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

  • Gross Notional by Status

     

    June 13

    June 20

    June 27

    July 4

    July 11

    Total Interest Rate*

    349,362,164

    341,206,454

    344,249,003

    337,528,083

    364,857,464

    Cleared**

    219,272,812

    211,284,292

    214,292,860

    206,960,968

    223,940,948

    Uncleared

    130,089,351

    129,922,162

    129,956,143

    130,567,115

    140,916,516

    Total Cross-Currency

    15,969,028

    16,003,903

    15,903,169

    15,640,161

    15,628,441

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    15,969,028

    16,003,903

    15,903,169

    15,640,161

    15,628,441

    Total Credit

    7,868,889

    7,571,800

    7,439,286

    7,623,908

    7,520,233

    Cleared

    1,902,599

    1,929,613

    1,899,060

    2,059,259

    1,832,439

    Uncleared

    5,966,290

    5,642,187

    5,540,226

    5,564,649

    5,687,794

    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

    410,770,081

    402,352,157

    405,161,458

    398,362,152

    425,576,138

     

    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.