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

The sample covers the three month period beginning June 20, 2012 through September 19, 2012

Explanation of data (pdf).

Reference Entity Product Type Total Number
of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
ABX.HE.AAA.06-1 Untranched 10 7.7 25,000,000 3
CDX.EM.13 Untranched 13 7.3 25,000,000 1
CDX.EM.14 Untranched 11 8 25,000,000 4
CDX.EM.15 Untranched 9 5 25,000,000 1
CDX.EM.16 Untranched 13 11 25,000,000 3
CDX.EM.17 Untranched 14 12.7 375,000,000 49
CDX.EM.9 Untranched 6 2.3 25,000,000 0
CDX.NA.HY.10 Tranched 9 7 75,000,000 2
CDX.NA.HY.10 Untranched 10 9 175,000,000 2
CDX.NA.HY.11 Tranched 8 6 25,000,000 1
CDX.NA.HY.11 Untranched 11 8.3 100,000,000 1
CDX.NA.HY.12 Untranched 4 1.3 25,000,000 0
CDX.NA.HY.13 Untranched 6 3.3 25,000,000 0
CDX.NA.HY.14 Untranched 9 5.3 75,000,000 0
CDX.NA.HY.15 Tranched 8 7.3 50,000,000 2
CDX.NA.HY.15 Untranched 13 10.7 125,000,000 4
CDX.NA.HY.16 Untranched 12 10.3 50,000,000 1
CDX.NA.HY.17 Untranched 14 12.3 450,000,000 19
CDX.NA.HY.18 Untranched 16 15 3,225,000,000 219
CDX.NA.HY.8 Tranched 6 3.7 25,000,000 0
CDX.NA.HY.9 Tranched 7 6.3 25,000,000 1
CDX.NA.HY.9 Untranched 10 8.3 175,000,000 1
CDX.NA.IG.10 Tranched 7 3.3 25,000,000 0
CDX.NA.IG.10 Untranched 10 6.3 100,000,000 0
CDX.NA.IG.11 Untranched 9 6 100,000,000 0
CDX.NA.IG.12 Untranched 10 5.3 75,000,000 0
CDX.NA.IG.13 Untranched 7 3.7 50,000,000 0
CDX.NA.IG.14 Untranched 8 5.3 50,000,000 0
CDX.NA.IG.15 Untranched 11 8 200,000,000 1
CDX.NA.IG.16 Untranched 13 9.3 125,000,000 1
CDX.NA.IG.17 Untranched 13 12.7 500,000,000 6
CDX.NA.IG.18 Untranched 17 15.3 18,225,000,000 352
CDX.NA.IG.8 Tranched 9 4.7 100,000,000 0
CDX.NA.IG.8 Untranched 12 5.7 50,000,000 0
CDX.NA.IG.9 Tranched 16 14.3 1,025,000,000 19
CDX.NA.IG.9 Untranched 16 15.3 3,000,000,000 21
CMBX.NA.AAA.1 Untranched 12 10 50,000,000 4
DOW JONES CDX.NA.IG.3 Tranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.3 Untranched 8 3.7 50,000,000 0
DOW JONES CDX.NA.IG.4 Tranched 6 3 25,000,000 0
DOW JONES CDX.NA.IG.4 Untranched 8 4.3 25,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 4 2.3 50,000,000 0
DOW JONES CDX.NA.IG.5 Untranched 6 2.3 25,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 6 3.7 200,000,000 0
DOW JONES CDX.NA.IG.6 Untranched 10 5.7 50,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 8 4.3 250,000,000 0
DOW JONES CDX.NA.IG.7 Untranched 13 8.7 150,000,000 1
IOS.FN30.650.67 Untranched 6 4.3 50,000,000 3
ITRAXX ASIA EX-JAPAN IG SERIES 14 Untranched 9 3.7 50,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 15 Untranched 8 4.3 100,000,000 2
ITRAXX ASIA EX-JAPAN IG SERIES 16 Untranched 9 5 75,000,000 2
ITRAXX ASIA EX-JAPAN IG SERIES 17 Untranched 16 15.3 200,000,000 16
ITRAXX AUSTRALIA SERIES 14 Untranched 4 2.3 25,000,000 1
ITRAXX AUSTRALIA SERIES 15 Untranched 7 3.7 150,000,000 6
ITRAXX AUSTRALIA SERIES 16 Untranched 9 4.7 100,000,000 4
ITRAXX AUSTRALIA SERIES 17 Untranched 15 15 375,000,000 28
ITRAXX EUROPE CROSSOVER SERIES 12 Untranched 7 2.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 13 Untranched 8 2.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 9 5 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 13 7.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 14 11.7 125,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 17 16.7 4,575,000,000 410
