Visualization

Fund Derivative Investments

These data come from SEC monthly support tables and are grouped by this section topic.

Aggregate Notional of Fund Investments in Derivatives, by Fund Type and Derivative Type

Relies on Form N-PORT, Item C.4 and Item C.11.

$5.2T
latest value in September 2025
8.2%
year-over-year change (September 2024 to September 2025)
Zoom
Start Date End Date
View source table (Tab.7.1)
Fund Type Derivative Type 2019-03 2019-04 2019-05 2019-06 2019-07 2019-08 2019-09 2019-10 2019-11 2019-12 2020-01 2020-02 2020-03 2020-04 2020-05 2020-06 2020-07 2020-08 2020-09 2020-10 2020-11 2020-12 2021-01 2021-02 2021-03 2021-04 2021-05 2021-06 2021-07 2021-08 2021-09 2021-10 2021-11 2021-12 2022-01 2022-02 2022-03 2022-04 2022-05 2022-06 2022-07 2022-08 2022-09 2022-10 2022-11 2022-12 2023-01 2023-02 2023-03 2023-04 2023-05 2023-06 2023-07 2023-08 2023-09 2023-10 2023-11 2023-12 2024-01 2024-02 2024-03 2024-04 2024-05 2024-06 2024-07 2024-08 2024-09 2024-10 2024-11 2024-12 2025-01 2025-02 2025-03 2025-04 2025-05 2025-06 2025-07 2025-08 2025-09
Mutual Fund Interest Rate Future 1,142.3 1,148.2 1,156.8 1,145.5 1,039.1 968.9 987.6 982.1 970.2 956.2 982.8 987.9 857.6 805.5 823.4 855.9 858.7 797 796.6 806.2 771.5 782.8 866.2 880.3 998.8 1,042.1 997.9 995.9 953.1 1,026.3 973.2 1,132.9 1,012.8 979.1 1,065 1,067.5 1,077.2 1,067.6 947.8 950 973.6 1,004.5 994.7 995.6 971.3 910 942.6 1,031.6 1,002 1,084.5 1,128.1 1,119.7 1,094.3 1,098.6 1,164.6 1,200.4 1,161.5 1,099.4 1,113.2 1,053.3 952.8 1,021.2 1,021.2 1,073.4 1,034.8 1,156.7 1,208.1 1,109.8 1,052.4 1,019.5 1,029.4 959.8 1,075.8 1,148.7 1,131.2 1,200.1 1,230.2 1,245.9 1,180
Mutual Fund Foreign Exchange Forward 803.3 770.5 845.3 823.2 782.8 859.3 836.8 850.9 885.8 824.8 831.2 888.6 961.7 714.1 736.8 668.6 737 813.8 738.9 738.3 788.7 749.6 791.9 879.2 781.9 801.5 809.4 805.7 761.8 774.1 779.8 792.3 807.9 777.7 831.2 840.1 838.4 771.9 821.9 778.4 737.2 781.8 728.9 750.7 808.1 698.1 731.1 755.6 767.2 753.2 799.3 747.3 786.1 797 758 748.7 805.8 730.9 790.9 857.8 828 848.8 936.7 892 920.3 992.9 951.7 948.8 955 805.6 931.4 1,053.8 1,058.5 1,044.9 1,030.1 945.4 933.7 985.1 973.1
Mutual Fund Interest Rate Swap 1,079 1,075.3 1,211.5 1,223.2 952.5 785.2 746.7 890.5 1,077.8 1,121.5 944 1,128.1 892.4 687.6 616.6 600.1 539.1 531.7 533.1 556 551.7 545.9 616 637.4 649.4 674.9 676.1 660.9 699.8 711.3 697.5 714.1 739 736.8 676.8 819.2 842.7 802.7 876.8 800.9 707.2 704.2 645.8 653.3 664.6 664.5 645.4 712.9 779.3 847.9 975.4 983.6 995.3 961.4 867.4 894.5 880.6 891 902.4 929.3 927 927.6 920.9 951.7 940.6 986.8 989.6 988.3 975.2 962.3 860.3 866.9 879.6 872.8 886.4 919.7 932.3 931.2 845.1
Mutual Fund Equity Option 138.3 132.9 134.9 142.9 144.7 139.7 172.4 167.7 165.9 158.3 157.1 165.8 142.6 154.2 146.2 150 162.2 167.7 164.7 175.8 174 173.7 181.3 183.2 177.7 194.6 185.9 215.8 217.5 223.5 219.3 223.5 231.2 208.9 325.4 201.4 215 204.4 196.7 203.2 207.4 220.9 217.2 178.7 168.4 166.9 190.2 184.9 181.1 182 186.3 192.1 197.3 202.4 193.5 189.7 189.4 195.2 187.8 205.8 196.7 194.1 200.3 194 204.4 215.3 215.5 231.5 215.7 223.1 225.5 228.9 216.5 211.4 225.3 220.5 239 231.7 241.6
Mutual Fund Credit Swap 172.8 166.2 163.9 168.3 168.5 172 163.6 171.5 173.4 175.5 178.7 191 187 175.5 165.7 152.5 157.9 157.9 156.5 160.7 161.3 162.5 168.3 174.7 167.7 164.4 173.2 179.8 181.6 180 187.9 189.5 186.1 197.9 196.1 219.3 205.9 202.6 215.9 207.8 221.6 212 207.8 188.8 184.4 180.7 180.1 175.9 183.5 190.5 195.2 185.1 177.4 168.6 160.9 159.7 166.6 159.1 160.4 169.7 164.1 159.7 159 154.4 153.6 159.3 159.2 159 167.6 160.8 161.1 169 182.9 179.3 175.7 182.5 186.1 179.8 189.4
Mutual Fund Other 186.5 178.2 206.2 222.5 229.2 199 200 195.5 182 190.7 196.9 190.2 281.5 246.5 221.4 230.8 233.7 211.1 227.5 219.7 201.9 197.4 204.7 208.5 196 211.9 231.8 230 216.7 210.6 217.7 239.3 244.1 249.8 270.4 273.8 299 248.5 265.5 259.2 154.8 162.4 140.5 137 234.9 221.7 231.6 341 307.9 278.2 168.4 106.5 110.2 108.6 106.3 96.8 84 140.3 140.8 208.5 234.5 254.6 322.6 167.2 160.4 150.4 130 140.7 128.5 106.8 119.3 129.9 144 137.9 131.3 134.7 155.4 162.7 177.1
Mutual Fund Equity Future 149.6 149.7 149.2 154 156.4 149.8 152.5 152.3 156 163.3 172.3 164.9 172.3 150.5 143.9 164.1 150 155.3 169 152 160.3 161.7 167 168.9 175.2 175.3 176.6 192.2 192.2 190.8 182.4 184.1 182 177.3 168.1 168.5 159.9 164 171.7 161.9 158.5 158.3 163.1 161.4 154.9 150.6 142.8 144.5 137.3 142.5 142.7 152.1 153.5 145.2 144.2 139.5 146.9 156.2 154.1 154.8 162.7 157.6 160.5 163.7 162.8 152.7 157.1 153.2 165.2 168.8 165.3 170 159.9 157.7 154.2 159.5 160.7 165.2 173.5
Mutual Fund Interest Rate Swaption 156.3 149 170.3 176.5 149.4 159.8 157.7 171.9 159.5 174.3 175.2 178.5 154 127 117.8 110.2 112.1 97.3 93.2 102.4 93 98.3 105.7 116 131.3 124.4 123.4 126.7 122.2 131.5 127.1 128 122.1 127 124.4 148.6 135.2 135.1 125.5 126.9 179.4 203.8 204.9 168.1 156.8 184.5 186.7 159.9 118.4 103.2 94.7 88.4 125.1 133.5 146.3 130.5 120.3 89.7 105.5 103.8 90.5 111.3 98.9 109.4 87.8 82.2 86.9 86.1 108.4 118.3 116.7 153.1 148.5 155.1 164 176.6 194 168.4 135.7
