France and General Electric top this week’s CDS lists

Top 10 Sovereign Reference Entities by Net Notional Change vs. previous week

   Net Notional (USD)  Net change   (1-week)  Net change (4-weeks)  Net change   (1-year)   Gross Notional (USD)   Contracts 
PANAMA            407,910,985 -13.92% -13.92% -51.55%            7,489,715,127        1,152
LATVIA            491,697,605 -10.26% -9.51% -19.86%          10,718,070,175        1,290
UKRAINE            764,893,335 -9.54% -12.06% -34.16%          34,788,533,114        3,188
KAZAKHSTAN            904,556,403 7.74% 5.05% 14.92%          18,386,140,206        1,748
CHILE            784,959,871 7.51% 19.82% 42.40%            6,615,405,680           688
SOUTH AFRICA         2,858,864,967 7.39% 18.53% 18.80%          47,896,808,176        5,370
ISRAEL         1,790,239,253 6.72% 17.69% 40.54%          12,789,947,320        1,496
LITHUANIA            591,662,875 6.06% 7.89% -6.54%            7,694,272,324           917
VENEZUELA         1,962,016,016 5.84% 6.70% -13.08%          50,024,150,277        4,297
COLOMBIA         1,575,319,993 -5.09% -4.25% -14.31%          29,475,017,948        2,941

Top 10 Corporate Reference Entities by Net Notional Change vs. previous week

   Net Notional (USD)  Net change   (1-week)  Net change (4-weeks)  Net change   (1-year)   Gross Notional (USD)   Contracts 
Kazkommertsbank (JSC)            358,391,441 13.08% 5.36% -34.82%            9,320,884,724        1,092
ENTERPRISE   PRODUCTS OPERATING LLC            366,387,607 -11.96% -12.09% 44.09%            3,879,490,796           821
ODYSSEY RE   HOLDINGS            375,117,777 11.00% 2.68% -19.95%            3,446,791,161           906
RUSSIAN AG.   BANK         1,177,473,396 -10.93% -3.31% -4.22%            9,689,890,563           718
TEXAS   INSTRUMENTS             286,549,295 10.68% 19.61% -8.35%            4,552,007,017           819
TOSHIBA          1,009,079,790 10.04% 12.03% -27.71%            8,963,489,976        1,500
KOHL'S             824,108,640 9.10% 18.11% 4.28%          14,836,418,646        2,471
EXELON   GENERATION             795,002,786 -8.04% -11.92% -20.56%            7,505,257,039        1,360
ANGLO AMERICAN   PLC         1,228,119,189 7.60% 13.19% -10.41%          19,020,795,703        2,609
CARGILL            672,272,261 6.96% 13.84% -33.99%            7,274,051,479        1,497

The Depository Trust & Clearing Corporation (DTCC) is publishing weekly data on credit default swaps (CDS) contracts for both sovereign and corporate reference entities. DTCC’s Trade Information Warehouse contains approximately 98% of all CDS trades executed globally. This information is publicly available on DTCC’s website, www.dtcc.com.

 

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