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 (Double-Count)
Gross Notional by Participant Type
|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.|
|The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected]|