Credit default swaps top movers: Chile and Nordea Bank

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 vs 1 Week Ago Net % Change vs 4 Weeks Ago Net % Change vs 52 Weeks Ago  Gross Notional (USD EQ)   Contracts 
CHILE              743,315,284 6.40% 7.93% 39.99%           6,516,499,217             681
SOUTH AFRICA          3,062,684,058 5.73% 15.04% 31.21%         52,916,777,236         6,025
SLOVENIA              742,452,315 5.01% 6.83% -9.44%           8,020,856,776             706
ARGENTINA          1,822,506,943 -4.99% -23.87% -20.57%         40,528,920,206         3,872
COLOMBIA          1,776,677,038 4.81% 8.48% 7.19%         29,772,988,937         2,932
HUNGARY          1,832,859,480 4.36% 3.54% 100.00%         71,116,855,491         6,683
CYPRUS              327,095,378 4.12% 4.08% 100.00%           1,920,900,853             255
BULGARIA              542,223,890 -3.51% -9.84% -37.34%         19,167,149,057         2,036
MALAYSIA          1,469,708,749 3.13% 5.42% 12.99%         19,462,636,414         2,601
JAPAN        11,029,173,707 -3.09% -4.03% 23.62%         78,841,371,096         7,724


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 
NORDEA BANK AB              362,062,155 14.00% 15.72% -5.55%           2,767,821,057             434
BTMU              595,177,755 13.20% 13.37% 7.43%         11,888,292,524         1,845
TECHNIP              215,954,012 -13.04% -21.55% -15.56%           4,964,774,517             985
J. C. PENNEY COMPANY, INC.          1,220,724,264 11.02% 12.25% 8.25%         20,042,045,299         4,128
DONG ENERGY A/S              242,465,454 -10.45% -12.83% -4.76%           1,855,334,669             413
THE SERVICEMASTER CO.              242,257,375 -10.39% -9.95% -19.03%           2,575,762,124             646
CNOOC LTD.              153,842,920 9.99% 3.26% -31.33%           1,874,246,294             413
CELESTICA INC.              117,724,338 -9.94% -17.75% -42.04%           2,468,778,687             612
SWEDBANK AB              274,889,110 9.59% 7.51% 100.00%           1,738,716,773             301
SONY CORP.              821,480,887 9.55% 19.93% 19.03%         12,318,391,343         2,122

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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