Font Size: AAA // Print // Bookmark

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

  • Gross Notional by Status

     

    February 13

    February 20

    February 27

    March 06

    March 13

    Total Interest Rate*

    284,529,007

    289,552,211

    289,479,267

    285,418,163

    284,949,861

    Cleared**

    181,044,016

    183,698,451

    182,789,448

    178,984,699

    177,069,935

    Uncleared

    103,484,991

    105,853,759

    106,689,819

    106,433,464

    107,879,926

    Total Cross-Currency

    10,236,653

    10,600,194

    10,618,852

    10,093,913

    10,472,209

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    10,236,653

    10,600,194

    10,618,852

    10,093,913

    10,472,209

    Total Credit

    5,113,041

    5,006,947

    5,021,894

    5,956,140

    5,838,388

    Cleared

    733,586

    735,417

    712,445

    1,693,434

    1,627,139

    Uncleared

    4,379,456

    4,271,531

    4,309,448

    4,262,706

    4,211,250

    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

    337,448,701

    342,729,352

    342,690,013

    339,038,216

    338,830,458

     

    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.