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

  • Gross Notional by Status

     

    January 16

    January 23

    January 30

    February 06

    February 13

    Total Interest Rate*

    298,918,531

    285,846,533

    286,255,437

    287,789,504

    284,529,007

    Cleared**

    188,690,532

    182,832,853

    183,185,930

    183,146,246

    181,044,016

    Uncleared

    110,227,999

    103,013,680

    103,069,508

    104,643,257

    103,484,991

    Total Cross-Currency

    15,230,808

    10,202,196

    10,318,049

    10,628,873

    10,236,653

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    15,230,808

    10,202,196

    10,318,049

    10,628,873

    10,236,653

    Total Credit

    5,147,205

    4,966,197

    5,025,961

    5,040,263

    5,113,041

    Cleared

    790,230

    758,938

    758,241

    737,967

    733,586

    Uncleared

    4,356,975

    4,207,259

    4,267,720

    4,302,296

    4,379,456

    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

    356,866,544

    338,584,926

    339,169,448

    341,028,640

    337,448,701

     

    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.