- Data through
- 2026-09-30
- Build date
- 2026-10-20
Credit default swaps in the DTCC tape, split between the CFTC record (index and portfolio products) and the SEC record (single-name security-based swaps). Segment flow, the index grid, and the single-name tables are computed from the same chain-resolved record as the index and name pages.
Flow by segment, weekly
| Week | Segment | Trades | Notional, USD trades ($) | Cleared share |
|---|---|---|---|---|
| Week of 01 Jun 2026 | Index | 2 | $4.0M | 0.0% |
| Week of 01 Jun 2026 | Single name | 50 | $27.6M | 0.0% |
| Week of 08 Jun 2026 | Single name | 28 | $26.6M | 0.0% |
| Week of 08 Jun 2026 | Tranche | 2 | not yet reported | 0.0% |
| Week of 08 Jun 2026 | Index swaption | 14 | $1.6B | 0.0% |
| Week of 08 Jun 2026 | Other | 1 | $50.0M | 0.0% |
| Week of 15 Jun 2026 | Index | 1 | not yet reported | 0.0% |
| Week of 15 Jun 2026 | Single name | 20 | $16.2M | 0.0% |
| Week of 15 Jun 2026 | Index swaption | 7 | not yet reported | 0.0% |
| Week of 15 Jun 2026 | Other | 4 | $50.0M | 0.0% |
| Week of 22 Jun 2026 | Index | 5 | $47.4M | 20.0% |
| Week of 22 Jun 2026 | Single name | 43 | $52.6M | 0.0% |
| Week of 29 Jun 2026 | Single name | 13 | $10.6M | 0.0% |
| Week of 06 Jul 2026 | Single name | 20 | $7.9M | 0.0% |
| Week of 13 Jul 2026 | Index | 3 | $8.0M | 0.0% |
| Week of 13 Jul 2026 | Single name | 23 | $39.8M | 0.0% |
| Week of 13 Jul 2026 | Tranche | 4 | $28.3M | 0.0% |
| Week of 13 Jul 2026 | Index swaption | 12 | $160.0M | 0.0% |
| Week of 20 Jul 2026 | Index | 1 | $50.0M | 0.0% |
| Week of 20 Jul 2026 | Single name | 23 | $58.1M | 0.0% |
| Week of 20 Jul 2026 | Tranche | 1 | $10.0M | 0.0% |
| Week of 20 Jul 2026 | Index swaption | 3 | $250.0M | 0.0% |
| Week of 20 Jul 2026 | Other | 2 | $16.0M | 0.0% |
| Week of 27 Jul 2026 | Single name | 33 | $48.3M | 0.0% |
| Week of 27 Jul 2026 | Index swaption | 8 | $481.0M | 0.0% |
| Week of 03 Aug 2026 | Index | 9 | $215.0M | 77.8% |
| Week of 03 Aug 2026 | Single name | 35 | $47.5M | 0.0% |
| Week of 03 Aug 2026 | Tranche | 2 | not yet reported | 0.0% |
| Week of 03 Aug 2026 | Index swaption | 5 | $800.0M | 0.0% |
| Week of 03 Aug 2026 | Other | 1 | $2.0M | 0.0% |
| Week of 10 Aug 2026 | Single name | 36 | $308.1M | 0.0% |
| Week of 10 Aug 2026 | Tranche | 2 | not yet reported | 0.0% |
| Week of 10 Aug 2026 | Index swaption | 1 | not yet reported | 0.0% |
| Week of 10 Aug 2026 | Other | 10 | $175.1M | 0.0% |
| Week of 17 Aug 2026 | Index | 4 | $5.0M | 0.0% |
| Week of 17 Aug 2026 | Single name | 48 | $83.1M | 12.5% |
| Week of 17 Aug 2026 | Tranche | 3 | not yet reported | 0.0% |
| Week of 17 Aug 2026 | Index swaption | 6 | $201.0M | 0.0% |
| Week of 17 Aug 2026 | Other | 3 | not yet reported | 0.0% |
| Week of 24 Aug 2026 | Index | 2 | not yet reported | 0.0% |
| Week of 24 Aug 2026 | Single name | 66 | $151.9M | 1.5% |
| Week of 24 Aug 2026 | Tranche | 4 | not yet reported | 0.0% |
| Week of 24 Aug 2026 | Index swaption | 2 | not yet reported | 0.0% |
| Week of 24 Aug 2026 | Other | 6 | $15.0M | 0.0% |
| Week of 31 Aug 2026 | Index | 4,011 | $126.7B | 94.4% |
| Week of 31 Aug 2026 | Single name | 2,378 | $11.6B | 51.4% |
| Week of 31 Aug 2026 | Tranche | 80 | $1.4B | 0.0% |
| Week of 31 Aug 2026 | Index swaption | 249 | $34.1B | 11.6% |
| Week of 31 Aug 2026 | Other | 87 | $2.3B | 0.0% |
| Week of 07 Sep 2026 | Index | 5,343 | $164.0B | 94.7% |
| Week of 07 Sep 2026 | Single name | 3,824 | $23.2B | 56.4% |
| Week of 07 Sep 2026 | Tranche | 65 | $515.0M | 0.0% |
| Week of 07 Sep 2026 | Index swaption | 317 | $44.2B | 16.4% |
| Week of 07 Sep 2026 | Other | 56 | $467.5M | 0.0% |
| Week of 14 Sep 2026 | Index | 8,205 | $267.2B | 92.0% |
| Week of 14 Sep 2026 | Single name | 9,878 | $31.3B | 63.7% |
| Week of 14 Sep 2026 | Tranche | 68 | $1.3B | 0.0% |
