Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 103 103
Europe / North America 0 103 103
Index 4,844 588 5,432
Europe / Other 1,900 265 2,165
North America / Asia 2,945 323 3,268
OTHER* 58 263 321
TOTAL 4,902 954 5,856
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 68 35 0 103
Index 2,237 2,880 316 5,432
OTHER* 95 201 25 321
TOTAL 2,400 3,116 341 5,856
         
* 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 0 111 0 95
Index 6,011 652 3,677 524
OTHER* 58 296 58 230
TOTAL 6,069 1,059 3,735 849
         
* 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 76 35 0 60 35 0
Index 2,664 3,610 389 1,810 2,149 242
OTHER* 100 224 30 90 178 20
TOTAL 2,840 3,869 419 1,960 2,362 262
             
* 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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