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Transaction Dollar Volume - Credit (Millions of USD)

  • CDS by Product & Cleared Status

    product

    Cleared2

    Uncleared

    Total

    Index Tranche / Index

    427,523

    82,386

    509,909

    OTHER*

    6,275

    45,793

    52,068

    TOTAL

    433,797

    128,180

    561,977

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

    CDS by Grade

    product

    HY6

    IG

    Other

    Total

    Index Tranche / Index

    126,348

    199,839

    183,722

    509,909

    OTHER*

    21,545

    0

    30,524

    52,068

    TOTAL

    147,893

    199,839

    214,245

    561,977

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

    CDS by Participant and Status

     

    Swap Dealers/MSPs5

    Others

    product

    Cleared2

    Uncleared

    Cleared

    Uncleared

    TOTAL*

    441,710

    43,306

    425,885

    213,054

    * 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

    60,653

    215,632

    205,686

    192,043

    184,047

    161,758

    OTHER*

    1,072

    0

    1,974

    42,017

    0

    59,073

    TOTAL

    61,725

    215,632

    207,659

    234,060

    184,047

    220,832

    * 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.