Transaction Dollar Volume - Credit (Millions of USD)
-
Product and Participant Type
Product
TOTAL
Single - Name*
Corporate
Loans
Municipal
Recovery
Sovereign
Index Tranche
Asia
Europe
North America
Index
Asia
Europe
North America
TOTAL
N/A**
Estimated swap dollar volumes, week ending May 17, by product type (total value of trades in millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade. This table will be expanded to reflect participant type and cleared status as more complete data becomes available.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Product Type and Grade
TOTAL
Product
HY**
IG
Other
Index Tranche*
Asia
Europe
North America
Index
Asia
Europe
North America
TOTAL
N/A***
N/A
N/A
Estimated swap dollar volumes, week ending May 17, by product type (total value of trades in millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade. This table will be expanded to reflect participant type and cleared status as more complete data becomes available.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Data Dictionary for product grade descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
