Today

Last week

Index

Type

Gross Notional

Net Notional

Net Notional

Change

ITRAXX EUROPE 17

351,346,291,855

44,383,154,723

37,642,521,516

6,740,633,207

CDX.NA.IG.9

818,852,195,989

148,852,235,047

145,782,810,765

3,069,424,282

ITRAXX EUROPE 9

616,556,251,632

64,998,650,922

62,601,849,948

2,396,800,974

CDX.NA.HY.18

67,152,281,506

18,777,785,500

17,262,419,000

1,515,366,500

ITRAXX XOVER 17

72,022,637,823

9,133,363,275

8,629,557,282

503,805,993

CDX.NA.HY.10

71,048,573,980

14,778,702,880

14,309,027,880

469,675,000

CDX.NA.HY.8

79,521,570,483

25,771,291,080

25,507,045,127

264,245,953

CDX.NA.HY.9

52,839,230,796

15,773,902,087

16,110,327,087

-336,425,000

CDX.NA.HY.15

Tranched

18,165,700,000

2,197,750,000

2,587,000,000

-389,250,000

ITRAXX XOVER 16

63,828,231,279

8,886,637,665

9,343,133,693

-456,496,028

CDX.NA.HY.17

72,421,353,158

14,632,439,572

15,112,305,572

-479,866,000

CDX.NA.IG.17

239,782,360,661

22,073,744,475

22,690,244,475

-616,500,000

ITRAXX EUROPE 13

168,047,076,049

5,946,101,041

6,760,884,446

-814,783,405

ITRAXX EUROPE 9

Tranched

522,199,226,388

91,904,261,492

92,873,608,045

-969,346,553

CDX.NA.IG.18

390,007,779,628

72,766,150,899

74,088,248,711

-1,322,097,812

ITRAXX EUROPE 15

271,380,475,383

9,057,978,132

11,049,897,794

-1,991,919,662

ITRAXX EUROPE 11

85,437,429,925

6,228,166,157

8,399,669,547

-2,171,503,390

ITRAXX EUROPE 16

292,719,533,251

19,859,018,605

22,295,070,780

-2,436,052,175

DOW JONES IG6

Tranched

93,282,812,914

23,939,758,498

28,525,773,700

-4,586,015,202

DOW JONES IG7

Tranched

145,975,424,937

32,188,566,235

37,254,448,400

-5,065,882,165

CDX.NA.IG8

Tranched

129,316,974,124

13,669,215,153

18,779,846,390

-5,110,631,237

CDX.NA.IG9

Tranched

557,463,551,749

56,277,411,028

64,276,512,184

-7,999,101,156