Gross Notional Outstanding by Cleared Status (Millions of USD) - Open Interest Equivalent (Double-Count) - 10/11/2024

Gross Notional by Participant Type

  September 13 September 20 September 27 October 04 October 11
Total Interest Rate* 664,476,655 648,769,678 637,305,224 637,851,045 644,828,913
SDs and MSPs** 475,063,505 463,767,359 452,457,061 452,993,959 456,872,981
Other 189,413,150 185,002,320 184,848,163 184,857,086 187,955,932
Total Credit 10,596,243 11,658,469 11,333,107 10,845,236 10,946,372
SDs and MSPs 7,040,854 7,930,152 7,818,779 7,325,413 7,349,099
Other 3,555,388 3,728,317 3,514,328 3,519,823 3,597,273
Total FX 149,764,695 131,393,575 132,679,328 99,385,345 139,481,197
SDs and MSPs 113,162,720 99,929,098 101,145,386 73,269,789 108,184,926
Other 36,601,975 31,464,477 31,533,942 26,115,557 31,296,271
TOTAL 824,837,592 791,821,722 781,317,659 748,081,626 795,256,481
           
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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