Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)
The sample covers the three month period beginning March 23, 2024 to Jun 21, 2024
Explanation of data (pdf).
|
|
|
|
TOTAL NUMBER OF |
AVERAGE MONTHLY |
AVERAGE DAILY |
AVERAGE NUMBER |
| REF ENTITY |
PRODUCT TYPE |
CLEARING DEALERS |
CLEARING DEALERS |
NOTIONAL (USD EQ) |
TRADES/DAY |
| CDX.EM.36 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.EM.37 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.EM.38 |
Untranched |
2 |
0.7 |
25,000,000 |
1 |
| CDX.EM.39 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
| CDX.EM.40 |
Untranched |
6 |
3.0 |
225,000,000 |
14 |
| CDX.EM.41 |
Untranched |
7 |
6.0 |
1,250,000,000 |
93 |
| CDX.NA.HY.33 |
Tranched |
3 |
1.3 |
25,000,000 |
1 |
| CDX.NA.HY.33 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| CDX.NA.HY.34 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.35 |
Untranched |
0 |
0.0 |
75,000,000 |
2 |
| CDX.NA.HY.36 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| CDX.NA.HY.37 |
Tranched |
5 |
2.7 |
50,000,000 |
2 |
| CDX.NA.HY.37 |
Untranched |
2 |
0.7 |
75,000,000 |
2 |
| CDX.NA.HY.38 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| CDX.NA.HY.39 |
Tranched |
6 |
3.7 |
75,000,000 |
3 |
| CDX.NA.HY.39 |
Untranched |
1 |
0.3 |
125,000,000 |
4 |
| CDX.NA.HY.40 |
Untranched |
0 |
0.0 |
75,000,000 |
2 |
| CDX.NA.HY.41 |
Untranched |
10 |
7.0 |
3,250,000,000 |
91 |
| CDX.NA.HY.42 |
Untranched |
9 |
7.7 |
8,925,000,000 |
553 |
| CDX.NA.IG.33 |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.33 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| CDX.NA.IG.34 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.35 |
Tranched |
2 |
1.0 |
25,000,000 |
1 |
| CDX.NA.IG.35 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
| CDX.NA.IG.36 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.37 |
Tranched |
3 |
1.7 |
50,000,000 |
1 |
| CDX.NA.IG.37 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| CDX.NA.IG.38 |
Untranched |
2 |
0.7 |
50,000,000 |
1 |
| CDX.NA.IG.39 |
Tranched |
3 |
1.7 |
50,000,000 |
1 |
| CDX.NA.IG.39 |
Untranched |
2 |
1.0 |
100,000,000 |
2 |
| CDX.NA.IG.40 |
Untranched |
1 |
0.3 |
175,000,000 |
2 |
| CDX.NA.IG.41 |
Tranched |
6 |
4.3 |
125,000,000 |
3 |
| CDX.NA.IG.41 |
Untranched |
8 |
3.7 |
5,600,000,000 |
43 |
| CDX.NA.IG.42 |
Untranched |
8 |
7.0 |
26,200,000,000 |
509 |
| CMBX.NA.BBB-.6 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 |
Untranched |
4 |
1.7 |
125,000,000 |
6 |
| ITRAXX ASIA EX-JAPAN IG SERIES 32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX ASIA EX-JAPAN IG SERIES 41 |
Untranched |
6 |
2.7 |
375,000,000 |
17 |
| ITRAXX AUSTRALIA SERIES 32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE CROSSOVER SERIES 32 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 33 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 34 |
Untranched |
1 |
0.3 |
150,000,000 |
2 |
| ITRAXX EUROPE CROSSOVER SERIES 35 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 36 |
Untranched |
2 |
0.7 |
125,000,000 |
3 |
| ITRAXX EUROPE CROSSOVER SERIES 37 |
Untranched |
1 |
0.7 |
50,000,000 |
1 |
| ITRAXX EUROPE CROSSOVER SERIES 38 |
Untranched |
6 |
3.0 |
100,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER SERIES 39 |
Untranched |
3 |
1.0 |
175,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER SERIES 40 |
Tranched |
5 |
4.7 |
100,000,000 |
4 |
| ITRAXX EUROPE CROSSOVER SERIES 40 |
Untranched |
9 |
5.7 |
975,000,000 |
35 |
| ITRAXX EUROPE CROSSOVER SERIES 41 |
Untranched |
9 |
8.3 |
4,900,000,000 |
332 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 33 |
Untranched |
0 |
0.0 |
25,000,000 |
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 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 36 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 37 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 38 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 39 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 40 |
Untranched |
6 |
2.3 |
475,000,000 |
7 |
| ITRAXX EUROPE SENIOR FINANCIALS SERIES 41 |
Untranched |
8 |
5.3 |
2,600,000,000 |
66 |
| ITRAXX EUROPE SERIES 32 |
Tranched |
3 |
1.0 |
25,000,000 |
1 |
| ITRAXX EUROPE SERIES 32 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
| ITRAXX EUROPE SERIES 33 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| ITRAXX EUROPE SERIES 34 |
Tranched |
3 |
1.7 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 34 |
Untranched |
0 |
0.0 |
125,000,000 |
1 |
| ITRAXX EUROPE SERIES 35 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| ITRAXX EUROPE SERIES 36 |
Tranched |
5 |
3.0 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 36 |
Untranched |
0 |
0.0 |
225,000,000 |
2 |
| ITRAXX EUROPE SERIES 37 |
Untranched |
1 |
0.3 |
125,000,000 |
1 |
| ITRAXX EUROPE SERIES 38 |
Tranched |
4 |
1.7 |
100,000,000 |
1 |
| ITRAXX EUROPE SERIES 38 |
Untranched |
1 |
0.3 |
325,000,000 |
3 |
| ITRAXX EUROPE SERIES 39 |
Untranched |
0 |
0.0 |
350,000,000 |
2 |
| ITRAXX EUROPE SERIES 40 |
Tranched |
5 |
4.3 |
150,000,000 |
3 |
| ITRAXX EUROPE SERIES 40 |
Untranched |
7 |
5.3 |
4,400,000,000 |
43 |
| ITRAXX EUROPE SERIES 41 |
Untranched |
9 |
8.7 |
20,800,000,000 |
367 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 39 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 40 |
Untranched |
2 |
1.0 |
100,000,000 |
4 |
| ITRAXX EUROPE SUB FINANCIALS SERIES 41 |
Untranched |
7 |
4.0 |
400,000,000 |
18 |
| ITRAXX JAPAN SERIES 32 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
| ITRAXX JAPAN SERIES 33 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 37 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 38 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 39 |
Untranched |
5 |
2.0 |
25,000,000 |
0 |
| ITRAXX JAPAN SERIES 40 |
Untranched |
12 |
6.0 |
75,000,000 |
4 |