Transaction Ticket Volume - Credit (Transactions) - 11/22/2024

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index / Other* 5,872 939 6,810
Europe 2,792 249 3,041
North America 2,820 350 3,170
Other Regions 260 339 599
TOTAL 5,872 939 6,810
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 2,497 3,366 261 6,124
OTHER* 143 234 309 686
TOTAL 2,640 3,600 570 6,810
         
* 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 / Index / Other* 7,236 1,041 4,508 836
Europe 3,534 281 2,051 217
North America 3,340 397 2,299 303
Other Regions 362 362 158 316
TOTAL 7,236 1,041 4,508 836
         
* 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 / Index 2,944 4,227 345 2,050 2,506 176
OTHER* 156 274 331 131 194 287
TOTAL 3,100 4,501 676 2,181 2,700 463
             
* Includes exotic credit products, swaptions, and total return swaps.

Notes

Swap transaction ticket 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. Only market-facing trades are included in ticket volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
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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