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

Gross Notional by Participant Type

  June 26 July 03 July 10 July 17 July 24
Total Interest Rate* 530,919,540 530,763,225 524,224,906 523,324,216 517,361,812
SDs and MSPs** 398,754,504 399,540,975 391,664,378 391,039,496 388,095,618
Other 132,165,036 131,222,250 132,560,528 132,284,721 129,266,194
Total Credit 9,078,944 8,986,610 9,167,879 8,813,767 8,094,071
SDs and MSPs 6,303,392 6,288,359 6,390,636 6,171,526 5,671,935
Other 2,775,551 2,698,251 2,777,243 2,642,241 2,422,136
Total FX 97,719,074 94,081,315 100,147,472 101,238,595 99,694,081
SDs and MSPs 72,517,078 69,929,075 74,664,220 75,571,603 74,105,122
Other 25,201,996 24,152,239 25,483,251 25,666,992 25,588,959
TOTAL 637,717,558 633,831,149 633,540,257 633,376,578 625,149,964
           
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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