Credit default swaps top movers: Ireland and ABN AMRO

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 
IRELAND          2,827,428,197 -8.63% -12.98% -32.35%         48,354,956,561         3,351
SOUTH AFRICA          2,839,448,886 5.58% -1.09% 20.60%         51,502,766,185         5,832
UKRAINE              821,247,707 5.58% 6.25% -29.04%         34,766,327,738         3,270
VIETNAM              642,830,000 5.22% 11.75% -17.36%           8,448,494,400         1,261
LITHUANIA              479,787,871 4.58% -3.18% -22.93%           7,854,746,388             934
THAILAND          1,097,277,162 -4.10% -0.73% -15.56%         14,607,722,023         2,162
KAZAKHSTAN              750,504,698 3.90% -11.15% 0.08%         18,354,059,291         1,756
SWEDEN          1,835,854,480 -3.78% -7.67% -40.14%         22,810,061,470         1,290
HUNGARY          1,938,058,760 3.40% -3.14% 100.00%         69,779,424,022         6,452
EGYPT              509,232,371 -3.31% -7.94% -49.12%           4,121,025,538         1,041


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 
ABN AMRO BANK N.V.              572,450,808 -37.63% -39.20% -38.49%           3,562,426,605             430
SINGTEL OPTUS PTY LTD.              204,992,096 18.24% 41.68% -5.84%           3,380,768,913             552
WOODSIDE PETROLEUM LTD.              340,388,972 12.01% -3.61% -22.34%           4,743,722,657             695
BRISA - CONCESSAO RODOVIARIA              206,709,222 11.99% 8.10% -18.47%           1,961,619,282             435
CROWN LTD.              390,850,795 10.20% -12.65% -20.81%           5,257,392,571             932
REALOGY CORP.              448,789,000 -9.86% -19.01% -16.33%           4,924,899,324         1,213
XSTRATA PLC          1,025,989,362 8.84% 1.94% -18.45%         16,137,631,066         2,398
HEWLETT-PACKARD CO.          1,846,770,093 8.51% 9.76% 60.40%         19,770,083,868         3,299
THE HARTFORD              691,874,177 -8.24% -4.51% -13.85%         19,756,035,635         2,448
DELHAIZE AMERICA              290,779,907 -7.89% 0.06% 4.34%           5,102,043,345         1,373

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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