Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning December 20, 2013 through March 19, 2014
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 |
| 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 |