Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 53 53
Europe / North America 0 53 53
Index 3,861 569 4,430
Europe / Other 1,677 275 1,952
North America / Asia 2,184 294 2,478
OTHER* 42 318 360
TOTAL 3,903 940 4,843
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 21 32 0 53
Index 1,803 2,288 340 4,431
OTHER* 99 241 20 360
TOTAL 1,923 2,561 360 4,843
         
* 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 67 0 39
Index 4,866 642 2,857 496
OTHER* 50 328 34 308
TOTAL 4,916 1,037 2,891 843
         
* 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 24 43 0 18 21 0
Index 2,167 2,915 426 1,438 1,661 254
OTHER* 107 248 23 91 234 17
TOTAL 2,298 3,206 449 1,547 1,916 271
             
* 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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