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

  • Gross Notional by Status

     

    November 07

    November 14

    November 21

    November 28

    December 05

    Total Interest Rate*

    341,485,467

    341,193,996

    340,743,933

    340,517,887

    341,274,579

    Cleared**

    221,068,178

    221,003,616

    222,146,581

    224,156,103

    223,000,308

    Uncleared

    120,417,289

    120,190,380

    118,597,353

    116,361,784

    118,274,271

    Total Cross-Currency

    15,308,209

    15,296,162

    15,358,653

    15,095,630

    15,459,980

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    15,308,209

    15,296,162

    15,358,653

    15,095,630

    15,459,980

    Total Credit

    6,525,671

    6,394,683

    6,054,791

    6,054,835

    5,977,810

    Cleared

    1,434,312

    1,346,379

    1,146,778

    1,142,680

    1,045,606

    Uncleared

    5,091,359

    5,048,305

    4,908,013

    4,912,155

    4,932,205

    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

    400,889,348

    400,454,842

    399,727,377

    399,238,352

    400,282,370

     

    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.