Interest Rate Swaps

Business Streams

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Notional amounts outstanding at end of December 2011

Trade SidesTrade Sides Notional (USD$bn) 
Dec 101,761,128248,677
Jan 111,725,544252,186
Feb 111,773,868266,899
Mar 111,828,992276,570
Apr  111,872,526295,119
May 111,905,116297,386
Jun 111,916,572297,674
Jul 111,900,260300,617
Aug 111,960,406307,382
Sep 112,029,442299,895
Oct 111,951,158290,445
Nov 11 1,999,242293,066
Dec 112,024,922283,440

Monthly Registration Volume

Monthly RegistrationTotal number of trade sides
Dec 1069,158
Jan 1173,638
Feb 1172,548
Mar 1179,232
Apr 1163,226
May 1175,814
Jun 1184,674
Jul 1179,504
Aug 1195,606
Sep 1199,822
Oct 1185,638
Nov 11 94,880
Dec 1191,600

 

Volumes Graph