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

Gross Notional by Participant Type

  September 11 September 18 September 25 October 02 October 09
Total Interest Rate* 521,453,614 506,937,966 499,168,144 504,008,073 505,702,207
SDs and MSPs** 388,481,160 376,868,928 371,792,846 374,971,541 377,186,162
Other 132,972,454 130,069,038 127,375,298 129,036,533 128,516,046
Total Credit 8,496,727 8,178,188 8,866,619 9,413,165 8,767,947
SDs and MSPs 6,004,704 5,786,344 6,385,764 7,026,165 6,317,674
Other 2,492,023 2,391,845 2,480,856 2,387,000 2,450,273
Total FX 111,395,152 100,590,579 102,394,190 104,349,818 101,941,854
SDs and MSPs 82,418,505 75,053,404 76,008,909 77,300,645 75,574,191
Other 28,976,647 25,537,175 26,385,281 27,049,173 26,367,664
TOTAL 641,345,493 615,706,734 610,428,953 617,771,057 616,412,008
           
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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