Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning December 23, 2023 to March 22, 2024
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.34 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.EM.36 |
Untranched |
0 |
0.0 |
25,000,000 |
2 |
| CDX.EM.37 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.EM.38 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.EM.39 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| CDX.EM.40 |
Untranched |
8 |
6.7 |
1,325,000,000 |
92 |
| CDX.NA.HY.32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.33 |
Tranched |
6 |
3.7 |
50,000,000 |
2 |
| CDX.NA.HY.33 |
Untranched |
4 |
1.3 |
125,000,000 |
2 |
| CDX.NA.HY.34 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
| CDX.NA.HY.35 |
Untranched |
0 |
0.0 |
125,000,000 |
3 |
| CDX.NA.HY.36 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| CDX.NA.HY.37 |
Tranched |
6 |
3.0 |
50,000,000 |
3 |
| CDX.NA.HY.37 |
Untranched |
1 |
0.3 |
75,000,000 |
6 |
| CDX.NA.HY.38 |
Untranched |
0 |
0.0 |
75,000,000 |
3 |
| CDX.NA.HY.39 |
Tranched |
5 |
3.3 |
75,000,000 |
4 |
| CDX.NA.HY.39 |
Untranched |
0 |
0.0 |
125,000,000 |
4 |
| CDX.NA.HY.40 |
Untranched |
1 |
0.3 |
125,000,000 |
4 |
| CDX.NA.HY.41 |
Untranched |
10 |
8.3 |
5,950,000,000 |
420 |
| CDX.NA.IG.33 |
Tranched |
2 |
0.7 |
25,000,000 |
1 |
| CDX.NA.IG.33 |
Untranched |
0 |
0.0 |
100,000,000 |
0 |
| CDX.NA.IG.34 |
Untranched |
0 |
0.0 |
100,000,000 |
0 |
| CDX.NA.IG.35 |
Tranched |
2 |
1.0 |
25,000,000 |
1 |
| CDX.NA.IG.35 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| CDX.NA.IG.36 |
Untranched |
1 |
0.3 |
50,000,000 |
0 |
| CDX.NA.IG.37 |
Tranched |
2 |
1.0 |
50,000,000 |
1 |
| CDX.NA.IG.37 |
Untranched |
1 |
0.3 |
150,000,000 |
1 |
| CDX.NA.IG.38 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
| CDX.NA.IG.39 |
Tranched |
3 |
1.3 |
25,000,000 |
1 |
| CDX.NA.IG.39 |
Untranched |
1 |
0.3 |
175,000,000 |
3 |
| CDX.NA.IG.40 |
Untranched |
2 |
0.7 |
550,000,000 |
5 |
| CDX.NA.IG.41 |
Tranched |
6 |
3.0 |
125,000,000 |
3 |
| CDX.NA.IG.41 |
Untranched |
8 |
8.0 |
28,275,000,000 |
421 |
| CMBX.NA.BBB-.6 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| IBOXX USD LIQUID HIGH YIELD
INDEX SERIES 1 |
Untranched |
3 |
1.7 |
100,000,000 |
5 |
| ITRAXX ASIA EX-JAPAN IG
SERIES 40 |
Untranched |
6 |
3.0 |
325,000,000 |
15 |
| ITRAXX AUSTRALIA SERIES 40 |
Untranched |
3 |
1.0 |
125,000,000 |
5 |
| ITRAXX EUROPE CROSSOVER
SERIES 31 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 32 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 34 |
Untranched |
0 |
0.0 |
125,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER
SERIES 35 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER
SERIES 36 |
Untranched |
3 |
1.0 |
150,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER
SERIES 37 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER
SERIES 38 |
Untranched |
7 |
3.7 |
225,000,000 |
7 |
| ITRAXX EUROPE CROSSOVER
SERIES 39 |
Untranched |
5 |
2.3 |
300,000,000 |
9 |
| ITRAXX EUROPE CROSSOVER
SERIES 40 |
Tranched |
5 |
4.3 |
125,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER
SERIES 40 |
Untranched |
9 |
9.0 |
5,000,000,000 |
294 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 31 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 33 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 34 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 35 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 36 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 37 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 38 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 39 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SENIOR
FINANCIALS SERIES 40 |
Untranched |
8 |
5.7 |
2,700,000,000 |
64 |
| ITRAXX EUROPE SERIES 31 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 32 |
Tranched |
3 |
1.7 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 32 |
Untranched |
0 |
0.0 |
175,000,000 |
1 |
| ITRAXX EUROPE SERIES 33 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 34 |
Tranched |
4 |
1.7 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 34 |
Untranched |
0 |
0.0 |
275,000,000 |
2 |
| ITRAXX EUROPE SERIES 35 |
Untranched |
0 |
0.0 |
175,000,000 |
1 |
| ITRAXX EUROPE SERIES 36 |
Tranched |
4 |
2.3 |
75,000,000 |
2 |
| ITRAXX EUROPE SERIES 36 |
Untranched |
0 |
0.0 |
250,000,000 |
3 |
| ITRAXX EUROPE SERIES 37 |
Untranched |
2 |
0.7 |
425,000,000 |
2 |
| ITRAXX EUROPE SERIES 38 |
Tranched |
3 |
1.3 |
50,000,000 |
1 |
| ITRAXX EUROPE SERIES 38 |
Untranched |
1 |
0.3 |
375,000,000 |
5 |
| ITRAXX EUROPE SERIES 39 |
Untranched |
5 |
2.0 |
975,000,000 |
6 |
| ITRAXX EUROPE SERIES 40 |
Tranched |
5 |
3.3 |
100,000,000 |
2 |
| ITRAXX EUROPE SERIES 40 |
Untranched |
9 |
8.3 |
20,525,000,000 |
321 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 36 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 39 |
Untranched |
1 |
0.7 |
50,000,000 |
1 |
| ITRAXX EUROPE SUB FINANCIALS
SERIES 40 |
Untranched |
5 |
3.0 |
425,000,000 |
20 |
| ITRAXX JAPAN SERIES 31 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 35 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 36 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 37 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 38 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 39 |
Untranched |
5 |
2.7 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 40 |
Untranched |
10 |
7.0 |
50,000,000 |
3 |
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