Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 6 76 82
Europe / North America 6 76 82
Index 5,598 856 6,454
Europe / Other 2,213 411 2,624
North America / Asia 3,385 445 3,830
OTHER* 45 450 495
TOTAL 5,649 1,382 7,031
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 47 35 0 82
Index 2,674 3,411 369 6,454
OTHER* 268 224 3 495
TOTAL 2,989 3,670 372 7,031
         
* 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 12 86 0 66
Index 7,270 1,033 3,926 679
OTHER* 44 477 45 423
TOTAL 7,326 1,596 3,971 1,168
         
* 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 52 46 0 42 24 0
Index 3,386 4,499 418 1,962 2,324 319
OTHER* 273 245 3 263 202 3
TOTAL 3,711 4,790 421 2,267 2,550 322
             
* 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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