Gross Notional Outstanding - Interest Rate (Millions of USD)
-
Product Type and Cleared Status
Product
Cleared**
Uncleared
TOTAL
Swap*
Basis*
7,605,534
15,374,650
22,980,184
FRA
46,070,951
19,553,420
65,624,371
Exotic
3,723,446
3,723,446
Inflation
2,997,615
2,997,615
IRS- Plain Vanilla
119,487,758
102,984,156
222,471,915
OIS
27,812,575
23,539,679
51,352,254
VNS
10,542
10,542
Zero Coupon
257,814
257,814
With Optionality
Callable Swap
771,954
771,954
Cap/Floor
10,200,304
10,200,304
Debt Option
620,764
620,764
Exotic Option
1,418,988
1,418,988
Swaption
29,663,879
29,663,879
Cross-Currency
Exotic
88,078
88,078
Swap
16,443,415
16,443,415
TOTAL
201,245,175
227,380,348
428,625,522
Estimated gross notional amount outstanding, June 7 weekly snapshot, by product type and tenor (millions of USD), all participant types and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions and Explanatory Notes for data sources.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Cleared - Supermajor Currency
Product
EUR**
GBP
JPY
USD
TOTAL
Basis*
177,144
1,130,206
756,715
5,217,737
7,281,802
FRA
20,811,233
6,526,952
13,874
16,474,099
43,826,158
IRS- Plain Vanilla
52,768,903
8,603,766
12,836,819
35,492,932
109,702,420
OIS
17,942,983
4,916,678
4,588,710
27,448,371
VNS
5,201
<1,000
5,073
10,274
Zero Coupon
113,104
47,634
35,807
57,322
253,867
TOTAL
91,818,568
21,225,236
13,643,215
61,835,873
188,522,892
Estimated gross notional amount outstanding, June 7 weekly snapshot, by product type and supermajor currency (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Cleared - Major Currency
Product
AUD**
CAD
CHF
DKK
KRW
NOK
NZD
SEK
ZAR
TOTAL
Basis*
114,958
63,384
144,463
<1,000
<1,000
<1,000
322,805
FRA
404,220
141,416
364,131
944,196
1,853,963
IRS- Plain Vanilla
2,346,780
2,707,482
1,392,189
103,109
268,664
479,906
957,359
421,120
8,676,609
OIS
291,664
72,541
364,205
VNS
Zero Coupon
3,418
<1,000
<1,000
3,418
TOTAL
2,465,157
3,062,530
2,013,413
244,525
632,796
479,906
1,901,555
421,120
11,221,002
Estimated gross notional amount outstanding, June 7 weekly snapshot, by product type and supermajor currency (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Cleared - Tenor
Product
0-3**
3-6
6-12
12-24
24-60
60-120
120+
TOTAL
Basis*
1,025,940
930,794
862,310
2,287,152
1,555,848
665,774
277,716
7,605,534
FRA
19,706,698
12,168,103
7,155,950
6,763,213
276,988
46,070,952
IRS- Plain Vanilla
5,411,703
5,569,096
5,157,034
22,556,385
36,860,979
29,810,713
14,121,847
119,487,757
OIS
10,144,149
6,006,962
4,290,869
7,316,908
53,687
27,812,575
VNS
<100
<100
<100
461
3,061
1,421
5,579
10,522
Zero Coupon
19,373
41,437
24,546
76,758
37,895
11,911
45,893
257,813
TOTAL
36,307,864
24,716,391
17,490,710
39,000,878
38,788,457
30,489,819
14,451,036
201,245,155
Estimated gross notional amount outstanding, June 7 weekly snapshot, by product type and tenor (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for tenor bucket descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
