Credit default swaps top movers: Australia and E.ON SE

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 
AUSTRALIA          3,901,512,942 -8.80% -16.14% -24.55%         39,241,610,413         4,325
ARGENTINA          1,525,455,499 8.12% -20.47% -34.72%         38,954,075,863         3,812
CYPRUS              304,801,778 -8.00% -2.98% 100.00%           1,939,677,689             273
PANAMA              464,761,975 5.43% 2.43% -41.58%           7,103,810,104         1,026
CHINA          8,789,716,506 -4.81% -4.05% -5.89%         74,977,060,816         8,170
BELGIUM          3,894,810,545 -4.42% -4.56% -31.20%         66,755,953,508         3,499
SAUDI ARABIA              490,124,071 -3.94% -3.88% 27.90%           2,737,334,271             315
GERMANY        15,426,780,155 -3.84% -9.95% -21.49%       153,538,791,715         5,827
FRANCE        16,795,262,661 -3.31% -7.01% -24.55%       177,274,752,271         7,494
SOUTH AFRICA          2,952,059,399 2.56% 1.91% 28.62%         53,605,708,363         6,000

 

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 
E.ON AG              458,050,841 -71.90% -70.87% -79.82%           2,536,375,904             447
CELESTICA INC.              147,188,452 25.94% 12.60% -23.49%           2,482,183,227             614
MERCK & CO., INC.              367,390,759 20.55% 21.39% -3.03%           4,245,262,978             947
YUM! BRANDS, INC.              391,552,821 20.33% 17.65% -20.70%           8,389,993,373         1,558
MITSUBISHI CHEMICAL CORP.              280,897,558 -18.20% -18.28% 100.00%           1,884,413,149             253
UNUM GROUP              309,019,240 17.26% 21.44% -30.22%           4,200,243,465         1,217
PEPCO HOLDINGS, INC.              144,214,302 16.74% 15.16% -30.56%           2,346,315,266             749
THE WILLIAMS COMPANIES, INC.              367,199,940 14.00% 18.84% -9.47%           5,539,191,340         1,243
MOLSON COORS BREWING CO.              282,110,515 13.79% 16.94% 8.63%           2,148,490,339             604
SCOR SE              196,364,105 -13.78% -19.04% -40.17%           6,854,158,906         1,477

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.

<< Page 2 of 2
Comments
comments powered by Disqus