Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning June 24, 2023 through September 22, 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 |
0 |
0.0 |
25,000,000 |
4 |
| CDX.EM.37 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.EM.38 |
Untranched |
0 |
0.0 |
25,000,000 |
2 |
| CDX.EM.39 |
Untranched |
7 |
6.3 |
1,300,000,000 |
100 |
| CDX.EM.40 |
Untranched |
4 |
1.3 |
350,000,000 |
25 |
| CDX.NA.HY.31 |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.NA.HY.31 |
Untranched |
0 |
0.0 |
100,000,000 |
2 |
| CDX.NA.HY.32 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
| CDX.NA.HY.33 |
Tranched |
3 |
1.3 |
50,000,000 |
2 |
| CDX.NA.HY.33 |
Untranched |
0 |
0.0 |
175,000,000 |
3 |
| CDX.NA.HY.34 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| CDX.NA.HY.35 |
Untranched |
1 |
0.3 |
175,000,000 |
3 |
| CDX.NA.HY.36 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| CDX.NA.HY.37 |
Tranched |
3 |
1.7 |
25,000,000 |
1 |
| CDX.NA.HY.37 |
Untranched |
2 |
0.7 |
125,000,000 |
3 |
| CDX.NA.HY.38 |
Untranched |
0 |
0.0 |
150,000,000 |
3 |
| CDX.NA.HY.39 |
Tranched |
5 |
2.3 |
25,000,000 |
2 |
| CDX.NA.HY.39 |
Untranched |
2 |
0.7 |
350,000,000 |
9 |
| CDX.NA.HY.40 |
Untranched |
9 |
8.7 |
6,325,000,000 |
479 |
| CDX.NA.IG.31 |
Tranched |
2 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.31 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| CDX.NA.IG.32 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| CDX.NA.IG.33 |
Tranched |
2 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.33 |
Untranched |
1 |
0.3 |
275,000,000 |
2 |
| CDX.NA.IG.34 |
Untranched |
0 |
0.0 |
150,000,000 |
1 |
| CDX.NA.IG.35 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.IG.35 |
Untranched |
0 |
0.0 |
175,000,000 |
2 |
| CDX.NA.IG.36 |
Untranched |
0 |
0.0 |
300,000,000 |
1 |
| CDX.NA.IG.37 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.IG.37 |
Untranched |
1 |
0.3 |
275,000,000 |
2 |
| CDX.NA.IG.38 |
Untranched |
1 |
0.3 |
475,000,000 |
3 |
| CDX.NA.IG.39 |
Tranched |
4 |
2.0 |
50,000,000 |
1 |
| CDX.NA.IG.39 |
Untranched |
2 |
1.3 |
1,025,000,000 |
9 |
| CDX.NA.IG.40 |
Untranched |
8 |
8.0 |
26,750,000,000 |
426 |
| CDX.NA.IG.41 |
Untranched |
6 |
2.0 |
5,925,000,000 |
114 |
| CMBX.NA.AAA.10 |
Untranched |
4 |
1.7 |
25,000,000 |
1 |
| CMBX.NA.BBB-.6 |
Untranched |
2 |
1.3 |
25,000,000 |
3 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 39 |
Untranched |
7 |
3.7 |
425,000,000 |
29 |
| ITRAXX AUSTRALIA SERIES 39 |
Untranched |
3 |
1.7 |
175,000,000 |
9 |
| ITRAXX EUROPE CROSSOVER
SERIES 30 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 31 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 32 |
Untranched |
0 |
0.0 |
175,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 33 |
Untranched |
1 |
0.3 |
175,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 34 |
Untranched |
0 |
0.0 |
225,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER
SERIES 35 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 36 |
Tranched |
5 |
3.7 |
50,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER
SERIES 36 |
Untranched |
4 |
2.7 |
375,000,000 |
6 |
| ITRAXX EUROPE CROSSOVER
SERIES 37 |
Untranched |
2 |
1.0 |
325,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER
SERIES 38 |
Untranched |
6 |
4.3 |
500,000,000 |
16 |
| ITRAXX EUROPE CROSSOVER
SERIES 39 |
Untranched |
9 |
9.0 |
4,825,000,000 |
296 |
| ITRAXX EUROPE CROSSOVER
SERIES 40 |
Untranched |
8 |
2.7 |
950,000,000 |
34 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 30 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 31 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 32 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 33 |
Untranched |
1 |
0.3 |
150,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 34 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 35 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 36 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 37 |
Untranched |
1 |
0.3 |
200,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 38 |
Untranched |
2 |
0.7 |
300,000,000 |
3 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 39 |
Untranched |
6 |
3.3 |
2,250,000,000 |
62 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 40 |
Untranched |
3 |
1.0 |
625,000,000 |
8 |
| ITRAXX EUROPE SERIES 30 |
Tranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 30 |
Untranched |
0 |
0.0 |
125,000,000 |
2 |
| ITRAXX EUROPE SERIES 31 |
Untranched |
0 |
0.0 |
225,000,000 |
2 |
| ITRAXX EUROPE SERIES 32 |
Tranched |
4 |
2.3 |
125,000,000 |
2 |
| ITRAXX EUROPE SERIES 32 |
Untranched |
1 |
0.3 |
575,000,000 |
4 |
| ITRAXX EUROPE SERIES 33 |
Untranched |
0 |
0.0 |
350,000,000 |
2 |
| ITRAXX EUROPE SERIES 34 |
Tranched |
5 |
3.3 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 34 |
Untranched |
2 |
0.7 |
575,000,000 |
4 |
| ITRAXX EUROPE SERIES 35 |
Untranched |
0 |
0.0 |
475,000,000 |
3 |
| ITRAXX EUROPE SERIES 36 |
Tranched |
5 |
3.3 |
125,000,000 |
2 |
| ITRAXX EUROPE SERIES 36 |
Untranched |
1 |
0.3 |
775,000,000 |
6 |
| ITRAXX EUROPE SERIES 37 |
Untranched |
4 |
1.7 |
1,125,000,000 |
7 |
| ITRAXX EUROPE SERIES 38 |
Tranched |
5 |
4.7 |
125,000,000 |
3 |
| ITRAXX EUROPE SERIES 38 |
Untranched |
4 |
1.3 |
1,675,000,000 |
13 |
| ITRAXX EUROPE SERIES 39 |
Untranched |
10 |
8.7 |
19,125,000,000 |
325 |
| ITRAXX EUROPE SERIES 40 |
Untranched |
8 |
2.7 |
3,725,000,000 |
42 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 36 |
Untranched |
1 |
0.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 38 |
Untranched |
2 |
0.7 |
75,000,000 |
2 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 39 |
Untranched |
2 |
1.3 |
350,000,000 |
15 |
| ITRAXX JAPAN SERIES 32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 34 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 35 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 36 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 37 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 38 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 39 |
Untranched |
14 |
8.7 |
75,000,000 |
5 |
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