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

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

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
CDX.EM.24 Untranched 8 5.3 25,000,000 2
CDX.EM.25 Untranched 11 10.7 1,050,000,000 116
CDX.NA.HY.17 Untranched 1 0.3 25,000,000 0
CDX.NA.HY.19 Untranched 8 3.0 50,000,000 1
CDX.NA.HY.21 Untranched 4 2.3 50,000,000 1
CDX.NA.HY.23 Untranched 7 3.3 50,000,000 1
CDX.NA.HY.24 Untranched 7 2.7 50,000,000 2
CDX.NA.HY.25 Untranched 8 5.7 175,000,000 8
CDX.NA.HY.26 Untranched 11 11.0 3,150,000,000 324
CDX.NA.IG.17 Untranched 1 0.3 50,000,000 0
CDX.NA.IG.18 Untranched 3 1.3 50,000,000 0
CDX.NA.IG.19 Untranched 6 2.0 100,000,000 0
CDX.NA.IG.20 Untranched 5 1.7 50,000,000 0
CDX.NA.IG.21 Untranched 4 1.7 50,000,000 0
CDX.NA.IG.22 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.23 Untranched 7 3.7 75,000,000 1
CDX.NA.IG.24 Untranched 6 2.7 75,000,000 2
CDX.NA.IG.25 Untranched 9 5.7 575,000,000 7
CDX.NA.IG.26 Untranched 11 10.7 9,900,000,000 294
CDX.NA.IG.8 Tranched 2 0.7 25,000,000 0
CDX.NA.IG.8 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.9 Tranched 6 4.3 200,000,000 2
CDX.NA.IG.9 Untranched 4 1.3 175,000,000 1
CMBX.NA.AAA.6 Untranched 8 6.7 50,000,000 5
CMBX.NA.AAA.8 Untranched 10 9.3 100,000,000 11
CMBX.NA.AAA.9 Untranched 10 8.0 100,000,000 12
IOS.FN30.600.08 Untranched 4 2.3 50,000,000 0
IOS.FN30.650.67 Untranched 0 0.0 50,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 24 Untranched 7 3.7 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 12 10.7 300,000,000 23
ITRAXX AUSTRALIA SERIES 25 Untranched 10 7.3 150,000,000 9
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 1 0.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 2 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 2 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 5 2.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 8 4.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 9 4.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 11 8.7 150,000,000 7
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 14 13.3 2,825,000,000 274
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 8 3.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 5 2.3 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 6 2.0 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 7 2.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 9 5.3 125,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 14 12.7 2,550,000,000 126
ITRAXX EUROPE SERIES 15 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 16 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 4 1.7 50,000,000 1
ITRAXX EUROPE SERIES 19 Untranched 7 2.3 50,000,000 1
ITRAXX EUROPE SERIES 20 Untranched 4 1.3 50,000,000 0
ITRAXX EUROPE SERIES 21 Untranched 5 2.0 50,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 9 4.7 125,000,000 2
ITRAXX EUROPE SERIES 23 Untranched 9 5.7 150,000,000 2
ITRAXX EUROPE SERIES 24 Tranched 5 4.0 75,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 11 9.0 350,000,000 6
ITRAXX EUROPE SERIES 25 Untranched 14 13.7 11,875,000,000 318
ITRAXX EUROPE SERIES 8 Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 5 4.0 150,000,000 1
ITRAXX EUROPE SERIES 9 Untranched 5 2.0 75,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 21 Untranched 4 2.0 25,000,000 0
MBX.FN30.650.67 Untranched 2 1.3 50,000,000 0
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