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

The sample covers the three month period beginning September 20, 2020 through December 19, 2020

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.30 Untranched 5 2.3 25,000,000 0
CDX.EM.32 Untranched 6 3.3 25,000,000 2
CDX.EM.33 Untranched 7 5.7 325,000,000 19
CDX.EM.34 Untranched 9 8.0 775,000,000 51
CDX.NA.HY.25 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.27 Untranched 3 1.3 25,000,000 0
CDX.NA.HY.28 Untranched 4 1.7 25,000,000 0
CDX.NA.HY.29 Untranched 4 1.7 25,000,000 1
CDX.NA.HY.30 Untranched 4 2.0 25,000,000 0
CDX.NA.HY.31 Tranched 5 5.0 25,000,000 1
CDX.NA.HY.31 Untranched 5 2.7 50,000,000 1
CDX.NA.HY.32 Untranched 4 1.3 50,000,000 1
CDX.NA.HY.33 Tranched 6 5.3 25,000,000 3
CDX.NA.HY.33 Untranched 6 3.3 200,000,000 5
CDX.NA.HY.34 Untranched 9 6.7 1,500,000,000 63
CDX.NA.HY.35 Untranched 9 8.7 3,100,000,000 205
CDX.NA.IG.25 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.26 Untranched 0 0.0 50,000,000 0
CDX.NA.IG.27 Untranched 1 0.7 25,000,000 0
CDX.NA.IG.28 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.29 Tranched 5 4.0 25,000,000 1
CDX.NA.IG.29 Untranched 3 2.3 100,000,000 1
CDX.NA.IG.30 Untranched 2 0.7 50,000,000 0
CDX.NA.IG.31 Tranched 6 3.3 25,000,000 0
CDX.NA.IG.31 Untranched 1 0.3 50,000,000 0
CDX.NA.IG.32 Untranched 4 1.7 50,000,000 1
CDX.NA.IG.33 Tranched 6 5.3 50,000,000 2
CDX.NA.IG.33 Untranched 9 4.7 400,000,000 5
CDX.NA.IG.34 Untranched 9 7.3 4,475,000,000 64
CDX.NA.IG.35 Untranched 9 8.7 9,775,000,000 220
CMBX.NA.AAA.10 Untranched 4 3.0 25,000,000 1
CMBX.NA.AAA.8 Untranched 5 2.0 25,000,000 1
CMBX.NA.BBB-.6 Untranched 8 7.0 50,000,000 17
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 8 7.0 125,000,000 6
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 0 0.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 32 Untranched 0 0.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 33 Untranched 8 3.7 100,000,000 3
ITRAXX ASIA EX-JAPAN IG SERIES 34 Untranched 8 6.3 200,000,000 10
ITRAXX AUSTRALIA SERIES 32 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 2 1.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 2 1.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 30 Untranched 3 1.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 31 Untranched 3 1.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 32 Untranched 7 4.0 100,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 33 Untranched 10 9.0 725,000,000 33
ITRAXX EUROPE CROSSOVER SERIES 34 Untranched 11 10.3 2,725,000,000 172
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 31 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 32 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 33 Untranched 10 4.3 475,000,000 8
ITRAXX EUROPE SENIOR FINANCIALS SERIES 34 Untranched 10 7.7 1,250,000,000 32
ITRAXX EUROPE SERIES 24 Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 24 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 25 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 26 Untranched 2 0.7 150,000,000 1
ITRAXX EUROPE SERIES 27 Untranched 4 1.3 50,000,000 0
ITRAXX EUROPE SERIES 28 Tranched 4 2.7 125,000,000 0
ITRAXX EUROPE SERIES 28 Untranched 6 3.0 250,000,000 1
ITRAXX EUROPE SERIES 29 Untranched 6 2.0 50,000,000 1
ITRAXX EUROPE SERIES 30 Tranched 5 4.0 100,000,000 1
ITRAXX EUROPE SERIES 30 Untranched 5 2.0 325,000,000 2
ITRAXX EUROPE SERIES 31 Untranched 3 1.0 175,000,000 1
ITRAXX EUROPE SERIES 32 Tranched 6 4.7 150,000,000 1
ITRAXX EUROPE SERIES 32 Untranched 8 4.7 900,000,000 6
ITRAXX EUROPE SERIES 33 Untranched 10 7.3 3,550,000,000 36
ITRAXX EUROPE SERIES 34 Tranched 5 4.0 125,000,000 1
ITRAXX EUROPE SERIES 34 Untranched 11 9.3 9,525,000,000 155
ITRAXX EUROPE SUB FINANCIALS SERIES 32 Untranched 3 1.3 25,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 33 Untranched 5 2.7 75,000,000 3
ITRAXX EUROPE SUB FINANCIALS SERIES 34 Untranched 7 3.0 150,000,000 8
ITRAXX JAPAN SERIES 31 Untranched 5 1.7 25,000,000 0
ITRAXX JAPAN SERIES 32 Untranched 5 2.0 25,000,000 0
ITRAXX JAPAN SERIES 33 Untranched 11 6.7 100,000,000 4
ITRAXX JAPAN SERIES 34 Untranched 10 9.3 125,000,000 6
MBX.FN30.650.67 Untranched 3 1.0 25,000,000 0
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