Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Double-Count) - 09/16/2022

Gross Notional by Participant Type

  August 19 August 26 September 02 September 09 September 16
Total Interest Rate* 589,701,856 594,758,588 600,297,424 607,504,869 598,414,760
SDs and MSPs** 436,221,542 439,461,461 443,348,250 447,920,008 441,617,160
Other 153,480,314 155,297,126 156,949,174 159,584,862 156,797,600
Total Credit 10,141,350 10,349,113 10,610,464 10,853,595 11,091,572
SDs and MSPs 6,978,466 7,080,595 7,299,817 7,446,186 7,619,530
Other 3,162,883 3,268,519 3,310,646 3,407,409 3,472,042
Total FX 107,918,090 110,670,500 113,941,936 116,046,313 119,401,990
SDs and MSPs 80,530,528 82,702,148 84,318,468 86,365,968 88,380,794
Other 27,387,562 27,968,353 29,623,468 29,680,345 31,021,196
TOTAL 707,761,296 715,778,201 724,849,823 734,404,777 728,908,322
           
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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