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

The sample covers the three month period beginning March 20, 2013 through June 19, 2013

Explanation of data (pdf).

Ref 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 8 5.7 25,000,000 2
CDX.EM.13 Untranched 12 8.3 25,000,000 4
CDX.EM.14 Untranched 9 5.3 50,000,000 1
CDX.EM.15 Untranched 10 7 25,000,000 1
CDX.EM.16 Untranched 11 7.7 25,000,000 1
CDX.EM.17 Untranched 12 10 25,000,000 2
CDX.EM.18 Untranched 13 12.3 175,000,000 14
CDX.EM.19 Untranched 13 12.7 750,000,000 69
CDX.NA.HY.10 Tranched 6 5.7 25,000,000 1
CDX.NA.HY.10 Untranched 9 7.3 100,000,000 1
CDX.NA.HY.11 Tranched 5 3.7 25,000,000 0
CDX.NA.HY.11 Untranched 9 6.7 600,000,000 1
CDX.NA.HY.14 Untranched 12 8 250,000,000 1
CDX.NA.HY.15 Tranched 8 6 25,000,000 1
CDX.NA.HY.15 Untranched 12 11.3 325,000,000 4
CDX.NA.HY.16 Untranched 12 8.7 75,000,000 2
CDX.NA.HY.17 Untranched 11 10.3 150,000,000 5
CDX.NA.HY.18 Untranched 13 11.7 200,000,000 9
CDX.NA.HY.19 Untranched 14 13 2,075,000,000 120
CDX.NA.HY.20 Untranched 14 13.7 7,425,000,000 439
CDX.NA.HY.8 Tranched 2 0.7 25,000,000 0
CDX.NA.HY.8 Untranched 5 1.7 25,000,000 0
CDX.NA.IG.10 Untranched 10 6.3 50,000,000 1
CDX.NA.IG.11 Untranched 12 6 75,000,000 1
CDX.NA.IG.12 Untranched 10 5 25,000,000 0
CDX.NA.IG.13 Untranched 9 4.7 75,000,000 1
CDX.NA.IG.14 Untranched 12 8 100,000,000 1
CDX.NA.IG.15 Untranched 13 8.3 100,000,000 1
CDX.NA.IG.16 Untranched 13 10.3 250,000,000 2
CDX.NA.IG.17 Untranched 13 11.7 250,000,000 3
CDX.NA.IG.18 Untranched 13 11 300,000,000 5
CDX.NA.IG.19 Untranched 14 13.3 8,375,000,000 98
CDX.NA.IG.20 Untranched 14 14 34,800,000,000 502
CDX.NA.IG.8 Tranched 8 3.3 175,000,000 1
CDX.NA.IG.8 Untranched 11 7 75,000,000 1
CDX.NA.IG.9 Tranched 12 11.3 475,000,000 14
CDX.NA.IG.9 Untranched 15 13.3 3,800,000,000 24
CMBX.NA.AAA.1 Untranched 10 9 50,000,000 5
CMBX.NA.AAA.3 Untranched 11 10.3 100,000,000 12
CMBX.NA.AAA.4 Untranched 11 10 75,000,000 10
DOW JONES CDX.NA.IG.3 Tranched 4 1.7 25,000,000 0
DOW JONES CDX.NA.IG.3 Untranched 5 2 25,000,000 0
DOW JONES CDX.NA.IG.4 Tranched 4 1.3 25,000,000 0
DOW JONES CDX.NA.IG.4 Untranched 8 4.7 50,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 9 5.3 25,000,000 1
DOW JONES CDX.NA.IG.5 Untranched 8 3.7 50,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 6 3.3 100,000,000 1
DOW JONES CDX.NA.IG.6 Untranched 9 4.7 50,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 11 8 425,000,000 1
DOW JONES CDX.NA.IG.7 Untranched 10 7.3 175,000,000 1
IOS.FN30.400.10 Untranched 7 7 175,000,000 11
IOS.FN30.450.10 Untranched 9 7.7 225,000,000 15
IOS.FN30.600.08 Untranched 6 4.7 200,000,000 4
IOS.FN30.650.67 Untranched 8 5.3 175,000,000 2
ITRAXX ASIA EX-JAPAN IG SERIES 14 Untranched 3 1.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 15 Untranched 7 4 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 16 Untranched 6 3.3 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 17 Untranched 12 5.7 75,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 18 Untranched 14 10.7 200,000,000 7
ITRAXX ASIA EX-JAPAN IG SERIES 19 Untranched 14 13.7 350,000,000 19
ITRAXX AUSTRALIA SERIES 14 Untranched 5 1.7 25,000,000 0
ITRAXX AUSTRALIA SERIES 15 Untranched 5 3.3 25,000,000 0
ITRAXX AUSTRALIA SERIES 16 Untranched 4 1.3 25,000,000 0
ITRAXX AUSTRALIA SERIES 17 Untranched 9 3.3 25,000,000 0
ITRAXX AUSTRALIA SERIES 18 Untranched 14 11.7 100,000,000 4
ITRAXX AUSTRALIA SERIES 19 Untranched 13 12.7 350,000,000 19
ITRAXX EUROPE CROSSOVER SERIES 12 Untranched 12 5.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 13 Untranched 11 5.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 9 4.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 12 7.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 14 12.3 150,000,000 8
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 15 14.3 1,575,000,000 97
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 15 15 7,775,000,000 519
ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 Untranched 6 3.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 Untranched 6 3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 9 5 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 7 4 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 7 4.3 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 12 8 150,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 12 7 225,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 14 12 250,000,000 4
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 15 13.7 1,175,000,000 33
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 15 15 5,425,000,000 199
ITRAXX EUROPE SERIES 10 Untranched 11 7.7 125,000,000 1
ITRAXX EUROPE SERIES 11 Untranched 11 6.7 50,000,000 0
ITRAXX EUROPE SERIES 12 Untranched 13 7.7 100,000,000 1
ITRAXX EUROPE SERIES 13 Untranched 12 8 150,000,000 1
ITRAXX EUROPE SERIES 14 Untranched 13 8.7 75,000,000 1
ITRAXX EUROPE SERIES 15 Tranched 7 5 25,000,000 1
ITRAXX EUROPE SERIES 15 Untranched 13 10.3 375,000,000 2
ITRAXX EUROPE SERIES 16 Untranched 15 11.3 300,000,000 3
ITRAXX EUROPE SERIES 17 Untranched 15 13.7 700,000,000 13
ITRAXX EUROPE SERIES 18 Untranched 15 14.7 6,500,000,000 100
ITRAXX EUROPE SERIES 19 Untranched 15 15 36,025,000,000 710
ITRAXX EUROPE SERIES 2 Untranched 4 2 25,000,000 0
ITRAXX EUROPE SERIES 3 Untranched 7 3.7 25,000,000 0
ITRAXX EUROPE SERIES 3C Tranched 4 2 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 6 2.7 50,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 4 1.3 75,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 9 5.3 50,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 9 5 125,000,000 1
ITRAXX EUROPE SERIES 6 Tranched 2 0.7 50,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 13 7 125,000,000 1
ITRAXX EUROPE SERIES 6B Tranched 2 0.7 75,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 8 3.7 100,000,000 1
ITRAXX EUROPE SERIES 7 Untranched 12 7 100,000,000 1
ITRAXX EUROPE SERIES 7B Tranched 6 4.3 50,000,000 1
ITRAXX EUROPE SERIES 7C Tranched 7 2.7 150,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 9 3.7 200,000,000 1
ITRAXX EUROPE SERIES 8 Untranched 13 7.7 100,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 12 10.7 525,000,000 17
ITRAXX EUROPE SERIES 9 Untranched 15 13.7 1,925,000,000 16
ITRAXX EUROPE SUB FINANCIALS SERIES 10 Untranched 10 4.7 50,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 4 2.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 13 Untranched 8 3.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 8 3.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 8 5.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 7 5.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 13 11 50,000,000 2
ITRAXX EUROPE SUB FINANCIALS SERIES 18 Untranched 13 11.3 275,000,000 18
ITRAXX EUROPE SUB FINANCIALS SERIES 19 Untranched 15 14 675,000,000 40
ITRAXX JAPAN SERIES 15 Untranched 7 2.7 25,000,000 0
ITRAXX JAPAN SERIES 17 Untranched 8 4.7 25,000,000 1
ITRAXX JAPAN SERIES 18 Untranched 13 10 100,000,000 13
ITRAXX JAPAN SERIES 19 Untranched 13 12 325,000,000 47
ITRAXX SOVX CEEMEA SERIES 3 Untranched 7 3.3 50,000,000 3
ITRAXX SOVX CEEMEA SERIES 4 Untranched 8 4 50,000,000 2
ITRAXX SOVX CEEMEA SERIES 5 Untranched 6 3.7 50,000,000 2
ITRAXX SOVX CEEMEA SERIES 6 Untranched 8 4.3 50,000,000 2
ITRAXX SOVX CEEMEA SERIES 7 Untranched 9 5.3 50,000,000 2
ITRAXX SOVX CEEMEA SERIES 8 Untranched 12 7.3 50,000,000 2
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 4 1.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 4 1.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 5 2 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 3 1.7 25,000,000 0
LCDX.NA SERIES 12 Untranched 5 2 25,000,000 0
MBX.FN30.550.08-V1 Untranched 5 3.7 200,000,000 6
MBX.FN30.650.67 Untranched 6 3.3 50,000,000 1
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