Broker**

Non-Broker

TOTAL

Product

Cleared***

Uncleared

Cleared

Uncleared

Cleared

Uncleared

Swap*

CFD

0

36,034

36,034

Dividend

7,999

8,515

16,514

Equity Swap

272,365

663,945

936,310

Portfolio

28,562

397,767

426,329

Variance

1,800

1,742

3,542

Option

Accumulator/Decumulator

1,936

12,541

14,477

Vanilla (put/call)

1,183,626

1,960,898

3,144,524

Variance

Forward

Vanilla

Exotic

Structured Products

150,313

1,017,237

1,167,550

TOTAL

N/A****

1,646,601

N/A

4,098,679

N/A

5,745,280

Estimated gross notional amount outstanding, April 30 monthly snapshot, by product, participant type, and cleared status (millions of USD). Data are adjusted for double-counting of inter-broker trades to show a single exposure for each trade.

Data for the equity asset class are currently made available to the Commission on a monthly basis, and the Swaps by Asset Class tables in this proposed version of the CFTC Swaps Report will thus be published with an effective delay of up to one month.

Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.

*See Data Dictionary for product descriptions.

**See Explanatory Notes for particpant type descriptions.

***See Explanatory Notes for cleared and uncleared descriptions.

****N/A indicates that data are not currently available.

The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.