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

Gross Notional by Status

  September 11 September 18 September 25 October 02 October 09
Total Interest Rate* 260,726,807 253,468,983 249,584,072 252,004,037 252,851,104
Cleared** 213,075,486 205,165,415 202,770,747 204,662,744 206,658,624
Uncleared 47,651,320 48,303,568 46,813,325 47,341,293 46,192,480
Total Credit 4,248,364 4,089,094 4,433,310 4,706,583 4,383,973
Cleared 2,630,266 2,628,151 2,881,150 3,095,102 2,719,206
Uncleared 1,618,098 1,460,943 1,552,160 1,611,481 1,664,768
Total FX 55,697,576 50,295,290 51,197,095 52,174,909 50,970,927
Cleared 1,163,707 1,074,261 1,152,940 1,126,559 1,099,531
Uncleared 54,533,869 49,221,028 50,044,155 51,048,350 49,871,396
TOTAL 320,672,747 307,853,367 305,214,476 308,885,528 308,206,004
           
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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