Net Notional Outstanding - Credit (Millions of USD)
-
Product and Participant Type
Product
TOTAL
Single - Name*
Corporate
711,015
Loans
4,004
Municipal
4,092
Recovery
Sovereign
207,293
Index Tranche
Asia
<1,000
Europe
156,452
North America
150,534
Index
Asia
29,079
Europe
370,368
North America
537,452
Other
Exotic
Swaptions
Total Return Swap
TOTAL
2,170,289
Estimated net notional amount outstanding, June 7 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies, cleared and uncleared. This table will be expanded to reflect participant type and cleared status as more complete data becomes available.
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.
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
TOTAL
Product
HY**
IG
Other
Index Tranche*
Asia
<100
310
Europe
156,452
North America
14,494
134,050
1,989
Index
Asia
550
9,599
14,668
Europe
370,368
North America
85,064
379,348
72,808
TOTAL
100,107
522,997
616,595
Estimated net notional amount outstanding, June 7 weekly snapshot, by product type and grade (millions of USD), all participant types, tenors and currencies, cleared and uncleared. This table will be expanded to reflect participant type as more complete data becomes available.
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 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.