ITRAXX EUROPE CROSSOVER SERIES 8 Untranched 9 4 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 9 Untranched 9 4 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 12 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 8 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 Untranched 10 5.7 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 Untranched 8 4.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 10 5.3 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 9 5.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 10 6.3 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 10 8 125,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 13 9.3 325,000,000 7
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 17 16.7 4,500,000,000 223
ITRAXX EUROPE SENIOR FINANCIALS SERIES 8 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 9 Untranched 10 6.7 25,000,000 0
ITRAXX EUROPE SERIES 10 Untranched 11 6.7 75,000,000 0
ITRAXX EUROPE SERIES 11 Untranched 9 5 50,000,000 0
ITRAXX EUROPE SERIES 12 Untranched 14 9.3 50,000,000 0
ITRAXX EUROPE SERIES 13 Untranched 13 6.3 100,000,000 1
ITRAXX EUROPE SERIES 14 Untranched 13 7.7 100,000,000 1
ITRAXX EUROPE SERIES 15 Tranched 7 5.3 75,000,000 2
ITRAXX EUROPE SERIES 15 Untranched 13 11 300,000,000 3
ITRAXX EUROPE SERIES 16 Untranched 15 14 775,000,000 8
ITRAXX EUROPE SERIES 17 Untranched 17 17 20,150,000,000 511
ITRAXX EUROPE SERIES 3 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 7 2.7 25,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 7 3 50,000,000 0
ITRAXX EUROPE SERIES 5B Tranched 3 1.7 25,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 13 8 75,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 2 1.3 75,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 12 6 50,000,000 0
ITRAXX EUROPE SERIES 7B Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 3 1.3 25,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 7 3.3 25,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 14 9.7 100,000,000 1
ITRAXX EUROPE SERIES 9 Tranched 15 13.7 850,000,000 30
ITRAXX EUROPE SERIES 9 Untranched 17 14.7 2,175,000,000 20
ITRAXX EUROPE SUB FINANCIALS SERIES 10 Untranched 9 4.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 13 Untranched 7 3.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 10 5.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 11 7.3 50,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 12 8 25,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 15 14.3 550,000,000 41
ITRAXX EUROPE SUB FINANCIALS SERIES 8 Untranched 9 4.3 25,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 9 Untranched 8 3.7 25,000,000 0
ITRAXX JAPAN SERIES 13 Untranched 7 3.3 25,000,000 0
ITRAXX JAPAN SERIES 14 Untranched 10 5.3 25,000,000 0
ITRAXX JAPAN SERIES 15 Untranched 8 4 25,000,000 0
ITRAXX JAPAN SERIES 16 Untranched 11 6 25,000,000 1
ITRAXX JAPAN SERIES 17 Untranched 14 12.7 225,000,000 18
ITRAXX SOVX CEEMEA SERIES 3 Untranched 4 1.7 25,000,000 0
ITRAXX SOVX CEEMEA SERIES 4 Untranched 8 4 25,000,000 0
ITRAXX SOVX CEEMEA SERIES 5 Untranched 7 2.7 25,000,000 0
ITRAXX SOVX CEEMEA SERIES 6 Untranched 7 2.7 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 7 Untranched 16 15.7 375,000,000 37
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 8 4.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 11 5 50,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 7 3.7 50,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 9 4.7 50,000,000 1
ITRAXX SOVX WESTERN EUROPE SERIES 6 Untranched 9 5.3 25,000,000 1
LCDX.NA SERIES 10 Untranched 3 2 25,000,000 0
LCDX.NA SERIES 12 Untranched 1 0.3 25,000,000 0
LCDX.NA SERIES 9 Untranched 3 1.3 25,000,000 0
MBX.FN30.650.67 Untranched 3 1 25,000,000 1
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