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Transaction Dollar Volume - Credit (Millions of USD)

  • CDS by Product & Cleared Status

    product

    Cleared2

    Uncleared

    Total

    Index Tranche / Index

    523,069

    42,063

    565,132

    OTHER*

    1,217

    85,345

    86,562

    TOTAL

    524,286

    127,408

    651,693

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

    CDS by Grade

    product

    HY6

    IG

    Other

    Total

    Index Tranche / Index

    97,316

    245,007

    222,809

    565,132

    OTHER*

    25,060

    0

    61,502

    86,562

    TOTAL

    122,377

    245,007

    284,310

    651,693

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

    CDS by Participant and Status

     

    Swap Dealers/MSPs5

    Others

    product

    Cleared2

    Uncleared

    Cleared

    Uncleared

    TOTAL*

    530,662

    87,587

    517,910

    167,228

    * 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

    74,270

    219,322

    277,801

    120,362

    270,691

    167,817

    OTHER*

    8,936

    0

    37,921

    41,185

    0

    85,083

    TOTAL

    83,206

    219,322

    315,721

    161,547

    270,691

    252,900

    * 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.