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

Gross Notional by Participant Type

  May 29 June 05 June 12 June 19 June 26
Total Interest Rate* 593,466,058 564,121,894 559,753,045 541,811,548 530,919,540
SDs and MSPs** 438,294,819 423,267,196 421,040,031 409,079,215 398,754,504
Other 155,171,239 140,854,699 138,713,014 132,732,333 132,165,036
Total Credit 9,899,354 9,838,084 10,231,579 9,409,161 9,078,944
SDs and MSPs 7,111,166 6,973,176 7,250,184 6,551,339 6,303,392
Other 2,788,188 2,864,908 2,981,395 2,857,822 2,775,551
Total FX 100,035,676 101,530,539 106,895,651 96,928,965 97,719,074
SDs and MSPs 73,398,361 74,988,354 78,561,308 72,035,488 72,517,078
Other 26,637,315 26,542,186 28,334,343 24,893,478 25,201,996
TOTAL 703,401,088 675,490,518 676,880,275 648,149,675 637,717,558
           
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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