Italy tops France on latest CDS list

Credit default swaps sovereign & corporate movers

Top 10 Sovereign Reference Entities by Net Notional Change vs 1 Week Ago
   Net Notional (USD EQ)  Net % Change (1 week) Net % Change (4 weeks) Net % Change (1 year)  Gross Notional (USD EQ)   Contracts 
PANAMA              434,677,249 16.58% 6.56% -44.98%           7,252,516,877         1,123
USA          3,933,244,162 -12.79% -8.21% -28.09%         21,369,975,639             942
NEW ZEALAND              527,648,395 -12.51% -11.98% -11.44%           3,672,255,505             423
LATVIA              504,667,164 11.89% 2.64% -18.75%         10,707,646,583         1,265
CHILE              688,556,341 -11.84% -12.28% 45.78%           6,430,989,397             669
KAZAKHSTAN              753,710,592 -10.77% -16.68% -0.93%         17,726,212,516         1,700
RUSSIA          4,610,130,869 10.09% 9.42% -0.27%       111,001,489,097         9,228
MALAYSIA          1,350,809,771 -8.94% 0.93% 6.92%         18,826,150,416         2,508
VENEZUELA          1,818,801,675 -8.23% -7.30% -23.89%         48,523,989,115         3,996
EGYPT              511,749,669 -7.49% -10.10% -48.33%           4,111,107,901         1,038


Top 10 Corporate Reference Entities by Net Notional Change vs 1 Week Ago
   Net Notional (USD EQ)  Net % Change (1 week) Net % Change (4 weeks) Net % Change (1 year)  Gross Notional (USD EQ)   Contracts 
AMERICA MOVIL              250,014,704 -37.10% -36.93% -55.98%           1,881,729,402             264
SCOR              230,520,088 -37.01% -36.50% -41.36%           6,685,938,311         1,456
TDC A/S              232,817,576 -36.74% -34.26% -43.71%           4,022,466,607         1,199
NATIONAL AUSTRALIA BANK LIMITED          1,237,228,166 -36.41% -35.36% -37.47%         12,173,057,377         1,568
ROCHE HOLDINGS, INC.              278,452,524 -35.67% -35.79% -38.69%           4,037,969,952             714
SINGTEL OPTUS PTY LIMITED              194,436,331 34.38% 36.81% -22.78%           3,309,104,428             550
CISCO SYSTEMS, INC.              468,691,510 -34.33% -35.80% -35.49%           4,670,732,321             641
TRANE INC.              142,950,176 -34.13% -33.91% -35.68%           2,172,095,201             537
KINDER MORGAN, INC.              627,614,251 -28.75% -28.32% 100.00%           7,645,137,328         1,733
MITSUBISHI HEAVY INDUSTRIES, LTD.              527,712,750 -28.00% -30.38% -27.06%           3,758,209,456             599

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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