Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning December 20, 2018 through March 19, 2019
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.28 |
Untranched |
9 |
4.3 |
25,000,000 |
0 |
| CDX.EM.29 |
Untranched |
10 |
7.0 |
50,000,000 |
4 |
| CDX.EM.30 |
Untranched |
11 |
11.0 |
625,000,000 |
53 |
| CDX.NA.HY.24 |
Untranched |
7 |
2.7 |
25,000,000 |
0 |
| CDX.NA.HY.25 |
Untranched |
9 |
7.0 |
50,000,000 |
1 |
| CDX.NA.HY.27 |
Untranched |
9 |
6.3 |
50,000,000 |
1 |
| CDX.NA.HY.28 |
Untranched |
10 |
4.7 |
25,000,000 |
0 |
| CDX.NA.HY.29 |
Untranched |
11 |
9.0 |
50,000,000 |
4 |
| CDX.NA.HY.30 |
Untranched |
11 |
9.0 |
75,000,000 |
2 |
| CDX.NA.HY.31 |
Untranched |
13 |
12.3 |
2,425,000,000 |
171 |
| CDX.NA.IG.19 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.IG.22 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.23 |
Untranched |
7 |
3.0 |
25,000,000 |
0 |
| CDX.NA.IG.24 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.25 |
Untranched |
5 |
3.0 |
50,000,000 |
0 |
| CDX.NA.IG.26 |
Untranched |
6 |
3.0 |
25,000,000 |
0 |
| CDX.NA.IG.27 |
Tranched |
3 |
2.3 |
25,000,000 |
0 |
| CDX.NA.IG.27 |
Untranched |
8 |
6.3 |
50,000,000 |
1 |
| CDX.NA.IG.28 |
Untranched |
8 |
5.7 |
50,000,000 |
1 |
| CDX.NA.IG.29 |
Tranched |
4 |
3.7 |
25,000,000 |
1 |
| CDX.NA.IG.29 |
Untranched |
10 |
8.0 |
75,000,000 |
2 |
| CDX.NA.IG.30 |
Untranched |
9 |
8.3 |
175,000,000 |
2 |
| CDX.NA.IG.31 |
Untranched |
13 |
13.0 |
8,600,000,000 |
159 |
| CMBX.NA.AAA.10 |
Untranched |
8 |
5.3 |
50,000,000 |
4 |
| CMBX.NA.AAA.11 |
Untranched |
9 |
8.0 |
75,000,000 |
6 |
| CMBX.NA.AAA.6 |
Untranched |
6 |
3.3 |
25,000,000 |
1 |
| CMBX.NA.AAA.8 |
Untranched |
8 |
4.7 |
25,000,000 |
3 |
| CMBX.NA.AAA.9 |
Untranched |
8 |
4.7 |
25,000,000 |
1 |
| CMBX.NA.BBB-.6 |
Untranched |
7 |
6.3 |
50,000,000 |
12 |
| IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 |
Untranched |
9 |
7.0 |
125,000,000 |
9 |
| IOS.FN30.600.08 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| IOS.FN30.650.67 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 25 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 28 |
Untranched |
7 |
4.3 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 30 |
Untranched |
12 |
10.7 |
125,000,000 |
6 |
| ITRAXX AUSTRALIA SERIES 30 |
Untranched |
11 |
10.0 |
75,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER SERIES 21 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 22 |
Untranched |
9 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 23 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 24 |
Untranched |
7 |
4.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 25 |
Untranched |
7 |
3.7 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 26 |
Untranched |
8 |
4.3 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 27 |
Untranched |
10 |
4.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 28 |
Untranched |
10 |
7.3 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 29 |
Untranched |
11 |
8.0 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 30 |
Untranched |
15 |
15.3 |
1,350,000,000 |
94 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 21 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 |
Untranched |
3 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 |
Untranched |
9 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 25 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 26 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 |
Untranched |
7 |
5.3 |
25,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 |
Untranched |
7 |
5.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 |
Untranched |
10 |
6.7 |
25,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 |
Untranched |
16 |
15.0 |
1,350,000,000 |
37 |
| ITRAXX EUROPE SERIES 21 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 22 |
Untranched |
9 |
4.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 23 |
Untranched |
6 |
2.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 24 |
Tranched |
5 |
2.7 |
25,000,000 |
1 |
| ITRAXX EUROPE SERIES 24 |
Untranched |
11 |
7.7 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 25 |
Untranched |
11 |
7.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 26 |
Tranched |
5 |
3.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES 26 |
Untranched |
10 |
7.3 |
175,000,000 |
2 |
| ITRAXX EUROPE SERIES 27 |
Untranched |
10 |
8.0 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 28 |
Tranched |
5 |
3.3 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 28 |
Untranched |
11 |
9.0 |
275,000,000 |
4 |
| ITRAXX EUROPE SERIES 29 |
Untranched |
12 |
11.0 |
225,000,000 |
3 |
| ITRAXX EUROPE SERIES 30 |
Tranched |
4 |
4.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 30 |
Untranched |
16 |
16.3 |
5,900,000,000 |
126 |
| MBX.FN30.650.67 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |