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

  • Gross Notional by Status

     

    September 19

    September 26

    October 03

    October 10

    October 17

    Total Interest Rate*

    346,465,733

    343,610,252

    337,773,371

    336,387,952

    344,863,355

    Cleared**

    215,150,777

    215,362,903

    214,763,961

    215,797,119

    221,922,518

    Uncleared

    131,314,956

    128,247,349

    123,009,410

    120,590,833

    122,940,837

    Total Cross-Currency

    15,736,533

    15,754,707

    15,695,351

    15,298,490

    15,475,844

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    15,736,533

    15,754,707

    15,695,351

    15,298,490

    15,475,844

    Total Credit

    6,722,891

    6,666,525

    6,788,358

    7,112,439

    7,220,976

    Cleared

    1,912,319

    1,853,914

    1,882,894

    2,085,102

    2,235,139

    Uncleared

    4,810,572

    4,812,610

    4,905,464

    5,027,337

    4,985,837

    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

    406,495,158

    403,601,484

    397,827,080

    396,368,881

    405,130,175

     

    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.