Product

TOTAL

Single - Name*

Corporate

704,607

Loans

3,992

Municipal

4,069

Recovery

Sovereign

207,997

Index Tranche

Asia

<1,000

Europe

157,261

North America

149,997

Index

Asia

28,795

Europe

376,528

North America

552,097

Other

Exotic

Swaptions

Total Return Swap

TOTAL

2,185,343

Estimated net notional amount outstanding, May 10 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies, cleared and uncleared. This table will be expanded to reflect participant type and cleared status as more complete data becomes available.

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.

The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.

TOTAL

Product

HY**

IG

Other

Index Tranche*

Asia

<100

297

Europe

157,261

North America

15,372

132,636

1,989

Index

Asia

550

9,386

14,272

Europe

376,528

North America

86,302

394,964

70,620

TOTAL

102,223

536,986

620,968

Estimated net notional amount outstanding, May 10 weekly snapshot, by product type and grade (millions of USD), all participant types, tenors and currencies, cleared and uncleared. This table will be expanded to reflect participant type as more complete data becomes available.

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 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.