| Ref Entity |
Product Type |
Total Number
Of Clearing Dealers |
Average Monthly
Clearing Dealers |
Average Daily
Notional (USD EQ) |
Average Number
Trades/Day |
| ABX.HE.A.06-1 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ABX.HE.A.06-2 |
Untranched |
4 |
2 |
25,000,000 |
0 |
| ABX.HE.AA.06-1 |
Untranched |
10 |
8 |
25,000,000 |
3 |
| ABX.HE.AA.07-1 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ABX.HE.AAA.06-1 |
Untranched |
9 |
7.7 |
25,000,000 |
2 |
| ABX.HE.AAA.06-2 |
Untranched |
12 |
10.3 |
75,000,000 |
11 |
| ABX.HE.AAA.07-1 |
Untranched |
7 |
3 |
25,000,000 |
0 |
| ABX.HE.AAA.07-2 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ABX.HE.BBB.06-1 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ABX.HE.BBB.06-2 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ABX.HE.PENAAA.06-2 |
Untranched |
8 |
4.7 |
25,000,000 |
2 |
| ABX.HE.PENAAA.07-1 |
Untranched |
8 |
4.7 |
25,000,000 |
1 |
| ABX.HE.PENAAA.07-2 |
Untranched |
4 |
2.3 |
25,000,000 |
0 |
| CDX.EM.EX |
Untranched |
8 |
5.7 |
25,000,000 |
1 |
| CDX.EM.10 |
Untranched |
9 |
4.3 |
25,000,000 |
0 |
| CDX.EM.11 |
Untranched |
5 |
2 |
25,000,000 |
0 |
| CDX.EM.12 |
Untranched |
7 |
3 |
25,000,000 |
0 |
| CDX.EM.13 |
Untranched |
10 |
4 |
25,000,000 |
1 |
| CDX.EM.14 |
Untranched |
11 |
7.3 |
25,000,000 |
1 |
| CDX.EM.15 |
Untranched |
9 |
5.7 |
25,000,000 |
0 |
| CDX.EM.16 |
Untranched |
10 |
8 |
25,000,000 |
1 |
| CDX.EM.17 |
Untranched |
12 |
7.3 |
25,000,000 |
1 |
| CDX.EM.18 |
Untranched |
12 |
9.7 |
25,000,000 |
3 |
| CDX.EM.19 |
Untranched |
13 |
12.3 |
850,000,000 |
106 |
| CDX.LATAM.CORP.18 |
Untranched |
4 |
2.7 |
25,000,000 |
0 |
| CDX.LATAM.CORP.19 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| CDX.NA.HY.10 |
Tranched |
6 |
4.3 |
25,000,000 |
0 |
| CDX.NA.HY.10 |
Untranched |
8 |
6 |
25,000,000 |
0 |
| CDX.NA.HY.11 |
Tranched |
5 |
3 |
25,000,000 |
0 |
| CDX.NA.HY.11 |
Untranched |
7 |
3.7 |
150,000,000 |
0 |
| CDX.NA.HY.12 |
Untranched |
6 |
2.7 |
25,000,000 |
0 |
| CDX.NA.HY.13 |
Untranched |
5 |
2 |
25,000,000 |
0 |
| CDX.NA.HY.14 |
Untranched |
10 |
6.3 |
25,000,000 |
1 |
| CDX.NA.HY.15 |
Tranched |
8 |
5.3 |
50,000,000 |
1 |
| CDX.NA.HY.15 |
Untranched |
12 |
10.3 |
100,000,000 |
3 |
| CDX.NA.HY.16 |
Untranched |
13 |
9 |
50,000,000 |
1 |
| CDX.NA.HY.17 |
Tranched |
7 |
5 |
25,000,000 |
1 |
| CDX.NA.HY.17 |
Untranched |
12 |
10.3 |
100,000,000 |
3 |
| CDX.NA.HY.18 |
Untranched |
13 |
9.3 |
50,000,000 |
2 |
| CDX.NA.HY.19 |
Tranched |
7 |
5.7 |
50,000,000 |
3 |
| CDX.NA.HY.19 |
Untranched |
13 |
11.7 |
250,000,000 |
14 |
| CDX.NA.HY.20 |
Untranched |
14 |
14 |
6,275,000,000 |
459 |
| CDX.NA.HY.8 |
Tranched |
6 |
2.7 |
25,000,000 |
0 |
| CDX.NA.HY.8 |
Untranched |
7 |
3.3 |
50,000,000 |
0 |
| CDX.NA.HY.9 |
Tranched |
7 |
5.3 |
25,000,000 |
0 |
| CDX.NA.HY.9 |
Untranched |
8 |
5.7 |
50,000,000 |
0 |
| CDX.NA.IG.HVOL.12 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.IG.HVOL.14 |
Untranched |
3 |
2 |
25,000,000 |
0 |
| CDX.NA.IG.10 |
Untranched |
4 |
2 |
25,000,000 |
0 |
| CDX.NA.IG.11 |
Untranched |
8 |
4 |
50,000,000 |
0 |
| CDX.NA.IG.12 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
| CDX.NA.IG.13 |
Untranched |
12 |
8 |
100,000,000 |
1 |
| CDX.NA.IG.14 |
Untranched |
10 |
4.7 |
25,000,000 |
0 |
| CDX.NA.IG.15 |
Tranched |
3 |
1 |
25,000,000 |
0 |
| CDX.NA.IG.15 |
