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ICE Data (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 August 2017 (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 | LANDWIRT RENTENBK | 0.625% SNR 31/10/36 | XS1511781897 | 100% |
| 2 | KREDITANST FUR WIE | 2.5% GTD SNR 17/01/22 | DE000A1K0UG6 | 90% |
| 3 | MORGAN STANLEY | 1.875% GTD SNR 27/04/27 | XS1603892149 | 85% |
| 4 | ERSTE ABWICKLUNGS | 0% SNR 07/12/18 | DE000EAA0TH7 | 76% |
| 5 | KREDITANST FUR WIE | 0.625% GTD SNR 04/07/22 | DE000A11QTG5 | 67% |
| 6 | WELLS FARGO & CO | 1.5% SNR EMTN 24/05/27 | XS1617830721 | 64% |
| 7 | NATIONWIDE B/S | 2%-FR SUB EMTN 25/07/29 | XS1651453729 | 62% |
| 8 | CREDIT SUISSE GP | 1.25%-FRN SNR 17/07/25 | CH0343366842 | 62% |
| 9 | GOLDMAN SACHS GRP | 1.25% SNR EMTN 01/05/25 | XS1509006380 | 57% |
| 10 | KREDITANST FUR WIE | 1.125% GTD SNR 15/09/32 | DE000A2GSE59 | 55% |
GBP Financials
| Rank | Issuer | Coupon and Maturity | ISIN | Relative volume |
| 1 | WILLOW NO 2 IE PLC | IDX/LKD MTN 21/07/28 | XS1535004011 | 100% |
| 2 | KREDITANST FUR WIE | 1.125% SNR 23/12/19 | XS1167129110 | 58% |
| 3 | WILLOW NO 2 IE PLC | IDX/LKD MTN 21/07/28 | XS1535005331 | 18% |
| 4 | KAUPTHING BANK HF | 0% CNV SNR 18/01/31 | XS1346263137 | 10% |
| 5 | FMS WERTMANAGEMENT | 0.625% SNR 06/03/20 | XS1548389292 | 8% |
| 6 | KREDITANST FUR WIE | 1.375% GTD SNR 01/02/21 | XS1346200055 | 7% |
| 7 | FMS WERTMANAGEMENT | 1.125% GTD SNR 13/12/19 | XS1171593020 | 7% |
| 8 | FMS WERTMANAGEMENT | 0.875% GTD SNR 14/02/22 | XS1564458195 | 7% |
| 9 | OEST KONTROLLBANK | 0.75% GTD SNR 07/03/22 | XS1622417290 | 5% |
| 10 | VOLCAN HOLDINGS IN | 4.125% EXCH 11/04/20 | XS1584128968 | 5% |
EUR Non-Financials
| Rank | Issuer | Coupon and Maturity | ISIN | Relative volume |
| 1 | STEINHOFF EUROP | 1.875% GTD SNR 24/01/25 | XS1650590349 | 100% |
| 2 | TEVA PHARM FINANCE | 1.125% GTD SNR 15/10/24 | XS1439749281 | 71% |
| 3 | TEVA PHARM FINANCE | 0.375% GTD SNR 25/07/20 | XS1439749109 | 65% |
| 4 | FIDELITY NATL INF | 1.1% SNR 15/07/24 | XS1640492994 | 63% |
| 5 | TEVA PHARMA FIN.IV | 2.875% GTD SNR 15/04/19 | XS0765295828 | 60% |
| 6 | ASSIC GENERALI SPA | 7.75%-FRN SUB 12/12/42 | XS0863907522 | 55% |
| 7 | DAIMLER AG | 1.5% SNR EMTN 03/07/29 | DE000A2GSCW3 | 53% |
| 8 | NETFLIX INC | 3.625% SNR 15/05/27 | XS1603948032 | 53% |
| 9 | NEW LOOK SECURED I | FRN GTD SNR SEC 07/22 | XS1248517341 | 48% |
| 10 | TEVA PHARM FINANCE | 1.25% GTD SNR 31/03/23 | XS1211040917 | 48% |
GBP Non-Financials
| Rank | Issuer | Coupon and Maturity | ISIN | Relative volume |
| 1 | NEW LOOK SECURED I | 6.5% GTD 01/07/22 | XS1248516616 | 100% |
| 2 | ANNINGTON FUNDING | 3.184% GTD SNR 12/07/29 | XS1645518652 | 35% |
| 3 | AMC ENTMT HLDGS IN | 6.375% SUB NTS 15/11/24 | XS1512809606 | 29% |
| 4 | ANNINGTON FUNDING | 3.935% GTD SNR 12/07/47 | XS1645518819 | 26% |
| 5 | PETROBRAS GLOB FIN | 5.375% GTD SNR 01/10/29 | XS0835891838 | 24% |
| 6 | ANNINGTON FUNDING | 2.646% GTD SNR 12/07/25 | XS1645518496 | 23% |
| 7 | PETROBRAS GLOB FIN | 6.25% GTD SNR 14/12/26 | XS0718502007 | 23% |
| 8 | IDH FINANCE PLC | 6.25% GTD 15/08/22 | XS1458419501 | 19% |
| 9 | NMG FINCO PLC | 5% SNR SEC 01/08/22 | XS1577956516 | 18% |
| 10 | AT&T INC | 3.55% SNR 14/09/37 | XS1634248865 | 18% |
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