The pie/donut chart for clients should be displayed here.
 

Notional value

cumm monthly historical graph (en)

The pie/donut chart for clients should be displayed here.
 

Total

Total

Notional value (total) by product and currency

The pie/donut chart for clients should be displayed here.

EUR

EUR

Notional value (EUR) by product and currency

The pie/donut chart for clients should be displayed here.

CHF

CHF

Notional value (CHF) by product and currency

The pie/donut chart for clients should be displayed here.

GBP

GBP

Notional value (GBP) by product and currency

The pie/donut chart for clients should be displayed here.

JPY

JPY

Notional value (JPY) by product and currency

The pie/donut chart for clients should be displayed here.

USD

USD

Notional value (USD) by product and currency

The pie/donut chart for clients should be displayed here.

DKK

DKK

Notional value (DKK) by product and currency

The pie/donut chart for clients should be displayed here.

NOK

NOK

Notional value (NOK) by product and currency

The pie/donut chart for clients should be displayed here.

PLN

PLN

Notional value (PLN) by product and currency

The pie/donut chart for clients should be displayed here.

SEK

SEK

Notional value (SEK) by product and currency

The pie/donut chart for clients should be displayed here.

Notional value (daily)

Total

Total

Notional value (total) by product and currency

The pie/donut chart for clients should be displayed here.

EUR

EUR

Notional value (EUR) by product and currency

The pie/donut chart for clients should be displayed here.

CHF

CHF

Notional value (CHF) by product and currency

The pie/donut chart for clients should be displayed here.

GBP

GBP

Notional value (GBP) by product and currency

The pie/donut chart for clients should be displayed here.

JPY

JPY

Notional value (JPY) by product and currency

The pie/donut chart for clients should be displayed here.

USD

USD

Notional value (USD) by product and currency

The pie/donut chart for clients should be displayed here.

DKK

DKK

Notional value (DKK) by product and currency

The pie/donut chart for clients should be displayed here.

NOK

NOK

Notional value (NOK) by product and currency

The pie/donut chart for clients should be displayed here.

PLN

PLN

Notional value (PLN) by product and currency

The pie/donut chart for clients should be displayed here.

SEK

SEK

Notional value (SEK) by product and currency

The pie/donut chart for clients should be displayed here.

Explanatory notes:

  • The total notional outstanding is the aggregated double counted volume of all active trades.
  • The total notional value is the aggregated double counted volume of all cleared trades.
  • Total notional volumes expressed in euro are calculated by converting the notional volumes of swaps denominated in other currencies to euro using the same conversion methodology as used for margining and collateral.
  • The december compression cycle resulted in a reduction of 16 percent of total outstanding volume in OTC interest rate derivatives 


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