Credit default swaps top movers: Mexico and Mitsubishi Chemical Corp.

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 
MEXICO          8,333,897,992 3.67% -6.84% -3.38%       117,160,842,319         8,298
QATAR              984,418,378 2.08% -1.84% 50.09%           9,263,916,049         1,285
RUSSIA          4,676,683,427 1.76% -6.22% 15.32%       109,285,046,386         8,598
AUSTRALIA          3,714,380,473 -1.27% -13.17% -27.62%         39,206,751,208         4,337
TURKEY          7,202,536,377 1.27% 0.58% 49.02%       137,210,275,652         9,014
CHILE              799,333,032 1.22% 4.74% 59.17%           5,989,717,776             608
POLAND          1,544,503,628 1.07% -2.23% -13.77%         45,720,105,799         4,340
ARGENTINA          1,494,708,408 -0.79% 5.94% -34.31%         37,428,494,446         3,670
JAPAN          9,759,327,927 -0.78% -3.39% 10.19%         78,550,298,365         7,634
IRELAND          2,833,859,630 0.58% -2.68% -18.31%         50,529,913,976         3,540

 

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 
MITSUBISHI CHEMICAL CORP.              229,402,488 -18.06% -33.20% 100.00%           1,895,185,296             271
HALYK SAVINGS BANK OF KAZAKHSTAN              207,210,133 -10.72% -3.85% -8.55%           2,804,278,858             345
JOHNSON & JOHNSON              986,855,091 7.69% -5.70% -21.09%           7,824,865,268         1,072
CAIXA GERAL DE DEPOSITOS, S.A.              263,234,252 4.87% 100.00% 100.00%           1,491,879,983             296
SANTANDER UK PLC              271,848,849 -4.46% 1.20% -20.61%           4,696,300,539             738
DE US, INC.              598,177,194 4.40% -17.00% 100.00%         11,813,977,357         3,088
PULTEGROUP, INC.          1,462,112,642 4.32% -0.54% -13.88%         23,461,826,522         4,208
TOSHIBA CORP.          1,018,501,807 -4.28% -9.82% 18.13%           9,078,309,014         1,738
PITNEY BOWES INC.          1,217,773,738 -3.79% -3.67% -13.80%         18,580,764,120         2,480
SMITHFIELD FOODS, INC.              379,528,938 -3.75% -14.06% -25.41%           4,829,965,453         1,418

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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