| 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 | 1,410,844,643 | -16.26% | -29.66% | -39.70% | 39,008,509,652 | 3,813 |
| ESTONIA | 299,253,423 | -8.22% | -8.44% | -25.01% | 3,345,527,713 | 444 |
| EGYPT | 499,161,247 | 7.54% | 3.48% | -39.93% | 4,179,372,179 | 1,050 |
| JAPAN | 10,101,733,868 | -6.57% | -12.82% | 13.28% | 76,996,778,201 | 7,460 |
| QATAR | 1,002,829,514 | -6.16% | -1.38% | 62.15% | 9,467,513,061 | 1,341 |
| AUSTRALIA | 4,277,838,461 | -6.08% | -16.16% | -17.28% | 39,374,855,348 | 4,065 |
| DENMARK | 2,056,160,979 | -4.89% | -11.81% | -31.39% | 18,956,667,092 | 1,532 |
| NETHERLANDS | 3,257,019,539 | 4.71% | 4.65% | 2.48% | 32,074,168,651 | 1,750 |
| AUSTRIA | 4,661,477,742 | -4.02% | -5.24% | -20.70% | 60,426,861,929 | 2,656 |
| GERMANY | 16,043,048,213 | -3.99% | -4.00% | -18.60% | 152,364,159,881 | 5,744 |
| 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 | |
| WIND ACQUISITION FINANCE S.A. | 450,352,951 | 14.42% | 12.90% | -17.65% | 10,429,421,539 | 2,538 |
| MACY'S RETAIL HOLDINGS, INC. | 151,067,671 | -11.78% | -14.54% | -33.39% | 1,622,617,471 | 463 |
| CATERPILLAR FINANCIAL SERVICES CORP. | 556,397,607 | -11.54% | -15.49% | -17.68% | 5,913,353,324 | 1,144 |
| JFE HOLDINGS, INC. | 961,637,070 | 10.20% | 12.74% | 118.13% | 4,548,988,085 | 903 |
| KERR-MCGEE CORP. | 224,301,605 | 9.83% | 9.46% | -6.41% | 3,964,504,471 | 1,016 |
| COMPAGNIE FINANCIERE MICHELIN | 891,818,494 | 9.40% | 14.00% | -11.63% | 17,391,764,204 | 2,787 |
| THE COCA-COLA CO. | 678,088,961 | 9.37% | 8.59% | 129.45% | 2,773,687,671 | 533 |
| JAPAN TOBACCO INC. | 681,770,616 | 9.03% | 9.21% | -10.54% | 4,754,058,715 | 726 |
| WELLPOINT, INC. | 310,713,414 | 8.82% | 20.21% | -12.91% | 4,311,352,443 | 907 |
| SMURFIT KAPPA FUNDING PUBLIC LTD. CO. | 314,465,388 | 8.48% | 2.70% | -30.18% | 9,451,821,246 | 1,977 |
The net notional amount represents the maximum that would have to be paid in the event of a default by the entity, assuming netting across trade counterparties’ families. The gross notional amount represents the value of all active CDS contracts, including offsetting contracts. The Top 10 volume movers show the reference entities with the largest notional movement for the week.
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