Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Single-Count)

Gross Notional by Status

  April 10 April 17 April 24 May 01 May 08
Total Interest Rate* 281,959,543 280,798,071 277,951,313 279,119,614 277,865,660
Cleared** 234,288,987 233,503,348 230,621,068 231,498,783 230,481,440
Uncleared 47,670,556 47,294,723 47,330,245 47,620,831 47,384,219
Total Credit 5,479,697 4,959,188 4,939,109 5,120,569 4,924,459
Cleared 2,945,488 2,734,221 2,678,628 2,821,787 2,640,398
Uncleared 2,534,209 2,224,967 2,260,481 2,298,781 2,284,062
Total FX 50,837,704 49,866,024 49,285,030 50,262,029 48,945,097
Cleared 1,213,625 1,184,615 1,133,425 1,133,939 1,093,610
Uncleared 49,624,079 48,681,409 48,151,605 49,128,090 47,851,487
TOTAL 338,276,944 335,623,283 332,175,452 334,502,211 331,735,216
Weekly snapshot, gross notional amount outstanding by asset class and cleared status (millions of USD), all products, tenors, and participant types. For cleared swaps, this table reflects only one of the two swaps that results from the clearing process; therefore, the numbers on this table are analogous to the notional value of futures open interest.
* See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
** See Explanatory Notes for cleared and uncleared descriptions.
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