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

  • Gross Notional by Participant

     

    March 13

    March 20

    March 27

    April 03

    April 10

    Total Interest Rate*

    569,899,722

    547,340,461

    545,643,410

    536,244,347

    537,825,414

    SDs and MSPs**

    462,599,162

    440,513,312

    439,400,495

    435,369,646

    433,891,647

    Other

    107,300,560

    106,827,149

    106,242,915

    100,874,701

    103,933,767

    Total Cross-Currency

    20,944,419

    20,211,852

    20,770,251

    20,856,404

    20,638,997

    SDs and MSPs

    18,179,738

    17,498,405

    18,012,745

    18,095,568

    17,911,374

    Other

    2,764,680

    2,713,447

    2,757,506

    2,760,836

    2,727,623

    Total Credit

    11,676,777

    12,062,384

    11,974,024

    11,678,312

    11,341,920

    SDs and MSPs

    9,009,770

    9,190,221

    9,305,988

    9,094,499

    8,821,223

    Other

    2,667,007

    2,872,162

    2,668,035

    2,583,814

    2,520,697

    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

    677,660,917

    654,754,697

    653,527,684

    643,919,064

    644,946,332

     

    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.