Credit default swaps top movers: General Motors and Poland

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 
POLAND          1,697,966,888 -8.92% -14.67% -14.41%         47,008,731,931         4,437
AUSTRALIA          4,652,321,460 -8.82% -12.17% -12.36%         38,999,103,915         3,819
SOUTH AFRICA          2,896,780,925 5.24% 2.02% 27.39%         52,621,423,189         5,987
NEW ZEALAND              545,996,250 -4.53% -2.96% -6.53%           3,704,495,500             426
ARGENTINA          1,918,208,696 -4.37% -17.14% -15.85%         40,967,531,906         3,840
DENMARK          2,235,557,220 -4.12% -13.84% -27.09%         19,049,124,847         1,689
UKRAINE              965,694,693 3.95% 17.59% -3.76%         34,765,511,784         3,285
ROMANIA          1,039,398,920 3.25% 0.29% 2.15%         18,718,232,168         2,065
PANAMA              453,755,828 -3.22% -3.24% -35.56%           7,440,468,862         1,152
UNITED KINGDOM          8,650,402,543 -3.14% -9.28% -31.11%         70,734,220,777         4,644

 

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 
GENERAL MOTORS CO.              530,900,000 14.12% 17.08% 22.52%           3,191,650,000             564
HUNTSMAN INTERNATIONAL              111,368,274 13.13% 5.65% -37.93%           1,846,237,548             649
WELLPOINT, INC.              287,081,728 11.06% 20.90% -20.81%           4,180,653,976             882
DEAN FOODS CO.              465,086,025 10.46% 13.32% 23.60%           4,486,605,536         1,386
LINCOLN NATIONAL CORP.              792,039,064 9.53% 18.02% 6.84%           8,020,769,869         1,230
SONY CORP.              749,863,812 9.31% 18.95% 11.44%         12,277,287,149         2,059
METSA BOARD CORP.              372,453,695 -8.77% 100.00% 100.00%           7,440,390,843         1,819
MCKESSON CORP.              810,686,869 8.67% 4.59% 9.85%         14,368,646,260         2,180
PEPCO HOLDINGS, INC.              125,231,971 8.48% 8.80% -41.45%           2,337,180,338             755
FUJITSU LIMITED              679,344,181 8.30% 7.56% 37.26%           5,646,172,938             980

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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