Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning June 22, 2015 through September 20, 2015
Explanation of data (pdf).
| REF ENTITY |
PRODUCT TYPE |
TOTAL NUMBER OF CLEARING DEALERS |
AVERAGE MONTHLY CLEARING DEALERS |
AVERAGE DAILY NOTIONAL (USD EQ) |
AVERAGE NUMBER TRADES/DAY |
| CDX.EM.23 |
Untranched |
10 |
9.7 |
675,000,000 |
73 |
| CDX.NA.HY.15 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.16 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.17 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.NA.HY.19 |
Untranched |
4 |
1.7 |
75,000,000 |
1 |
| CDX.NA.HY.20 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.HY.21 |
Untranched |
6 |
2.3 |
50,000,000 |
2 |
| CDX.NA.HY.22 |
Untranched |
3 |
1.0 |
25,000,000 |
1 |
| CDX.NA.HY.23 |
Untranched |
9 |
5.0 |
150,000,000 |
8 |
| CDX.NA.HY.24 |
Untranched |
12 |
11.3 |
4,100,000,000 |
338 |
| CDX.NA.IG.15 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.IG.16 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.IG.17 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.18 |
Untranched |
1 |
0.7 |
50,000,000 |
0 |
| CDX.NA.IG.19 |
Untranched |
5 |
2.3 |
75,000,000 |
1 |
| CDX.NA.IG.20 |
Untranched |
4 |
1.3 |
50,000,000 |
1 |
| CDX.NA.IG.21 |
Tranched |
3 |
2.3 |
50,000,000 |
0 |
| CDX.NA.IG.21 |
Untranched |
5 |
1.7 |
75,000,000 |
1 |
| CDX.NA.IG.22 |
Untranched |
7 |
3.0 |
75,000,000 |
2 |
| CDX.NA.IG.23 |
Untranched |
8 |
5.0 |
425,000,000 |
7 |
| CDX.NA.IG.24 |
Untranched |
11 |
10.0 |
12,225,000,000 |
249 |
| CDX.NA.IG.9 |
Tranched |
6 |
5.0 |
75,000,000 |
1 |
| CDX.NA.IG.9 |
Untranched |
2 |
0.7 |
100,000,000 |
1 |
| CMBX.NA.AAA.1 |
Untranched |
5 |
3.0 |
50,000,000 |
1 |
| CMBX.NA.AAA.8 |
Untranched |
10 |
9.7 |
225,000,000 |
27 |
| DOW JONES CDX.NA.IG.6 |
Tranched |
1 |
0.3 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.6 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.7 |
Tranched |
1 |
0.3 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.7 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| IOS.FN30.450.10 |
Untranched |
7 |
5.0 |
125,000,000 |
5 |
| IOS.FN30.600.08 |
Untranched |
3 |
1.0 |
50,000,000 |
0 |
| IOS.FN30.650.67 |
Untranched |
5 |
2.0 |
50,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES
22 |
Untranched |
8 |
5.0 |
25,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG SERIES
23 |
Untranched |
13 |
11.3 |
375,000,000 |
28 |
| ITRAXX AUSTRALIA SERIES 23 |
Untranched |
13 |
10.3 |
250,000,000 |
15 |
| ITRAXX EUROPE CROSSOVER SERIES
15 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES
17 |
Untranched |
5 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES
18 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES
19 |
Untranched |
4 |
1.7 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES
20 |
Untranched |
2 |
1.7 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES
21 |
Untranched |
7 |
4.0 |
125,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER SERIES
22 |
Untranched |
9 |
7.7 |
175,000,000 |
9 |
| ITRAXX EUROPE CROSSOVER SERIES
23 |
Untranched |
13 |
12.3 |
4,225,000,000 |
366 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 14 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 15 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 16 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 17 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 18 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 19 |
Untranched |
3 |
1.0 |
100,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 20 |
Untranched |
5 |
2.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 21 |
Untranched |
4 |
1.3 |
25,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 22 |
Untranched |
7 |
2.3 |
100,000,000 |
4 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 23 |
Untranched |
14 |
12.3 |
1,975,000,000 |
88 |
| ITRAXX EUROPE SERIES 14 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 15 |
Untranched |
5 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 16 |
Untranched |
4 |
1.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 17 |
Untranched |
3 |
1.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 18 |
Untranched |
7 |
3.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 19 |
Untranched |
6 |
4.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 20 |
Untranched |
8 |
4.7 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 21 |
Untranched |
10 |
7.0 |
250,000,000 |
3 |
| ITRAXX EUROPE SERIES 22 |
Untranched |
10 |
9.3 |
550,000,000 |
12 |
| ITRAXX EUROPE SERIES 23 |
Untranched |
14 |
12.7 |
14,125,000,000 |
311 |
| ITRAXX EUROPE SERIES 5 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 5C |
Tranched |
1 |
0.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 6 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 6C |
Tranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 7 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 7C |
Tranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 9 |
Tranched |
9 |
7.3 |
75,000,000 |
2 |
| ITRAXX EUROPE SERIES 9 |
Untranched |
5 |
1.7 |
125,000,000 |
1 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 20 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 21 |
Untranched |
6 |
2.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 22 |
Untranched |
7 |
4.0 |
25,000,000 |
2 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 23 |
Untranched |
10 |
8.7 |
100,000,000 |
10 |
| ITRAXX SOVX WESTERN EUROPE
SERIES 4 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE
SERIES 5 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |