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

The sample covers the three month period beginning September 20, 2016 through December 19, 2016

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.24 Untranched 5 2.7 25,000,000 1
CDX.EM.25 Untranched 11 8.7 350,000,000 51
CDX.EM.26 Untranched 11 10.7 1,700,000,000 173
CDX.NA.HY.19 Untranched 1 0.3 50,000,000 1
CDX.NA.HY.21 Untranched 2 0.7 50,000,000 2
CDX.NA.HY.23 Untranched 3 1.3 75,000,000 2
CDX.NA.HY.24 Untranched 5 2.3 50,000,000 1
CDX.NA.HY.25 Untranched 7 5.7 200,000,000 9
CDX.NA.HY.26 Untranched 11 9.0 1,600,000,000 99
CDX.NA.HY.27 Untranched 11 11.0 4,750,000,000 373
CDX.NA.IG.18 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.19 Untranched 2 1.0 25,000,000 0
CDX.NA.IG.20 Untranched 4 1.3 50,000,000 0
CDX.NA.IG.21 Untranched 0 0.0 50,000,000 0
CDX.NA.IG.22 Untranched 6 2.3 50,000,000 1
CDX.NA.IG.23 Untranched 4 1.3 75,000,000 1
CDX.NA.IG.24 Untranched 4 1.3 50,000,000 1
CDX.NA.IG.25 Untranched 11 5.7 400,000,000 4
CDX.NA.IG.26 Untranched 11 8.3 3,475,000,000 56
CDX.NA.IG.27 Untranched 12 10.3 12,400,000,000 342
CDX.NA.IG.8 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.9 Tranched 4 3.0 50,000,000 1
CDX.NA.IG.9 Untranched 4 2.0 100,000,000 1
CMBX.NA.AAA.6 Untranched 7 6.7 75,000,000 7
CMBX.NA.AAA.7 Untranched 7 5.7 50,000,000 6
CMBX.NA.AAA.8 Untranched 10 8.3 125,000,000 15
CMBX.NA.AAA.9 Untranched 10 9.0 200,000,000 19
IOS.FN30.600.08 Untranched 2 0.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 24 Untranched 3 1.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 12 7.3 250,000,000 6
ITRAXX ASIA EX-JAPAN IG SERIES 26 Untranched 11 9.0 475,000,000 21
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 4 1.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 8 3.3 50,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 7 4.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 11 6.3 100,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 13 11.7 825,000,000 53
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 13 12.3 3,200,000,000 264
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 1 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 3 1.3 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 2 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 6 2.3 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 12 10.0 775,000,000 28
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 12 11.7 3,150,000,000 115
ITRAXX EUROPE SERIES 15 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 4 1.3 50,000,000 0
ITRAXX EUROPE SERIES 19 Untranched 3 1.3 75,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 4 1.7 75,000,000 0
ITRAXX EUROPE SERIES 21 Untranched 5 2.7 75,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 6 3.7 150,000,000 1
ITRAXX EUROPE SERIES 23 Untranched 6 2.7 100,000,000 1
ITRAXX EUROPE SERIES 24 Tranched 5 3.0 25,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 11 7.7 400,000,000 5
ITRAXX EUROPE SERIES 25 Untranched 14 11 3775000000 65
ITRAXX EUROPE SERIES 26 Untranched 13 12.3 13575000000 321
ITRAXX EUROPE SERIES 7 Untranched 1 0.3 25000000 0
ITRAXX EUROPE SERIES 8 Untranched 0 0 25000000 0
ITRAXX EUROPE SERIES 9 Tranched 7 5 100000000 1
ITRAXX EUROPE SERIES 9 Untranched 4 1.7 100000000 1
MBX.FN30.650.67 Untranched 5 2.7 175000000 1
dtccdotcom