- Months in history
- 4
- Latest month
- October 2026
- Sectors
- 9
- Build date
- 2026-10-21
Single-name credit default swaps grouped into sector baskets. Each basket is one sector in one file month, built from that month's slice of the DTCC tape: a name belongs to the month's basket when it has at least three priced five-year trades, and the basket spread is the median of its member names' own monthly medians, so each name counts once. Names below the three-trade floor, and the loan total-return-swap and term-loan rows that the tape carries in the same population, never enter a basket. The five-year panel carries the flat name list.
Sector baskets, October 2026
| Sector | Median 5Y spread (bp) | Names | Priced 5Y trades | Widest member |
|---|---|---|---|---|
| Energy | 116.0 | 3 | 22 | Petroleos Mexicanos (281.0) |
| Industrials | 95.0 | 7 | 45 | SPACE EXPLORATION TECHNOLOGIES CORP. (194.0) |
| Sovereigns | 95.0 | 9 | 302 | Argentine Republic (725.0) |
| Consumer | 78.9 | 10 | 51 | BEAZER HOMES USA,INC. (550.0) |
| Technology | 73.5 | 15 | 169 | Oracle Corporation (249.0) |
| Telecom and Media | 73.5 | 5 | 35 | Paramount Global (570.0) |
| Financials | 66.2 | 12 | 90 | Lincoln National Corporation (153.0) |
| Utilities and Materials | 49.1 | 8 | 38 | THE AES CORPORATION (85.5) |
| Healthcare | 31.5 | 6 | 25 | Thermo Fisher Scientific Inc. (48.0) |
A sector prints no median in a month when fewer than three of its names clear the three-trade floor; the name count still prints. Sector pages carry the month-by-month history and the current member list.
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.