Gross Notional Outstanding - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 114,986,273 10,719,376 125,705,649
FRA 41,420,505 229,572 41,650,078
OIS 33,011,376 971,523 33,982,898
OTHER* 23,744,155 33,598,126 57,342,281
TOTAL 213,162,309 45,518,597 258,680,906
       
* 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 12,112,619 682,483 4,655,837 1,635,072 1,748,813 840,347 21,675,170
Fixed-Float 40,663,469 34,990,467 8,816,461 7,900,674 6,746,841 26,587,737 125,705,649
FRA 19,084,752 15,666,232 4,508,221 3,288 0 2,387,584 41,650,078
OIS 9,946,343 9,579,491 7,160,098 454,852 4,084,420 2,757,695 33,982,898
Swaption 9,149,020 4,303,869 1,361,674 806,483 121,453 134,605 15,877,104
OTHER* 10,992,048 5,914,808 2,149,031 126,335 50,108 557,677 19,790,007
TOTAL 101,948,252 71,137,350 28,651,321 10,926,703 12,751,635 33,265,645 258,680,906
               
* 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 1,392,800 1,072,248 3,333,409 2,514,838 6,076,170 7,285,704 21,675,170
Fixed-Float 8,106,570 4,003,537 13,699,331 16,179,016 34,400,471 49,316,724 125,705,649
FRA 34,047,873 7,583,377 18,500 112 215 0 41,650,078
OIS 20,304,076 1,464,853 3,213,641 2,791,570 3,119,593 3,089,165 33,982,898
Swaption 155,637 1,225 4,725,687 2,536,481 2,689,541 5,768,533 15,877,104
OTHER* 998,881 422,507 4,538,029 2,305,897 5,293,836 6,230,858 19,790,007
TOTAL 65,005,838 14,547,748 29,528,597 26,327,913 51,579,826 71,690,984 258,680,906
               
* 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 166,673,329 13,253,513 63,299,218 8,185,239
FRA 72,850,249 280,156 9,990,761 178,989
OIS 42,484,541 1,255,365 23,538,211 687,680
OTHER* 39,893,104 51,405,362 7,595,206 15,790,891
TOTAL 321,901,222 66,194,396 104,423,395 24,842,799
         
* 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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