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 0.125% CCUR 01/06/20 DE000A168Y06 100%
2 NRW BANK 0% GTD SNR 30/11/20 DE000NWB17J5 26%
3 GOLDMAN SACHS GRP 2% SNR EMTN 01/11/28 XS1861206636 22%
4 KREDITANST FUR WIE 0.625% GTD SNR 22/02/27 DE000A2DAR65 20%
5 KREDITANST FUR WIE 0.125% GTD 07/06/23 DE000A2LQHV8 20%
6 KREDITANST FUR WIE 0% GTD SNR 25/05/21 DE000A2LQHU0 16%
7 KREDITANST FUR WIE 0.625% GTD SNR 07/01/28 DE000A2GSNR0 15%
8 KREDITANST FUR WIE 0.625% GTD SNR 15/01/25 DE000A11QTD2 14%
9 Citigroup Inc. FXD-FRN SNR EMTN 24/07/26 XS1859010685 13%
10 BBVA(BILB-VIZ-ARG) 1.375% SNR MTN 14/05/25 XS1820037270 12%
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 NRW BANK 1% SNR 15/06/22 XS1708493702 96%
3 BANK OF MONTREAL FRN GTD SNR 07/20 XS1648241872 65%
4 BK NED GEMEENTEN 1% SNR 15/03/22 XS1548897013 50%
5 KREDITANST FUR WIE 1.125% SNR 23/12/19 XS1167129110 42%
6 RIVERSIDE FINANCE 3.875% SNR SEC 05/12/44 XS1148849018 41%
7 KREDITANST FUR WIE 1% GTD EMTN 15/12/22 XS1752440773 36%
8 GOLDMAN SACHS GRP 3.125% SNR MTN 25/07/29 XS1859424902 33%
9 HSBC HOLDINGS PLC 2.625% SNR 16/08/28 XS1473485925 32%
10 KREDITANST FUR WIE 5.55% GTD SNR 07/06/21 XS0138036412 29%
Source: ICE Data Services

EUR Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 BAYER CAP CORP B.V 2.125% GTD SNR 15/12/29 XS1840618216 100%
2 BAYER AG 3%-FRN SUB 01/07/75 DE000A11QR65 79%
3 SOFTBANK GROUP CO 5% SNR 15/04/28 XS1793255941 76%
4 BAYER CAP CORP B.V 1.5% GTD SNR 26/06/26 XS1840618059 76%
5 ATLANTIA SPA 1.875% SNR 13/07/27 XS1645722262 64%
6 AUTOSTRADE PER L'I 1.625% SNR 12/06/23 IT0005108490 64%
7 BAYER AG 2.375%-FRN SUB 02/04/75 DE000A14J611 62%
8 BAYER CAP CORP B.V 0.625% GTD SNR 15/12/22 XS1840614900 56%
9 BAYER AG 3.75%-FRN SUB 01/07/74 DE000A11QR73 53%
10 TELE COLUMBUS AG 3.875% SNR SEC 02/05/25 XS1814546013 53%
Source: ICE Data Services

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 SCOT POWER UK PLC 6.375%-VAR SNR 31/05/41 XS0129647813 86%
3 PIZZAEXPRESS FIN 1 6.625% GTD 01/08/21 XS1028948120 75%
4 BAT INTL FINANCE 2.25% GTD SNR 09/09/52 XS1488409977 67%
5 AUTOSTRADE PER L'I 6.25% GTD SNR 09/06/22 XS0193942124 56%
6 KIRS MIDCO 3 PLC 8.375% GTD 15/07/23 XS1623760128 56%
7 VIRGIN MEDIA 5.75% SNR MTN 15/04/23 XS1797821037 49%
8 IMPERIAL BRANDS FI 4.875% GTD SNR 07/06/32 XS1040508597 44%
9 ANHEUSER-BUSCH INB 2.85% GTD SNR 25/05/37 BE6295395956 42%
10 WHITBREAD 3.375% GTD SNR 16/10/25 XS1235295539 42%
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 2018
June 2018




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