Transaction Ticket Volume - Credit (Transactions) - 12/06/2024

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index / Other* 4,974 950 5,923
Europe 2,487 246 2,733
North America 2,274 356 2,630
Other Regions 213 348 561
TOTAL 4,974 950 5,923
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 2,138 2,926 201 5,265
OTHER* 126 195 337 658
TOTAL 2,264 3,121 538 5,923
         
* 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* 6,122 1,106 3,826 794
Europe 3,209 316 1,766 177
North America 2,616 405 1,931 307
Other Regions 297 385 129 310
TOTAL 6,122 1,106 3,826 794
         
* 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 2,521 3,679 277 1,755 2,174 125
OTHER* 144 232 374 108 158 299
TOTAL 2,665 3,911 651 1,863 2,332 424
             
* 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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