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

  • Gross Notional by Status

     

    September 12

    September 19

    September 26

    October 03

    October 10

    Total Interest Rate*

    354,285,170

    346,465,733

    343,610,252

    337,773,371

    336,387,952

    Cleared**

    214,578,962

    215,150,777

    215,362,903

    214,763,961

    215,797,119

    Uncleared

    139,706,208

    131,314,956

    128,247,349

    123,009,410

    120,590,833

    Total Cross-Currency

    15,451,619

    15,736,533

    15,754,707

    15,695,351

    15,298,490

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    15,451,619

    15,736,533

    15,754,707

    15,695,351

    15,298,490

    Total Credit

    6,713,235

    6,722,891

    6,666,525

    6,788,358

    7,112,439

    Cleared

    1,666,695

    1,912,319

    1,853,914

    1,882,894

    2,085,102

    Uncleared

    5,046,541

    4,810,572

    4,812,610

    4,905,464

    5,027,337

    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

    414,020,025

    406,495,158

    403,601,484

    397,827,080

    396,368,881

     

    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.