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
|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]|