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).
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|
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 |