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

  • Gross Notional by Participant

     

    September 19

    September 26

    October 03

    October 10

    October 17

    Total Interest Rate*

    692,931,467

    687,220,504

    675,546,742

    672,775,904

    689,726,711

    SDs and MSPs**

    568,397,973

    570,113,845

    560,331,627

    559,350,457

    574,087,890

    Other

    124,533,494

    117,106,659

    115,215,115

    113,425,447

    115,638,821

    Total Cross-Currency

    31,473,066

    31,509,415

    31,390,703

    30,596,981

    30,951,687

    SDs and MSPs

    27,994,695

    28,200,670

    28,122,983

    27,398,188

    27,978,650

    Other

    3,478,371

    3,308,744

    3,267,719

    3,198,793

    2,973,037

    Total Credit

    13,445,783

    13,333,049

    13,576,716

    14,224,878

    14,441,952

    SDs and MSPs

    10,478,327

    10,394,619

    10,656,485

    11,112,468

    11,187,639

    Other

    2,967,456

    2,938,431

    2,920,231

    3,112,410

    3,254,313

    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

    812,990,315

    807,202,968

    795,654,160

    792,737,763

    810,260,350

     

    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.