Transaction Ticket Volume - Credit (Transactions) - 10/11/2024

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index / Other* 4,939 1,115 6,053
Europe 2,060 369 2,429
North America 2,637 444 3,081
Other Regions 242 301 543
TOTAL 4,939 1,115 6,053
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 2,407 2,797 227 5,430
OTHER* 115 239 269 623
TOTAL 2,521 3,036 496 6,053
         
* 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 / Index / Other* 6,149 1,276 3,728 953
Europe 2,699 435 1,421 304
North America 3,106 499 2,167 390
Other Regions 344 343 140 260
TOTAL 6,149 1,276 3,728 953
         
* 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 / Index 2,906 3,490 315 1,908 2,105 138
OTHER* 128 282 304 101 196 234
TOTAL 3,034 3,772 619 2,009 2,301 372
             
* Includes exotic credit products, swaptions, and total return swaps.

Notes

Swap transaction ticket 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. Only market-facing trades are included in ticket volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
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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