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Transaction Ticket Volume - Credit (Transactions)

  • CDS by Product & Cleared Status

    product

    Cleared2

    Uncleared

    Total

    Index Tranche

    0

    65

    65

    Europe / North America

    0

    65

    65

    Index

    8,561

    851

    9,412

    Europe / Other

    3,468

    203

    3,671

    North America / Asia

    5,094

    648

    5,742

    OTHER*

    9

    478

    487

    TOTAL

    8,570

    1,394

    9,964

    * Includes exotic credit products, swaptions, and total return swaps.

    CDS by Grade

    product

    HY6

    IG

    Other

    Total

    Index Tranche

    36

    17

    12

    65

    Index

    3,134

    2,487

    3,791

    9,412

    OTHER*

    111

    0

    376

    487

    TOTAL

    3,281

    2,504

    4,179

    9,964

    * Includes exotic credit products, swaptions, and total return swaps.

    CDS by Participant & Status

     

    Swap Dealers/MSPs5

    Others

    product

    Cleared2

    Uncleared

    Cleared

    Uncleared

    Index Tranche

    0

    7

    0

    123

    Index

    6,276

    598

    10,846

    1,104

    OTHER*

    0

    44

    18

    912

    TOTAL

    6,276

    649

    10,864

    2,139

    * Includes exotic credit products, swaptions, and total return swaps.

    CDS by Participant & Grade

     

    Swap Dealers/MSPs5

    Others

    product

    HY6

    IG

    Other

    HY

    IG

    Other

    Index Tranche

    5

    1

    1

    67

    33

    23

    Index

    1,835

    1,475

    3,564

    4,433

    3,499

    4,018

    OTHER*

    27

    0

    17

    195

    0

    735

    TOTAL

    1,867

    1,476

    3,582

    4,695

    3,532

    4,776

    * Includes exotic credit products, swaptions, and total return swaps.

    NOTES

    Swap transaction volumes for current week, by product and clearing status (number of new trades), all participant types, tenors, and currencies. For cleared swaps, this table reflects the creation of only one of the two swaps that results from the clearing process. All price-forming trade events, including new trades, terminations, amendments, and novations, are included in ticket 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 Data Dictionary for grade descriptions.

    4 See Explanatory Notes for participant type descriptions.

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