Mutual Fund Foreign Exchange Option 160 164.4 203.1 227.5 201.3 186.9 207 212.4 203.3 120.8 124.7 124.6 118 115.8 109.8 110.9 131.6 129.1 116.1 119.5 115.4 106.6 109.8 101.4 109.8 106.9 105.1 96.9 96.4 99.4 109.2 101.3 119.2 84.3 92 80.9 64.6 63.2 70.1 78.8 51.9 56.5 46.8 43.4 31.7 44 50.8 52.7 42.3 40.5 44.5 32.7 35.3 49 52.8 69.3 49.3 59.5 60.2 60.2 43.5 46 37.3 41.1 34.5 37.7 32.1 71.9 45.6 47.8 59.3 55.7 76.7 77.7 83.3 47.5 80.2 75.3 79.4
Mutual Fund Equity Swap 81.9 165.8 171.6 195.2 95.7 94.1 95.1 96.6 95.4 94.5 96.9 93.3 81.5 76.2 78.2 77.4 77.5 84.8 82.7 80.2 79.6 82.3 72.2 75.8 80 82.1 84.1 84.1 89.5 86.5 86 85.7 87.5 87.6 85.3 82 78.9 78.2 75.6 74.2 74.4 74.8 70.1 68.2 67.7 65.2 66.3 65.1 65.8 64.6 64.5 65.2 66.8 64.9 65.2 63.5 63.4 66.8 66.6 66.3 67.8 62.4 59.2 60.8 60.9 61.7 62.7 58.3 63.2 65.6 64.5 63.8 62.4 62.7 66.4 68.4 70.5 71.8 74.7
Mutual Fund Commodity Future 25.2 26.8 25.3 21.2 22.2 22.2 20 21.1 21.7 22.6 22.4 21.3 19 13.2 17.5 17.7 18.4 20.1 19.7 20.7 17.4 16.4 21.4 25.5 22.6 25.3 26.4 23 23.3 24.8 23.7 24.4 23.4 22.6 25 29.7 30.2 34.1 38.1 35.7 36.5 37.7 35.9 36 37.1 33.8 35.2 34.9 33.3 34.2 35.6 31.4 35 38.4 39.7 36.3 35 31.8 35.4 38.7 39.1 42 40.8 39.5 39.7 43.9 39.2 41.3 41.9 43.9 46.8 47.3 49.2 47.2 46.4 44.7 47.6 47.8 44.8
Mutual Fund Subtotal 4,095 4,127.1 4,438.1 4,500.2 3,942 3,737 3,739.4 3,912.4 4,090.9 4,002.5 3,882.4 4,134.3 3,867.6 3,266.2 3,177.5 3,138.2 3,178.2 3,165.7 3,098.2 3,131.6 3,114.7 3,077.1 3,304.7 3,451 3,490.3 3,603.5 3,589.9 3,611.2 3,554.1 3,658.9 3,603.8 3,815.2 3,755.3 3,649.1 3,859.7 3,931 3,946.8 3,772.2 3,805.6 3,677 3,502.6 3,616.7 3,455.8 3,381.1 3,479.9 3,320 3,402.8 3,659 3,618.1 3,721.3 3,834.7 3,704 3,776.3 3,767.7 3,698.9 3,728.9 3,702.8 3,619.9 3,717.3 3,848.3 3,706.8 3,825.2 3,957.5 3,847 3,799.7 4,039.7 4,032.1 3,989 3,918.7 3,722.5 3,779.5 3,898.3 4,054 4,095.4 4,094.3 4,099.5 4,229.9 4,264.8 4,114.5
ETF Equity Option 0.9 0.9 0.7 23.4 25.3 27 27.8 28.7 29.8 31.3 33 33 33.5 31.3 31.5 31.3 31.3 31.5 32.9 33.1 32.7 34.1 36.5 37.2 42.3 43.4 46.5 46.4 50.7 55.9 54.2 60.8 63.1 71.4 68.1 73.7 73.3 77.5 78.7 87.6 93.1 100.7 109.2 111.1 115.6 118.6 126.6 133.3 140.2 154.1 153.6 150.9 148.9 159.5 179.2 185.6 193.7 200.9 220.1 237.2 242.2 252.7 250 278.7 270.5 295.7 298.3 322.8 322.1 345.7
ETF Equity Swap 66.6 67.2 62.5 68.8 67.4 65.8 66 36.6 37.5 37.8 40.4 47.4 49.8 51.4 53.2 58.6 55.8 53.6 93 97.8 98 104.9 111.6 119.9 124.1 128.7 130.5 128.5 123.9 136 145.6 153.1 137.3 134.9 144.3 122.8 128.6 115.3 136.3 134.4 122.1 127 135.4 126 140.6 138.6 146.4 146.6 154.9 169.7 178.1 173.3 152.9 139.5 171 189.5 180.4 195 202.7 184.7 196.2 214.1 213.4 217 232.4 223.1 243.1 232.5 238.3 212 194 203.1 235.3 259.4 265.1 261.5 287.7
ETF Foreign Exchange Forward 52.2 54.3 62.2 56.6 55.2 63.3 59.1 62.1 69.1 85.3 65 74.4 99.1 67.3 69.9 66.1 78.1 89.6 80.6 81.9 79.1 81.4 86.6 111.3 87.6 97 92.4 115.6 100.5 107 104 104 104.8 103.7 133.1 114.3 99.7 98.9 116.7 106.3 107.2 113.9 101 106.8 113.2 120.1 104.2 103.9 99.7 105.6 109.7 108.2 112.4 117.6 120.5 113.5 126 132.2 126.2 133.2 132 128.5 141.2 133.4 138.1 158.3 149.7 141 162.9 155.1 155.3 172.4 165.1 166.5 172.6 167 165.2 181.9 177.3
ETF Interest Rate Future 4.6 5.6 5.1 4.5 3.8 3.7 3.8 3.7 4.1 3.6 4.6 4.7 5.8 4.7 5.6 5.4 5.8 5.9 6.1 6.2 6.2 7 7.7 7.2 8.2 9.2 8.9 6.9 8.5 8.6 8.6 9.2 10.5 11.8 14.3 12.3 12.4 13.5 14.1 11.4 12.8 12.3 13.7 14.8 15.6 14.9 14.6 14.7 19.1 18.4 17.3 18.1 20.4 20.5 21.4 23.2 26.6 25.1 24.8 24.8 30.1 32.4 35.9 36.5 36.8 38.8 43.7 40.4 39.6 39.9 46.1 46.3 52.7 57.5 51 56.2 59.6 65.5 67.3
ETF Equity Future 10.6 10.6 11.9 10.5 10.4 11.3 10 9.4 10.5 10.5 11.5 12.1 12.1 11.3 11.3 11.4 11.7 13.3 11.8 10.3 13.5 11.3 10.8 12.5 14.3 14.6 15.6 13.8 15 17 15.5 17.3 19.7 15 17 17.9 19.3 18.2 21.5 15.9 17.3 17.7 18.2 17.2 19.1 16.8 17.3 19.1 19.8 20.2 19.4 18.5 18.5 19.3 18 17.2 19.5 17.6 17 17.9 19 19.6 21.9 20.3 18.8 20.1 21.3 23.4 27 19.9 24.5 25 25.1 25.9 25.7 26 22 26.4 28.1
ETF Other 1.6 1.6 1.6 1.7 1.4 1.3 1.2 1.4 33.1 36.1 35.5 31.2 26.9 32.8 35.5 38.4 39.3 40.9 36.4 34.3 2.5 2.4 2.8 3.4 3.4 3.9 4.7 5.2 5.3 15.5 15.9 18.9 5.2 5.1 5.5 7 8.8 9.1 9.6 8.3 9.6 9 8.4 8.2 8.2 6.6 6.7 7 6.8 6.6 6.1 6.2 6.4 6.6 6.8 6.8 7.2 7.4 6.9 8.1 12.1 11.8 12.6 12.1 12.8 12.2 10 11.7 15.3 16.6 17.2 14.8 12.9 12.8 14.8 17.5 22 24.1 24.7
ETF Commodity Future 1.5 1.6 1.3 1.3 1.2 1.2 1.3 1.5 1.5 1.5 1.1 1.3 1.7 1.4 1.4 2.2 3 4.4 6.6 8.1 8.1 11.5 11.6 11.9 13.4 16.4 15.2 15 13.9 14.7 13.1 14 13.8 11.3 11.4 11.1 10.5 10.8 10.1 10 10 10.7 10.5 11.6 11.6 10.3 10.3 11.8 12.2 12.8 13.1 13.1 12.7 12.1 12 13.1 14.7 13.8 14.6 15 14.6 14.9 15 15.7 17.2 17.2 18.3
ETF Interest Rate Swap 1.6 1.5 1.5 1.4 1.3 0.9 3.6 4.4 5.1 6 5 5.2 4.5 4 3.3 3.4 3.3 3.1 3.2 3.4 3.5 3.9 4.5 4.6 4.8 5.1 5 5.6 6.3 6.6 6.4 9.4 10.8 10.9 11.2 11.8 12 13.4 14.5 15.3 15.1 16.2 16.8 17.7 17.7
ETF Credit Swap 0.4 0.4 0.5 0.5 0.5 0.8 0.8 0.8 1 0.9 0.9 0.8 1 0.9 0.9 1.2 1.2 1.2 1.2 1.1 1.1 1.1 1.2 1 1 0.9 0.8 1.4 1.3 0.9 0.9 0.9 0.9 0.9 1 0.9 1.3 1.4 1.4 1.6 1.6 1.8 2.2 2.1 2.2 2.6 3.2 3.6 3.5 3.8 3.9 4.4 5.3 5.7
ETF Interest Rate Swaption 2.7 2.7
ETF Foreign Exchange Option 0 0 0 0 0 0 0 0 0
