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

The sample covers the three month period beginning September 20, 2013 through December 19, 2013

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.A.06-1 Untranched 4 1.7 25,000,000 0
ABX.HE.AA.06-1 Untranched 7 6.3 25,000,000 1
ABX.HE.AA.07-2 Untranched 2 0.7 25,000,000 0
ABX.HE.AAA.06-1 Untranched 10 7.7 25,000,000 2
ABX.HE.AAA.06-2 Untranched 11 8.7 25,000,000 6
ABX.HE.AAA.07-1 Untranched 7 3.3 25,000,000 0
ABX.HE.AAA.07-2 Untranched 5 1.7 25,000,000 0
ABX.HE.BBB-.06-1 Untranched 2 1 25,000,000 0
ABX.HE.BBB-.06-2 Untranched 1 0.3 25,000,000 0
ABX.HE.PENAAA.06-2 Untranched 8 4.7 25,000,000 0
ABX.HE.PENAAA.07-1 Untranched 8 3.7 25,000,000 0
ABX.HE.PENAAA.07-2 Untranched 5 2.3 25,000,000 0
CDX.EM.EX Untranched 7 3.3 25,000,000 1
CDX.EM.11 Untranched 7 3.3 25,000,000 0
CDX.EM.12 Untranched 9 4 25,000,000 0
CDX.EM.13 Untranched 11 6.7 25,000,000 1
CDX.EM.14 Untranched 9 4.7 25,000,000 1
CDX.EM.15 Untranched 12 5.7 25,000,000 0
CDX.EM.16 Untranched 8 3.7 25,000,000 2
CDX.EM.17 Untranched 10 4.7 25,000,000 2
CDX.EM.18 Untranched 11 8.7 25,000,000 1
CDX.EM.19 Untranched 12 10.7 250,000,000 30
CDX.EM.20 Untranched 12 12 750,000,000 70
CDX.LATAM.CORP.18 Untranched 7 3.7 25,000,000 1
CDX.LATAM.CORP.19 Untranched 2 0.7 25,000,000 0
CDX.NA.HY.10 Tranched 5 2 25,000,000 0
CDX.NA.HY.10 Untranched 8 5.3 75,000,000 0
CDX.NA.HY.11 Tranched 4 2.3 25,000,000 0
CDX.NA.HY.11 Untranched 9 4.7 100,000,000 0
CDX.NA.HY.12 Untranched 2 0.7 25,000,000 0
CDX.NA.HY.13 Untranched 6 2.7 25,000,000 0
CDX.NA.HY.14 Untranched 8 5 75,000,000 1
CDX.NA.HY.15 Tranched 6 4 25,000,000 0
CDX.NA.HY.15 Untranched 11 8.3 75,000,000 2
CDX.NA.HY.16 Untranched 12 6.7 100,000,000 1
CDX.NA.HY.17 Tranched 6 5.3 25,000,000 2
CDX.NA.HY.17 Untranched 11 8.7 100,000,000 2
CDX.NA.HY.18 Untranched 13 8.7 200,000,000 14
CDX.NA.HY.19 Tranched 6 5.3 50,000,000 3
CDX.NA.HY.19 Untranched 14 11.3 200,000,000 9
CDX.NA.HY.20 Untranched 14 12.7 2,250,000,000 109
CDX.NA.HY.21 Tranched 5 5 25,000,000 1
CDX.NA.HY.21 Untranched 14 14 5,825,000,000 370
CDX.NA.HY.8 Tranched 4 1.7 25,000,000 0
CDX.NA.HY.8 Untranched 6 3.7 125,000,000 0
CDX.NA.HY.9 Tranched 6 3 25,000,000 0
CDX.NA.HY.9 Untranched 9 4.3 25,000,000 0
CDX.NA.IG.HVOL.12 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.10 Tranched 4 2 25,000,000 0
CDX.NA.IG.10 Untranched 6 2.7 50,000,000 0
CDX.NA.IG.11 Untranched 7 3.3 25,000,000 0
CDX.NA.IG.12 Tranched 2 0.7 25,000,000 0
CDX.NA.IG.12 Untranched 3 1.3 25,000,000 0
CDX.NA.IG.13 Tranched 2 0.7 25,000,000 0
CDX.NA.IG.13 Untranched 10 5 100,000,000 1
CDX.NA.IG.14 Untranched 4 1.3 50,000,000 1
CDX.NA.IG.15 Untranched 12 6.3 125,000,000 1
CDX.NA.IG.16 Untranched 10 5.3 225,000,000 1
CDX.NA.IG.17 Tranched 3 1 25,000,000 0
CDX.NA.IG.17 Untranched 11 8 225,000,000 3
CDX.NA.IG.18 Untranched 12 9 375,000,000 3
CDX.NA.IG.19 Tranched 7 5.7 75,000,000 2
CDX.NA.IG.19 Untranched 13 11.3 675,000,000 9
CDX.NA.IG.20 Untranched 14 13.3 6,750,000,000 94
CDX.NA.IG.21 Tranched 5 4.7 75,000,000 1
CDX.NA.IG.21 Untranched 14 14 24,575,000,000 419
CDX.NA.IG.8 Tranched 10 8.3 225,000,000 2
CDX.NA.IG.8 Untranched 11 5.7 75,000,000 1
CDX.NA.IG.9 Tranched 12 11 625,000,000 12
CDX.NA.IG.9 Untranched 15 12.7 2,600,000,000 16
CMBX.NA.A.1 Untranched 10 8.7 25,000,000 2
CMBX.NA.A.2 Untranched 9 6 25,000,000 1
CMBX.NA.A.3 Untranched 9 4.7 25,000,000 1
CMBX.NA.A.4 Untranched 8 5 25,000,000 1
CMBX.NA.A.5 Untranched 8 5.3 25,000,000 1
CMBX.NA.A.6 Untranched 11 9.7 25,000,000 5
CMBX.NA.AA.1 Untranched 11 7.7 25,000,000 3
CMBX.NA.AA.2 Untranched 12 7.7 25,000,000 3
CMBX.NA.AA.3 Untranched 6 3.7 25,000,000 0
CMBX.NA.AA.4 Untranched 9 6.3 25,000,000 3
CMBX.NA.AA.5 Untranched 5 2.3 25,000,000 0
CMBX.NA.AA.6 Untranched 9 7.7 25,000,000 2
CMBX.NA.AAA.1 Untranched 12 10.3 50,000,000 2
CMBX.NA.AAA.2 Untranched 11 9 25,000,000 1
CMBX.NA.AAA.3 Untranched 11 8 50,000,000 2
CMBX.NA.AAA.4 Untranched 11 10 50,000,000 4
CMBX.NA.AAA.5 Untranched 7 2.7 25,000,000 0
CMBX.NA.AAA.6 Untranched 11 11 150,000,000 15
CMBX.NA.AJ.1 Untranched 10 9 25,000,000 3
CMBX.NA.AJ.2 Untranched 11 9.3 25,000,000 3
CMBX.NA.AJ.3 Untranched 11 10.7 50,000,000 9
CMBX.NA.AJ.4 Untranched 12 10.7 50,000,000 8
CMBX.NA.AJ.5 Untranched 10 6.7 25,000,000 3
CMBX.NA.AM.1 Untranched 10 7.7 25,000,000 2
CMBX.NA.AM.2 Untranched 11 8.7 25,000,000 2
CMBX.NA.AM.3 Untranched 12 10.3 25,000,000 4
CMBX.NA.AM.4 Untranched 12 9.7 25,000,000 4
CMBX.NA.AM.5 Untranched 5 2 25,000,000 0
CMBX.NA.AS.6 Untranched 10 8.7 25,000,000 3
CMBX.NA.BB.2 Untranched 2 0.7 25,000,000 0
CMBX.NA.BB.6 Untranched 11 10 25,000,000 5
CMBX.NA.BBB.1 Untranched 8 3.7 25,000,000 0
CMBX.NA.BBB.2 Untranched 6 2 25,000,000 0
CMBX.NA.BBB.3 Untranched 5 1.7 25,000,000 0
CMBX.NA.BBB.4 Untranched 5 1.7 25,000,000 0
CMBX.NA.BBB-.1 Untranched 9 5 25,000,000 1
CMBX.NA.BBB-.2 Untranched 7 4 25,000,000 0
CMBX.NA.BBB-.3 Untranched 7 2.3 25,000,000 0
CMBX.NA.BBB-.6 Untranched 11 10.3 75,000,000 32
DOW JONES CDX.NA.IG.HVOL.3 Untranched 3 1 25,000,000 0
DOW JONES CDX.NA.IG.1 Untranched 2 1.3 25,000,000 0
DOW JONES CDX.NA.IG.2 Tranched 4 1.7 25,000,000 0
DOW JONES CDX.NA.IG.2 Untranched 5 1.7 25,000,000 0
DOW JONES CDX.NA.IG.3 Tranched 6 2.3 25,000,000 0
DOW JONES CDX.NA.IG.3 Untranched 4 1.3 25,000,000 0
DOW JONES CDX.NA.IG.4 Tranched 3 1 25,000,000 0
DOW JONES CDX.NA.IG.4 Untranched 6 2.3 50,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 5 2.7 25,000,000 0
DOW JONES CDX.NA.IG.5 Untranched 7 2.7 25,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 8 5 150,000,000 1
DOW JONES CDX.NA.IG.6 Untranched 13 8 125,000,000 1
DOW JONES CDX.NA.IG.7 Tranched 12 9 125,000,000 2
DOW JONES CDX.NA.IG.7 Untranched 15 10 375,000,000 1
IOS.FN30.300.12 Untranched 6 3.7 50,000,000 3
IOS.FN30.350.10 Untranched 8 6.7 125,000,000 9
IOS.FN30.350.12 Untranched 7 5.3 50,000,000 1
IOS.FN30.400.09 Untranched 7 4.7 50,000,000 1
IOS.FN30.400.10 Untranched 7 6.7 275,000,000 19
IOS.FN30.400.11 Untranched 6 4.7 50,000,000 1
IOS.FN30.450.09 Untranched 7 6.3 75,000,000 2
IOS.FN30.450.10 Untranched 7 6.7 275,000,000 17
IOS.FN30.450.11 Untranched 7 4.7 50,000,000 6
IOS.FN30.500.09 Untranched 6 4.3 50,000,000 1
IOS.FN30.500.10 Untranched 7 6.3 125,000,000 7
IOS.FN30.550.08 Untranched 1 0.3 25,000,000 0
IOS.FN30.600.08 Untranched 6 4 125,000,000 4
IOS.FN30.650.67 Untranched 9 6.3 125,000,000 4
IOS.GII30.500.10 Untranched 5 3.3 50,000,000 5
