Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)

The sample covers the three month period beginning March 20, 2012 through June 19, 2012

Explanation of data (pdf).

Reference Entity Product Type Total Number
of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
ABX.HE.AAA.06-1 Untranched 10 8.7 25,000,000 2
CDX.EM.13 Untranched 10 7.0 25,000,000 1
CDX.EM.14 Untranched 10 8.3 25,000,000 2
CDX.EM.15 Untranched 11 6.7 25,000,000 1
CDX.EM.16 Untranched 14 11.7 200,000,000 14
CDX.EM.17 Untranched 14 12.7 575,000,000 57
CDX.EM.9 Untranched 1 0.3 25,000,000 0
CDX.NA.HY.10 Tranched 10 9.0 100,000,000 4
CDX.NA.HY.10 Untranched 12 10.3 200,000,000 3
CDX.NA.HY.11 Tranched 8 7.0 25,000,000 1
CDX.NA.HY.11 Untranched 10 9.0 100,000,000 2
CDX.NA.HY.12 Untranched 6 3.0 25,000,000 0
CDX.NA.HY.13 Untranched 5 1.7 25,000,000 0
CDX.NA.HY.14 Untranched 10 9.7 50,000,000 2
CDX.NA.HY.15 Tranched 11 9.0 125,000,000 4
CDX.NA.HY.15 Untranched 13 12.0 150,000,000 6
CDX.NA.HY.16 Untranched 13 12.3 100,000,000 4
CDX.NA.HY.17 Untranched 16 14.7 1,450,000,000 98
CDX.NA.HY.18 Untranched 16 15.0 3,625,000,000 244
CDX.NA.HY.8 Tranched 8 5.7 25,000,000 1
CDX.NA.HY.8 Untranched 8 7.0 75,000,000 1
CDX.NA.HY.9 Tranched 8 7.0 50,000,000 2
CDX.NA.HY.9 Untranched 11 9.3 175,000,000 2
CDX.NA.IG.HVOL.8 Untranched 9 4.3 25,000,000 0
CDX.NA.IG.10 Tranched 4 1.3 50,000,000 0
CDX.NA.IG.10 Untranched 11 6.3 200,000,000 1
CDX.NA.IG.11 Untranched 15 10.0 100,000,000 1
CDX.NA.IG.12 Untranched 10 4.0 25,000,000 0
CDX.NA.IG.13 Untranched 9 4.3 50,000,000 0
CDX.NA.IG.14 Untranched 12 7.7 50,000,000 0
CDX.NA.IG.15 Untranched 15 11.0 200,000,000 2
CDX.NA.IG.16 Untranched 13 11.3 250,000,000 4
CDX.NA.IG.17 Untranched 15 14.3 4,550,000,000 59
CDX.NA.IG.18 Untranched 17 16.7 25,750,000,000 411
CDX.NA.IG.8 Tranched 11 4.3 100,000,000 1
CDX.NA.IG.8 Untranched 14 8.0 125,000,000 1
CDX.NA.IG.9 Tranched 16 15.3 1,125,000,000 31
CDX.NA.IG.9 Untranched 17 16.3 6,300,000,000 56
CMBX.NA.AAA.1 Untranched 12 10.0 150,000,000 14
CMBX.NA.AAA.3 Untranched 11 9.7 75,000,000 8
DOW JONES CDX.NA.IG.3 Untranched 4 1.3 25,000,000 0
DOW JONES CDX.NA.IG.4 Tranched 5 2.0 25,000,000 0
DOW JONES CDX.NA.IG.4 Untranched 6 2.3 25,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 3 1.0 25,000,000 0
DOW JONES CDX.NA.IG.5 Untranched 3 1.3 25,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 9 3.7 50,000,000 0
DOW JONES CDX.NA.IG.6 Untranched 11 5.0 50,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 11 6.3 150,000,000 1
DOW JONES CDX.NA.IG.7 Untranched 13 7.3 200,000,000 0
IOS.FN30.450.09 Untranched 10 9.0 175,000,000 7
IOS.FN30.500.09 Untranched 10 8.7 175,000,000 9
IOS.FN30.650.67 Untranched 8 4.0 75,000,000 3
ITRAXX ASIA EX-JAPAN IG SERIES 14 Untranched 8 4.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 15 Untranched 9 5.0 50,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 16 Untranched 14 11.3 125,000,000 7
ITRAXX ASIA EX-JAPAN IG SERIES 17 Untranched 16 15.7 350,000,000 23
ITRAXX AUSTRALIA SERIES 14 Untranched 5 2.3 25,000,000 1
ITRAXX AUSTRALIA SERIES 15 Untranched 8 4.0 50,000,000 2
ITRAXX AUSTRALIA SERIES 16 Untranched 14 10.0 150,000,000 9
ITRAXX AUSTRALIA SERIES 17 Untranched 15 15.0 475,000,000 30
ITRAXX EUROPE CROSSOVER SERIES 12 Untranched 11 5.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 13 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 11 7.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 13 10.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 16 14.3 700,000,000 44
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 17 16.3 6,100,000,000 497
ITRAXX EUROPE CROSSOVER SERIES 7 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 8 Untranched 9 3.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 9 Untranched 8 3.0 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 13 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 14 Untranched 10 5.0 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 7 Untranched 7 2.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 8 Untranched 6 2.0 50,000,000 0
