Gross Notional Outstanding - Interest Rate (Millions of USD) - 11/29/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 11,181,538 1,015,421 12,196,958
Fixed-Float 76,078,399 5,147,040 81,225,439
OIS 159,554,045 5,841,758 165,395,804
Swaption 0 23,042,267 23,042,267
OTHER* 24,805,472 2,977,149 27,782,621
TOTAL 271,619,453 38,023,635 309,643,088
       
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 7,506,089 1,159,558 60,751 183,658 3,108,702 178,201 12,196,958
Fixed-Float 1,940,486 46,505,461 79,474 1,609,262 9,395,675 21,695,080 81,225,439
OIS 76,110,893 30,713,792 21,598,761 11,214,034 4,131,270 21,627,054 165,395,804
Swaption 12,315,547 7,607,263 1,769,498 1,037,327 176,810 135,822 23,042,267
OTHER* 3,440,415 19,107,822 2,241,199 22,425 16,233 2,954,526 27,782,621
TOTAL 101,313,430 105,093,896 25,749,684 14,066,706 16,828,690 46,590,682 309,643,088
               
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60+ Total
Basis 3,048,778 252,465 1,476,122 1,112,456 2,574,796 3,732,341 12,196,958
Fixed-Float 7,973,586 3,104,581 10,154,541 10,963,261 20,339,475 28,689,995 81,225,439
OIS 54,705,695 4,194,216 17,762,871 19,349,854 32,389,918 36,993,250 165,395,804
Swaption 2,059,192 1,957,825 4,885,745 4,400,402 4,949,919 4,789,185 23,042,267
OTHER* 18,953,470 104,889 869,147 799,133 2,401,358 4,654,624 27,782,621
TOTAL 86,740,721 9,613,975 35,148,426 36,625,105 62,655,465 78,859,395 309,643,088
               
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Basis 17,986,716 1,509,013 4,376,359 521,829
Fixed-Float 99,571,378 6,605,186 52,585,420 3,688,894
OIS 223,547,132 6,494,581 95,560,959 5,188,935
Swaption 0 36,826,358 0 9,258,176
OTHER* 39,380,261 4,069,943 10,230,682 1,884,355
TOTAL 380,485,487 55,505,081 162,753,420 20,542,190
         
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

Notes

Gross notional amount outstanding, current weekly snapshot, by product type and cleared status (millions of USD), all participant types, tenors and currencies. For cleared swaps, this table reflects only one of the two swaps that results from the clearing process; therefore, the numbers on this table are analogous to the notional value of futures open interest.
1 See Data Dictionary for product descriptions and Explanatory Notes for data sources.
2 See Explanatory Notes for cleared and uncleared descriptions.
3 See Explanatory Notes for currency descriptions.
4 See Explanatory Notes for tenor bucket descriptions.
5 See Explanatory Notes for participant type descriptions.
6 See Data Dictionary for grade descriptions.
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