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

The sample covers the three month period beginning December 20, 2017 through March 19, 2018

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.27 Untranched 11 7.7 50,000,000 5
CDX.EM.28 Untranched 12 11.7 2,325,000,000 161
CDX.NA.HY.21 Untranched 9 5.3 75,000,000 1
CDX.NA.HY.23 Untranched 9 6.0 100,000,000 3
CDX.NA.HY.24 Untranched 10 4.7 25,000,000 1
CDX.NA.HY.25 Untranched 11 8.0 250,000,000 6
CDX.NA.HY.26 Untranched 9 5.3 100,000,000 2
CDX.NA.HY.27 Untranched 11 8.7 225,000,000 7
CDX.NA.HY.28 Untranched 12 11.0 250,000,000 9
CDX.NA.HY.29 Untranched 15 14.3 12,300,000,000 722
CDX.NA.IG.19 Untranched 5 2.0 75,000,000 0
CDX.NA.IG.20 Untranched 6 2.3 50,000,000 1
CDX.NA.IG.21 Untranched 8 4.0 175,000,000 1
CDX.NA.IG.22 Untranched 9 4.0 225,000,000 1
CDX.NA.IG.23 Untranched 8 5.3 200,000,000 1
CDX.NA.IG.24 Untranched 8 4.7 175,000,000 1
CDX.NA.IG.25 Untranched 9 6.3 400,000,000 5
CDX.NA.IG.26 Untranched 10 6.3 150,000,000 2
CDX.NA.IG.27 Untranched 11 8.3 475,000,000 5
CDX.NA.IG.28 Untranched 12 10.7 1,475,000,000 16
CDX.NA.IG.29 Untranched 16 15.3 37,000,000,000 587
CMBX.NA.AAA.10 Untranched 10 8.0 200,000,000 14
CMBX.NA.AAA.6 Untranched 5 3.7 50,000,000 3
CMBX.NA.AAA.8 Untranched 6 4.0 50,000,000 3
CMBX.NA.AAA.9 Untranched 7 4.3 50,000,000 3
CMBX.NA.BBB-.6 Untranched 7 7.0 75,000,000 26
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 8 7.0 400,000,000 33
IOS.FN30.600.08 Untranched 0 0.0 25,000,000 0
IOS.FN30.650.67 Untranched 0 0.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 5 2.3 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 28 Untranched 12 10.7 550,000,000 26
ITRAXX EUROPE CROSSOVER SERIES 19 Untranched 3 1.3 75,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 20 Untranched 10 4.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 9 3.7 75,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 9 5.7 125,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 10 4.0 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 10 6.7 100,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 11 6.7 50,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 10 7.3 150,000,000 5
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 11 10.0 525,000,000 13
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 16 15.7 8,600,000,000 477
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 1 0.7 200,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 4 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 4 2.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 6 3.3 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 6 3.0 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 9 5.3 150,000,000 2
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 12 10.0 975,000,000 12
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 15 14.3 4,275,000,000 94
ITRAXX EUROPE SERIES 19 Untranched 7 2.3 75,000,000 1
ITRAXX EUROPE SERIES 20 Untranched 5 2.7 50,000,000 1
ITRAXX EUROPE SERIES 21 Untranched 9 5.7 275,000,000 2
ITRAXX EUROPE SERIES 22 Untranched 8 4.7 125,000,000 1
ITRAXX EUROPE SERIES 23 Untranched 8 4.3 150,000,000 1
ITRAXX EUROPE SERIES 24 Tranched 5 4.0 50,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 8 6.3 375,000,000 3
ITRAXX EUROPE SERIES 25 Untranched 12 6.3 225,000,000 2
ITRAXX EUROPE SERIES 26 Tranched 5 3.0 125,000,000 2
ITRAXX EUROPE SERIES 26 Untranched 12 8.7 625,000,000 8
ITRAXX EUROPE SERIES 27 Untranched 12 10.0 2,550,000,000 26
ITRAXX EUROPE SERIES 28 Tranched 5 4.0 150,000,000 2
ITRAXX EUROPE SERIES 28 Untranched 17 17.0 29,950,000,000 484
ITRAXX EUROPE SERIES 9 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES 9A Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 9UN Tranched 1 0.3 25,000,000 0
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