表:按参考实体划分的单名信用违约互换(CDS)交易汇总数据
样本涵盖了从2022年12月24日到2023年3月24日的三个月时间.
数据解释 (pdf).
|
|
总数 |
月平均 |
AVERAGE DAILY |
平均数量 |
| REF ENTITY |
PRODUCT TYPE |
清算经销商 |
清算经销商 |
名义(美元) |
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 |
2 |
| CDX.EM.37 |
Untranched |
4 |
1.7 |
25,000,000 |
1 |
| CDX.EM.38 |
Untranched |
7 |
6.7 |
1,525,000,000 |
160 |
| CDX.EM.39 |
Untranched |
7 |
2.3 |
300,000,000 |
21 |
| CDX.NA.HY.30 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.HY.31 |
Tranched |
6 |
2.7 |
50,000,000 |
5 |
| CDX.NA.HY.31 |
Untranched |
0 |
0.0 |
125,000,000 |
3 |
| CDX.NA.HY.32 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| CDX.NA.HY.33 |
Tranched |
5 |
4.0 |
50,000,000 |
3 |
| CDX.NA.HY.33 |
Untranched |
0 |
0.0 |
325,000,000 |
5 |
| CDX.NA.HY.34 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| CDX.NA.HY.35 |
Untranched |
0 |
0.0 |
150,000,000 |
3 |
| CDX.NA.HY.36 |
Untranched |
2 |
0.7 |
50,000,000 |
1 |
| CDX.NA.HY.37 |
Tranched |
5 |
3.7 |
75,000,000 |
4 |
| CDX.NA.HY.37 |
Untranched |
3 |
1.0 |
225,000,000 |
5 |
| CDX.NA.HY.38 |
Untranched |
5 |
1.7 |
400,000,000 |
14 |
| CDX.NA.HY.39 |
Untranched |
10 |
9.0 |
9,525,000,000 |
646 |
| CDX.NA.IG.28 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.30 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.31 |
Tranched |
3 |
1.0 |
25,000,000 |
1 |
| CDX.NA.IG.31 |
Untranched |
0 |
0.0 |
200,000,000 |
1 |
| CDX.NA.IG.32 |
Untranched |
1 |
0.3 |
50,000,000 |
0 |
| CDX.NA.IG.33 |
Tranched |
5 |
1.7 |
25,000,000 |
1 |
| CDX.NA.IG.33 |
Untranched |
2 |
0.7 |
375,000,000 |
2 |
| CDX.NA.IG.34 |
Untranched |
1 |
0.3 |
125,000,000 |
1 |
| CDX.NA.IG.35 |
Tranched |
2 |
0.7 |
25,000,000 |
1 |
| CDX.NA.IG.35 |
Untranched |
0 |
0.0 |
300,000,000 |
2 |
| CDX.NA.IG.36 |
Untranched |
1 |
0.3 |
175,000,000 |
2 |
| CDX.NA.IG.37 |
Tranched |
5 |
2.7 |
25,000,000 |
1 |
| CDX.NA.IG.37 |
Untranched |
2 |
0.7 |
500,000,000 |
4 |
| CDX.NA.IG.38 |
Untranched |
5 |
3.0 |
1,000,000,000 |
13 |
| CDX.NA.IG.39 |
Tranched |
6 |
3.7 |
175,000,000 |
3 |
| CDX.NA.IG.39 |
Untranched |
9 |
8.3 |
36,675,000,000 |
596 |
| CDX.NA.IG.40 |
Untranched |
7 |
2.3 |
7,250,000,000 |
163 |
| CMBX.NA.AAA.10 |
Untranched |
2 |
1.7 |
25,000,000 |
1 |
| CMBX.NA.BBB-.6 |
Untranched |
5 |
3.3 |
25,000,000 |
4 |
| Iboxx美元流动性高收益指数系列 |
Untranched |
5 |
2.7 |
150,000,000 |
9 |
| Itraxx亚洲(日本除外)系列33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| Itraxx亚洲(日本除外)系列38 |
Untranched |
6 |
3.3 |
325,000,000 |
23 |
| Itraxx澳大利亚系列38 |
Untranched |
4 |
1.7 |
175,000,000 |
8 |
| Itraxx欧洲跨界系列29 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| Itraxx欧洲跨界系列30台 |
Untranched |
1 |
0.3 |
125,000,000 |
2 |
| Itraxx欧洲跨界系列31 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| Itraxx欧洲跨界系列32 |
Untranched |
2 |
0.7 |
175,000,000 |
3 |
| Itraxx欧洲跨界系列33 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| Itraxx欧洲跨界系列 |
