Reference Entity |
Product Type |
Total Number
of Clearing Dealers |
Average Monthly
Clearing Dealers |
Average Daily
Notional (USD EQ) |
Average Number
Trades/Day |
ABX.HE.AAA.06-1 |
Index |
9 |
8.5 |
75,000,000 |
8 |
CDX.EM.13 |
Index |
12 |
12.0 |
650,000,000 |
57 |
CDX.EM.7 |
Index |
8 |
2.2 |
25,000,000 |
0 |
CDX.EM.9 |
Index |
13 |
5.0 |
25,000,000 |
0 |
CDX.NA.HY.10 |
Index |
14 |
11.0 |
425,000,000 |
7 |
CDX.NA.HY.10 |
Tranche |
10 |
9.3 |
125,000,000 |
5 |
CDX.NA.HY.11 |
Index |
12 |
9.7 |
125,000,000 |
3 |
CDX.NA.HY.12 |
Index |
14 |
11.3 |
100,000,000 |
5 |
CDX.NA.HY.13 |
Index |
14 |
11.7 |
525,000,000 |
26 |
CDX.NA.HY.14 |
Index |
16 |
14.8 |
3,075,000,000 |
175 |
CDX.NA.HY.8 |
Index |
14 |
10.0 |
125,000,000 |
2 |
CDX.NA.HY.8 |
Tranche |
13 |
8.3 |
50,000,000 |
1 |
CDX.NA.HY.9 |
Index |
14 |
11.2 |
425,000,000 |
5 |
CDX.NA.HY.9 |
Tranche |
11 |
9.3 |
125,000,000 |
3 |
CDX.NA.IG.10 |
Index |
15 |
11.7 |
550,000,000 |
4 |
CDX.NA.IG.10 |
Tranche |
12 |
5.5 |
25,000,000 |
0 |
CDX.NA.IG.11 |
Index |
15 |
10.0 |
150,000,000 |
2 |
CDX.NA.IG.12 |
Index |
15 |
11.5 |
175,000,000 |
2 |
CDX.NA.IG.13 |
Index |
16 |
13.0 |
1,575,000,000 |
19 |
CDX.NA.IG.14 |
Index |
16 |
16.0 |
18,050,000,000 |
240 |
CDX.NA.IG.8 |
Index |
17 |
12.8 |
400,000,000 |
4 |
CDX.NA.IG.8 |
Tranche |
16 |
11.0 |
125,000,000 |
2 |
CDX.NA.IG.9 |
Index |
17 |
15.8 |
6,700,000,000 |
81 |
CDX.NA.IG.9 |
Tranche |
17 |
16.2 |
2,175,000,000 |
72 |
CDX.NA.IG.HVOL.8 |
Index |
9 |
3.5 |
25,000,000 |
0 |
CDX.NA.IG.HVOL.9 |
Index |
12 |
6.5 |
25,000,000 |
1 |
CMBX.NA.AAA.1 |
Index |
10 |
8.7 |
150,000,000 |
12 |
CMBX.NA.AAA.2 |
Index |
11 |
8.7 |
100,000,000 |
9 |
DOW JONES CDX.NA.HY.7 |
Index |
11 |
7.0 |
25,000,000 |
0 |
DOW JONES CDX.NA.HY.7 |
Tranche |
7 |
3.3 |
25,000,000 |
0 |
DOW JONES CDX.NA.IG.3 |
Index |
10 |
3.3 |
25,000,000 |
0 |
DOW JONES CDX.NA.IG.3 |
Tranche |
9 |
3.5 |
25,000,000 |
0 |
DOW JONES CDX.NA.IG.4 |
Index |
12 |
8.3 |
150,000,000 |
1 |
DOW JONES CDX.NA.IG.4 |
Tranche |
15 |
9.8 |
50,000,000 |
2 |
DOW JONES CDX.NA.IG.5 |
Index |
14 |
11.2 |
225,000,000 |
1 |
DOW JONES CDX.NA.IG.5 |
Tranche |
15 |
10.2 |
75,000,000 |
1 |
DOW JONES CDX.NA.IG.6 |
Index |
16 |
10.8 |
250,000,000 |
1 |
DOW JONES CDX.NA.IG.6 |
Tranche |
16 |
10.3 |
75,000,000 |
1 |
DOW JONES CDX.NA.IG.7 |
Index |
16 |
12.7 |
475,000,000 |
2 |
DOW JONES CDX.NA.IG.7 |
Tranche |
17 |
12.2 |
125,000,000 |
2 |
DOW JONES CDX.NA.IG.HVOL.6 |
Index |
7 |
1.7 |
25,000,000 |
0 |
DOW JONES CDX.NA.IG.HVOL.7 |
Index |
8 |
1.5 |
25,000,000 |
