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

Gross Notional by Participant Type

  December 10 December 17 December 24 December 31 January 07
Total Interest Rate* 570,962,879 550,960,192 553,618,786 549,456,173 563,158,967
SDs and MSPs** 404,237,190 390,333,534 392,174,032 389,503,455 400,474,050
Other 166,725,689 160,626,658 161,444,754 159,952,719 162,684,917
Total Credit 9,389,172 8,948,348 8,678,529 8,811,801 9,178,788
SDs and MSPs 6,280,035 5,939,608 5,706,402 5,850,232 6,055,732
Other 3,109,136 3,008,740 2,972,127 2,961,569 3,123,057
Total FX 119,818,105 106,974,310 102,986,014 104,512,543 104,796,269
SDs and MSPs 86,258,957 78,148,673 75,381,304 75,858,070 75,940,052
Other 33,559,148 28,825,637 27,604,710 28,654,473 28,856,217
TOTAL 700,170,156 666,882,850 665,283,329 662,780,517 677,134,024
           
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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