Gross Notional Outstanding - Interest Rate (Millions of USD) - 09/16/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 124,721,459 9,711,684 134,433,143
FRA 18,335,966 408,345 18,744,311
OIS 89,431,519 3,020,593 92,452,112
OTHER* 21,681,332 31,896,482 53,577,814
TOTAL 254,170,275 45,037,105 299,207,380
       
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, and Swaption.

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 14,282,871 595,812 97,500 167,880 1,844,951 915,685 17,904,698
Fixed-Float 53,328,761 43,734,687 675,481 519,537 7,890,767 28,283,910 134,433,143
FRA 368,092 16,010,850 0 689 0 2,364,679 18,744,311
OIS 41,428,527 19,043,382 18,718,140 4,082,790 3,161,385 6,017,887 92,452,112
Swaption 9,651,224 4,808,029 940,129 595,300 129,371 112,852 16,236,905
OTHER* 10,280,505 5,313,429 2,522,762 67,905 43,783 1,207,827 19,436,211
TOTAL 129,339,979 89,506,189 22,954,012 5,434,102 13,070,258 38,902,840 299,207,380
               
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, and Inflation.

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60+ Total
Basis 3,406,669 686,502 2,247,868 2,160,236 4,321,479 5,081,945 17,904,698
Fixed-Float 24,395,066 3,399,129 12,016,154 14,350,431 33,154,899 47,117,465 134,433,143
FRA 13,319,407 5,348,631 72,839 1,672 1,270 491 18,744,311
OIS 34,808,785 3,117,125 10,467,946 10,370,184 15,768,686 17,919,386 92,452,112
Swaption 284,915 19,999 5,639,446 2,348,255 2,165,045 5,779,246 16,236,905
OTHER* 827,852 198,122 3,737,221 2,302,265 5,109,248 7,261,503 19,436,211
TOTAL 77,042,695 12,769,508 34,181,473 31,533,043 60,520,626 83,160,035 299,207,380
               
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, and Inflation.

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 186,245,849 11,843,060 63,197,070 7,580,308
FRA 30,237,208 425,028 6,434,723 391,663
OIS 123,328,950 3,388,339 55,534,087 2,652,848
OTHER* 37,034,652 49,114,075 6,328,011 14,678,890
TOTAL 376,846,659 64,770,501 131,493,891 25,303,709
         
* Includes the following products: Basis, Swaption, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, and Inflation.

Notes

Gross notional amount outstanding, current weekly snapshot, by product type and cleared status (millions of USD), all participant types, tenors and currencies. For cleared swaps, this table reflects only one of the two swaps that results from the clearing process; therefore, the numbers on this table are analogous to the notional value of futures open interest.
1 See Data Dictionary for product descriptions and Explanatory Notes for data sources.
2 See Explanatory Notes for cleared and uncleared descriptions.
3 See Explanatory Notes for currency descriptions.
4 See Explanatory Notes for tenor bucket descriptions.
5 See Explanatory Notes for participant type descriptions.
6 See Data Dictionary for grade descriptions.
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