Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning December 20, 2016 through March 19, 2017
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.24 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| CDX.EM.25 |
Untranched |
8 |
3.7 |
25,000,000 |
1 |
| CDX.EM.26 |
Untranched |
11 |
10.0 |
1,025,000,000 |
103 |
| CDX.NA.HY.19 |
Untranched |
2 |
0.7 |
50,000,000 |
1 |
| CDX.NA.HY.21 |
Untranched |
2 |
0.7 |
50,000,000 |
1 |
| CDX.NA.HY.23 |
Untranched |
5 |
2.0 |
100,000,000 |
3 |
| CDX.NA.HY.24 |
Untranched |
5 |
2.0 |
75,000,000 |
1 |
| CDX.NA.HY.25 |
Untranched |
7 |
3.0 |
125,000,000 |
4 |
| CDX.NA.HY.26 |
Untranched |
7 |
5.7 |
150,000,000 |
6 |
| CDX.NA.HY.27 |
Untranched |
11 |
10.7 |
3,275,000,000 |
291 |
| CDX.NA.IG.18 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.19 |
Untranched |
3 |
1.3 |
50,000,000 |
0 |
| CDX.NA.IG.20 |
Untranched |
1 |
0.3 |
50,000,000 |
0 |
| CDX.NA.IG.21 |
Untranched |
2 |
0.7 |
50,000,000 |
0 |
| CDX.NA.IG.22 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| CDX.NA.IG.23 |
Untranched |
2 |
0.7 |
75,000,000 |
1 |
| CDX.NA.IG.24 |
Untranched |
4 |
1.7 |
50,000,000 |
1 |
| CDX.NA.IG.25 |
Untranched |
6 |
3.7 |
275,000,000 |
2 |
| CDX.NA.IG.26 |
Untranched |
8 |
5.0 |
400,000,000 |
5 |
| CDX.NA.IG.27 |
Untranched |
10 |
9.7 |
8,925,000,000 |
236 |
| CDX.NA.IG.8 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.9 |
Tranched |
3 |
2.3 |
50,000,000 |
1 |
| CDX.NA.IG.9 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CMBX.NA.AAA.6 |
Untranched |
8 |
6.0 |
75,000,000 |
5 |
| CMBX.NA.AAA.8 |
Untranched |
8 |
6.7 |
100,000,000 |
14 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 24 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 25 |
Untranched |
4 |
1.7 |
50,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 26 |
Untranched |
10 |
9.0 |
150,000,000 |
8 |
| ITRAXX AUSTRALIA SERIES
26 |
Untranched |
9 |
5.0 |
75,000,000 |
5 |
| ITRAXX EUROPE CROSSOVER
SERIES 17 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 19 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 21 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 22 |
Untranched |
3 |
1.7 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 23 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 24 |
Untranched |
7 |
2.7 |
50,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 25 |
Untranched |
10 |
7.0 |
125,000,000 |
5 |
| ITRAXX EUROPE CROSSOVER
SERIES 26 |
Untranched |
13 |
12.0 |
2,275,000,000 |
195 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 1 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 18 |
Untranched |
2 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 19 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 20 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 21 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 22 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 23 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 24 |
Untranched |
6 |
2.0 |
25,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 25 |
Untranched |
9 |
5.7 |
100,000,000 |
3 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 26 |
Untranched |
13 |
11.7 |
2,225,000,000 |
87 |
| ITRAXX EUROPE SERIES 15 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 17 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 18 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 19 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 20 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 21 |
Untranched |
4 |
1.7 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 22 |
Untranched |
5 |
2.0 |
175,000,000 |
2 |
| ITRAXX EUROPE SERIES 23 |
Untranched |
7 |
3.3 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 24 |
Tranched |
5 |
4.0 |
25,000,000 |
2 |
| ITRAXX EUROPE SERIES 24 |
Untranched |
8 |
5.0 |
275,000,000 |
3 |
| ITRAXX EUROPE SERIES 25 |
Untranched |
10 |
7.7 |
375,000,000 |
7 |
| ITRAXX EUROPE SERIES 26 |
Untranched |
12 |
11.7 |
10,950,000,000 |
276 |
| ITRAXX EUROPE SERIES 9 |
Tranched |
5 |
3.0 |
250,000,000 |
2 |
| ITRAXX EUROPE SERIES 9 |
Untranched |
7 |
3.7 |
100,000,000 |
1 |
| MBX.FN30.650.67 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |