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

  • Gross Notional by Participant

     

    October 10

    October 17

    October 24

    October 31

    November 07

    Total Interest Rate*

    672,775,904

    689,726,711

    692,399,616

    683,629,370

    682,970,934

    SDs and MSPs**

    559,350,457

    574,087,890

    577,620,448

    571,235,175

    569,431,613

    Other

    113,425,447

    115,638,821

    114,779,167

    112,394,196

    113,539,321

    Total Cross-Currency

    30,596,981

    30,951,687

    30,869,023

    30,039,809

    30,616,419

    SDs and MSPs

    27,398,188

    27,978,650

    27,841,325

    27,143,814

    27,652,745

    Other

    3,198,793

    2,973,037

    3,027,698

    2,895,995

    2,963,674

    Total Credit

    14,224,878

    14,441,952

    14,409,906

    13,495,172

    13,051,343

    SDs and MSPs

    11,112,468

    11,187,639

    11,240,860

    10,623,538

    10,314,907

    Other

    3,112,410

    3,254,313

    3,169,046

    2,871,635

    2,736,435

    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

    792,737,763

    810,260,350

    812,818,544

    802,304,352

    801,778,696

     

    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.