Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning September 20, 2021 through December 19, 2021
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.33 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| CDX.EM.34 |
Untranched |
6 |
3.7 |
50,000,000 |
8 |
| CDX.EM.35 |
Untranched |
9 |
7.0 |
700,000,000 |
37 |
| CDX.EM.36 |
Untranched |
9 |
9.0 |
2,450,000,000 |
161 |
| CDX.NA.HY.27 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.HY.28 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.29 |
Untranched |
1 |
0.3 |
75,000,000 |
2 |
| CDX.NA.HY.30 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.31 |
Tranched |
6 |
5.3 |
50,000,000 |
2 |
| CDX.NA.HY.31 |
Untranched |
1 |
0.3 |
150,000,000 |
3 |
| CDX.NA.HY.32 |
Untranched |
2 |
1.0 |
150,000,000 |
1 |
| CDX.NA.HY.33 |
Tranched |
6 |
5.0 |
50,000,000 |
4 |
| CDX.NA.HY.33 |
Untranched |
2 |
0.7 |
200,000,000 |
3 |
| CDX.NA.HY.34 |
Untranched |
3 |
1.7 |
100,000,000 |
1 |
| CDX.NA.HY.35 |
Untranched |
5 |
2.3 |
275,000,000 |
6 |
| CDX.NA.HY.36 |
Untranched |
9 |
6.7 |
3,175,000,000 |
104 |
| CDX.NA.HY.37 |
Untranched |
9 |
8.3 |
8,325,000,000 |
462 |
| CDX.NA.IG.27 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.28 |
Untranched |
3 |
1.0 |
50,000,000 |
1 |
| CDX.NA.IG.29 |
Untranched |
1 |
0.3 |
150,000,000 |
1 |
| CDX.NA.IG.30 |
Untranched |
0 |
0.0 |
100,000,000 |
0 |
| CDX.NA.IG.31 |
Tranched |
5 |
3.7 |
75,000,000 |
2 |
| CDX.NA.IG.31 |
Untranched |
0 |
0.0 |
150,000,000 |
1 |
| CDX.NA.IG.32 |
Untranched |
1 |
0.3 |
75,000,000 |
0 |
| CDX.NA.IG.33 |
Tranched |
6 |
4.0 |
50,000,000 |
1 |
| CDX.NA.IG.33 |
Untranched |
3 |
1.0 |
350,000,000 |
2 |
| CDX.NA.IG.34 |
Untranched |
1 |
0.3 |
425,000,000 |
3 |
| CDX.NA.IG.35 |
Untranched |
7 |
3.3 |
650,000,000 |
6 |
| CDX.NA.IG.36 |
Untranched |
9 |
7.3 |
10,075,000,000 |
66 |
| CDX.NA.IG.37 |
Tranched |
5 |
4.7 |
250,000,000 |
4 |
| CDX.NA.IG.37 |
Untranched |
9 |
8.0 |
27,750,000,000 |
469 |
| CMBX.NA.AAA.10 |
Untranched |
8 |
3.7 |
25,000,000 |
1 |
| CMBX.NA.AAA.8 |
Untranched |
6 |
3.0 |
25,000,000 |
0 |
| CMBX.NA.BBB-.6 |
Untranched |
9 |
7.7 |
100,000,000 |
21 |
| IBOXX USD LIQUID HIGH
YIELD INDEX SERIES 1 |
Untranched |
6 |
5.7 |
400,000,000 |
18 |
| 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 34 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 35 |
Untranched |
6 |
2.7 |
150,000,000 |
5 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 36 |
Untranched |
8 |
6.7 |
500,000,000 |
40 |
| ITRAXX EUROPE CROSSOVER
SERIES 26 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 27 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 28 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 29 |
Untranched |
1 |
0.3 |
100,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 30 |
Untranched |
2 |
0.7 |
125,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 31 |
Untranched |
2 |
0.7 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 32 |
Untranched |
2 |
0.7 |
175,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 33 |
Untranched |
1 |
0.3 |
100,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 34 |
Untranched |
5 |
4.0 |
275,000,000 |
6 |
| ITRAXX EUROPE CROSSOVER
SERIES 35 |
Untranched |
10 |
6.3 |
1,650,000,000 |
63 |
| ITRAXX EUROPE CROSSOVER
SERIES 36 |
Untranched |
10 |
10.0 |
6,700,000,000 |
386 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 26 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 27 |
Untranched |
0 |
0.0 |
100,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 28 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 29 |
Untranched |
1 |
0.3 |
75,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 30 |
Untranched |
0 |
0.0 |
200,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 31 |
Untranched |
0 |
0.0 |
175,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 32 |
Untranched |
0 |
0.0 |
100,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 33 |
Untranched |
1 |
0.3 |
200,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 34 |
Untranched |
2 |
1.3 |
150,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 35 |
Untranched |
9 |
4.0 |
850,000,000 |
10 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 36 |
Untranched |
9 |
5.3 |
2,850,000,000 |
63 |
| ITRAXX EUROPE SERIES 26 |
Untranched |
2 |
1.0 |
125,000,000 |
1 |
| ITRAXX EUROPE SERIES 27 |
Untranched |
3 |
1.3 |
300,000,000 |
1 |
| ITRAXX EUROPE SERIES 28 |
Tranched |
5 |
3.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 28 |
Untranched |
2 |
1.0 |
500,000,000 |
2 |
| ITRAXX EUROPE SERIES 29 |
Untranched |
0 |
0.0 |
325,000,000 |
1 |
| ITRAXX EUROPE SERIES 30 |
Tranched |
4 |
2.7 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 30 |
Untranched |
4 |
1.3 |
825,000,000 |
4 |
| ITRAXX EUROPE SERIES 31 |
Untranched |
0 |
0.0 |
525,000,000 |
1 |
| ITRAXX EUROPE SERIES 32 |
Tranched |
4 |
4.0 |
175,000,000 |
3 |
| ITRAXX EUROPE SERIES 32 |
Untranched |
4 |
1.7 |
1,600,000,000 |
8 |
| ITRAXX EUROPE SERIES 33 |
Untranched |
6 |
4.3 |
600,000,000 |
3 |
| ITRAXX EUROPE SERIES 34 |
Tranched |
4 |
3.3 |
150,000,000 |
2 |
| ITRAXX EUROPE SERIES 34 |
Untranched |
6 |
4.3 |
1,200,000,000 |
9 |
| ITRAXX EUROPE SERIES 35 |
Untranched |
11 |
9.0 |
7,825,000,000 |
59 |
| ITRAXX EUROPE SERIES 36 |
Tranched |
5 |
5.0 |
300,000,000 |
3 |
| ITRAXX EUROPE SERIES 36 |
Untranched |
10 |
9.3 |
25,250,000,000 |
372 |
| ITRAXX EUROPE SUB
FINANCIALS SERIES 34 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SUB
FINANCIALS SERIES 35 |
Untranched |
5 |
2.0 |
175,000,000 |
5 |
| ITRAXX EUROPE SUB
FINANCIALS SERIES 36 |
Untranched |
6 |
4.0 |
350,000,000 |
14 |
| ITRAXX JAPAN SERIES 32 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 34 |
Untranched |
3 |
1.7 |
25,000,000 |
1 |
| ITRAXX JAPAN SERIES 35 |
Untranched |
10 |
4.7 |
150,000,000 |
6 |
| ITRAXX JAPAN SERIES 36 |
Untranched |
10 |
9.0 |
200,000,000 |
8 |