Credit default swaps top movers: New Zealand and Credit Suisse USA

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 
NEW ZEALAND              577,243,073 9.40% -4.02% -2.01%           3,743,120,604             427
PANAMA              474,549,981 9.17% 16.31% -38.61%           7,326,833,913         1,127
ICELAND              606,736,297 -7.71% -12.67% -28.24%           5,862,540,655             922
NORWAY          1,123,148,033 -7.22% -7.01% -6.24%           9,385,346,267             520
CYPRUS              309,558,346 -6.90% -9.28% 100.00%           1,872,520,523             238
NETHERLANDS          3,111,366,363 -6.40% -14.42% 4.97%         30,828,875,463         1,727
UKRAINE              698,026,898 -5.41% -9.90% -39.41%         34,742,938,255         3,272
DENMARK          2,654,507,792 -3.98% -10.63% -17.27%         18,536,732,257         1,655
PORTUGAL          4,329,188,494 -3.68% -6.00% -22.20%         68,674,461,336         4,339
TURKEY          7,048,721,022 3.31% 5.68% 44.54%       140,664,402,664         9,461


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 
CREDIT SUISSE (USA)              443,614,943 24.74% -6.72% 11.61%           4,150,242,212             587
ENECO HOLDING              205,496,702 -17.65% -12.59% -5.70%           1,994,477,144             370
TENET HEALTHCARE              341,099,810 16.07% 24.65% -17.64%           5,712,046,672         1,446
COMMONWEALTH BANK          1,083,254,221 -15.85% -4.49% -27.11%         16,026,857,868         1,894
SBERBANK          1,097,333,093 15.63% 13.21% 58.88%         18,202,266,252         1,827
MTR CORP. LTD.              122,362,345 -14.16% -22.04% -20.25%           1,680,413,874             323
INVENSYS PLC              190,294,236 13.24% 33.72% -53.87%           5,707,753,601         1,167
HEALTH MANAGEMENT ASSOCIATES, INC.              210,526,188 -12.89% -26.75% -24.21%           4,703,510,084         1,317
ANZ LTD.              993,469,391 -12.85% -11.34% -33.00%         16,478,540,868         2,070
RADIOSHACK              919,896,877 12.83% 15.99% -11.63%         20,829,972,920         4,025


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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