Gross Notional Outstanding - Interest Rate (Millions of USD) - 06/03/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 128,656,627 10,896,485 139,553,112
FRA 18,952,731 452,159 19,404,890
OIS 82,532,597 3,352,686 85,885,283
OTHER* 21,965,955 33,187,044 55,152,999
TOTAL 252,107,910 47,888,374 299,996,284
       
* 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 14,362,437 604,532 424,628 387,370 1,825,477 903,399 18,507,843
Fixed-Float 58,407,014 41,842,690 959,269 747,928 7,818,992 29,777,218 139,553,112
FRA 411,376 16,497,152 0 772 0 2,495,591 19,404,890
OIS 34,587,865 18,086,832 20,042,253 3,790,994 3,881,133 5,496,207 85,885,283
Swaption 9,800,192 4,721,726 1,233,527 593,784 149,829 123,509 16,622,567
OTHER* 10,253,781 5,500,627 2,490,511 76,939 49,502 1,651,228 20,022,589
TOTAL 127,822,663 87,253,560 25,150,188 5,597,786 13,724,934 40,447,152 299,996,284
               
* 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 3,206,978 804,827 2,303,484 2,364,346 4,610,942 5,217,265 18,507,843
Fixed-Float 26,758,825 3,336,770 12,280,331 14,848,233 34,331,027 47,997,926 139,553,112
FRA 13,805,884 5,558,886 36,682 857 2,029 552 19,404,890
OIS 35,238,698 2,785,761 8,423,503 9,174,803 13,796,925 16,465,593 85,885,283
Swaption 170,747 7,352 5,699,251 2,392,608 2,382,808 5,969,801 16,622,567
OTHER* 958,151 219,063 3,549,177 2,220,019 5,192,778 7,883,401 20,022,589
TOTAL 80,139,284 12,712,659 32,292,428 31,000,865 60,316,509 83,534,538 299,996,284
               
* 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 193,994,120 13,116,271 63,319,135 8,676,698
FRA 31,116,088 472,069 6,789,373 432,249
OIS 113,749,068 3,687,363 51,316,127 3,018,008
OTHER* 37,020,707 50,285,259 6,911,202 16,088,830
TOTAL 375,879,983 67,560,962 128,335,837 28,215,785
         
* 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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