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Transaction Dollar Volume - Credit (Millions of USD)

  • CDS by Product & Cleared Status

    product

    Cleared2

    Uncleared

    Total

    Index Tranche / Index

    449,685

    29,319

    479,004

    OTHER*

    1,635

    64,280

    65,915

    TOTAL

    451,320

    93,599

    544,920

    * Includes exotic credit products, swaptions, and total return swaps.

    CDS by Grade

    product

    HY6

    IG

    Other

    Total

    Index Tranche / Index

    64,676

    186,082

    228,246

    479,004

    OTHER*

    46,995

    0

    18,920

    65,915

    TOTAL

    111,672

    186,082

    247,166

    544,920

    * Includes exotic credit products, swaptions, and total return swaps.

    CDS by Participant and Status

     

    Swap Dealers/MSPs5

    Others

    product

    Cleared2

    Uncleared

    Cleared

    Uncleared

    TOTAL*

    494,144

    34,136

    408,497

    153,063

    * Includes index tranche, index, exotic, swaptions, and total return swap credit products.

    CDS by Participant & Grade

     

    Swap Dealers/MSPs5

    Others

    product

    HY6

    IG

    Other

    HY

    IG

    Other

    Index Tranche / Index

    45,360

    152,225

    321,042

    83,992

    219,940

    135,451

    OTHER*

    8,739

    0

    915

    85,252

    0

    36,924

    TOTAL

    54,099

    152,225

    321,957

    169,244

    219,940

    172,375

    * Includes exotic credit products, swaptions, and total return swaps.

    NOTES

    Swap dollar volumes for current week, by product type and major currency (notional value of all new trades in millions of USD), all participant types and tenors, cleared and uncleared. For cleared swaps, this table reflects the notional value of the creation of only one of the two swaps that results from the clearing process. The notional values of all price-forming trade events, including new trades, terminations, amendments, and novations, are included in dollar volumes.

    1 See Data Dictionary for product descriptions and Explanatory Notes for data sources.

    2 See Explanatory Notes for cleared and uncleared descriptions.

    3 See Data Dictionary for grade descriptions.

    4 See Explanatory Notes for participant type descriptions.

    The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.