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2018年12月20日到2019年3月19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 |
REF ENTITY |
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) |
TRADES/DAY |
CDX.EM.28 |
Untranched |
9 |
4.3 |
25,000,000 |
0 |
CDX.EM.29 |
Untranched |
10 |
7.0 |
50,000,000 |
4 |
CDX.EM.30 |
Untranched |
11 |
11.0 |
625,000,000 |
53 |
CDX.NA.HY.24 |
Untranched |
7 |
2.7 |
25,000,000 |
0 |
CDX.NA.HY.25 |
Untranched |
9 |
7.0 |
50,000,000 |
1 |
CDX.NA.HY.27 |
Untranched |
9 |
6.3 |
50,000,000 |
1 |
CDX.NA.HY.28 |
Untranched |
10 |
4.7 |
25,000,000 |
0 |
CDX.NA.HY.29 |
Untranched |
11 |
9.0 |
50,000,000 |
4 |
CDX.NA.HY.30 |
Untranched |
11 |
9.0 |
75,000,000 |
2 |
CDX.NA.HY.31 |
Untranched |
13 |
12.3 |
2,425,000,000 |
171 |
CDX.NA.IG.19 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
CDX.NA.IG.22 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
CDX.NA.IG.23 |
Untranched |
7 |
3.0 |
25,000,000 |
0 |
CDX.NA.IG.24 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
CDX.NA.IG.25 |
Untranched |
5 |
3.0 |
50,000,000 |
0 |
CDX.NA.IG.26 |
Untranched |
6 |
3.0 |
25,000,000 |
0 |
CDX.NA.IG.27 |
Tranched |
3 |
2.3 |
25,000,000 |
0 |
CDX.NA.IG.27 |
Untranched |
8 |
6.3 |
50,000,000 |
1 |
CDX.NA.IG.28 |
Untranched |
8 |
5.7 |
50,000,000 |
1 |
CDX.NA.IG.29 |
Tranched |
4 |
3.7 |
25,000,000 |
1 |
CDX.NA.IG.29 |
Untranched |
10 |
8.0 |
75,000,000 |
2 |
CDX.NA.IG.30 |
Untranched |
9 |
8.3 |
175,000,000 |
2 |
CDX.NA.IG.31 |
Untranched |
13 |
13.0 |
8,600,000,000 |
159 |
CMBX.NA.AAA.10 |
Untranched |
8 |
5.3 |
50,000,000 |
4 |
CMBX.NA.AAA.11 |
Untranched |
9 |
8.0 |
75,000,000 |
6 |
CMBX.NA.AAA.6 |
Untranched |
6 |
3.3 |
25,000,000 |
1 |
CMBX.NA.AAA.8 |
Untranched |
8 |
4.7 |
25,000,000 |
3 |
CMBX.NA.AAA.9 |
Untranched |
8 |
4.7 |
25,000,000 |
1 |
CMBX.NA.BBB-.6 |
Untranched |
7 |
6.3 |
50,000,000 |
12 |
Iboxx美元流动性高收益指数系列 |
Untranched |
9 |
7.0 |
125,000,000 |
9 |
IOS.FN30.600.08 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
IOS.FN30.650.67 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
Itraxx亚洲(日本除外)系列25 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
Itraxx亚洲(日本除外)系列28 |
Untranched |
7 |
4.3 |
25,000,000 |
0 |
Itraxx亚洲(日本除外)30系列 |
Untranched |
12 |
10.7 |
125,000,000 |
6 |
Itraxx澳大利亚系列30 |
Untranched |
11 |
10.0 |
75,000,000 |
4 |
Itraxx欧洲跨界系列21 |
Untranched |
4 |
1.3 |
25,000,000 |
0 |
Itraxx欧洲跨界系列22 |
Untranched |
9 |
3.3 |
25,000,000 |
0 |
Itraxx欧洲跨界系列23 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
Itraxx欧洲跨界系列24 |
Untranched |
7 |
4.7 |
25,000,000 |
0 |
Itraxx欧洲跨界系列25 |
Untranched |
7 |
3.7 |
25,000,000 |
0 |
Itraxx欧洲跨界系列26 |
Untranched |
8 |
4.3 |
25,000,000 |
1 |
Itraxx欧洲跨界系列 |
Untranched |
10 |
4.3 |
25,000,000 |
0 |
Itraxx欧洲跨界系列28 |
Untranched |
10 |
7.3 |
25,000,000 |
1 |
Itraxx欧洲跨界系列29 |
Untranched |
11 |
8.0 |
25,000,000 |
1 |
Itraxx欧洲跨界系列30台 |
Untranched |
15 |
15.3 |
1,350,000,000 |
94 |
Itraxx欧洲高级金融系列21 |
Untranched |
3 |
1.3 |
25,000,000 |
0 |
Itraxx欧洲高级金融指数系列22 |
Untranched |
3 |
1.7 |
25,000,000 |
0 |
Itraxx欧洲高级金融指数系列23 |
Untranched |
6 |
2.3 |
25,000,000 |
0 |
Itraxx欧洲高级金融系列24 |
Untranched |
9 |
3.3 |
25,000,000 |
0 |
Itraxx欧洲高级金融系列25 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
Itraxx欧洲高级金融系列26 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
Itraxx欧洲高级金融系列27 |
Untranched |
7 |
5.3 |
25,000,000 |
1 |
Itraxx欧洲高级金融系列28 |
Untranched |
7 |
5.0 |
25,000,000 |
0 |
Itraxx欧洲高级金融指数系列29 |
Untranched |
10 |
6.7 |
25,000,000 |
1 |
Itraxx欧洲高级金融系列30 |
Untranched |
16 |
15.0 |
1,350,000,000 |
37 |
Itraxx欧洲系列21 |
Untranched |
7 |
3.3 |
25,000,000 |
0 |
Itraxx欧洲系列22 |
Untranched |
9 |
4.3 |
50,000,000 |
0 |
Itraxx欧洲系列23 |
Untranched |
6 |
2.7 |
25,000,000 |
0 |
Itraxx欧洲系列24 |
Tranched |
5 |
2.7 |
25,000,000 |
1 |
Itraxx欧洲系列24 |
Untranched |
11 |
7.7 |
100,000,000 |
1 |
Itraxx欧洲系列25 |
Untranched |
11 |
7.0 |
50,000,000 |
1 |
Itraxx欧洲系列26 |
Tranched |
5 |
3.0 |
25,000,000 |
0 |
Itraxx欧洲系列26 |
Untranched |
10 |
7.3 |
175,000,000 |
2 |
Itraxx欧洲系列27 |
Untranched |
10 |
8.0 |
75,000,000 |
1 |
Itraxx欧洲系列28 |
Tranched |
5 |
3.3 |
100,000,000 |
1 |
Itraxx欧洲系列28 |
Untranched |
11 |
9.0 |
275,000,000 |
4 |
Itraxx欧洲系列29 |
Untranched |
12 |
11.0 |
225,000,000 |
3 |
Itraxx欧洲系列30 |
Tranched |
4 |
4.0 |
100,000,000 |
1 |
Itraxx欧洲系列30 |
Untranched |
16 |
16.3 |
5,900,000,000 |
126 |
MBX.FN30.650.67 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |