- Data through
- 2026-09-30
- Names with a priced five-year point
- 130
- Build date
- 2026-10-20
The traded five-year single-name panel: every reference entity with at least three priced five-year trades in the window. A name keeps its table row while it clears that floor in the rolling window and leaves the panel when it does not; the panel is capped at 150 names, reviewed quarterly. Names with at least three tenor points at the same floor carry their own curve page, linked from the name.
Five-year panel, window medians
| Reference entity | 5Y median spread (bp) | Days with priced 5Y trades | Priced 5Y trades | Latest priced day | Notional, USD trades ($) | Cleared share | Median upfront (% of notional) |
|---|---|---|---|---|---|---|---|
| Argentine Republic | 598.0 | 15 | 50 | 2026-09-30 | $839.1M | 35.5% | 2.43% |
| Republic of Ecuador | 400.0 | 5 | 5 | 2026-09-29 | $95.3M | 18.8% | 4.08% |
| Paramount Global | 327.0 | 2 | 4 | 2026-09-25 | $347.0M | 86.5% | 6.90% |
| CCO HOLDINGS,LLC | 306.5 | 2 | 4 | 2026-09-22 | $392.3M | 70.4% | 7.75% |
| DXC Technology Co | 238.0 | 4 | 12 | 2026-09-28 | $55.0M | 100.0% | 11.88% |
| Petroleos Mexicanos | 233.0 | 16 | 45 | 2026-09-30 | $580.1M | 53.3% | 4.70% |
| Oracle Corporation | 205.5 | 15 | 84 | 2026-09-29 | $1.4B | 68.9% | 3.61% |
| Stellantis N.V. | 173.0 | 1 | 3 | 2026-09-04 | not yet reported | 61.8% | 14.41% |
| Republic of Colombia | 147.5 | 18 | 125 | 2026-09-30 | $1.6B | 53.0% | 1.79% |
| Lincoln National Corp | 144.0 | 4 | 7 | 2026-09-30 | $35.0M | 100.0% | 1.93% |
| Ford Motor Co | 143.5 | 9 | 20 | 2026-09-29 | $120.0M | 100.0% | 15.52% |
| AIR FRANCE - KLM | 141.0 | 1 | 6 | 2026-09-21 | $10.0M | 52.7% | 15.26% |
| Lincoln National Corporation | 136.0 | 1 | 4 | 2026-09-02 | $218.0M | 80.8% | 1.85% |
| AMC 1L (9/26) TRS-TLB | 130.0 | 3 | 7 | 2026-09-28 | $5.5M | 0.0% | not yet reported |
| I.S. AN03 / CRUSOE (-DDTL | 130.0 | 1 | 5 | 2026-09-28 | $2.5M | 0.0% | not yet reported |
| ASURION LLC (12/20)-TLB 12 | 130.0 | 1 | 4 | 2026-09-29 | $20 | 0.0% | not yet reported |
| Ford Motor Credit Co LLC | 125.5 | 4 | 9 | 2026-09-24 | $45.0M | 100.0% | 16.67% |
| Dominican Republic | 121.0 | 3 | 6 | 2026-09-16 | $233.4M | 35.0% | 0.71% |
| Federative Republic of Brazil | 120.0 | 21 | 152 | 2026-09-30 | $1.8B | 55.9% | 0.71% |
| Ally Financial Inc | 119.5 | 4 | 11 | 2026-09-18 | $55.0M | 100.0% | 16.94% |
| Broadcom Inc. | 115.0 | 12 | 41 | 2026-09-29 | $860.5M | 75.1% | 0.59% |
| BENDING SPOONS (9/26-TLB | 105.0 | 2 | 3 | 2026-09-28 | $15.0M | 0.0% | not yet reported |
| CARNIVAL CORPORATION LTD. | 101.5 | 5 | 6 | 2026-09-30 | $170.0M | 95.0% | 0.79% |
| Delta Air Lines,Inc. | 96.0 | 2 | 4 | 2026-09-22 | $221.0M | 66.0% | 2.23% |
