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 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 0.375% GTD SNR 15/03/23 DE000A168Y22 100%
2 KREDITANST FUR WIE 0.25% GTD 15/09/25 DE000A2LQH10 34%
3 KREDITANST FUR WIE 0.625% GTD SNR 07/01/28 DE000A2GSNR0 21%
4 ING GROEP N.V. 2% SNR 20/09/28 XS1882544973 19%
5 DANSKE BANK A/S 0.875% SNR 22/05/23 XS1799061558 19%
6 INTESA SANPAOLO 2.125% SNR 30/08/23 XS1873219304 18%
7 DANSKE BANK A/S 2.75%-STP SUB 19/05/26 XS1068866950 12%
8 SOCIETE GENERALE 1.125% GTD SNR 23/01/25 FR0013311503 11%
9 SOCIETE GENERALE 0.25% GTD SNR 18/01/22 FR0013365491 11%
10 GRIFONAS FIN.NO.1 FRN M/BKD 08/39 XS0262719320 10%
Source: ICE Data Services

GBP Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 KREDITANST FUR WIE 0.375% SNR 15/12/20 XS1682440026 100%
2 KREDITANST FUR WIE 1.25% GTD SNR 29/12/23 XS1850250710 99%
3 KREDITANST FUR WIE 1.125% SNR 23/12/19 XS1167129110 76%
4 WARWICK FIN RES.MT FRN M/BKD 09/49 XS1221082958 55%
5 WARWICK FIN RES.MT FRN M/BKD 09/49 XS1255425495 50%
6 FMS WERTMANAGEMENT 0.875% GTD SNR XS1522357471 33%
7 LLOYDS BANK PLC
FRN GTD SNR 01/20 XS1549577408 28%
8 FMS WERTMANAGEMENT 1.125% SNR 07/09/23 XS1700386060 23%
9 KREDITANST FUR WIE 0.875% SNR 15/03/22 XS1548459178 22%
10 FMS WERTMANAGEMENT 1% SNR 07/09/22 XS1747635859 20%
Source: ICE Data Services

EUR Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 BAYER CAP CORP B.V 1.5% GTD SNR 26/06/26 XS1840618059 100%
2 TOTAL CAPITAL INTL 1.491% GTD SNR 04/09/30 XS1874122267 95%
3 ANHEUSER-BUSCH INB 2% GTD SNR 17/03/28 BE6285455497 92%
4 MICHELIN (CGDE) 2.5% SNR 03/09/38 FR0013357860 83%
5 AXA 3.25%-FRN SUB 28/05/49 XS1799611642 81%
6 CASINO GUICH-PERR 5.976%-VAR SNR 26/05/21 FR0011052661 76%
7 MAPFRE SA 4.125%-FRN LT2 07/09/48 ES0224244097 76%
8 TELECOM ITALIA SPA 2.875% SNR 28/01/26 XS1846631049 73%
9 BMW FINANCE NV 0.125% GTD SNR 29/11/21 XS1873143561 70%
10 MICHELIN (CGDE) 1.75% SNR 03/09/30 FR0013357852 69%
Source: ICE Data Services

GBP Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 VIRGIN MEDIA 5.5% SNR 15/09/24 XS1498566766 100%
2 AT&T INC 2.9% SNR 04/12/26 XS1879223565 89%
3 NETWORK RAIL INFRA 4.75% SNR SEC 29/11/35 XS0206361221 86%
4 GARFUNKELUX HOLDC3 8.5% SNR SEC 01/11/22 XS1308300059 76%
5 WHITBREAD 3.375% GTD SNR 16/10/25 XS1235295539 74%
6 PIZZAEXPRESS FIN 1 6.625% GTD 01/08/21 XS1028948120 68%
7 TOWD PT MTG FDG FRN M/BKD 07/46 XS1394069154 68%
8 UNITED UTILS WATER IDX/LKD SNR 11/08/56 XS0263551177 68%
9 NETWORK RAIL INFRA 4.75% GTD 22/01/24 XS0210467873 66%
10 EDF 6% SNR EMTN 23/01/2114 FR0011710284 65%
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 2018
July 2018
June 2018




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