ICE Data Services (IG corporate bond traded volumes)


Market Volume: Observed trades in EUR and GBP investment grade corporate bonds

ICE Data Services incorporates a combination of publicly available data sets from trade repositories as well as proprietary and non-public sources of market colour and transactional data across global markets, along with evaluated pricing information and reference data to support statistical calibrations.

The market volume evolution represents the changes in the monthly aggregate volumes of all observed trades in securities in the relevant group, based to 100 as at September 2015. EUR Financials include approximately 4000 securities, GBP Financials 1500, EUR Non-Financials 3000, and GBP Non-Financials 1000.

ICMA intends to publish and monitor the market volume of IG Financials and Non-Financials on a monthly basis upon necessary permission of ICE Data Services.
 

Source: ICE Data Services


Source: ICE Data Services


Top-traded corporate bonds in September 2019 (by volume)

ICE Data Services sources publicly available data sets from trade repositories and procures information from non-public sources of market colour and transactional data across global markets. Additionally, market colour, bid lists, dealer runs, and other transactional data is received from their global network of clients on the buy-side and sell-side.

While the rankings are based on traded volumes, the right-hand column (of below tables) indicates the relative volume of each bond expressed as a percentage of the most actively traded bond’s volume (100%).

EUR Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 KREDITANST FUR WIE 0% GTD SNR 30/06/21 DE000A2AARZ5 100%
2 MAGNOLIA FIN XI DA IDX/LKD EMTN 30/06/24 XS2055646165 41%
3 BNG BANK N.V. 0.75% SNR 24/01/29 XS1940071597 34%
4 KREDITANST FUR WIE 0% GTD SNR 04/07/24 DE000A2TSTS8 30%
5 HIPOCAT 9 FRN M/BKD 07/38 ES0345721015 29%
6 KREDITANST FUR WIE 1.5% GTD SNR 11/06/24 DE000A1R0709 24%
7 KREDITANST FUR WIE 0.375% GTD SNR 23/04/25 DE000A2GSNW0 21%
8 NRW BANK 0% SNR 10/08/22 DE000NWB17X6 21%
9 KREDITANST FUR WIE 0.625% GTD SNR 15/01/25 DE000A11QTD2 20%
10 INTESA SANPAOLO 1.75% SNR EMTN 04/07/29 XS2022424993 20%
Source: ICE Data Services

GBP Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 KREDITANST FUR WIE 1.375% GTD SNR 01/02/21 XS1346200055 100%
2 WARWICK FIN RES.MT FRN M/BKD 09/49 XS1255425495 96%
3 KREDITANST FUR WIE 1.25% SNR 29/12/23 XS1850250710 74%
4 KREDITANST FUR WIE 1.375% GTD SNR 09/12/24 XS1941813617 51%
5 KREDITANST FUR WIE 0.875% GTD SNR 15/03/22 XS1548459178 32%
6 GOLDMAN SACHS GRP 3.125% SNR 25/07/29 XS1859424902 25%
7 HSBC HOLDINGS PLC 2.175%-FRN SNR 27/06/23 XS1823595647 18%
8 KREDITANST FUR WIE 1.375% GTD SNR 15/12/25 XS1950905486 18%
9 ASTON MARTIN CAP H 5.75% GTD 15/04/22 XS1533915564 16%
10 NEWGATE FUND.PLC FRN M/BKD 12/50 XS0257991603 16%
Source: ICE Data Services

EUR Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 THOMAS COOK GROUP 6.25% GTD SNR 15/06/22 XS1531306717 100%
2 VODAFONE GROUP STP-FRN SUB 03/01/79 XS1888179477 54%
3 THOMAS COOK FINA 2 3.875% GTD SNR 15/07/23 XS1733231663 51%
4 NORDRH-WESTFALEN 2.15% GTD SNR 21/03/19 DE000NRW0LQ9 42%
5 MTU AERO ENGINES A 0.125% CNV SNR 17/05/23 DE000A2AAQB8 40%
6 GLAXOSMITHKLINE CA 0% GTD SNR 12/09/20 XS1681518962 40%
7 ALTICE LUXEMBOURG 8% GTD SNR 15/05/27 XS1992154341 37%
8 DH EUROPE FINANCE2 1.35% GTD SNR 18/09/39 XS2050406177 31%
9 THYSSENKRUPP AG 1.875% SNR 06/03/23 DE000A2YN6V1 30%
10 LECTA SA 6.5% GTD 01/08/23 XS1458413728 28%
Source: ICE Data Services

GBP Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 NORDRH-WESTFALEN IDX/LKD SNR 29/10/21 XS1900543577 100%
2 OPTIVO FINANCE PLC 3.283% SNR 22/03/48 XS1787409033 100%
3 GARFUNKELUX HOLDC 11% GTD 01/11/23 XS1308316568 90%
4 SCOT POWER UK PLC 6.375%-VAR SNR 31/05/41 XS0129647813 83%
5 CATALYST HOUSING 3.125% SNR SEC 31/10/47 XS1706110555 73%
6 ROTHESAY LIFE PLC 5.5%-FRN LT2 17/09/29 XS2049622272 68%
7 FCE BANK 3.25% SNR EMTN 19/11/20 XS0995022406 65%
8 FIDELITY NATL INF 2.602% SNR 21/05/25 XS1843436061 63%
9 AT&T INC 7% SNR 30/04/40 XS0426513387 48%
10 MOTABILITY OPERATI 1.75% GTD SNR 03/07/29 XS2021471862 47%
Source: ICE Data Services

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Historical data of the most actively traded corporate bonds on a monthly basis can be found below:

August 2019
July 2019
June 2019
May 2019
April 2019
March 2019
February 2019
January 2019
December 2018
November 2018
October 2018
September 2018
August 2018
July 2018
June 2018




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