Transaction Ticket Volume - Credit (Transactions) - 11/25/2022

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 9 9
Europe / North America 0 9 9
Index 3,441 73 3,514
Europe / Other 1,598 12 1,610
North America / Asia 1,843 61 1,904
OTHER* 8 166 174
TOTAL 3,449 248 3,697
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 4 5 0 9
Index 1,564 1,835 116 3,514
OTHER* 28 126 20 174
TOTAL 1,596 1,966 136 3,697
         
* 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 0 10 0 8
Index 4,064 107 2,818 39
OTHER* 13 201 3 131
TOTAL 4,077 318 2,821 178
         
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product, Participant Type & Grade

  Swap Dealers/MSPs5 Others
Product HY6 IG Other HY IG Other
Index Tranche 5 5 0 3 5 0
Index 1,813 2,239 119 1,315 1,430 112
OTHER* 38 155 21 18 97 19
TOTAL 1,856 2,399 140 1,336 1,532 131
             
* 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 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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