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2023年12月23日到2024年3月22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 |
0 |
0.0 |
25,000,000 |
0 |
CDX.EM.36 |
Untranched |
0 |
0.0 |
25,000,000 |
2 |
CDX.EM.37 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
CDX.EM.38 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
CDX.EM.39 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
CDX.EM.40 |
Untranched |
8 |
6.7 |
1,325,000,000 |
92 |
CDX.NA.HY.32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
CDX.NA.HY.33 |
Tranched |
6 |
3.7 |
50,000,000 |
2 |
CDX.NA.HY.33 |
Untranched |
4 |
1.3 |
125,000,000 |
2 |
CDX.NA.HY.34 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
CDX.NA.HY.35 |
Untranched |
0 |
0.0 |
125,000,000 |
3 |
CDX.NA.HY.36 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
CDX.NA.HY.37 |
Tranched |
6 |
3.0 |
50,000,000 |
3 |
CDX.NA.HY.37 |
Untranched |
1 |
0.3 |
75,000,000 |
6 |
CDX.NA.HY.38 |
Untranched |
0 |
0.0 |
75,000,000 |
3 |
CDX.NA.HY.39 |
Tranched |
5 |
3.3 |
75,000,000 |
4 |
CDX.NA.HY.39 |
Untranched |
0 |
0.0 |
125,000,000 |
4 |
CDX.NA.HY.40 |
Untranched |
1 |
0.3 |
125,000,000 |
4 |
CDX.NA.HY.41 |
Untranched |
10 |
8.3 |
5,950,000,000 |
420 |
CDX.NA.IG.33 |
Tranched |
2 |
0.7 |
25,000,000 |
1 |
CDX.NA.IG.33 |
Untranched |
0 |
0.0 |
100,000,000 |
0 |
CDX.NA.IG.34 |
Untranched |
0 |
0.0 |
100,000,000 |
0 |
CDX.NA.IG.35 |
Tranched |
2 |
1.0 |
25,000,000 |
1 |
CDX.NA.IG.35 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
CDX.NA.IG.36 |
Untranched |
1 |
0.3 |
50,000,000 |
0 |
CDX.NA.IG.37 |
Tranched |
2 |
1.0 |
50,000,000 |
1 |
CDX.NA.IG.37 |
Untranched |
1 |
0.3 |
150,000,000 |
1 |
CDX.NA.IG.38 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
CDX.NA.IG.39 |
Tranched |
3 |
1.3 |
25,000,000 |
1 |
CDX.NA.IG.39 |
Untranched |
1 |
0.3 |
175,000,000 |
3 |
CDX.NA.IG.40 |
Untranched |
2 |
0.7 |
550,000,000 |
5 |
CDX.NA.IG.41 |
Tranched |
6 |
3.0 |
125,000,000 |
3 |
CDX.NA.IG.41 |
Untranched |
8 |
8.0 |
28,275,000,000 |
421 |
CMBX.NA.BBB-.6 |
Untranched |
1 |
0.3 |
25,000,000 |
1 |
液体高收率
索引系列1 |
Untranched |
3 |
1.7 |
100,000,000 |
5 |
除日本以外的亚洲地区
系列40 |
Untranched |
6 |
3.0 |
325,000,000 |
15 |
Itraxx澳大利亚系列40 |
Untranched |
3 |
1.0 |
125,000,000 |
5 |
Itraxx欧洲跨界车
SERIES 31 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
Itraxx欧洲跨界车
SERIES 32 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
Itraxx欧洲跨界车
系列33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
Itraxx欧洲跨界车
SERIES 34 |
Untranched |
0 |
0.0 |
125,000,000 |
2 |
Itraxx欧洲跨界车
SERIES 35 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
Itraxx欧洲跨界车
SERIES 36 |
Untranched |
3 |
1.0 |
150,000,000 |
4 |
Itraxx欧洲跨界车
系列37 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
Itraxx欧洲跨界车
SERIES 38 |
Untranched |
7 |
3.7 |
225,000,000 |
7 |
Itraxx欧洲跨界车
39系列 |
Untranched |
5 |
2.3 |
300,000,000 |
9 |
Itraxx欧洲跨界车
系列40 |
Tranched |
5 |
4.3 |
125,000,000 |
4 |
Itraxx欧洲跨界车
系列40 |
Untranched |
9 |
9.0 |
5,000,000,000 |
294 |
我是欧洲高级
财务系列31 |
Untranched |
0 |
0.0 |
25,000,000 |
1 |
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 |
50,000,000 |
0 |
我是欧洲高级
财务系列34 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
我是欧洲高级
金融系列35 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
我是欧洲高级
金融系列36 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
我是欧洲高级
财务系列37 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
我是欧洲高级
金融系列38 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
我是欧洲高级
金融系列第39期 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
我是欧洲高级
金融系列40 |
Untranched |
8 |
5.7 |
2,700,000,000 |
64 |
Itraxx欧洲系列31 |
Untranched |
0 |
0.0 |
75,000,000 |
1 |
Itraxx欧洲系列32 |
Tranched |
3 |
1.7 |
100,000,000 |
1 |
Itraxx欧洲系列32 |
Untranched |
0 |
0.0 |
175,000,000 |
1 |
Itraxx欧洲系列33 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
Itraxx欧洲系列34 |
Tranched |
4 |
1.7 |
50,000,000 |
1 |
Itraxx欧洲系列34 |
Untranched |
0 |
0.0 |
275,000,000 |
2 |
Itraxx欧洲系列35 |
Untranched |
0 |
0.0 |
175,000,000 |
1 |
Itraxx欧洲系列36 |
Tranched |
4 |
2.3 |
75,000,000 |
2 |
Itraxx欧洲系列36 |
Untranched |
0 |
0.0 |
250,000,000 |
3 |
Itraxx欧洲系列37 |
Untranched |
2 |
0.7 |
425,000,000 |
2 |
Itraxx欧洲系列38 |
Tranched |
3 |
1.3 |
50,000,000 |
1 |
Itraxx欧洲系列38 |
Untranched |
1 |
0.3 |
375,000,000 |
5 |
Itraxx欧洲系列39 |
Untranched |
5 |
2.0 |
975,000,000 |
6 |
Itraxx欧洲系列40 |
Tranched |
5 |
3.3 |
100,000,000 |
2 |
Itraxx欧洲系列40 |
Untranched |
9 |
8.3 |
20,525,000,000 |
321 |
Itraxx欧洲金融类股
SERIES 36 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
Itraxx欧洲金融类股
39系列 |
Untranched |
1 |
0.7 |
50,000,000 |
1 |
Itraxx欧洲金融类股
系列40 |
Untranched |
5 |
3.0 |
425,000,000 |
20 |
日本Itraxx系列31 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
日本Itraxx系列35 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
Itraxx日本系列36 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
Itraxx日本系列37 |
Untranched |
2 |
0.7 |
25,000,000 |
0 |
日本Itraxx系列38 |
Untranched |
1 |
0.3 |
25,000,000 |
0 |
Itraxx日本系列39 |
Untranched |
5 |
2.7 |
25,000,000 |
0 |
日本Itraxx系列40 |
Untranched |
10 |
7.0 |
50,000,000 |
3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|