| Reference Entity |
Product Type |
Total Number
of Clearing Dealers |
Average Monthly
Clearing Dealers |
Average Daily
Notional (USD EQ) |
Average Number
Trades/Day |
| ABX.HE.AAA.06-1 |
Untranched |
11 |
9.7 |
100,000,000 |
3 |
| ABX.HE.AAA.06-2 |
Untranched |
13 |
11.0 |
150,000,000 |
10 |
| CDX.EM.13 |
Untranched |
10 |
5.3 |
25,000,000 |
1 |
| CDX.EM.14 |
Untranched |
12 |
9.7 |
50,000,000 |
4 |
| CDX.EM.15 |
Untranched |
14 |
13.3 |
650,000,000 |
54 |
| CDX.EM.9 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.HY.10 |
Untranched |
13 |
11.3 |
525,000,000 |
9 |
| CDX.NA.HY.10 |
Tranched |
10 |
9.3 |
175,000,000 |
8 |
| CDX.NA.HY.11 |
Untranched |
13 |
11.3 |
925,000,000 |
5 |
| CDX.NA.HY.11 |
Tranched |
10 |
9.3 |
150,000,000 |
10 |
| CDX.NA.HY.12 |
Untranched |
12 |
7.7 |
25,000,000 |
1 |
| CDX.NA.HY.13 |
Untranched |
11 |
8.3 |
50,000,000 |
1 |
| CDX.NA.HY.14 |
Untranched |
12 |
11.0 |
75,000,000 |
3 |
| CDX.NA.HY.15 |
Untranched |
14 |
13.3 |
500,000,000 |
20 |
| CDX.NA.HY.15 |
Tranched |
11 |
9.0 |
75,000,000 |
4 |
| CDX.NA.HY.16 |
Untranched |
16 |
15.7 |
5,575,000,000 |
350 |
| CDX.NA.HY.8 |
Untranched |
12 |
10.3 |
200,000,000 |
2 |
| CDX.NA.HY.8 |
Tranched |
10 |
8.3 |
50,000,000 |
1 |
| CDX.NA.HY.9 |
Untranched |
12 |
11.3 |
425,000,000 |
5 |
| CDX.NA.HY.9 |
Tranched |
9 |
8.3 |
75,000,000 |
3 |
| CDX.NA.IG.HVOL.8 |
Untranched |
7 |
2.3 |
25,000,000 |
0 |
| CDX.NA.IG.HVOL.9 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| CDX.NA.IG.10 |
Untranched |
13 |
9.3 |
150,000,000 |
1 |
| CDX.NA.IG.10 |
Tranched |
6 |
3.7 |
25,000,000 |
1 |
| CDX.NA.IG.11 |
Untranched |
13 |
7.7 |
50,000,000 |
1 |
| CDX.NA.IG.12 |
Untranched |
13 |
8.7 |
75,000,000 |
1 |
| CDX.NA.IG.13 |
Untranched |
12 |
9.3 |
100,000,000 |
1 |
| CDX.NA.IG.14 |
Untranched |
13 |
10.7 |
125,000,000 |
2 |
| CDX.NA.IG.15 |
Untranched |
14 |
13.3 |
725,000,000 |
11 |
| CDX.NA.IG.16 |
Untranched |
16 |
16.0 |
29,250,000,000 |
415 |
| CDX.NA.IG.8 |
Untranched |
10 |
7.7 |
150,000,000 |
1 |
| CDX.NA.IG.8 |
Tranched |
6 |
3.3 |
225,000,000 |
2 |
| CDX.NA.IG.9 |
Untranched |
16 |
15.0 |
6,825,000,000 |
57 |
| CDX.NA.IG.9 |
Tranched |
15 |
14.3 |
1,675,000,000 |
47 |
| CMBX.NA.AAA.1 |
Untranched |
12 |
10.7 |
125,000,000 |
20 |
| CMBX.NA.AAA.2 |
Untranched |
12 |
9.7 |
75,000,000 |
15 |
| CMBX.NA.AAA.3 |
Untranched |
12 |
10.7 |
125,000,000 |
13 |
| DOW JONES CDX.NA.HY.7 |
Untranched |
7 |
4.0 |
25,000,000 |
0 |
| DOW JONES CDX.NA.HY.7 |
Tranched |
5 |
2.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.HVOL.7 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.3 |
Untranched |
8 |
4.7 |
50,000,000 |
0 |
| DOW JONES CDX.NA.IG.3 |
Tranched |
6 |
3.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.4 |
Untranched |
10 |
6.7 |
100,000,000 |
0 |
| DOW JONES CDX.NA.IG.4 |
Tranched |
9 |
6.3 |
125,000,000 |
1 |
| DOW JONES CDX.NA.IG.5 |
Untranched |
9 |
7.0 |
125,000,000 |
0 |
| DOW JONES CDX.NA.IG.5 |
Tranched |
8 |
6.3 |
75,000,000 |
1 |
| DOW JONES CDX.NA.IG.6 |
Untranched |
9 |
6.3 |
125,000,000 |
1 |
| DOW JONES CDX.NA.IG.6 |
Tranched |
8 |
4.3 |
100,000,000 |
1 |
| DOW JONES CDX.NA.IG.7 |
Untranched |
9 |
7.0 |
175,000,000 |
1 |
| DOW JONES CDX.NA.IG.7 |
Tranched |
9 |
6.0 |
125,000,000 |
2 |
| IOS.FN30.450.09 |
Untranched |
12 |
11.7 |
275,000,000 |
29 |
| IOS.FN30.500.09 |
Untranched |
12 |
11.3 |
350,000,000 |
29 |
| IOS.FN30.550.08 |
Untranched |
10 |
9.3 |
175,000,000 |
8 |
| IOS.FN30.600.08 |
Untranched |
10 |
8.7 |
175,000,000 |
6 |
| IOS.FN30.650.67 |
Untranched |
12 |
10.0 |
200,000,000 |
5 |
| ITRAXX ASIA EX-JAPAN IG SERIES 13 |
Untranched |
10 |
6.7 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 14 |
Untranched |
11 |
6.7 |
25,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG SERIES 15 |
Untranched |
16 |
15.0 |
375,000,000 |
28 |
| ITRAXX AUSTRALIA SERIES 13 |
Untranched |
6 |
2.7 |
50,000,000 |
1 |
| ITRAXX AUSTRALIA SERIES 14 |
Untranched |
11 |
7.7 |
50,000,000 |
1 |
| ITRAXX AUSTRALIA SERIES 15 |
Untranched |
16 |
15.3 |
975,000,000 |
55 |
| ITRAXX EUROPE CROSSOVER SERIES 10 |
Untranched |
5 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 11 |
Untranched |
7 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 12 |
Untranched |
12 |
7.0 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 13 |
Untranched |
13 |
10.7 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 14 |
Untranched |
16 |
14.3 |
125,000,000 |
7 |
| ITRAXX EUROPE CROSSOVER SERIES 15 |
Untranched |
17 |
17.0 |
8,925,000,000 |
463 |
| ITRAXX EUROPE CROSSOVER SERIES 6 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 7 |
Untranched |
6 |
3.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 8 |
Untranched |
9 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 9 |
Untranched |
10 |
4.3 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 10 |
Untranched |
6 |
3.0 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 12 |
Untranched |
11 |
4.7 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 13 |
Untranched |
9 |
4.0 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 14 |
Untranched |
14 |
8.7 |
50,000,000 |
1 |
| ITRAXX EUROPE HIVOL SERIES 15 |
Untranched |
14 |
12.3 |
450,000,000 |
15 |
| ITRAXX EUROPE HIVOL SERIES 8 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 |
Untranched |
8 |
3.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 |
Untranched |
10 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 |
Untranched |
12 |
5.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 |
Untranched |
16 |
13.0 |
125,000,000 |
4 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 |
Untranched |
17 |
17.0 |
7,175,000,000 |
196 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 8 |
Untranched |
6 |
2.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 9 |
Untranched |
7 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 10 |
Untranched |
11 |
6.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 11 |
Untranched |
14 |
9.3 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 12 |
Untranched |
14 |
10.0 |
150,000,000 |
1 |
| ITRAXX EUROPE SERIES 13 |
Untranched |
13 |
13.0 |
125,000,000 |
2 |
| ITRAXX EUROPE SERIES 14 |
Untranched |
15 |
13.3 |
575,000,000 |
6 |
| ITRAXX EUROPE SERIES 15 |
Untranched |
17 |
17.0 |
30,175,000,000 |
450 |
| ITRAXX EUROPE SERIES 15 |
Tranched |
8 |
7.3 |
100,000,000 |
4 |
| ITRAXX EUROPE SERIES 2 |
Untranched |
