Gross Notional Outstanding - Credit (Millions of USD)
-
Product And Participant Type
Dealers**
Buyside
TOTAL
Product
Cleared
Uncleared
Cleared
Uncleared
Cleared
Uncleared
Single - Name*
Corporate
501,160
7,244,808
501,160
726,257
1,002,320
7,971,065
Loans
16,829
<1,000
16,829
Municipal
40,153
1,980
42,133
Recovery
Sovereign
32,242
2,643,779
32,242
225,325
64,483
2,869,103
Index Tranche
Asia
<100
<100
Europe
802,693
82,097
884,790
North America
924,493
33,345
957,838
Index
Asia
1,926
288,725
2,237
45,778
4,163
334,503
Europe
334,891
2,998,337
358,681
469,965
693,573
3,468,302
North America
477,902
1,536,357
548,804
376,584
1,026,706
1,912,942
Other
Exotic
Swaptions
Total Return Swap
TOTAL
1,348,121
16,496,172
1,443,124
1,961,332
2,791,244
18,457,504
Estimated gross notional amount outstanding, May 17 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Explanatory Notes for cleared and uncleared descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Product Type and Grade
Dealers**
Buyside
TOTAL
Product
HY***
IG
Other
HY
IG
Other
HY
IG
Other
Index Tranche*
Asia
<100
395
<100
<100
395
Europe
802,693
82,097
884,790
North America
108,044
799,490
16,959
8,700
23,734
912
116,744
823,223
17,871
Index
Asia
3,540
99,322
156,843
276
9,369
32,757
3,816
108,691
189,600
Europe
3,333,228
828,646
4,161,875
North America
275,734
1,506,320
231,898
143,623
732,618
49,072
419,357
2,238,938
280,970
TOTAL
387,318
2,405,132
4,542,017
152,599
765,721
993,484
539,917
3,170,853
5,535,501
Estimated gross notional amount outstanding, May 17 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Data Dictionary for product grade descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
