Transaction Dollar Volume - Credit (Millions of USD) - 11/29/2024

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index / Other* 212,939 132,694 345,633
Europe 117,616 52,586 170,202
North America 91,624 35,020 126,644
Other Regions 3,699 45,088 48,787
TOTAL 212,939 132,694 345,633
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 39,028 161,282 3,493 203,802
OTHER* 28,765 68,065 45,000 141,830
TOTAL 67,794 229,346 48,493 345,633
         
* 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* 257,774 157,902 168,104 107,487
Europe 151,532 71,239 83,700 33,932
North America 101,571 36,953 81,677 33,088
Other Regions 4,671 49,710 2,727 40,466
TOTAL 257,774 157,902 168,104 107,487
         
* 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 43,948 201,652 4,337 34,109 120,911 2,649
OTHER* 29,592 86,524 49,622 27,938 49,605 40,379
TOTAL 73,540 288,176 53,959 62,047 170,516 43,027
             
* 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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