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

The sample covers the three month period beginning December 20, 2012 through March 19, 2013

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
ABX.HE.AAA.06-1 Untranched 8 6.7 25,000,000 2
CDX.EM.13 Untranched 12 6.3 25,000,000 1
CDX.EM.14 Untranched 12 7.3 25,000,000 1
CDX.EM.15 Untranched 9 5.0 25,000,000 1
CDX.EM.16 Untranched 8 5.0 25,000,000 1
CDX.EM.17 Untranched 12 10.0 25,000,000 2
CDX.EM.18 Untranched 13 12.7 325,000,000 22
CDX.NA.HY.10 Tranched 8 6.7 100,000,000 2
CDX.NA.HY.10 Untranched 10 7.7 175,000,000 1
CDX.NA.HY.11 Tranched 8 5.3 50,000,000 1
CDX.NA.HY.11 Untranched 10 7.3 200,000,000 1
CDX.NA.HY.14 Untranched 10 5.7 25,000,000 0
CDX.NA.HY.15 Tranched 8 6.7 50,000,000 2
CDX.NA.HY.15 Untranched 10 10.0 225,000,000 2
CDX.NA.HY.16 Untranched 12 7.7 25,000,000 1
CDX.NA.HY.17 Untranched 13 11.7 75,000,000 3
CDX.NA.HY.18 Untranched 13 12.3 150,000,000 10
CDX.NA.HY.19 Untranched 16 15.3 3,625,000,000 280
CDX.NA.HY.8 Tranched 3 1.0 25,000,000 0
CDX.NA.HY.8 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.10 Tranched 6 2.0 25,000,000 0
CDX.NA.IG.10 Untranched 9 4.0 25,000,000 0
CDX.NA.IG.11 Untranched 6 2.0 25,000,000 0
CDX.NA.IG.12 Untranched 12 5.3 125,000,000 1
CDX.NA.IG.13 Untranched 6 2.3 25,000,000 0
CDX.NA.IG.14 Untranched 9 3.7 150,000,000 0
CDX.NA.IG.15 Untranched 14 9.3 450,000,000 2
CDX.NA.IG.16 Untranched 11 6.3 75,000,000 1
CDX.NA.IG.17 Untranched 13 11.3 200,000,000 2
CDX.NA.IG.18 Untranched 13 12.3 425,000,000 5
CDX.NA.IG.19 Untranched 16 15.3 20,675,000,000 370
CDX.NA.IG.8 Tranched 6 3.3 50,000,000 0
CDX.NA.IG.8 Untranched 9 4.3 100,000,000 0
CDX.NA.IG.9 Tranched 14 12.7 600,000,000 19
CDX.NA.IG.9 Untranched 15 13.3 2,725,000,000 18
CMBX.NA.AAA.1 Untranched 10 9.7 100,000,000 11
CMBX.NA.AAA.3 Untranched 12 10.0 50,000,000 9
DOW JONES CDX.NA.IG.3 Tranched 3 1.7 25,000,000 0
DOW JONES CDX.NA.IG.3 Untranched 7 3.7 75,000,000 0
DOW JONES CDX.NA.IG.4 Tranched 4 2.0 25,000,000 0
DOW JONES CDX.NA.IG.4 Untranched 7 4.0 100,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 7 2.3 25,000,000 0
DOW JONES CDX.NA.IG.5 Untranched 7 2.7 50,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 7 3.7 25,000,000 0
DOW JONES CDX.NA.IG.6 Untranched 7 3.7 50,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 4 2.3 25,000,000 0
DOW JONES CDX.NA.IG.7 Untranched 9 5.0 75,000,000 0
IOS.FN30.400.10 Untranched 9 8.3 200,000,000 8
IOS.FN30.600.08 Untranched 5 3.3 175,000,000 3
IOS.FN30.650.67 Untranched 5 1.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 14 Untranched 6 2.7 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 15 Untranched 7 3.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 16 Untranched 9 4.3 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 17 Untranched 12 7.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 8 Untranched 16 15.3 175,000,000 12
ITRAXX AUSTRALIA SERIES 14 Untranched 3 1.0 25,000,000 0
ITRAXX AUSTRALIA SERIES 15 Untranched 6 2.7 25,000,000 1
ITRAXX AUSTRALIA SERIES 16 Untranched 9 3.7 25,000,000 1
ITRAXX AUSTRALIA SERIES 17 Untranched 10 5.0 25,000,000 0
ITRAXX AUSTRALIA SERIES 18 Untranched 15 14.3 225,000,000 16
ITRAXX EUROPE CROSSOVER SERIES 12 Untranched 4 2.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 13 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 8 4.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 12 7.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 14 9.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 15 13.3 150,000,000 6
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 17 17.0 4,950,000,000 381
