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

The sample covers the three month period beginning March 20, 2014 through June 19, 2014

Explanation of data (pdf).

TOTAL NUMBER OF AVERAGE MONTHLY AVERAGE DAILY AVERAGE NUMBER
REF ENTITY PRODUCT TYPE CLEARING DEALERS CLEARING DEALERS NOTIONAL (USD EQ) TRADES/DAY
CDX.EM.13 Untranched 7 3.0 50,000,000 0
CDX.EM.21 Untranched 12 12.0 1,025,000,000 114
CDX.NA.HY.10 Tranched 6 4.0 50,000,000 1
CDX.NA.HY.10 Untranched 9 5.0 150,000,000 1
CDX.NA.HY.14 Untranched 9 5.0 25,000,000 0
CDX.NA.HY.15 Untranched 10 6.3 50,000,000 1
CDX.NA.HY.16 Untranched 8 4.3 50,000,000 1
CDX.NA.HY.17 Untranched 10 9.0 100,000,000 2
CDX.NA.HY.18 Untranched 11 8.0 75,000,000 1
CDX.NA.HY.19 Untranched 11 9.7 175,000,000 5
CDX.NA.HY.20 Untranched 12 11.0 125,000,000 5
CDX.NA.HY.21 Untranched 14 13.3 2,350,000,000 107
CDX.NA.HY.22 Untranched 14 14.0 5,850,000,000 375
CDX.NA.IG.10 Untranched 4 1.3 25,000,000 0
CDX.NA.IG.13 Untranched 5 2.3 50,000,000 0
CDX.NA.IG.14 Untranched 6 2.3 25,000,000 0
CDX.NA.IG.15 Untranched 11 6.7 125,000,000 1
CDX.NA.IG.16 Untranched 10 5.7 100,000,000 1
CDX.NA.IG.17 Untranched 13 7.0 150,000,000 1
CDX.NA.IG.18 Untranched 13 9.0 150,000,000 1
CDX.NA.IG.19 Untranched 11 10.0 525,000,000 6
CDX.NA.IG.20 Untranched 13 11.3 400,000,000 5
CDX.NA.IG.21 Tranched 5 4.3 50,000,000 1
CDX.NA.IG.21 Untranched 14 14.0 7,100,000,000 112
CDX.NA.IG.22 Untranched 14 14.0 21,225,000,000 419
CDX.NA.IG.8 Tranched 8 4.3 50,000,000 1
CDX.NA.IG.8 Untranched 12 6.0 100,000,000 1
CDX.NA.IG.9 Tranched 11 9.0 400,000,000 6
CDX.NA.IG.9 Untranched 14 11.7 775,000,000 5
CMBX.NA.AAA.1 Untranched 9 6.7 75,000,000 3
DOW JONES CDX.NA.IG.3 Untranched 4 2.0 50,000,000 0
DOW JONES CDX.NA.IG.4 Untranched 4 2.0 125,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 4 2.0 25,000,000 0
DOW JONES CDX.NA.IG.5 Untranched 5 2.7 50,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 7 3.7 50,000,000 1
DOW JONES CDX.NA.IG.6 Untranched 8 4.7 100,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 7 5.3 150,000,000 1
DOW JONES CDX.NA.IG.7 Untranched 9 6.3 425,000,000 0
IOS.FN30.400.10 Untranched 7 6.3 200,000,000 16
IOS.FN30.450.10 Untranched 10 7.7 200,000,000 9
IOS.FN30.500.10 Untranched 8 7.3 150,000,000 8
IOS.FN30.600.08 Untranched 6 4.3 50,000,000 1
IOS.FN30.650.67 Untranched 6 2.7 50,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 19 Untranched 11 7.7 50,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 20 Untranched 14 10.7 200,000,000 9
ITRAXX ASIA EX-JAPAN IG SERIES 21 Untranched 14 13.7 250,000,000 17
ITRAXX AUSTRALIA SERIES 15 Untranched 9 4.3 50,000,000 1
ITRAXX AUSTRALIA SERIES 19 Untranched 7 3.0 25,000,000 0
ITRAXX AUSTRALIA SERIES 20 Untranched 12 8.7 125,000,000 6
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 10 3.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 8 4.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 8 5.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 13 8.7 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 12 7.7 125,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 13 11.3 225,000,000 7
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 15 14.3 2,275,000,000 97
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 15 15.0 6,475,000,000 372
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 7 3.3 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 7 3.3 75,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 8 4.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 8 4.0 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 8 5.3 175,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 13 8.7 150,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 9 6.0 125,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 14 11.3 75,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 15 12.7 925,000,000 21
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 15 15.0 3,450,000,000 100
ITRAXX EUROPE SERIES 12 Untranched 7 3.0 25,000,000 0
ITRAXX EUROPE SERIES 13 Untranched 9 5.0 175,000,000 1
ITRAXX EUROPE SERIES 14 Untranched 7 4.0 200,000,000 1
ITRAXX EUROPE SERIES 15 Untranched 10 6.7 175,000,000 1
ITRAXX EUROPE SERIES 16 Untranched 9 6.3 325,000,000 1
ITRAXX EUROPE SERIES 17 Untranched 12 8.3 400,000,000 2
ITRAXX EUROPE SERIES 18 Untranched 14 11.7 800,000,000 5
ITRAXX EUROPE SERIES 19 Untranched 15 13.0 1,225,000,000 8
ITRAXX EUROPE SERIES 2 Untranched 7 3.0 100,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 15 13.3 7,800,000,000 129
ITRAXX EUROPE SERIES 21 Untranched 15 15.0 25,100,000,000 498
ITRAXX EUROPE SERIES 3 Untranched 9 4.0 75,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 10 5.0 250,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 8 4.0 25,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 7 4.7 175,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 8 3.7 75,000,000 1
ITRAXX EUROPE SERIES 6 Untranched 9 5.0 275,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 8 4.0 125,000,000 1
ITRAXX EUROPE SERIES 7 Untranched 9 5.7 75,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 6 2.7 50,000,000 1
ITRAXX EUROPE SERIES 8 Tranched 10 5.3 75,000,000 1
ITRAXX EUROPE SERIES 8 Untranched 9 5.0 50,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 11 9.7 850,000,000 8
ITRAXX EUROPE SERIES 9 Untranched 13 11.3 1,750,000,000 9
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 6 3.0 50,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 13 Untranched 2 1.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 6 3.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 8 3.7 75,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 8 3.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 7 3.7 100,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 18 Untranched 7 3.7 100,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 11 9.3 100,000,000 5
ITRAXX EUROPE SUB FINANCIALS SERIES 21 Untranched 13 11.7 175,000,000 8
ITRAXX JAPAN SERIES 18 Untranched 8 4.0 25,000,000 0
ITRAXX JAPAN SERIES 19 Untranched 10 8.0 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 7 Untranched 3 1.7 50,000,000 1
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 3 1.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 5 2.3 125,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 5 2.7 75,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 5 2.7 25,000,000 1
MBX.FN30.650.67 Untranched 3 1.0 50,000,000 0
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