Untranched |
12 |
10.7 |
200,000,000 |
2 |
| CDX.NA.IG.16 |
Untranched |
13 |
10 |
200,000,000 |
2 |
| CDX.NA.IG.17 |
Tranched |
2 |
1 |
25,000,000 |
0 |
| CDX.NA.IG.17 |
Untranched |
11 |
8.7 |
100,000,000 |
2 |
| CDX.NA.IG.18 |
Untranched |
13 |
10.3 |
250,000,000 |
5 |
| CDX.NA.IG.19 |
Tranched |
6 |
5.3 |
25,000,000 |
2 |
| CDX.NA.IG.19 |
Untranched |
14 |
12 |
1,025,000,000 |
13 |
| CDX.NA.IG.20 |
Untranched |
14 |
14 |
24,425,000,000 |
468 |
| CDX.NA.IG.8 |
Tranched |
5 |
2.3 |
25,000,000 |
0 |
| CDX.NA.IG.8 |
Untranched |
10 |
4.7 |
25,000,000 |
0 |
| CDX.NA.IG.9 |
Tranched |
12 |
11.3 |
300,000,000 |
10 |
| CDX.NA.IG.9 |
Untranched |
15 |
13.7 |
2,300,000,000 |
15 |
| CMBX.NA.A.1 |
Untranched |
11 |
8.7 |
50,000,000 |
3 |
| CMBX.NA.A.2 |
Untranched |
6 |
2 |
25,000,000 |
0 |
| CMBX.NA.A.3 |
Untranched |
10 |
4.3 |
25,000,000 |
1 |
| CMBX.NA.A.4 |
Untranched |
7 |
2.7 |
25,000,000 |
0 |
| CMBX.NA.A.5 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| CMBX.NA.A.6 |
Untranched |
10 |
9.3 |
25,000,000 |
7 |
| CMBX.NA.AA.1 |
Untranched |
11 |
7.3 |
25,000,000 |
2 |
| CMBX.NA.AA.2 |
Untranched |
9 |
7 |
25,000,000 |
4 |
| CMBX.NA.AA.3 |
Untranched |
9 |
5.7 |
25,000,000 |
1 |
| CMBX.NA.AA.4 |
Untranched |
9 |
5.3 |
25,000,000 |
1 |
| CMBX.NA.AA.5 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| CMBX.NA.AA.6 |
Untranched |
10 |
9.3 |
25,000,000 |
3 |
| CMBX.NA.AAA.1 |
Untranched |
11 |
9.3 |
100,000,000 |
3 |
| CMBX.NA.AAA.2 |
Untranched |
11 |
7.3 |
50,000,000 |
2 |
| CMBX.NA.AAA.3 |
Untranched |
12 |
8.3 |
50,000,000 |
3 |
| CMBX.NA.AAA.4 |
Untranched |
11 |
9.7 |
50,000,000 |
4 |
| CMBX.NA.AAA.5 |
Untranched |
7 |
2.3 |
25,000,000 |
1 |
| CMBX.NA.AAA.6 |
Untranched |
11 |
10.7 |
100,000,000 |
10 |
| CMBX.NA.AJ.1 |
Untranched |
11 |
9 |
25,000,000 |
2 |
| CMBX.NA.AJ.2 |
Untranched |
10 |
8.7 |
25,000,000 |
3 |
| CMBX.NA.AJ.3 |
Untranched |
12 |
10.7 |
50,000,000 |
12 |
| CMBX.NA.AJ.4 |
Untranched |
13 |
10.3 |
25,000,000 |
6 |
| CMBX.NA.AJ.5 |
Untranched |
8 |
6 |
25,000,000 |
1 |
| CMBX.NA.AM.1 |
Untranched |
10 |
6.7 |
25,000,000 |
1 |
| CMBX.NA.AM.2 |
Untranched |
10 |
8.3 |
25,000,000 |
2 |
| CMBX.NA.AM.3 |
Untranched |
10 |
9.3 |
50,000,000 |
7 |
| CMBX.NA.AM.4 |
Untranched |
10 |
9 |
50,000,000 |
13 |
| CMBX.NA.AM.5 |
Untranched |
3 |
1 |
25,000,000 |
0 |
| CMBX.NA.AS.6 |
Untranched |
8 |
8 |
25,000,000 |
2 |
| CMBX.NA.BB.6 |
Untranched |
11 |
9.3 |
25,000,000 |
5 |
| CMBX.NA.BBB.1 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| CMBX.NA.BBB.2 |
Untranched |
3 |
1 |
25,000,000 |
0 |
| CMBX.NA.BBB-.1 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CMBX.NA.BBB-.3 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| CMBX.NA.BBB-.6 |
Untranched |
11 |
10 |
50,000,000 |
23 |
| DOW JONES CDX.NA.HY.7 |
Untranched |
5 |
1.7 |
50,000,000 |
0 |
| DOW JONES CDX.NA.IG.HVOL.2 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.HVOL.3 |
Untranched |
3 |
1 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.1 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.1 |
Untranched |
2 |
1.3 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.2 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.2 |
Untranched |
3 |
1.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.3 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.4 |
Tranched |
3 |