ITRAXX EUROPE CROSSOVER SERIES 9 Untranched 7 3.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 Untranched 7 3.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 3 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 5 3.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 12 6.3 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 11 6.7 175,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 14 12.7 275,000,000 6
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 17 17.0 3,450,000,000 139
ITRAXX EUROPE SENIOR FINANCIALS SERIES 9 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SERIES 10 Untranched 8 3.7 25,000,000 0
ITRAXX EUROPE SERIES 11 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SERIES 12 Untranched 9 5.0 50,000,000 0
ITRAXX EUROPE SERIES 13 Untranched 12 7.0 25,000,000 1
ITRAXX EUROPE SERIES 14 Untranched 9 4.3 25,000,000 0
ITRAXX EUROPE SERIES 15 Tranched 6 4.7 75,000,000 1
ITRAXX EUROPE SERIES 15 Untranched 15 12.3 325,000,000 3
ITRAXX EUROPE SERIES 16 Untranched 15 11.7 100,000,000 2
ITRAXX EUROPE SERIES 17 Untranched 14 13.0 850,000,000 8
ITRAXX EUROPE SERIES 18 Untranched 17 17.0 22,125,000,000 478
ITRAXX EUROPE SERIES 2 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 3 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SERIES 3C Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 6 2.3 50,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 4 1.7 50,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 6 3.7 50,000,000 0
ITRAXX EUROPE SERIES 5C Tranched 4 1.7 50,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 13 7.0 100,000,000 0
ITRAXX EUROPE SERIES 6B Tranched 5 2.0 25,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 5 1.7 50,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 9 5.3 25,000,000 0
ITRAXX EUROPE SERIES 7B Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 4 1.7 25,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 7 3.0 50,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 11 5.7 75,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 15 12.7 1,125,000,000 23
ITRAXX EUROPE SERIES 9 Untranched 14 12.7 1,850,000,000 17
ITRAXX EUROPE SUB FINANCIALS SERIES 10 Untranched 6 2.0 50,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 13 Untranched 7 2.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 11 6.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 9 4.7 25,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 8 5.0 50,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 12 10.3 75,000,000 4
ITRAXX EUROPE SUB FINANCIALS SERIES 18 Untranched 16 15.0 475,000,000 36
ITRAXX EUROPE SUB FINANCIALS SERIES 9 Untranched 3 1.3 25,000,000 0
ITRAXX JAPAN SERIES 15 Untranched 10 3.7 50,000,000 1
ITRAXX JAPAN SERIES 17 Untranched 10 6.7 50,000,000 1
ITRAXX JAPAN SERIES 18 Untranched 13 11.7 200,000,000 20
ITRAXX SOVX CEEMEA SERIES 3 Untranched 7 3.0 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 4 Untranched 11 4.3 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 5 Untranched 8 3.3 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 6 Untranched 5 2.0 50,000,000 2
ITRAXX SOVX CEEMEA SERIES 7 Untranched 7 3.0 50,000,000 2
ITRAXX SOVX CEEMEA SERIES 8 Untranched 9 6.0 25,000,000 1
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 2 0.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 3 1.0 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 2 0.7 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 6 3.0 50,000,000 0
LCDX.NA SERIES 10 Untranched 2 0.7 25,000,000 0
LCDX.NA SERIES 12 Untranched 7 2.7 25,000,000 0
MBX.FN30.650.67 Untranched 4 1.7 125,000,000 2
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