Credit default swaps top movers: Argentina and Orix Corp.

Top 10 Sovereign Reference Entities by Net Notional Change vs 1 Week Ago
  Type  Net Notional (USD EQ)  Net % Change vs 1 Week Ago Net % Change vs 4 Weeks Ago Net % Change vs 52 Weeks Ago  Gross Notional (USD EQ)   Contracts 
ARGENTINA SOV              848,756,486 13.51% 11.04% -46.00%         23,434,425,557         2,685
COLOMBIA SOV          1,911,093,889 9.79% 9.73% 3.09%         21,428,818,602         2,122
ESTONIA SOV              142,135,054 -9.62% -36.57% -52.75%           2,037,675,725             294
SLOVENIA SOV              504,666,526 -9.35% -20.82% -32.26%           8,494,519,387             848
LATVIA SOV              447,095,058 -8.15% -5.89% -18.15%           8,024,599,903             843
CROATIA SOV              838,106,442 7.90% 21.71% 90.50%         12,389,606,567         1,233
SAUDI ARABIA SOV              439,657,500 -6.29% -8.24% -9.97%           2,939,669,900             283
PERO SOV          1,576,807,177 5.62% 4.65% -7.22%         16,084,537,893         1,736
PANAMA SOV              377,523,924 -5.51% 1.10% -18.79%           5,523,293,279             822
SOUTH AFRICA SOV          3,907,420,039 4.81% 9.03% 35.94%         47,952,711,195         4,882
Top 10 Corporate Reference Entities by Net Notional Change vs 1 Week Ago
  Type  Net Notional (USD EQ)  Net % Change vs 1 Week Ago Net % Change vs 4 Weeks Ago Net % Change vs 52 Weeks Ago  Gross Notional (USD EQ)   Contracts 
ORIX CORPORATION CORP              609,801,105 -20.10% -20.60% -12.49%           6,487,010,917         1,514
DDR CORP. CORP              329,570,351 -18.91% -18.74% -31.55%           3,569,055,056             785
PILKINGTON GROUP LIMITED CORP              133,809,367 -15.53% -14.35% -41.38%           1,985,541,948             481
ILLINOIS TOOL WORKS INC. CORP                93,059,380 13.81% 3.64% -43.63%           1,233,443,928             248
TELEVISION FRANCAISE 1 CORP              124,662,955 -13.46% -12.76% -47.33%           1,338,667,434             292
BRITISH SKY BROADCASTING GROUP PLC CORP              460,043,262 -12.32% -14.79% -9.83%           8,717,980,787         1,434
FAIRFAX FINANCIAL HOLDINGS LIMITED CORP              156,941,507 12.25% 12.26% -22.91%           1,369,216,306             334
ROGERS COMMUNICATIONS INC. CORP              302,543,925 -11.83% -12.06% -43.23%           1,983,127,778             443
PUBLICIS GROUPE SA CORP              621,469,585 -11.80% -10.13% -13.88%           9,587,253,739         1,649
PRIDE INTERNATIONAL, INC. CORP              148,798,970 -11.43% -11.36% -47.59%           2,344,283,956             607

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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