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

Gross Notional by Status

  May 29 June 05 June 12 June 19 June 26
Total Interest Rate* 296,733,029 282,060,947 279,876,522 270,905,774 265,459,770
Cleared** 249,140,147 233,979,132 232,175,535 224,038,787 218,875,426
Uncleared 47,592,882 48,081,815 47,700,987 46,866,987 46,584,344
Total Credit 4,949,677 4,919,042 5,115,789 4,704,581 4,539,472
Cleared 2,753,125 2,681,235 2,797,814 2,639,504 2,503,470
Uncleared 2,196,552 2,237,807 2,317,975 2,065,076 2,036,002
Total FX 50,017,838 50,765,270 53,447,826 48,464,483 48,859,537
Cleared 1,158,173 1,133,339 1,201,668 1,133,123 1,121,237
Uncleared 48,859,664 49,631,931 52,246,158 47,331,360 47,738,300
TOTAL 351,700,544 337,745,259 338,440,137 324,074,837 318,858,779
           
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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