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

  • Gross Notional by Participant

     

    December 19

    December 26

    January 02

    January 09

    January 16

    Total Interest Rate*

    640,299,711

    622,426,825

    605,946,930

    608,134,045

    597,837,063

    SDs and MSPs**

    531,943,114

    520,035,850

    500,286,981

    500,288,205

    489,241,463

    Other

    108,356,597

    102,390,975

    105,659,949

    107,845,841

    108,595,600

    Total Cross-Currency

    30,193,179

    30,132,371

    30,133,394

    30,286,788

    30,461,617

    SDs and MSPs

    27,352,210

    27,316,395

    27,296,897

    27,394,947

    27,533,917

    Other

    2,840,968

    2,815,977

    2,836,497

    2,891,840

    2,927,700

    Total Credit

    11,060,575

    10,509,831

    10,458,773

    10,343,455

    10,294,409

    SDs and MSPs

    8,874,262

    8,373,070

    8,328,554

    8,226,389

    8,170,008

    Other

    2,186,313

    2,136,761

    2,130,220

    2,117,066

    2,124,402

    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

    756,693,465

    738,209,027

    721,679,097

    723,904,289

    713,733,089

     

    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.