|
|
TOTAL NUMBER OF |
AVERAGE MONTHLY |
AVERAGE DAILY |
AVERAGE NUMBER |
| REF ENTITY |
PRODUCT TYPE |
CLEARING DEALERS |
CLEARING DEALERS |
NOTIONAL (USD EQ) |
TRADES/DAY |
| ABX.HE.AAA.06-1 |
Untranched |
8 |
5.0 |
25,000,000 |
1 |
| CDX.EM.13 |
Untranched |
4 |
2.7 |
50,000,000 |
0 |
| CDX.EM.20 |
Untranched |
13 |
11.7 |
850,000,000 |
86 |
| CDX.NA.HY.10 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |
| CDX.NA.HY.14 |
Untranched |
8 |
5.0 |
75,000,000 |
1 |
| CDX.NA.HY.15 |
Untranched |
11 |
8.3 |
50,000,000 |
1 |
| CDX.NA.HY.16 |
Untranched |
11 |
7.0 |
50,000,000 |
1 |
| CDX.NA.HY.17 |
Untranched |
11 |
8.3 |
75,000,000 |
2 |
| CDX.NA.HY.18 |
Untranched |
10 |
9.0 |
25,000,000 |
1 |
| CDX.NA.HY.19 |
Untranched |
12 |
10.3 |
175,000,000 |
6 |
| CDX.NA.HY.20 |
Untranched |
12 |
10.0 |
225,000,000 |
13 |
| CDX.NA.HY.21 |
Untranched |
14 |
14.0 |
6,350,000,000 |
456 |
| CDX.NA.HY.8 |
Untranched |
4 |
2.3 |
25,000,000 |
0 |
| CDX.NA.IG.10 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| CDX.NA.IG.12 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| CDX.NA.IG.13 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.IG.14 |
Untranched |
4 |
1.3 |
50,000,000 |
0 |
| CDX.NA.IG.15 |
Untranched |
6 |
2.7 |
50,000,000 |
1 |
| CDX.NA.IG.16 |
Untranched |
13 |
7.3 |
125,000,000 |
2 |
| CDX.NA.IG.17 |
Untranched |
12 |
7.0 |
100,000,000 |
1 |
| CDX.NA.IG.18 |
Untranched |
12 |
8.7 |
150,000,000 |
1 |
| CDX.NA.IG.19 |
Untranched |
12 |
9.7 |
750,000,000 |
5 |
| CDX.NA.IG.20 |
Untranched |
12 |
10.7 |
700,000,000 |
10 |
| CDX.NA.IG.21 |
Untranched |
14 |
14.0 |
24,000,000,000 |
462 |
| CDX.NA.IG.8 |
Tranched |
8 |
4.0 |
25,000,000 |
0 |
| CDX.NA.IG.8 |
Untranched |
7 |
5.7 |
125,000,000 |
0 |
| CDX.NA.IG.9 |
Tranched |
11 |
10.0 |
375,000,000 |
8 |
| CDX.NA.IG.9 |
Untranched |
14 |
11.7 |
1,250,000,000 |
7 |
| CMBX.NA.AAA.1 |
Untranched |
11 |
7.7 |
75,000,000 |
2 |
| DOW JONES CDX.NA.IG.3 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.4 |
Untranched |
5 |
1.7 |
50,000,000 |
0 |
| DOW JONES CDX.NA.IG.5 |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.5 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.6 |
Tranched |
8 |
3.7 |
50,000,000 |
0 |
| DOW JONES CDX.NA.IG.6 |
Untranched |
8 |
4.0 |
50,000,000 |
0 |
| DOW JONES CDX.NA.IG.7 |
Tranched |
8 |
2.7 |
50,000,000 |
0 |
| DOW JONES CDX.NA.IG.7 |
Untranched |
10 |
5.0 |
100,000,000 |
0 |
| IOS.FN30.400.10 |
Untranched |
7 |
6.3 |
150,000,000 |
14 |
| IOS.FN30.450.10 |
Untranched |
7 |
7.0 |
150,000,000 |
5 |
| IOS.FN30.500.10 |
Untranched |
9 |
7.0 |
125,000,000 |
5 |
| IOS.FN30.600.08 |
Untranched |
7 |
3.0 |
50,000,000 |
1 |
| IOS.FN30.650.67 |
Untranched |
4 |
2.3 |
100,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 19 |
Untranched |
12 |
8.3 |
50,000,000 |
3 |
| ITRAXX ASIA EX-JAPAN IG SERIES 20 |
Untranched |
14 |
12.7 |
250,000,000 |
20 |
| ITRAXX AUSTRALIA SERIES 15 |
Untranched |
7 |
3.7 |
50,000,000 |
2 |
| ITRAXX AUSTRALIA SERIES 19 |
Untranched |
7 |
5.3 |
50,000,000 |
2 |
| ITRAXX AUSTRALIA SERIES 20 |
Untranched |
14 |
13.3 |
250,000,000 |
16 |
| ITRAXX EUROPE CROSSOVER SERIES 14 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 15 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 16 |
Untranched |
9 |
5.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 17 |
Untranched |
11 |
7.3 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 18 |
Untranched |
12 |
8.7 |
50,000,000 |
3 |
| ITRAXX EUROPE CROSSOVER SERIES 19 |
Untranched |
13 |
11.3 |
325,000,000 |
8 |
| ITRAXX EUROPE CROSSOVER SERIES 20 |
Untranched |
15 |
15.0 |
8,325,000,000 |
502 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 |
