Transaction Ticket Volume - Credit (Transactions) - 06/03/2022

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 16 16
Europe / North America 0 16 16
Index 5,178 123 5,301
Europe / Other 1,926 15 1,941
North America / Asia 3,252 108 3,360
OTHER* 1 270 271
TOTAL 5,179 409 5,588
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 6 10 0 16
Index 2,284 2,869 148 5,301
OTHER* 59 156 56 271
TOTAL 2,349 3,035 204 5,588
         
* 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 17 0 15
Index 5,990 164 4,365 82
OTHER* 2 309 0 231
TOTAL 5,992 490 4,365 328
         
* 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 6 11 0 6 9 0
Index 2,570 3,420 164 1,997 2,318 132
OTHER* 66 189 56 52 123 56
TOTAL 2,642 3,620 220 2,055 2,450 188
             
* 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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