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

  • Gross Notional by Participant

     

    February 13

    February 20

    February 27

    March 06

    March 13

    Total Interest Rate*

    569,058,013

    579,104,421

    578,958,534

    570,836,325

    569,899,722

    SDs and MSPs**

    463,348,154

    472,125,789

    471,459,073

    462,965,869

    462,599,162

    Other

    105,709,859

    106,978,632

    107,499,462

    107,870,457

    107,300,560

    Total Cross-Currency

    20,473,306

    21,200,388

    21,237,705

    20,187,826

    20,944,419

    SDs and MSPs

    17,753,450

    18,451,666

    18,462,667

    17,392,148

    18,179,738

    Other

    2,719,856

    2,748,721

    2,775,038

    2,795,678

    2,764,680

    Total Credit

    10,226,083

    10,013,895

    10,043,787

    11,912,280

    11,676,777

    SDs and MSPs

    8,105,181

    7,961,033

    7,983,395

    9,183,514

    9,009,770

    Other

    2,120,902

    2,052,862

    2,060,392

    2,728,766

    2,667,007

    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

    674,897,402

    685,458,703

    685,380,026

    678,076,431

    677,660,917

     

    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.