The Depository Trust and Clearing Corporation's redesigned Global Trade Repository service platform went live the weekend of November 20, 2020.

The redesign has necessitated changes to the code used by staff to produce the Weekly Swap Report (WSR) and precludes publication at this time.

Publication of the WSR is expected to resume in early 2021.


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

Gross Notional by Status

  October 23 October 30 November 06 November 13 November 20
Total Interest Rate* 255,865,183 254,400,973 258,963,075 259,464,483 258,405,558
Cleared** 209,261,588 207,988,023 211,711,821 211,928,016 211,104,238
Uncleared 46,603,596 46,412,950 47,251,253 47,536,467 47,301,320
Total Credit 4,291,805 4,301,681 4,429,017 4,707,110 4,392,259
Cleared 2,780,562 2,726,375 2,784,469 3,034,697 2,843,363
Uncleared 1,511,243 1,575,306 1,644,548 1,672,412 1,548,896
Total FX 49,778,059 51,941,482 50,698,687 51,561,934 52,168,902
Cleared 1,139,356 1,123,988 1,147,545 1,161,390 1,182,866
Uncleared 48,638,703 50,817,494 49,551,141 50,400,544 50,986,036
TOTAL 309,935,047 310,644,136 314,090,778 315,733,526 314,966,719
           
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.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected]