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

The sample covers the three month period beginning December 20, 2015 through March 19, 2016

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.23 Untranched 8 5.0 50,000,000 2
CDX.EM.24 Untranched 12 10.7 800,000,000 86
CDX.NA.HY.16 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.17 Untranched 2 1.0 25,000,000 1
CDX.NA.HY.19 Untranched 3 1.3 25,000,000 1
CDX.NA.HY.20 Untranched 5 2.0 75,000,000 1
CDX.NA.HY.21 Untranched 4 1.3 50,000,000 2
CDX.NA.HY.22 Untranched 3 1.0 25,000,000 0
CDX.NA.HY.23 Untranched 6 3.0 150,000,000 5
CDX.NA.HY.24 Untranched 9 7.0 275,000,000 11
CDX.NA.HY.25 Untranched 11 10.7 4,550,000,000 397
CDX.NA.IG.16 Untranched 5 1.7 50,000,000 1
CDX.NA.IG.17 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.18 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.19 Untranched 6 2.3 100,000,000 1
CDX.NA.IG.20 Untranched 4 1.7 125,000,000 1
CDX.NA.IG.21 Tranched 5 3.7 25,000,000 1
CDX.NA.IG.21 Untranched 4 2.0 125,000,000 1
CDX.NA.IG.22 Untranched 4 1.3 50,000,000 1
CDX.NA.IG.23 Untranched 5 3.3 250,000,000 3
CDX.NA.IG.24 Untranched 8 4.7 325,000,000 6
CDX.NA.IG.25 Untranched 11 9.7 15,875,000,000 392
CDX.NA.IG.8 Tranched 2 0.7 25,000,000 0
CDX.NA.IG.8 Untranched 4 1.3 25,000,000 0
CDX.NA.IG.9 Tranched 7 5.3 75,000,000 1
CDX.NA.IG.9 Untranched 2 0.7 75,000,000 0
CMBX.NA.AAA.7 Untranched 10 7.7 100,000,000 15
CMBX.NA.AAA.8 Untranched 11 10.3 425,000,000 74
DOW JONES CDX.NA.IG.7 Untranched 2 0.7 25,000,000 0
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 7 7.0 200,000,000 22
IOS.FN30.400.10 Untranched 6 4.7 50,000,000 1
IOS.FN30.600.08 Untranched 4 1.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 23 Untranched 4 2.7 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 24 Untranched 12 11.7 375,000,000 28
ITRAXX AUSTRALIA SERIES 23 Untranched 3 2.0 25,000,000 0
ITRAXX AUSTRALIA SERIES 24 Untranched 11 9.3 225,000,000 15
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 18 Untranched 5 2.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 7 3.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 5 2.0 75,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 5 2.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 9 5.7 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 10 6.7 125,000,000 5
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 15 14.3 5,575,000,000 474
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 8 4.0 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 6 2.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 3 1.0 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 7 4.7 75,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 15 13.3 3,250,000,000 144
ITRAXX EUROPE SERIES 15 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SERIES 16 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 9 3.3 25,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 7 3.3 25,000,000 0
ITRAXX EUROPE SERIES 19 Untranched 9 3.7 75,000,000 1
ITRAXX EUROPE SERIES 20 Untranched 7 2.3 75,000,000 1
ITRAXX EUROPE SERIES 21 Untranched 6 2.7 125,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 9 6.0 175,000,000 2
ITRAXX EUROPE SERIES 23 Untranched 11 9.3 275,000,000 8
ITRAXX EUROPE SERIES 24 Tranched 7 5.0 225,000,000 2
ITRAXX EUROPE SERIES 24 Untranched 15 14.0 20,000,000,000 455
ITRAXX EUROPE SERIES 5C Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 6 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 6C Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 7 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 7C Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 8 Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 8 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 9 Tranched 9 7.0 125,000,000 3
ITRAXX EUROPE SERIES 9 Untranched 6 2.7 75,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 20 Untranched 3 1.3 25,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 21 Untranched 8 3.3 25,000,000 1
ITRAXX EUROPE SUB FINANCIALS SERIES 22 Untranched 8 4.0 25,000,000 2
ITRAXX EUROPE SUB FINANCIALS SERIES 24 Untranched 10 9.7 175,000,000 30
ITRAXX JAPAN SERIES 24 Untranched 10 9.0 175,000,000 14
MBX.FN30.650.67 Untranched 3 1.0 25,000,000 0
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