Transaction Dollar Volume - Credit (Millions of USD)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index 171,327 24,254 195,580
OTHER* 4,412 36,830 41,241
TOTAL 175,738 61,083 236,821
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 41,658 149,525 4,397 195,580
OTHER* 8,136 31,902 1,204 41,241
TOTAL 49,794 181,427 5,600 236,821
* 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* 225,333 66,751 126,143 55,416
* 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 50,374 194,430 5,771 32,942 104,620 3,022
OTHER* 10,194 30,110 1,204 6,078 33,693 1,204
TOTAL 60,568 224,540 6,975 39,020 138,313 4,226
* 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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