Credit default swaps top movers: Ireland and Sanmina-Sci 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 
IRELAND          2,553,959,792 -9.88% -11.33% -28.79%         49,918,553,334         3,491
ARGENTINA          1,406,278,432 -5.92% -7.81% -39.11%         37,304,659,136         3,665
EGYPT              460,361,277 -4.20% -7.76% -39.97%           4,295,659,138         1,001
RUSSIA          4,482,733,938 -4.15% -11.32% 9.30%       109,797,055,287         8,628
AUSTRALIA          3,585,752,581 -3.46% -8.09% -29.37%         39,242,549,648         4,435
CROATIA              441,000,252 3.45% 1.71% -2.89%         11,551,656,038         1,333
PORTUGAL          4,165,812,396 -2.96% -2.98% -18.53%         70,837,948,298         4,651
HUNGARY          1,940,387,061 -2.60% 0.94% 100.00%         69,257,274,699         6,549
USA          3,410,744,548 -2.43% -0.24% -31.31%         23,245,438,126         1,024
GERMANY        14,937,665,805 -2.18% -3.17% -22.93%       154,731,771,117         5,838

 

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 
SANMINA-SCI CORP.              226,571,342 25.47% -11.49% -22.60%           3,569,984,355         1,146
MITSUBISHI CHEMICAL CORP.              267,567,216 16.64% -4.75% 100.00%           1,895,088,192             273
AGEAS N.V.              271,397,216 13.64% -15.66% -29.00%           2,644,658,542             450
STATOIL ASA              706,567,643 -11.97% -16.02% -10.42%           5,769,689,873         1,027
MTR CORPORATION LTD.                94,146,356 -11.63% -21.23% -35.61%           1,435,583,614             289
THE ROYAL BANK OF SCOTLAND N.V.              607,583,064 -10.64% -24.22% -4.56%         13,968,647,838         1,776
HASBRO, INC.              212,133,066 -8.96% -28.41% -44.70%           4,137,542,146         1,092
SUMITOMO CORP.              518,108,542 -8.35% -6.17% -22.06%           4,985,525,556             891
TRW AUTOMOTIVE INC.              408,776,155 -7.97% -21.58% -28.19%           6,010,512,440         1,610
CASINO GUICHARD-PERRACHON          1,017,565,809 -7.92% 0.75% -30.30%         18,983,292,978         3,050

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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