| Week of 14 Sep 2026 | Index swaption | 412 | $45.6B | 9.7% |
| Week of 14 Sep 2026 | Other | 92 | $546.7M | 0.0% |
| Week of 21 Sep 2026 | Index | 15,183 | $746.5B | 95.9% |
| Week of 21 Sep 2026 | Single name | 12,753 | $47.2B | 68.3% |
| Week of 21 Sep 2026 | Tranche | 876 | $13.8B | 0.0% |
| Week of 21 Sep 2026 | Index swaption | 369 | $50.7B | 12.5% |
| Week of 21 Sep 2026 | Other | 66 | $490.6M | 0.0% |
| Week of 28 Sep 2026 | Index | 8,067 | $312.4B | 95.7% |
| Week of 28 Sep 2026 | Single name | 6,021 | $21.8B | 72.3% |
| Week of 28 Sep 2026 | Tranche | 567 | $6.8B | 0.0% |
| Week of 28 Sep 2026 | Index swaption | 249 | $32.9B | 18.5% |
| Week of 28 Sep 2026 | Other | 621 | $3.6B | 0.0% |
Index spreads, latest day
| Index | 5Y median spread (bp) | Change vs week ago (bp) | Latest day |
|---|---|---|---|
| CDX North America Investment Grade | 59.1 | +2.7 | 2026-09-30 |
| CDX North America High Yield | 335.9 | +34.1 | 2026-09-30 |
| CDX Emerging Markets | 154.2 | +10.1 | 2026-09-30 |
| iTraxx Europe | 62.2 | +3.7 | 2026-09-30 |
| iTraxx Crossover | 297.5 | +15.7 | 2026-09-30 |
| iTraxx Asia ex-Japan IG | 71.5 | +2.8 | 2026-09-29 |
Most active single names
| Reference entity | 5Y median spread (bp) | Trades | Priced trades | Capped share |
|---|---|---|---|---|
| Federative Republic of Brazil | 120.0 | 410 | 159 | 83.9% |
| Republic of Colombia | 147.5 | 345 | 128 | 85.8% |
| UNITED MEXICAN STATES | 86.5 | 315 | 135 | 86.0% |
| Oracle Corporation | 205.5 | 299 | 95 | 86.3% |
| Argentine Republic | 598.0 | 217 | 70 | 59.4% |
| NVIDIA Corporation | 82.5 | 203 | 46 | 81.3% |
| Broadcom Inc. | 115.0 | 189 | 52 | 85.2% |
| REPUBLIC OF TURKEY | 230.0 | 178 | 1 | 78.1% |
| MALAYSIA | not yet reported | 150 | 0 | 26.7% |
| BNP PARIBAS | not yet reported | 143 | 0 | 88.1% |
| REPUBLIC OF CHILE | 48.0 | 138 | 49 | 73.9% |
| REPUBLIC OF INDONESIA | 92.0 | 137 | 2 | 75.2% |
| Petroleos Mexicanos | 233.0 | 135 | 62 | 76.3% |
| Republic of Panama | 91.0 | 120 | 45 | 80.8% |
| SPACE EXPLORATION TECHNOLOGIES CORP. | not yet reported | 118 | 0 | 70.3% |
| REPUBLIC OF SOUTH AFRICA | 115.0 | 118 | 1 | 70.3% |
| SOCIETE GENERALE | not yet reported | 116 | 0 | 86.2% |
| Kingdom of Saudi Arabia | not yet reported | 115 | 0 | 89.6% |
| ADVANCED MICRO DEVICES,INC. | 81.4 | 112 | 8 | 79.5% |
| Arab Republic of Egypt | 279.5 | 111 | 2 | 61.3% |
| Barclays PLC | not yet reported | 110 | 0 | 81.8% |
| CCO HOLDINGS,LLC | 306.5 | 108 | 4 | 52.8% |
| Republic of Peru | 61.5 | 108 | 32 | 64.8% |
| REPUBLIC OF ITALY | not yet reported | 104 | 0 | 76.9% |
| Microsoft Corporation | 47.0 | 101 | 48 | 85.1% |
Entity names are as disseminated in the SEC record, consolidated across capitalisation variants. Linked names carry a curve page (at least three tenor points at the three-trade floor). Every name with a priced five-year point is in the five-year panel.
Spread distribution across single names
| 5Y spread band | Names | Share of names |
|---|---|---|
| 0-100 bp | 107 | 82.3% |
| 100-200 bp | 16 | 12.3% |
| 200-350 bp | 5 | 3.8% |
| 350-500 bp | 1 | 0.8% |
| 500+ bp | 1 | 0.8% |
Distribution of window median five-year spreads across the 130 single names with at least three priced five-year trades. No free public source publishes this distribution from the tape; the segment pages carry the underlying names.
Notional amounts are as publicly disseminated by the swap data repository. A trade larger than the regulatory cap for its asset class is disseminated at the cap value and is flagged in the source data. All notional totals are therefore lower bounds on true traded notional. The share of trades and of disseminated notional that is capped is printed beside each exhibit. Cap thresholds were revised effective 7 October 2024; comparisons across that date partly reflect the change in disclosure, not only in activity.