1 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.4 |
Untranched |
6 |
3 |
50,000,000 |
0 |
| DOW JONES CDX.NA.IG.5 |
Tranched |
3 |
1.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.5 |
Untranched |
7 |
2.7 |
50,000,000 |
0 |
| DOW JONES CDX.NA.IG.6 |
Tranched |
6 |
2.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.6 |
Untranched |
7 |
3 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.7 |
Tranched |
7 |
4.3 |
100,000,000 |
0 |
| DOW JONES CDX.NA.IG.7 |
Untranched |
11 |
7.3 |
150,000,000 |
1 |
| IOS.FN30.300.12 |
Untranched |
6 |
4.3 |
50,000,000 |
2 |
| IOS.FN30.350.10 |
Untranched |
7 |
5.7 |
100,000,000 |
6 |
| IOS.FN30.350.12 |
Untranched |
7 |
5.3 |
50,000,000 |
1 |
| IOS.FN30.400.09 |
Untranched |
5 |
3 |
25,000,000 |
1 |
| IOS.FN30.400.10 |
Untranched |
7 |
6.7 |
150,000,000 |
10 |
| IOS.FN30.400.11 |
Untranched |
6 |
3.7 |
25,000,000 |
1 |
| IOS.FN30.450.09 |
Untranched |
9 |
7 |
75,000,000 |
1 |
| IOS.FN30.450.10 |
Untranched |
7 |
7 |
225,000,000 |
17 |
| IOS.FN30.450.11 |
Untranched |
6 |
4.3 |
25,000,000 |
1 |
| IOS.FN30.500.03 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| IOS.FN30.500.05 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| IOS.FN30.500.08 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| IOS.FN30.500.09 |
Untranched |
6 |
4.3 |
25,000,000 |
0 |
| IOS.FN30.500.10 |
Untranched |
8 |
7 |
125,000,000 |
11 |
| IOS.FN30.550.08 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| IOS.FN30.600.08 |
Untranched |
6 |
5 |
200,000,000 |
6 |
| IOS.FN30.650.67 |
Untranched |
5 |
2.7 |
50,000,000 |
1 |
| IOS.GII30.500.10 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN HY SERIES 10 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 10 |
Untranched |
4 |
2 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 11 |
Untranched |
6 |
2 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 12 |
Untranched |
8 |
4.3 |
25,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG SERIES 13 |
Untranched |
12 |
6 |
25,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG SERIES 14 |
Untranched |
9 |
4 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 15 |
Untranched |
10 |
4.7 |
25,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG SERIES 16 |
Untranched |
10 |
4.7 |
25,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG SERIES 17 |
Untranched |
10 |
5 |
50,000,000 |
3 |
| ITRAXX ASIA EX-JAPAN IG SERIES 18 |
Untranched |
11 |
8 |
50,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG SERIES 19 |
Untranched |
14 |
13.7 |
300,000,000 |
27 |
| ITRAXX AUSTRALIA SERIES 10 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX AUSTRALIA SERIES 11 |
Untranched |
8 |
4 |
25,000,000 |
0 |
| ITRAXX AUSTRALIA SERIES 12 |
Untranched |
8 |
3.7 |
25,000,000 |
1 |
| ITRAXX AUSTRALIA SERIES 13 |
Untranched |
9 |
3.3 |
50,000,000 |
2 |
| ITRAXX AUSTRALIA SERIES 14 |
Untranched |
8 |
4 |
50,000,000 |
1 |
| ITRAXX AUSTRALIA SERIES 15 |
Untranched |
7 |
3.3 |
75,000,000 |
2 |
| ITRAXX AUSTRALIA SERIES 16 |
Untranched |
6 |
3 |
50,000,000 |
1 |
| ITRAXX AUSTRALIA SERIES 17 |
Untranched |
10 |
5.3 |
75,000,000 |
3 |
| ITRAXX AUSTRALIA SERIES 18 |
Untranched |
10 |
5.3 |
50,000,000 |
1 |
| ITRAXX AUSTRALIA SERIES 19 |
Untranched |
14 |
13.3 |
350,000,000 |
27 |
| ITRAXX CEEMEA SERIES 18 |
Untranched |
7 |
2.3 |
25,000,000 |
