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

  • Gross Notional by Participant

     

    June 20

    June 27

    July 4

    July 11

    July 18

    Total Interest Rate*

    682,412,908

    688,498,006

    675,056,166

    729,714,928

    696,034,708

    SDs and MSPs**

    560,533,754

    565,365,593

    557,894,698

    573,996,681

    571,942,738

    Other

    121,879,155

    123,132,413

    117,161,469

    155,718,246

    124,091,970

    Total Cross-Currency

    32,007,806

    31,806,337

    31,280,322

    31,256,882

    30,509,974

    SDs and MSPs

    28,558,641

    28,366,840

    27,828,928

    27,810,140

    27,131,668

    Other

    3,449,164

    3,439,497

    3,451,394

    3,446,742

    3,378,307

    Total Credit

    15,143,601

    14,878,572

    15,247,816

    15,040,466

    14,689,435

    SDs and MSPs

    11,798,550

    11,520,521

    11,752,866

    11,633,780

    11,413,629

    Other

    3,345,050

    3,358,051

    3,494,950

    3,406,687

    3,275,806

    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

    804,704,315

    810,322,915

    796,724,304

    851,152,276

    816,374,117

     

    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.