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Transaction Dollar Volume - Credit (Millions of USD)

  • CDS by Product & Cleared Status

    Product1

    Cleared2

    Uncleared

    TOTAL

    Index Tranche / Index

    221,435

    42,593

    264,028

    OTHER*

    3,399

    41,583

    44,983

    TOTAL

    224,834

    84,176

    309,010

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

    CDS by Grade

    Product1

    HY6

    IG

    Other

    TOTAL

    Index Tranche / Index

    49,941

    67,890

    146,198

    264,029

    OTHER*

    0

    0

    44,982

    44,982

    TOTAL

    49,941

    67,890

    191,180

    309,011

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

    CDS by Participant and Status

     

    Swap Dealers/MSPs5

    Others

    Product1

    Cleared2

    Uncleared

    Cleared

    Uncleared

    TOTAL*

    240,922

    109,589

    208,746

    58,761

    * 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

    53,179

    78,967

    164,081

    46,703

    56,814

    128,312

    OTHER*

    0

    0

    54,285

    0

    0

    35,680

    TOTAL

    53,179

    78,967

    218,366

    46,703

    56,814

    163,992

    * 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.