Gross Notional Outstanding - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 127,696,470 11,265,925 138,962,395
FRA 13,797,990 191,223 13,989,213
OIS 66,770,778 2,585,445 69,356,224
OTHER* 25,770,100 33,501,552 59,271,652
TOTAL 234,035,339 47,544,145 281,579,484
       
* 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 13,591,380 568,186 4,360,147 1,624,466 1,626,161 781,272 22,551,612
Fixed-Float 58,963,471 40,033,621 2,525,644 1,674,532 6,851,895 28,913,232 138,962,395
FRA 626,043 11,434,421 3,805 723 0 1,924,221 13,989,213
OIS 23,648,273 11,358,158 22,800,343 4,102,657 2,030,129 5,416,663 69,356,224
Swaption 9,017,089 4,228,271 2,305,413 582,097 170,366 130,520 16,433,756
OTHER* 10,265,090 5,532,992 2,418,134 92,200 46,396 1,931,471 20,286,284
TOTAL 116,111,348 73,155,649 34,413,487 8,076,674 10,724,948 39,097,379 281,579,484
               
* 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 2,640,592 1,308,531 2,840,946 3,347,709 6,419,560 5,994,276 22,551,612
Fixed-Float 21,172,219 3,292,502 12,450,675 15,626,108 36,229,402 50,191,489 138,962,395
FRA 9,813,618 4,152,618 19,086 324 2,981 586 13,989,213
OIS 27,729,283 2,417,968 6,848,121 6,716,241 11,131,388 14,513,223 69,356,224
Swaption 149,723 3,388 5,412,968 2,547,874 2,430,141 5,889,661 16,433,756
OTHER* 1,014,536 224,096 3,505,153 2,056,491 5,239,588 8,246,419 20,286,284
TOTAL 62,519,971 11,399,103 31,076,949 30,294,747 61,453,060 84,835,654 281,579,484
               
* 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 181,680,399 12,945,485 73,712,541 9,586,365
FRA 20,696,545 216,642 6,899,436 165,803
OIS 89,099,099 2,752,093 44,442,458 2,418,798
OTHER* 43,065,855 50,017,933 8,474,345 16,985,171
TOTAL 334,541,898 65,932,153 133,528,780 29,156,137
         
* 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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