Credit default swaps top movers: Argentina and Duke Realty

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 
ARGENTINA          2,005,844,960 -10.37% -13.83% -9.80%         41,054,711,893         3,871
DENMARK          2,331,525,263 -5.96% -11.08% -23.76%         19,003,422,422         1,686
PERU          1,721,382,780 4.55% 4.21% -10.63%         24,372,128,203         2,611
SOUTH AFRICA          2,752,439,766 4.46% 2.34% 21.35%         52,207,077,432         5,923
AUSTRALIA          5,102,418,779 -4.45% -3.32% -4.08%         38,734,110,891         3,841
ICELAND              581,722,778 -4.16% -4.21% -30.56%           5,866,657,357             920
POLAND          1,864,216,573 -4.04% -4.66% -1.82%         46,840,341,300         4,420
UNITED KINGDOM          8,930,759,980 -4.02% -7.28% -28.71%         71,087,928,934         4,670
LITHUANIA              469,014,850 3.94% 2.23% -23.58%           7,888,241,299             945
IRELAND          2,863,938,990 3.85% -7.45% -26.23%         48,810,856,906         3,402

 

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 
DUKE REALTY              202,695,290 14.12% 8.61% -38.37%           2,783,677,622             583
COMMERCIAL METALS CO.              324,998,767 -10.16% -3.81% -7.83%           4,615,344,150         1,121
AMERICAN AXLE & MANUFACTURING, INC.              408,703,312 -9.47% -1.92% -35.03%           9,337,090,130         2,268
OBAYASHI CORP.              384,280,264 9.31% 9.87% 28.73%           3,010,324,191             537
SAKS INC.              305,039,129 -8.86% 0.51% -20.54%           4,071,723,093         1,259
BASF PERSONAL CARE AND NUTRITION              193,186,994 8.86% 8.10% 100.00%           7,009,127,640         1,331
NOBLE ENERGY, INC.              278,397,103 8.45% 8.96% -18.72%           2,481,288,069             622
MGIC INVESTMENT CORP.          1,374,274,080 8.18% 12.38% -12.34%         33,951,876,442         4,904
HANKYU HANSHIN HOLDINGS, INC.              382,126,174 7.73% 8.77% 5.85%           3,660,573,843             588
ERICSSON              683,522,801 7.32% 5.88% 24.37%         10,178,711,184         2,293

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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