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

The sample covers the three month period beginning June 20, 2017 through September 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.27 Untranched 12 11.3 1,675,000,000 189
CDX.NA.HY.19 Untranched 5 2.0 25,000,000 0
CDX.NA.HY.21 Untranched 6 3.3 50,000,000 1
CDX.NA.HY.23 Untranched 4 2.7 75,000,000 3
CDX.NA.HY.24 Untranched 7 3.3 50,000,000 1
CDX.NA.HY.25 Untranched 7 4.3 75,000,000 2
CDX.NA.HY.26 Untranched 8 4.3 50,000,000 3
CDX.NA.HY.27 Untranched 12 11.0 250,000,000 12
CDX.NA.HY.28 Untranched 15 13.7 7,275,000,000 582
CDX.NA.IG.19 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.20 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.21 Untranched 4 1.3 25,000,000 0
CDX.NA.IG.22 Untranched 4 2.0 25,000,000 0
CDX.NA.IG.23 Untranched 4 2.0 125,000,000 1
CDX.NA.IG.24 Untranched 3 1.3 50,000,000 1
CDX.NA.IG.25 Untranched 8 4.0 100,000,000 3
CDX.NA.IG.26 Untranched 9 7.3 200,000,000 16
CDX.NA.IG.27 Untranched 11 9.3 900,000,000 44
CDX.NA.IG.28 Untranched 15 13.7 23,075,000,000 490
CDX.NA.IG.9 Tranched 3 1.3 25,000,000 0
CDX.NA.IG.9 Untranched 7 3.3 50,000,000 1
CMBX.NA.AAA.10 Untranched 11 10.0 200,000,000 15
CMBX.NA.AAA.8 Untranched 7 6.3 50,000,000 4
CMBX.NA.AAA.9 Untranched 9 7.7 100,000,000 12
CMBX.NA.BBB-.6 Untranched 7 7.0 75,000,000 32
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 8 7.0 275,000,000 27
IOS.FN30.650.67 Untranched 1 0.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 24 Untranched 3 1.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 4 2.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 26 Untranched 8 4.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 27 Untranched 13 11.0 250,000,000 16
ITRAXX AUSTRALIA SERIES 27 Untranched 10 8.3 125,000,000 7
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 4 1.7 75,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 5 3.3 75,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 8 5.3 75,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 6 3.3 75,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 10 5.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 12 8.0 50,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 12 10.3 500,000,000 12
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 16 15.3 4,850,000,000 310
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 3 1.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 4 1.7 100,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 6 3.3 225,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 5 2.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 6 3.3 75,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 4 2.3 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 6 3.0 125,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 11 7.7 325,000,000 4
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 15 13.3 4,725,000,000 108
ITRAXX EUROPE SERIES 15 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 19 Untranched 6 3.3 250,000,000 1
ITRAXX EUROPE SERIES 20 Untranched 5 2.0 75,000,000 1
ITRAXX EUROPE SERIES 21 Untranched 8 5.3 225,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 8 6.0 400,000,000 2
ITRAXX EUROPE SERIES 23 Untranched 11 7.7 350,000,000 3
ITRAXX EUROPE SERIES 24 Tranched 5 4.0 150,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 10 7.7 800,000,000 6
ITRAXX EUROPE SERIES 25 Untranched 10 7.7 375,000,000 4
ITRAXX EUROPE SERIES 26 Tranched 4 2.7 100,000,000 1
ITRAXX EUROPE SERIES 26 Untranched 12 11.0 2,625,000,000 23
ITRAXX EUROPE SERIES 27 Untranched 17 16.7 23,325,000,000 415
ITRAXX EUROPE SERIES 8 Untranched 2 0.7 100,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 4 1.7 50,000,000 0
ITRAXX EUROPE SERIES 9 Untranched 5 2.7 200,000,000 1
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