Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning September 20, 2015 through December 19, 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 |
9 |
7.7 |
275,000,000 |
24 |
| CDX.EM.24 |
Untranched |
11 |
10.7 |
1,000,000,000 |
98 |
| 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 |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.19 |
Untranched |
6 |
2.3 |
100,000,000 |
3 |
| CDX.NA.HY.20 |
Untranched |
4 |
1.7 |
50,000,000 |
1 |
| CDX.NA.HY.21 |
Untranched |
5 |
2.0 |
75,000,000 |
2 |
| CDX.NA.HY.22 |
Untranched |
2 |
1.3 |
50,000,000 |
1 |
| CDX.NA.HY.23 |
Untranched |
7 |
4.0 |
150,000,000 |
6 |
| CDX.NA.HY.24 |
Untranched |
11 |
9.3 |
2,175,000,000 |
87 |
| CDX.NA.HY.25 |
Untranched |
11 |
10.0 |
5,225,000,000 |
426 |
| CDX.NA.IG.15 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.16 |
Untranched |
3 |
1.0 |
50,000,000 |
0 |
| CDX.NA.IG.17 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.18 |
Untranched |
2 |
0.7 |
50,000,000 |
0 |
| CDX.NA.IG.19 |
Untranched |
4 |
1.7 |
75,000,000 |
1 |
| CDX.NA.IG.20 |
Untranched |
4 |
1.7 |
75,000,000 |
1 |
| CDX.NA.IG.21 |
Tranched |
5 |
2.7 |
25,000,000 |
0 |
| CDX.NA.IG.21 |
Untranched |
4 |
2.0 |
75,000,000 |
1 |
| CDX.NA.IG.22 |
Untranched |
4 |
1.3 |
125,000,000 |
1 |
| CDX.NA.IG.23 |
Untranched |
7 |
4.3 |
275,000,000 |
3 |
| CDX.NA.IG.24 |
Untranched |
10 |
9.0 |
3,650,000,000 |
64 |
| CDX.NA.IG.25 |
Untranched |
11 |
10.3 |
13,525,000,000 |
345 |
| CDX.NA.IG.8 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.9 |
Tranched |
4 |
3.3 |
25,000,000 |
1 |
| CDX.NA.IG.9 |
Untranched |
4 |
1.3 |
75,000,000 |
1 |
| CMBX.NA.AAA.1 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| CMBX.NA.AAA.7 |
Untranched |
10 |
8.3 |
100,000,000 |
19 |
| CMBX.NA.AAA.8 |
Untranched |
11 |
10.7 |
300,000,000 |
50 |
| DOW JONES CDX.NA.IG.5 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.6 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.7 |
Untranched |
2 |
1.0 |
25,000,000 |
0 |
| IBOXX USD LIQUID HIGH
YIELD INDEX SERIES 1 |
Untranched |
5 |
4.7 |
100,000,000 |
14 |
| IOS.FN30.600.08 |
Untranched |
2 |
1.0 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 23 |
Untranched |
11 |
7.0 |
175,000,000 |
7 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 24 |
Untranched |
13 |
11.3 |
425,000,000 |
23 |
| ITRAXX AUSTRALIA SERIES
23 |
Untranched |
10 |
5.7 |
125,000,000 |
6 |
| ITRAXX AUSTRALIA SERIES
24 |
Untranched |
12 |
9.7 |
300,000,000 |
15 |
| ITRAXX EUROPE CROSSOVER
SERIES 17 |
Untranched |
5 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 18 |
Untranched |
3 |
1.3 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 19 |
Untranched |
4 |
2.0 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 20 |
Untranched |
3 |
1.0 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 21 |
Untranched |
7 |
3.3 |
125,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER
SERIES 22 |
Untranched |
9 |
6.7 |
150,000,000 |
7 |
| ITRAXX EUROPE CROSSOVER
SERIES 23 |
Untranched |
12 |
10.0 |
850,000,000 |
51 |
| ITRAXX EUROPE CROSSOVER
SERIES 24 |
Untranched |
15 |
14.0 |
4,425,000,000 |
350 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 15 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 16 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 17 |
Untranched |
6 |
3.0 |
25,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 18 |
Untranched |
3 |
1.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 19 |
Untranched |
2 |
1.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 20 |
Untranched |
7 |
4.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 21 |
Untranched |
9 |
3.7 |
75,000,000 |
2 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 22 |
Untranched |
8 |
3.3 |
125,000,000 |
2 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 23 |
Untranched |
11 |
9.0 |
700,000,000 |
15 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 24 |
Untranched |
14 |
11.7 |
1,625,000,000 |
71 |
| ITRAXX EUROPE SERIES 14 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 15 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 16 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 17 |
Untranched |
9 |
4.0 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 18 |
Untranched |
9 |
4.7 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 19 |
Untranched |
6 |
2.0 |
125,000,000 |
1 |
| ITRAXX EUROPE SERIES 20 |
Untranched |
6 |
2.3 |
125,000,000 |
1 |
| ITRAXX EUROPE SERIES 21 |
Untranched |
10 |
5.3 |
175,000,000 |
2 |
| ITRAXX EUROPE SERIES 22 |
Untranched |
11 |
10.3 |
375,000,000 |
9 |
| ITRAXX EUROPE SERIES 23 |
Untranched |
13 |
10.3 |
3,050,000,000 |
49 |
| ITRAXX EUROPE SERIES 24 |
Untranched |
14 |
13.3 |
15,025,000,000 |
344 |
| ITRAXX EUROPE SERIES 5 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 6C |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 9 |
Tranched |
9 |
7.7 |
100,000,000 |
2 |
| ITRAXX EUROPE SERIES 9 |
Untranched |
3 |
1.3 |
125,000,000 |
1 |
| ITRAXX EUROPE SUB
FINANCIALS SERIES 20 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB
FINANCIALS SERIES 21 |
Untranched |
5 |
3.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB
FINANCIALS SERIES 22 |
Untranched |
6 |
3.0 |
25,000,000 |
1 |
| ITRAXX SOVX WESTERN
EUROPE SERIES 5 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| MBX.FN30.650.67 |
Untranched |
2 |
1.0 |
150,000,000 |
0 |