| HUB INTERNATIONAL LIMITED | 94.5 | 1 | 3 | 2026-09-29 | $66.1M | 83.3% | 14.87% |
| HP Inc | 93.5 | 6 | 7 | 2026-09-30 | $50.0M | 100.0% | 0.46% |
| Radian Group Inc | 92.0 | 5 | 8 | 2026-09-30 | $55.0M | 100.0% | 17.29% |
| Advanced Micro Devices Inc | 91.5 | 6 | 12 | 2026-09-30 | $120.0M | 95.8% | 18.39% |
| Republic of Panama | 91.0 | 13 | 33 | 2026-09-30 | $538.4M | 54.2% | 0.44% |
| AES Corp/The | 90.5 | 2 | 6 | 2026-09-17 | $24.0M | 100.0% | 19.09% |
| Republic of Guatemala | 90.2 | 2 | 3 | 2026-09-30 | $151.0M | 9.5% | 0.17% |
| META PLATFORMS INC | 90.0 | 9 | 21 | 2026-09-29 | $202.5M | 91.1% | 0.77% |
| Lennar Corp | 90.0 | 8 | 9 | 2026-09-28 | $104.0M | 100.0% | 18.38% |
| The Campbell's Company | 89.0 | 9 | 20 | 2026-09-30 | $301.0M | 75.4% | 0.75% |
| UNITED MEXICAN STATES | 86.5 | 18 | 127 | 2026-09-30 | $1.5B | 58.1% | 0.87% |
| GENERAL MOTORS COMPANY | 86.0 | 4 | 7 | 2026-09-24 | $364.1M | 50.5% | 18.43% |
| Block Financial LLC | 85.5 | 5 | 9 | 2026-09-24 | $172.0M | 82.5% | 2.12% |
| Kawasaki Kisen Kaisha,Ltd. | 85.5 | 1 | 5 | 2026-09-28 | not yet reported | 0.0% | 1.25% |
| NVIDIA Corporation | 82.5 | 10 | 45 | 2026-09-28 | $919.6M | 46.3% | 0.97% |
| Prudential Financial Inc | 82.5 | 3 | 12 | 2026-09-23 | $60.0M | 100.0% | 0.83% |
| ADVANCED MICRO DEVICES,INC. | 81.4 | 1 | 8 | 2026-09-18 | $497.0M | 58.9% | 18.41% |
| Avnet Inc | 80.5 | 4 | 11 | 2026-09-30 | $80.0M | 100.0% | 0.92% |
| Expedia Group,Inc. | 76.2 | 10 | 24 | 2026-09-30 | $331.0M | 81.7% | 1.50% |
| Intel Corp | 75.2 | 8 | 16 | 2026-09-30 | $115.2M | 100.0% | 1.27% |
| Toll Brothers,Inc. | 72.4 | 4 | 10 | 2026-09-23 | $214.0M | 79.2% | 1.64% |
| AT&T INC. | 72.0 | 7 | 9 | 2026-09-29 | $283.0M | 69.2% | 1.61% |
| Verizon Communications Inc | 72.0 | 7 | 16 | 2026-09-30 | $90.0M | 100.0% | 1.39% |
| Dow Chemical Co/The | 70.8 | 5 | 6 | 2026-09-23 | $33.0M | 100.0% | 1.46% |
| MetLife Inc | 69.5 | 5 | 12 | 2026-09-25 | $130.0M | 100.0% | 1.38% |
| Amazon.com Inc | 68.0 | 15 | 50 | 2026-09-30 | $405.0M | 87.8% | 1.67% |
| Host Hotels & Resorts LP | 67.5 | 5 | 13 | 2026-09-22 | $65.0M | 100.0% | 1.61% |
| Amazon.com,Inc. | 66.6 | 1 | 4 | 2026-09-22 | $358.1M | 70.4% | 1.67% |
| Ovintiv Inc. | 66.0 | 2 | 3 | 2026-09-30 | $137.0M | 81.2% | 1.95% |
| Baxter International Inc | 65.5 | 3 | 7 | 2026-09-22 | $35.0M | 100.0% | 1.69% |
| T-Mobile USA,Inc. | 65.0 | 7 | 13 | 2026-09-30 | $274.5M | 72.3% | 18.44% |
| NextEra Energy Capital Holdings Inc | 65.0 | 4 | 5 | 2026-09-28 | $40.0M | 100.0% | 1.70% |
| Alphabet Inc. | 63.5 | 17 | 41 | 2026-09-30 | $437.5M | 65.2% | 1.77% |
| Comcast Corp | 63.0 | 6 | 10 | 2026-09-25 | $90.0M | 100.0% | 1.79% |
| OCCIDENTAL PETROLEUM CORPORATION | 62.0 | 4 | 8 | 2026-09-23 | $282.5M | 69.8% | 1.93% |