ETF Subtotal 140.4 143.9 147.7 146.3 142 148.8 143.5 147.6 157.1 176.2 158.6 165 210.5 192 201.7 203.2 220.1 242.2 226 224.1 232.4 239.2 243.2 277.2 264 284.4 288.4 315.7 306 322.5 315.9 338.9 340.1 347.1 368.8 352.4 351.2 337.5 370.9 335.7 365.8 373.5 356.9 365.4 387.7 377.9 380.3 381.3 396.2 407.8 424.9 446.1 463.7 470.4 455.1 445 502.5 528.7 526.5 551.9 566 547 589.7 618 627.7 665.1 684.3 688.1 755.6 737.7 767.2 755.5 765.4 774.7 833.7 866.2 904 927.9 978
Closed-End Fund Equity Option 25.4 26 28.1 29.4 30.2 30 31.4 31.4 35 29.1 28.8 29.6 23 23.8 24.9 27.2 30.6 33 35.4 38.1 34.9 40.4 43.6 45 44.9 41 41 43.6 43.4 42.7 38.6 39.1 37.1 35.1 32.3 34.4 34.4 32.4 31.1 38.4 44.5 45.5 28.3 26.4 27 25.4 28.3 30.2 31.7 32.3 38.7 39.2 42.6 42.7 43.7 38.2 36.6 32.8 34.1 37.8 39.8 38.6 38.8 42.3 43.2 40.8 43.9 46.7 44.5 38.2 38.7 38.4 39.2 37.3 41.2 49.6 53.3 56.8 56.9
Closed-End Fund Interest Rate Swap 26.6 26 26.8 26.4 25.9 25.3 21.8 22.4 22.8 21.7 22.6 23.3 22.2 20.8 20.3 20.2 16.4 17.3 16.5 17.6 17.3 17.5 17.9 20.7 21.3 21.8 27.1 27.5 27.6 24.4 23.9 22.7 23.4 22.1 22.2 22.3 23.5 21.2 21.2 22.1 22.3 23.6 22.8 27.3 27.7 28 29.1 29.6 29 39.4 42.1 41.3 39.2 37.8 31.2 32.1 31.5 32.2 32.8 32.9 33.2 33.8 34.2 34.4 34.7 37.1 36.7 36.3 36.2 34.9 34.8 34.5 36.5 40.9 41.5 41 40.1 40 39
Closed-End Fund Foreign Exchange Forward 16.7 15.8 14.9 16.6 15.3 16.1 16.2 16.7 16.6 12.1 15.9 16.2 15.3 13.1 10.8 10.7 11.1 12.9 12.7 13.1 13.3 13.1 14.6 15.6 16.8 16.6 16.2 16.8 15.9 16.6 15.5 16.4 15.1 15.9 16.1 15.4 18.4 18.2 19.5 18.1 17.8 18.6 18 17 18.7 14.6 18.3 20.5 19.9 18.8 21.2 19.9 19.9 21.6 19.7 18.4 22.1 15.3 21.4 23.5 22.1 22.4 25 22.9 24.7 27.3 26.4 26.8 27.9 19.8 30 32.7 33.4 33.1 36.4 39 40.1 39.8 38.5
Closed-End Fund Interest Rate Future 6.9 6.2 6 6.7 6.2 7.2 7.3 7 6.9 7.2 7.7 8 6.9 5.8 5.9 5.8 6.1 5.9 9.3 9.6 8.8 9 9.3 7.5 9 9.9 10.3 8.6 9.4 8.8 9.6 9.9 10.3 9.6 10.3 9.9 9.9 11 11.4 11.6 10.9 10.7 10.7 10.5 10.6 10.3 10.2 9.7 9 8.5 8.1 7.8 8 7.9 8.2 8.5 8.2 8 8 7.9 7.6 7.6 8.5 8.5 8.7 9 9 8.9 8.5 8.6 9.1 8.5 8.3 8.6 8.2 7.9 7.8 7.6 7.4
Closed-End Fund Foreign Exchange Option 3.2 4.9 4.7 6.1 4 14.9 18.8 18.9 11.7 7.6 9.6 10.2 12 12.2 9.2 10.4 10.5 11.9 10.9 10.3 9.6 9.5 9.3 8.2 8.3 6.8 6.8 6.7 6.5 6.9 6.9 11 7 6.7 6.8
Closed-End Fund Credit Swap 3.3 3.7 4.2 3.4 3.7 2.9 3.4 3.4 2.8 2.7 2.7 2.7 3 2.6 2.7 2.6 2.8 2.7 2.8 2.9 2.7 2.6 2.6 2.7 2.5 2.4 2.4 2.4 2.5 2.5 2.6 2.5 2.6 2.3 2.3 2.7 2.5 2.5 2.6 2.8 2.7 2.9 2.6 2.6 2.5 2.4 2.5 2.4 2.3 2.4 2.4 2.5 2.6 2.7 3 2.4 2.6 2.6 2.7 2.8 3 2.8 2.3 2 2 2 1.9 1.8 1.8 1.8 1.8 2.2 2.2 2.2 2.1 1.8 2.2 2.2 2.2
Closed-End Fund Equity Swap 1.6 1.5 1.5 1.5 1.7 1.8 1.8 1.8 1.5 1.5 1.6 1.7 1.8 1.8 1.9 2 2 2 1.8 1.8 2.1 2.4 2.1 1.9 2 2.5 2.4 2.3 2.2 2.2 2.3 2.1 2.3 2.4 2.4 2 1.8 1.7 1.7 2 2.1 1.8 1.8 1.9 1.9 1.9 2.4 2.4 2.4
Closed-End Fund Other 136.9 63.5 23.5 10.8 8.6 10.2 8.7 6 4.6 4 3.9 5.6 10.7 8.5 8.3 6.7 7.1 7.2 3.8 3.1 3.2 1.7 1.4 1.4 1.4 1.4 1.2 1.2 1.2 1.1 1.3 1 0.9 0.8 0.9 1.3 1.3 1.3 1.5 1.5 1.1 0.9 0.8 0.7 0.8 1 1.2 1.1 1.1 1.1 1.5 1.6 1.5 1.5 1.4 1.5 1.5 1.3 1.3 1.4 1.2 2.1 2 1.9 1.8 1.8 1.9 2 1.7 1.6 1.7 1.6 1.9 1.9 1.8 2 2 2 1.9
Closed-End Fund Interest Rate Swaption 6.1 6.6 5.4 5.1 3.7 4.8 4 3.5 4.4 5.1 3 2.7 3
Closed-End Fund Equity Future 1.4 1.5 1.2 0.9 0.6 0.6 0.5 0.4 0.7 1.2 0.4 0.7 1 0.9 0.7 0.4 0.6 0.9 1.3 1.1 0.8 0.7 0.3 0.5 0.3 0.4 0.6 0.9 0.8 0.9 0.9 1 1.3 1.4 1.3 0.8 0.8
Closed-End Fund Commodity Future
Closed-End Fund Subtotal 228.2 155 117.4 109.8 102.4 115.4 117.5 114.9 117.5 102.4 103.5 102.4 96.8 91.6 91.1 90.2 93.5 99.4 100.9 102.1 96.8 101.1 108.1 113 115.5 115.2 118.6 118.8 119.6 114.5 111.3 110.8 108.4 104 101.2 103.5 106.3 101.6 100.9 107.9 113.3 116.5 97.4 97.4 100.5 95.1 102.4 106.7 106.7 116.3 131.8 126.8 128.5 129.2 122 115.1 114.9 104.6 112.8 118.7 119.2 119.2 122.1 123.4 127.9 131.4 132.4 134.5 128.5 112.8 123.7 125.7 129.2 131.9 142.9 153 157.6 160.2 156
Total Total 4,463.6 4,426.1 4,703.2 4,756.3 4,186.4 4,001.3 4,000.4 4,174.8 4,365.4 4,281.1 4,144.5 4,401.7 4,174.9 3,549.8 3,470.3 3,431.7 3,491.8 3,507.3 3,425.1 3,457.7 3,443.9 3,417.5 3,655.9 3,841.2 3,869.7 4,003.1 3,996.9 4,045.6 3,979.7 4,095.9 4,031 4,264.9 4,203.7 4,100.2 4,329.7 4,386.8 4,404.3 4,211.4 4,277.4 4,120.7 3,981.7 4,106.7 3,910.1 3,844 3,968.1 3,793 3,885.5 4,146.9 4,121 4,245.3 4,391.4 4,276.9 4,368.5 4,367.2 4,276 4,289.1 4,320.2 4,253.2 4,356.6 4,518.9 4,391.9 4,491.4 4,669.3 4,588.4 4,555.3 4,836.2 4,848.9 4,811.5 4,802.8 4,572.9 4,670.4 4,779.6 4,948.5 5,002 5,070.9 5,118.8 5,291.5 5,352.9 5,248.4

Aggregate Derivative Notional, by Counterparty

This table relies only on publicly-available information on Form N-PORT, Item C.11 corresponding to the third month of the fiscal quarter of each fund and presents counterparty information (including central counterparties) by legal identity. This table includes fund of funds and, for derivatives reported with multiple counterparties, the notional value is divided equally among the counterparties. Valid LEIs are mapped to their legal name using reference information sourced from GLEIF. Each legal name in the table below is hyperlinked to the GLEIF website.

