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

  • Gross Notional by Status

     

    March 14

    March 21

    March 28

    April 4

    April 11

    Total Interest Rate*

    350,039,194

    335,515,726

    340,704,515

    338,068,106

    333,334,071

    Cleared**

    215,884,777

    203,699,229

    207,226,816

    206,029,027

    203,939,554

    Uncleared

    134,154,417

    131,816,496

    133,477,699

    132,039,079

    129,394,517

    Total Cross-Currency

    16,327,141

    16,200,869

    16,035,102

    15,962,378

    15,476,062

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    16,327,141

    16,200,869

    16,035,102

    15,962,378

    15,476,062

    Total Credit

    8,623,728

    8,430,192

    8,059,373

    8,078,026

    8,190,540

    Cleared

    2,471,131

    2,588,377

    2,487,733

    2,411,774

    2,388,555

    Uncleared

    6,152,597

    5,841,815

    5,571,640

    5,666,252

    5,801,985

    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

    412,560,063

    397,716,787

    402,368,989

    399,678,510

    394,570,673

     

    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.