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

The sample covers the three month period beginning June 22, 2015 through September 20, 2015

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.23 Untranched 10 9.7 675,000,000 73
CDX.NA.HY.15 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.16 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.17 Untranched 3 1.0 25,000,000 0
CDX.NA.HY.19 Untranched 4 1.7 75,000,000 1
CDX.NA.HY.20 Untranched 1 0.3 25,000,000 0
CDX.NA.HY.21 Untranched 6 2.3 50,000,000 2
CDX.NA.HY.22 Untranched 3 1.0 25,000,000 1
CDX.NA.HY.23 Untranched 9 5.0 150,000,000 8
CDX.NA.HY.24 Untranched 12 11.3 4,100,000,000 338
CDX.NA.IG.15 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.16 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.17 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.18 Untranched 1 0.7 50,000,000 0
CDX.NA.IG.19 Untranched 5 2.3 75,000,000 1
CDX.NA.IG.20 Untranched 4 1.3 50,000,000 1
CDX.NA.IG.21 Tranched 3 2.3 50,000,000 0
CDX.NA.IG.21 Untranched 5 1.7 75,000,000 1
CDX.NA.IG.22 Untranched 7 3.0 75,000,000 2
CDX.NA.IG.23 Untranched 8 5.0 425,000,000 7
CDX.NA.IG.24 Untranched 11 10.0 12,225,000,000 249
CDX.NA.IG.9 Tranched 6 5.0 75,000,000 1
CDX.NA.IG.9 Untranched 2 0.7 100,000,000 1
CMBX.NA.AAA.1 Untranched 5 3.0 50,000,000 1
CMBX.NA.AAA.8 Untranched 10 9.7 225,000,000 27
DOW JONES CDX.NA.IG.6 Tranched 1 0.3 25,000,000 0
DOW JONES CDX.NA.IG.6 Untranched 1 0.3 25,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 1 0.3 25,000,000 0
DOW JONES CDX.NA.IG.7 Untranched 1 0.3 25,000,000 0
IOS.FN30.450.10 Untranched 7 5.0 125,000,000 5
IOS.FN30.600.08 Untranched 3 1.0 50,000,000 0
IOS.FN30.650.67 Untranched 5 2.0 50,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 22 Untranched 8 5.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 23 Untranched 13 11.3 375,000,000 28
ITRAXX AUSTRALIA SERIES 23 Untranched 13 10.3 250,000,000 15
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 4 1.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 2 1.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 7 4.0 125,000,000 4
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 9 7.7 175,000,000 9
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 13 12.3 4,225,000,000 366
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 3 1.0 100,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 5 2.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 4 1.3 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 7 2.3 100,000,000 4
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 14 12.3 1,975,000,000 88
ITRAXX EUROPE SERIES 14 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 15 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SERIES 16 Untranched 4 1.3 50,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 3 1.3 50,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 7 3.0 100,000,000 1
ITRAXX EUROPE SERIES 19 Untranched 6 4.0 100,000,000 1
ITRAXX EUROPE SERIES 20 Untranched 8 4.7 100,000,000 1
ITRAXX EUROPE SERIES 21 Untranched 10 7.0 250,000,000 3
ITRAXX EUROPE SERIES 22 Untranched 10 9.3 550,000,000 12
ITRAXX EUROPE SERIES 23 Untranched 14 12.7 14,125,000,000 311
ITRAXX EUROPE SERIES 5 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 1 0.3 50,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 9 7.3 75,000,000 2
ITRAXX EUROPE SERIES 9 Untranched 5 1.7 125,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 21 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 22 Untranched 7 4.0 25,000,000 2
ITRAXX EUROPE SUB FINANCIALS SERIES 23 Untranched 10 8.7 100,000,000 10
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 2 0.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 2 0.7 25,000,000 0
dtccdotcom