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

  • Gross Notional Outstanding

     

    March 7

    March 14

    March 21

    March 28

    April 4

    Total Interest Rate*

    348,892,074

    350,039,194

    335,515,726

    340,704,515

    338,068,106

    Cleared**

    214,856,843

    215,884,777

    203,699,229

    207,226,816

    206,029,027

    Uncleared

    134,035,231

    134,154,417

    131,816,496

    133,477,699

    132,039,079

    Total Cross-Currency

    16,356,173

    16,327,141

    16,200,869

    16,035,102

    15,962,378

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    16,356,173

    16,327,141

    16,200,869

    16,035,102

    15,962,378

    Total Credit

    8,675,552

    8,623,728

    8,430,192

    8,059,373

    8,078,026

    Cleared

    2,305,484

    2,471,131

    2,588,377

    2,487,733

    2,411,774

    Uncleared

    6,370,068

    6,152,597

    5,841,815

    5,571,640

    5,666,252

    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

    411,493,799

    412,560,063

    397,716,787

    402,368,989

    399,678,510

     

    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.