- Months in history
- 4
- Latest month
- October 2026
- Build date
- 2026-10-21
The Utilities and Materials 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 | 49.1 | 8 | 38 | $190.0M | THE AES CORPORATION (85.5) | EXELON CORPORATION (33.5) |
| September 2026 | 43.8 | 15 | 78 | $367.0M | The AES Corp (90.5) | BARRICK MINING CORPORATION (30.5) |
| August 2026 | 39.8 | 10 | 43 | $213.0M | NextEra Energy Capital Holdings Inc (63.2) | NEWMONT CORPORATION (25.5) |
| July 2026 | 36.5 | 6 | 24 | $120.0M | NextEra Energy Capital Holdings Inc (54.0) | Exelon Corporation (29.5) |
Months with fewer than three member names show no median. Notional is the disseminated leg-1 dollar notional of the members' priced five-year trades.
Members, October 2026
| Reference entity | 5Y median spread (bp) | Priced 5Y trades | Notional, USD trades ($) | Days priced | Latest priced day |
|---|---|---|---|---|---|
| THE AES CORPORATION | 85.5 | 3 | $15.0M | 2 | 2026-10-08 |
| Eastman Chemical Company | 69.0 | 4 | $20.0M | 2 | 2026-10-06 |
| NextEra Energy Capital Holdings,Inc. | 64.5 | 4 | $20.0M | 3 | 2026-10-16 |
| THE SOUTHERN COMPANY | 49.5 | 5 | $25.0M | 4 | 2026-10-16 |
| SEMPRA | 48.8 | 8 | $40.0M | 5 | 2026-10-16 |
| DOMINION ENERGY,INC. | 43.0 | 4 | $20.0M | 2 | 2026-10-16 |
| AMERICAN ELECTRIC POWER COMPANY,INC | 42.2 | 4 | $20.0M | 4 | 2026-10-15 |
| EXELON CORPORATION | 33.5 | 6 | $30.0M | 3 | 2026-10-13 |
Below the member floor, October 2026
Classified Utilities and Materials 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 |
|---|---|---|
| FREEPORT-MCMORAN INC. | 72.0 | 2 |
| FIRSTENERGY CORP. | 43.8 | 2 |
| THE SHERWIN-WILLIAMS COMPANY | 46.0 | 1 |
| Teck Resources Limited | 47.5 | 1 |
| VISTRA OPERATIONS COMPANY LLC | 81.0 | 1 |
| ASHLAND INC. | 140.0 | 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.