Gross Notional Outstanding - Interest Rate (Millions of USD) - 11/25/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 117,594,092 8,585,612 126,179,704
FRA 19,272,335 92,362 19,364,697
OIS 85,473,557 3,010,373 88,483,930
OTHER* 22,707,842 32,412,338 55,120,180
TOTAL 245,047,827 44,100,684 289,148,511
       
* 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 14,209,754 632,438 99,217 172,725 1,962,371 942,333 18,018,837
Fixed-Float 45,744,403 43,531,501 475,414 466,136 8,037,089 27,925,160 126,179,704
FRA 621,635 16,575,335 0 708 0 2,167,020 19,364,697
OIS 35,629,138 18,993,487 19,951,750 4,254,099 3,209,370 6,446,086 88,483,930
Swaption 9,530,278 5,079,537 971,823 635,065 119,252 110,031 16,445,987
OTHER* 10,638,898 5,789,441 2,867,499 69,244 46,185 1,244,090 20,655,356
TOTAL 116,374,106 90,601,738 24,365,702 5,597,977 13,374,268 38,834,721 289,148,511
               
* 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 3,860,667 584,778 2,269,760 2,054,610 4,218,187 5,030,835 18,018,837
Fixed-Float 21,873,646 3,171,093 11,509,654 13,215,627 31,207,996 45,201,689 126,179,704
FRA 17,068,735 2,275,913 16,784 1,495 1,281 489 19,364,697
OIS 31,610,991 3,056,344 10,171,919 9,973,766 15,604,683 18,066,226 88,483,930
Swaption 241,596 15,286 5,711,703 2,429,796 2,183,819 5,863,787 16,445,987
OTHER* 930,780 215,785 4,000,111 2,610,597 5,307,585 7,590,498 20,655,356
TOTAL 75,586,416 9,319,199 33,679,933 30,285,889 58,523,550 81,753,524 289,148,511
               
* 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 177,072,798 10,698,567 58,115,387 6,472,656
FRA 30,978,903 103,579 7,565,768 81,145
OIS 119,862,657 3,371,800 51,084,458 2,648,946
OTHER* 38,859,460 50,211,080 6,556,224 14,613,596
TOTAL 366,773,817 64,385,026 123,321,836 23,816,342
         
* 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.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected]