Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 138 138
Europe / North America 0 138 138
Index 3,977 615 4,592
Europe / Other 1,593 273 1,866
North America / Asia 2,384 342 2,726
OTHER* 33 218 251
TOTAL 4,010 971 4,981
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 76 62 0 138
Index 1,745 2,589 259 4,592
OTHER* 90 144 17 251
TOTAL 1,911 2,795 276 4,981
* 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 0 149 0 127
Index 5,077 714 2,877 516
OTHER* 37 215 29 221
TOTAL 5,114 1,078 2,906 864
* 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 83 66 0 69 58 0
Index 2,132 3,328 331 1,357 1,849 187
OTHER* 98 137 17 82 151 17
TOTAL 2,313 3,531 348 1,508 2,058 204
* 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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