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

The sample covers the three month period beginning March 20, 2018 through June 19, 2018

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.28 Untranched 11 10.0 875,000,000 84
CDX.EM.29 Untranched 12 11.7 3,525,000,000 310
CDX.NA.HY.21 Untranched 4 1.3 50,000,000 0
CDX.NA.HY.23 Untranched 7 4.0 50,000,000 1
CDX.NA.HY.24 Untranched 6 3.3 50,000,000 1
CDX.NA.HY.25 Untranched 10 7.3 100,000,000 3
CDX.NA.HY.26 Untranched 7 4.0 25,000,000 1
CDX.NA.HY.27 Untranched 11 7.3 75,000,000 3
CDX.NA.HY.28 Untranched 10 7.3 100,000,000 3
CDX.NA.HY.29 Untranched 14 12.3 4,775,000,000 219
CDX.NA.HY.30 Untranched 17 15.7 11,400,000,000 685
CDX.NA.IG.19 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.21 Untranched 4 1.7 50,000,000 0
CDX.NA.IG.22 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.23 Untranched 7 3.7 175,000,000 1
CDX.NA.IG.24 Untranched 3 1.3 25,000,000 0
CDX.NA.IG.25 Untranched 11 5.7 200,000,000 3
CDX.NA.IG.26 Untranched 9 5.0 100,000,000 1
CDX.NA.IG.27 Tranched 4 1.7 50,000,000 1
CDX.NA.IG.27 Untranched 9 6.3 175,000,000 3
CDX.NA.IG.28 Untranched 10 9.0 1,200,000,000 34
CDX.NA.IG.29 Untranched 13 12.3 11,075,000,000 164
CDX.NA.IG.30 Untranched 14 14.3 37,200,000,000 682
CMBX.NA.AAA.10 Untranched 10 7.7 100,000,000 7
CMBX.NA.AAA.11 Untranched 9 7.7 150,000,000 12
CMBX.NA.AAA.6 Untranched 7 4.3 25,000,000 2
CMBX.NA.AAA.8 Untranched 7 4.7 50,000,000 4
CMBX.NA.AAA.9 Untranched 7 4.0 50,000,000 3
CMBX.NA.BBB-.6 Untranched 8 7.3 75,000,000 42
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 8 7.7 350,000,000 25
IOS.FN30.600.08 Untranched 2 0.7 25,000,000 0
IOS.FN30.650.67 Untranched 3 1.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 5 2.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 28 Untranched 11 7.3 225,000,000 5
ITRAXX ASIA EX-JAPAN IG SERIES 29 Untranched 13 11.3 550,000,000 23
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 4 2.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 7 3.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 7 4.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 9 5.3 100,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 9 4.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 11 7.3 375,000,000 5
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 12 8.0 300,000,000 6
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 14 12.3 2,725,000,000 87
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 16 16.0 9,050,000,000 507
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 2 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 6 2.7 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 7 3.0 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 13 9.0 450,000,000 8
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 14 11.7 1,475,000,000 26
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 15 14.7 6,775,000,000 177
ITRAXX EUROPE SERIES 19 Untranched 8 3.7 50,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 7 2.7 75,000,000 1
ITRAXX EUROPE SERIES 21 Untranched 10 5.0 100,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 8 4.0 75,000,000 1
ITRAXX EUROPE SERIES 23 Untranched 10 6.0 100,000,000 1
ITRAXX EUROPE SERIES 24 Tranched 4 3.3 50,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 10 7.3 575,000,000 6
ITRAXX EUROPE SERIES 25 Untranched 12 7.7 200,000,000 3
ITRAXX EUROPE SERIES 26 Tranched 5 2.7 125,000,000 1
ITRAXX EUROPE SERIES 26 Untranched 10 7.7 525,000,000 7
ITRAXX EUROPE SERIES 27 Untranched 14 11.0 1,300,000,000 12
ITRAXX EUROPE SERIES 28 Tranched 4 3.7 225,000,000 3
ITRAXX EUROPE SERIES 28 Untranched 15 12.7 10350000000 116
ITRAXX EUROPE SERIES 29 Untranched 18 17.3 29850000000 539
MBX.FN30.650.67 Untranched 1 0.3 50000000 0
dtccdotcom