1 |
| ITRAXX CEEMEA SERIES 19 |
Untranched |
10 |
7.7 |
50,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER SERIES 10 |
Untranched |
11 |
6.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 11 |
Untranched |
9 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 12 |
Untranched |
8 |
4.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 13 |
Untranched |
7 |
4 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 14 |
Untranched |
5 |
2.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 15 |
Untranched |
9 |
5.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 16 |
Untranched |
9 |
5.7 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 17 |
Untranched |
14 |
9.7 |
75,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER SERIES 18 |
Untranched |
14 |
12.3 |
250,000,000 |
8 |
| ITRAXX EUROPE CROSSOVER SERIES 19 |
Untranched |
15 |
15 |
7,425,000,000 |
461 |
| ITRAXX EUROPE CROSSOVER SERIES 5 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 6 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 7 |
Untranched |
7 |
3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 8 |
Untranched |
7 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 9 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 1 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 10 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 12 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 15 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 16 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 17 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 18 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 19 |
Untranched |
6 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 3 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 4 |
Untranched |
6 |
2 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 6 |
Untranched |
3 |
1 |
25,000,000 |
0 |
| ITRAXX EUROPE HIVOL SERIES 7 |
Untranched |
3 |
1 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 |
Untranched |
8 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 |
Untranched |
9 |
4.7 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 |
Untranched |
9 |
5.7 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 |
Untranched |
10 |
5 |
150,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 |
Untranched |
11 |
6 |
150,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 |
Untranched |
12 |
9 |
275,000,000 |
5 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 |
Untranched |
14 |
11.3 |
375,000,000 |
8 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 |
Untranched |
15 |
15 |
2,700,000,000 |
112 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 8 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 1 |
Untranched |
7 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 1B |
Tranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 10 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 10 |
Untranched |
9 |
5 |
150,000,000 |
1 |
| ITRAXX EUROPE SERIES 11 |
Untranched |
7 |
3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 12 |
Untranched |
7 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 13 |
Untranched |
9 |
3.7 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 14 |
Untranched |
11 |
7 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 15 |
Tranched |
8 |
5 |
125,000,000 |
