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6月24日到2023年9月22日的三个月期间.
|
|
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) |
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 |
0 |
0.0 |
25,000,000 |
4 |
| CDX.EM.37 |
Untranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.EM.38 |
Untranched |
0 |
0.0 |
25,000,000 |
2 |
| CDX.EM.39 |
Untranched |
7 |
6.3 |
1,300,000,000 |
100 |
| CDX.EM.40 |
Untranched |
4 |
1.3 |
350,000,000 |
25 |
| CDX.NA.HY.31 |
Tranched |
3 |
1.0 |
25,000,000 |
0 |
| CDX.NA.HY.31 |
Untranched |
0 |
0.0 |
100,000,000 |
2 |
| CDX.NA.HY.32 |
Untranched |
0 |
0.0 |
75,000,000 |
0 |
| CDX.NA.HY.33 |
Tranched |
3 |
1.3 |
50,000,000 |
2 |
| CDX.NA.HY.33 |
Untranched |
0 |
0.0 |
175,000,000 |
3 |
| CDX.NA.HY.34 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| CDX.NA.HY.35 |
Untranched |
1 |
0.3 |
175,000,000 |
3 |
| CDX.NA.HY.36 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| CDX.NA.HY.37 |
Tranched |
3 |
1.7 |
25,000,000 |
1 |
| CDX.NA.HY.37 |
Untranched |
2 |
0.7 |
125,000,000 |
3 |
| CDX.NA.HY.38 |
Untranched |
0 |
0.0 |
150,000,000 |
3 |
| CDX.NA.HY.39 |
Tranched |
5 |
2.3 |
25,000,000 |
2 |
| CDX.NA.HY.39 |
Untranched |
2 |
0.7 |
350,000,000 |
9 |
| CDX.NA.HY.40 |
Untranched |
9 |
8.7 |
6,325,000,000 |
479 |
| CDX.NA.IG.31 |
Tranched |
2 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.31 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| CDX.NA.IG.32 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| CDX.NA.IG.33 |
Tranched |
2 |
1.0 |
25,000,000 |
0 |
| CDX.NA.IG.33 |
Untranched |
1 |
0.3 |
275,000,000 |
2 |
| CDX.NA.IG.34 |
Untranched |
0 |
0.0 |
150,000,000 |
1 |
| CDX.NA.IG.35 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.IG.35 |
Untranched |
0 |
0.0 |
175,000,000 |
2 |
| CDX.NA.IG.36 |
Untranched |
0 |
0.0 |
300,000,000 |
1 |
| CDX.NA.IG.37 |
Tranched |
2 |
0.7 |
25,000,000 |
0 |
| CDX.NA.IG.37 |
Untranched |
1 |
0.3 |
275,000,000 |
2 |
| CDX.NA.IG.38 |
Untranched |
1 |
0.3 |
475,000,000 |
3 |
| CDX.NA.IG.39 |
Tranched |
4 |
2.0 |
50,000,000 |
1 |
| CDX.NA.IG.39 |
Untranched |
2 |
1.3 |
1,025,000,000 |
9 |
| CDX.NA.IG.40 |
Untranched |
8 |
8.0 |
26,750,000,000 |
426 |
| CDX.NA.IG.41 |
Untranched |
6 |
2.0 |
5,925,000,000 |
114 |
| CMBX.NA.AAA.10 |
Untranched |
4 |
1.7 |
25,000,000 |
1 |
| CMBX.NA.BBB-.6 |
Untranched |
2 |
1.3 |
25,000,000 |
3 |
| 除日本以外的亚洲地区
SERIES 32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 除日本以外的亚洲地区
SERIES 33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 除日本以外的亚洲地区
SERIES 39 |
Untranched |
7 |
3.7 |
425,000,000 |
29 |
| Itraxx澳大利亚系列39 |
Untranched |
3 |
1.7 |
175,000,000 |
9 |
| Itraxx欧洲跨界车
SERIES 30 |
Untranched |
1 |
0.3 |
50,000,000 |
1 |
| Itraxx欧洲跨界车
SERIES 31 |
Untranched |
0 |
0.0 |
50,000,000 |
1 |
| Itraxx欧洲跨界车
SERIES 32 |
Untranched |
0 |
0.0 |
175,000,000 |
2 |
| Itraxx欧洲跨界车
SERIES 33 |
Untranched |
