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

Gross Notional by Participant Type

  February 21 February 28 March 06 March 13 March 20
Total Interest Rate* 554,014,175 578,344,450 615,646,733 597,505,407 564,176,107
SDs and MSPs** 416,146,272 432,795,569 459,705,118 444,493,250 419,437,639
Other 137,867,903 145,548,881 155,941,614 153,012,156 144,738,468
Total Credit 8,101,130 9,221,096 9,777,297 10,356,782 11,217,931
SDs and MSPs 5,430,306 6,168,124 6,568,340 7,149,017 8,276,902
Other 2,670,824 3,052,971 3,208,957 3,207,766 2,941,029
Total FX 100,725,828 106,516,233 108,915,434 113,965,985 103,646,891
SDs and MSPs 74,157,330 77,922,235 79,830,713 82,899,946 75,913,337
Other 26,568,498 28,593,999 29,084,721 31,066,039 27,733,555
TOTAL 662,841,133 694,081,779 734,339,464 721,828,174 679,040,930
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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