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

  • Gross Notional by Status

     

    December 19

    December 26

    January 02

    January 09

    January 16

    Total Interest Rate*

    320,149,856

    311,213,412

    302,973,465

    304,067,023

    298,918,531

    Cleared**

    207,042,391

    199,141,100

    191,940,244

    192,715,012

    188,690,532

    Uncleared

    113,107,465

    112,072,312

    111,033,221

    111,352,011

    110,227,999

    Total Cross-Currency

    15,096,589

    15,066,186

    15,066,697

    15,143,394

    15,230,808

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    15,096,589

    15,066,186

    15,066,697

    15,143,394

    15,230,808

    Total Credit

    5,530,288

    5,254,916

    5,229,387

    5,171,728

    5,147,205

    Cleared

    977,903

    928,053

    913,750

    821,556

    790,230

    Uncleared

    4,552,385

    4,326,863

    4,315,637

    4,350,171

    4,356,975

    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

    378,346,733

    369,104,513

    360,839,549

    361,952,144

    356,866,544

     

    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.