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 October 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 BARCLAYS BANK PLC 2%-FRN GTD LT2 07/02/28 XS1678970291 100%
2 GOLDMAN SACHS GRP FR SNR EMTN 09/23 XS1691349523 88%
3 CAIXABANK SA 1.125% SNR 12/01/23 XS1679158094 77%
4 CAIXABANK SA 2.75%-FRN LT2 14/07/28 XS1645495349 64%
5 KREDITANST FUR WIE 1.625% GTD SNR 15/01/21 DE000A1R07V3 59%
6 BBVA(BILB-VIZ-ARG) 0.75% SNR MTN 11/09/22 XS1678372472 57%
7 HSBC HOLDINGS PLC FRN SNR MTN 10/23 XS1681855539 57%
8 KREDITANST FUR WIE 0% GTD SNR 28/04/22 DE000A2DAR81 50%
9 BANKINTER 6 FRN M/BKD 08/2038 ES0313546006 49%
10 KREDITANST FUR WIE 0.625% GTD SNR 22/02/27 DE000A2DAR65 46%
Source: ICE Data Services

GBP Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 LLOYDS BANK PLC FRN GTD SNR 01/20 XS1549577408 100%
2 DEXIA CREDIT LOCAL 1.125% GTD SNR 15/06/22 XS1644575752 83%
3 LLOYDS BANKING GP 2.25% SNR EMTN 16/10/24 XS1699636574 82%
4 ALBA 2007-1 PLC FRN M/BKD 03/2039 XS0301721832 75%
5 BARCLAYS PLC 2.375%-FRN SNR 06/10/23 XS1695301900 74%
6 BARCLAYS BANK PLC 10% SUB 21/05/21 XS0429325748 74%
7 RMAC SECS NO 1 PLC FRN M/BKD NTS 6/44 XS0268014353 72%
8 ABN AMRO BANK NV FRN SNR MTN 11/18 XS1527536590 68%
9 BQE FED CRED MUT FR SNR EMTN 02/19 XS1560642388 67%
10 BARCLAYS BANK PLC FRN GTD SNR 05/20 XS1616919095 65%
Source: ICE Data Services

EUR Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 VOLKSWAGEN INTL 1.875% GTD SNR 30/03/27 XS1586555945 100%
2 SOFTBANK GROUP CO 3.125% GTD SNR 19/09/25 XS1684385161 83%
3 PETROLEOS MEXICANO 4.875% GTD SNR 21/02/28 XS1568888777 82%
4 GEN ELEC CO 2.125% SNR 17/05/37 XS1612543394 75%
5 UNEDIC 0.875% GTD SNR 25/10/22 FR0012143451 74%
6 TELECOM ITALIA SPA 2.375% SNR 12/10/2027 XS1698218523 74%
7 PETROLEOS MEXICANO 3.75% GTD SNR 21/02/24  
XS1568874983 72%
8 CENTRICA 3%-FRN SUB 10/04/76 XS1216020161 68%
9 UNEDIC 1.25% GTD EMTN 28/03/27 FR0013246873 67%
10 NASSA TOPCO AS 2.875% GTD SNR 06/04/24 XS1589980330 65%
Source: ICE Data Services

GBP Non-Financials
Rank Issuer Coupon and Maturity ISIN Relative volume
1 ENGIE 5% SNR EMTN 01/10/60 FR0010946855 100%
2 ICELAND BONDCO PL 4.625% GTD 15/03/25 XS1681806326 69%
3 NEW LOOK SECURED I 6.5% GTD 01/07/22 XS1248516616 69%
4 THAMES WATER UTIL 5.05% GTD MTN 30/06/20 XS0223581975 64%
5 ANHEUSER-BUSCH INB 2.85% GTD SNR 25/05/37 BE6295395956 59%
6 VERIZON COMMUN 3.375% SNR 27/10/36 XS1708168890 49%
7 MATALAN FIN PLC 6.875% GTD 01/06/19 XS1070708349 49%
8 ORANGE 5.375% SNR 22/11/50 XS0562107762 46%
9 AMERICA MOVIL SAB 6.375%-FRN SUB 06/09/73 XS0969342384 43%
10 DISCOVERY COMM LLC 2.5% GTD SNR 20/09/24 XS1684268524 42%
Source: ICE Data Services

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