ITRAXX ASIA EX-JAPAN HY SERIES 12 Untranched 4 1.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 11 Untranched 4 2.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 12 Untranched 8 4 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 13 Untranched 9 6.3 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 14 Untranched 10 6.3 50,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 15 Untranched 11 7.3 50,000,000 2
ITRAXX ASIA EX-JAPAN IG SERIES 16 Untranched 10 5.3 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 17 Untranched 12 6.7 25,000,000 2
ITRAXX ASIA EX-JAPAN IG SERIES 18 Untranched 11 7.3 50,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 19 Untranched 14 13 250,000,000 11
ITRAXX ASIA EX-JAPAN IG SERIES 20 Untranched 14 13 275,000,000 14
ITRAXX AUSTRALIA SERIES 11 Untranched 7 4.3 50,000,000 1
ITRAXX AUSTRALIA SERIES 12 Untranched 10 5.3 50,000,000 1
ITRAXX AUSTRALIA SERIES 13 Untranched 11 4.3 50,000,000 1
ITRAXX AUSTRALIA SERIES 14 Untranched 11 7 50,000,000 2
ITRAXX AUSTRALIA SERIES 15 Untranched 10 6.3 100,000,000 4
ITRAXX AUSTRALIA SERIES 16 Untranched 11 7 50,000,000 2
ITRAXX AUSTRALIA SERIES 17 Untranched 11 7.3 50,000,000 1
ITRAXX AUSTRALIA SERIES 18 Untranched 12 7 25,000,000 1
ITRAXX AUSTRALIA SERIES 19 Untranched 14 9.7 150,000,000 7
ITRAXX AUSTRALIA SERIES 20 Untranched 14 13 250,000,000 14
ITRAXX CEEMEA SERIES 18 Untranched 10 7 50,000,000 4
ITRAXX CEEMEA SERIES 19 Untranched 8 6.3 50,000,000 3
ITRAXX CEEMEA SERIES 20 Untranched 9 6.3 50,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 11 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 12 Untranched 6 3.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 13 Untranched 10 6 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 9 3.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 10 6.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 12 7.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 14 10 150,000,000 6
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 15 10.3 200,000,000 8
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 15 13.3 1,375,000,000 68
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 15 15 6,000,000,000 325
ITRAXX EUROPE CROSSOVER SERIES 5 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 6 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 7 Untranched 5 2 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 8 Untranched 7 3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 9 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE ENERGY SERIES 2 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 1 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 11 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 13 Untranched 5 2 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 14 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 15 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 16 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 17 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 18 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 19 Untranched 7 3.