| Boeing Co/The | 62.0 | 7 | 15 | 2026-09-29 | $120.0M | 100.0% | 1.73% |
| Dell Inc | 61.8 | 5 | 10 | 2026-09-28 | $72.0M | 100.0% | 1.85% |
| Republic of Peru | 61.5 | 12 | 32 | 2026-09-29 | $435.8M | 38.9% | 1.83% |
| ENERGY TRANSFER LP | 61.5 | 1 | 6 | 2026-09-16 | $153.1M | 48.9% | 1.99% |
| Eastman Chemical Co | 61.0 | 2 | 5 | 2026-09-14 | $25.0M | 100.0% | 1.88% |
| Omnicom Group Inc | 60.0 | 2 | 5 | 2026-09-23 | $25.0M | 100.0% | 1.84% |
| Best Buy Co Inc | 59.0 | 3 | 4 | 2026-09-25 | $35.0M | 100.0% | 20.11% |
| Enbridge Inc. | 58.6 | 4 | 10 | 2026-09-24 | $246.6M | 55.6% | 2.04% |
| Morgan Stanley | 57.8 | 5 | 10 | 2026-09-28 | $204.8M | 67.3% | 2.06% |
| Canadian Natural Resources Ltd | 56.1 | 1 | 4 | 2026-09-14 | $20.0M | 100.0% | 2.27% |
| The Goldman Sachs Group,Inc. | 54.0 | 6 | 17 | 2026-09-30 | $302.8M | 71.2% | 2.09% |
| CANADIAN NATURAL RESOURCES LIMITED | 53.7 | 3 | 7 | 2026-09-25 | $213.3M | 33.8% | 2.04% |
| BANK OF AMERICA CORPORATION | 53.5 | 6 | 19 | 2026-09-29 | $327.1M | 73.9% | 1.83% |
| American International Group,Inc. | 53.5 | 2 | 3 | 2026-09-23 | $186.5M | 50.0% | 1.97% |
| HCA Inc | 53.5 | 2 | 5 | 2026-09-25 | $25.0M | 100.0% | 20.51% |
| Citigroup Inc | 52.5 | 7 | 16 | 2026-09-24 | $150.0M | 96.7% | 2.13% |
| Williams Cos Inc/The | 52.5 | 4 | 6 | 2026-09-23 | $30.0M | 100.0% | 2.30% |
| Ryder System Inc | 52.5 | 3 | 3 | 2026-09-24 | $15.0M | 100.0% | 2.19% |
| CVS Health Corp | 52.2 | 4 | 8 | 2026-09-25 | $55.0M | 100.0% | 2.21% |
| Devon Energy Corp | 52.2 | 4 | 6 | 2026-09-29 | $30.0M | 100.0% | 2.21% |
| WELLS FARGO & COMPANY | 52.0 | 4 | 7 | 2026-09-30 | $88.0M | 61.1% | 2.44% |
| International Paper Co | 52.0 | 3 | 6 | 2026-09-30 | $30.0M | 100.0% | 2.22% |
| DR Horton Inc | 52.0 | 2 | 3 | 2026-09-30 | $15.0M | 100.0% | 2.22% |
| UnitedHealth Group Inc | 52.0 | 2 | 3 | 2026-09-28 | $15.0M | 100.0% | 2.11% |
| Kraft Heinz Foods Co | 51.0 | 3 | 3 | 2026-09-25 | $35.0M | 100.0% | 2.26% |
| REPUBLIC OF CHILE | 48.0 | 11 | 49 | 2026-09-29 | $585.1M | 44.9% | 2.59% |
| Sempra | 47.5 | 4 | 5 | 2026-09-30 | $156.0M | 86.1% | 2.04% |
| Southern Co/The | 47.5 | 6 | 7 | 2026-09-30 | $35.0M | 100.0% | 2.43% |
| Microsoft Corporation | 47.0 | 10 | 48 | 2026-09-28 | $467.2M | 77.2% | 2.51% |
| KINDER MORGAN,INC. | 46.8 | 3 | 8 | 2026-09-23 | $188.6M | 57.1% | 2.12% |
| General Mills Inc | 45.5 | 5 | 9 | 2026-09-29 | $45.0M | 100.0% | 2.42% |
| THERMO FISHER SCIENTIFIC INC. | 45.2 | 6 | 8 | 2026-09-30 | $195.0M | 80.0% | 2.58% |
| Valero Energy Corp | 44.2 | 3 | 6 | 2026-09-23 | $85.0M | 100.0% | 2.62% |
| TransCanada PipeLines Ltd | 44.0 | 5 | 11 | 2026-09-28 | $75.0M | 100.0% | 2.71% |
| Marriott International Inc/MD | 44.0 | 2 | 3 | 2026-09-16 | $15.0M | 100.0% | 2.64% |
| FirstEnergy Corp. | 43.8 | 5 | 10 | 2026-09-30 | $161.0M | 89.2% | 2.04% |