1 |
| ITRAXX EUROPE SERIES 15 |
Untranched |
12 |
9.7 |
200,000,000 |
1 |
| ITRAXX EUROPE SERIES 16 |
Untranched |
10 |
6 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 17 |
Untranched |
13 |
10.7 |
325,000,000 |
4 |
| ITRAXX EUROPE SERIES 18 |
Untranched |
15 |
13.7 |
950,000,000 |
13 |
| ITRAXX EUROPE SERIES 19 |
Tranched |
9 |
7 |
50,000,000 |
2 |
| ITRAXX EUROPE SERIES 19 |
Untranched |
15 |
15 |
28,950,000,000 |
534 |
| ITRAXX EUROPE SERIES 2 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 3 |
Untranched |
8 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 3C |
Tranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 4 |
Untranched |
9 |
3.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 4C |
Tranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 5 |
Untranched |
13 |
5.7 |
150,000,000 |
0 |
| ITRAXX EUROPE SERIES 5C |
Tranched |
7 |
3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 6 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 6 |
Untranched |
12 |
6.7 |
150,000,000 |
0 |
| ITRAXX EUROPE SERIES 6B |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 6C |
Tranched |
6 |
3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 7 |
Untranched |
10 |
5.7 |
100,000,000 |
0 |
| ITRAXX EUROPE SERIES 7B |
Tranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 7C |
Tranched |
8 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 8 |
Tranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 8 |
Untranched |
8 |
4.7 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 9 |
Tranched |
12 |
11.3 |
525,000,000 |
11 |
| ITRAXX EUROPE SERIES 9 |
Untranched |
13 |
12.7 |
1,475,000,000 |
15 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 10 |
Untranched |
9 |
4.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 11 |
Untranched |
8 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 12 |
Untranched |
4 |
2 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 13 |
Untranched |
9 |
5.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 14 |
Untranched |
9 |
4.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 15 |
Untranched |
9 |
5.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 16 |
Untranched |
10 |
6 |
50,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 17 |
Untranched |
13 |
7 |
50,000,000 |
1 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 18 |
Untranched |
10 |
8 |
100,000,000 |
2 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 19 |
Untranched |
14 |
12 |
300,000,000 |
20 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 2 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 3 |
Untranched |
3 |
1 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 4 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 5 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 6 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 7 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 8 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 12 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 13 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 14 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 15 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 16 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 17 |
Untranched |
8 |
3.7 |
25,000,000 |
1 |
| ITRAXX JAPAN SERIES 18 |
Untranched |
