Credit default swaps top movers: Ukraine and Royal Bank of Scotland

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 
UKRAINE              777,854,083 11.44% 3.25% -33.27%         34,884,806,690         3,283
VIETNAM              610,940,000 8.91% 10.75% -21.97%           8,356,494,400         1,247
VENEZUELA          1,911,787,904 4.90% -3.92% -17.33%         48,768,680,312         4,012
HUNGARY          1,874,284,301 -4.74% -3.77% 100.00%         69,713,504,143         6,440
UNITED STATES          3,678,889,771 -4.20% -15.98% -31.60%         22,062,337,717             956
KAZAKHSTAN              722,319,808 -4.16% -15.32% -3.97%         18,132,160,696         1,743
LEBANON              513,962,000 4.05% 3.21% 2.52%           1,973,577,900             361
BULGARIA              671,402,953 3.46% 2.35% -30.96%         19,387,963,128         2,027
SLOVENIA              687,227,832 3.13% 4.33% -32.75%           6,838,655,737             612
ISRAEL          1,858,989,571 2.92% 3.42% 33.39%         13,124,741,878         1,560

 

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 
ROYAL BANK OF SCOTLAND              834,239,628 47.01% 38.42% 13.79%           7,899,143,628         1,048
TABCORP HOLDINGS LTD.              162,374,131 17.17% 13.03% 5.40%           2,249,709,389             357
TENET HEALTHCARE CORP.              396,591,051 16.27% 44.64% -4.07%           5,860,116,196         1,496
ROCHE HOLDINGS, INC.              302,964,771 12.64% -28.45% -32.49%           4,115,365,285             720
MMO2 PLC              221,255,808 -11.85% -10.72% -17.86%           2,723,120,595             802
GLAXOSMITHKLINE              674,088,846 11.32% 8.96% 10.95%           5,073,238,339         1,065
WOODSIDE PETROLEUM LTD.              303,881,847 -11.14% -17.76% -30.31%           4,673,186,963             691
FOREST OIL CORP.              465,682,790 10.85% -5.38% 33.05%           4,774,184,508         1,281
SINGTEL OPTUS PTY LTD.              173,366,453 -10.53% 20.93% -25.11%           3,345,394,529             550
KAWASAKI KISEN KAISHA, LTD.              305,048,187 10.33% 8.49% -10.64%           2,174,243,931             558

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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