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

The sample covers the three month period beginning September 20, 2012 through December 19, 2012

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
ABX.HE.AAA.06-1 Untranched 10 6.3 25,000,000 2
CDX.EM.13 Untranched 9 4.0 25,000,000 4
CDX.EM.14 Untranched 11 6.3 25,000,000 7
CDX.EM.15 Untranched 8 4.7 25,000,000 0
CDX.EM.16 Untranched 12 8.0 25,000,000 1
CDX.EM.17 Untranched 13 11.3 200,000,000 14
CDX.EM.18 Untranched 13 13.0 350,000,000 26
CDX.NA.HY.10 Tranched 10 7.3 200,000,000 3
CDX.NA.HY.10 Untranched 9 9.0 325,000,000 2
CDX.NA.HY.11 Tranched 6 5.3 25,000,000 2
CDX.NA.HY.11 Untranched 12 9.3 175,000,000 2
CDX.NA.HY.14 Untranched 8 4.3 100,000,000 0
CDX.NA.HY.15 Tranched 9 7.7 75,000,000 4
CDX.NA.HY.15 Untranched 13 10.7 150,000,000 3
CDX.NA.HY.16 Untranched 13 8.3 50,000,000 1
CDX.NA.HY.17 Untranched 14 12.7 225,000,000 6
CDX.NA.HY.18 Untranched 15 13.7 1,650,000,000 109
CDX.NA.HY.19 Untranched 16 15.3 4,350,000,000 300
CDX.NA.HY.8 Tranched 5 3.0 25,000,000 0
CDX.NA.HY.8 Untranched 8 4.7 25,000,000 0
CDX.NA.IG.10 Tranched 4 1.3 25,000,000 0
CDX.NA.IG.10 Untranched 9 5.0 25,000,000 0
CDX.NA.IG.11 Untranched 13 8.0 50,000,000 1
CDX.NA.IG.12 Untranched 7 2.7 25,000,000 0
CDX.NA.IG.13 Untranched 13 8.3 100,000,000 0
CDX.NA.IG.14 Untranched 13 6.3 75,000,000 0
CDX.NA.IG.15 Untranched 14 10.0 275,000,000 1
CDX.NA.IG.16 Untranched 12 9.0 175,000,000 2
CDX.NA.IG.17 Untranched 14 12.3 350,000,000 6
CDX.NA.IG.18 Untranched 17 14.7 4,850,000,000 84
CDX.NA.IG.19 Untranched 16 15.3 22,875,000,000 381
CDX.NA.IG.8 Tranched 11 6.0 75,000,000 1
CDX.NA.IG.8 Untranched 12 6.7 75,000,000 0
CDX.NA.IG.9 Tranched 16 14.3 775,000,000 21
CDX.NA.IG.9 Untranched 17 14.7 2,725,000,000 18
CMBX.NA.AAA.1 Untranched 12 10.7 100,000,000 9
CMBX.NA.AAA.3 Untranched 12 11.0 75,000,000 7
DOW JONES CDX.NA.IG.3 Tranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.3 Untranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.4 Tranched 12 5.0 75,000,000 2
DOW JONES CDX.NA.IG.4 Untranched 6 3.0 25,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 10 4.7 25,000,000 1
DOW JONES CDX.NA.IG.5 Untranched 10 5.3 125,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 13 6.3 50,000,000 1
DOW JONES CDX.NA.IG.6 Untranched 12 7.0 50,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 8 4.0 25,000,000 0
DOW JONES CDX.NA.IG.7 Untranched 12 6.3 100,000,000 0
IOS.FN30.400.10 Untranched 9 8.3 175,000,000 8
IOS.FN30.650.67 Untranched 9 6.3 100,000,000 3
ITRAXX ASIA EX-JAPAN IG SERIES 14 Untranched 4 2.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 15 Untranched 6 2.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 16 Untranched 10 4.7 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 17 Untranched 16 12.3 125,000,000 6
ITRAXX AUSTRALIA SERIES 14 Untranched 2 0.7 25,000,000 0
ITRAXX AUSTRALIA SERIES 15 Untranched 6 3.0 50,000,000 0
ITRAXX AUSTRALIA SERIES 16 Untranched 8 4.0 25,000,000 0
ITRAXX AUSTRALIA SERIES 17 Untranched 15 10.3 125,000,000 6
ITRAXX AUSTRALIA SERIES 18 Untranched 15 15.0 275,000,000 20
ITRAXX EUROPE CROSSOVER SERIES 12 Untranched 9 4.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 13 Untranched 13 7.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 15 9.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 14 9.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 15 11.7 125,000,000 4
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 16 15.7 975,000,000 54
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 17 17.0 4,625,000,000 342
ITRAXX EUROPE CROSSOVER SERIES 9 Untranched 11 6.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 Untranched 11 6.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 Untranched 12 6.7 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 9 5.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 14 9.7 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 11 7.7 125,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 15 10.7 250,000,000 5
