Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning December 20, 2017 through March 19, 2018
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.27 |
Untranched |
11 |
7.7 |
50,000,000 |
5 |
| CDX.EM.28 |
Untranched |
12 |
11.7 |
2,325,000,000 |
161 |
| CDX.NA.HY.21 |
Untranched |
9 |
5.3 |
75,000,000 |
1 |
| CDX.NA.HY.23 |
Untranched |
9 |
6.0 |
100,000,000 |
3 |
| CDX.NA.HY.24 |
Untranched |
10 |
4.7 |
25,000,000 |
1 |
| CDX.NA.HY.25 |
Untranched |
11 |
8.0 |
250,000,000 |
6 |
| CDX.NA.HY.26 |
Untranched |
9 |
5.3 |
100,000,000 |
2 |
| CDX.NA.HY.27 |
Untranched |
11 |
8.7 |
225,000,000 |
7 |
| CDX.NA.HY.28 |
Untranched |
12 |
11.0 |
250,000,000 |
9 |
| CDX.NA.HY.29 |
Untranched |
15 |
14.3 |
12,300,000,000 |
722 |
| CDX.NA.IG.19 |
Untranched |
5 |
2.0 |
75,000,000 |
0 |
| CDX.NA.IG.20 |
Untranched |
6 |
2.3 |
50,000,000 |
1 |
| CDX.NA.IG.21 |
Untranched |
8 |
4.0 |
175,000,000 |
1 |
| CDX.NA.IG.22 |
Untranched |
9 |
4.0 |
225,000,000 |
1 |
| CDX.NA.IG.23 |
Untranched |
8 |
5.3 |
200,000,000 |
1 |
| CDX.NA.IG.24 |
Untranched |
8 |
4.7 |
175,000,000 |
1 |
| CDX.NA.IG.25 |
Untranched |
9 |
6.3 |
400,000,000 |
5 |
| CDX.NA.IG.26 |
Untranched |
10 |
6.3 |
150,000,000 |
2 |
| CDX.NA.IG.27 |
Untranched |
11 |
8.3 |
475,000,000 |
5 |
| CDX.NA.IG.28 |
Untranched |
12 |
10.7 |
1,475,000,000 |
16 |
| CDX.NA.IG.29 |
Untranched |
16 |
15.3 |
37,000,000,000 |
587 |
| CMBX.NA.AAA.10 |
Untranched |
10 |
8.0 |
200,000,000 |
14 |
| CMBX.NA.AAA.6 |
Untranched |
5 |
3.7 |
50,000,000 |
3 |
| CMBX.NA.AAA.8 |
Untranched |
6 |
4.0 |
50,000,000 |
3 |
| CMBX.NA.AAA.9 |
Untranched |
7 |
4.3 |
50,000,000 |
3 |
| CMBX.NA.BBB-.6 |
Untranched |
7 |
7.0 |
75,000,000 |
26 |
| IBOXX USD LIQUID HIGH
YIELD INDEX SERIES 1 |
Untranched |
8 |
7.0 |
400,000,000 |
33 |
| IOS.FN30.600.08 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| IOS.FN30.650.67 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 25 |
Untranched |
5 |
2.3 |
25,000,000 |
1 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 28 |
Untranched |
12 |
10.7 |
550,000,000 |
26 |
| ITRAXX EUROPE CROSSOVER
SERIES 19 |
Untranched |
3 |
1.3 |
75,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 20 |
Untranched |
10 |
4.0 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 21 |
Untranched |
9 |
3.7 |
75,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 22 |
Untranched |
9 |
5.7 |
125,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 23 |
Untranched |
10 |
4.0 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 24 |
Untranched |
10 |
6.7 |
100,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 25 |
Untranched |
11 |
6.7 |
50,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 26 |
Untranched |
10 |
7.3 |
150,000,000 |
5 |
| ITRAXX EUROPE CROSSOVER
SERIES 27 |
Untranched |
11 |
10.0 |
525,000,000 |
13 |
| ITRAXX EUROPE CROSSOVER
SERIES 28 |
Untranched |
16 |
15.7 |
8,600,000,000 |
477 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 19 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 20 |
Untranched |
1 |
0.7 |
200,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 21 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 22 |
Untranched |
4 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 23 |
Untranched |
4 |
2.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 24 |
Untranched |
6 |
3.3 |
50,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 25 |
Untranched |
6 |
3.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 26 |
Untranched |
9 |
5.3 |
150,000,000 |
2 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 27 |
Untranched |
12 |
10.0 |
975,000,000 |
12 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 28 |
Untranched |
15 |
14.3 |
4,275,000,000 |
94 |
| ITRAXX EUROPE SERIES 19 |
Untranched |
7 |
2.3 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 20 |
Untranched |
5 |
2.7 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 21 |
Untranched |
9 |
5.7 |
275,000,000 |
2 |
| ITRAXX EUROPE SERIES 22 |
Untranched |
8 |
4.7 |
125,000,000 |
1 |
| ITRAXX EUROPE SERIES 23 |
Untranched |
8 |
4.3 |
150,000,000 |
1 |
| ITRAXX EUROPE SERIES 24 |
Tranched |
5 |
4.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 24 |
Untranched |
8 |
6.3 |
375,000,000 |
3 |
| ITRAXX EUROPE SERIES 25 |
Untranched |
12 |
6.3 |
225,000,000 |
2 |
| ITRAXX EUROPE SERIES 26 |
Tranched |
5 |
3.0 |
125,000,000 |
2 |
| ITRAXX EUROPE SERIES 26 |
Untranched |
12 |
8.7 |
625,000,000 |
8 |
| ITRAXX EUROPE SERIES 27 |
Untranched |
12 |
10.0 |
2,550,000,000 |
26 |
| ITRAXX EUROPE SERIES 28 |
Tranched |
5 |
4.0 |
150,000,000 |
2 |
| ITRAXX EUROPE SERIES 28 |
Untranched |
17 |
17.0 |
29,950,000,000 |
484 |
| ITRAXX EUROPE SERIES 9 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 9A |
Tranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 9UN |
Tranched |
1 |
0.3 |
25,000,000 |
0 |