Credit default swaps top movers: Lithuania and Chorus Limited

Top 10 Sovereign Reference Entities by Net Notional Change vs previous week
   Net Notional (USD EQ)  Net % Change vs 1 Week Ago Net % Change vs 4 Weeks Ago Net % Change vs 52 Weeks Ago  Gross Notional (USD EQ)   Contracts 
LITHUANIA              519,104,612 -12.26% -5.61% -17.71%           7,715,647,070             922
PERU          1,652,649,068 -8.69% -5.85% -14.56%         24,879,893,998         2,630
KAZAKHSTAN              837,970,495 -7.36% -2.67% 5.84%         18,522,059,691         1,754
SWEDEN          2,214,337,613 -6.52% -15.73% -27.30%         22,355,882,428         1,279
KOREA          7,130,743,748 5.83% 1.58% 66.23%         76,168,425,018         8,361
VIETNAM              595,491,054 5.08% 7.16% -26.26%           8,923,821,041         1,319
LATVIA              472,138,570 -3.98% -13.90% -22.15%         10,738,118,600         1,293
CHINA          9,784,318,404 3.12% 4.19% 24.45%         69,625,594,188         7,639
SAUDI ARABIA              502,582,573 3.09% 3.12% 9.74%           2,600,592,773             282
FRANCE        21,752,700,987 -2.65% -7.36% -14.35%       155,384,790,878         7,101

 

Top 10 Corporate Reference Entities by Net Notional Change vs previous week
   Net Notional (USD EQ)  Net % Change vs 1 Week Ago Net % Change vs 4 Weeks Ago Net % Change vs 52 Weeks Ago  Gross Notional (USD EQ)   Contracts 
CHORUS LTD.              353,273,089 8.12% 7.35% 100.00%           6,076,684,146         2,039
SUMITOMO CORP.              762,898,772 8.02% 6.00% -11.95%           6,115,726,800             922
CODERE FINANCE (LUXEMBOURG) S.A.              297,907,638 7.32% 7.56% -37.56%           9,207,096,025         2,223
MARKS AND SPENCER P.L.C.          1,072,911,341 -6.84% -5.92% -42.35%         26,501,900,260         4,016
AMKOR TECHNOLOGY              243,563,951 -6.37% -11.10% -32.73%           4,068,459,179         1,268
MITSUI CHEMICALS              428,636,207 6.07% 9.71% 22.13%           3,411,273,669             508
SUMITOMO MITSUI BANKING              457,306,131 -5.99% -11.44% -29.08%           8,992,231,076         1,501
PROMISE CO.              533,678,231 5.64% 9.64% -20.74%         12,838,619,790         2,182
OWENS-ILLINOIS              231,040,421 5.49% 14.12% -34.82%           2,561,393,538             718
MITSUI & CO.              873,282,273 5.47% 4.12% 6.51%           6,327,864,388             972

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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