Transaction Ticket Volume - Credit (Transactions) - 01/26/2024

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index / Other* 4,988 1,032 6,020
Europe 2,042 247 2,289
North America 2,702 224 2,926
Other 245 560 805
TOTAL 4,988 1,032 6,020
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 2,561 2,710 259 5,530
OTHER* 151 298 42 490
TOTAL 2,712 3,008 300 6,020
         
* 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* 6,153 1,251 3,823 812
Europe 2,613 364 1,471 130
North America 3,216 265 2,187 184
Other 324 622 165 498
TOTAL 6,153 1,251 3,823 812
         
* 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 3,069 3,463 332 2,053 1,957 185
OTHER* 177 321 43 125 275 41
TOTAL 3,246 3,784 375 2,178 2,232 226
             
* 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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