Zoom
Start Date End Date
View source table (Tab.7.5)
Counterparty 2019-09 2019-10 2019-11 2019-12 2020-01 2020-02 2020-03 2020-04 2020-05 2020-06 2020-07 2020-08 2020-09 2020-10 2020-11 2020-12 2021-01 2021-02 2021-03 2021-04 2021-05 2021-06 2021-07 2021-08 2021-09 2021-10 2021-11 2021-12 2022-01 2022-02 2022-03 2022-04 2022-05 2022-06 2022-07 2022-08 2022-09 2022-10 2022-11 2022-12 2023-01 2023-02 2023-03 2023-04 2023-05 2023-06 2023-07 2023-08 2023-09 2023-10 2023-11 2023-12 2024-01 2024-02 2024-03 2024-04 2024-05 2024-06 2024-07 2024-08 2024-09 2024-10 2024-11 2024-12 2025-01 2025-02 2025-03 2025-04 2025-05 2025-06 2025-07 2025-08 2025-09
CHICAGO MERCANTILE EXCHANGE... 314.6 365 416.4 411.5 416.9 427.6 483.9 475.6 496.3 450.6 451.4 436.8 408.4 412.4 399.9 424.9 441.4 451.3 595.3 601.2 626.4 630.8 624.7 637.2 616.6 636.3 633.9 649.9 632.9 643.4 686.8 665.4 656.7 649.6 641.9 647.6 646.3 652.9 632.1 569.9 570.7 598.4 600.2 612.4 612.3 705 749.1 738.3 728.1 697 711.2 684.9 685.8 656.5 531 527.6 556.9 610.1 608.9 638.5 682.4 680.5 660.2 552.3 542.4 518.6 540.6 540.1 545.3 578.7 582.6 601.7 587.6
CHICAGO BOARD OF TRADE 271.2 364 439.1 454.2 458.1 464.9 433.4 413.8 391.3 354.2 360.2 367.3 354.4 354.1 356.3 358.5 366.3 385.7 414 408 405.4 411.5 420.1 408.1 415.6 414.5 416.7 442.7 443.1 447.9 435.4 411.4 412 396.5 394 382.7 396.4 395.6 382.7 388.2 384.2 388 400.2 390.4 398.4 400.8 374.4 380.8 396.1 428.7 427.2 398.8 411.2 405.9 416.5 412.2 405.2 420.1 416.8 419.9 457.3 461.7 463.6 444.4 446.2 446.8 452.7 451.3 464.2 513 515.3 516.8 536.9
LCH LTD 22.1 42.5 49.3 59.8 55.6 55.6 37.7 35.1 33.9 41.5 39.9 43.6 40.6 41.6 40.7 47.2 46.7 50.3 48.7 51.1 51.9 49.5 48.9 50.2 64.4 80.1 79.8 73.7 75.6 76.8 91.5 88.5 85.9 67.8 66.7 68.7 64 67.9 62.2 64.5 63.9 62.2 66.7 62 62.4 556.7 560.1 559.9 464.4 464.8 463.3 460.8 457.4 456.6 491.6 492.6 490.5 449.6 424.5 425.1 426.8 428.8 429.5 416.6 423.7 425.4 430.8 424 422.3 448.1 447.1 446.6 406.4
OPTIONS CLEARING CORP 37.8 71.4 74.2 102.6 105.7 105.5 97.8 98.4 99.5 119.2 119.1 120.5 131.5 128.6 129.1 150.1 151.4 153.4 159.5 161.8 163.4 164.9 176 178.4 190.4 190 190 189.1 182.1 180.3 184.4 180.1 179.1 166.5 161.2 163.1 163.4 169.8 167.5 149.3 154.7 157.9 171.7 165.2 164.4 170.5 175.4 176.5 182.9 180.3 177.9 175.7 174.3 174.9 193.3 191.3 192.1 194.9 205.1 205 213.2 216.1 215.8 206.2 203.3 204.5 214.2 218.7 214.7 214.2 227.8 231.4 244.3
CBOE GLOBAL MARKETS INC 6.4 8.2 10.9 10.4 12.2 12.4 11 7.6 8.2 8.8 8.8 9.5 10 10 10.5 9.9 10.1 10.5 10.2 10.2 11.7 12.1 12.3 13.2 14 13.9 15.8 15.5 15.3 17.5 21.1 23.1 27.1 23.1 21.1 24.1 28.4 28.3 31.3 27.1 25.8 28.6 26.2 26.2 29.8 33.5 33.9 39.3 37.1 37 42.8 43.6 44.2 49.3 51.1 51.1 57.3 64 64.3 70.8 67.6 77.3 81.4 95.9 181.3 196.4 187.1 197.9 201.7 209.6 233.6 246.1 240.7
INTERCONTINENTAL EXCHANGE INC 92.8 101.7 108.2 98.9 98.7 104 94.9 99.5 95.8 77.1 77.7 78.9 82.7 79.2 79 85 81.3 84.4 96.5 99.1 98.8 103.4 103.4 104.3 113.6 111.7 114.6 128.8 129.4 129.2 139.1 145 146.4 145 145.1 144.3 144.8 143.6 142.1 121.3 119.2 117.6 112.2 114 111.8 108.4 103 103.9 92.4 93.8 92.7 104.4 102.6 101.9 92.3 95.7 93.6 90.1 84.2 85.1 110.8 116.8 118.9 126 144.8 145 162.7 161.1 164.2 167.2 190.7 192.5 186.4
CME GROUP INC 110.5 123.6 135.2 125.5 126.7 127 106.8 105.4 108.3 109.2 118.2 119.8 126 121.5 121.2 92.2 93.6 97 103.7 105.5 110 127.4 130.8 132.3 140 137.7 141.9 132.6 136.1 140.8 159.4 159.1 153.5 127.7 127.1 124.4 126.7 126.6 121.8 134.8 135.5 137.1 130.1 128.9 134.3 147.6 146.8 147.4 150 149.2 148.5 174.3 175.1 182.5 147.9 146.6 149 201.3 185.2 183.2 179.9 178.7 179.2 150 153.2 150.5 157.9 158.9 166.6 158.7 175.8 178.3 180.7
JPMORGAN CHASE BANK NA 152 187.8 200.5 138.1 148 144.9 160.6 160.7 161.1 127.9 128 126.6 125.8 115.9 113.9 107.8 110.2 108.6 115.8 107.2 106.2 100.3 107.2 107.4 115.3 117.5 117.4 130.2 131.5 132.5 134.7 135.7 137.1 128.8 127.6 126.5 110.3 121.4 120.7 123.6 100.3 103.3 103.9 111.2 116.1 132.7 135.6 131.5 127.6 123.4 122.1 110.6 102 104.3 121.9 129.1 135.5 117.5 111.9 112.3 128.8 130.8 132.2 97.7 95.6 96.2 103.5 106.7 105.1 108.5 114.6 129.5 156.6
