- Week of
- 31 Aug 2026
- Data through
- 2026-09-30
- Build date
- 2026-10-20
Launch issue. The parsed window in this build covers the file months listed on the market page, so this first review covers the earliest week in the window and later issues follow weekly as the daily build extends the record.
Flow for the week against the prior week, on final chain state. Notional is over USD-denominated trades; the capped shares and the accounting rules are those stated on the method page.
| Asset class | Trades | Trades, prior week | Notional, USD trades ($) | Capped share of notional | Cleared share |
|---|---|---|---|---|---|
| Rates | 131 | not yet reported | $121.1M | 0.0% | 1.5% |
| Credits | 2,367 | not yet reported | $7.4B | 87.9% | 51.6% |
| Forex | 241,865 | not yet reported | $795.2B | 13.1% | 12.3% |
| Equities | 1,406,099 | not yet reported | $165.3B | 10.3% | 0.0% |
| Commodities | 14,249 | not yet reported | $31.1B | 24.7% | 0.0% |
Index spreads, five-year point
| Index | Spread (bp) | Change vs prior week (bp) | Reading date |
|---|---|---|---|
| CDX North America Investment Grade | 50.0 | not yet reported | 2026-09-04 |
| CDX North America High Yield | 295.3 | not yet reported | 2026-09-04 |
| CDX Emerging Markets | 136.5 | not yet reported | 2026-09-04 |
| iTraxx Europe | 51.4 | not yet reported | 2026-09-04 |
| iTraxx Crossover | 249.0 | not yet reported | 2026-09-04 |
| iTraxx Asia ex-Japan IG | 66.2 | not yet reported | 2026-09-06 |
USD par rates
| Tenor | VWAP rate (%) | Change vs prior week (bp) |
|---|---|---|
| 2Y | 4.22 | not yet reported |
| 5Y | 4.27 | not yet reported |
| 10Y | 4.34 | not yet reported |
| 30Y | 4.50 | not yet reported |
EUR par rates
| Tenor | VWAP rate (%) | Change vs prior week (bp) |
|---|---|---|
| 2Y | 2.93 | +2.7 |
| 5Y | 3.15 | not yet reported |
| 10Y | 3.32 | not yet reported |
| 30Y | 3.30 | not yet reported |
Record quality
Disseminations in the week: 1,369,196. Modifications and corrections: 1,366,459 (99.80% of disseminations). Terminations: 0.
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.