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

The sample covers the three month period beginning March 20, 2016 through June 19, 2016

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 4 1.7 25,000,000 1
CDX.EM.24 Untranched 10 8.3 225,000,000 21
CDX.EM.25 Untranched 11 10.3 1,000,000,000 102
CDX.NA.HY.17 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.19 Untranched 2 0.7 25,000,000 0
CDX.NA.HY.21 Untranched 2 0.7 50,000,000 1
CDX.NA.HY.22 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.23 Untranched 3 1.7 100,000,000 2
CDX.NA.HY.24 Untranched 8 5.0 125,000,000 5
CDX.NA.HY.25 Untranched 10 9.0 1,525,000,000 71
CDX.NA.HY.26 Untranched 11 10.3 3,525,000,000 275
CDX.NA.IG.17 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.18 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.19 Untranched 8 3.7 50,000,000 1
CDX.NA.IG.20 Untranched 2 1.0 50,000,000 0
CDX.NA.IG.21 Untranched 4 1.7 75,000,000 1
CDX.NA.IG.22 Untranched 3 1.3 25,000,000 0
CDX.NA.IG.23 Untranched 7 3.0 150,000,000 2
CDX.NA.IG.24 Untranched 8 4.3 175,000,000 3
CDX.NA.IG.25 Untranched 10 9.3 3,800,000,000 58
CDX.NA.IG.26 Untranched 11 10.3 11,100,000,000 273
CDX.NA.IG.8 Tranched 6 3.0 125,000,000 1
CDX.NA.IG.8 Untranched 0 0.0 50,000,000 0
CDX.NA.IG.9 Tranched 7 6.0 150,000,000 2
CDX.NA.IG.9 Untranched 4 1.7 200,000,000 1
CMBX.NA.AAA.8 Untranched 11 9.7 200,000,000 15
DOW JONES CDX.NA.IG.6 Tranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 3 1.0 50,000,000 0
DOW JONES CDX.NA.IG.7 Untranched 1 0.3 25,000,000 0
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 8 6.7 225,000,000 20
IOS.FN30.600.08 Untranched 1 0.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 23 Untranched 5 2.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 24 Untranched 12 8.3 225,000,000 8
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 14 12.7 475,000,000 22
ITRAXX AUSTRALIA SERIES 23 Untranched 3 1.3 25,000,000 0
ITRAXX AUSTRALIA SERIES 24 Untranched 9 4.7 75,000,000 4
ITRAXX AUSTRALIA SERIES 25 Untranched 12 9.3 250,000,000 13
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 2 1.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 5 2.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 6 2.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 6 4.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 8 4.0 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 15 12.0 925,000,000 50
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 14 14.0 3,250,000,000 264
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 2 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 6 2.7 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 9 3.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 13 9.7 650,000,000 17
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 14 13.0 2,200,000,000 84
ITRAXX EUROPE SERIES 15 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SERIES 16 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 3 1.3 50,000,000 0
ITRAXX EUROPE SERIES 19 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 9 3.7 75,000,000 1
ITRAXX EUROPE SERIES 21 Untranched 7 2.3 125,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 5 2.7 200,000,000 1
ITRAXX EUROPE SERIES 23 Untranched 11 8.3 225,000,000 3
ITRAXX EUROPE SERIES 24 Tranched 6 4.0 150,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 13 12.3 4,025,000,000 59
ITRAXX EUROPE SERIES 25 Untranched 15 14.0 12,475,000,000 285
ITRAXX EUROPE SERIES 5C Tranched 2 0.7 100,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 2 1.0 125,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 5 2.0 25,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 2 1.0 25,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 9 6.3 75,000,000 2
ITRAXX EUROPE SERIES 9 Untranched 3 1.0 100,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 21 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 22 Untranched 2 1.0 25,000,000 0
MBX.FN30.650.67 Untranched 1 0.3 125,000,000 0
dtccdotcom