Transaction Ticket Volume - Credit (Transactions) - 09/16/2022

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 8 8
Europe / North America 0 8 8
Index 7,746 100 7,846
Europe / Other 3,175 10 3,185
North America / Asia 4,571 90 4,661
OTHER* 6 541 547
TOTAL 7,752 649 8,401
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 3 5 0 8
Index 3,792 3,840 214 7,846
OTHER* 101 334 112 547
TOTAL 3,896 4,179 326 8,401
         
* 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 9 0 7
Index 8,951 117 6,541 83
OTHER* 12 668 0 414
TOTAL 8,963 794 6,541 504
         
* 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 4 5 0 2 5 0
Index 4,252 4,591 225 3,332 3,089 203
OTHER* 134 427 119 68 241 105
TOTAL 4,390 5,023 344 3,402 3,335 308
             
* 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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