Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX)

The sample covers the three month period beginning June 20, 2019 through September 19, 2019

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.28 Untranched 8 4.3 25,000,000 0
CDX.EM.29 Untranched 7 4.3 25,000,000 0
CDX.EM.30 Untranched 9 6.7 25,000,000 2
CDX.EM.31 Untranched 11 10.3 700,000,000 60
CDX.NA.HY.24 Untranched 4 1.7 25,000,000 0
CDX.NA.HY.25 Untranched 8 4.0 50,000,000 0
CDX.NA.HY.27 Untranched 9 6.3 25,000,000 1
CDX.NA.HY.28 Untranched 9 4.3 25,000,000 0
CDX.NA.HY.29 Untranched 9 6.7 25,000,000 1
CDX.NA.HY.30 Untranched 10 5.7 25,000,000 1
CDX.NA.HY.31 Tranched 7 7.0 50,000,000 3
CDX.NA.HY.31 Untranched 12 10.0 100,000,000 6
CDX.NA.HY.32 Untranched 13 12.7 3,075,000,000 208
CDX.NA.IG.19 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.23 Untranched 5 2.7 25,000,000 0
CDX.NA.IG.24 Untranched 2 0.7 25,000,000 0
CDX.NA.IG.25 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.26 Untranched 3 1.0 25,000,000 0
CDX.NA.IG.27 Untranched 9 5.7 125,000,000 1
CDX.NA.IG.28 Untranched 6 4.0 50,000,000 0
CDX.NA.IG.29 Tranched 4 2.0 25,000,000 0
CDX.NA.IG.29 Untranched 10 6.3 75,000,000 1
CDX.NA.IG.30 Untranched 10 6.7 50,000,000 1
CDX.NA.IG.31 Tranched 5 4.3 25,000,000 1
CDX.NA.IG.31 Untranched 11 10.0 300,000,000 4
CDX.NA.IG.32 Untranched 14 12.7 9,500,000,000 181
CMBX.NA.AAA.10 Untranched 5 3.3 50,000,000 2
CMBX.NA.AAA.11 Untranched 8 7.3 50,000,000 3
CMBX.NA.AAA.8 Untranched 6 4.0 25,000,000 1
CMBX.NA.AAA.9 Untranched 5 4.0 25,000,000 1
CMBX.NA.BBB-.6 Untranched 8 8.0 75,000,000 18
IBOXX USD LIQUID HIGH YIELD INDEX SERIES 1 Untranched 10 8.3 175,000,000 9
ITRAXX ASIA EX-JAPAN IG SERIES 25 Untranched 1 0.3 25,000,000 0
ITRAXX ASIA EX-JAPAN IG SERIES 31 Untranched 11 11.0 175,000,000 9
ITRAXX AUSTRALIA SERIES 30 Untranched 7 4.0 25,000,000 0
ITRAXX AUSTRALIA SERIES 31 Untranched 11 11.0 100,000,000 5
ITRAXX EUROPE CROSSOVER SERIES 22 Untranched 4 2.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 23 Untranched 4 1.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 24 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 25 Untranched 7 3.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 26 Untranched 5 3.3 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 27 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 28 Untranched 8 5.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 29 Untranched 7 4.7 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 30 Untranched 10 9.0 75,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 31 Untranched 15 15.0 1,775,000,000 121
ITRAXX EUROPE SENIOR FINANCIALS SERIES 22 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 23 Untranched 1 0.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 24 Untranched 4 1.7 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 4 2.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 27 Untranched 8 4.0 50,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 28 Untranched 8 3.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 29 Untranched 6 2.7 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 30 Untranched 9 5.3 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 31 Untranched 16 15.0 1,275,000,000 33
ITRAXX EUROPE SERIES 19 Untranched 2 0.7 25,000,000 0
ITRAXX EUROPE SERIES 22 Untranched 7 3.7 25,000,000 0
ITRAXX EUROPE SERIES 23 Untranched 5 2.3 25,000,000 0
ITRAXX EUROPE SERIES 24 Tranched 3 2.0 25,000,000 0
ITRAXX EUROPE SERIES 24 Untranched 10 6.3 50,000,000 0
ITRAXX EUROPE SERIES 25 Untranched 9 6.0 50,000,000 0
ITRAXX EUROPE SERIES 26 Tranched 3 2.0 25,000,000 0
ITRAXX EUROPE SERIES 26 Untranched 10 7.3 100,000,000 1
ITRAXX EUROPE SERIES 27 Untranched 9 6.7 50,000,000 1
ITRAXX EUROPE SERIES 28 Tranched 5 3.3 25,000,000 1
ITRAXX EUROPE SERIES 28 Untranched 10 8.3 175,000,000 2
ITRAXX EUROPE SERIES 29 Untranched 10 7.3 75,000,000 1
ITRAXX EUROPE SERIES 30 Tranched 5 4.7 75,000,000 2
ITRAXX EUROPE SERIES 30 Untranched 11 9.7 525,000,000 6
ITRAXX EUROPE SERIES 31 Untranched 16 16.0 7,125,000,000 142
ITRAXX EUROPE SUB FINANCIALS SERIES 31 Untranched 10 7.7 50,000,000 4
ITRAXX JAPAN SERIES 31 Untranched 10 9.7 75,000,000 5
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