Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)

The sample covers the three month period beginning September 20, 2019 through December 19, 2019

Explanation of data (pdf).

TOTAL NUMBER OF AVERAGE MONTHLY AVERAGE DAILY AVERAGE NUMBER
REF ENTITY PRODUCT TYPE CLEARING DEALERS CLEARING DEALERS NOTIONAL (USD EQ) TRADES/DAY
CDX.EM.28 Untranched 6 3.0 25,000,000 1
CDX.EM.29 Untranched 5 1.7 25,000,000 1
CDX.EM.30 Untranched 7 4.7 50,000,000 2
CDX.EM.31 Untranched 9 7.7 300,000,000 28
CDX.EM.32 Untranched 9 8.7 675,000,000 54
CDX.NA.HY.24 Untranched 0 0.0 25,000,000 0
CDX.NA.HY.25 Untranched 3 1.7 25,000,000 1
CDX.NA.HY.27 Untranched 2 0.7 50,000,000 1
CDX.NA.HY.28 Untranched 5 2.3 25,000,000 0
CDX.NA.HY.29 Untranched 7 4.0 75,000,000 2
CDX.NA.HY.30 Untranched 7 3.0 25,000,000 1
CDX.NA.HY.31 Tranched 7 6.7 50,000,000 4
CDX.NA.HY.31 Untranched 8 6.0 100,000,000 5
CDX.NA.HY.32 Untranched 10 7.3 1,300,000,000 43
CDX.NA.HY.33 Untranched 10 9.7 2,800,000,000 157
CDX.NA.IG.24 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.25 Untranched 4 2.3 75,000,000 0
CDX.NA.IG.26 Untranched 4 2.3 100,000,000 1
CDX.NA.IG.27 Untranched 6 3.3 125,000,000 1
CDX.NA.IG.28 Untranched 7 3.0 50,000,000 1
CDX.NA.IG.29 Tranched 4 3.0 25,000,000 1
CDX.NA.IG.29 Untranched 8 5.3 100,000,000 1
CDX.NA.IG.30 Untranched 7 4.0 150,000,000 1
CDX.NA.IG.31 Tranched 6 5.0 50,000,000 1
CDX.NA.IG.31 Untranched 8 6.0 350,000,000 3
CDX.NA.IG.32 Untranched 10 8.3 3,725,000,000 36
CDX.NA.IG.33 Untranched 10 9.3 9,300,000,000 200
CMBX.NA.AAA.10 Untranched 7 5.0 25,000,000 1
CMBX.NA.AAA.11 Untranched 5 4.3 25,000,000 2
CMBX.NA.AAA.12 Untranched 11 9.7 100,000,000 6
CMBX.NA.AAA.8 Untranched 5 3.0 25,000,000 1
CMBX.NA.AAA.9 Untranched 7 4.7 25,000,000 5
CMBX.NA.BBB-.6 Untranched 8 7.0 75,000,000 21
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 9 7.7 175,000,000 8
IOS.FN30.600.08 Untranched 1 0.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 4 1.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 31 Untranched 9 3.7 150,000,000 5
ITRAXX ASIA EX-JAPAN IG SERIES 32 Untranched 9 5.3 250,000,000 13
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 4 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 3 1.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 3 1.0 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 2 0.7 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 30 Untranched 9 4.0 75,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 31 Untranched 11 8.0 725,000,000 25
ITRAXX EUROPE CROSSOVER SERIES 32 Untranched 11 10.0 1,875,000,000 107
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 Untranched 3 1.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 31 Untranched 10 4.3 375,000,000 6
ITRAXX EUROPE SENIOR FINANCIALS SERIES 32 Untranched 12 8.0 1,000,000,000 26
ITRAXX EUROPE SERIES 19 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SERIES 23 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE SERIES 24 Tranched 4 2.7 100,000,000 1
ITRAXX EUROPE SERIES 24 Untranched 6 3.0 175,000,000 1
ITRAXX EUROPE SERIES 25 Untranched 4 2.0 75,000,000 1
ITRAXX EUROPE SERIES 26 Tranched 3 1.7 25,000,000 0
ITRAXX EUROPE SERIES 26 Untranched 4 1.7 125,000,000 1
ITRAXX EUROPE SERIES 27 Untranched 5 2.7 50,000,000 1
ITRAXX EUROPE SERIES 28 Tranched 4 3.0 100,000,000 1
ITRAXX EUROPE SERIES 28 Untranched 3 1.7 300,000,000 3
ITRAXX EUROPE SERIES 29 Untranched 8 4.0 75,000,000 1
ITRAXX EUROPE SERIES 30 Tranched 4 3.7 75,000,000 1
ITRAXX EUROPE SERIES 30 Untranched 8 4.7 475,000,000 4
ITRAXX EUROPE SERIES 31 Untranched 11 9.0 2,950,000,000 37
ITRAXX EUROPE SERIES 32 Tranched 4 3.7 125,000,000 1
ITRAXX EUROPE SERIES 32 Untranched 10 10.0 6,800,000,000 120
ITRAXX JAPAN SERIES 31 Untranched 10 4.7 75,000,000 5
ITRAXX JAPAN SERIES 32 Untranched 10 10.0 125,000,000 6
dtccdotcom