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 2 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 20 Untranched 6 3.3 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 3 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE HIVOL SERIES 7 Untranched 3 1 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 Untranched 4 2.7 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 Untranched 5 3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 10 5.7 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 12 8 100,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 10 5 75,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 12 9.3 150,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 12 9.7 175,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 13 11.3 200,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 12 11 225,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 15 13.3 1,075,000,000 28
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 15 15 2,800,000,000 85
ITRAXX EUROPE SENIOR FINANCIALS SERIES 3 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 7 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 8 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 9 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 1 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SERIES 1B Tranched 5 2 25,000,000 0
ITRAXX EUROPE SERIES 10 Untranched 6 3.3 100,000,000 0
ITRAXX EUROPE SERIES 11 Untranched 8 3.7 25,000,000 0
ITRAXX EUROPE SERIES 12 Untranched 8 4.3 100,000,000 1
ITRAXX EUROPE SERIES 13 Untranched 10 7 175,000,000 1
ITRAXX EUROPE SERIES 14 Untranched 11 7 200,000,000 1
ITRAXX EUROPE SERIES 15 Tranched 7 4.3 25,000,000 1
ITRAXX EUROPE SERIES 15 Untranched 12 8.3 325,000,000 3
ITRAXX EUROPE SERIES 16 Untranched 11 9 300,000,000 2
ITRAXX EUROPE SERIES 17 Untranched 13 11.3 825,000,000 9
ITRAXX EUROPE SERIES 18 Untranched 15 14 950,000,000 13
ITRAXX EUROPE SERIES 19 Tranched 9 5.7 25,000,000 1
ITRAXX EUROPE SERIES 19 Untranched 15 14.7 6,150,000,000 74
ITRAXX EUROPE SERIES 2 Untranched 8 4 50,000,000 0
ITRAXX EUROPE SERIES 2C Tranched 5 2.7 25,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 15 15 27,675,000,000 456
ITRAXX EUROPE SERIES 3 Untranched 8 4 50,000,000 0
ITRAXX EUROPE SERIES 3C Tranched 7 3 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 7 3.3 50,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 9 5.3 50,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 7 3.7 100,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 10 6 100,000,000 1
ITRAXX EUROPE SERIES 6 Untranched 10 5.7 100,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 5 3.3 100,000,000 1
ITRAXX EUROPE SERIES 7 Tranched 4 2 25,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 10 6 125,000,000 0
ITRAXX EUROPE SERIES 7B Tranched 7 4.3 50,000,000 1
ITRAXX EUROPE SERIES 7C Tranched 10 5.7 50,000,000 1
ITRAXX EUROPE SERIES 8 Tranched 8 4.3 75,000,000 1
ITRAXX EUROPE SERIES 8 Untranched 9 5 100,000,000 1
ITRAXX EUROPE SERIES 9 Tranched 13 12 575,000,000 12
ITRAXX EUROPE SERIES 9 Untranched 13 12.7 2,325,000,000 21
ITRAXX EUROPE SUB FINANCIALS SERIES 10 Untranched 5 1.7 75,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 11 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 13 Untranched 7 3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 9 3.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 9 4 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 7 4 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 12 8.7 50,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 18 Untranched 11 8.3 50,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 19 Untranched 12 10.3 175,000,000 8
