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

  • Gross Notional Outstanding

     

    March 7

    March 14

    March 21

    March 28

    April 4

    Total Interest Rate*

    697,784,148

    700,078,388

    671,031,451

    681,409,029

    676,136,211

    SDs and MSPs**

    572,243,837

    583,197,571

    556,141,563

    564,848,861

    558,965,691

    Other

    125,540,310

    116,880,817

    114,889,888

    116,560,169

    117,170,520

    Total Cross-Currency

    32,712,345

    32,654,281

    32,401,738

    32,070,204

    31,924,755

    SDs and MSPs

    29,165,882

    29,472,695

    29,042,953

    28,697,052

    28,562,236

    Other

    3,546,463

    3,181,586

    3,358,785

    3,373,151

    3,362,519

    Total Credit

    17,351,102

    17,247,456

    16,860,385

    16,118,746

    16,156,053

    SDs and MSPs

    13,425,965

    13,317,728

    12,957,592

    12,329,271

    12,241,093

    Other

    3,925,137

    3,929,728

    3,902,793

    3,789,476

    3,914,960

    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

    822,987,595

    825,120,125

    795,433,574

    804,737,979

    799,357,019

     

    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.

    **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.