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

The sample covers the three month period beginning May 20, 2016 through June 19, 2017

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.24 Untranched 7 4.0 50,000,000 1
CDX.EM.25 Untranched 10 6.0 25,000,000 2
CDX.EM.26 Untranched 12 9.7 625,000,000 52
CDX.EM.27 Untranched 12 12.0 1,900,000,000 169
CDX.NA.HY.19 Untranched 3 1.7 25,000,000 0
CDX.NA.HY.21 Untranched 6 3.3 50,000,000 1
CDX.NA.HY.23 Untranched 8 4.7 75,000,000 3
CDX.NA.HY.24 Untranched 9 4.3 50,000,000 1
CDX.NA.HY.25 Untranched 9 7.7 175,000,000 4
CDX.NA.HY.26 Untranched 9 6.7 125,000,000 5
CDX.NA.HY.27 Untranched 13 11.7 3,075,000,000 196
CDX.NA.HY.28 Untranched 16 14.0 6,525,000,000 535
CDX.NA.IG.18 Untranched 4 1.7 50,000,000 0
CDX.NA.IG.19 Untranched 3 1.3 50,000,000 0
CDX.NA.IG.20 Untranched 4 2.3 75,000,000 0
CDX.NA.IG.21 Untranched 8 3.0 125,000,000 1
CDX.NA.IG.22 Untranched 5 2.0 100,000,000 1
CDX.NA.IG.23 Untranched 7 4.3 150,000,000 1
CDX.NA.IG.24 Untranched 7 3.0 125,000,000 1
CDX.NA.IG.25 Untranched 9 6.0 225,000,000 7
CDX.NA.IG.26 Untranched 8 6.0 400,000,000 7
CDX.NA.IG.27 Untranched 12 11.3 6,150,000,000 135
CDX.NA.IG.28 Untranched 15 14.7 21,425,000,000 506
CDX.NA.IG.9 Tranched 3 1.0 25,000,000 0
CMBX.NA.AAA.8 Untranched 8 6.3 50,000,000 4
CMBX.NA.AAA.9 Untranched 11 8.3 75,000,000 8
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 7 6.0 250,000,000 18
ITRAXX ASIA EX-JAPAN IG SERIES 24 Untranched 8 4.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 7 3.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 26 Untranched 12 9.0 300,000,000 7
ITRAXX ASIA EX-JAPAN IG SERIES 27 Untranched 12 10.0 500,000,000 18
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 7 2.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 9 4.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 11 6.7 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 9 5.3 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 7 4.7 125,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 9 5.7 75,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 11 8.0 75,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 13 11.7 2,025,000,000 95
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 17 16.3 5,075,000,000 353
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 7 3.3 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 7 3.3 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 8 3.7 100,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 12 11.0 1,550,000,000 28
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 16 14.3 5,750,000,000 174
ITRAXX EUROPE SERIES 15 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SERIES 19 Untranched 8 5.3 100,000,000 1
ITRAXX EUROPE SERIES 20 Untranched 11 4.7 50,000,000 1
ITRAXX EUROPE SERIES 21 Untranched 10 7.7 350,000,000 3
ITRAXX EUROPE SERIES 22 Untranched 11 7.0 325,000,000 3
ITRAXX EUROPE SERIES 23 Untranched 10 7.0 300,000,000 3
ITRAXX EUROPE SERIES 24 Tranched 5 3.3 150,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 11 9.0 325,000,000 5
ITRAXX EUROPE SERIES 25 Untranched 12 10.7 325,000,000 6
ITRAXX EUROPE SERIES 26 Tranched 5 3.3 125,000,000 1
ITRAXX EUROPE SERIES 26 Untranched 16 13.3 7,950,000,000 122
ITRAXX EUROPE SERIES 27 Untranched 17 17.0 25,275,000,000 511
ITRAXX EUROPE SERIES 9 Tranched 5 3.0 50,000,000 1
ITRAXX EUROPE SERIES 9 Untranched 6 3.7 125,000,000 1
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