ITRAXX EUROPE SUB FINANCIALS SERIES 2 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 13 11.7 300,000,000 16
ITRAXX EUROPE SUB FINANCIALS SERIES 4 Untranched 3 1 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 6 Untranched 4 1.3 25,000,000 0
ITRAXX JAPAN SERIES 11 Untranched 3 1 25,000,000 0
ITRAXX JAPAN SERIES 12 Untranched 8 3.3 25,000,000 0
ITRAXX JAPAN SERIES 13 Untranched 7 3.3 25,000,000 0
ITRAXX JAPAN SERIES 14 Untranched 10 6.7 25,000,000 1
ITRAXX JAPAN SERIES 15 Untranched 9 6.3 50,000,000 1
ITRAXX JAPAN SERIES 16 Untranched 10 6 25,000,000 1
ITRAXX JAPAN SERIES 17 Untranched 10 8 75,000,000 5
ITRAXX JAPAN SERIES 18 Untranched 11 9.3 50,000,000 4
ITRAXX JAPAN SERIES 19 Untranched 12 11 125,000,000 38
ITRAXX JAPAN SERIES 20 Untranched 13 10.3 150,000,000 22
ITRAXX SDI-75 SERIES 1 Untranched 2 0.7 25,000,000 0
ITRAXX SOVX ASIA PACIFIC SERIES 3 Untranched 6 3.3 25,000,000 0
ITRAXX SOVX ASIA PACIFIC SERIES 4 Untranched 6 3.7 25,000,000 0
ITRAXX SOVX ASIA PACIFIC SERIES 5 Untranched 2 0.7 25,000,000 0
ITRAXX SOVX ASIA PACIFIC SERIES 6 Untranched 2 0.7 25,000,000 0
ITRAXX SOVX CEEMEA EX-EU SERIES 10 Untranched 12 8.3 50,000,000 2
ITRAXX SOVX CEEMEA EX-EU SERIES 8 Untranched 9 4.7 25,000,000 1
ITRAXX SOVX CEEMEA EX-EU SERIES 9 Untranched 12 7.3 25,000,000 2
ITRAXX SOVX CEEMEA SERIES 3 Untranched 11 5.7 50,000,000 1
ITRAXX SOVX CEEMEA SERIES 4 Untranched 10 4.3 50,000,000 0
ITRAXX SOVX CEEMEA SERIES 5 Untranched 10 3.7 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 6 Untranched 11 8 75,000,000 2
ITRAXX SOVX CEEMEA SERIES 7 Untranched 12 7 100,000,000 4
ITRAXX SOVX CEEMEA SERIES 8 Untranched 11 6.7 50,000,000 3
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 7 2.3 50,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 9 4.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 10 4.3 50,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 9 3 50,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 6 Untranched 7 2.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 7 Untranched 4 1.3 25,000,000 0
LCDX.NA SERIES 12 Untranched 8 4.7 50,000,000 1
LCDX.NA SERIES 13 Untranched 7 3.7 50,000,000 0
LCDX.NA SERIES 16 Untranched 3 1.3 25,000,000 0
LCDX.NA SERIES 19 Untranched 4 2.7 25,000,000 1
LCDX.NA SERIES 20 Untranched 5 3.3 25,000,000 1
LCDX.NA SERIES 21 Untranched 3 2 25,000,000 0
MBX.FN30.350.10 Untranched 3 1 25,000,000 1
MBX.FN30.450.09-V1 Untranched 2 1 25,000,000 0
MBX.FN30.500.10 Untranched 2 1 25,000,000 0
MBX.FN30.550.08-V1 Untranched 1 0.3 25,000,000 0
MBX.FN30.600.08 Untranched 2 0.7 50,000,000 1
MBX.FN30.650.67 Untranched 4 2.3 100,000,000 5
MBX.GII30.450.10 Untranched 3 1.3 25,000,000 0
MCDX.NA.12 Untranched 1 0.3 25,000,000 0
MCDX.NA.13 Untranched 3 1 25,000,000 0
MCDX.NA.14 Untranched 2 0.7 25,000,000 0
MCDX.NA.15 Untranched 2 0.7 25,000,000 0
MCDX.NA.16 Untranched 2 0.7 25,000,000 0
MCDX.NA.18 Untranched 3 1.7 25,000,000 0
MCDX.NA.19 Untranched 5 2.7 25,000,000 0
MCDX.NA.20 Untranched 7 3.3 50,000,000 4
MCDX.NA.21 Untranched 7 5.7 75,000,000 4
PRIMEX.ARM.1 Untranched 5 3 25,000,000 1
PRIMEX.ARM.2 Untranched 5 3.7 25,000,000 1
PRIMEX.FRM.1 Untranched 4 2.3 25,000,000 1
PRIMEX.FRM.2 Untranched 5 3 25,000,000 1
TABX.HE.07-1.06-2.BBB-.0-5 Tranched 1 0.3 25,000,000 0
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