Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning December 22, 2014 through March 19, 2015
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.13 |
Untranched |
9 |
5.3 |
25,000,000 |
1 |
| CDX.EM.22 |
Untranched |
10 |
9.7 |
525,000,000 |
72 |
| CDX.NA.HY.10 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.HY.14 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.HY.15 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.16 |
Untranched |
4 |
1.7 |
50,000,000 |
1 |
| CDX.NA.HY.17 |
Untranched |
4 |
1.7 |
50,000,000 |
1 |
| CDX.NA.HY.18 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| CDX.NA.HY.19 |
Tranched |
5 |
4.0 |
50,000,000 |
3 |
| CDX.NA.HY.19 |
Untranched |
8 |
3.7 |
125,000,000 |
3 |
| CDX.NA.HY.20 |
Untranched |
7 |
2.7 |
25,000,000 |
1 |
| CDX.NA.HY.21 |
Untranched |
5 |
3.3 |
75,000,000 |
4 |
| CDX.NA.HY.22 |
Untranched |
8 |
4.0 |
100,000,000 |
6 |
| CDX.NA.HY.23 |
Untranched |
12 |
10.7 |
3,350,000,000 |
291 |
| CDX.NA.IG.10 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.IG.14 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.15 |
Untranched |
2 |
0.7 |
50,000,000 |
0 |
| CDX.NA.IG.16 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |
| CDX.NA.IG.17 |
Untranched |
7 |
2.7 |
25,000,000 |
0 |
| CDX.NA.IG.18 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| CDX.NA.IG.19 |
Untranched |
3 |
1.0 |
100,000,000 |
1 |
| CDX.NA.IG.20 |
Untranched |
4 |
1.3 |
50,000,000 |
1 |
| CDX.NA.IG.21 |
Tranched |
5 |
3.7 |
25,000,000 |
1 |
| CDX.NA.IG.21 |
Untranched |
5 |
1.7 |
150,000,000 |
2 |
| CDX.NA.IG.22 |
Untranched |
8 |
3.3 |
300,000,000 |
6 |
| CDX.NA.IG.23 |
Untranched |
12 |
11.0 |
9,500,000,000 |
185 |
| CDX.NA.IG.8 |
Tranched |
3 |
1.3 |
25,000,000 |
0 |
| CDX.NA.IG.8 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.9 |
Tranched |
8 |
6.3 |
75,000,000 |
2 |
| CDX.NA.IG.9 |
Untranched |
10 |
4.7 |
225,000,000 |
2 |
| CMBX.NA.AAA.1 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| CMBX.NA.AAA.7 |
Untranched |
9 |
8.0 |
150,000,000 |
9 |
| DOW JONES CDX.NA.IG.=
5 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.=
5 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.=
7 |
Tranched |
4 |
1.3 |
25,000,000 |
0 |
| DOW JONES CDX.NA.IG.=
7 |
Untranched |
4 |
1.3 |
50,000,000 |
0 |
| IOS.FN30.400.10 |
Untranched |
8 |
7.7 |
225,000,000 |
6 |
| IOS.FN30.450.10 |
Untranched |
9 |
7.0 |
150,000,000 |
5 |
| IOS.FN30.500.10 |
Untranched |
7 |
5.0 |
50,000,000 |
1 |
| IOS.FN30.600.08 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN=
IG SERIES
20 |
Untranched |
9 |
3.3 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN=
IG SERIES
21 |
Untranched |
9 |
6.3 |
50,000,000 |
2 |
| ITRAXX ASIA EX-JAPAN=
IG SERIES
22 |
Untranched |
14 |
12.0 |
175,000,000 |
14 |
| ITRAXX AUSTRALIA SER=
IES 22 |
Untranched |
12 |
9.7 |
125,000,000 |
7 |
| ITRAXX EUROPE CROSSO=
VER SERIES
15 |
Untranched |
5 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSO=
VER SERIES
17 |
Untranched |
6 |
3.7 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSO=
VER SERIES
18 |
Untranched |
5 |
3.0 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSO=
VER SERIES
19 |
Untranched |
6 |
2.7 |
25,000,000 |
1 |
| ITRAXX EUROPE CROSSO=
VER SERIES
20 |
Untranched |
4 |
2.3 |
50,000,000 |
2 |
| ITRAXX EUROPE CROSSO=
VER SERIES
21 |
Untranched |
11 |
8.7 |
350,000,000 |
19 |
| ITRAXX EUROPE CROSSO=
VER SERIES
22 |
Untranched |
14 |
13.3 |
3,725,000,000 |
329 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 13 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 14 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 15 |
Untranched |
6 |
2.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 16 |
Untranched |
8 |
3.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 17 |
Untranched |
9 |
3.7 |
25,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 18 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 19 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 20 |
Untranched |
8 |
4.7 |
50,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 21 |
Untranched |
8 |
4.3 |
125,000,000 |
3 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 22 |
Untranched |
12 |
10.7 |
2,150,000,000 |
103 |
| ITRAXX EUROPE SERIES=
13 |
Untranched |
10 |
3.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES=
14 |
Untranched |
6 |
2.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES=
15 |
Untranched |
8 |
3.0 |
75,000,000 |
0 |
| ITRAXX EUROPE SERIES=
16 |
Untranched |
7 |
2.3 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES=
17 |
Untranched |
9 |
4.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES=
18 |
Untranched |
9 |
4.7 |
125,000,000 |
1 |
| ITRAXX EUROPE SERIES=
19 |
Untranched |
9 |
5.7 |
200,000,000 |
2 |
| ITRAXX EUROPE SERIES=
20 |
Untranched |
8 |
5.0 |
225,000,000 |
2 |
| ITRAXX EUROPE SERIES=
21 |
Untranched |
10 |
8.7 |
800,000,000 |
8 |
| ITRAXX EUROPE SERIES=
22 |
Untranched |
13 |
12.7 |
13,775,000,000 |
390 |
| ITRAXX EUROPE SERIES=
3 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
4 |
Untranched |
2 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
4C |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
5 |
Untranched |
3 |
1.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
5C |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
6 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
6C |
Tranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
7 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
7C |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
8 |
Tranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SERIES=
9 |
Tranched |
9 |
7.0 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES=
9 |
Untranched |
7 |
3.7 |
100,000,000 |
1 |
| ITRAXX EUROPE SUB FI=
NANCIALS
SERIES 20 |
Untranched |
6 |
2.7 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FI=
NANCIALS
SERIES 21 |
Untranched |
9 |
7.0 |
50,000,000 |
3 |
| ITRAXX EUROPE SUB FI=
NANCIALS
SERIES 22 |
Untranched |
11 |
9.3 |
200,000,000 |
24 |
| ITRAXX JAPAN SERIES =
21 |
Untranched |
5 |
3.3 |
25,000,000 |
1 |
| ITRAXX SOVX CEEMEA S=
ERIES 7 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN =
EUROPE
SERIES 3 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN =
EUROPE
SERIES 4 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX SOVX WESTERN =
EUROPE
SERIES 5 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |