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

  • Gross Notional by Status

     

    April 17

    April 24

    May 01

    May 08

    May 15

    Total Interest Rate*

    267,190,371

    264,846,230

    261,360,548

    268,313,048

    245,019,519

    Cleared**

    165,255,593

    163,511,969

    161,306,508

    166,651,279

    144,452,001

    Uncleared

    101,934,777

    101,334,261

    100,054,041

    101,661,769

    100,567,518

    Total Cross-Currency

    9,933,917

    10,304,581

    10,067,381

    10,934,306

    10,736,154

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    9,933,917

    10,304,581

    10,067,381

    10,934,306

    10,736,154

    Total Credit

    5,684,306

    5,651,809

    5,850,143

    5,927,765

    5,885,133

    Cleared

    1,707,752

    1,638,094

    1,711,647

    1,742,250

    1,656,049

    Uncleared

    3,976,554

    4,013,715

    4,138,496

    4,185,516

    4,229,084

    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

    320,378,593

    318,372,619

    314,848,072

    322,745,120

    299,210,806

     

    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.