Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Double-Count) - 09/29/2023

Gross Notional by Participant Type

  September 01 September 08 September 15 September 22 September 29
Total Interest Rate* 568,552,976 568,063,584 574,410,470 551,414,482 538,891,352
SDs and MSPs** 420,435,101 420,321,261 423,129,863 406,790,731 395,456,912
Other 148,117,875 147,742,322 151,280,607 144,623,751 143,434,440
Total Credit 8,162,669 8,177,221 8,461,542 9,335,830 9,076,227
SDs and MSPs 5,754,684 5,769,077 5,978,560 6,766,752 6,573,961
Other 2,407,985 2,408,144 2,482,982 2,569,079 2,502,266
Total FX 121,353,567 120,157,823 125,692,047 111,740,500 117,764,873
SDs and MSPs 91,926,961 91,429,100 95,273,118 85,869,672 89,406,055
Other 29,426,606 28,728,723 30,418,929 25,870,827 28,358,818
TOTAL 698,069,213 696,398,628 708,564,059 672,490,813 665,732,452
           
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].