Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 1 15 16
Europe / North America 1 15 16
Index 4,604 108 4,712
Europe / Other 1,903 20 1,923
North America / Asia 2,701 88 2,789
OTHER* 0 278 278
TOTAL 4,605 401 5,006
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 3 13 0 16
Index 2,170 2,307 235 4,712
OTHER* 70 180 28 278
TOTAL 2,243 2,500 263 5,006
         
* 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 1 15 1 15
Index 5,216 122 3,992 94
OTHER* 0 301 0 255
TOTAL 5,217 438 3,993 364
         
* 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 3 13 0 3 13 0
Index 2,381 2,722 235 1,959 1,892 235
OTHER* 82 188 31 58 172 25
TOTAL 2,466 2,923 266 2,020 2,077 260
             
* 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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