The Creditflux league tables are the most reliable and closely watched measure of dealer and manager activity in the synthetic CDO and index tranche markets. Despite the private nature of these markets, we estimate that the league tables cover 75% of the bespoke synthetic CDO business and 80% of index tranche volumes.

We publish regular league tables and volume tables based on CDOs included in Creditflux Data+. There are a number of sources for the information, including rating agency press releases and other announcements. In addition, we ask counterparties and managers to submit details of recently traded deals at the end of each quarter. At the end of the year, the data for the four quarters is added to produce full year league and volume tables.

The basic methodology for the league tables is to add together the volume of tranched portfolio protection bought and sold by each counterparty, and then to apply a risk weighting to those totals. Volumes include unfunded trades (including those collateralised through a CSA) and funded trades issued in the form of a credit-linked note. See complete methodology.

If you would like to reproduce any of these tables please contact Tom Davidson.

2007 Q2 Leading synthetic CDO counterparties by risk-weighted volume
Arranger $m %
1 Deutsche Bank 245,992 28
2 Calyon 94,903 11
3 BNP Paribas 94,207 11
4 JP Morgan 89,542 10
5 UBS 52,560 6
6 Barclays 45,930 5
7 Merrill Lynch 44,834 5
8 Citi 43,120 5
9 Bear Stearns 37,234 4
10 Societe Generale 34,696 4
Other 80,519 9
Total* 764,996
* includes double counting adjustment
Source: Creditflux Data+
2007 Q2 Leading synthetic CDO counterparties by notional volume
Arranger $m %
1 Calyon 31,269 15
2 Deutsche Bank 29,898 14
3 Merrill Lynch 25,329 12
4 JP Morgan 23,130 11
5 BNP Paribas 21,066 10
6 UBS 17,084 8
7 Barclays 16,704 8
8 Bank of America 12,891 6
9 Citi 8,530 4
10 HSBC 7,648 4
Other 16,509 8
Total* 183,151
* includes double counting adjustment
Source: Creditflux Data+ 

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2007 Q2 Leading index tranche counterparties by delta volume
Arranger $m %
1 JP Morgan 898,666 31
2 Lehman Brothers 318,970 11
3 UBS 299,822 10
4 Citi 275,470 9
5 Societe Generale 230,102 8
6 Deutsche Bank 228,676 8
7 BNP Paribas 173,695 6
8 Barclays 156,692 5
9 Merrill Lynch 103,692 4
10 Calyon 100,825 3
Other 156,661 5
Total* 2,207,468

* includes double counting adjustment
Source: Creditflux Data+

2007 Q2 Leading index tranche counterparties by notional volume
Arranger $m %
1 JP Morgan 194,667 31
2 UBS 64,035 10
3 Citi 56,168 9
4 Lehman Brothers 54,723 9
5 Deutsche Bank 54,507 9
6 Societe Generale 47,367 8
7 Merrill Lynch 45,804 7
8 BNP Paribas 29,472 5
9 Barclays 29,022 5
10 Bear Stearns 21,082 3
Other 32,584 5
Total* 472,078
* includes double counting adjustment
Source: Creditflux Data+ 

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