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

Gross Notional by Participant Type

  June 07 June 14 June 21 June 28 July 05
Total Interest Rate* 602,606,909 608,607,550 601,843,467 591,717,947 586,455,317
SDs and MSPs** 459,030,820 464,789,655 458,136,695 449,655,560 445,242,234
Other 143,576,089 143,817,895 143,706,772 142,062,388 141,213,083
Total Credit 8,350,124 8,419,664 8,152,441 8,025,347 8,099,822
SDs and MSPs 5,724,058 5,732,007 5,602,356 5,512,812 5,553,552
Other 2,626,066 2,687,657 2,550,084 2,512,534 2,546,270
Total FX 108,469,174 112,544,999 102,310,074 105,894,738 102,510,166
SDs and MSPs 81,248,115 83,990,651 77,187,738 80,337,562 77,933,255
Other 27,221,058 28,554,348 25,122,337 25,557,177 24,576,911
TOTAL 719,426,207 729,572,213 712,305,982 705,638,032 697,065,305
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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