Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Double-Count) - 06/03/2022

Gross Notional by Participant Type

  May 06 May 13 May 20 May 27 June 03
Total Interest Rate* 585,283,079 583,815,077 586,151,769 596,895,761 599,992,567
SDs and MSPs** 432,599,705 430,571,774 433,354,244 440,528,924 443,440,945
Other 152,683,373 153,243,302 152,797,525 156,366,837 156,551,622
Total Credit 10,425,171 10,817,197 10,299,512 10,562,147 10,982,997
SDs and MSPs 7,071,009 7,430,554 7,037,174 7,165,414 7,567,622
Other 3,354,162 3,386,643 3,262,338 3,396,733 3,415,375
Total FX 108,702,228 108,266,612 110,555,287 112,826,597 112,014,491
SDs and MSPs 80,316,466 79,783,101 82,116,279 83,563,504 83,034,430
Other 28,385,762 28,483,512 28,439,008 29,263,092 28,980,061
TOTAL 704,410,478 702,898,886 707,006,568 720,284,505 722,990,056
           
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]