Transaction Ticket Volume - Credit (Transactions)

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche 0 33 33
Europe / North America 0 33 33
Index 3,756 453 4,209
Europe / Other 1,436 228 1,664
North America / Asia 2,320 225 2,545
OTHER* 29 572 601
TOTAL 3,785 1,058 4,843
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche 25 8 0 33
Index 1,920 2,001 288 4,209
OTHER* 92 434 75 601
TOTAL 2,037 2,443 363 4,843
         
* 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 39 0 27
Index 4,650 480 2,862 426
OTHER* 31 585 26 559
TOTAL 4,681 1,104 2,888 1,012
         
* 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 28 11 0 22 5 0
Index 2,276 2,500 354 1,564 1,502 222
OTHER* 99 436 81 84 432 69
TOTAL 2,403 2,947 435 1,670 1,939 291
             
* 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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