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

The sample covers the three month period beginning June 20, 2014 through September 21, 2014

Explanation of data (pdf).

Ref Entity Product Type Total Number
Of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
REF ENTITY PRODUCT TYPE CLEARING DEALERS CLEARING DEALERS NOTIONAL (USD EQ) TRADES/DAY
CDX.EM.13 Untranched 5 2.0 25,000,000 0
CDX.EM.21 Untranched 12 11.3 250,000,000 27
CDX.NA.HY.10 Tranched 1 0.3 25,000,000 0
CDX.NA.HY.10 Untranched 5 2.0 25,000,000 0
CDX.NA.HY.14 Untranched 1 0.3 25,000,000 0
CDX.NA.HY.15 Untranched 3 1.0 25,000,000 0
CDX.NA.HY.16 Untranched 1 0.3 25,000,000 0
CDX.NA.HY.17 Untranched 4 2.0 25,000,000 0
CDX.NA.HY.18 Untranched 8 3.7 25,000,000 0
CDX.NA.HY.19 Untranched 9 5.0 100,000,000 2
CDX.NA.HY.20 Untranched 9 4.0 25,000,000 1
CDX.NA.HY.21 Untranched 9 6.3 75,000,000 4
CDX.NA.HY.22 Untranched 14 12.0 2,025,000,000 137
CDX.NA.IG.13 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.14 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.15 Untranched 3 1.3 25,000,000 0
CDX.NA.IG.16 Untranched 6 3.0 50,000,000 1
CDX.NA.IG.17 Untranched 5 1.7 100,000,000 0
CDX.NA.IG.18 Untranched 7 2.3 25,000,000 0
CDX.NA.IG.19 Untranched 6 3.0 125,000,000 1
CDX.NA.IG.20 Untranched 9 4.7 50,000,000 1
CDX.NA.IG.21 Tranched 5 4.7 25,000,000 1
CDX.NA.IG.21 Untranched 8 4.3 200,000,000 4
CDX.NA.IG.22 Untranched 14 12.3 5,375,000,000 105
CDX.NA.IG.8 Tranched 7 2.3 25,000,000 0
CDX.NA.IG.9 Tranched 12 8.3 175,000,000 2
CDX.NA.IG.9 Untranched 3 1.0 125,000,000 1
CMBX.NA.AAA.1 Untranched 5 3.7 25,000,000 1
DOW JONES CDX.NA.IG.4 Untranched 4 1.3 50,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 8 3.0 25,000,000 0
DOW JONES CDX.NA.IG.5 Untranched 1 0.3 25,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 7 3.3 75,000,000 0
DOW JONES CDX.NA.IG.6 Untranched 6 2.0 50,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 9 5.0 75,000,000 1
DOW JONES CDX.NA.IG.7 Untranched 7 2.7 50,000,000 0
IOS.FN30.400.10 Untranched 7 6.0 150,000,000 8
IOS.FN30.450.10 Untranched 7 6.3 75,000,000 5
IOS.FN30.500.10 Untranched 7 5.0 25,000,000 1
IOS.FN30.600.08 Untranched 3 1.0 25,000,000 0
IOS.FN30.650.67 Untranched 3 1.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 19 Untranched 5 2.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 20 Untranched 8 4.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 21 Untranched 14 12.3 75,000,000 6
ITRAXX AUSTRALIA SERIES 15 Untranched 1 0.3 25,000,000 0
ITRAXX AUSTRALIA SERIES 19 Untranched 1 0.3 25,000,000 0
ITRAXX AUSTRALIA SERIES 21 Untranched 13 10.0 75,000,000 4
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 7 2.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 5 3.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 7 3.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 9 4.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 12 8.7 150,000,000 5
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 14 14.0 2,475,000,000 171
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 5 2.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 4 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 9 3.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 12 8.0 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 15 13.3 1,750,000,000 60
ITRAXX EUROPE SERIES 12 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SERIES 13 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 14 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 15 Untranched 6 3.7 75,000,000 0
ITRAXX EUROPE SERIES 16 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 3 1.7 25,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 12 6.0 75,000,000 1
ITRAXX EUROPE SERIES 19 Untranched 12 8.0 100,000,000 1
ITRAXX EUROPE SERIES 20 Untranched 10 8.3 300,000,000 7
ITRAXX EUROPE SERIES 21 Untranched 13 13.0 6,575,000,000 147
ITRAXX EUROPE SERIES 3 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 7 3.0 75,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 6 2.0 50,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 2 1.0 25,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 9 3.0 75,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 8 3.0 75,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 8 3.0 25,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 11 9.0 225,000,000 2
ITRAXX EUROPE SERIES 9 Untranched 12 8.0 300,000,000 2
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 7 3.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 7 2.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 18 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 10 6.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 21 Untranched 10 9.7 75,000,000 4
ITRAXX JAPAN SERIES 21 Untranched 9 9.0 50,000,000 8
ITRAXX SOVX CEEMEA SERIES 7 Untranched 1 0.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 5 1.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 7 2.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 8 3.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 6 2.7 25,000,000 0
MBX.FN30.650.67 Untranched 3 1.3 25,000,000 0
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