Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 60 60
Europe / North America 0 60 60
Index 2,636 404 3,040
Europe / Other 1,258 175 1,433
North America / Asia 1,378 229 1,607
OTHER* 19 164 183
TOTAL 2,655 628 3,283
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 28 32 0 60
Index 1,157 1,678 206 3,040
OTHER* 54 117 12 183
TOTAL 1,239 1,827 218 3,283
* 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 71 0 49
Index 3,393 499 1,879 309
OTHER* 20 194 18 134
TOTAL 3,413 764 1,897 492
* 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 35 36 0 21 28 0
Index 1,374 2,198 320 939 1,157 92
OTHER* 62 134 18 46 100 6
TOTAL 1,471 2,368 338 1,006 1,285 98
* 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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