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

The sample covers the three month period beginning December 20, 2019 through March 19, 2020

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.29 Untranched 6 2.7 25,000,000 1
CDX.EM.30 Untranched 6 2.7 25,000,000 1
CDX.EM.31 Untranched 7 5.0 75,000,000 7
CDX.EM.32 Untranched 8 8.0 1,025,000,000 73
CDX.NA.HY.24 Untranched 1 0.7 25,000,000 0
CDX.NA.HY.25 Untranched 4 2.7 50,000,000 1
CDX.NA.HY.27 Untranched 4 2.7 50,000,000 2
CDX.NA.HY.28 Untranched 4 2.0 25,000,000 0
CDX.NA.HY.29 Untranched 8 4.0 75,000,000 2
CDX.NA.HY.30 Untranched 7 3.0 25,000,000 1
CDX.NA.HY.31 Tranched 7 6.7 50,000,000 3
CDX.NA.HY.31 Untranched 8 6.0 100,000,000 4
CDX.NA.HY.32 Untranched 9 7.3 125,000,000 4
CDX.NA.HY.33 Untranched 11 9.7 5,125,000,000 316
CDX.NA.IG.24 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.25 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.26 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.27 Untranched 2 1.3 125,000,000 1
CDX.NA.IG.28 Untranched 5 2.7 75,000,000 3
CDX.NA.IG.29 Tranched 5 4.0 50,000,000 1
CDX.NA.IG.29 Untranched 8 4.7 175,000,000 2
CDX.NA.IG.30 Untranched 6 3.7 50,000,000 1
CDX.NA.IG.31 Tranched 5 4.7 25,000,000 3
CDX.NA.IG.31 Untranched 8 5.7 225,000,000 3
CDX.NA.IG.32 Untranched 9 7.0 500,000,000 6
CDX.NA.IG.33 Tranched 6 5.3 125,000,000 5
CDX.NA.IG.33 Untranched 10 9.3 19,475,000,000 374
CMBX.NA.AAA.10 Untranched 8 5.7 25,000,000 3
CMBX.NA.AAA.11 Untranched 9 6.0 50,000,000 5
CMBX.NA.AAA.12 Untranched 8 7.0 125,000,000 8
CMBX.NA.AAA.8 Untranched 8 4.7 25,000,000 1
CMBX.NA.BBB-.6 Untranched 8 7.3 50,000,000 19
IOS.FN30.600.08 Untranched 4 1.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 1 0.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 31 Untranched 0 0.0 25,000,000 1
ITRAXX ASIA EX-JAPAN IG SERIES 32 Untranched 10 8.0 325,000,000 18
ITRAXX AUSTRALIA SERIES 32 Untranched 7 3.0 175,000,000 10
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 1 0.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 2 0.7 50,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 3 1.0 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 30 Untranched 6 3.7 75,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 31 Untranched 8 4.7 75,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 32 Untranched 11 10.0 3,350,000,000 222
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 5 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 31 Untranched 3 1.0 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 32 Untranched 9 8.0 1,400,000,000 40
ITRAXX EUROPE SERIES 23 Untranched 1 0.7 25,000,000 0
ITRAXX EUROPE SERIES 24 Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES 24 Untranched 1 0.3 75,000,000 0
ITRAXX EUROPE SERIES 25 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 26 Untranched 2 0.7 100,000,000 1
ITRAXX EUROPE SERIES 27 Untranched 5 2.3 50,000,000 1
ITRAXX EUROPE SERIES 28 Tranched 4 3.3 225,000,000 2
ITRAXX EUROPE SERIES 28 Untranched 5 3.0 425,000,000 2
ITRAXX EUROPE SERIES 29 Untranched 5 2.3 75,000,000 1
ITRAXX EUROPE SERIES 30 Tranched 5 4.7 125,000,000 1
ITRAXX EUROPE SERIES 30 Untranched 8 5.0 425,000,000 4
ITRAXX EUROPE SERIES 31 Untranched 10 7.7 775,000,000 16
ITRAXX EUROPE SERIES 32 Tranched 5 4.0 200,000,000 3
ITRAXX EUROPE SERIES 32 Untranched 11 10.0 13,550,000,000 258
ITRAXX EUROPE SUB FINANCIALS SERIES 32 Untranched 8 4.7 175,000,000 12
ITRAXX JAPAN SERIES 31 Untranched 4 2.3 25,000,000 0
ITRAXX JAPAN SERIES 32 Untranched 11 10.0 100,000,000 6
MBX.FN30.650.67 Untranched 2 0.7 25,000,000 0
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