ITRAXX EUROPE HIVOL SERIES 9 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 Untranched 6 2.7 100,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 8 3.7 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 7 3.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 9 4.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 15 9.0 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 17 14.0 975,000,000 28
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 16 16.0 4,300,000,000 187
ITRAXX EUROPE SENIOR FINANCIALS SERIES 8 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 9 Untranched 10 3.7 25,000,000 0
ITRAXX EUROPE SERIES 10 Untranched 9 5.0 50,000,000 0
ITRAXX EUROPE SERIES 11 Untranched 13 6.7 100,000,000 0
ITRAXX EUROPE SERIES 12 Untranched 7 4.3 25,000,000 0
ITRAXX EUROPE SERIES 13 Untranched 11 5.0 75,000,000 0
ITRAXX EUROPE SERIES 14 Untranched 14 8.0 75,000,000 1
ITRAXX EUROPE SERIES 15 Tranched 6 4.7 75,000,000 1
ITRAXX EUROPE SERIES 15 Untranched 16 14.0 500,000,000 5
ITRAXX EUROPE SERIES 16 Untranched 17 15.7 3,400,000,000 53
ITRAXX EUROPE SERIES 17 Untranched 17 17.0 21,475,000,000 481
ITRAXX EUROPE SERIES 2 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SERIES 3 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 3C Tranched 7 3.0 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 3 2.0 25,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 3 1.3 25,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 8 3.0 25,000,000 0
ITRAXX EUROPE SERIES 5B Tranched 4 2.0 25,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 7 2.7 25,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 8 4.0 50,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 9 3.3 25,000,000 0
ITRAXX EUROPE SERIES 7 Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 12 5.7 25,000,000 0
ITRAXX EUROPE SERIES 7B Tranched 6 3.3 25,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 8 4.0 50,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 10 5.0 25,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 14 8.3 75,000,000 1
ITRAXX EUROPE SERIES 9 Tranched 16 15.0 1,400,000,000 32
ITRAXX EUROPE SERIES 9 Untranched 16 15.0 2,975,000,000 27
ITRAXX EUROPE SUB FINANCIALS SERIES 10 Untranched 2 1.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 7 2.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 13 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 12 7.3 50,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 16 14.0 325,000,000 16
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 17 16.0 875,000,000 60
ITRAXX EUROPE SUB FINANCIALS SERIES 8 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 9 Untranched 3 1.0 25,000,000 0
ITRAXX JAPAN SERIES 13 Untranched 2 0.7 25,000,000 0
ITRAXX JAPAN SERIES 14 Untranched 10 7.3 25,000,000 2
ITRAXX JAPAN SERIES 15 Untranched 11 7.7 50,000,000 2
ITRAXX JAPAN SERIES 16 Untranched 13 11.3 125,000,000 8
ITRAXX JAPAN SERIES 17 Untranched 13 12.3 500,000,000 34
ITRAXX SOVX CEEMEA SERIES 3 Untranched 7 4.0 100,000,000 7
ITRAXX SOVX CEEMEA SERIES 4 Untranched 9 3.7 50,000,000 3
ITRAXX SOVX CEEMEA SERIES 5 Untranched 11 7.0 75,000,000 4
ITRAXX SOVX CEEMEA SERIES 6 Untranched 15 11.3 125,000,000 9
ITRAXX SOVX CEEMEA SERIES 7 Untranched 16 15.7 600,000,000 44
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 2 0.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 6 2.0 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 7 3.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 11 5.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 6 Untranched 12 10.0 75,000,000 6
LCDX.NA SERIES 10 Untranched 6 3.3 25,000,000 0
LCDX.NA SERIES 12 Untranched 8 5.3 25,000,000 1
LCDX.NA SERIES 9 Untranched 6 4.0 25,000,000 0
MBX.FN30.650.67 Untranched 5 2.7 25,000,000 2
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