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

The sample covers the three month period beginning September 20, 2015 through December 19, 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 9 7.7 275,000,000 24
CDX.EM.24 Untranched 11 10.7 1,000,000,000 98
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 0 0.0 25,000,000 0
CDX.NA.HY.19 Untranched 6 2.3 100,000,000 3
CDX.NA.HY.20 Untranched 4 1.7 50,000,000 1
CDX.NA.HY.21 Untranched 5 2.0 75,000,000 2
CDX.NA.HY.22 Untranched 2 1.3 50,000,000 1
CDX.NA.HY.23 Untranched 7 4.0 150,000,000 6
CDX.NA.HY.24 Untranched 11 9.3 2,175,000,000 87
CDX.NA.HY.25 Untranched 11 10.0 5,225,000,000 426
CDX.NA.IG.15 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.16 Untranched 3 1.0 50,000,000 0
CDX.NA.IG.17 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.18 Untranched 2 0.7 50,000,000 0
CDX.NA.IG.19 Untranched 4 1.7 75,000,000 1
CDX.NA.IG.20 Untranched 4 1.7 75,000,000 1
CDX.NA.IG.21 Tranched 5 2.7 25,000,000 0
CDX.NA.IG.21 Untranched 4 2.0 75,000,000 1
CDX.NA.IG.22 Untranched 4 1.3 125,000,000 1
CDX.NA.IG.23 Untranched 7 4.3 275,000,000 3
CDX.NA.IG.24 Untranched 10 9.0 3,650,000,000 64
CDX.NA.IG.25 Untranched 11 10.3 13,525,000,000 345
CDX.NA.IG.8 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.9 Tranched 4 3.3 25,000,000 1
CDX.NA.IG.9 Untranched 4 1.3 75,000,000 1
CMBX.NA.AAA.1 Untranched 3 1.3 25,000,000 0
CMBX.NA.AAA.7 Untranched 10 8.3 100,000,000 19
CMBX.NA.AAA.8 Untranched 11 10.7 300,000,000 50
DOW JONES CDX.NA.IG.5 Untranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.6 Untranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.7 Untranched 2 1.0 25,000,000 0
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 5 4.7 100,000,000 14
IOS.FN30.600.08 Untranched 2 1.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 23 Untranched 11 7.0 175,000,000 7
ITRAXX ASIA EX-JAPAN IG SERIES 24 Untranched 13 11.3 425,000,000 23
ITRAXX AUSTRALIA SERIES 23 Untranched 10 5.7 125,000,000 6
ITRAXX AUSTRALIA SERIES 24 Untranched 12 9.7 300,000,000 15
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 3 1.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 4 2.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 3 1.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 7 3.3 125,000,000 4
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 9 6.7 150,000,000 7
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 12 10.0 850,000,000 51
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 15 14.0 4,425,000,000 350
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 6 3.0 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 3 1.3 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 2 1.3 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 7 4.0 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 9 3.7 75,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 8 3.3 125,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 11 9.0 700,000,000 15
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 14 11.7 1,625,000,000 71
ITRAXX EUROPE SERIES 14 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 15 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 16 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 9 4.0 75,000,000 1
ITRAXX EUROPE SERIES 18 Untranched 9 4.7 100,000,000 1
ITRAXX EUROPE SERIES 19 Untranched 6 2.0 125,000,000 1
ITRAXX EUROPE SERIES 20 Untranched 6 2.3 125,000,000 1
ITRAXX EUROPE SERIES 21 Untranched 10 5.3 175,000,000 2
ITRAXX EUROPE SERIES 22 Untranched 11 10.3 375,000,000 9
ITRAXX EUROPE SERIES 23 Untranched 13 10.3 3,050,000,000 49
ITRAXX EUROPE SERIES 24 Untranched 14 13.3 15,025,000,000 344
ITRAXX EUROPE SERIES 5 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 9 7.7 100,000,000 2
ITRAXX EUROPE SERIES 9 Untranched 3 1.3 125,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 21 Untranched 5 3.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 22 Untranched 6 3.0 25,000,000 1
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 1 0.3 25,000,000 0
MBX.FN30.650.67 Untranched 2 1.0 150,000,000 0
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