Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning March 25, 2023 through June 23, 2023.
|
|
TOTAL NUMBER OF |
AVERAGE MONTHLY |
AVERAGE DAILY |
AVERAGE NUMBER |
| REF ENTITY |
PRODUCT TYPE |
CLEARING DEALERS |
CLEARING DEALERS |
NOTIONAL (USD EQ) |
TRADES/DAY |
| CDX.EM.34 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.EM.35 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.EM.36 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| CDX.EM.37 |
Untranched |
3 |
1.3 |
25,000,000 |
1 |
| CDX.EM.38 |
Untranched |
8 |
3.0 |
150,000,000 |
10 |
| CDX.EM.39 |
Untranched |
8 |
7.0 |
1,050,000,000 |
103 |
| CDX.NA.HY.31 |
Tranched |
2 |
1.0 |
25,000,000 |
1 |
| CDX.NA.HY.31 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
| CDX.NA.HY.32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.33 |
Tranched |
6 |
4.0 |
25,000,000 |
2 |
| CDX.NA.HY.33 |
Untranched |
0 |
0.0 |
175,000,000 |
3 |
| CDX.NA.HY.34 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| CDX.NA.HY.35 |
Untranched |
2 |
1.0 |
125,000,000 |
3 |
| CDX.NA.HY.36 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| CDX.NA.HY.37 |
Tranched |
4 |
2.3 |
25,000,000 |
1 |
| CDX.NA.HY.37 |
Untranched |
1 |
0.3 |
150,000,000 |
3 |
| CDX.NA.HY.38 |
Untranched |
2 |
0.7 |
200,000,000 |
5 |
| CDX.NA.HY.39 |
Untranched |
9 |
6.0 |
3,500,000,000 |
112 |
| CDX.NA.HY.40 |
Untranched |
9 |
7.3 |
9,250,000,000 |
631 |
| CDX.NA.IG.31 |
Tranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.31 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
| CDX.NA.IG.32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.33 |
Tranched |
2 |
0.7 |
25,000,000 |
1 |
| CDX.NA.IG.33 |
Untranched |
1 |
0.3 |
150,000,000 |
1 |
| CDX.NA.IG.34 |
Untranched |
2 |
0.7 |
50,000,000 |
1 |
| CDX.NA.IG.35 |
Tranched |
2 |
0.7 |
50,000,000 |
0 |
| CDX.NA.IG.35 |
Untranched |
1 |
0.3 |
125,000,000 |
1 |
| CDX.NA.IG.36 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
| CDX.NA.IG.37 |
Tranched |
3 |
1.0 |
50,000,000 |
1 |
| CDX.NA.IG.37 |
Untranched |
2 |
1.0 |
150,000,000 |
2 |
| CDX.NA.IG.38 |
Untranched |
3 |
1.3 |
275,000,000 |
4 |
| CDX.NA.IG.39 |
Tranched |
4 |
2.0 |
100,000,000 |
1 |
| CDX.NA.IG.39 |
Untranched |
9 |
6.0 |
5,025,000,000 |
45 |
| CDX.NA.IG.40 |
Untranched |
8 |
7.0 |
24,250,000,000 |
521 |
| CMBX.NA.AAA.10 |
Untranched |
3 |
1.3 |
25,000,000 |
3 |
| CMBX.NA.BBB-.6 |
Untranched |
4 |
3.0 |
25,000,000 |
3 |
| ITRAXX ASIA EX-JAPAN IG SERIES
33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES
39 |
Untranched |
6 |
4.3 |
250,000,000 |
19 |
| ITRAXX EUROPE CROSSOVER SERIES
30 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES
31 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES
32 |
Untranched |
1 |
0.3 |
75,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER SERIES
33 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES
34 |
Untranched |
1 |
0.3 |
100,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER SERIES
35 |
Untranched |
3 |
1.0 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES
36 |
Tranched |
5 |
2.3 |
25,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER SERIES
36 |
Untranched |
3 |
1.7 |
125,000,000 |
3 |
| ITRAXX EUROPE CROSSOVER SERIES
37 |
Untranched |
4 |
2.3 |
75,000,000 |
3 |
| ITRAXX EUROPE CROSSOVER SERIES
38 |
Untranched |
9 |
7.0 |
900,000,000 |
37 |
| ITRAXX EUROPE CROSSOVER SERIES
39 |
Untranched |
9 |
8.0 |
3,875,000,000 |
294 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 30 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 31 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 34 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 35 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 36 |
Untranched |
1 |
0.3 |
100,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 37 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 38 |
Untranched |
5 |
1.7 |
375,000,000 |
6 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 39 |
Untranched |
8 |
4.7 |
2,150,000,000 |
77 |
| ITRAXX EUROPE SERIES 30 |
Tranched |
3 |
1.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 30 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 31 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 32 |
Tranched |
4 |
2.3 |
100,000,000 |
3 |
| ITRAXX EUROPE SERIES 32 |
Untranched |
0 |
0.0 |
225,000,000 |
2 |
| ITRAXX EUROPE SERIES 33 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 34 |
Tranched |
4 |
1.3 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 34 |
Untranched |
0 |
0.0 |
175,000,000 |
2 |
| ITRAXX EUROPE SERIES 35 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 36 |
Tranched |
5 |
3.0 |
100,000,000 |
2 |
| ITRAXX EUROPE SERIES 36 |
Untranched |
2 |
0.7 |
600,000,000 |
4 |
| ITRAXX EUROPE SERIES 37 |
Untranched |
4 |
1.3 |
325,000,000 |
4 |
| ITRAXX EUROPE SERIES 38 |
Tranched |
5 |
4.7 |
150,000,000 |
3 |
| ITRAXX EUROPE SERIES 38 |
Untranched |
9 |
5.3 |
4,050,000,000 |
44 |
| ITRAXX EUROPE SERIES 39 |
Untranched |
9 |
7.7 |
15,425,000,000 |
333 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 36 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 38 |
Untranched |
2 |
1.0 |
125,000,000 |
3 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 39 |
Untranched |
7 |
4.3 |
375,000,000 |
23 |
| ITRAXX JAPAN SERIES 31 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 32 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 33 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 34 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 35 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 36 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 37 |
Untranched |
6 |
2.3 |
25,000,000 |
1 |
| ITRAXX JAPAN SERIES 38 |
Untranched |
13 |
6.3 |
75,000,000 |
4 |
| ITRAXX JAPAN SERIES 39 |
Untranched |
11 |
9.0 |
125,000,000 |
7 |
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