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Transaction Dollar Volume - Credit (Millions of USD)

  • CDS by Product & Cleared Status

    Product1

    Cleared2

    Uncleared

    TOTAL

    Index/Index Tranche

    426,822

    24,585

    451,407

    OTHER*

    10,600

    17,013

    27,613

    TOTAL

    437,422

    41,598

    479,020

    *OTHER variable includes exotic credit products, swaptions, and total return swaps.

    CDS by Grade

    Product1

    HY6

    IG

    Other

    TOTAL

    Index/Index Tranche

    65,874

    124,479

    261,054

    451,407

    OTHER*

    -

    -

    27,613

    27,613

    TOTAL

    65,874

    124,479

    288,667

    479,020

    *OTHER variable includes exotic credit products, swaptions, and total return swaps.

    CDS by Participant and Status

     

    Swap Dealers/MSPs5

    Others

    Product1

    Cleared2

    Uncleared

    Cleared

    Uncleared

    TOTAL

    441,056

    51,772

    433,789

    31,421

    *OTHER variable includes exotic credit products, swaptions, and total return swaps.

    CDS by Participant & Grade

     

    Swap Dealers/MSPs5

    Others

    Product1

    HY6

    IG

    Other

    HY

    IG

    Other

    Index/Index Tranche

    61,419

    137,968

    260,452

    70,328

    110,990

    261,657

    OTHER*

    -

    -

    32,989

    -

    -

    22,236

    TOTAL

    61,419

    137,968

    293,441

    70,328

    110,990

    283,893

    *OTHER variable 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.