Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning September 24, 2022 through December 23, 2022.
|
|
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 |
1 |
0.3 |
25,000,000 |
1 |
| CDX.EM.35 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.EM.36 |
Untranched |
2 |
1.0 |
50,000,000 |
2 |
| CDX.EM.37 |
Untranched |
7 |
4.3 |
175,000,000 |
15 |
| CDX.EM.38 |
Untranched |
9 |
8.3 |
1,475,000,000 |
129 |
| CDX.NA.HY.30 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.HY.31 |
Tranched |
3 |
1.3 |
50,000,000 |
2 |
| CDX.NA.HY.31 |
Untranched |
0 |
0.0 |
75,000,000 |
2 |
| CDX.NA.HY.32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.33 |
Tranched |
6 |
2.7 |
25,000,000 |
2 |
| CDX.NA.HY.33 |
Untranched |
0 |
0.0 |
100,000,000 |
3 |
| CDX.NA.HY.34 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| CDX.NA.HY.35 |
Untranched |
1 |
0.7 |
150,000,000 |
3 |
| CDX.NA.HY.36 |
Untranched |
1 |
0.7 |
50,000,000 |
1 |
| CDX.NA.HY.37 |
Tranched |
4 |
2.3 |
50,000,000 |
2 |
| CDX.NA.HY.37 |
Untranched |
2 |
1.0 |
200,000,000 |
6 |
| CDX.NA.HY.38 |
Untranched |
11 |
7.3 |
4,075,000,000 |
133 |
| CDX.NA.HY.39 |
Untranched |
10 |
9.3 |
11,225,000,000 |
642 |
| CDX.NA.IG.28 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.30 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.IG.31 |
Tranched |
5 |
3.0 |
25,000,000 |
1 |
| CDX.NA.IG.31 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| CDX.NA.IG.32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.33 |
Tranched |
3 |
1.3 |
50,000,000 |
1 |
| CDX.NA.IG.33 |
Untranched |
2 |
1.0 |
175,000,000 |
2 |
| CDX.NA.IG.34 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| CDX.NA.IG.35 |
Untranched |
1 |
0.3 |
150,000,000 |
2 |
| CDX.NA.IG.36 |
Untranched |
1 |
0.3 |
125,000,000 |
1 |
| CDX.NA.IG.37 |
Tranched |
4 |
2.3 |
100,000,000 |
2 |
| CDX.NA.IG.37 |
Untranched |
3 |
2.3 |
325,000,000 |
5 |
| CDX.NA.IG.38 |
Untranched |
9 |
7.7 |
5,875,000,000 |
56 |
| CDX.NA.IG.39 |
Untranched |
9 |
9.0 |
39,225,000,000 |
582 |
| CMBX.NA.AAA.10 |
Untranched |
4 |
1.7 |
25,000,000 |
1 |
| CMBX.NA.BBB-.6 |
Untranched |
4 |
2.0 |
25,000,000 |
7 |
| 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 38 |
Untranched |
7 |
5.7 |
350,000,000 |
36 |
| ITRAXX EUROPE CROSSOVER SERIES 29 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 30 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 31 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 32 |
Untranched |
1 |
0.3 |
75,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER SERIES 33 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 34 |
Untranched |
2 |
0.7 |
150,000,000 |
3 |
| ITRAXX EUROPE CROSSOVER SERIES 35 |
Untranched |
3 |
1.0 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 36 |
Tranched |
4 |
4.0 |
75,000,000 |
5 |
| ITRAXX EUROPE CROSSOVER SERIES 36 |
Untranched |
6 |
4.0 |
250,000,000 |
9 |
| ITRAXX EUROPE CROSSOVER SERIES 37 |
Untranched |
10 |
8.0 |
1,900,000,000 |
51 |
| ITRAXX EUROPE CROSSOVER SERIES 38 |
Untranched |
11 |
10.0 |
7,200,000,000 |
453 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 31 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 32 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 33 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 34 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 35 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 36 |
Untranched |
2 |
0.7 |
100,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 37 |
Untranched |
6 |
3.3 |
375,000,000 |
6 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 38 |
Untranched |
7 |
6.0 |
2,850,000,000 |
81 |
| ITRAXX EUROPE SERIES 29 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 30 |
Tranched |
3 |
2.0 |
100,000,000 |
2 |
| ITRAXX EUROPE SERIES 30 |
Untranched |
3 |
1.0 |
325,000,000 |
3 |
| ITRAXX EUROPE SERIES 31 |
Untranched |
1 |
0.3 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 32 |
Tranched |
5 |
3.0 |
100,000,000 |
2 |
| ITRAXX EUROPE SERIES 32 |
Untranched |
3 |
1.0 |
450,000,000 |
4 |
| ITRAXX EUROPE SERIES 33 |
Untranched |
1 |
0.7 |
125,000,000 |
2 |
| ITRAXX EUROPE SERIES 34 |
Tranched |
4 |
2.7 |
175,000,000 |
1 |
| ITRAXX EUROPE SERIES 34 |
Untranched |
3 |
1.7 |
925,000,000 |
6 |
| ITRAXX EUROPE SERIES 35 |
Untranched |
2 |
0.7 |
225,000,000 |
3 |
| ITRAXX EUROPE SERIES 36 |
Tranched |
5 |
3.0 |
75,000,000 |
2 |
| ITRAXX EUROPE SERIES 36 |
Untranched |
5 |
2.7 |
900,000,000 |
9 |
| ITRAXX EUROPE SERIES 37 |
Untranched |
10 |
7.3 |
5,450,000,000 |
52 |
| ITRAXX EUROPE SERIES 38 |
Untranched |
11 |
9.3 |
30,025,000,000 |
483 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 34 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 35 |
Untranched |
1 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 36 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 37 |
Untranched |
5 |
3.7 |
75,000,000 |
3 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 38 |
Untranched |
9 |
5.3 |
275,000,000 |
20 |
| ITRAXX JAPAN SERIES 31 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 32 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 33 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 34 |
Untranched |
2 |
0.7 |
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 |
1 |
| ITRAXX JAPAN SERIES 37 |
Untranched |
11 |
6.3 |
100,000,000 |
5 |
| ITRAXX JAPAN SERIES 38 |
Untranched |
13 |
10.7 |
175,000,000 |
10 |