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- ICE Data Services (IG corporate bond traded volumes)
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 February 2018 (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 30/06/21 | DE000A2AARZ5 | 100% |
| 2 | KREDITANST FUR WIE | 0.625% GTD SNR 07/01/28 | DE000A2GSNR0 | 75% |
| 3 | KREDITANST FUR WIE | 0.125% GTD SNR 15/01/24 | DE000A2DAR24 | 75% |
| 4 | BARCLAYS BANK PLC | 2%-FRN LT2 MTN 07/02/28 | XS1678970291 | 73% |
| 5 | LUSITANO MTG NO.5 | FRN M/BKD 07/59 | XS0268642161 | 72% |
| 6 | LANDWIRT RENTENBK | 0.625% SNR 31/10/36 | XS1511781897 | 67% |
| 7 | KREDITANST FUR WIE | 2.5% GTD SNR 17/01/22 | DE000A1K0UG6 | 64% |
| 8 | CAIXABANK SA | 1.625% CVD BDS 14/07/32 | ES0440609347 | 63% |
| 9 | KREDITANST FUR WIE | 3.5% GTD SNR 04/07/21 | DE0002760980 | 60% |
| 10 | DEUTSCHE BANK AG | 1.75% GTD SNR 17/01/28 | DE000DL19T26 | 58% |
GBP Financials
| Rank | Issuer | Coupon and Maturity | ISIN | Relative volume |
| 1 | FMS WERTMANAGEMENT | 1.125% GTD SNR 07/09/23 | XS1700386060 | 100% |
| 2 | KREDITANST FUR WIE | 0.375% SNR 15/12/20 | XS1682440026 | 96% |
| 3 | KREDITANST FUR WIE | 1.375% GTD SNR 01/02/21 | XS1346200055 | 72% |
| 4 | KREDITANST FUR WIE | 1% GTD EMTN 15/12/22 | XS1752440773 | 23% |
| 5 | BARCLAYS PLC | 3.25% SNR 17/01/33 | XS1748699011 | 22% |
| 6 | SPAREBANK1 | FRN SNR 11/22 | XS1716371049 | 21% |
| 7 | AA BOND CO LTD | 5.5% BDS 31/07/43 | XS1211308231 | 21% |
| 8 | LLOYDS BANK PLC | FRN GTD SNR SEC 01/21 | XS1746882734 | 18% |
| 9 | DEXIA CREDIT LOCAL | 1.125% GTD SNR 15/06/22 | XS1644575752 | 18% |
| 10 | GE CAP UK FDG UNLI | 5.875% GTD SNR 18/01/33 | XS0340495216 | 16% |
EUR Non-Financials
| Rank | Issuer | Coupon and Maturity | ISIN | Relative volume |
| 1 | VOLKSWAGEN INTL | FRN GTD SNR 03/19 | XS1586555515 | 100% |
| 2 | ASR NEDERLAND NV | 5.125%-STP SUB 29/09/45 | XS1293505639 | 75% |
| 3 | BECTON DICKINSON | 0.368% BDS 06/06/19 | XS1622560842 | 67% |
| 4 | TEVA PHARM FINANCE | 0.375% GTD SNR 25/07/20 | XS1439749109 | 58% |
| 5 | WIND TRE SPA | 3.125% GTD 20/01/25 | XS1708450561 | 57% |
| 6 | ASSIC GENERALI SPA | 5.5%-FRN SUB 27/10/47 | XS1311440082 | 53% |
| 7 | TELECOM ITALIA SPA | 2.375% SNR 12/10/27 | XS1698218523 | 46% |
| 8 | INNOGY FINANCE BV | 1.5% SNR 31/07/29 | XS1761785077 | 46% |
| 9 | CMA CGM FR | 5.25% SNR 15/01/25 | XS1703065620 | 43% |
| 10 | WIND TRE SPA | 2.625% GTD 20/01/23 | XS1708450488 | 43% |
GBP Non-Financials
| Rank | Issuer | Coupon and Maturity | ISIN | Relative volume |
| 1 | MARSTON'S | FRN-STP A/BKD 10/31 | XS0331071026 | 100% |
| 2 | UNITED UTILS WATER | IDX/LKD SNR 14/12/40 | XS0238246390 | 91% |
| 3 | THAMES WATER UTIL | 6.4625% GTD 20/04/21 | XS0268116430 | 80% |
| 4 | TRANSPORT FOR LOND | 4% SNR EMTN 07/04/64 | XS1045127393 | 61% |
| 5 | NEW LOOK SECURED I | 6.5% GTD 01/07/22 | XS1248516616 | 58% |
| 6 | MCKESSON CORP | 3.125% SNR 17/02/29 | XS1567174526 | 54% |
| 7 | DISCOVERY COMM LLC | 2.5% GTD SNR 20/09/24 | XS1684268524 | 54% |
| 8 | E.ON INTERNATIONAL | 6% GTD SNR MTN 30/10/19 | XS0327443460 | 50% |
| 9 | TALK TALK TELECOM | 5.375% GTD SNR 15/01/22 | XS1550932344 | 46% |
| 10 | NGG FINANCE | 5.625%-STP GTD 18/06/73 | XS0903532090 | 44% |
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