Gross Notional Outstanding - Interest Rate (Millions of USD) - 09/04/2026

IRS by Product & Cleared Status

Product1	Cleared2	Uncleared	Total
Basis	13,018,742	988,469	14,007,211
Fixed-Float	106,904,129	5,232,498	112,136,628
OIS	224,870,678	6,265,600	231,136,277
Swaption	0	30,547,410	30,547,410
OTHER*	43,001,858	16,222,977	59,224,835
TOTAL	387,795,407	59,256,953	447,052,360

* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Major Currency

Product1	USD3	EUR	GBP	JPY	AUD	Other	Total
Basis	6,966,086	2,237,038	60,403	63,039	4,260,677	419,969	14,007,211
Fixed-Float	2,039,676	65,151,375	76,558	3,677,722	15,430,565	25,760,731	112,136,628
OIS	96,638,928	44,878,042	30,398,738	16,413,037	8,317,490	34,490,043	231,136,277
Swaption	16,235,023	9,450,347	2,626,304	1,536,605	326,600	372,531	30,547,410
OTHER*	11,710,199	39,374,287	3,523,619	104,847	42,751	4,469,132	59,224,835
TOTAL	133,589,912	161,091,089	36,685,621	21,795,250	28,378,082	65,512,405	447,052,360

* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Tenor

Product1	0-34	3-6	6-12	12-24	24-60	60+	Total
Basis	3,551,980	523,861	2,069,165	1,586,719	2,561,978	3,713,508	14,007,211
Fixed-Float	10,865,546	5,722,490	12,427,023	15,824,022	29,032,507	38,265,039	112,136,628
OIS	78,722,996	6,226,588	24,583,929	27,054,737	44,460,193	50,087,835	231,136,277
Swaption	2,775,455	2,946,411	7,815,936	6,163,069	5,531,511	5,315,027	30,547,410
OTHER*	35,407,856	686,069	6,224,135	3,714,558	6,039,859	7,152,358	59,224,835
TOTAL	131,323,833	16,105,419	53,120,189	54,343,105	87,626,047	104,533,767	447,052,360

* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product, Participant Type & Cleared Status

	Swap Dealers/MSPs5		Others
Product1	Cleared2	Uncleared	Cleared	Uncleared
Basis	19,396,241	1,529,315	6,641,244	447,623
Fixed-Float	137,394,181	6,515,430	76,414,078	3,949,567
OIS	308,344,528	7,039,877	141,396,827	5,491,323
Swaption	0	47,305,580	0	13,789,239
OTHER*	65,549,043	22,499,089	20,454,674	9,946,865
TOTAL	530,683,992	84,889,290	244,906,822	33,624,616

* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, 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.

The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected].