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

Gross Notional by Participant Type

  August 30 September 06 September 13 September 20 September 27
Total Interest Rate* 568,765,542 591,009,111 591,369,768 568,124,834 561,075,932
SDs and MSPs** 430,328,834 445,468,126 446,212,963 431,140,625 424,910,190
Other 138,436,708 145,540,984 145,156,806 136,984,209 136,165,742
Total Credit 8,720,919 8,749,086 9,011,921 8,772,393 8,632,587
SDs and MSPs 5,774,360 5,885,930 6,052,207 6,126,253 6,024,636
Other 2,946,559 2,863,156 2,959,714 2,646,139 2,607,951
Total FX 113,762,880 113,131,213 116,507,577 105,892,997 109,192,884
SDs and MSPs 85,770,696 85,555,989 87,807,874 80,788,178 83,751,728
Other 27,992,184 27,575,224 28,699,703 25,104,818 25,441,156
TOTAL 691,249,341 712,889,410 716,889,266 682,790,223 678,901,403
Weekly snapshot, gross notional amount outstanding by asset class and participant type (millions of USD), all products, origins, currencies, tenors, and participant types, cleared and uncleared. For cleared swaps, the notional value for each of the two resulting swaps is attributed only to the counterparty facing the clearing organization (i.e., the clearing organization’s participation is not displayed). For uncleared swaps, the notional value of the swap is attributed to both swap counterparties. Because this table shows the aggregated notional values of swaps by participant, the totals on this table are twice those displayed on the "Gross Notional Outstanding by Cleared Status" table.
* See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
** See Explanatory Notes for participant type descriptions.
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