Untranched |
2 |
0.7 |
225,000,000 |
3 |
| Itraxx欧洲跨界系列35 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| Itraxx欧洲跨界系列36 |
Tranched |
5 |
3.7 |
75,000,000 |
6 |
| Itraxx欧洲跨界系列36 |
Untranched |
5 |
3.0 |
350,000,000 |
5 |
| Itraxx欧洲跨界系列37 |
Untranched |
7 |
4.7 |
350,000,000 |
8 |
| Itraxx欧洲跨界系列38 |
Untranched |
9 |
8.7 |
7,350,000,000 |
475 |
| Itraxx欧洲跨界系列39 |
Untranched |
8 |
2.7 |
875,000,000 |
46 |
| Itraxx欧洲高级金融系列30 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| Itraxx欧洲高级金融系列31 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| Itraxx欧洲高级金融指数系列32 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
| Itraxx欧洲高级金融指数系列33 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| Itraxx欧洲高级金融系列34 |
Untranched |
0 |
0.0 |
125,000,000 |
1 |
| Itraxx欧洲高级金融指数系列35 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| Itraxx欧洲高级金融指数系列36 |
Untranched |
1 |
0.3 |
175,000,000 |
1 |
| Itraxx欧洲高级金融指数系列37 |
Untranched |
4 |
1.7 |
350,000,000 |
3 |
| Itraxx欧洲高级金融指数系列38 |
Untranched |
8 |
6.3 |
3,925,000,000 |
104 |
| Itraxx欧洲高级金融指数系列39 |
Untranched |
4 |
1.3 |
675,000,000 |
11 |
| Itraxx欧洲系列29 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
| Itraxx欧洲系列30 |
Tranched |
3 |
2.3 |
75,000,000 |
2 |
| Itraxx欧洲系列30 |
Untranched |
1 |
0.3 |
550,000,000 |
3 |
| Itraxx欧洲系列31 |
Untranched |
2 |
1.0 |
225,000,000 |
2 |
| Itraxx欧洲系列32 |
Tranched |
4 |
3.7 |
150,000,000 |
3 |
| Itraxx欧洲系列32 |
Untranched |
0 |
0.0 |
650,000,000 |
5 |
| Itraxx欧洲系列33 |
Untranched |
2 |
0.7 |
250,000,000 |
2 |
| Itraxx欧洲系列34 |
Tranched |
3 |
1.7 |
125,000,000 |
1 |
| Itraxx欧洲系列34 |
Untranched |
2 |
0.7 |
750,000,000 |
5 |
| Itraxx欧洲系列35 |
Untranched |
1 |
0.3 |
350,000,000 |
3 |
| Itraxx欧洲系列36 |
Tranched |
5 |
3.7 |
75,000,000 |
4 |
| Itraxx欧洲系列36 |
Untranched |
4 |
1.7 |
1,325,000,000 |
8 |
| Itraxx欧洲系列37 |
Untranched |
8 |
4.7 |
1,475,000,000 |
15 |
| Itraxx欧洲系列38 |
Tranched |
5 |
4.7 |
175,000,000 |
3 |
| Itraxx欧洲系列38 |
Untranched |
10 |
9.0 |
28,900,000,000 |
483 |
| Itraxx欧洲系列39 |
Untranched |
8 |
2.7 |
3,275,000,000 |
42 |
| Itraxx欧洲金融分项指数系列34 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
| Itraxx欧洲金融分项指数系列36 |
Untranched |
3 |
1.3 |
50,000,000 |
1 |
| Itraxx欧洲金融分项指数系列37 |
Untranched |
3 |
1.3 |
75,000,000 |
2 |
| Itraxx欧洲金融分项指数系列38 |
Untranched |
9 |
5.3 |
550,000,000 |
33 |
| Itraxx欧洲金融分项指数系列39 |
Untranched |
3 |
1.0 |
150,000,000 |
5 |
| 日本Itraxx系列31 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| Itraxx日本系列32 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| 日本Itraxx系列33 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| Itraxx日本系列34 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| 日本Itraxx系列35 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| Itraxx日本系列36 |
Untranched |
2 |
1.3 |
25,000,000 |
0 |
| Itraxx日本系列37 |
Untranched |
4 |
2.7 |
25,000,000 |
1 |
| 日本Itraxx系列38 |
Untranched |
13 |
9.7 |
125,000,000 |
9 |