Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 1 83 84
Europe / North America 1 83 84
Index 4,460 738 5,198
Europe / Other 1,794 349 2,143
North America / Asia 2,666 389 3,055
OTHER* 62 615 677
TOTAL 4,523 1,436 5,959
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 59 25 0 84
Index 2,036 2,855 307 5,198
OTHER* 84 530 63 677
TOTAL 2,179 3,410 370 5,959
* 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 1 90 1 76
Index 5,623 956 3,297 520
OTHER* 66 650 58 580
TOTAL 5,690 1,696 3,356 1,176
* 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 62 29 0 56 21 0
Index 2,446 3,688 446 1,626 2,023 168
OTHER* 94 551 71 74 509 55
TOTAL 2,602 4,268 517 1,756 2,553 223
* 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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