CDX.NA.HY 5Y

Underlying source data: publicly disseminated CFTC swap data via DTCC SDR. This dashboard displays KestrelNexus-derived 5-minute and daily aggregates calculated from publicly disseminated swap records. It does not reproduce or provide a transaction-level tape and is not a continuously quoted dealer bid/ask or composite mid. Session high, low, trade count and reported notional are aggregate statistics calculated for the selected on-the-run 5Y contract. Displayed aggregates and indicators are independently calculated by KestrelNexus and are not DTCC data products. Auto uses derived 5-minute OHLC history plus today’s live 5-minute bars for 1D, 5D and 1M, and derived daily OHLC history for longer ranges. Select 1H for hourly OHLC aggregated from the same five-minute bars across any range, including today's incomplete hour. The adjustable EMA/SMA is calculated from candle closes, and Parabolic SAR from candle highs and lows at the selected interval. VBE uses historical close-to-close return volatility, raw price-relative bands, centered weighted moving averages, and correlation-based estimates for its final three observations; these estimates repaint. Roll markers indicate changes in the selected on-the-run 5Y contract. Prior settlement is sourced from LCH CDSClear when available and is shown on the 1D view. The last level can remain unchanged when no new qualifying aggregate update occurs.