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 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 0.75% GTD SNR 15/01/29 DE000A2LQSN2 100%
2 KREDITANST FUR WIE 0% GTD SNR 02/04/2024 DE000A2LQSP7 96%
3 DNB BANK ASA FR SNR EMTN 07/22 XS1940133298 66%
4 KREDITANST FUR WIE 0.75% GTD 28/06/28 DE000A2LQSH4 58%
5 SIENA MORTGS 10-7 FRN M/BKD 11/70 IT0004658289 50%
6 MUENCHENER HYPOBK 0.625% PFBRF 10/11/27 DE000MHB20J2 39%
7 KREDITANST FUR WIE 0.625% GTD SNR 22/02/27 DE000A2DAR65 39%
8 BNP PARIBAS 2.125%-FRN SNR 23/01/27 FR0013398070 32%
9 LANDWIRT RENTENBK 0.375% GTD SNR 16/03/26 XS1379610675 27%
10 KREDITANST FUR WIE 0.125% GTD 07/11/23 DE000A2LQSJ0 26%
Source: ICE Data Services

GBP Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 KREDITANST FUR WIE 0.875% SNR 15/03/22 XS1548459178 100%
2 KREDITANST FUR WIE 1% GTD SNR 15/12/22 XS1752440773 32%
3 TSB BANK PLC FRN GTD SNR SEC 02/24 XS1951430138 20%
4 KREDITANST FUR WIE 1.375% GTD SNR 01/02/21 XS1346200055 13%
5 LANDWIRT RENTENBK 1.125% SNR 15/12/23 XS1550212416 13%
6 KREDITANST FUR WIE 1.125% GTD SNR 07/12/21 XS1932958603 12%
7 SANTANDER UK PLC FRN GTD SNR 05/20 XS1607992424 10%
8 DEUTSCHE BANK AG 1.875% SNR 28/02/20 XS1573156681 8%
9 LLOYDS BANK PLC FRN GTD SNR SEC 01/21 XS1746882734 8%
10 Bank of Nova Scotia FRN UNSUB CVD BDS 10/01/23 XS1747445481 8%
Source: ICE Data Services

EUR Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 TELECOM ITALIA SPA 4% SNR EMTN 11/04/24 XS1935256369 100%
2 BMW FINANCE NV 1.5% GTD SNR 06/02/29 XS1948611840 79%
3 ALTICE LUXEMBOURG 7.25% GTD SNR 15/05/22 XS1061642317 71%
4 UPC HOLDING B.V. 3.875% SNR 15/06/29 XS1629969327 62%
5 INTL BUSINESS MCHN 1.75% SNR 31/01/31 XS1945110861 57%
6 EDP-ENERGIAS PORTU 4.496%-FRN SUB 30/04/79 PTEDPKOM0034 55%
7 NORDRH-WESTFALEN 1% SNR 16/10/46 DE000NRW0J22 46%
8 INTL BUSINESS MCHN 0.375% SNR 31/01/23 XS1944456018 44%
9 NORDRH-WESTFALEN 1.55% SNR 16/06/48 DE000NRW0KF4 43%
10 ALTICE FRANCE S.A 5.875% GTD 01/02/27 XS1859337419 39%
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 TOWD PT MTG FDG FRN M/BKD 07/26 XS1394069154 30%
3 GARFUNKELUX HOLDC3 8.5% GTD 01/11/22 XS1308300059 27%
4 BRUNEL RES MTG SEC FRN M/BKD 1/39 XS0289303215 27%
5 TOWD POINT MTGE FN FRN A/BKD 05/45 XS1564404934 25%
6 JAGUAR LAND ROVER 5% GTD SNR MTN 15/02/22 XS1025866119 19%
7 DAIMLER INTL FIN 2% GTD SNR 04/09/23 XS1873124009 17%
8 DEUTSCHE TELEKOM 3.125% SNR 06/02/34 XS1948630634 14%
9 AT&T INC 4.375% 14/09/29 XS1374392717 13%
10 VODAFONE GROUP 4.875%-FRN SUB 03/10/78 XS1888180996 13%
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:

January 2019
December 2018
November 2018
October 2018
September 2018
August 2018
July 2018
June 2018




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