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

  • Gross Notional by Participant

     

    November 07

    November 14

    November 21

    November 28

    December 05

    Total Interest Rate*

    682,970,934

    682,387,992

    681,487,867

    681,035,774

    682,549,158

    SDs and MSPs**

    569,431,613

    568,727,162

    568,856,498

    568,294,415

    568,704,750

    Other

    113,539,321

    113,660,831

    112,631,369

    112,741,359

    113,844,409

    Total Cross-Currency

    30,616,419

    30,592,325

    30,717,306

    30,191,259

    30,919,960

    SDs and MSPs

    27,652,745

    27,630,360

    27,791,345

    27,327,616

    27,992,126

    Other

    2,963,674

    2,961,964

    2,925,961

    2,863,644

    2,927,835

    Total Credit

    13,051,343

    12,789,366

    12,109,582

    12,109,670

    11,955,620

    SDs and MSPs

    10,314,907

    10,067,134

    9,667,450

    9,701,035

    9,520,975

    Other

    2,736,435

    2,722,233

    2,442,132

    2,408,635

    2,434,646

    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

    801,778,696

    800,909,683

    799,454,754

    798,476,704

    800,564,739

     

    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.