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

  • Gross Notional by Status

     

    March 20

    March 27

    April 03

    April 10

    April 17

    Total Interest Rate*

    273,670,231

    272,821,705

    268,122,174

    268,912,707

    267,190,371

    Cleared**

    170,237,847

    168,678,296

    163,483,416

    165,982,784

    165,255,593

    Uncleared

    103,432,384

    104,143,409

    104,638,758

    102,929,923

    101,934,777

    Total Cross-Currency

    10,105,926

    10,385,125

    10,428,202

    10,319,499

    9,933,917

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    10,105,926

    10,385,125

    10,428,202

    10,319,499

    9,933,917

    Total Credit

    6,031,192

    5,987,012

    5,839,156

    5,670,960

    5,684,306

    Cleared

    1,932,441

    1,828,361

    1,707,135

    1,638,736

    1,707,752

    Uncleared

    4,098,751

    4,158,651

    4,132,021

    4,032,224

    3,976,554

    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

    327,377,348

    326,763,842

    321,959,532

    322,473,166

    320,378,593

     

    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.