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

  • Gross Notional by Status

     

    November 03

    November 10

    November 17

    November 24

    December 01

    Total Interest Rate*

    244,288,664

    243,637,787

    245,829,082

    248,194,257

    247,996,238

    Cleared**

    152,593,761

    152,534,728

    154,341,692

    155,983,063

    156,068,917

    Uncleared

    91,694,903

    91,103,058

    91,487,390

    92,211,194

    91,927,322

    Total Credit

    4,671,457

    4,776,787

    4,738,789

    4,928,713

    4,832,420

    Cleared

    2,091,885

    2,136,008

    2,222,453

    2,336,119

    2,207,476

    Uncleared

    2,579,572

    2,640,778

    2,516,337

    2,592,594

    2,624,944

    TOTAL

    248,960,121

    248,414,573

    250,567,871

    253,122,971

    252,828,658

     

    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.

    The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.