1 |
0.3 |
175,000,000 |
2 |
| Itraxx欧洲跨界车
SERIES 34 |
Untranched |
0 |
0.0 |
225,000,000 |
4 |
| Itraxx欧洲跨界车
SERIES 35 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
| Itraxx欧洲跨界车
SERIES 36 |
Tranched |
5 |
3.7 |
50,000,000 |
4 |
| Itraxx欧洲跨界车
SERIES 36 |
Untranched |
4 |
2.7 |
375,000,000 |
6 |
| Itraxx欧洲跨界车
SERIES 37 |
Untranched |
2 |
1.0 |
325,000,000 |
4 |
| Itraxx欧洲跨界车
SERIES 38 |
Untranched |
6 |
4.3 |
500,000,000 |
16 |
| Itraxx欧洲跨界车
SERIES 39 |
Untranched |
9 |
9.0 |
4,825,000,000 |
296 |
| Itraxx欧洲跨界车
SERIES 40 |
Untranched |
8 |
2.7 |
950,000,000 |
34 |
| 我是欧洲高级
金融系列30 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| 我是欧洲高级
财务系列31 |
Untranched |
0 |
0.0 |
50,000,000 |
0 |
| 我是欧洲高级
金融系列32 |
Untranched |
1 |
0.3 |
75,000,000 |
1 |
| 我是欧洲高级
金融系列33 |
Untranched |
1 |
0.3 |
150,000,000 |
1 |
| 我是欧洲高级
财务系列34 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| 我是欧洲高级
金融系列35 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| 我是欧洲高级
金融系列36 |
Untranched |
0 |
0.0 |
100,000,000 |
1 |
| 我是欧洲高级
财务系列37 |
Untranched |
1 |
0.3 |
200,000,000 |
1 |
| 我是欧洲高级
金融系列38 |
Untranched |
2 |
0.7 |
300,000,000 |
3 |
| 我是欧洲高级
金融系列第39期 |
Untranched |
6 |
3.3 |
2,250,000,000 |
62 |
| 我是欧洲高级
金融系列40 |
Untranched |
3 |
1.0 |
625,000,000 |
8 |
| Itraxx欧洲系列30 |
Tranched |
0 |
0.0 |
50,000,000 |
0 |
| Itraxx欧洲系列30 |
Untranched |
0 |
0.0 |
125,000,000 |
2 |
| Itraxx欧洲系列31 |
Untranched |
0 |
0.0 |
225,000,000 |
2 |
| Itraxx欧洲系列32 |
Tranched |
4 |
2.3 |
125,000,000 |
2 |
| Itraxx欧洲系列32 |
Untranched |
1 |
0.3 |
575,000,000 |
4 |
| Itraxx欧洲系列33 |
Untranched |
0 |
0.0 |
350,000,000 |
2 |
| Itraxx欧洲系列34 |
Tranched |
5 |
3.3 |
100,000,000 |
1 |
| Itraxx欧洲系列34 |
Untranched |
2 |
0.7 |
575,000,000 |
4 |
| Itraxx欧洲系列35 |
Untranched |
0 |
0.0 |
475,000,000 |
3 |
| Itraxx欧洲系列36 |
Tranched |
5 |
3.3 |
125,000,000 |
2 |
| Itraxx欧洲系列36 |
Untranched |
1 |
0.3 |
775,000,000 |
6 |
| Itraxx欧洲系列37 |
Untranched |
4 |
1.7 |
1,125,000,000 |
7 |
| Itraxx欧洲系列38 |
Tranched |
5 |
4.7 |
125,000,000 |
3 |
| Itraxx欧洲系列38 |
Untranched |
4 |
1.3 |
1,675,000,000 |
13 |
| Itraxx欧洲系列39 |
Untranched |
10 |
8.7 |
19,125,000,000 |
325 |
| Itraxx欧洲系列40 |
Untranched |
8 |
2.7 |
3,725,000,000 |
42 |
| Itraxx欧洲金融类股
SERIES 36 |
Untranched |
1 |
0.3 |
50,000,000 |
0 |
| Itraxx欧洲金融类股
SERIES 38 |
Untranched |
2 |
0.7 |
75,000,000 |
2 |
| Itraxx欧洲金融类股
SERIES 39 |
Untranched |
2 |
1.3 |
350,000,000 |
15 |
| Itraxx日本系列32 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| 日本Itraxx系列33 |
Untranched |
0 |
0.0 |
25,000,000 |
0 |
| Itraxx日本系列34 |
Untranched |
1 |
0.3 |
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 |
3 |
1.0 |
25,000,000 |
0 |
| Itraxx日本系列37 |
Untranched |
4 |
1.7 |
25,000,000 |
0 |
| 日本Itraxx系列38 |
Untranched |
5 |
1.7 |
25,000,000 |
0 |
| Itraxx日本系列39 |
Untranched |
14 |
8.7 |
75,000,000 |
5 |
|
|
|
|
|
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