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Transaction Dollar Volume - Credit (Millions of USD)

  • CDS by Product & Cleared Status

    Product1

    Cleared2

    Uncleared

    TOTAL

    Index Tranche / Index

    195,826

    17,420

    213,246

    OTHER*

    9,388

    7,551

    16,939

    TOTAL

    205,214

    24,971

    230,185

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

    CDS by Grade

    Product1

    HY6

    IG

    Other

    TOTAL

    Index Tranche / Index

    31,446

    47,932

    133,869

    213,247

    OTHER*

    0

    0

    16,939

    16,939

    TOTAL

    31,446

    47,932

    150,808

    230,186

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

    CDS by Participant and Status

     

    Swap Dealers/MSPs5

    Others

    Product1

    Cleared2

    Uncleared

    Cleared

    Uncleared

    TOTAL*

    220,335

    34,192

    190,093

    15,749

    * 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

    34,708

    51,856

    147,100

    28,183

    44,007

    120,638

    OTHER*

    0

    0

    20,865

    0

    0

    13,014

    TOTAL

    34,708

    51,856

    167,965

    28,183

    44,007

    133,652

    * 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.