表:指数型信用违约互换(CDX)参考实体交易汇总数据
样本涵盖了从2022年6月20日到2022年9月23日的三个月时间
数据解释 (pdf).
|
|
总数 |
月平均 |
平均每日 |
平均数量 |
| 裁判实体 |
vnsr威尼斯城官网登入类型 |
清算经销商 |
清算经销商 |
名义(美元) |
交易/天 |
| CDX.EM.34 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.EM.35 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.EM.36 |
Untranched |
6 |
3.7 |
75,000,000 |
12 |
| CDX.EM.37 |
Untranched |
8 |
7.3 |
1,600,000,000 |
138 |
| CDX.EM.38 |
Untranched |
5 |
1.7 |
350,000,000 |
24 |
| CDX.NA.HY.29 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.HY.30 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
| CDX.NA.HY.31 |
Tranched |
6 |
5.0 |
25,000,000 |
2 |
| CDX.NA.HY.31 |
Untranched |
3 |
1.0 |
100,000,000 |
2 |
| CDX.NA.HY.32 |
Untranched |
1 |
0.7 |
25,000,000 |
1 |
| CDX.NA.HY.33 |
Tranched |
5 |
4.0 |
25,000,000 |
2 |
| CDX.NA.HY.33 |
Untranched |
3 |
1.0 |
150,000,000 |
3 |
| CDX.NA.HY.34 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.HY.35 |
Untranched |
4 |
1.7 |
100,000,000 |
2 |
| CDX.NA.HY.36 |
Untranched |
2 |
0.7 |
50,000,000 |
1 |
| CDX.NA.HY.37 |
Tranched |
5 |
4.3 |
100,000,000 |
4 |
| CDX.NA.HY.37 |
Untranched |
7 |
4.7 |
300,000,000 |
10 |
| CDX.NA.HY.38 |
Untranched |
11 |
10.7 |
12,025,000,000 |
697 |
| CDX.NA.IG.28 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.29 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| CDX.NA.IG.31 |
Tranched |
5 |
3.0 |
25,000,000 |
1 |
| CDX.NA.IG.31 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| CDX.NA.IG.32 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| CDX.NA.IG.33 |
Tranched |
5 |
3.7 |
25,000,000 |
0 |
| CDX.NA.IG.33 |
Untranched |
1 |
0.7 |
100,000,000 |
1 |
| CDX.NA.IG.34 |
Untranched |
2 |
1.0 |
125,000,000 |
1 |
| CDX.NA.IG.35 |
Untranched |
1 |
0.7 |
100,000,000 |
1 |
| CDX.NA.IG.36 |
Untranched |
4 |
1.7 |
150,000,000 |
1 |
| CDX.NA.IG.37 |
Tranched |
5 |
4.7 |
150,000,000 |
2 |
| CDX.NA.IG.37 |
Untranched |
8 |
4.3 |
875,000,000 |
10 |
| CDX.NA.IG.38 |
Untranched |
10 |
9.3 |
41,550,000,000 |
688 |
| CDX.NA.IG.39 |
Untranched |
9 |
3.0 |
5,700,000,000 |
95 |
| CMBX.NA.AAA.10 |
Untranched |
5 |
3.0 |
25,000,000 |
1 |
| CMBX.NA.AAA.8 |
Untranched |
5 |
2.3 |
25,000,000 |
1 |
| CMBX.NA.BBB-.6 |
Untranched |
8 |
6.3 |
75,000,000 |
18 |
| 美元流动性高点
收益指数系列1 |
Untranched |
6 |
6.0 |
425,000,000 |
26 |
| 除日本以外的亚洲地区
系列32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 除日本以外的亚洲地区
系列37 |
Untranched |
8 |
6.7 |
400,000,000 |
27 |
| 除日本以外的亚洲地区
SERIES 38 |
Untranched |
2 |
0.7 |
125,000,000 |
3 |
| Itraxx澳大利亚系列
32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| Itraxx澳大利亚系列
37 |
Untranched |
6 |
4.3 |
175,000,000 |
12 |
| Itraxx欧洲跨界车
SERIES 28 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| Itraxx欧洲跨界车
SERIES 29 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| Itraxx欧洲跨界车
系列30 |