MORGAN STANLEY CO LLC 83.4 142.8 152.6 116.2 111.4 116.1 159.1 167.6 163.9 148.2 154.6 154.1 150 137.5 137.9 137.1 141.5 145.5 152 120.7 124.8 119.8 118.4 121.5 121.5 123.4 121.9 112.4 110.1 106.7 117.9 119 121 109 100.7 103.9 109.8 111.5 108.5 92 93 92.9 82.2 84.8 88 86.5 86.4 90.2 96.4 88.6 95.7 102.1 104.4 98 98.7 98.7 99.7 101.7 108 107.8 106.6 111.3 117.9 120.6 117.3 107.6 108.5 108.1 108.2 127.5 124.4 135.1 145
BANK OF AMERICA NA 76.6 106.1 121 118.9 133.9 133.1 137.6 133.3 135.3 117.3 132.9 139.7 133.1 138.8 133.3 141.1 146.6 138.3 146.1 162.8 164.2 148.1 124 122.3 133.6 131.7 131.3 116.5 108.6 108.8 136.9 141.4 140.6 127.6 134.9 134.8 115.1 127 126.4 129.6 111.2 111.8 128.1 124 125.8 127.5 125 131.5 134.8 118.9 116.7 105.3 107.7 113.2 124 149 151.6 153.9 146.9 151.3 141.8 164.5 155.9 140.6 105.3 108.1 138.1 137.5 135.7 121.9 125.1 127.1 142.8
CITIBANK NA 111.8 154.6 171.2 172.3 186 183.5 162 142.3 141.3 124.7 128.8 130.5 123.6 127.8 128.1 124 123.4 125 139.6 144.3 147 147.3 156.2 156.8 153.9 139.2 136.9 108.3 103.6 99.3 97.5 89.3 88.6 100 98.4 99.6 99.5 100.2 98.1 200.6 203.4 202.5 280.2 284.9 297.9 116 122.2 114.3 146.2 140.9 138.3 109.4 119.3 122.5 151.5 160.4 160.1 142 148.6 147.4 127.1 117.1 122.5 129.4 124 116.7 148.4 154 154.3 126.3 129.5 132.3 132.8
BARCLAYS BANK PLC 55.2 74.8 81.8 83.6 93.9 91.8 95.6 87.9 87.3 76.9 69.1 69 66.3 70.9 70.7 73.8 70.8 71.2 62.4 63.1 62.1 64.5 76.9 76.6 87.2 100.5 100.7 95.5 103.4 103.4 104.3 97.8 102.6 87.3 91.3 86.9 67.1 34.3 33.2 44.8 49.6 48.9 56 55.8 56 50.4 54.3 64.3 69.9 62.9 62.6 65.2 74.8 74.5 65.6 64.9 66.4 76.6 76.1 76.9 92.1 100.3 103.7 100.9 104.4 99.2 96.7 109.7 111.9 125.1 108.3 110.8 130.4
GOLDMAN SACHS CO LLC 24.8 45.3 53 49.3 50.8 50.3 89.4 82.3 81.8 76.4 84.3 83.9 83.2 91.4 92.3 88 85.5 86.3 104.3 95.1 93.9 117.4 112.6 112.3 86.1 89.6 90.9 100.7 105.2 107.8 102.6 99.1 97.1 97.9 98.5 98.6 102.1 103.7 107 79 83.9 80.5 65.6 60.6 62.9 64.2 67.8 64.1 66.4 63.3 62.3 73.8 91.8 95.9 113.1 111.6 109.6 105.3 106.5 105.8 106.5 111.9 111.5 111.7 113.9 112.9 112.2 104.6 104.7 109.8 112.7 113.9 111
BNP PARIBAS 37.4 67.5 68.9 66.1 79.8 79.5 71.4 64.1 64.8 60.2 88.7 87.8 91.1 95 97 105.8 99.1 97.6 114.8 124.4 124.9 114.9 109.8 110.5 103.5 94.2 94.3 93 82.9 82.9 78.9 68.9 69.2 70.2 72.6 72.9 62.8 59.3 59.2 56.5 49.7 49.4 54.9 58.9 57.7 89.9 110.9 121.9 124.8 111.2 114 95.6 99.5 97.9 164.3 167.4 167.4 157.2 137.1 139.1 99.3 109.4 109.2 90.2 104.3 102.9 151.2 135.8 138.4 98.3 101 102.5 98.5
SOCIETE GENERALE 7.6 13.8 16.9 15.6 13.7 14.6 15.6 16.8 16.8 13 14 14.4 13.8 10.4 10.9 10.9 11.5 11 13.2 13.9 14.9 13.7 14.5 15 15.3 16.7 15.9 14.3 14.8 16.5 16.9 15.9 15 30.6 30.6 30.4 26.8 24.5 24.7 12.9 13.2 12 20.9 21.1 21.8 17.5 18.4 24.9 18.3 18.2 18.1 19.6 68.6 68.8 68.5 53.2 52.9 52.6 51.6 49.9 51.5 51.1 50.9 51.7 33.3 33.2 32.7 38.3 39.6 44.4 69.9 71.5 97.2
STATE STREET BANK 19 45.5 47.3 53.5 61.4 61.7 56.5 49.7 49 42.2 50.7 52.2 61.4 58.5 58.7 54.2 59.8 60 57.8 78.8 79.6 92.4 84.2 82.9 74.9 57.2 57.8 52.8 90.6 90.1 89.8 65.9 65.4 62.6 74.6 74 75.4 74.4 74.5 86 79.6 79.5 70.7 68 68.8 73.6 78 77.4 70.7 81.4 82.1 101.8 104.9 105.6 97.9 101.4 101.5 98.9 95.7 96.7 110 107.3 106.4 81.5 100.4 101 125.8 128.9 127.6 123.9 111.4 111.9 92.9
GOLDMAN SACHS INTL 98.9 204.6 222.1 180.8 112.5 112.6 112.6 97 97.2 73.6 70.6 70.3 82 79.4 66.9 57.7 59 57.4 60 64.8 64.4 65.1 70.7 72.8 73.2 72.9 72.3 67.5 71.1 72.2 71.8 68.6 67.3 66.6 62.6 62.9 95.6 99.7 97.6 100.9 96.6 96.4 75.8 73.6 75.1 62.8 60.8 72.8 70.7 66 67.1 58.7 58.4 57.8 60.7 60.6 63 73.4 61.8 62.6 72.1 72.2 72.3 72.2 73.7 71.8 86.1 88.2 93.1 68.6 72.8 70.8 77.9
TORONTODOMINION BANK 2.9 5.6 6 10.3 30.3 30.6 29.8 23.3 22.7 25.8 47.4 48.6 46.3 41.8 40.5 44.2 68.6 69.4 68.9 46.7 46.3 45.4 40 39.6 39.7 55.4 56.3 62 82.1 81.6 85.3 61.9 63.1 63.8 51.9 51.2 41.5 42.1 43 41.7 49.4 48.3 51.2 47.4 47.1 54.8 42.8 42.4 39.7 56.2 56.9 47.5 52.2 51.6 54.7 49.1 49.1 50.2 65.9 66.3 66.6 48.6 48.8 46.5 87.3 87.2 88.3 64.5 64.2 60.5 73.7 74.2 76
