Top twenty sovereigns by CDS net notional May 27, 2011 at 10:26 am

This is data for the next post. It comprises the top twenty sovereigns by CDS net notional currently as reported to the DTCC.

ReferenceMarketNotional (USD EQ)
EntitySectorTypeGrossNet
ITALY GovernmentSov283,927,804,66726,010,413,830
FRANCE GovernmentSov101,420,159,58320,476,736,659
SPAIN GovernmentSov164,190,071,87019,015,765,467
GERMANYGovernmentSov95,291,941,48216,803,270,235
BRAZIL GovernmentSov182,459,566,76016,655,151,570
UK GovernmentSov62,416,026,45811,946,899,325
MEXICOGovernmentSov124,849,244,5759,066,035,683
JAPANGovernmentSov46,485,994,3458,147,687,846
BELGIUMGovernmentSov50,422,873,8567,416,107,765
PORTUGALGovernmentSov72,288,708,5686,581,678,265
TURKEYGovernmentSov143,471,007,3816,391,210,586
AUSTRIAGovernmentSov52,070,136,0666,270,933,248
CHINAGovernmentSov38,814,484,1745,916,508,330
GREECEGovernmentSov78,523,946,3145,342,770,919
RUSSIAGovernmentSov100,719,048,6274,611,451,808
KOREAGovernmentSov53,928,043,6554,326,483,915
IRELANDGovernmentSov44,553,090,6294,162,232,694
USAGovernmentSov24,255,397,3874,021,822,374
HUNGARYGovernmentSov69,113,203,5023,528,398,702
AUSTRALIAGovernmentSov16,647,528,5203,334,660,860

One Response to “Top twenty sovereigns by CDS net notional”

  1. […] prior post suggests that there is only $4-30 Billion net notional of CDS on even the biggest countries. My […]