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Gross Notional Outstanding by Participant Type (Millions of USD) (Double-Count)

  • Gross Notional by Participant

     

    April 17

    April 24

    May 01

    May 08

    May 15

    Total Interest Rate*

    534,380,741

    529,692,460

    522,721,096

    536,626,097

    490,039,037

    SDs and MSPs**

    430,688,887

    427,844,556

    423,388,715

    433,095,781

    400,168,258

    Other

    103,691,855

    101,847,904

    99,332,381

    103,530,316

    89,870,780

    Total Cross-Currency

    19,867,834

    20,609,162

    20,134,762

    21,868,613

    21,472,309

    SDs and MSPs

    17,188,033

    17,937,278

    17,523,862

    18,683,986

    18,319,535

    Other

    2,679,801

    2,671,884

    2,610,899

    3,184,627

    3,152,773

    Total Credit

    11,368,612

    11,303,617

    11,700,286

    11,855,530

    11,770,266

    SDs and MSPs

    8,859,580

    8,860,036

    9,145,885

    9,243,956

    9,195,855

    Other

    2,509,031

    2,443,581

    2,554,401

    2,611,574

    2,574,411

    Total FX****

    62,900,000

    62,900,000

    62,900,000

    62,900,000

    62,900,000

    SDs and MSPs

    N/A

    N/A

    N/A

    N/A

    N/A

    Other

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Equity****

    8,840,000

    8,840,000

    8,840,000

    8,840,000

    8,840,000

    SDs and MSPs

    N/A

    N/A

    N/A

    N/A

    N/A

    Other

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Other Commodity****

    3,400,000

    3,400,000

    3,400,000

    3,400,000

    3,400,000

    SDs and MSPs

    N/A

    N/A

    N/A

    N/A

    N/A

    Other

    N/A

    N/A

    N/A

    N/A

    N/A

    TOTAL

    640,757,187

    636,745,239

    629,696,144

    645,490,240

    598,421,612

     

    Weekly snapshot, gross notional amount outstanding by asset class and participant type (millions of USD), all products, origins, currencies, tenors, and participant types, cleared and uncleared. For cleared swaps, the notional value for each of the two resulting swaps is attributed only to the counterparty facing the clearing organization (i.e., the clearing organization’s participation is not displayed). For uncleared swaps, the notional value of the swap is attributed to both swap counterparties. Because this table shows the aggregated notional values of swaps by participant, the totals on this table are twice those displayed on the "Gross Notional Outstanding by Cleared Status" table.

    * See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.

    ** See Explanatory Notes for participant type 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.