Gross Notional Outstanding - Interest Rate (Millions of USD)
-
Product Type and Cleared Status
Product
Cleared**
Uncleared
TOTAL
Swap*
Basis*
7,397,836
15,734,164
23,132,000
FRA
45,080,464
19,411,181
64,491,645
Exotic
3,656,339
3,656,339
Inflation
2,900,136
2,900,136
IRS- Plain Vanilla
113,151,267
99,667,753
212,819,020
OIS
25,665,667
23,322,141
48,987,808
VNS
<10,000
<10,000
Zero Coupon
239,982
239,982
With Optionality
Callable Swap
755,817
755,817
Cap/Floor
10,069,109
10,069,109
Debt Option
630,987
630,987
Exotic Option
1,381,149
1,381,149
Swaption
28,840,643
28,840,643
Cross-Currency
Exotic
87,018
87,018
Swap
16,111,254
16,111,254
TOTAL
191,535,216
222,567,691
414,102,907
Estimated gross notional amount outstanding, May 17 weekly snapshot, by product type and tenor (millions of USD), all participant types and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
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 and Explanatory Notes for data sources.
**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.
Cleared - Supermajor Currency
Product
EUR**
GBP
JPY
USD
TOTAL
Basis*
170,559
1,075,604
704,061
5,140,209
7,090,433
FRA
20,197,895
6,267,653
13,096
16,480,478
42,959,122
IRS- Plain Vanilla
49,575,780
8,205,074
11,827,546
34,056,171
103,664,571
OIS
16,116,959
4,711,612
4,470,908
25,299,479
VNS
5,072
<1,000
4,112
9,184
Zero Coupon
102,459
44,126
33,798
56,060
236,443
TOTAL
86,168,725
20,304,069
12,578,502
60,207,938
179,259,233
Estimated gross notional amount outstanding, May 17 weekly snapshot, by product type and supermajor currency (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
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 currency 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.
Cleared - Major Currency
Product
AUD**
CAD
CHF
DKK
KRW
NOK
NZD
SEK
ZAR
TOTAL
Basis*
110,384
60,571
135,722
<1,000
<1,000
<1,000
306,677
FRA
404,702
122,770
362,669
860,070
1,750,211
IRS- Plain Vanilla
2,329,976
2,588,720
1,318,264
100,080
262,700
476,664
932,426
421,618
8,430,448
OIS
298,547
67,642
366,189
VNS
Zero Coupon
3,018
<1,000
<1,000
3,018
TOTAL
2,443,378
2,947,838
1,926,330
222,849
625,369
476,664
1,792,495
421,618
10,856,541
Estimated gross notional amount outstanding, May 17 weekly snapshot, by product type and supermajor currency (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
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 currency 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.
Cleared - Tenor
Product
0-3**
3-6
6-12
12-24
24-60
60-120
120+
TOTAL
Basis*
1,014,493
909,426
830,534
2,211,422
1,533,638
631,748
266,574
7,397,835
FRA
19,412,019
12,040,177
7,076,347
6,321,238
230,683
45,080,464
IRS- Plain Vanilla
5,315,627
5,287,828
5,006,478
21,531,804
34,618,683
27,986,927
13,403,920
113,151,267
OIS
9,339,934
5,593,871
3,844,156
6,869,334
18,372
25,665,667
VNS
<100
<100
<100
447
2,727
1,334
4,922
9,430
Zero Coupon
19,296
39,800
23,380
72,574
29,771
11,144
44,016
239,981
TOTAL
35,101,369
23,871,102
16,780,895
37,006,819
36,433,874
28,631,154
13,719,432
191,544,645
Estimated gross notional amount outstanding, May 17 weekly snapshot, by product type and tenor (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
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 tenor bucket descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
