Gross Notional Outstanding - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 112,856,992 10,643,481 123,500,473
FRA 37,451,586 164,949 37,616,536
OIS 33,389,951 981,843 34,371,794
OTHER* 22,960,095 34,402,205 57,362,301
TOTAL 206,658,624 46,192,480 252,851,104
       
* 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 11,581,292 649,928 4,282,169 1,573,094 1,746,702 839,968 20,673,154
Fixed-Float 39,664,345 35,446,218 8,480,471 7,187,971 6,696,116 26,025,353 123,500,473
FRA 16,417,582 15,064,611 4,139,482 6,883 0 1,987,977 37,616,536
OIS 8,365,075 9,104,500 10,140,182 411,637 3,299,645 3,050,755 34,371,794
Swaption 8,311,561 4,280,635 1,828,740 767,850 152,410 133,623 15,474,820
OTHER* 11,099,218 6,204,947 3,115,465 127,423 194,327 472,945 21,214,327
TOTAL 95,439,073 70,750,840 31,986,510 10,074,860 12,089,201 32,510,620 252,851,104
               
* 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 1,102,226 1,028,499 3,012,373 2,440,084 5,920,718 7,169,254 20,673,154
Fixed-Float 7,287,120 3,514,487 12,943,720 15,705,234 34,110,675 49,939,237 123,500,473
FRA 30,689,700 6,914,753 11,760 108 215 0 37,616,536
OIS 20,287,983 1,266,191 3,303,031 2,920,587 3,226,151 3,367,851 34,371,794
Swaption 141,732 1,256 4,644,169 2,392,081 2,556,859 5,738,724 15,474,820
OTHER* 2,214,755 388,288 4,539,097 2,250,377 5,269,500 6,552,310 21,214,327
TOTAL 61,723,515 13,113,475 28,454,150 25,708,470 51,084,118 72,767,376 252,851,104
               
* 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 164,020,241 13,382,333 61,693,742 7,904,629
FRA 65,315,050 207,512 9,588,122 122,387
OIS 43,144,262 1,243,242 23,635,639 720,445
OTHER* 38,628,478 51,245,043 7,291,713 17,559,368
TOTAL 311,108,031 66,078,131 102,209,217 26,306,828
         
* 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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