- Months in history
- 4
- Latest month
- October 2026
- Build date
- 2026-10-21
The Financials basket: classified single-name CDS reference entities with at least three priced five-year trades in the month. One row per file month, assembled from per-month slices; the basket spread is the median of the member names' monthly medians. All sectors are on the sector baskets page.
Basket history
| Month | Median 5Y spread (bp) | Names | Priced 5Y trades | Notional, USD trades ($) | Widest member | Tightest member |
|---|---|---|---|---|---|---|
| October 2026 | 66.2 | 12 | 90 | $385.8M | Lincoln National Corporation (153.0) | National Rural Utilities Cooperative Finance Corporation (25.5) |
| September 2026 | 63.6 | 16 | 155 | $745.5M | Lincoln National Corporation (143.0) | Allstate Corp/The (36.0) |
| August 2026 | 58.2 | 14 | 83 | $413.0M | Ally Financial Inc (118.0) | Allstate Corp/The (28.0) |
| July 2026 | 56.5 | 12 | 66 | $330.0M | Lincoln National Corporation (137.0) | Allstate Corp/The (30.8) |
Months with fewer than three member names show no median. Notional is the disseminated leg-1 dollar notional of the members' priced five-year trades.
Members, October 2026
| Reference entity | 5Y median spread (bp) | Priced 5Y trades | Notional, USD trades ($) | Days priced | Latest priced day |
|---|---|---|---|---|---|
| Lincoln National Corporation | 153.0 | 3 | $15.0M | 3 | 2026-10-16 |
| ALLY FINANCIAL INC. | 129.0 | 3 | $15.0M | 2 | 2026-10-14 |
| Block Financial LLC | 94.0 | 11 | $55.0M | 5 | 2026-10-16 |
| Prudential Financial,Inc. | 88.0 | 11 | $35.0M | 3 | 2026-10-19 |
| METLIFE,INC. | 78.5 | 4 | $20.0M | 3 | 2026-10-16 |
| Morgan Stanley | 66.5 | 8 | $40.0M | 5 | 2026-10-19 |
| Bank of America Corporation | 66.0 | 7 | $35.0M | 5 | 2026-10-19 |
| AMERICAN INTERNATIONAL GROUP,INC. | 64.5 | 15 | $49.8M | 6 | 2026-10-16 |
| Citigroup Inc. | 62.5 | 8 | $40.0M | 3 | 2026-10-15 |
| The Goldman Sachs Group,Inc. | 58.6 | 12 | $41.1M | 6 | 2026-10-19 |
| Allstate Corp/The | 38.0 | 5 | $25.0M | 3 | 2026-10-15 |
| National Rural Utilities Cooperative Finance Corporation | 25.5 | 3 | $15.0M | 1 | 2026-10-13 |
Below the member floor, October 2026
Classified Financials names with one or two priced five-year trades in the month. They are printed for completeness and do not enter the basket.
| Reference entity | 5Y median spread (bp) | Priced 5Y trades |
|---|---|---|
| INTESA SANPAOLO SPA | 101.3 | 2 |
| Capital One Financial Corporation | 74.0 | 2 |
| Wells Fargo & Company | 60.0 | 1 |
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.