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

  • Gross Notional by Participant

     

    August 15

    August 22

    August 29

    September 05

    September 12

    Total Interest Rate*

    721,300,783

    719,723,172

    705,139,841

    708,267,494

    708,570,340

    SDs and MSPs**

    592,656,476

    591,831,658

    581,211,968

    583,179,642

    582,371,899

    Other

    128,644,307

    127,891,514

    123,927,873

    125,087,852

    126,198,442

    Total Cross-Currency

    30,566,726

    30,555,091

    30,072,109

    30,743,507

    30,903,238

    SDs and MSPs

    27,098,878

    27,112,983

    26,628,910

    27,256,473

    27,419,513

    Other

    3,467,848

    3,442,107

    3,443,199

    3,487,034

    3,483,725

    Total Credit

    15,262,976

    14,061,113

    14,022,551

    13,922,524

    13,426,471

    SDs and MSPs

    11,723,673

    10,878,966

    10,813,621

    10,703,333

    10,394,018

    Other

    3,539,303

    3,182,147

    3,208,930

    3,219,191

    3,032,453

    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

    842,270,484

    839,479,376

    824,374,502

    828,073,526

    828,040,050

     

    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.