Untranched |
2 |
0.7 |
50,000,000 |
1 |
| Itraxx欧洲跨界车
SERIES 31 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| Itraxx欧洲跨界车
系列32 |
Untranched |
5 |
3.0 |
50,000,000 |
1 |
| Itraxx欧洲跨界车
SERIES 33 |
Untranched |
3 |
1.0 |
25,000,000 |
1 |
| Itraxx欧洲跨界车
SERIES 34 |
Untranched |
3 |
1.0 |
75,000,000 |
2 |
| Itraxx欧洲跨界车
SERIES 35 |
Untranched |
4 |
2.0 |
50,000,000 |
1 |
| Itraxx欧洲跨界车
SERIES 36 |
Tranched |
5 |
4.7 |
100,000,000 |
5 |
| Itraxx欧洲跨界车
SERIES 36 |
Untranched |
9 |
7.3 |
550,000,000 |
18 |
| Itraxx欧洲跨界车
系列37 |
Untranched |
11 |
11.0 |
11,075,000,000 |
557 |
| Itraxx欧洲跨界车
SERIES 38 |
Untranched |
10 |
3.3 |
1,125,000,000 |
53 |
| 我是欧洲高级
金融系列28 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| 我是欧洲高级
金融系列29 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| 我是欧洲高级
金融系列30 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 我是欧洲高级
财务系列31 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 我是欧洲高级
金融系列32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 我是欧洲高级
金融系列33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 我是欧洲高级
财务系列34 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
| 我是欧洲高级
金融系列35 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| 我是欧洲高级
金融系列36 |
Untranched |
4 |
2.3 |
150,000,000 |
2 |
| 我是欧洲高级
财务系列37 |
Untranched |
9 |
8.3 |
3,350,000,000 |
77 |
| 我是欧洲高级
金融系列38 |
Untranched |
6 |
2.0 |
600,000,000 |
8 |
| Itraxx欧洲系列28 |
Tranched |
3 |
1.3 |
25,000,000 |
0 |
| Itraxx欧洲系列28 |
Untranched |
3 |
1.3 |
150,000,000 |
1 |
| Itraxx欧洲系列29 |
Untranched |
2 |
0.7 |
125,000,000 |
1 |
| Itraxx欧洲系列30 |
Tranched |
6 |
4.3 |
100,000,000 |
1 |
| Itraxx欧洲系列30 |
Untranched |
2 |
0.7 |
325,000,000 |
3 |
| Itraxx欧洲系列31 |
Untranched |
1 |
0.3 |
100,000,000 |
1 |
| Itraxx欧洲系列32 |
Tranched |
6 |
5.0 |
75,000,000 |
2 |
| Itraxx欧洲系列32 |
Untranched |
5 |
2.3 |
525,000,000 |
4 |
| Itraxx欧洲系列33 |
Untranched |
2 |
0.7 |
150,000,000 |
2 |
| Itraxx欧洲系列34 |
Tranched |
5 |
3.3 |
50,000,000 |
1 |
| Itraxx欧洲系列34 |
Untranched |
1 |
0.7 |
350,000,000 |
4 |
| Itraxx欧洲系列35 |
Untranched |
6 |
3.3 |
125,000,000 |
1 |
| Itraxx欧洲系列36 |
Tranched |
5 |
5.0 |
125,000,000 |
3 |
| Itraxx欧洲系列36 |
Untranched |
8 |
6.7 |
1,125,000,000 |
18 |
| Itraxx欧洲系列37 |
Untranched |
11 |
9.7 |
43,725,000,000 |
573 |
| Itraxx欧洲系列38 |
Untranched |
8 |
2.7 |
3,700,000,000 |
40 |
| Itraxx欧洲潜艇
金融系列36 |
Untranched |
2 |
0.7 |
25,000,000 |
1 |
| Itraxx欧洲潜艇
财务系列37 |
Untranched |
9 |
6.0 |
300,000,000 |
18 |
| 日本Itraxx系列31 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
| Itraxx日本系列32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 日本Itraxx系列35 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
| Itraxx日本系列36 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| Itraxx日本系列37 |
Untranched |
12 |
8.7 |
125,000,000 |
10 |
|
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