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

The sample covers the three month period beginning December 20, 2016 through March 19, 2017

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.24 Untranched 1 0.3 25,000,000 1
CDX.EM.25 Untranched 8 3.7 25,000,000 1
CDX.EM.26 Untranched 11 10.0 1,025,000,000 103
CDX.NA.HY.19 Untranched 2 0.7 50,000,000 1
CDX.NA.HY.21 Untranched 2 0.7 50,000,000 1
CDX.NA.HY.23 Untranched 5 2.0 100,000,000 3
CDX.NA.HY.24 Untranched 5 2.0 75,000,000 1
CDX.NA.HY.25 Untranched 7 3.0 125,000,000 4
CDX.NA.HY.26 Untranched 7 5.7 150,000,000 6
CDX.NA.HY.27 Untranched 11 10.7 3,275,000,000 291
CDX.NA.IG.18 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.19 Untranched 3 1.3 50,000,000 0
CDX.NA.IG.20 Untranched 1 0.3 50,000,000 0
CDX.NA.IG.21 Untranched 2 0.7 50,000,000 0
CDX.NA.IG.22 Untranched 4 1.7 25,000,000 0
CDX.NA.IG.23 Untranched 2 0.7 75,000,000 1
CDX.NA.IG.24 Untranched 4 1.7 50,000,000 1
CDX.NA.IG.25 Untranched 6 3.7 275,000,000 2
CDX.NA.IG.26 Untranched 8 5.0 400,000,000 5
CDX.NA.IG.27 Untranched 10 9.7 8,925,000,000 236
CDX.NA.IG.8 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.9 Tranched 3 2.3 50,000,000 1
CDX.NA.IG.9 Untranched 1 0.3 25,000,000 0
CMBX.NA.AAA.6 Untranched 8 6.0 75,000,000 5
CMBX.NA.AAA.8 Untranched 8 6.7 100,000,000 14
ITRAXX ASIA EX-JAPAN IG SERIES 24 Untranched 3 1.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 4 1.7 50,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 26 Untranched 10 9.0 150,000,000 8
ITRAXX AUSTRALIA SERIES 26 Untranched 9 5.0 75,000,000 5
ITRAXX EUROPE CROSSOVER SERIES 17 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 3 1.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 7 2.7 50,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 10 7.0 125,000,000 5
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 13 12.0 2,275,000,000 195
ITRAXX EUROPE SENIOR FINANCIALS SERIES 1 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 2 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 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 6 2.0 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 9 5.7 100,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 13 11.7 2,225,000,000 87
ITRAXX EUROPE SERIES 15 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 17 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 18 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 19 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE SERIES 20 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 21 Untranched 4 1.7 50,000,000 1
ITRAXX EUROPE SERIES 22 Untranched 5 2.0 175,000,000 2
ITRAXX EUROPE SERIES 23 Untranched 7 3.3 100,000,000 1
ITRAXX EUROPE SERIES 24 Tranched 5 4.0 25,000,000 2
ITRAXX EUROPE SERIES 24 Untranched 8 5.0 275,000,000 3
ITRAXX EUROPE SERIES 25 Untranched 10 7.7 375,000,000 7
ITRAXX EUROPE SERIES 26 Untranched 12 11.7 10,950,000,000 276
ITRAXX EUROPE SERIES 9 Tranched 5 3.0 250,000,000 2
ITRAXX EUROPE SERIES 9 Untranched 7 3.7 100,000,000 1
MBX.FN30.650.67 Untranched 1 0.3 25,000,000 0
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