10 |
7 |
50,000,000 |
2 |
| ITRAXX JAPAN SERIES 19 |
Untranched |
12 |
11.3 |
175,000,000 |
19 |
| ITRAXX JAPAN SERIES 20 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX SOVX ASIA PACIFIC SERIES 3 |
Untranched |
6 |
3 |
25,000,000 |
0 |
| ITRAXX SOVX ASIA PACIFIC SERIES 4 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX SOVX ASIA PACIFIC SERIES 5 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX SOVX ASIA PACIFIC SERIES 6 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX SOVX CEEMEA EX-EU SERIES 8 |
Untranched |
9 |
4.7 |
25,000,000 |
1 |
| ITRAXX SOVX CEEMEA EX-EU SERIES 9 |
Untranched |
13 |
12 |
75,000,000 |
5 |
| ITRAXX SOVX CEEMEA SERIES 3 |
Untranched |
6 |
2.3 |
50,000,000 |
4 |
| ITRAXX SOVX CEEMEA SERIES 4 |
Untranched |
6 |
2.3 |
25,000,000 |
1 |
| ITRAXX SOVX CEEMEA SERIES 5 |
Untranched |
9 |
4 |
50,000,000 |
2 |
| ITRAXX SOVX CEEMEA SERIES 6 |
Untranched |
8 |
4.7 |
50,000,000 |
2 |
| ITRAXX SOVX CEEMEA SERIES 7 |
Untranched |
9 |
5.3 |
50,000,000 |
2 |
| ITRAXX SOVX CEEMEA SERIES 8 |
Untranched |
8 |
3 |
25,000,000 |
1 |
| ITRAXX SOVX WESTERN EUROPE SERIES 2 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 3 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 4 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 5 |
Untranched |
6 |
3 |
25,000,000 |
1 |
| ITRAXX SOVX WESTERN EUROPE SERIES 6 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 7 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 8 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| LCDX.NA SERIES 12 |
Untranched |
4 |
2.3 |
50,000,000 |
1 |
| LCDX.NA SERIES 13 |
Untranched |
3 |
1 |
25,000,000 |
0 |
| LCDX.NA SERIES 14 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| LCDX.NA SERIES 15 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| LCDX.NA SERIES 18 |
Untranched |
4 |
2 |
25,000,000 |
0 |
| LCDX.NA SERIES 19 |
Untranched |
5 |
3.7 |
25,000,000 |
1 |
| LCDX.NA SERIES 20 |
Untranched |
5 |
4.3 |
25,000,000 |
1 |
| MBX.FN30.450.09-V1 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| MBX.FN30.500.10 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| MBX.FN30.550.08-V1 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| MBX.FN30.600.08 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| MBX.FN30.650.67 |
Untranched |
5 |
2.7 |
275,000,000 |
3 |
| MBX.GII30.450.10 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| MCDX.NA.11 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| MCDX.NA.13 |
Untranched |
2 |
1.3 |
25,000,000 |
0 |
| MCDX.NA.14 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| MCDX.NA.15 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| MCDX.NA.16 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| MCDX.NA.17 |
Untranched |
4 |
2.3 |
25,000,000 |
0 |
| MCDX.NA.18 |
Untranched |
3 |
1.7 |
25,000,000 |
0 |
| MCDX.NA.19 |
Untranched |
4 |
3 |
25,000,000 |
0 |
| MCDX.NA.20 |
Untranched |
7 |
6 |
75,000,000 |
5 |
| PO.FN30.650.67 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| PRIMEX.ARM.1 |
Untranched |
4 |
2.7 |
25,000,000 |
1 |
| PRIMEX.ARM.2 |
Untranched |
5 |
3.3 |
25,000,000 |
0 |
| PRIMEX.FRM.1 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| PRIMEX.FRM.2 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| TRX.II.AAA.1.SEP13 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |