Credit default swaps top movers: Ukraine and Macy's Retail Holdings

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 
UKRAINE              794,155,747 -12.90% -6.93% -3.23%         32,505,331,434         3,170
CROATIA              533,584,865 8.96% 25.16% 8.61%         12,167,864,517         1,411
ROMANIA              874,996,870 -8.12% -12.99% -12.55%         17,778,963,115         1,985
RUSSIA          4,869,711,938 7.14% 4.13% 18.70%       113,463,395,227         8,898
ESTONIA              323,634,056 7.07% 7.39% -18.53%           3,265,952,642             438
CZECH REPUBLIC              703,218,967 5.87% 2.98% -24.34%         14,579,857,127         1,254
EGYPT              456,300,805 5.18% -5.05% -31.43%           4,305,231,921             991
PANAMA              509,797,831 -4.42% -1.57% -24.41%           6,823,012,151             970
SLOVAKIA              865,169,089 3.75% 4.78% 8.58%         13,057,275,677         1,045
JAPAN          9,088,179,286 -3.45% -6.88% 1.16%         79,906,616,470         7,926

 

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 
MACY'S RETAIL HOLDINGS, INC.              133,447,417 21.95% 7.18% -43.81%           1,450,346,542             419
HALYK SAVINGS BANK OF KAZAKHSTAN              247,363,873 16.95% 19.38% -8.33%           2,607,581,586             321
XTO ENERGY INC.              332,342,951 14.87% 14.88% 45.33%           4,044,443,909             932
ONEOK PARTNERS, L.P.              356,422,508 14.78% 16.88% 25.42%           2,225,100,535             497
MURPHY OIL CORP.              184,758,656 11.87% 11.70% -23.80%           2,178,569,810             581
ALLIED WASTE NORTH AMERICA, INC.              176,674,040 11.79% 11.89% -26.55%           2,313,342,188             580
HUNTSMAN INTERNATIONAL LLC                42,543,526 -11.27% -11.36% -76.95%           1,579,585,589             554
JSC "KAZKOMMERTSBANK"              258,367,185 -10.67% -13.65% -32.31%           6,434,035,406             853
STANDARD PACIFIC CORP.              477,978,764 10.61% 15.08% 40.95%           5,919,317,603         1,469
DELL INC.          1,179,944,416 9.85% 17.41% 15.41%         10,637,676,299         1,925

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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