| Netflix Inc | 43.8 | 2 | 4 | 2026-09-23 | $70.0M | 93.3% | 20.69% |
| American Electric Power Co Inc | 43.5 | 2 | 3 | 2026-09-30 | $15.0M | 100.0% | 2.62% |
| JFE Holdings,Inc. | 43.0 | 2 | 3 | 2026-09-23 | not yet reported | 0.0% | 2.83% |
| Cigna Group/The | 42.8 | 3 | 4 | 2026-09-25 | $20.0M | 100.0% | 2.72% |
| Cisco Systems Inc | 42.5 | 4 | 15 | 2026-09-23 | $75.0M | 100.0% | 2.84% |
| Dominion Energy Inc | 41.8 | 3 | 6 | 2026-09-30 | $55.0M | 100.0% | 2.68% |
| Motorola Solutions Inc | 41.0 | 3 | 4 | 2026-09-30 | $50.0M | 100.0% | 2.74% |
| FedEx Corp | 40.0 | 3 | 13 | 2026-09-24 | $95.0M | 100.0% | 2.73% |
| JPMorgan Chase & Co | 40.0 | 3 | 3 | 2026-09-24 | $65.0M | 100.0% | 2.39% |
| Elevance Health Inc | 40.0 | 1 | 3 | 2026-09-01 | $47.0M | 100.0% | 2.65% |
| Apple Inc | 39.0 | 6 | 9 | 2026-09-30 | $45.0M | 100.0% | 2.84% |
| Allstate Corp/The | 36.0 | 4 | 5 | 2026-09-29 | $25.0M | 100.0% | 2.97% |
| The Walt Disney Company | 34.0 | 2 | 3 | 2026-09-23 | $163.0M | 86.8% | 2.04% |
| Kroger Co/The | 34.0 | 5 | 5 | 2026-09-28 | $25.0M | 100.0% | 3.07% |
| Johnson Controls International plc | 34.0 | 5 | 5 | 2026-09-24 | $25.0M | 100.0% | 3.06% |
| Target Corp | 33.2 | 7 | 18 | 2026-09-29 | $125.0M | 100.0% | 3.04% |
| Autozone Inc | 32.2 | 2 | 4 | 2026-09-30 | $45.0M | 100.0% | 3.14% |
| Exelon Corp | 32.2 | 4 | 4 | 2026-09-28 | $35.0M | 100.0% | 3.09% |
| AbbVie Inc | 31.0 | 5 | 13 | 2026-09-25 | $130.0M | 100.0% | 2.66% |
| Barrick Mining Corp | 30.5 | 2 | 5 | 2026-09-21 | $25.0M | 100.0% | 3.21% |
| Newmont Corp | 30.0 | 2 | 3 | 2026-09-21 | $40.0M | 100.0% | 3.09% |
| Amgen Inc | 29.0 | 1 | 3 | 2026-09-14 | $19.0M | 100.0% | 3.28% |
| Danaher Corp | 28.8 | 2 | 4 | 2026-09-29 | $45.0M | 100.0% | 2.15% |
| McKesson Corp | 28.0 | 3 | 5 | 2026-09-23 | $55.0M | 81.8% | 3.17% |
| Bristol-Myers Squibb Co | 27.0 | 2 | 7 | 2026-09-21 | $39.0M | 100.0% | 3.26% |
| Cardinal Health Inc | 27.0 | 3 | 4 | 2026-09-28 | $35.0M | 100.0% | 3.19% |
| RTX Corp | 25.5 | 2 | 7 | 2026-09-10 | $50.0M | 100.0% | 3.44% |
| Honeywell International Inc | 23.9 | 3 | 6 | 2026-09-21 | $35.0M | 100.0% | 3.62% |
| United Parcel Service Inc | 21.5 | 4 | 7 | 2026-09-23 | $35.0M | 100.0% | 3.60% |
| Caterpillar Inc | 20.5 | 5 | 7 | 2026-09-25 | $60.0M | 100.0% | 3.59% |
| McDonald's Corp | 20.0 | 2 | 3 | 2026-09-08 | $15.0M | 100.0% | 3.71% |
| Procter & Gamble Co/The | 19.9 | 2 | 4 | 2026-09-28 | $25.0M | 100.0% | 3.69% |
| Lockheed Martin Corp | 17.8 | 5 | 8 | 2026-09-28 | $65.0M | 100.0% | 3.82% |
| CSX Corp | 15.0 | 2 | 3 | 2026-09-25 | $40.0M | 100.0% | 2.60% |
| Norfolk Southern Corp | 13.0 | 2 | 3 | 2026-09-24 | $20.0M | 100.0% | 3.39% |
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.