Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Single-Count)

Gross Notional by Status

  February 21 February 28 March 06 March 13 March 20
Total Interest Rate* 277,007,088 289,172,225 307,823,366 298,752,703 282,088,054
Cleared** 228,016,186 239,936,428 257,913,360 249,316,012 234,449,758
Uncleared 48,990,902 49,235,798 49,910,006 49,436,691 47,638,295
Total Credit 4,050,565 4,610,548 4,888,649 5,178,391 5,608,965
Cleared 2,218,118 2,544,994 2,611,825 2,834,952 3,585,409
Uncleared 1,832,447 2,065,554 2,276,824 2,343,439 2,023,556
Total FX 50,362,914 53,258,117 54,457,717 56,982,993 51,823,446
Cleared 1,162,236 1,236,633 1,233,576 1,297,468 1,279,719
Uncleared 49,200,678 52,021,483 53,224,141 55,685,525 50,543,727
TOTAL 331,420,567 347,040,890 367,169,732 360,914,087 339,520,465
Weekly snapshot, gross notional amount outstanding by asset class and cleared status (millions of USD), all products, tenors, and participant types. 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.
* See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
** See Explanatory Notes for cleared and uncleared descriptions.
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