Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 115 115
Europe / North America 0 115 115
Index 7,335 1,007 8,342
Europe / Other 2,918 438 3,356
North America / Asia 4,417 569 4,986
OTHER* 60 333 393
TOTAL 7,395 1,455 8,850
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 50 65 0 115
Index 3,679 4,259 404 8,342
OTHER* 169 196 28 393
TOTAL 3,898 4,520 432 8,850
* 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 0 131 0 99
Index 9,267 1,164 5,403 850
OTHER* 64 353 56 313
TOTAL 9,331 1,648 5,459 1,262
* 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 53 78 0 47 52 0
Index 4,470 5,452 509 2,888 3,066 299
OTHER* 180 208 29 158 184 27
TOTAL 4,703 5,738 538 3,093 3,302 326
* 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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