ICE Data (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 2017 (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 LANDWIRT RENTENBK 0.625% SNR 31/10/36 XS1511781897 100%
2 KREDITANST FUR WIE 2.5% GTD SNR 17/01/22 DE000A1K0UG6 90%
3 MORGAN STANLEY 1.875% GTD SNR 27/04/27 XS1603892149 85%
4 ERSTE ABWICKLUNGS 0% SNR 07/12/18 DE000EAA0TH7 76%
5 KREDITANST FUR WIE 0.625% GTD SNR 04/07/22 DE000A11QTG5 67%
6 WELLS FARGO & CO 1.5% SNR EMTN 24/05/27 XS1617830721 64%
7 NATIONWIDE B/S 2%-FR SUB EMTN 25/07/29 XS1651453729 62%
8 CREDIT SUISSE GP 1.25%-FRN SNR 17/07/25 CH0343366842 62%
9 GOLDMAN SACHS GRP 1.25% SNR EMTN 01/05/25 XS1509006380 57%
10 KREDITANST FUR WIE 1.125% GTD SNR 15/09/32 DE000A2GSE59 55%
Source: ICE Data Services

GBP Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 WILLOW NO 2 IE PLC IDX/LKD MTN 21/07/28 XS1535004011 100%
2 KREDITANST FUR WIE 1.125% SNR 23/12/19 XS1167129110 58%
3 WILLOW NO 2 IE PLC IDX/LKD MTN 21/07/28 XS1535005331 18%
4 KAUPTHING BANK HF 0% CNV SNR 18/01/31 XS1346263137 10%
5 FMS WERTMANAGEMENT 0.625% SNR 06/03/20 XS1548389292 8%
6 KREDITANST FUR WIE 1.375% GTD SNR 01/02/21 XS1346200055 7%
7 FMS WERTMANAGEMENT 1.125% GTD SNR 13/12/19 XS1171593020 7%
8 FMS WERTMANAGEMENT 0.875% GTD SNR 14/02/22 XS1564458195 7%
9 OEST KONTROLLBANK 0.75% GTD SNR 07/03/22 XS1622417290 5%
10 VOLCAN HOLDINGS IN 4.125% EXCH 11/04/20 XS1584128968 5%
Source: ICE Data Services

EUR Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 STEINHOFF EUROP 1.875% GTD SNR 24/01/25 XS1650590349 100%
2 TEVA PHARM FINANCE 1.125% GTD SNR 15/10/24 XS1439749281 71%
3 TEVA PHARM FINANCE 0.375% GTD SNR 25/07/20 XS1439749109 65%
4 FIDELITY NATL INF 1.1% SNR 15/07/24 XS1640492994 63%
5 TEVA PHARMA FIN.IV 2.875% GTD SNR 15/04/19 XS0765295828 60%
6 ASSIC GENERALI SPA 7.75%-FRN SUB 12/12/42 XS0863907522 55%
7 DAIMLER AG 1.5% SNR EMTN 03/07/29 DE000A2GSCW3 53%
8 NETFLIX INC 3.625% SNR 15/05/27 XS1603948032 53%
9 NEW LOOK SECURED I FRN GTD SNR SEC 07/22 XS1248517341 48%
10 TEVA PHARM FINANCE 1.25% GTD SNR 31/03/23 XS1211040917 48%
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 ANNINGTON FUNDING 3.184% GTD SNR 12/07/29 XS1645518652 35%
3 AMC ENTMT HLDGS IN 6.375% SUB NTS 15/11/24 XS1512809606 29%
4 ANNINGTON FUNDING 3.935% GTD SNR 12/07/47 XS1645518819 26%
5 PETROBRAS GLOB FIN 5.375% GTD SNR 01/10/29 XS0835891838 24%
6 ANNINGTON FUNDING 2.646% GTD SNR 12/07/25 XS1645518496 23%
7 PETROBRAS GLOB FIN 6.25% GTD SNR 14/12/26 XS0718502007 23%
8 IDH FINANCE PLC 6.25% GTD 15/08/22 XS1458419501 19%
9 NMG FINCO PLC 5% SNR SEC 01/08/22 XS1577956516 18%
10 AT&T INC 3.55% SNR 14/09/37 XS1634248865 18%
Source: ICE Data Services

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