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

The sample covers the three month period beginning December 20, 2013 through March 19, 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
ABX.HE.AAA.06-1 Untranched 8 5.0 25,000,000 1
CDX.EM.13 Untranched 4 2.7 50,000,000 0
CDX.EM.20 Untranched 13 11.7 850,000,000 86
CDX.NA.HY.10 Untranched 6 2.3 25,000,000 0
CDX.NA.HY.14 Untranched 8 5.0 75,000,000 1
CDX.NA.HY.15 Untranched 11 8.3 50,000,000 1
CDX.NA.HY.16 Untranched 11 7.0 50,000,000 1
CDX.NA.HY.17 Untranched 11 8.3 75,000,000 2
CDX.NA.HY.18 Untranched 10 9.0 25,000,000 1
CDX.NA.HY.19 Untranched 12 10.3 175,000,000 6
CDX.NA.HY.20 Untranched 12 10.0 225,000,000 13
CDX.NA.HY.21 Untranched 14 14.0 6,350,000,000 456
CDX.NA.HY.8 Untranched 4 2.3 25,000,000 0
CDX.NA.IG.10 Untranched 4 1.3 25,000,000 0
CDX.NA.IG.12 Untranched 5 1.7 25,000,000 0
CDX.NA.IG.13 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.14 Untranched 4 1.3 50,000,000 0
CDX.NA.IG.15 Untranched 6 2.7 50,000,000 1
CDX.NA.IG.16 Untranched 13 7.3 125,000,000 2
CDX.NA.IG.17 Untranched 12 7.0 100,000,000 1
CDX.NA.IG.18 Untranched 12 8.7 150,000,000 1
CDX.NA.IG.19 Untranched 12 9.7 750,000,000 5
CDX.NA.IG.20 Untranched 12 10.7 700,000,000 10
CDX.NA.IG.21 Untranched 14 14.0 24,000,000,000 462
CDX.NA.IG.8 Tranched 8 4.0 25,000,000 0
CDX.NA.IG.8 Untranched 7 5.7 125,000,000 0
CDX.NA.IG.9 Tranched 11 10.0 375,000,000 8
CDX.NA.IG.9 Untranched 14 11.7 1,250,000,000 7
CMBX.NA.AAA.1 Untranched 11 7.7 75,000,000 2
DOW JONES CDX.NA.IG.3 Untranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.4 Untranched 5 1.7 50,000,000 0
DOW JONES CDX.NA.IG.5 Tranched 3 1.0 25,000,000 0
DOW JONES CDX.NA.IG.5 Untranched 4 1.3 25,000,000 0
DOW JONES CDX.NA.IG.6 Tranched 8 3.7 50,000,000 0
DOW JONES CDX.NA.IG.6 Untranched 8 4.0 50,000,000 0
DOW JONES CDX.NA.IG.7 Tranched 8 2.7 50,000,000 0
DOW JONES CDX.NA.IG.7 Untranched 10 5.0 100,000,000 0
IOS.FN30.400.10 Untranched 7 6.3 150,000,000 14
IOS.FN30.450.10 Untranched 7 7.0 150,000,000 5
IOS.FN30.500.10 Untranched 9 7.0 125,000,000 5
IOS.FN30.600.08 Untranched 7 3.0 50,000,000 1
IOS.FN30.650.67 Untranched 4 2.3 100,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 19 Untranched 12 8.3 50,000,000 3
ITRAXX ASIA EX-JAPAN IG SERIES 20 Untranched 14 12.7 250,000,000 20
ITRAXX AUSTRALIA SERIES 15 Untranched 7 3.7 50,000,000 2
ITRAXX AUSTRALIA SERIES 19 Untranched 7 5.3 50,000,000 2
ITRAXX AUSTRALIA SERIES 20 Untranched 14 13.3 250,000,000 16
ITRAXX EUROPE CROSSOVER SERIES 14 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 15 Untranched 7 3.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 16 Untranched 9 5.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 11 7.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 12 8.7 50,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 13 11.3 325,000,000 8
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 15 15.0 8,325,000,000 502
ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 Untranched 5 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 6 2.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 7 3.7 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 12 8.3 125,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 10 6.7 125,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 12 8.7 75,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 13 9.0 100,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 13 11.0 225,000,000 6
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 15 15.0 2,675,000,000 88
ITRAXX EUROPE SERIES 11 Untranched 9 3.3 25,000,000 0
ITRAXX EUROPE SERIES 12 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SERIES 13 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SERIES 14 Untranched 7 2.3 25,000,000 0
ITRAXX EUROPE SERIES 15 Tranched 7 4.3 25,000,000 1
ITRAXX EUROPE SERIES 15 Untranched 11 6.0 150,000,000 1
ITRAXX EUROPE SERIES 16 Untranched 11 6.3 150,000,000 1
ITRAXX EUROPE SERIES 17 Untranched 13 7.3 100,000,000 3
ITRAXX EUROPE SERIES 18 Untranched 13 11.0 325,000,000 5
ITRAXX EUROPE SERIES 19 Untranched 14 12.0 1,325,000,000 15
ITRAXX EUROPE SERIES 20 Untranched 15 15.0 29,725,000,000 574
ITRAXX EUROPE SERIES 3 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE SERIES 4 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 4C Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 5 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 7 3.7 50,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 8 4.3 75,000,000 0
ITRAXX EUROPE SERIES 7B Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 10 5.3 75,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 11 9.7 525,000,000 7
ITRAXX EUROPE SERIES 9 Untranched 14 11.7 1,075,000,000 9
ITRAXX EUROPE SUB FINANCIALS SERIES 12 Untranched 7 3.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 13 Untranched 6 3.3 50,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 14 Untranched 8 3.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 15 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 16 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 17 Untranched 8 4.7 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 13 11.7 225,000,000 14
ITRAXX JAPAN SERIES 17 Untranched 9 6.0 25,000,000 1
ITRAXX JAPAN SERIES 18 Untranched 10 5.7 25,000,000 1
ITRAXX JAPAN SERIES 19 Untranched 8 7.0 25,000,000 2
ITRAXX JAPAN SERIES 20 Untranched 10 9.3 150,000,000 16
ITRAXX SOVX CEEMEA SERIES 6 Untranched 8 3.3 25,000,000 1
ITRAXX SOVX CEEMEA SERIES 7 Untranched 4 2.0 25,000,000 1
ITRAXX SOVX WESTERN EUROPE SERIES 2 Untranched 4 1.3 50,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 3 Untranched 4 1.3 25,000,000 0
ITRAXX SOVX WESTERN EUROPE SERIES 4 Untranched 4 1.3 25,000,000 1
ITRAXX SOVX WESTERN EUROPE SERIES 5 Untranched 7 2.7 50,000,000 1
MBX.FN30.650.67 Untranched 2 1.0 25,000,000 0
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