Gross Notional Outstanding - Credit (Millions of USD)
-
Product And Participant Type
Dealers**
Buyside
TOTAL
Product
Cleared
Uncleared
Cleared
Uncleared
Cleared
Uncleared
Single - Name*
Corporate
514,203
7,424,354
514,178
747,951
1,028,381
8,172,305
Loans
16,840
<1,000
16,840
Municipal
40,315
1,970
42,285
Recovery
Sovereign
33,721
2,696,819
33,721
221,944
67,443
2,918,763
Index Tranche
Asia
<100
<100
Europe
841,315
83,893
925,208
North America
929,862
33,367
963,229
Index
Asia
2,211
300,407
2,583
49,276
4,795
349,684
Europe
392,404
3,219,468
426,663
482,066
819,067
3,701,534
North America
512,456
1,627,955
602,515
389,050
1,114,971
2,017,005
Other
Exotic
Swaptions
Total Return Swap
TOTAL
1,454,995
17,097,336
1,579,661
2,009,517
3,034,656
19,106,853
Estimated gross notional amount outstanding, June 14 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Explanatory Notes for cleared and uncleared descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Product Type and Grade
Dealers**
Buyside
TOTAL
Product
HY***
IG
Other
HY
IG
Other
HY
IG
Other
Index Tranche*
Asia
<100
433
<100
<100
433
Europe
841,315
83,893
925,208
North America
106,458
806,345
17,059
8,647
23,808
912
115,105
830,153
17,971
Index
Asia
3,560
95,797
174,519
276
10,696
35,214
3,836
106,493
209,732
Europe
3,611,872
908,729
4,520,601
North America
302,498
1,585,903
251,628
169,075
770,049
52,285
471,573
2,355,952
303,913
TOTAL
412,516
2,488,045
4,896,827
177,999
804,554
1,081,031
590,515
3,292,598
5,977,858
Estimated gross notional amount outstanding, June 14 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Data Dictionary for product grade descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