0 |
DOW JONES CDX.NA.XO.7 |
Index |
5 |
1.2 |
25,000,000 |
0 |
IOS.FN30.550.08 |
Index |
8 |
5.8 |
175,000,000 |
4 |
IOS.FN30.650.67 |
Index |
9 |
5.5 |
225,000,000 |
4 |
ITRAXX ASIA EX-JAPAN IG SERIES 12 |
Index |
14 |
10.3 |
50,000,000 |
3 |
ITRAXX ASIA EX-JAPAN IG SERIES 13 |
Index |
15 |
14.0 |
300,000,000 |
25 |
ITRAXX ASIA EX-JAPAN IG SERIES 9 |
Index |
13 |
3.8 |
25,000,000 |
0 |
ITRAXX AUSTRALIA SERIES 11 |
Index |
9 |
2.2 |
25,000,000 |
0 |
ITRAXX AUSTRALIA SERIES 12 |
Index |
13 |
6.0 |
50,000,000 |
2 |
ITRAXX AUSTRALIA SERIES 13 |
Index |
15 |
13.8 |
475,000,000 |
31 |
ITRAXX AUSTRALIA SERIES 9 |
Index |
7 |
1.8 |
25,000,000 |
0 |
ITRAXX EUROPE CROSSOVER SERIES 10 |
Index |
15 |
5.8 |
25,000,000 |
0 |
ITRAXX EUROPE CROSSOVER SERIES 11 |
Index |
14 |
9.2 |
50,000,000 |
1 |
ITRAXX EUROPE CROSSOVER SERIES 12 |
Index |
17 |
13.2 |
300,000,000 |
11 |
ITRAXX EUROPE CROSSOVER SERIES 13 |
Index |
17 |
17.0 |
4,850,000,000 |
265 |
ITRAXX EUROPE CROSSOVER SERIES 5 |
Index |
12 |
3.8 |
25,000,000 |
1 |
ITRAXX EUROPE CROSSOVER SERIES 6 |
Index |
14 |
4.8 |
50,000,000 |
1 |
ITRAXX EUROPE CROSSOVER SERIES 7 |
Index |
17 |
8.8 |
125,000,000 |
2 |
ITRAXX EUROPE CROSSOVER SERIES 8 |
Index |
16 |
9.0 |
125,000,000 |
2 |
ITRAXX EUROPE CROSSOVER SERIES 9 |
Index |
14 |
7.2 |
50,000,000 |
1 |
ITRAXX EUROPE HIVOL SERIES 10 |
Index |
10 |
3.3 |
25,000,000 |
0 |
ITRAXX EUROPE HIVOL SERIES 12 |
Index |
16 |
9.7 |
125,000,000 |
3 |
ITRAXX EUROPE HIVOL SERIES 13 |
Index |
17 |
15.2 |
625,000,000 |
15 |
ITRAXX EUROPE HIVOL SERIES 5 |
Index |
9 |
2.5 |
25,000,000 |
0 |
ITRAXX EUROPE HIVOL SERIES 6 |
Index |
12 |
3.0 |
25,000,000 |
1 |
ITRAXX EUROPE HIVOL SERIES 7 |
Index |
13 |
4.5 |
50,000,000 |
0 |
ITRAXX EUROPE HIVOL SERIES 8 |
Index |
9 |
2.3 |
25,000,000 |
0 |
ITRAXX EUROPE HIVOL SERIES 9 |
Index |
10 |
2.3 |
25,000,000 |
0 |
ITRAXX EUROPE SENIOR FINANCIALS SERIES 10 |
Index |
12 |
4.8 |
125,000,000 |
0 |
ITRAXX EUROPE SENIOR FINANCIALS SERIES 11 |
Index |
9 |
3.5 |
25,000,000 |
0 |
ITRAXX EUROPE SENIOR FINANCIALS SERIES 12 |
Index |
17 |
10.5 |
275,000,000 |
7 |
ITRAXX EUROPE SENIOR FINANCIALS SERIES 13 |
Index |
17 |
17.0 |
4,225,000,000 |
102 |
ITRAXX EUROPE SENIOR FINANCIALS SERIES 8 |
Index |
12 |
3.7 |
25,000,000 |
0 |
ITRAXX EUROPE SENIOR FINANCIALS SERIES 9 |
Index |
14 |
4.3 |
25,000,000 |
0 |
ITRAXX EUROPE SERIES 10 |
Index |
15 |
10.7 |
150,000,000 |
1 |
ITRAXX EUROPE SERIES 11 |
Index |
17 |
12.3 |
275,000,000 |
2 |
ITRAXX EUROPE SERIES 12 |
Index |
17 |
14.8 |
1,650,000,000 |
19 |
ITRAXX EUROPE SERIES 13 |
Index |
17 |
17.0 |
19,675,000,000 |
322 |
ITRAXX EUROPE SERIES 2 |
Index |
12 |
3.0 |
50,000,000 |
0 |
ITRAXX EUROPE SERIES 3 |
Index |
14 |
6.7 |
100,000,000 |
1 |
ITRAXX EUROPE SERIES 4 |
Index |
16 |
10.2 |
225,000,000 |
1 |
ITRAXX EUROPE SERIES 4 |
Tranche |
14 |
6.3 |
25,000,000 |
1 |
ITRAXX EUROPE SERIES 4A |
Tranche |
12 |
4.0 |
25,000,000 |
0 |
ITRAXX EUROPE SERIES 4B |
Tranche |
13 |
5.5 |
25,000,000 |
0 |
ITRAXX EUROPE SERIES 4C |
Tranche |
13 |
5.0 |
25,000,000 |
0 |
ITRAXX EUROPE SERIES 5 |
Index |
16 |
9.7 |
200,000,000 |
1 |
ITRAXX EUROPE SERIES 5 |
Tranche |
12 |
3.8 |
50,000,000 |
0 |
ITRAXX EUROPE SERIES 5B |
Tranche |
13 |
6.3 |
50,000,000 |
0 |
ITRAXX EUROPE SERIES 5C |
Tranche |
10 |
4.7 |
25,000,000 |
0 |
ITRAXX EUROPE SERIES 6 |
Index |
17 |
10.0 |
250,000,000 |
1 |
ITRAXX EUROPE SERIES 6 |
Tranche |
13 |
4.0 |
50,000,000 |
0 |
ITRAXX EUROPE SERIES 6C |
Tranche |
13 |
4.8 |
25,000,000 |
0 |
ITRAXX EUROPE SERIES 7 |
Index |
17 |
11.8 |
350,000,000 |
2 |
ITRAXX EUROPE SERIES 7 |
Tranche |
14 |
4.8 |
50,000,000 |
0 |
ITRAXX EUROPE SERIES 7B |
Tranche |
13 |
6.5 |
25,000,000 |
0 |
ITRAXX EUROPE SERIES 7C |
Tranche |
15 |
7.0 |
25,000,000 |
1 |
ITRAXX EUROPE SERIES 8 |
Index |
16 |
12.2 |
325,000,000 |
2 |
ITRAXX EUROPE SERIES 8 |
Tranche |
15 |
9.8 |
150,000,000 |
2 |
ITRAXX EUROPE SERIES 9 |
Index |
17 |
16.0 |
3,225,000,000 |
30 |
ITRAXX EUROPE SERIES 9 |
Tranche |
17 |
15.5 |
1,075,000,000 |
29 |
ITRAXX EUROPE SUB FINANCIALS SERIES 10 |
Index |
10 |
2.5 |
25,000,000 |
0 |
ITRAXX EUROPE SUB FINANCIALS SERIES 12 |
Index |
17 |
11.2 |
175,000,000 |
6 |
ITRAXX EUROPE SUB FINANCIALS SERIES 13 |
Index |
17 |
16.3 |
1,150,000,000 |
42 |
ITRAXX EUROPE SUB FINANCIALS SERIES 7 |
Index |
13 |
4.5 |
50,000,000 |
0 |
ITRAXX EUROPE SUB FINANCIALS SERIES 8 |
Index |
11 |
5.0 |
25,000,000 |
0 |
ITRAXX EUROPE SUB FINANCIALS SERIES 9 |
Index |
14 |
5.3 |
50,000,000 |
0 |
ITRAXX JAPAN SERIES 13 |
Index |
14 |
12.8 |
350,000,000 |
23 |
ITRAXX SOVX CEEMA SERIES 3 |
Index |
16 |
15.8 |
575,000,000 |
54 |
ITRAXX SOVX WESTERN EUROPE SERIES 2 |
Index |
14 |
9.7 |
250,000,000 |
4 |
ITRAXX SOVX WESTERN EUROPE SERIES 3 |
Index |
17 |
16.0 |
1,675,000,000 |
50 |
LCDX.NA.10 |
Index |
10 |
8.7 |
250,000,000 |
4 |
LCDX.NA.10 |
Tranche |
9 |
7.3 |
50,000,000 |
2 |
LCDX.NA.12 |
Index |
11 |
7.5 |
75,000,000 |
2 |
LCDX.NA.8 |
Index |
10 |
6.3 |
25,000,000 |
1 |
LCDX.NA.9 |
Index |
10 |
8.3 |
50,000,000 |
1 |
LCDX.NA.9 |
Tranche |
9 |
4.3 |
25,000,000 |
0 |