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Transaction Dollar Volume - Credit (Millions of USD)

  • CDS by Product & Cleared Status

    Product1

    Cleared2

    Uncleared

    TOTAL

    Index Tranche / Index

    814,592

    39,588

    854,180

    OTHER*

    1,928

    56,921

    58,849

    TOTAL

    816,520

    96,509

    913,028

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

    CDS by Grade

    Product1

    HY6

    IG

    Other

    TOTAL

    Index Tranche / Index

    102,588

    335,805

    415,787

    854,180

    OTHER*

    0

    0

    58,849

    58,849

    TOTAL

    102,588

    335,805

    474,636

    913,029

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

    CDS by Participant and Status

     

    Swap Dealers/MSPs5

    Others

    Product1

    Cleared2

    Uncleared

    Cleared

    Uncleared

    TOTAL*

    932,940

    125,615

    699,559

    67,405

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

    CDS by Participant & Grade

     

    Swap Dealers/MSPs5

    Others

    Product1

    HY6

    IG

    Other

    HY

    IG

    Other

    Index Tranche / Index

    101,291

    351,902

    529,747

    103,886

    319,709

    301,827

    OTHER*

    0

    0

    75,614

    0

    0

    42,083

    TOTAL

    101,291

    351,902

    605,361

    103,886

    319,709

    343,910

    * 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.