Untranched |
5 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 |
Untranched |
6 |
2.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 14 |
Untranched |
7 |
3.7 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 15 |
Untranched |
12 |
8.3 |
125,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 16 |
Untranched |
10 |
6.7 |
125,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 17 |
Untranched |
12 |
8.7 |
75,000,000 |
2 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 18 |
Untranched |
13 |
9.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 19 |
Untranched |
13 |
11.0 |
225,000,000 |
6 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 20 |
Untranched |
15 |
15.0 |
2,675,000,000 |
88 |
| ITRAXX EUROPE SERIES 11 |
Untranched |
9 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 12 |
Untranched |
6 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 13 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 14 |
Untranched |
7 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 15 |
Tranched |
7 |
4.3 |
25,000,000 |
1 |
| ITRAXX EUROPE SERIES 15 |
Untranched |
11 |
6.0 |
150,000,000 |
1 |
| ITRAXX EUROPE SERIES 16 |
Untranched |
11 |
6.3 |
150,000,000 |
1 |
| ITRAXX EUROPE SERIES 17 |
Untranched |
13 |
7.3 |
100,000,000 |
3 |
| ITRAXX EUROPE SERIES 18 |
Untranched |
13 |
11.0 |
325,000,000 |
5 |
| ITRAXX EUROPE SERIES 19 |
Untranched |
14 |
12.0 |
1,325,000,000 |
15 |
| ITRAXX EUROPE SERIES 20 |
Untranched |
15 |
15.0 |
29,725,000,000 |
574 |
| ITRAXX EUROPE SERIES 3 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 4 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 4C |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 5 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 6 |
Untranched |
7 |
3.7 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 6C |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 7 |
Untranched |
8 |
4.3 |
75,000,000 |
0 |
| ITRAXX EUROPE SERIES 7B |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 7C |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 8 |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 8 |
Untranched |
10 |
5.3 |
75,000,000 |
0 |
| ITRAXX EUROPE SERIES 9 |
Tranched |
11 |
9.7 |
525,000,000 |
7 |
| ITRAXX EUROPE SERIES 9 |
Untranched |
14 |
11.7 |
1,075,000,000 |
9 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 12 |
Untranched |
7 |
3.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 13 |
Untranched |
6 |
3.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 14 |
Untranched |
8 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 15 |
Untranched |
6 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 16 |
Untranched |
6 |
2.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 17 |
Untranched |
8 |
4.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 20 |
Untranched |
13 |
11.7 |
225,000,000 |
14 |
| ITRAXX JAPAN SERIES 17 |
Untranched |
9 |
6.0 |
25,000,000 |
1 |
| ITRAXX JAPAN SERIES 18 |
Untranched |
10 |
5.7 |
25,000,000 |
1 |
| ITRAXX JAPAN SERIES 19 |
Untranched |
8 |
7.0 |
25,000,000 |
2 |
| ITRAXX JAPAN SERIES 20 |
Untranched |
10 |
9.3 |
150,000,000 |
16 |
| ITRAXX SOVX CEEMEA SERIES 6 |
Untranched |
8 |
3.3 |
25,000,000 |
1 |
| ITRAXX SOVX CEEMEA SERIES 7 |
Untranched |
4 |
2.0 |
25,000,000 |
1 |
| ITRAXX SOVX WESTERN EUROPE SERIES 2 |
Untranched |
4 |
1.3 |
50,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 3 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN EUROPE SERIES 4 |
Untranched |
4 |
1.3 |
25,000,000 |
1 |
| ITRAXX SOVX WESTERN EUROPE SERIES 5 |
Untranched |
7 |
2.7 |
50,000,000 |
1 |
| MBX.FN30.650.67 |
Untranched |
2 |
1.0 |
25,000,000 |
0 |