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 August 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 25/05/21 DE000A2LQHU0 100%
2 KREDITANST FUR WIE 0% GTD SNR 04/07/24 DE000A2TSTS8 71%
3 KREDITANST FUR WIE 0.125% GTD SNR 07/11/23 DE000A2LQSJ0 68%
4 KREDITANST FUR WIE 0.25% GTD SNR 15/09/25 DE000A2LQH10 63%
5 KREDITANST FUR WIE 0.625% GTD SNR 04/07/22 DE000A11QTG5 57%
6 KREDITANST FUR WIE 0.125% GTD SNR 24/02/23 DE000A2GSNV2 56%
7 KREDITANST FUR WIE 0.125% GTD SNR 07/06/23 DE000A2LQHV8 55%
8 INTESA SANPAOLO 1.75% SNR EMTN 04/07/29 XS2022424993 52%
9 KREDITANST FUR WIE 0% GTD SNR 30/06/21 DE000A2AARZ5 48%
10 RURAL HIPOTECA VI FRN M/BKD 10/36 ES0374306001 45%
Source: ICE Data Services

GBP Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 LLOYDS BANK PLC FRN GTD SNR SEC 05/24 XS1996336357 100%
2 EXPORT DEV CANADA FRN SNR 08/20 XS2041072039 89%
3 SANTANDER UK PLC FRN GTD SNR 09/21 XS1880870784 88%
4 BARCLAYS PLC 3.25% SNR 17/01/33 XS1748699011 78%
5 DEXIA CREDIT LOCAL 1.375% GTD SNR 07/12/22 XS1989715880 74%
6 BANCO SANTANDER 1.375% SNR 31/07/24 XS2035363485 67%
7 KREDITANST FUR WIE 1.125% GTD SNR 07/12/21 XS1932958603 61%
8 HSBC HOLDINGS PLC 6% SUB 29/03/40 XS0498768315 59%
9 LLOYDS BANK PLC FRN GTD SNR SEC 01/22 XS1934739209 55%
10 BANCO SANTANDER 2.75% SNR 12/09/23 XS1877869088 53%
Source: ICE Data Services

EUR Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 VODAFONE GROUP STP-FRN SUB 03/01/79 XS1888179477 100%
2 SCHLESWIG-HOLSTEIN 0.2% SNR 15/08/39 DE000SHFM709 89%
3 ALTICE LUXEMBOURG 8% GTD SNR 15/05/27 XS1992154341 57%
4 NORDRH-WESTFALEN 1.75% SNR 26/10/57 DE000NRW0KM0 53%
5 GEN ELEC CO 2.125% SNR 17/05/37 XS1612543394 50%
6 PHILIP MORRIS INTL 1.45% SNR 01/08/39 XS2035474555 46%
7 TEVA PHARM FINANCE 1.25% GTD SNR 31/03/23 XS1211040917 43%
8 TEVA PHARM FINANCE 1.125% GTD SNR 15/10/24 XS1439749281 38%
9 MERCK FINANCIAL SE 0.875% GTD SNR 05/07/31 XS2023644540 36%
10 LECTA SA 6.5% GTD 01/08/23 XS1458413728 33%
Source: ICE Data Services

GBP Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 NETWORK RAIL INFRA IDX/LKD GTD 22/11/47 XS0322049296 100%
2 FISERV INC 3% SNR 01/07/31 XS1843433985 88%
3 INTU METROCENTRE 4.125% A/BKD 06/12/28 XS0994934965 78%
4 VODAFONE GROUP 4.875%-FRN SUB 03/10/78 XS1888180996 68%
5 DIGITAL STOUT HOLD 3.75% GTD SNR 17/10/30 XS1891174424 66%
6 DAIMLER INTL FIN 1.5% GTD SNR 18/08/21 XS1821828776 65%
7 GARFUNKELUX HOLDC3 8.5% GTD 01/11/22 XS1308300059 62%
8 AKELIUS RESIDENT P 2.375% SNR 15/08/25 XS1684269761 60%
9 AUTOSTRADE 6.25% GTD SNR 09/06/22 XS0193942124 56%
10 FIDELITY NATL INF 2.602% SNR 21/05/25 XS1843436061 55%
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:

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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