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

  • Gross Notional by Participant

     

    July 17

    July 24

    July 31

    August 07

    August 14

    Total Interest Rate*

    514,821,340

    505,100,266

    507,032,390

    506,906,217

    512,818,684

    SDs and MSPs**

    412,443,567

    404,867,691

    406,322,377

    405,692,325

    410,086,233

    Other

    102,377,772

    100,232,575

    100,710,013

    101,213,893

    102,732,451

    Total Cross-Currency

    22,657,066

    22,192,547

    22,120,609

    22,127,546

    22,049,062

    SDs and MSPs

    19,018,621

    18,564,824

    18,460,189

    18,456,650

    18,377,378

    Other

    3,638,445

    3,627,724

    3,660,420

    3,670,897

    3,671,684

    Total Credit

    10,888,729

    10,836,884

    10,909,352

    10,950,467

    10,934,190

    SDs and MSPs

    8,337,502

    8,341,152

    8,425,774

    8,435,484

    8,425,075

    Other

    2,551,228

    2,495,732

    2,483,577

    2,514,983

    2,509,115

    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

    623,507,135

    613,269,697

    615,202,351

    615,124,230

    620,941,936

     

    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.