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

  • Gross Notional by Participant

     

    January 23

    January 30

    February 06

    February 13

    February 20

    Total Interest Rate*

    571,693,065

    572,510,874

    575,579,007

    569,058,013

    579,104,421

    SDs and MSPs**

    467,516,961

    467,997,076

    469,950,136

    463,348,154

    472,125,789

    Other

    104,176,104

    104,513,798

    105,628,872

    105,709,859

    106,978,632

    Total Cross-Currency

    20,404,393

    20,636,098

    21,257,746

    20,473,306

    21,200,388

    SDs and MSPs

    17,679,862

    17,959,178

    18,543,382

    17,753,450

    18,451,666

    Other

    2,724,531

    2,676,920

    2,714,364

    2,719,856

    2,748,721

    Total Credit

    9,932,393

    10,051,923

    10,080,526

    10,226,083

    10,013,895

    SDs and MSPs

    7,905,403

    7,977,944

    8,000,139

    8,105,181

    7,961,033

    Other

    2,026,990

    2,073,979

    2,080,386

    2,120,902

    2,052,862

    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

    677,169,852

    678,338,895

    682,057,279

    674,897,402

    685,458,703

     

    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.