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

Gross Notional by Participant Type

  April 10 April 17 April 24 May 01 May 08
Total Interest Rate* 563,919,085 561,596,142 555,902,626 558,239,228 555,731,319
SDs and MSPs** 422,862,760 423,123,531 417,794,379 418,265,813 416,779,449
Other 141,056,325 138,472,611 138,108,247 139,973,415 138,951,870
Total Credit 10,959,394 9,918,376 9,878,219 10,241,137 9,848,919
SDs and MSPs 7,900,228 7,113,220 7,049,141 7,387,308 7,044,017
Other 3,059,167 2,805,156 2,829,077 2,853,829 2,804,902
Total FX 101,675,408 99,732,048 98,570,060 100,524,057 97,890,194
SDs and MSPs 74,869,886 73,668,550 72,784,189 74,099,122 72,363,358
Other 26,805,522 26,063,499 25,785,871 26,424,936 25,526,836
TOTAL 676,553,888 671,246,566 664,350,904 669,004,423 663,470,432
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]