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 16 12.7 350,000,000 9
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 16 15.3 1,225,000,000 35
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 17 17.0 2,550,000,000 112
ITRAXX EUROPE SENIOR FINANCIALS SERIES 9 Untranched 9 4.7 25,000,000 0
ITRAXX EUROPE SERIES 10 Untranched 14 10.0 125,000,000 2
ITRAXX EUROPE SERIES 11 Untranched 15 9.0 150,000,000 1
ITRAXX EUROPE SERIES 12 Untranched 11 7.3 75,000,000 1
ITRAXX EUROPE SERIES 13 Untranched 16 11.0 250,000,000 2
ITRAXX EUROPE SERIES 14 Untranched 15 9.7 150,000,000 3
ITRAXX EUROPE SERIES 15 Tranched 6 5.7 100,000,000 2
ITRAXX EUROPE SERIES 15 Untranched 16 14.0 425,000,000 5
ITRAXX EUROPE SERIES 16 Untranched 15 13.7 425,000,000 14
ITRAXX EUROPE SERIES 17 Untranched 17 16.7 3,725,000,000 64
ITRAXX EUROPE SERIES 18 Untranched 17 17.0 18,100,000,000 399
ITRAXX EUROPE SERIES 3 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SERIES 3C Tranched 4 1.7 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 10 5.3 100,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 7 3.0 25,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 13 5.3 100,000,000 0
ITRAXX EUROPE SERIES 5B Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 4 2.3 25,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 14 9.3 175,000,000 1
ITRAXX EUROPE SERIES 6C Tranched 7 3.7 25,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 15 8.7 75,000,000 1
ITRAXX EUROPE SERIES 7B Tranched 5 1.7 25,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 6 2.0 25,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 9 4.3 25,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 15 9.0 75,000,000 1
ITRAXX EUROPE SERIES 9 Tranched 16 12.7 900,000,000 19
ITRAXX EUROPE SERIES 9 Untranched 17 14.3 1,925,000,000 18
ITRAXX EUROPE SUB FINANCIALS SERIES 10 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 11 5.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 13 Untranched 13 7.7 50,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 12 8.0 50,000,000 2
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 10 7.3 75,000,000 2
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 13 8.7 50,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 14 12.3 200,000,000 11
ITRAXX EUROPE SUB FINANCIALS SERIES 18 Untranched 16 14.7 425,000,000 27
ITRAXX EUROPE SUB FINANCIALS SERIES 9 Untranched 6 2.3 25,000,000 0
ITRAXX JAPAN SERIES 13 Untranched 9 4.7 25,000,000 0
ITRAXX JAPAN SERIES 14 Untranched 8 3.3 25,000,000 0
ITRAXX JAPAN SERIES 15 Untranched 6 3.7 25,000,000 0
ITRAXX JAPAN SERIES 16 Untranched 11 6.3 25,000,000 1
ITRAXX JAPAN SERIES 17 Untranched 12 11.3 125,000,000 9
ITRAXX JAPAN SERIES 18 Untranched 14 12.3 325,000,000 24
ITRAXX SOVX CEEMEA SERIES 3 Untranched 8 4.0 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 4 Untranched 9 5.3 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 5 Untranched 11 5.3 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 6 Untranched 14 8.7 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 7 Untranched 16 11.0 100,000,000 6
ITRAXX SOVX CEEMEA SERIES 8 Untranched 16 13.3 275,000,000 19
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 11 6.0 100,000,000 1
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 10 4.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 15 12.0 100,000,000 2
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 12 7.0 25,000,000 1
LCDX.NA SERIES 10 Untranched 5 3.0 100,000,000 0
LCDX.NA SERIES 12 Untranched 5 3.0 25,000,000 0
MBX.FN30.650.67 Untranched 7 3.7 25,000,000 0
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