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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, 2021 through March 19, 2022

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.33 Untranched 5 1.7 25,000,000 0
CDX.EM.34 Untranched 6 3.7 50,000,000 8
CDX.EM.35 Untranched 9 7.0 700,000,000 37
CDX.EM.36 Untranched 9 9.0 2,450,000,000 161
CDX.NA.HY.27 Untranched 1 0.3 25,000,000 0
CDX.NA.HY.28 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.29 Untranched 1 0.3 75,000,000 2
CDX.NA.HY.30 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.31 Tranched 6 5.3 50,000,000 2
CDX.NA.HY.31 Untranched 1 0.3 150,000,000 3
CDX.NA.HY.32 Untranched 2 1.0 150,000,000 1
CDX.NA.HY.33 Tranched 6 5.0 50,000,000 4
CDX.NA.HY.33 Untranched 2 0.7 200,000,000 3
CDX.NA.HY.34 Untranched 3 1.7 100,000,000 1
CDX.NA.HY.35 Untranched 5 2.3 275,000,000 6
CDX.NA.HY.36 Untranched 9 6.7 3,175,000,000 104
CDX.NA.HY.37 Untranched 9 8.3 8,325,000,000 462
CDX.NA.IG.27 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.28 Untranched 3 1.0 50,000,000 1
CDX.NA.IG.29 Untranched 1 0.3 150,000,000 1
CDX.NA.IG.30 Untranched 0 0.0 100,000,000 0
CDX.NA.IG.31 Tranched 5 3.7 75,000,000 2
CDX.NA.IG.31 Untranched 0 0.0 150,000,000 1
CDX.NA.IG.32 Untranched 1 0.3 75,000,000 0
CDX.NA.IG.33 Tranched 6 4.0 50,000,000 1
CDX.NA.IG.33 Untranched 3 1.0 350,000,000 2
CDX.NA.IG.34 Untranched 1 0.3 425,000,000 3
CDX.NA.IG.35 Untranched 7 3.3 650,000,000 6
CDX.NA.IG.36 Untranched 9 7.3 10,075,000,000 66
CDX.NA.IG.37 Tranched 5 4.7 250,000,000 4
CDX.NA.IG.37 Untranched 9 8.0 27,750,000,000 469
CMBX.NA.AAA.10 Untranched 8 3.7 25,000,000 1
CMBX.NA.AAA.8 Untranched 6 3.0 25,000,000 0
CMBX.NA.BBB-.6 Untranched 9 7.7 100,000,000 21
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 6 5.7 400,000,000 18
ITRAXX ASIA EX-JAPAN IG SERIES 32 Untranched 0 0.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 33 Untranched 0 0.0 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 34 Untranched 1 0.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 35 Untranched 6 2.7 150,000,000 5
ITRAXX ASIA EX-JAPAN IG SERIES 36 Untranched 8 6.7 500,000,000 40
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 0 0.0 50,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 1 0.3 100,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 30 Untranched 2 0.7 125,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 31 Untranched 2 0.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 32 Untranched 2 0.7 175,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 33 Untranched 1 0.3 100,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 34 Untranched 5 4.0 275,000,000 6
ITRAXX EUROPE CROSSOVER SERIES 35 Untranched 10 6.3 1,650,000,000 63
ITRAXX EUROPE CROSSOVER SERIES 36 Untranched 10 10.0 6,700,000,000 386
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 0 0.0 100,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 0 0.0 75,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 1 0.3 75,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 Untranched 0 0.0 200,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 31 Untranched 0 0.0 175,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 32 Untranched 0 0.0 100,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 33 Untranched 1 0.3 200,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 34 Untranched 2 1.3 150,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 35 Untranched 9 4.0 850,000,000 10
ITRAXX EUROPE SENIOR FINANCIALS SERIES 36 Untranched 9 5.3 2,850,000,000 63
ITRAXX EUROPE SERIES 26 Untranched 2 1.0 125,000,000 1
ITRAXX EUROPE SERIES 27 Untranched 3 1.3 300,000,000 1
ITRAXX EUROPE SERIES 28 Tranched 5 3.0 50,000,000 1
ITRAXX EUROPE SERIES 28 Untranched 2 1.0 500,000,000 2
ITRAXX EUROPE SERIES 29 Untranched 0 0.0 325,000,000 1
ITRAXX EUROPE SERIES 30 Tranched 4 2.7 75,000,000 1
ITRAXX EUROPE SERIES 30 Untranched 4 1.3 825,000,000 4
ITRAXX EUROPE SERIES 31 Untranched 0 0.0 525,000,000 1
ITRAXX EUROPE SERIES 32 Tranched 4 4.0 175,000,000 3
ITRAXX EUROPE SERIES 32 Untranched 4 1.7 1,600,000,000 8
ITRAXX EUROPE SERIES 33 Untranched 6 4.3 600,000,000 3
ITRAXX EUROPE SERIES 34 Tranched 4 3.3 150,000,000 2
ITRAXX EUROPE SERIES 34 Untranched 6 4.3 1,200,000,000 9
ITRAXX EUROPE SERIES 35 Untranched 11 9.0 7,825,000,000 59
ITRAXX EUROPE SERIES 36 Tranched 5 5.0 300,000,000 3
ITRAXX EUROPE SERIES 36 Untranched 10 9.3 25,250,000,000 372
ITRAXX EUROPE SUB FINANCIALS SERIES 34 Untranched 0 0.0 50,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 35 Untranched 5 2.0 175,000,000 5
ITRAXX EUROPE SUB FINANCIALS SERIES 36 Untranched 6 4.0 350,000,000 14
ITRAXX JAPAN SERIES 32 Untranched 1 0.3 25,000,000 0
ITRAXX JAPAN SERIES 34 Untranched 3 1.7 25,000,000 1
ITRAXX JAPAN SERIES 35 Untranched 10 4.7 150,000,000 6
ITRAXX JAPAN SERIES 36 Untranched 10 9.0 200,000,000 8
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