Credit default swaps top movers: Lithuania and Domtar

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 
LITHUANIA              451,241,617 -6.88% -3.29% -27.49%           7,811,473,469             935
BULGARIA              561,341,506 -6.66% -13.50% -33.55%         19,041,053,427         2,022
ARGENTINA          2,237,837,232 -6.52% -3.02% 4.18%         40,749,500,769         3,785
FRANCE        18,842,221,688 -5.82% -8.67% -21.81%       173,833,627,851         7,424
UKRAINE              925,957,763 5.60% 32.65% -10.98%         34,477,638,104         3,257
NETHERLANDS          3,235,338,664 5.49% 3.98% 3.25%         31,833,934,764         1,755
INDONESIA          3,530,316,000 4.43% 2.83% 10.87%         41,337,404,644         5,344
EGYPT              482,465,575 -4.32% -7.52% -49.08%           4,158,000,693         1,043
CZECH REPUBLIC              761,482,404 -4.07% -4.12% -15.43%         14,374,863,604         1,224
DENMARK          2,479,378,874 -3.59% -6.60% -18.34%         19,112,449,380         1,686

 

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 
DOMTAR CORP.              370,561,749 -14.56% 5.15% -19.94%           7,041,796,129         1,758
TEMASEK HOLDINGS LTD.              228,346,860 -12.98% -12.97% -21.83%           2,758,605,961             489
STANLEY BLACK & DECKER, INC.              804,981,210 11.43% 11.70% 17.15%         10,279,500,213         1,878
HEALTH CARE REIT, INC.              407,064,948 10.76% 11.04% -2.01%           3,326,273,406             673
AMGEN INC.              923,830,823 10.62% 6.38% -28.29%         14,651,701,940         2,122
ENECO HOLDING N.V.              185,528,279 -10.09% -9.72% -18.45%           2,028,350,504             372
INTERNATIONAL BUSINESS MACHINES CORP.          1,362,925,705 9.80% 9.77% -10.59%         15,827,224,842         2,232
UNISYS CORP.              227,987,397 9.67% 7.15% -30.64%           3,448,738,073         1,032
DE US, INC.              749,025,979 8.81% 6.95% 100.00%         12,813,710,670         3,417
HCA INC.              686,544,634 8.50% -1.21% -24.14%           9,932,860,899         2,345

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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