Gross Notional Outstanding - Interest Rate (Millions of USD) - 11/01/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 10,935,521 1,101,141 12,036,662
Fixed-Float 76,864,994 5,606,519 82,471,513
OIS 161,243,629 6,705,210 167,948,839
Swaption 0 23,526,195 23,526,195
OTHER* 24,409,726 2,971,791 27,381,517
TOTAL 273,453,870 39,910,856 313,364,726
       
* 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 7,550,328 1,100,960 62,060 147,961 3,004,837 170,514 12,036,662
Fixed-Float 2,304,656 46,940,991 81,181 1,569,559 9,360,871 22,214,255 82,471,513
OIS 80,744,937 27,400,324 24,601,545 10,107,244 5,125,882 19,968,906 167,948,839
Swaption 12,428,542 7,851,387 1,874,381 1,066,235 171,951 133,700 23,526,195
OTHER* 3,567,514 18,533,121 2,202,182 22,339 15,613 3,040,749 27,381,517
TOTAL 106,595,977 101,826,783 28,821,348 12,913,339 17,679,154 45,528,124 313,364,726
               
* 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 2,907,046 243,561 1,443,957 1,097,971 2,561,750 3,782,377 12,036,662
Fixed-Float 8,004,678 3,166,834 10,344,982 10,524,404 21,081,099 29,349,517 82,471,513
OIS 59,209,805 3,956,537 17,596,478 18,793,822 31,895,574 36,496,623 167,948,839
Swaption 2,314,687 1,881,842 5,070,856 4,439,345 4,959,317 4,860,148 23,526,195
OTHER* 18,462,406 107,393 843,648 822,531 2,449,993 4,695,546 27,381,517
TOTAL 90,898,622 9,356,167 35,299,921 35,678,072 62,947,733 79,184,211 313,364,726
               
* 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 17,775,352 1,616,138 4,095,691 586,144
Fixed-Float 100,861,721 7,102,734 52,868,267 4,110,305
OIS 226,736,074 7,384,691 95,751,184 6,025,728
Swaption 0 37,818,715 0 9,233,676
OTHER* 38,875,309 4,078,136 9,944,144 1,865,445
TOTAL 384,248,455 58,000,414 162,659,285 21,821,298
         
* 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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