- Data through
- 2026-09-30
- Trades in window
- 97
- Trades with a disseminated spread
- 25
- Notional, USD trades
- $406.1M
- Capped share of trades
- 70.1%
- Cleared share of trades
- 68.0%
Single-name credit default swaps on THE BOEING COMPANY. A curve point prints only where at least three priced trades support it in the window; a thinner point reports its trade count and no spread.
Spread points by tenor, window medians
| Tenor | Median spread (bp) | Priced trades in window |
|---|---|---|
| 1Y | 25.5 | 3 |
| 2Y | no trades in window | not yet reported |
| 3Y | no trades in window | not yet reported |
| 4Y | 49.5 | 6 |
| 5Y | 61.8 | 16 |
| 7Y | no trades in window | not yet reported |
| 10Y | no trades in window | not yet reported |
Five-year spread, daily
| Date | Median spread (bp) | Interquartile range (bp) | Trades |
|---|---|---|---|
| 2026-09-09 | 59.5 | 59.5 to 59.5 | 1 |
| 2026-09-10 | 60.0 | 59.5 to 62.4 | 3 |
| 2026-09-14 | 60.0 | 60.0 to 60.0 | 1 |
| 2026-09-15 | 61.5 | 61.5 to 61.5 | 4 |
| 2026-09-21 | 66.5 | 66.5 to 66.5 | 1 |
| 2026-09-23 | 65.0 | 62.0 to 68.0 | 4 |
| 2026-09-24 | 69.0 | 69.0 to 69.0 | 1 |
| 2026-09-29 | 73.5 | 73.5 to 73.5 | 1 |
Daily median with the interquartile band, over days carrying at least one priced five-year trade.
Contracts trade at a standard coupon (100 or 500 basis points) with the difference settled upfront. Median upfront in the window: 1.87% of notional, unsigned in the tape, so no spread is inferred from it; spreads above come only from trades that disseminate a spread directly.
Sector and index membership are not disseminated in the tape and are not asserted here.
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.