Transaction Dollar Volume - Credit (Millions of USD) - 11/01/2024

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index / Other* 256,058 141,654 397,712
Europe 104,375 22,469 126,844
North America 147,019 59,675 206,693
Other Regions 4,664 59,510 64,175
TOTAL 256,058 141,654 397,712
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 44,904 204,080 5,425 254,410
OTHER* 15,507 69,386 58,408 143,301
TOTAL 60,412 273,467 63,833 397,712
         
* 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
Index Tranche / Index / Other* 311,026 176,458 201,090 106,849
Europe 132,007 25,949 76,743 18,989
North America 173,027 82,685 121,010 36,664
Other Regions 5,992 67,824 3,336 51,196
TOTAL 311,026 176,458 201,090 106,849
         
* 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 51,732 252,134 6,748 38,077 156,027 4,103
OTHER* 16,855 93,476 66,540 14,160 45,296 50,276
TOTAL 68,586 345,610 73,288 52,237 201,323 54,379
             
* 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. Only the notional values of market-facing trades are included in dollar volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
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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