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Transaction Dollar Volume - Credit (Millions of USD)

  • CDS by Product & Cleared Status

    product

    Cleared2

    Uncleared

    Total

    Index Tranche / Index

    400,149

    30,709

    430,858

    OTHER*

    616

    62,163

    62,779

    TOTAL

    400,764

    92,872

    493,636

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

    CDS by Grade

    product

    HY6

    IG

    Other

    Total

    Index Tranche / Index

    57,143

    140,063

    233,652

    430,858

    OTHER*

    41,850

    0

    20,928

    62,779

    TOTAL

    98,993

    140,063

    254,581

    493,636

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

    CDS by Participant and Status

     

    Swap Dealers/MSPs5

    Others

    product

    Cleared2

    Uncleared

    Cleared

    Uncleared

    TOTAL*

    404,783

    43,074

    396,746

    142,670

    * 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

    39,311

    126,047

    264,737

    74,974

    154,079

    202,568

    OTHER*

    11,881

    0

    5,882

    71,819

    0

    35,975

    TOTAL

    51,192

    126,047

    270,618

    146,794

    154,079

    238,543

    * 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.