Transaction Dollar Volume - Credit (Millions of USD) - 11/22/2024

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index / Other* 305,806 175,431 481,236
Europe 145,481 46,510 191,991
North America 155,180 71,927 227,108
Other Regions 5,144 56,993 62,138
TOTAL 305,806 175,431 481,236
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 56,907 233,109 4,854 294,871
OTHER* 22,109 107,207 57,050 186,366
TOTAL 79,016 340,317 61,904 481,236
         
* 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
Index Tranche / Index / Other* 364,522 202,883 247,090 147,978
Europe 174,978 49,557 115,985 43,463
North America 182,459 91,721 127,901 52,133
Other Regions 7,085 61,605 3,204 52,382
TOTAL 364,522 202,883 247,090 147,978
         
* 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 63,991 280,682 6,071 49,824 185,536 3,637
OTHER* 22,730 131,778 62,152 21,487 82,637 51,948
TOTAL 86,721 412,460 68,223 71,311 268,173 55,584
             
* 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. Only the notional values of market-facing trades are included in dollar volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
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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