JP MORGAN SECURITIES LLC 36.5 49.3 59 64.8 62.2 62.4 56.5 66.7 63.7 75.9 77 78.7 75.1 81 80.1 79 75.4 78.1 94.2 89.3 90.2 85.2 85.6 87.6 84 79.5 78 69.8 68.8 71.1 65.4 67 67.6 62.5 62.8 60.6 63.5 60.8 60.2 58.4 61.5 58.8 60.2 56.5 58.2 59.8 59.8 70.3 70.4 70.5 68.2 63.3 63.6 64.6 62.5 60.9 53.6 54.5 54.4 53.9 51.6 52.5 51 49.7 53.1 54.7 57.9 74.5 72.5 73.6 73.5 76 74.7
LCH GROUP HOLDINGS LTD 11.9 12.5 13.9 31.7 31.7 31.7 25 26.8 26 31 31.7 31.8 25.5 24.1 24.2 28.6 30.5 30.5 18.5 19.8 19.8 16 14.1 14.1 15.6 16.9 17.2 15.3 15.8 16 22.5 22.2 21.9 25.4 23.4 23 20.1 21.6 21.6 18.6 17 17.8 20.9 22.3 22 39.7 39.9 40.4 38.7 38.9 39 51.7 51 50.9 40.3 41.4 41.7 42.3 43.1 44.3 43.6 44.2 43 44.1 44.5 44.6 46.3 48.3 49.2 91.8 103.3 104.4 73.7
MORGAN STANLEY CO INTL PLC 44.6 64.3 71.7 61 58.1 58.6 68.8 72.3 68.5 49.4 41.4 42 39.4 36.4 36.2 33.9 35 33.6 49.1 54 55 60.9 63.3 63.1 65.3 74.9 74.8 74.7 72.9 72.3 96.5 103.5 104.9 74.3 63.3 62 91.2 92.9 91.9 64 57.3 57.1 51.3 47 47.5 34 34.2 42.6 48.4 45.7 43.7 44.8 46.9 51.6 112.5 112.9 111 61.5 61 61.3 54.9 53.9 53.9 37.4 35.9 33.4 66 69.5 69 73.1 77.8 76.4 57.3
DEUTSCHE BANK AG 37.3 57 67.2 59 57.9 60.1 59.1 60.4 55.3 51.6 56.2 57.9 50.4 52.8 48.5 48.9 62.8 59.1 62.3 53.6 53.9 53.6 52.4 53 53.6 54.6 53.9 53.6 71.9 72.2 71.9 46.9 46.9 47.3 55.3 55.2 51.2 38.6 38.4 32.9 34.5 34.3 58.2 50.2 49.8 25.3 24.9 25.1 25.8 35.2 35.7 51 54.3 54.3 75 69.6 69.1 56.2 57.2 57.2 53.1 49.6 50.6 57.9 53 52.4 61 63.2 62.9 66.4 70.3 71.4 56.7
WELLS FARGO COMPANY 0 0 0 0 0 0 0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.1 0.1 0.1 0.1 0 0 0.1 0.1 0.3 0.4 0.5 0.2 25.4 25.8 25.8 46.1
EUREX CLEARING AG 38.6 47.2 51.6 46.1 46.5 45.2 38.2 36.8 38.1 38.3 40.9 41.7 44.8 46.8 46.6 46.3 47.5 46.3 39.9 40.7 40.7 42.8 44.8 44.7 45.4 44 43.4 39.6 35 33.8 38.3 37.9 38.4 36.4 35.2 35 37.5 36.4 36.1 29.8 30.3 29.9 25.5 25.3 25.9 25.8 26.4 26.6 27 26.5 26.3 26.1 27.3 26.8 27.5 28.8 29.4 29 29.5 29.5 30.8 34.1 34.3 35.5 32.9 34.1 39.4 41.2 40.2 38.4 39.3 40.8 43.1
STANDARD CHARTERED BANK 25.7 32.5 32.7 18.7 21.7 21.9 25 38.2 38.2 35.9 38.5 38.4 41.8 37.4 37.3 37.3 44.4 44.7 51.7 45.8 45.6 39.7 38.5 38.4 36.4 35.5 35.8 43.8 45.9 45.8 46.1 42 41.7 39.9 35.4 35.4 26.5 25.1 25.1 25.6 22.2 22.2 18.7 24.4 24.6 30 32.1 32 27.6 22.6 22.5 23.8 27 26.9 27.5 29.3 29.4 38.7 40 40.1 48.5 50.5 50.4 41.6 39.8 39.8 29.6 50 50.4 52.4 32.2 32.1 41.5
GOLDMAN SACHS BANK USA 43.4 47.5 50.8 41.1 42.9 42.9 51.5 49.9 48.8 40.4 41 40.3 31 29.5 29.9 39.1 40.5 41.3 27.5 35.6 34.9 39.9 45.2 44 38.1 46.8 47.9 60 39.4 39.7 28.8 24.9 24.2 18.3 18.1 17.8 20.1 20.1 19.8 15.1 15.2 15.3 18.1 18.4 18.3 16.1 17.1 16.8 18.6 17.3 17.8 22.6 23.2 31.9 32.5 32.6 31.1 37.4 38 38.3 40.3 39.9 39.4 31.4 32.6 32.4 40.2 40.6 42.1 33.3 32.4 32.4 41
UBS AG 34.8 62.6 66.8 59.6 58.1 60.2 64.4 58.5 56 41.4 50.6 50.7 57.4 53.9 53.5 51.6 52 52.7 46.1 43.6 43.5 48.8 56.9 59.3 50.5 48.6 49.4 60.1 63.4 60.6 61 50.1 51.9 54.4 69.3 68.6 79.2 79.7 79.5 67.8 62 61.8 73.4 75.2 75.5 62 67.9 63.4 73 69.7 69.7 118.9 116.7 116.8 57.4 68.6 68.9 59.6 54.9 55.1 60 62.1 61.6 71.9 56.3 56.5 45.5 39.5 39.3 40.8 46.4 46.4 40.1
MORGAN STANLEY CAPITAL... 23.8 29.3 31.1 42.5 50 49.5 39.3 38.4 38.4 37.3 31.6 31.6 28.8 26.9 27 30.3 30.2 30.8 26.2 89.9 90.9 92.5 80.1 79.7 79.2 68.1 67.1 74.8 69.3 69.8 65.8 68.2 69.2 68.7 66.6 66.1 61.6 60.6 60.3 59.8 54 54.3 67.2 81.8 81.5 75.8 60.7 61.6 53.3 53.6 53.8 52.8 68 67.6 69.2 48.6 48.8 48.1 25.7 24.8 21.8 23.9 25.1 31.2 32.5 36 45.3 47.7 48.3 45.7 44 43.5 40.1
ROYAL BANK OF CANADA 2.5 7.1 7.8 8.9 18.7 18.3 19 23.8 24.4 24.1 13.5 13.2 12.2 21.5 21.1 22.3 14.3 14.4 15.7 21.6 21.8 24.3 25 24.5 22 18.9 19.1 21.3 31.6 31.9 30.3 29 28.7 30.8 18.7 19.4 26.4 27.8 27.6 18.2 13 16.6 26.1 36.2 36.4 30.2 27 30.1 40.1 32.1 28.8 15.8 16 15.7 17.8 20.8 22.5 34.8 39.4 38.8 33 47.2 51.2 42.8 48.5 47.6 53.8 56.9 57 57.8 40.5 33.7 35.8
CITIGROUP GLOBAL MARKETS INC 29.3 58.9 65 58.5 59.5 65.1 78.1 94 90.3 68.8 70.6 70.8 82.9 60.8 62.5 61.1 53.8 50.5 43.4 33.6 34.6 34.8 33.8 38.1 36.6 37.5 36.7 39.2 36.6 38.8 38.6 38.1 35.7 33.1 31.4 30.1 26.9 26.2 29.2 29.5 29.5 32.7 37.5 37.9 36.9 36.7 35.7 33.2 30 29.5 29.6 29.7 31.6 29.6 32.2 32.5 37.7 35 34.5 31.9 32.6 31.9 28.1 26.8 26.4 26.5 30.6 33.2 42 39.6 39 35 35.5
