Transaction Dollar Volume - Credit (Millions of USD) - 11/25/2022

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index 114,873 1,868 116,741
OTHER* 756 39,215 39,971
TOTAL 115,629 41,083 156,712
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 27,498 87,823 1,420 116,741
OTHER* 3,448 35,520 1,003 39,971
TOTAL 30,945 123,343 2,424 156,712
         
* 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* 138,280 48,841 92,978 33,325
         
* 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 31,934 106,069 1,521 23,061 69,577 1,320
OTHER* 4,927 41,623 1,047 1,968 29,418 959
TOTAL 36,862 147,692 2,568 25,029 98,995 2,279
             
* 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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