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

Gross Notional by Participant Type

  August 14 August 21 August 28 September 04 September 11
Total Interest Rate* 517,171,014 517,208,367 519,451,944 517,646,730 521,453,614
SDs and MSPs** 387,324,951 387,950,885 387,858,882 387,421,984 388,481,160
Other 129,846,063 129,257,483 131,593,062 130,224,746 132,972,454
Total Credit 8,263,665 8,069,709 8,035,296 8,158,611 8,496,727
SDs and MSPs 5,767,275 5,648,721 5,681,483 5,745,551 6,004,704
Other 2,496,390 2,420,989 2,353,814 2,413,060 2,492,023
Total FX 104,395,912 102,982,622 109,078,528 106,353,689 111,395,152
SDs and MSPs 77,748,655 76,660,953 80,854,422 79,102,331 82,418,505
Other 26,647,256 26,321,669 28,224,106 27,251,358 28,976,647
TOTAL 629,830,590 628,260,699 636,565,768 632,159,030 641,345,493
           
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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