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

  • Gross Notional by Participant

     

    November 03

    November 10

    November 17

    November 24

    December 01

    Total Interest Rate*

    488,577,328

    487,275,573

    491,658,164

    496,388,515

    495,992,477

    SDs and MSPs**

    356,609,779

    354,414,953

    356,588,461

    359,585,029

    359,184,372

    Other

    131,967,549

    132,860,620

    135,069,703

    136,803,486

    136,808,105

    Total Credit

    9,342,915

    9,553,573

    9,477,578

    9,857,427

    9,664,840

    SDs and MSPs

    6,814,745

    7,007,777

    6,973,637

    7,270,319

    7,108,104

    Other

    2,528,169

    2,545,796

    2,503,941

    2,587,108

    2,556,736

    TOTAL

    497,920,243

    496,829,146

    501,135,742

    506,245,941

    505,657,317

     

    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.

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