HSBC UK BANK PLC 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3.2 3.2 3.2 3.3 3.3 20.6 23.9 23.9 6.7 29.8 29.8 30 30.7 30.7 30.9 29.1 29.1 28.7 39.9 39.9 39.8 44 44 44.3 33.2 33.2 32.9 27.8 27.8 27.9 24 24 24.1 23.3 23.3 25.5 26 26 24.3 36.9 36.9 36.4 33.6 33.6 33.4 56.9 56.9 57 43.9 43.9 44.1 35.4 35.4 35
BANK OF NEW YORK MELLON 3 3.6 4.1 4 3.8 3.8 5.3 5.7 5.9 4.8 4.9 5.1 4.6 4.5 3.8 3.9 3.7 3.9 3.4 3.3 3.3 3.4 3.5 3.5 3.2 24.1 23.9 24.9 30.4 30.8 31.2 15.3 15.3 14.9 17.8 18.5 18.1 7.1 6.4 6.7 14.6 14.3 14.5 25.1 25.9 26.6 27.4 27 26.6 11 11.4 12.7 16.8 16.1 15.9 19.3 19.8 17.5 27 26.5 25.8 19.7 20.1 20.3 13.3 14.5 14.7 20.8 23.7 23.9 30.6 32 32.2
JPMORGAN CHASE CO 0 4.3 4.5 4.8 4.8 4.7 4.4 5.4 5.3 5.9 2.6 2.6 2.2 3.1 3.1 3.1 2.5 2.5 2.6 1.2 1.2 1.2 1.6 1.6 1.4 0.4 0.4 0.6 1.1 1.1 1.1 0.6 0.6 0.6 0.3 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.9 0.9 0.9 0.4 0.4 0.7 0.8 0.8 0.5 0.4 0.4 0.6 0.6 0.7 0.5 1.5 1.5 1.5 1.3 1.3 1.4 15.6 15.6 15.5 48.7 49.1 49.1 30.1 30.5 30.5 29
ICE FUTURES US INC 5.4 7.6 8.7 8.8 9.1 8.9 10.4 10.1 10.8 10.9 10.9 12.3 12.3 12.1 11.4 11.1 11.2 10.9 7.6 5.9 5.4 6.5 6.7 5.6 6.5 6.6 6.2 11.1 12.7 14.1 13.2 13 13.3 15 14.9 15 14.4 14.3 14 12.8 12.9 12.5 11.1 11 11.2 11.5 11.4 11.5 12.7 13.2 13 12.9 12.8 12.7 15.2 15.5 15.6 15.3 18.6 23.2 22.6 21.7 22 26.7 27.3 27 27.9 28.5 29.3 26.1 26.3 27.1 26.9
HSBC BANK PLC 46.4 50.9 51.6 36.4 35.9 37.1 33.6 31.7 30.7 21.1 20.8 20.5 29.3 29.5 29.5 29.1 29.6 29.6 31.7 32.7 32.9 27.5 26.5 26.1 27.4 26.5 26.1 16 17 17.5 23.3 24.2 24.8 34.7 34.6 33.9 30.5 31.5 31.5 30.4 29.4 29.7 28 27 26.5 20.4 19.5 19.6 26 28.6 28.7 19.4 19.3 19.6 35.9 34 34 51.3 52.9 52.6 44.4 44.5 47.5 39.6 38 36.2 37.4 38.3 37.4 37.1 39.2 40.5 25.6
UK CLEARING HOUSE LTD 13.6 56.3 57.1 55.7 56.2 56.4 53 35.7 35.4 34.9 22 21.6 19.3 15 14.8 15 17.1 17.3 20.5 23.3 24.3 24 22.3 22.2 18.4 17.6 18.8 24.7 24.2 23.9 26 21.7 21.9 19.4 18.1 18.7 17.4 17.5 15.9 14.8 15.2 15.7 17.5 24.3 25 34 34 34.4 36.2 44 44.1 35.3 33.4 32.8 28.2 26.2 26.3 33 31 31 29.6 30.7 31 32.1 33.5 34.4 33.6 35.3 35.1 30.9 24.1 24.3 22.8
EUREX FRANKFURT AG 1.1 1.1 1.1 1.1 0.9 0.9 0.4 0.4 0.8 1.7 1.7 1.4 1.6 1.6 2.2 1.7 1.7 1.9 2 2 2.1 2.8 2.8 3.4 3.2 3.8 3.3 2.5 2.8 3 3.5 3 3.1 2.9 2.5 2.2 2.7 2.6 2.9 4.6 5 5.7 3.6 3.5 3 20.9 21 21.3 18.1 17.8 17.8 13.6 13.7 14.1 12.3 12.3 13.5 14.5 14.5 13.6 19.6 19.8 20.9 19.7 19.8 20.4 22.1 22 21.3 26.1 26.1 25.6 22.1
WELLS FARGO BANK NA 0.6 0.7 0.7 0.4 0.4 0.4 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.6 0.7 0.7 1 1.6 1.6 1.6 1.6 1.6 4.3 4.3 4.3 4.9 5.3 5.4 6.1 6 6 14.9 14.7 14.7 14.1 13.3 13.3 4.3 28.6 28.6 28 20.4 20.5 21.2 19 19 18.9 29.1 29.1 30.9 32.3 32.3 44.3 27.3 27.3 32.4 33.4 33.4 49.6 48.6 48.6 14.6 20.6 20.6 43.8 44.9 44.9 17.9 19.9 19.9 22
CANADIAN IMPERIAL BANK OF... 2.1 3.7 3.9 4.7 4.4 4.5 4.3 4.7 4.7 4.1 3.1 3.3 2.9 2.7 2.5 2.8 2.9 3 3.5 3.8 3.4 3.8 3.9 4.1 2.6 2.6 2.9 2.9 2.5 2.8 3.1 3.2 3.2 3.9 3.7 3.1 3 2.9 3 2.9 2.9 2.9 2.6 2.6 2.6 2.6 2.6 3 2.9 2.8 2.9 3.2 3.3 3.6 3.4 14 13.8 14 25.5 25.3 25.3 27.7 27.4 28.7 17.7 17.5 17.1 12.2 12.8 12.9 21.9 21.3 22
AUSTRALIA AND NEW ZEALAND... 0.1 1 1 1.6 3.6 3.6 3.5 0.8 0.8 1 1 1 0.9 1 1.1 1.1 0.9 0.9 0.9 0.9 0.9 1.3 1.4 1.4 0.9 1.1 1.1 1.1 0.7 0.7 0.8 1 1 0.5 0.5 0.5 0.4 0.2 0.3 0.4 0.5 0.7 2.7 2.6 2.5 1.2 1.3 1.4 1 1.1 1.2 2.5 2.7 2.4 0.7 1.2 1.3 5.8 5.4 5.6 2 2.2 2 1.6 1.9 2 7.7 8 7.9 46.3 47.5 47.5 19.4
BOFA SECURITIES INC 10.4 10.8 13.7 16.7 20.5 20.8 20.4 21.5 22.8 17.8 21.6 21.7 26.1 21.7 21.8 22.1 25.6 28 28.9 27 26.3 25.5 24.2 23.6 19.2 18.7 19.9 17.9 17.2 16.7 16.1 14.8 15.2 14.7 15.7 14.9 16.6 16.2 17 16.5 16.9 15.4 14.6 13.9 14.8 14.5 13.9 10.8 10.6 9.2 10.6 16.1 15.8 14.3 15.3 14.8 16.4 17.2 17.1 15.9 14.9 16.4 17.1 20.1 20.3 19.7 17.1 17.1 17.1 16.2 16.4 16.2 19.4
SG AMERICAS SECURITIES LLC 0.1 0.1 0.1 0.1 0.1 0.1 0 0 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.2 0.2 0.3 0.3 0.3 0.2 0.4 0.4 0.5 0.5 0.5 0.5 0.6 0.6 0.6 0.6 0.6 0.6 0.8 0.8 0.9 1.1 3.1 3.1 2.8 5.9 5.8 5.6 9.6 9.7 9.9 13.6 13.7 13.6 16.1 16.4 16.6 22 23.2 23.2 9.8 10.5 10.5 11.1 11.4 11.7 12.9 12.9 12.8 13.6 14.7 15 15.8 15.7 15.6 15.4 16.2 16.4
