Font Size: AAA // Print // Bookmark

Gross Notional Outstanding - Equity (Millions of USD)

  • Equity Swaps by Product

    Product*

    June 13

    June 20

    June 27

    July 4

    July 11

    Total Equity**

    4,420,000

    4,420,000

    4,420,000

    4,420,000

    4,420,000

    Equity Swaps

    N/A

    N/A

    N/A

    N/A

    N/A

    Portfolio Swaps

    N/A

    N/A

    N/A

    N/A

    N/A

    Forwards

    N/A

    N/A

    N/A

    N/A

    N/A

    Swaptions

    N/A

    N/A

    N/A

    N/A

    N/A

    Variance Swaps

    N/A

    N/A

    N/A

    N/A

    N/A

    TOTAL

    4,420,000

    4,420,000

    4,420,000

    4,420,000

    4,420,000

    Gross notional amount outstanding current weekly snapshot, by product type, all tenors and currencies.

    *See Data Dictionary for product descriptions and Explanatory Notes for data sources.

    **These numbers are estimates.

    ***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.