5 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 3 |
Untranched |
5 |
3.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 3C |
Tranched |
3 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 4 |
Untranched |
8 |
4.7 |
100,000,000 |
0 |
| ITRAXX EUROPE SERIES 4B |
Tranched |
6 |
3.3 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 4C |
Tranched |
3 |
2.7 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 5 |
Untranched |
9 |
5.0 |
250,000,000 |
1 |
| ITRAXX EUROPE SERIES 5 |
Tranched |
5 |
3.3 |
75,000,000 |
0 |
| ITRAXX EUROPE SERIES 5B |
Tranched |
6 |
4.3 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 5C |
Tranched |
6 |
3.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 6 |
Untranched |
8 |
5.3 |
75,000,000 |
0 |
| ITRAXX EUROPE SERIES 6 |
Tranched |
4 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 6C |
Tranched |
6 |
4.0 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 7 |
Untranched |
9 |
4.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 7 |
Tranched |
7 |
3.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 7B |
Tranched |
9 |
4.7 |
25,000,000 |
1 |
| ITRAXX EUROPE SERIES 7C |
Tranched |
4 |
2.7 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 8 |
Untranched |
9 |
6.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 8 |
Tranched |
11 |
6.7 |
125,000,000 |
2 |
| ITRAXX EUROPE SERIES 9 |
Untranched |
17 |
16.0 |
3,475,000,000 |
24 |
| ITRAXX EUROPE SERIES 9 |
Tranched |
15 |
14.0 |
1,375,000,000 |
25 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 10 |
Untranched |
6 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 12 |
Untranched |
6 |
2.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 13 |
Untranched |
10 |
5.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 14 |
Untranched |
16 |
12.0 |
50,000,000 |
2 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 15 |
Untranched |
16 |
15.7 |
1,225,000,000 |
67 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 8 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 9 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 13 |
Untranched |
7 |
3.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 14 |
Untranched |
12 |
9.3 |
50,000,000 |
2 |
| ITRAXX JAPAN SERIES 15 |
Untranched |
14 |
13.0 |
450,000,000 |
29 |
| ITRAXX SOVX CEEMEA SERIES 3 |
Untranched |
8 |
4.7 |
25,000,000 |
0 |
| ITRAXX SOVX CEEMEA SERIES 4 |
Untranched |
12 |
8.7 |
25,000,000 |
1 |
| ITRAXX SOVX CEEMEA SERIES 5 |
Untranched |
16 |
16.0 |
675,000,000 |
55 |
| ITRAXX SOVX WESTERN EUROPE SERIES 2 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 3 |
Untranched |
8 |
3.3 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 4 |
Untranched |
15 |
9.3 |
75,000,000 |
2 |
| ITRAXX SOVX WESTERN EUROPE SERIES 5 |
Untranched |
16 |
16.0 |
1,500,000,000 |
139 |
| LCDX.NA.10 |
Untranched |
10 |
7.0 |
50,000,000 |
1 |
| LCDX.NA.10 |
Tranched |
7 |
3.0 |
25,000,000 |
0 |
| LCDX.NA.12 |
Untranched |
11 |
8.3 |
50,000,000 |
1 |
| LCDX.NA.8 |
Untranched |
7 |
5.7 |
50,000,000 |
1 |
| LCDX.NA.9 |
Untranched |
9 |
4.7 |
25,000,000 |
0 |
| LCDX.NA.9 |
Tranched |
3 |
1.7 |
25,000,000 |
0 |
| MBX.FN30.650.67 |
Untranched |
8 |
4.7 |
200,000,000 |
3 |