Latest CDS Data: Next Weather. Seven Days

I spent time over the weekend pouring over the latest DTCC weekly credit default swap data release. I compared the current release with the prior week in terms of notional, net, and total contracts. The following table summarizes the top dozen entities in terms of increases and decreases in percentage terms in the number of outstanding CDS contracts. (The list is filtered down to those with at least 1,000 pre-existing outstanding contracts.)

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Originally published on November 17, 2008 at Paul Kedrosky’s blog and reproduced here with the author’s permission.