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

The sample covers the three month period beginning September 21, 2014 through December 21, 2014

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.13 Untranched 7 5.7 25,000,000 2
CDX.EM.21 Untranched 11 9.3 400,000,000 42
CDX.EM.22 Untranched 12 10.3 775,000,000 68
CDX.NA.HY.10 Tranched 4 1.7 25,000,000 0
CDX.NA.HY.10 Untranched 8 3.7 25,000,000 0
CDX.NA.HY.14 Untranched 1 0.3 50,000,000 1
CDX.NA.HY.15 Untranched 6 2.0 25,000,000 0
CDX.NA.HY.16 Untranched 1 0.3 50,000,000 1
CDX.NA.HY.17 Untranched 5 2.0 50,000,000 2
CDX.NA.HY.18 Untranched 5 2.3 25,000,000 1
CDX.NA.HY.19 Untranched 4 2.3 100,000,000 4
CDX.NA.HY.20 Untranched 6 2.7 75,000,000 3
CDX.NA.HY.21 Untranched 8 5.7 175,000,000 9
CDX.NA.HY.22 Untranched 14 11.3 2,875,000,000 157
CDX.NA.HY.23 Untranched 12 11.3 4,625,000,000 317
CDX.NA.IG.10 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.14 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.15 Untranched 1 0.3 50,000,000 0
CDX.NA.IG.16 Untranched 6 2.3 25,000,000 0
CDX.NA.IG.17 Untranched 3 1.3 25,000,000 0
CDX.NA.IG.18 Untranched 5 2.0 125,000,000 1
CDX.NA.IG.19 Untranched 9 4.0 275,000,000 3
CDX.NA.IG.20 Untranched 7 5.0 150,000,000 2
CDX.NA.IG.21 Tranched 5 4.0 25,000,000 1
CDX.NA.IG.21 Untranched 6 2.3 300,000,000 3
CDX.NA.IG.22 Untranched 12 10.7 8,300,000,000 123
CDX.NA.IG.23 Untranched 14 12.3 13,575,000,000 257
CDX.NA.IG.8 Tranched 3 1.7 25,000,000 0
CDX.NA.IG.8 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.9 Tranched 10 7.0 275,000,000 4
CDX.NA.IG.9 Untranched 6 2.7 175,000,000 2
CMBX.NA.AAA.1 Untranched 5 3.7 25,000,000 1
CMBX.NA.AAA.7 Untranched 11 9.7 225,000,000 18
DOW JONES CDX.NA.IG.3 Untranched 1 0.3 25,000,000 0
DOW JONES CDX.NA.IG.4 Untranched 2 1.0 75,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 3 2.0 25,000,000 0
DOW JONES CDX.NA.IG.5 Untranched 4 2.0 50,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 3 1.3 25,000,000 0
DOW JONES CDX.NA.IG.6 Untranched 4 2.0 50,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 4 2.3 50,000,000 0
DOW JONES CDX.NA.IG.7 Untranched 7 3.3 150,000,000 0
IOS.FN30.400.10 Untranched 9 8.3 275,000,000 16
IOS.FN30.450.10 Untranched 8 6.0 175,000,000 6
IOS.FN30.500.10 Untranched 7 6.0 100,000,000 4
IOS.FN30.600.08 Untranched 2 1.0 25,000,000 1
IOS.FN30.650.67 Untranched 2 0.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 20 Untranched 6 2.7 50,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 21 Untranched 12 9.0 175,000,000 8
ITRAXX ASIA EX-JAPAN IG SERIES 22 Untranched 14 12.7 250,000,000 16
ITRAXX AUSTRALIA SERIES 15 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 4 2.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 5 2.3 50,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 5 2.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 6 3.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 8 5.0 100,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 11 8.7 200,000,000 7
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 14 12.7 2,750,000,000 182
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 14 14.0 5,800,000,000 416
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 9 3.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 7 2.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 8 3.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 6 3.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 7 3.7 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 7 3.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 7 3.7 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 10 7.0 100,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 13 11.0 1,000,000,000 33
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 14 12.0 2,300,000,000 88
ITRAXX EUROPE SERIES 13 Untranched 2 0.7 50,000,000 0
ITRAXX EUROPE SERIES 14 Untranched 5 1.7 225,000,000 1
ITRAXX EUROPE SERIES 15 Untranched 7 2.3 75,000,000 0
ITRAXX EUROPE SERIES 16 Untranched 6 3.0 125,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 4 2.3 125,000,000 1
ITRAXX EUROPE SERIES 18 Untranched 11 6.0 175,000,000 2
ITRAXX EUROPE SERIES 19 Untranched 9 7.3 400,000,000 3
ITRAXX EUROPE SERIES 20 Untranched 12 10.3 525,000,000 5
ITRAXX EUROPE SERIES 21 Untranched 13 12.3 7,975,000,000 131
ITRAXX EUROPE SERIES 22 Untranched 14 14.0 14,350,000,000 326
ITRAXX EUROPE SERIES 3 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 7 2.3 50,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 3 1.7 50,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 3 1.3 75,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 3 1.3 50,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 8 6.3 150,000,000 3
ITRAXX EUROPE SERIES 9 Untranched 9 7.3 300,000,000 3
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 3 2.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 9 5.3 25,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 21 Untranched 11 8.3 100,000,000 7
ITRAXX EUROPE SUB FINANCIALS SERIES 22 Untranched 13 10.3 250,000,000 21
ITRAXX JAPAN SERIES 21 Untranched 9 7.0 100,000,000 11
ITRAXX SOVX CEEMEA SERIES 7 Untranched 3 1.0 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 7 2.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 7 3.0 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 6 2.3 25,000,000 0
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