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

The sample covers the three month period beginning September 20, 2018 through December 19, 2018

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.28 Untranched 8 4.0 25,000,000 1
CDX.EM.29 Untranched 10 8.7 275,000,000 28
CDX.EM.30 Untranched 11 11.0 1,000,000,000 78
CDX.NA.HY.21 Untranched 2 0.7 25,000,000 0
CDX.NA.HY.24 Untranched 3 1.0 25,000,000 0
CDX.NA.HY.25 Untranched 7 5.3 25,000,000 1
CDX.NA.HY.27 Untranched 9 7.3 50,000,000 2
CDX.NA.HY.28 Untranched 10 5.0 25,000,000 1
CDX.NA.HY.29 Untranched 11 9.3 75,000,000 4
CDX.NA.HY.30 Untranched 12 10.7 1,175,000,000 49
CDX.NA.HY.31 Untranched 13 13.0 4,675,000,000 251
CDX.NA.IG.19 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.21 Untranched 4 2.0 25,000,000 0
CDX.NA.IG.22 Untranched 2 1.0 25,000,000 0
CDX.NA.IG.23 Untranched 4 3.0 50,000,000 0
CDX.NA.IG.24 Untranched 4 1.3 25,000,000 0
CDX.NA.IG.25 Untranched 6 4.3 75,000,000 1
CDX.NA.IG.26 Untranched 6 4.3 50,000,000 0
CDX.NA.IG.27 Untranched 9 6.3 150,000,000 1
CDX.NA.IG.28 Untranched 9 7.0 75,000,000 1
CDX.NA.IG.29 Tranched 5 3.3 50,000,000 1
CDX.NA.IG.29 Untranched 12 10.0 175,000,000 2
CDX.NA.IG.30 Untranched 12 10.3 2,925,000,000 28
CDX.NA.IG.31 Untranched 13 12.7 13,450,000,000 249
CMBX.NA.AAA.10 Untranched 9 7.0 50,000,000 3
CMBX.NA.AAA.11 Untranched 10 9.3 100,000,000 7
CMBX.NA.AAA.6 Untranched 6 4.0 25,000,000 2
CMBX.NA.AAA.8 Untranched 6 4.3 25,000,000 2
CMBX.NA.AAA.9 Untranched 7 5.0 25,000,000 2
CMBX.NA.BBB-.6 Untranched 7 6.3 75,000,000 24
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 9 8.0 175,000,000 11
IOS.FN30.600.08 Untranched 1 0.3 25,000,000 0
IOS.FN30.650.67 Untranched 3 1.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 2 0.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 28 Untranched 9 4.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 29 Untranched 12 8.0 100,000,000 3
ITRAXX ASIA EX-JAPAN IG SERIES 30 Untranched 12 11.3 250,000,000 11
ITRAXX AUSTRALIA SERIES 30 Untranched 12 10.0 125,000,000 6
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 8 3.7 50,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 9 6.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 12 5.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 11 5.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 9 4.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 10 7.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 10 6.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 12 9.0 150,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 15 12.0 700,000,000 30
ITRAXX EUROPE CROSSOVER SERIES 30 Untranched 15 15.0 2,450,000,000 141
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 7 3.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 8 4.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 7 3.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 10 5.3 150,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 10 6.3 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 13 9.0 350,000,000 7
ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 Untranched 16 14.7 1,975,000,000 54
ITRAXX EUROPE SERIES 19 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 21 Untranched 6 4.3 150,000,000 0
ITRAXX EUROPE SERIES 22 Untranched 7 4.0 75,000,000 0
ITRAXX EUROPE SERIES 23 Untranched 7 4.0 25,000,000 0
ITRAXX EUROPE SERIES 24 Tranched 3 2.3 25,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 10 7.3 175,000,000 1
ITRAXX EUROPE SERIES 25 Untranched 8 5.7 50,000,000 1
ITRAXX EUROPE SERIES 26 Tranched 5 3.7 50,000,000 1
ITRAXX EUROPE SERIES 26 Untranched 10 6.3 175,000,000 1
ITRAXX EUROPE SERIES 27 Untranched 12 8.3 125,000,000 1
ITRAXX EUROPE SERIES 28 Tranched 4 4.0 175,000,000 2
ITRAXX EUROPE SERIES 28 Untranched 12 11.3 675,000,000 5
ITRAXX EUROPE SERIES 29 Untranched 15 12.7 2,325,000,000 28
ITRAXX EUROPE SERIES 30 Tranched 5 4.0 100,000,000 2
ITRAXX EUROPE SERIES 30 Untranched 16 16.0 8,950,000,000 169
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