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Index Names 9-23-2023-through-12-22-2023

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

The sample covers the three month period beginning September 23, 2023 to December 22, 2023

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.34 Untranched 0 0.0 25,000,000 0
CDX.EM.35 Untranched 0 0.0 25,000,000 0
CDX.EM.36 Untranched 1 0.3 25,000,000 0
CDX.EM.37 Untranched 2 0.7 25,000,000 0
CDX.EM.38 Untranched 4 1.7 25,000,000 1
CDX.EM.39 Untranched 7 4.0 175,000,000 8
CDX.EM.40 Untranched 8 7.7 1,500,000,000 133
CDX.NA.HY.32 Untranched 1 0.3 25,000,000 0
CDX.NA.HY.33 Tranched 6 4.0 75,000,000 4
CDX.NA.HY.33 Untranched 1 0.3 175,000,000 4
CDX.NA.HY.34 Untranched 0 0.0 25,000,000 1
CDX.NA.HY.35 Untranched 1 0.3 175,000,000 3
CDX.NA.HY.36 Untranched 0 0.0 50,000,000 1
CDX.NA.HY.37 Tranched 5 3.0 75,000,000 3
CDX.NA.HY.37 Untranched 1 0.3 125,000,000 4
CDX.NA.HY.38 Untranched 2 0.7 75,000,000 2
CDX.NA.HY.39 Untranched 2 1.0 250,000,000 7
CDX.NA.HY.40 Untranched 9 5.0 3,275,000,000 121
CDX.NA.HY.41 Untranched 9 8.3 9,650,000,000 645
CDX.NA.IG.28 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.32 Untranched 0 0.0 25,000,000 0
CDX.NA.IG.33 Tranched 3 1.0 50,000,000 1
CDX.NA.IG.33 Untranched 0 0.0 225,000,000 1
CDX.NA.IG.34 Untranched 0 0.0 100,000,000 1
CDX.NA.IG.35 Tranched 3 1.0 50,000,000 1
CDX.NA.IG.35 Untranched 0 0.0 175,000,000 1
CDX.NA.IG.36 Untranched 0 0.0 75,000,000 1
CDX.NA.IG.37 Tranched 4 3.3 50,000,000 1
CDX.NA.IG.37 Untranched 1 0.3 150,000,000 1
CDX.NA.IG.38 Untranched 0 0.0 150,000,000 1
CDX.NA.IG.39 Tranched 4 2.0 100,000,000 2
CDX.NA.IG.39 Untranched 3 1.0 450,000,000 5
CDX.NA.IG.40 Untranched 9 5.3 5,100,000,000 56
CDX.NA.IG.41 Untranched 8 8.0 29,050,000,000 586
CMBX.NA.BBB-.6 Untranched 3 1.3 25,000,000 2
ITRAXX EUROPE CROSSOVER SERIES 31 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 25,000,000 0
ITRAXX EUROPE CROSSOVER SERIES 34 Untranched 1 0.3 150,000,000 3
ITRAXX EUROPE CROSSOVER SERIES 35 Untranched 1 0.3 25,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 36 Tranched 4 3.3 75,000,000 4
ITRAXX EUROPE CROSSOVER SERIES 36 Untranched 2 1.0 200,000,000 4
ITRAXX EUROPE CROSSOVER SERIES 37 Untranched 3 1.3 50,000,000 1
ITRAXX EUROPE CROSSOVER SERIES 38 Untranched 6 4.0 250,000,000 10
ITRAXX EUROPE CROSSOVER SERIES 39 Untranched 9 6.3 1,000,000,000 31
ITRAXX EUROPE CROSSOVER SERIES 40 Untranched 9 8.7 5,250,000,000 356
ITRAXX EUROPE SENIOR FINANCIALS SERIES 31 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 32 Untranched 0 0.0 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 33 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 34 Untranched 0 0.0 50,000,000 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 75,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 37 Untranched 0 0.0 50,000,000 0
ITRAXX EUROPE SENIOR FINANCIALS SERIES 38 Untranched 1 0.7 100,000,000 1
ITRAXX EUROPE SENIOR FINANCIALS SERIES 39 Untranched 2 0.7 300,000,000 6
ITRAXX EUROPE SENIOR FINANCIALS SERIES 40 Untranched 8 6.3 2,300,000,000 68
ITRAXX EUROPE SERIES 31 Untranched 0 0.0 50,000,000 0
ITRAXX EUROPE SERIES 32 Tranched 4 2.7 300,000,000 4
ITRAXX EUROPE SERIES 32 Untranched 1 0.3 450,000,000 3
ITRAXX EUROPE SERIES 33 Untranched 2 0.7 75,000,000 1
ITRAXX EUROPE SERIES 34 Tranched 3 2.0 125,000,000 2
ITRAXX EUROPE SERIES 34 Untranched 0 0.0 225,000,000 2
ITRAXX EUROPE SERIES 35 Untranched 0 0.0 50,000,000 1
ITRAXX EUROPE SERIES 36 Tranched 4 2.3 150,000,000 2
ITRAXX EUROPE SERIES 36 Untranched 1 0.3 325,000,000 2
ITRAXX EUROPE SERIES 37 Untranched 1 0.3 225,000,000 2
ITRAXX EUROPE SERIES 38 Tranched 5 4.0 300,000,000 4
ITRAXX EUROPE SERIES 38 Untranched 4 1.7 600,000,000 7
ITRAXX EUROPE SERIES 39 Untranched 9 6.0 3,950,000,000 39
ITRAXX EUROPE SERIES 40 Tranched 5 4.0 250,000,000 3
ITRAXX EUROPE SERIES 40 Untranched 10 8.7 19,350,000,000 357
ITRAXX EUROPE SUB FINANCIALS SERIES 36 Untranched 1 0.3 25,000,000 0
ITRAXX EUROPE SUB FINANCIALS SERIES 39 Untranched 1 0.3 100,000,000 4
ITRAXX EUROPE SUB FINANCIALS SERIES 40 Untranched 4 2.0 275,000,000 17
ITRAXX JAPAN SERIES 32 Untranched 1 0.3 25,000,000 0
ITRAXX JAPAN SERIES 35 Untranched 1 0.3 25,000,000 0
ITRAXX JAPAN SERIES 36 Untranched 1 0.3 25,000,000 0
ITRAXX JAPAN SERIES 37 Untranched 2 1.0 25,000,000 0
ITRAXX JAPAN SERIES 38 Untranched 2 0.7 25,000,000 0
ITRAXX JAPAN SERIES 39 Untranched 8 4.3 50,000,000 3
ITRAXX JAPAN SERIES 40 Untranched 12 9.0 125,000,000 8

         
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
     
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
           
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