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

The sample covers the three month period beginning September 20, 2017 through December 19, 2017

Explanation of data (pdf).

TOTAL NUMBER OF AVERAGE MONTHLY AVERAGE DAILY AVERAGE NUMBER
REF ENTITY PRODUCT TYPE CLEARING DEALERS CLEARING DEALERS NOTIONAL (USD EQ) TRADES/DAY
CDX.EM.27 Untranched 11 10.3 850,000,000 82
CDX.EM.28 Untranched 12 11.0 2,350,000,000 179
CDX.NA.HY.21 Untranched 6 3.0 50,000,000 1
CDX.NA.HY.23 Untranched 11 6.3 125,000,000 4
CDX.NA.HY.24 Untranched 9 5.0 25,000,000 2
CDX.NA.HY.25 Untranched 11 6.7 150,000,000 6
CDX.NA.HY.26 Untranched 9 5.7 50,000,000 3
CDX.NA.HY.27 Untranched 11 9.0 325,000,000 12
CDX.NA.HY.28 Untranched 14 12.7 3,525,000,000 167
CDX.NA.HY.29 Untranched 16 15.0 8,900,000,000 553
CDX.NA.IG.19 Untranched 5 2.0 50,000,000 0
CDX.NA.IG.20 Untranched 3 1.0 50,000,000 0
CDX.NA.IG.21 Untranched 5 4.3 100,000,000 1
CDX.NA.IG.22 Untranched 5 2.3 25,000,000 1
CDX.NA.IG.23 Untranched 7 3.3 50,000,000 1
CDX.NA.IG.24 Untranched 4 2.3 50,000,000 1
CDX.NA.IG.25 Untranched 10 5.7 300,000,000 4
CDX.NA.IG.26 Untranched 9 5.7 100,000,000 3
CDX.NA.IG.27 Untranched 10 9.3 575,000,000 9
CDX.NA.IG.28 Untranched 13 12.3 12,100,000,000 115
CDX.NA.IG.29 Untranched 15 14.7 25,250,000,000 431
CMBX.NA.AAA.10 Untranched 12 9.3 175,000,000 15
CMBX.NA.AAA.6 Untranched 7 6.3 75,000,000 5
CMBX.NA.AAA.8 Untranched 7 4.7 50,000,000 5
CMBX.NA.AAA.9 Untranched 9 7.7 125,000,000 11
CMBX.NA.BBB-.6 Untranched 8 7.0 75,000,000 38
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 7 6.3 275,000,000 21
IOS.FN30.600.08 Untranched 0 0.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 5 2.7 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 26 Untranched 7 4.0 25,000,000 2
ITRAXX ASIA EX-JAPAN IG SERIES 28 Untranched 13 11.7 450,000,000 17
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 8 3.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 5 2.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 6 4.3 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 7 4.0 50,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 10 6.3 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 11 7.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 12 9.3 200,000,000 6
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 14 11.7 2,525,000,000 86
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 16 15.3 7,200,000,000 381
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 3 1.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 3 1.0 75,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 8 4.0 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 8 4.0 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 7 3.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 7 4.7 100,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 10 6.7 175,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 13 10.0 3,200,000,000 42
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 15 14.0 4,100,000,000 90
ITRAXX EUROPE SERIES 18 Untranched 7 3.0 25,000,000 0
ITRAXX EUROPE SERIES 19 Untranched 3 1.7 25,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 6 2.0 50,000,000 0
ITRAXX EUROPE SERIES 21 Untranched 8 4.3 325,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 9 5.7 350,000,000 2
ITRAXX EUROPE SERIES 23 Untranched 10 5.3 225,000,000 1
ITRAXX EUROPE SERIES 24 Tranched 4 2.7 50,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 10 7.7 575,000,000 4
ITRAXX EUROPE SERIES 25 Untranched 9 6.3 200,000,000 2
ITRAXX EUROPE SERIES 26 Tranched 5 4.0 100,000,000 2
ITRAXX EUROPE SERIES 26 Untranched 11 10.3 1,025,000,000 11
ITRAXX EUROPE SERIES 27 Untranched 17 13.0 10,975,000,000 132
ITRAXX EUROPE SERIES 28 Untranched 18 16.7 24,500,000,000 424
ITRAXX EUROPE SERIES 9 Untranched 7 3.0 150,000,000 1
ITRAXX EUROPE SERIES 9A Tranched 1 0.3 75,000,000 0
ITRAXX EUROPE SERIES 9UN Tranched 1 0.3 25,000,000 0
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