Credit default swaps top movers: Switzerland and Huntsman International

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 
SWITZERLAND              505,724,244 100.00% 100.00% 100.00%           1,439,777,439               96
KAZAKHSTAN              764,602,111 -17.32% -19.86% -9.73%         15,945,773,835         1,580
ICELAND              501,965,657 -13.85% -13.77% -39.23%           5,687,372,766             883
CHILE              789,685,634 12.51% 3.50% 57.18%           5,989,156,945             608
PANAMA              517,911,173 11.41% 17.37% -30.11%           6,886,711,720             968
VIETNAM              596,505,000 -10.56% -10.84% -16.17%           8,319,765,200         1,242
UKRAINE              855,757,707 -10.37% -11.49% -4.75%         32,749,584,822         3,153
CZECH REPUBLIC              682,290,654 -10.19% -11.11% -26.37%         14,514,593,791         1,252
INDONESIA          3,119,504,600 -9.10% -13.39% -0.11%         40,646,574,816         5,253
QATAR              964,399,283 8.97% -9.75% 47.08%           9,242,779,357         1,284

 

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 
HUNTSMAN INTERNATIONAL LLC                48,017,900 -56.45% -56.47% -74.10%           1,571,704,495             568
BRITISH ENERGY BOND FINANCE PLC              246,384,905 54.84% 57.05% 77.29%           1,659,134,560             277
BANCA ITALEASE S.P.A.                76,350,279 -49.03% -46.96% -63.15%           1,646,615,665             323
BRISTOL-MYERS SQUIBB CO.              407,056,770 -43.37% -41.26% -39.94%         11,608,714,687         1,796
ALLIANCE BOOTS HOLDINGS LTD.              344,251,246 -40.45% -39.88% -51.80%         11,048,705,268         2,338
INFINEON TECHNOLOGIES HOLDING B.V.              137,999,350 -37.52% -36.23% -41.83%           3,252,160,333             845
RHODIA              243,212,594 -36.58% -39.02% -46.33%           8,866,266,582         1,783
COLT TECHNOLOGY SERVICES GROUP LIMITED              128,497,984 -36.44% -35.55% -34.08%           3,131,029,498             738
ANGEL LUX COMMON S.A.              214,449,270 -36.26% -36.05% 100.00%           3,221,911,839             729
MATTEL, INC.              363,904,290 -36.25% -36.74% -42.77%           5,883,304,989         1,398

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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