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

The sample covers the three month period beginning March 20, 2015 through June 21, 2015

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.23 Untranched 10 9.7 650,000,000 52
CDX.NA.HY.15 Untranched 2 0.7 75,000,000 1
CDX.NA.HY.16 Untranched 1 0.3 25,000,000 0
CDX.NA.HY.17 Untranched 7 3.7 50,000,000 1
CDX.NA.HY.18 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.19 Untranched 9 3.7 100,000,000 2
CDX.NA.HY.20 Untranched 4 1.3 75,000,000 2
CDX.NA.HY.21 Untranched 4 2.0 100,000,000 2
CDX.NA.HY.22 Untranched 6 2.7 50,000,000 3
CDX.NA.HY.23 Untranched 12 9.3 1,625,000,000 82
CDX.NA.HY.24 Untranched 11 10.0 3,700,000,000 257
CDX.NA.IG.15 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.16 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.17 Untranched 1 0.3 100,000,000 0
CDX.NA.IG.18 Untranched 1 0.3 75,000,000 0
CDX.NA.IG.19 Untranched 2 0.7 200,000,000 1
CDX.NA.IG.20 Untranched 5 2.3 200,000,000 1
CDX.NA.IG.21 Tranched 5 3.0 50,000,000 0
CDX.NA.IG.21 Untranched 6 2.3 225,000,000 2
CDX.NA.IG.22 Untranched 4 1.7 300,000,000 3
CDX.NA.IG.23 Untranched 10 8.3 4,250,000,000 38
CDX.NA.IG.24 Untranched 12 10.7 11,025,000,000 199
CDX.NA.IG.8 Tranched 2 0.7 25,000,000 0
CDX.NA.IG.8 Untranched 3 1.3 100,000,000 0
CDX.NA.IG.9 Tranched 8 7.7 100,000,000 1
CDX.NA.IG.9 Untranched 7 2.3 150,000,000 1
CMBX.NA.AAA.1 Untranched 3 2.0 25,000,000 1
CMBX.NA.AAA.7 Untranched 9 8.7 225,000,000 12
DOW JONES CDX.NA.IG.= 5 Tranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.= 5 Untranched 4 1.7 50,000,000 0
DOW JONES CDX.NA.IG.= 6 Tranched 1 0.3 25,000,000 0
DOW JONES CDX.NA.IG.= 6 Untranched 3 1.0 25,000,000 0
DOW JONES CDX.NA.IG.= 7 Tranched 1 0.3 25,000,000 0
DOW JONES CDX.NA.IG.= 7 Untranched 4 2.0 50,000,000 0
IOS.FN30.400.10 Untranched 8 7.3 175,000,000 7
IOS.FN30.600.08 Untranched 5 3.3 75,000,000 2
IOS.FN30.650.67 Untranched 5 1.7 25,000,000 0
ITRAXX ASIA EX-JAPAN= IG SERIES 20 Untranched 3 1.0 25,000,000 0
ITRAXX ASIA EX-JAPAN= IG SERIES 21 Untranched 9 4.3 25,000,000 1
ITRAXX ASIA EX-JAPAN= IG SERIES 22 Untranched 13 7.0 125,000,000 5
ITRAXX ASIA EX-JAPAN= IG SERIES 23 Untranched 12 11.0 225,000,000 11
ITRAXX EUROPE CROSSO= VER SERIES 15 Untranched 4 2.0 25,000,000 0
ITRAXX EUROPE CROSSO= VER SERIES 17 Untranched 5 3.3 25,000,000 1
ITRAXX EUROPE CROSSO= VER SERIES 18 Untranched 4 2.7 50,000,000 1
ITRAXX EUROPE CROSSO= VER SERIES 19 Untranched 5 3.3 75,000,000 1
ITRAXX EUROPE CROSSO= VER SERIES 20 Untranched 7 2.7 50,000,000 1
ITRAXX EUROPE CROSSO= VER SERIES 21 Untranched 11 7.7 175,000,000 6
ITRAXX EUROPE CROSSO= VER SERIES 22 Untranched 12 10.7 1,075,000,000 53
ITRAXX EUROPE CROSSO= VER SERIES 23 Untranched 14 12.3 4,450,000,000 330
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 5 1.7 100,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 6 2.3 100,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 2 1.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 3 1.0 75,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 6 2.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 8 4.3 150,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 11 8.7 900,000,000 19
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 13 11.7 2,425,000,000 90
ITRAXX EUROPE SERIES= 14 Untranched 3 1.0 50,000,000 0
ITRAXX EUROPE SERIES= 15 Untranched 6 2.0 75,000,000 0
ITRAXX EUROPE SERIES= 16 Untranched 5 2.0 75,000,000 0
ITRAXX EUROPE SERIES= 17 Untranched 7 2.7 75,000,000 1
ITRAXX EUROPE SERIES= 18 Untranched 7 2.7 150,000,000 1
ITRAXX EUROPE SERIES= 19 Untranched 9 4.7 250,000,000 2
ITRAXX EUROPE SERIES= 20 Untranched 9 5.0 250,000,000 1
ITRAXX EUROPE SERIES= 21 Untranched 10 9.0 550,000,000 5
ITRAXX EUROPE SERIES= 22 Untranched 12 11.3 4,275,000,000 67
ITRAXX EUROPE SERIES= 23 Untranched 12 12.0 14,275,000,000 311
ITRAXX EUROPE SERIES= 4C Tranched 2 0.7 50,000,000 0
ITRAXX EUROPE SERIES= 5 Untranched 5 2.3 100,000,000 0
ITRAXX EUROPE SERIES= 5C Tranched 4 1.3 50,000,000 0
ITRAXX EUROPE SERIES= 6 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES= 6C Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES= 7 Untranched 2 0.7 100,000,000 0
ITRAXX EUROPE SERIES= 7C Tranched 3 1.3 25,000,000 0
ITRAXX EUROPE SERIES= 8 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES= 9 Tranched 7 6.3 50,000,000 1
ITRAXX EUROPE SERIES= 9 Untranched 6 3.7 150,000,000 1
ITRAXX EUROPE SUB FI= NANCIALS SERIES 20 Untranched 6 3.7 50,000,000 1
ITRAXX EUROPE SUB FI= NANCIALS SERIES 21 Untranched 6 3.0 25,000,000 1
ITRAXX EUROPE SUB FI= NANCIALS SERIES 22 Untranched 9 6.3 50,000,000 4
ITRAXX SOVX CEEMEA S= ERIES 7 Untranched 3 1.0 25,000,000 0
ITRAXX SOVX WESTERN = EUROPE SERIES 4 Untranched 2 1.0 25,000,000 0
ITRAXX SOVX WESTERN = EUROPE SERIES 5 Untranched 5 1.7 75,000,000 0
MBX.FN30.650.67 Untranched 4 2.0 175,000,000 1
dtccdotcom