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

The sample covers the three month period beginning December 20, 2018 through March 19, 2019

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.28 Untranched 9 4.3 25,000,000 0
CDX.EM.29 Untranched 10 7.0 50,000,000 4
CDX.EM.30 Untranched 11 11.0 625,000,000 53
CDX.NA.HY.24 Untranched 7 2.7 25,000,000 0
CDX.NA.HY.25 Untranched 9 7.0 50,000,000 1
CDX.NA.HY.27 Untranched 9 6.3 50,000,000 1
CDX.NA.HY.28 Untranched 10 4.7 25,000,000 0
CDX.NA.HY.29 Untranched 11 9.0 50,000,000 4
CDX.NA.HY.30 Untranched 11 9.0 75,000,000 2
CDX.NA.HY.31 Untranched 13 12.3 2,425,000,000 171
CDX.NA.IG.19 Untranched 1 0.3 25,000,000 0
CDX.NA.IG.22 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.23 Untranched 7 3.0 25,000,000 0
CDX.NA.IG.24 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.25 Untranched 5 3.0 50,000,000 0
CDX.NA.IG.26 Untranched 6 3.0 25,000,000 0
CDX.NA.IG.27 Tranched 3 2.3 25,000,000 0
CDX.NA.IG.27 Untranched 8 6.3 50,000,000 1
CDX.NA.IG.28 Untranched 8 5.7 50,000,000 1
CDX.NA.IG.29 Tranched 4 3.7 25,000,000 1
CDX.NA.IG.29 Untranched 10 8.0 75,000,000 2
CDX.NA.IG.30 Untranched 9 8.3 175,000,000 2
CDX.NA.IG.31 Untranched 13 13.0 8,600,000,000 159
CMBX.NA.AAA.10 Untranched 8 5.3 50,000,000 4
CMBX.NA.AAA.11 Untranched 9 8.0 75,000,000 6
CMBX.NA.AAA.6 Untranched 6 3.3 25,000,000 1
CMBX.NA.AAA.8 Untranched 8 4.7 25,000,000 3
CMBX.NA.AAA.9 Untranched 8 4.7 25,000,000 1
CMBX.NA.BBB-.6 Untranched 7 6.3 50,000,000 12
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 9 7.0 125,000,000 9
IOS.FN30.600.08 Untranched 1 0.3 25,000,000 0
IOS.FN30.650.67 Untranched 1 0.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 0 0.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 28 Untranched 7 4.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 30 Untranched 12 10.7 125,000,000 6
ITRAXX AUSTRALIA SERIES 30 Untranched 11 10.0 75,000,000 4
ITRAXX EUROPE CROSSOVER SERIES 21 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 9 3.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 7 4.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 7 3.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 8 4.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 10 4.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 10 7.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 11 8.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 30 Untranched 15 15.3 1,350,000,000 94
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 3 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 9 3.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 7 3.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 7 5.3 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 7 5.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 10 6.7 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 Untranched 16 15.0 1,350,000,000 37
ITRAXX EUROPE SERIES 21 Untranched 7 3.3 25,000,000 0
ITRAXX EUROPE SERIES 22 Untranched 9 4.3 50,000,000 0
ITRAXX EUROPE SERIES 23 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SERIES 24 Tranched 5 2.7 25,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 11 7.7 100,000,000 1
ITRAXX EUROPE SERIES 25 Untranched 11 7.0 50,000,000 1
ITRAXX EUROPE SERIES 26 Tranched 5 3.0 25,000,000 0
ITRAXX EUROPE SERIES 26 Untranched 10 7.3 175,000,000 2
ITRAXX EUROPE SERIES 27 Untranched 10 8.0 75,000,000 1
ITRAXX EUROPE SERIES 28 Tranched 5 3.3 100,000,000 1
ITRAXX EUROPE SERIES 28 Untranched 11 9.0 275,000,000 4
ITRAXX EUROPE SERIES 29 Untranched 12 11.0 225,000,000 3
ITRAXX EUROPE SERIES 30 Tranched 4 4.0 100,000,000 1
ITRAXX EUROPE SERIES 30 Untranched 16 16.3 5,900,000,000 126
MBX.FN30.650.67 Untranched 0 0.0 25,000,000 0
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