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

Gross Notional by Participant Type

  January 10 January 17 January 24 January 31 February 07
Total Interest Rate* 529,881,511 539,348,051 544,242,901 549,468,534 551,899,615
SDs and MSPs** 400,354,678 408,870,366 412,284,140 415,458,871 416,544,100
Other 129,526,833 130,477,685 131,958,761 134,009,664 135,355,515
Total Credit 7,853,809 7,516,597 7,705,286 7,971,546 8,119,017
SDs and MSPs 5,309,438 5,095,691 5,226,724 5,399,988 5,472,714
Other 2,544,371 2,420,906 2,478,561 2,571,558 2,646,303
Total FX 100,297,589 97,074,466 95,979,463 100,664,237 98,512,504
SDs and MSPs 74,456,537 72,146,814 71,449,757 74,020,925 72,697,637
Other 25,841,052 24,927,652 24,529,706 26,643,312 25,814,867
TOTAL 638,032,909 643,939,114 647,927,650 658,104,318 658,531,137
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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