Transaction Dollar Volume - Credit (Millions of USD) - 06/03/2022

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index 209,432 4,519 213,951
OTHER* 21 38,727 38,748
TOTAL 209,453 43,246 252,699
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 45,198 166,944 1,809 213,951
OTHER* 8,012 28,519 2,218 38,748
TOTAL 53,210 195,463 4,027 252,699
         
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product Cleared2 Uncleared Cleared Uncleared
TOTAL* 233,483 49,962 185,424 36,529
         
* Includes index tranche, index, exotic, swaptions, and total return swap credit products.

CDS by Product, Participant Type & Grade

  Swap Dealers/MSPs5 Others
Product HY6 IG Other HY IG Other
Index Tranche / Index 48,347 189,924 1,984 42,050 143,964 1,634
OTHER* 8,732 32,239 2,218 7,291 24,798 2,218
TOTAL 57,080 222,163 4,202 49,340 168,762 3,851
             
* Includes exotic credit products, swaptions, and total return swaps.
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 Explanatory Notes for currency descriptions.
4 See Explanatory Notes for tenor bucket descriptions.
5 See Explanatory Notes for participant type descriptions.
6 See Data Dictionary for grade descriptions.
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