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

The sample covers the three month period beginning December 22, 2014 through March 19, 2015

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.13 Untranched 9 5.3 25,000,000 1
CDX.EM.22 Untranched 10 9.7 525,000,000 72
CDX.NA.HY.10 Untranched 2 0.7 25,000,000 0
CDX.NA.HY.14 Untranched 2 0.7 25,000,000 0
CDX.NA.HY.15 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.16 Untranched 4 1.7 50,000,000 1
CDX.NA.HY.17 Untranched 4 1.7 50,000,000 1
CDX.NA.HY.18 Untranched 5 1.7 25,000,000 0
CDX.NA.HY.19 Tranched 5 4.0 50,000,000 3
CDX.NA.HY.19 Untranched 8 3.7 125,000,000 3
CDX.NA.HY.20 Untranched 7 2.7 25,000,000 1
CDX.NA.HY.21 Untranched 5 3.3 75,000,000 4
CDX.NA.HY.22 Untranched 8 4.0 100,000,000 6
CDX.NA.HY.23 Untranched 12 10.7 3,350,000,000 291
CDX.NA.IG.10 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.14 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.15 Untranched 2 0.7 50,000,000 0
CDX.NA.IG.16 Untranched 6 2.3 25,000,000 0
CDX.NA.IG.17 Untranched 7 2.7 25,000,000 0
CDX.NA.IG.18 Untranched 4 1.3 25,000,000 0
CDX.NA.IG.19 Untranched 3 1.0 100,000,000 1
CDX.NA.IG.20 Untranched 4 1.3 50,000,000 1
CDX.NA.IG.21 Tranched 5 3.7 25,000,000 1
CDX.NA.IG.21 Untranched 5 1.7 150,000,000 2
CDX.NA.IG.22 Untranched 8 3.3 300,000,000 6
CDX.NA.IG.23 Untranched 12 11.0 9,500,000,000 185
CDX.NA.IG.8 Tranched 3 1.3 25,000,000 0
CDX.NA.IG.8 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.9 Tranched 8 6.3 75,000,000 2
CDX.NA.IG.9 Untranched 10 4.7 225,000,000 2
CMBX.NA.AAA.1 Untranched 5 2.3 25,000,000 0
CMBX.NA.AAA.7 Untranched 9 8.0 150,000,000 9
DOW JONES CDX.NA.IG.= 5 Tranched 2 0.7 25,000,000 0
DOW JONES CDX.NA.IG.= 5 Untranched 1 0.3 25,000,000 0
DOW JONES CDX.NA.IG.= 7 Tranched 4 1.3 25,000,000 0
DOW JONES CDX.NA.IG.= 7 Untranched 4 1.3 50,000,000 0
IOS.FN30.400.10 Untranched 8 7.7 225,000,000 6
IOS.FN30.450.10 Untranched 9 7.0 150,000,000 5
IOS.FN30.500.10 Untranched 7 5.0 50,000,000 1
IOS.FN30.600.08 Untranched 1 0.3 25,000,000 0
ITRAXX ASIA EX-JAPAN= IG SERIES 20 Untranched 9 3.3 25,000,000 0
ITRAXX ASIA EX-JAPAN= IG SERIES 21 Untranched 9 6.3 50,000,000 2
ITRAXX ASIA EX-JAPAN= IG SERIES 22 Untranched 14 12.0 175,000,000 14
ITRAXX AUSTRALIA SER= IES 22 Untranched 12 9.7 125,000,000 7
ITRAXX EUROPE CROSSO= VER SERIES 15 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE CROSSO= VER SERIES 17 Untranched 6 3.7 25,000,000 1
ITRAXX EUROPE CROSSO= VER SERIES 18 Untranched 5 3.0 25,000,000 1
ITRAXX EUROPE CROSSO= VER SERIES 19 Untranched 6 2.7 25,000,000 1
ITRAXX EUROPE CROSSO= VER SERIES 20 Untranched 4 2.3 50,000,000 2
ITRAXX EUROPE CROSSO= VER SERIES 21 Untranched 11 8.7 350,000,000 19
ITRAXX EUROPE CROSSO= VER SERIES 22 Untranched 14 13.3 3,725,000,000 329
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 Untranched 6 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 Untranched 8 3.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 Untranched 9 3.7 25,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 Untranched 7 3.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 Untranched 8 4.7 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 Untranched 8 4.3 125,000,000 3
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 12 10.7 2,150,000,000 103
ITRAXX EUROPE SERIES= 13 Untranched 10 3.3 50,000,000 0
ITRAXX EUROPE SERIES= 14 Untranched 6 2.0 50,000,000 0
ITRAXX EUROPE SERIES= 15 Untranched 8 3.0 75,000,000 0
ITRAXX EUROPE SERIES= 16 Untranched 7 2.3 50,000,000 0
ITRAXX EUROPE SERIES= 17 Untranched 9 4.0 50,000,000 1
ITRAXX EUROPE SERIES= 18 Untranched 9 4.7 125,000,000 1
ITRAXX EUROPE SERIES= 19 Untranched 9 5.7 200,000,000 2
ITRAXX EUROPE SERIES= 20 Untranched 8 5.0 225,000,000 2
ITRAXX EUROPE SERIES= 21 Untranched 10 8.7 800,000,000 8
ITRAXX EUROPE SERIES= 22 Untranched 13 12.7 13,775,000,000 390
ITRAXX EUROPE SERIES= 3 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES= 4 Untranched 2 1.3 25,000,000 0
ITRAXX EUROPE SERIES= 4C Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES= 5 Untranched 3 1.7 25,000,000 0
ITRAXX EUROPE SERIES= 5C Tranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES= 6 Untranched 6 2.3 25,000,000 0
ITRAXX EUROPE SERIES= 6C Tranched 3 1.3 25,000,000 0
ITRAXX EUROPE SERIES= 7 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE SERIES= 7C Tranched 3 1.0 25,000,000 0
ITRAXX EUROPE SERIES= 8 Tranched 1 0.3 25,000,000 0
ITRAXX EUROPE SERIES= 9 Tranched 9 7.0 75,000,000 1
ITRAXX EUROPE SERIES= 9 Untranched 7 3.7 100,000,000 1
ITRAXX EUROPE SUB FI= NANCIALS SERIES 20 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SUB FI= NANCIALS SERIES 21 Untranched 9 7.0 50,000,000 3
ITRAXX EUROPE SUB FI= NANCIALS SERIES 22 Untranched 11 9.3 200,000,000 24
ITRAXX JAPAN SERIES = 21 Untranched 5 3.3 25,000,000 1
ITRAXX SOVX CEEMEA S= ERIES 7 Untranched 3 1.0 25,000,000 0
ITRAXX SOVX WESTERN = EUROPE SERIES 3 Untranched 5 1.7 25,000,000 0
ITRAXX SOVX WESTERN = EUROPE SERIES 4 Untranched 4 1.3 25,000,000 0
ITRAXX SOVX WESTERN = EUROPE SERIES 5 Untranched 6 2.3 25,000,000 0
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