Font Size: AAA // Print // Bookmark

Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Single-Count)

  • Gross Notional by Status

     

    October 10

    October 17

    October 24

    October 31

    November 07

    Total Interest Rate*

    336,387,952

    344,863,355

    346,199,808

    341,814,685

    341,485,467

    Cleared**

    215,797,119

    221,922,518

    223,191,563

    222,955,734

    221,068,178

    Uncleared

    120,590,833

    122,940,837

    123,008,245

    118,858,951

    120,417,289

    Total Cross-Currency

    15,298,490

    15,475,844

    15,434,511

    15,019,904

    15,308,209

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    15,298,490

    15,475,844

    15,434,511

    15,019,904

    15,308,209

    Total Credit

    7,112,439

    7,220,976

    7,204,953

    6,747,586

    6,525,671

    Cleared

    2,085,102

    2,235,139

    2,123,312

    1,645,267

    1,434,312

    Uncleared

    5,027,337

    4,985,837

    5,081,641

    5,102,319

    5,091,359

    Total FX****

    31,450,000

    31,450,000

    31,450,000

    31,450,000

    31,450,000

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Equity****

    4,420,000

    4,420,000

    4,420,000

    4,420,000

    4,420,000

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Other Commodity****

    1,700,000

    1,700,000

    1,700,000

    1,700,000

    1,700,000

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    TOTAL

    396,368,881

    405,130,175

    406,409,272

    401,152,176

    400,889,348

     

    Weekly snapshot, gross notional amount outstanding by asset class and cleared status (millions of USD), all products, tenors, and participant types. For cleared swaps, this table reflects only one of the two swaps that results from the clearing process; therefore, the numbers on this table are analogous to the notional value of futures open interest.

    * See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.

    ** See Explanatory Notes for cleared and uncleared descriptions.

    *** N/A indicates that data are not currently available.

    **** These numbers are estimates.

    The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.