ICE FUTURES EUROPE 10.9 13.8 14.7 12.9 11.4 11.3 4.7 3.6 5 7.2 7.6 8.2 9.1 9.3 8.5 6 6 5.8 7.5 7.6 7.4 8.2 8.5 8.3 6.8 7.2 7.7 15.8 17.3 18.4 21.9 20.9 22.6 16.9 16.8 15.2 13.9 13.1 11.4 8 7.6 9.7 9.5 9.7 9.2 13.5 14.6 15.9 13.6 13.9 12.6 10.2 10.3 9 13.8 14.1 16.6 20.5 20 21.5 14.6 15 15.5 16.9 16.4 16.4 14.9 15.2 15.8 14.6 14.2 14.5 16
NOMURA GLOBAL FINANCIAL... 0.4 0.4 0.4 0.6 1.4 1.4 1.1 0.7 0.7 0.6 0.2 0.2 0.8 0.8 0.8 0.9 1.8 1.8 1.2 1.2 1.2 1.1 1.1 1.1 1.5 1.5 1.5 1.5 1.6 1.6 1.5 1.5 1.5 1.5 1.5 1.5 1.4 1.4 1.4 1.5 0.5 0.5 4.8 4.8 4.8 1.7 1.7 1.7 8.6 8.6 8.6 1.2 1.2 1.2 0.5 0.5 0.8 1.2 1.2 4 3.8 6.2 10.9 11.5 12.2 11.6 10.9 10.2 10.7 11.4 13.2 14.1 14.9
UBS SECURITIES LLC 3.8 10.2 11.5 11.2 8.6 8.3 9.7 14.8 14.5 12.7 7.6 7.5 8.5 8.4 9.8 9 10.5 10.8 12 10.3 9.8 8.9 9.1 8.8 8.4 10.8 11.6 12.8 13 13.1 12.7 8.4 8.3 8.2 8.3 8.1 8.3 7.6 7.5 7.4 7 6.9 7.4 7.4 7.2 7.2 7.2 7 17.8 17.7 18.3 16.2 17.4 17.3 9.2 9.4 9.9 11.5 11 10 10.6 11.4 11.8 11.8 13.1 13.1 15.4 12.7 12.5 11.5 13.9 13.8 14.9
MERRILL LYNCH PIERCE FENNER... 10.3 26.3 26.9 18 2.7 2.4 3.3 7.3 7.4 8.9 4.7 4.7 7.6 7.6 7.9 6.7 7.3 7.2 17.7 19.4 19.6 15.8 16.6 16.2 17.1 14.9 14.5 12.4 12.5 12.7 7.8 7.6 7.5 15.2 16.3 16.3 9.9 8 8.4 10.1 10.6 11.1 18.3 18.2 17.5 11.3 11.7 12.5 8.1 8.6 8.5 11.1 10.7 11.8 11.9 12 10.6 11 11 15.5 13.6 13 9.1 9.9 9.8 10.4 14.9 15.3 15.3 10.6 10.7 10.6 14
ICE CLEAR US INC 7.1 7.9 9.8 12.2 12.2 12.2 9.5 10.4 10.3 7.8 7.4 7.5 8.8 8.6 8.9 9.1 9.3 8.7 9.3 9.3 9.3 9.5 9.2 9.3 8.6 8.7 8.6 9.6 9.5 10.4 8.6 9.4 8.4 7.9 7.9 8.2 9.2 9.2 9.6 7.8 7.5 7.5 7.4 7 7.3 7.9 7.9 7.7 7.9 7.9 7.6 7.3 7.2 7.3 7.9 8 8.3 9.8 9.5 9.2 8.8 9.1 9.5 9.7 9.7 9.6 10.2 11.4 11.3 10.7 11.6 11.6 13.8
HSBC BANK USA NA 10 29 29.4 29.3 28.5 29.5 28.5 21.5 21.5 20.5 28.2 28.3 32.5 35.5 35.6 33.3 30.1 30.6 30.2 13.2 12.9 12.6 12.3 12.5 12.2 15.5 13.8 17.8 14 13.8 12.2 15.4 15.4 15.4 14.4 14.5 11.4 10.6 10.5 14.2 14.3 14.3 12.4 13.3 13.6 12.5 13.7 14 14.6 12.7 12.6 11.2 10.1 10 10.8 10.3 10.6 10.2 10.3 10.6 11.7 11.6 11.4 16.7 17.3 17.4 11.9 12 11.6 12.2 11.6 11.5 13.7
ASX CLEAR FUTURES PTY LTD 11.5 11.8 12.1 8.1 8.2 8.4 9.1 10.3 10.3 9.2 9.6 9.4 9.8 9.6 9.5 6 6.5 6.6 6.8 6.7 6.7 6.4 8 8 8.3 9.4 9.4 9.5 6.2 6.2 7.1 7.3 7.4 5.8 5.9 5.7 7.4 7 6.9 5.6 5.4 5.4 7 7.3 7.3 8.5 8.5 8.7 7.4 7.4 7.4 5.5 5.4 5.2 6.9 7.1 7.1 6.8 7.9 7.9 8.5 7.7 7.7 7.5 8 8.1 9.6 11.2 11.1 10.8 11.5 11.5 13.2
UBS ASSET MANAGEMENT AMERICAS... 0.3 0.3 0.3 0.2 0.2 0.2 0.3 0 0.1 0.4 0.4 1.2 0.9 0.9 0.6 0.6 0.6 0.5 0.5 0.5 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 1.9 1.9 1.9 3.3 3.3 3.3 3.9 3.9 3.9 4.8 4.8 4.8 6.6 6.6 6.6 6.2 6.2 6.2 6.7 6.7 6.7 8.2 8.2 8.2 8.8 8.8 8.8 9.9 9.8 9.8 8.5 8.5 8.5 10.2 10.2 10.2 14.9 14.9 14.9 12.6 12.6
Other Counterparties 317.9 468 726.4 805.5 773 749.6 639.2 595.2 431.9 282.2 280.1 283 294.3 301.6 295.7 285.6 272.2 253 265.3 276.1 272.4 277.2 291.8 322.8 333.6 325.9 318.1 290.5 283.2 314.5 402 404.1 437.6 416.9 412.2 353 282 288.9 289 283.9 287.9 291.5 297.2 259.7 252.3 247.9 276.7 265.1 251.8 275 281.8 299.6 253 265.5 299.5 302 304 328.6 325.7 280.8 222 246.9 247.8 246 224.8 228.1 264.3 286 291.4 308.7 308.9 308.2 297.9
Invalid LEI 320.1 356.9 400.7 340 338.8 345.1 380.3 404.9 420 400.7 400.6 406.3 396 399.4 391.3 382.7 386.2 392.7 424.8 426 432.7 457.8 461.7 461.6 460.6 458.3 463.9 513.3 510.6 503.2 481.9 482.4 475.5 511 518 517.8 497.5 494.8 489 492.8 502.1 506 622.3 628.9 640.6 278.2 280.7 243.6 252.1 249.4 256.1 190.7 190 178.8 184 191.7 200.9 212.7 257.1 311.4 460.6 453.4 450.3 466.6 397.6 379.4 294.5 293.1 309.8 285.1 289.2 286.2 313
Total 2,628.3 3,657.8 4,271.3 4,131.7 4,128.2 4,141 4,101.9 4,011.3 3,841.5 3,394.1 3,472.8 3,497 3,487.6 3,459.2 3,413 3,421.4 3,479.9 3,501.7 3,814.9 3,861.5 3,904.6 3,966.4 3,987.9 4,034.4 4,051.7 4,090.9 4,092.8 4,135.7 4,182.3 4,230.7 4,431.4 4,258 4,280.6 4,165.5 4,135.9 4,065.2 3,971.7 3,965.1 3,906.7 3,813.4 3,802.9 3,849.4 4,118.4 4,099.8 4,149.4 4,225.2 4,292.3 4,295.6 4,252.5 4,228.6 4,254.4 4,180 4,267.8 4,263.6 4,372.3 4,373.3 4,427.5 4,515 4,514.1 4,576.4 4,757.6 4,837.3 4,835.4 4,574.9 4,605.7 4,566.1 4,852.4 4,906.3 4,977.5 5,060.2 5,174 5,242 5,246.2