France tops weekly credit default swaps charts

Top sovereign and corporate CDS movement

Top 15 Sovereign and Corporate Credit Default Swaps

France tops the list of net notional credit default swap (CDS) liability in terms of payouts for sovereign entities for the week ending Aug. 10 according to figures compiled by the Depository Trust & Clearing Corporation (DTCC). CDS' on the sovereign debt of Italy and Spain has the most activity based on gross notional amount outstanding. The data in corporate entities show a continued trend of reduced exposure to CDS’ of these firms.

Top 15 Sovereign reference entities by net notional value

Reference Entity

 Net Notional (USD EQ)

Net change (1-week)

Net change (1-year)

 Gross Notional (USD EQ)

 Contracts

FRANCE

             23,172,743,785

-1.31%

-4.10%

            153,563,690,549

          6,861

GERMANY

             22,195,424,669

-0.87%

24.20%

            132,192,132,162

          5,306

ITALY

             20,342,553,756

-0.18%

-18.37%

            339,739,094,612

       10,700

 BRAZIL

             18,903,753,128

-0.11%

7.31%

            169,231,304,134

       10,885

SPAIN

             13,489,656,211

-1.30%

-26.50%

            180,395,555,665

          8,162

JAPAN

             11,323,080,131

0.26%

26.60%

              70,641,505,388

          6,858

UNITED KINGDOM

             11,035,508,590

-0.95%

-11.98%

              65,781,895,795

          4,353

CHINA

               9,400,477,055

0.10%

18.12%

              71,561,783,473

          8,026

MEXICO

               9,096,795,163

-0.57%

3.28%

            124,722,932,758

          9,371

KOREA

               6,907,838,989

-1.59%

65.95%

              78,326,098,525

          8,823

TURKEY

               6,235,547,819

2.87%

6.86%

            139,421,608,507

          9,267

AUSTRALIA

               5,888,668,248

0.05%

12.66%

              35,963,354,422

          3,575

AUSTRIA

               5,163,100,794

-3.80%

-17.57%

              55,173,140,665

          2,438

BELGIUM

               4,853,153,488

0.01%

-31.97%

              63,179,336,496

          3,389

PORTUGAL

               4,520,739,095

0.03%

-21.25%

              67,211,329,360

          4,153

 

 

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