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

  • Gross Notional by Status

     

    August 01

    August 08

    August 15

    August 22

    August 29

    Total Interest Rate*

    352,719,834

    358,075,216

    360,650,391

    359,861,586

    352,569,921

    Cleared**

    215,222,878

    217,364,286

    217,814,340

    216,281,415

    215,219,664

    Uncleared

    137,496,956

    140,710,930

    142,836,051

    143,580,171

    137,350,256

    Total Cross-Currency

    15,048,259

    15,217,293

    15,283,363

    15,277,545

    15,036,054

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    15,048,259

    15,217,293

    15,283,363

    15,277,545

    15,036,054

    Total Credit

    7,564,730

    7,921,224

    7,631,488

    7,030,556

    7,011,276

    Cleared

    1,947,551

    1,950,063

    1,917,711

    1,821,087

    1,787,577

    Uncleared

    5,617,179

    5,971,161

    5,713,777

    5,209,470

    5,223,698

    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

    412,902,823

    418,783,733

    421,135,242

    419,739,688

    412,187,251

     

    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.