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Net Notional Outstanding - Interest Rate (Millions of USD)

  • Product Type and Cleared Status

    Product

    Cleared**

    Uncleared

    TOTAL

    Swap*

    Basis

         

    FRA

         

    Exotic

         

    Inflation

         

    IRS- Plain Vanilla

         

    OIS

         

    VNS

         

    Zero Coupon

         
     

    With Optionality

    Callable Swap

         

    Cap/Floor

         

    Debt Option

         

    Exotic Option

         

    Swaption

         
     

    Cross-Currency

    Exotic

         

    Swap

         
     

    TOTAL

    N/A***

    N/A

    N/A

    Estimated net notional amount outstanding, November 8 weekly snapshot, by product type and tenor (millions of USD), all participant types and currencies.

    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*

             

    FRA

             

    IRS- Plain Vanilla

             

    OIS

             

    VNS

             

    Zero Coupon

             

    TOTAL

    N/A***

    N/A

    N/A

    N/A

    N/A

    Estimated net notional amount outstanding, November 8 weekly snapshot, by product type and supermajor currency (millions of USD), cleared swaps only, all participant types and tenors.

    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*

                       

    FRA

                       

    IRS- Plain Vanilla

                       

    OIS

                       

    VNS

                       

    Zero Coupon

                       

    TOTAL

    N/A***

    N/A

    N/A

    N/A

    N/A

    N/A

    N/A

    N/A

    N/A

    N/A

    Estimated net notional amount outstanding, November 8 weekly snapshot, by product type and major currency (millions of USD), cleared swaps only, all participant types and tenors.

    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*

                   

    FRA

                   

    IRS- Plain Vanilla

                   

    OIS

                   

    VNS

                   

    Zero Coupon

                   

    TOTAL

    N/A***

    N/A

    N/A

    N/A

    N/A

    N/A

    N/A

    N/A

    Estimated net notional amount outstanding, November 8 weekly snapshot, by product type and tenor (millions of USD), cleared swaps only, all participant types and tenors.

    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.

    ***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.