Transaction Dollar Volume - Credit (Millions of USD)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index 307,751 47,661 355,412
OTHER* 17,492 65,598 83,090
TOTAL 325,243 113,259 438,502
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 79,412 265,178 10,821 355,412
OTHER* 10,762 72,083 245 83,090
TOTAL 90,174 337,261 11,066 438,502
         
* 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* 416,520 142,043 233,965 84,476
         
* 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 96,358 352,629 12,441 62,466 177,728 9,201
OTHER* 11,853 85,037 245 9,671 59,129 245
TOTAL 108,211 437,666 12,686 72,138 236,857 9,446
             
* 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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