Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Double-Count) - 01/26/2024

Gross Notional by Participant Type

  December 29 January 05 January 12 January 19 January 26
Total Interest Rate* 538,476,524 548,986,057 569,382,105 578,708,229 576,508,028
SDs and MSPs** 394,526,207 402,030,639 416,848,336 423,215,599 422,077,707
Other 143,950,317 146,955,419 152,533,768 155,492,629 154,430,322
Total Credit 8,169,776 8,158,812 8,210,693 7,925,525 7,973,461
SDs and MSPs 5,677,472 5,625,321 5,612,780 5,477,510 5,517,518
Other 2,492,304 2,533,491 2,597,912 2,448,015 2,455,943
Total FX 112,991,847 112,986,144 115,072,234 116,959,568 118,222,949
SDs and MSPs 85,731,839 85,707,093 87,654,627 89,355,237 90,504,585
Other 27,260,008 27,279,051 27,417,608 27,604,331 27,718,364
TOTAL 659,638,147 670,131,013 692,665,031 703,593,322 702,704,439
           
Weekly snapshot, gross notional amount outstanding by asset class and participant type (millions of USD), all products, origins, currencies, tenors, and participant types, cleared and uncleared. For cleared swaps, the notional value for each of the two resulting swaps is attributed only to the counterparty facing the clearing organization (i.e., the clearing organization’s participation is not displayed). For uncleared swaps, the notional value of the swap is attributed to both swap counterparties. Because this table shows the aggregated notional values of swaps by participant, the totals on this table are twice those displayed on the "Gross Notional Outstanding by Cleared Status" table.
* See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
** See Explanatory Notes for participant type descriptions.
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