Credit default swaps top movers: Panama and CIR S.P.A.

Top 10 Sovereign Reference Entities by Net Notional Change vs Previous Week
   Net Notional (USD EQ)  Net % Change (1 week) Net % Change (4 weeks) Net % Change (1 year)  Gross Notional (USD EQ)   Contracts 
PANAMA              372,849,862 -11.83% -21.32% -53.42%           7,549,368,505         1,169
MALAYSIA          1,483,429,722 8.22% 7.39% -6.98%         19,816,724,400         2,724
POLAND          1,998,099,737 4.86% 5.44% -10.40%         45,574,963,977         4,293
PHILIPPINES          2,225,925,566 4.72% -0.07% -25.93%         50,009,975,014         5,826
EGYPT              553,176,395 -4.48% 1.99% -43.60%           4,196,958,856         1,030
VIETNAM              575,222,977 4.28% 3.83% -28.00%           9,097,346,313         1,336
CROATIA              483,522,784 -3.44% -2.64% -26.81%         11,652,166,055         1,339
AUSTRALIA          5,661,264,094 -3.30% -4.20% 11.16%         35,997,766,608         3,545
U.S.A.          4,510,185,355 3.00% 6.78% -21.03%         23,245,683,291         1,266
ISRAEL          1,849,551,614 2.89% 10.26% 31.69%         13,053,772,040         1,528


Top 10 Corporate Reference Entities by Net Notional Change vs Previous Week
   Net Notional (USD EQ)  Net % Change (1 week) Net % Change (4 weeks) Net % Change (1 year)  Gross Notional (USD EQ)   Contracts 
CIR S.P.A.              287,285,634 16.36% 20.13% 0.81%           6,820,172,554         1,320
VULCAN MATERIALS CO.              375,088,612 -13.59% -13.43% -22.69%           3,813,784,348             680
VALE CANADA LTD.              209,332,403 13.43% 20.63% -30.40%           3,308,034,120             812
SPRINT NEXTEL CORP.          2,006,138,972 13.02% 12.25% 1.62%         28,936,271,491         4,947
MELIA HOTELS INTERNATIONAL              494,882,815 11.94% 13.61% -16.28%         11,679,665,543         2,603
BRISA - CONCESSAO RODOVIARIA              191,226,914 10.70% 9.63% -25.72%           1,803,690,321             387
MITSUBISHI CHEMICAL CORP.              337,676,573 10.00% 12.09% 100.00%           1,906,539,229             216
BBVA          2,227,437,293 9.70% 11.87% -23.77%         55,924,967,093         6,517
BCE INC.              207,678,713 -9.65% -9.71% -32.33%           4,248,551,111             844
YUM! BRANDS, INC.              392,554,861 -8.77% -8.40% -35.75%           8,859,345,597         1,706


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.

<< Page 2 of 2
Comments
comments powered by Disqus
Check out Futures Magazine - Polls on LockerDome on LockerDome