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

  October 23 October 30 November 06 November 13 November 20
Total Interest Rate* 511,730,367 508,801,946 517,926,149 518,928,965 516,811,116
SDs and MSPs** 379,920,550 377,168,946 385,336,325 386,111,804 385,043,533
Other 131,809,817 131,632,999 132,589,825 132,817,161 131,767,583
Total Credit 8,583,610 8,603,363 8,858,034 9,414,219 8,784,518
SDs and MSPs 6,212,713 6,160,660 6,371,764 6,844,808 6,298,847
Other 2,370,897 2,442,702 2,486,270 2,569,411 2,485,670
Total FX 99,556,118 103,882,964 101,397,373 103,123,868 104,337,804
SDs and MSPs 73,834,188 76,036,960 74,800,101 76,004,720 77,062,300
Other 25,721,930 27,846,003 26,597,272 27,119,148 27,275,504
TOTAL 619,870,095 621,288,272 628,181,556 631,467,053 629,933,438
           
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]