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Net Notional Outstanding - Credit (Millions of USD)

  • Product and Participant Type

    Product

    TOTAL

    Single - Name*

    Corporate

    663,850

    Loans

    2,587

    Municipal

    3,974

    Recovery

     

    Sovereign

    196,389

    Index Tranche

    Asia

    <1,000

    Europe

    112,591

    North America

    133,061

    Index

    Asia

    28,846

    Europe

    358,505

    North America

    517,468

    Other

    Exotic

     

    Swaptions

     

    Total Return Swap

     

    TOTAL

    2,017,269

    Estimated net notional amount outstanding, November 8 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

       

    131

         

    Europe

       

    112,591

         

    North America

    17,620

    115,081

    360

         

    Index

    Asia

    262

    10,658

    13,958

         

    Europe

       

    358,505

         

    North America

    93,841

    358,230

    64,790

         

    TOTAL

    111,723

    483,969

    550,335

         

    Estimated net notional amount outstanding, November 8 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.