Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Double-Count) - 11/25/2022

Gross Notional by Participant Type

  October 28 November 04 November 11 November 18 November 25
Total Interest Rate* 595,518,364 584,689,807 599,661,859 582,868,958 578,297,022
SDs and MSPs** 439,809,388 433,473,081 444,211,942 433,626,736 431,158,844
Other 155,708,976 151,216,726 155,449,916 149,242,222 147,138,178
Total Credit 11,625,191 10,468,092 10,852,350 10,381,359 10,658,220
SDs and MSPs 8,179,519 7,309,042 7,606,732 7,320,057 7,549,680
Other 3,445,672 3,159,050 3,245,618 3,061,302 3,108,540
Total FX 113,082,687 111,005,423 111,145,952 116,060,375 115,069,513
SDs and MSPs 84,139,631 83,257,048 82,978,037 87,064,568 85,993,391
Other 28,943,057 27,748,375 28,167,915 28,995,807 29,076,122
TOTAL 720,226,242 706,163,322 721,660,161 709,310,692 704,024,754
           
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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