Credit default swaps top movers: Croatia and Weatherford 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 
CROATIA              489,722,134 8.38% 15.00% -30.88%         12,150,407,708         1,420
SOUTH KOREA          6,076,744,562 -4.37% -5.11% 20.99%         86,383,255,046         9,210
SLOVENIA              712,486,095 -4.26% -3.07% -3.47%           8,500,635,003             752
IRELAND          2,777,206,408 -4.01% -1.43% -23.09%         50,279,497,130         3,522
AUSTRALIA          3,392,282,875 -3.95% -9.83% -33.59%         39,357,376,517         4,534
VENEZUELA          2,107,382,974 3.73% 11.70% -13.84%         48,467,067,408         4,053
LATVIA              507,569,830 -3.29% -3.01% -11.60%         10,854,396,627         1,276
SOUTH AFRICA          3,032,991,285 3.10% 7.50% 36.88%         53,286,985,647         5,619
CHILE              782,943,496 -2.98% -0.85% 40.07%           5,958,603,332             607
TURKEY          7,449,690,236 2.76% 4.74% 47.20%       142,966,660,127         9,394


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 
WEATHERFORD INTERNATIONAL, INC.              294,371,516 57.22% 62.05% 34.04%           2,837,096,597             594
AMERISOURCEBERGEN CORP.              268,044,435 20.13% 20.43% -1.49%           2,968,121,421             828
DOLE FOOD COMPANY, INC.              194,299,155 18.66% 30.02% -29.83%           2,466,634,645             629
COCA-COLA REFRESHMENTS USA, INC.              420,336,295 18.26% 18.47% 3.81%           6,028,898,649         1,320
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA              181,058,493 -16.29% -15.39% -32.82%           1,745,415,522             450
ILLINOIS TOOL WORKS INC.              182,425,076 15.86% 16.01% -12.05%           1,642,787,946             302
LINDE AKTIENGESELLSCHAFT              894,712,932 15.51% 24.02% -5.63%         17,032,320,618         2,471
DELHAIZE AMERICA, LLC              347,070,257 14.95% 15.12% 28.49%           4,809,490,520         1,297
INVENSYS PLC              162,725,222 -14.02% -12.85% -37.09%           5,016,970,426         1,068
COMMERZBANK AKTIENGESELLSCHAFT          2,220,040,921 14.02% 10.07% 3.49%         45,327,095,984         6,538

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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