Transaction Dollar Volume - Credit (Millions of USD) - 09/16/2022

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index 299,313 1,361 300,674
OTHER* 389 88,462 88,850
TOTAL 299,701 89,822 389,524
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 62,771 233,600 4,302 300,674
OTHER* 21,896 62,493 4,461 88,850
TOTAL 84,667 296,094 8,763 389,524
         
* 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* 337,725 103,821 261,677 75,824
         
* 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 68,875 265,085 4,479 56,667 202,115 4,126
OTHER* 26,172 71,804 5,131 17,620 53,182 3,791
TOTAL 95,047 336,889 9,610 74,287 255,298 7,917
             
* 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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