Credit default swaps top movers: Kazakhstan 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 
KAZAKHSTAN              894,605,886 19.20% 18.69% 18.97%         17,338,097,609         1,713
QATAR          1,041,475,565 9.11% 5.83% 74.40%           9,421,858,593         1,343
HUNGARY          1,770,230,121 -8.66% -11.13% 100.00%         70,188,530,068         6,535
BULGARIA              601,388,379 -8.60% -8.23% -30.61%         18,941,322,641         2,013
UKRAINE              876,872,002 6.77% 18.83% -19.32%         34,554,599,079         3,260
SOUTH AFRICA          2,662,299,046 -6.24% -1.23% 17.88%         51,821,159,089         5,858
CROATIA              451,276,179 -4.24% -3.76% -15.77%         11,542,357,372         1,335
MEXICO          9,291,810,617 3.94% 5.48% 5.30%       120,657,828,756         8,745
ARGENTINA          2,393,812,988 3.40% 4.13% 12.88%         41,027,525,807         3,855
TURKEY          6,811,471,347 -3.33% -0.17% 48.78%       143,752,824,063         9,802


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              302,125,644 -47.22% -64.18% -67.57%           2,004,516,967             259
DOMTAR CORP.              433,697,935 18.18% 26.94% -7.53%           6,944,506,222         1,738
IPG INC.              263,759,223 14.61% 9.45% -32.29%           4,225,638,789         1,177
HUSKY ENERGY INC.              240,497,659 14.32% 14.29% -17.37%           2,737,948,070             612
SBERBANK          1,306,061,887 14.17% 37.63% 80.26%         17,789,717,357         1,807
KAZKOMMERTSBANK              446,241,014 13.69% 15.15% -7.33%           8,284,959,941         1,020
ABU DHABI NATIONAL ENERGY CO.              359,076,135 -12.26% -22.49% -31.28%           4,445,071,531             546
THE ROYAL BANK OF SCOTLAND              735,389,545 -11.76% 28.36% -0.02%         15,509,129,452         1,997
ING VERZEKERINGEN N.V.              512,488,947 -11.03% -27.71% -39.83%           5,859,161,241             709
SINGAPORE TELECOMMUNICATIONS LTD.              203,910,123 10.85% 8.86% -17.70%           3,046,475,679             652

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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