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

  • Gross Notional by Status

     

    June 20

    June 27

    July 4

    July 11

    July 18

    Total Interest Rate*

    341,206,454

    344,249,003

    337,528,083

    364,857,464

    348,017,354

    Cleared**

    211,284,292

    214,292,860

    206,960,968

    223,940,948

    212,493,291

    Uncleared

    129,922,162

    129,956,143

    130,567,115

    140,916,516

    135,524,063

    Total Cross-Currency

    16,003,903

    15,903,169

    15,640,161

    15,628,441

    15,254,987

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    16,003,903

    15,903,169

    15,640,161

    15,628,441

    15,254,987

    Total Credit

    7,571,800

    7,439,286

    7,623,908

    7,520,233

    7,344,718

    Cleared

    1,929,613

    1,899,060

    2,059,259

    1,832,439

    1,824,140

    Uncleared

    5,642,187

    5,540,226

    5,564,649

    5,687,794

    5,520,578

    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

    402,352,157

    405,161,458

    398,362,152

    425,576,138

    408,187,059

     

    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.