Credit default swaps top movers: Bulgaria and Kazkommertsbank

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 
BULGARIA              663,518,356 22.37% 18.20% -22.32%         18,560,370,751         2,004
KAZAKHSTAN              954,057,024 10.61% 8.07% 13.74%         16,768,278,568         1,673
ROMANIA              942,012,724 -8.85% -5.69% -6.73%         18,447,630,481         2,052
ARGENTINA          1,684,794,449 -7.56% -24.71% -27.63%         39,620,144,931         3,828
CROATIA              423,766,051 -7.22% -6.17% -8.84%         11,681,202,237         1,357
POLAND          1,553,425,884 -6.44% -20.04% -20.58%         46,559,769,527         4,416
HUNGARY          1,918,348,476 4.66% 11.80% 100.00%         70,528,253,114         6,631
SOUTH AFRICA          2,935,184,867 -4.16% 11.40% 31.08%         52,430,450,814         5,963
LATVIA              512,215,001 4.10% 6.21% -13.85%         10,921,870,168         1,295
RUSSIA          5,055,686,367 4.02% 6.18% 9.47%       115,575,802,798         9,667


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 
KAZKOMMERTSBANK              331,173,388 -19.66% -24.18% -35.35%           7,889,371,177             984
DOLE FOOD COMPANY, INC.              188,186,487 -16.47% -19.62% -32.13%           2,584,196,619             664
BTMU              673,218,767 13.11% 28.55% 17.40%         11,991,459,638         1,853
SSE PLC              314,438,084 10.66% 8.74% 100.00%           2,385,280,618             437
TYSON FOODS, INC.              631,980,731 -9.34% -23.10% -54.43%         20,289,604,973         2,968
SCA              793,498,623 9.15% 9.74% -9.73%         14,272,950,885         2,492
KOBE STEEL, LTD.              834,337,058 8.48% 3.94% 15.19%           6,611,823,614         1,441
CON-WAY INC.              559,513,393 -8.37% -2.67% -14.33%           6,505,445,903         1,309
IBERDROLA, S.A.          1,185,305,170 8.12% 4.92% -16.07%         19,750,755,538         2,883
MTR CORPORATION LTD.              119,513,187 8.08% 8.22% -22.28%           1,705,910,562             325

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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