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

The sample covers the three month period beginning June 20, 2018 through September 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 10 8.7 100,000,000 5
CDX.EM.29 Untranched 12 11.3 2,475,000,000 219
CDX.NA.HY.21 Untranched 4 1.3 25,000,000 0
CDX.NA.HY.24 Untranched 4 1.7 25,000,000 0
CDX.NA.HY.25 Untranched 7 4.3 50,000,000 2
CDX.NA.HY.26 Untranched 6 2.7 25,000,000 1
CDX.NA.HY.27 Untranched 8 5.3 75,000,000 2
CDX.NA.HY.28 Untranched 7 4.0 25,000,000 1
CDX.NA.HY.29 Untranched 11 10.3 300,000,000 14
CDX.NA.HY.30 Untranched 17 15.0 7,500,000,000 509
CDX.NA.IG.21 Untranched 2 0.7 100,000,000 0
CDX.NA.IG.22 Untranched 4 1.3 25,000,000 0
CDX.NA.IG.23 Untranched 3 2.7 50,000,000 1
CDX.NA.IG.24 Untranched 4 1.3 50,000,000 0
CDX.NA.IG.25 Untranched 2 1.3 100,000,000 2
CDX.NA.IG.26 Untranched 5 1.7 25,000,000 0
CDX.NA.IG.27 Untranched 10 7.0 175,000,000 3
CDX.NA.IG.28 Untranched 9 6.7 275,000,000 7
CDX.NA.IG.29 Tranched 4 2.7 100,000,000 4
CDX.NA.IG.29 Untranched 12 10.3 1,425,000,000 29
CDX.NA.IG.30 Untranched 15 14.3 26,025,000,000 496
CMBX.NA.AAA.10 Untranched 9 6.3 50,000,000 4
CMBX.NA.AAA.11 Untranched 10 8.7 125,000,000 10
CMBX.NA.AAA.6 Untranched 7 5.7 25,000,000 1
CMBX.NA.AAA.8 Untranched 6 2.7 25,000,000 1
CMBX.NA.AAA.9 Untranched 7 3.7 50,000,000 2
CMBX.NA.BBB-.6 Untranched 7 6.7 100,000,000 57
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 10 8.7 325,000,000 20
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 3 1.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 28 Untranched 10 5.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 29 Untranched 12 11.7 675,000,000 47
ITRAXX AUSTRALIA SERIES 29 Untranched 9 8.7 250,000,000 17
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 2 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 7 4.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 6 4.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 10 4.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 10 5.0 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 7 4.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 10 6.7 100,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 10 6.3 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 12 10.3 400,000,000 13
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 16 16.0 6,775,000,000 420
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 4 2.7 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 11 7.0 200,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 11 9.0 350,000,000 5
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 16 15.7 6,050,000,000 169
ITRAXX EUROPE SERIES 19 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 6 2.3 50,000,000 0
ITRAXX EUROPE SERIES 21 Untranched 6 2.0 150,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 5 2.7 50,000,000 1
ITRAXX EUROPE SERIES 23 Untranched 7 3.7 50,000,000 0
ITRAXX EUROPE SERIES 24 Tranched 5 3.0 125,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 10 7.7 325,000,000 3
ITRAXX EUROPE SERIES 25 Untranched 8 4.7 100,000,000 1
ITRAXX EUROPE SERIES 26 Tranched 5 3.7 75,000,000 1
ITRAXX EUROPE SERIES 26 Untranched 10 8.7 450,000,000 4
ITRAXX EUROPE SERIES 27 Untranched 11 8.7 475,000,000 4
ITRAXX EUROPE SERIES 28 Tranched 6 4.3 225,000,000 3
ITRAXX EUROPE SERIES 28 Untranched 13 11.7 2,275,000,000 20
ITRAXX EUROPE SERIES 29 Untranched 17 16.7 24,125,000,000 497
MBX.FN30.650.67 Untranched 1 0.7 25,000,000 0
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