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On a weekly rotating basis, credit default swaps (CDS) contracts for the top 15 sovereign reference entities or the

top 15 corporate reference entities by net notional amount –


both with their respective top 10 volume movers by percentage change based on the net notional amount registered in DTCC’s Trade Information Warehouse (TIW) - will be
available on www.dtccdata.com.

The tables will continue to be provided to you free of charge. To access more comprehensive data on the total size of the global CDS market and other items, please contact us
at www.dtccdata.com/contact-us-sales. To learn more about additional product details and the entire DTCC Data Services suite of offerings visit www.dtccdata.com.

DTCC’s Trade Information Warehouse contains approximately 98% of all CDS trades executed globally.

Top 15 Corporate Reference Entities by Net Notional (Week Ending 11-09-2018)


Net Notional (USD Net % Change vs 1 Net % Change vs 4 Net % Change vs 52 Gross Notional (USD
Reference Entity Type
EQ) Week Ago Weeks Ago Weeks Ago EQ)
Contracts

BERKSHIRE HATHAWAY INC. CORP 3,202,857,246 0.00% 0.75% -8.49% 16,720,635,992 1,309
BANK OF CHINA LIMITED CORP 2,897,076,793 -1.18% -6.03% 16.69% 14,895,125,532 1,366
DEUTSCHE BANK AKTIENGESELLSCHAFT CORP 2,888,580,599 0.40% -0.69% -11.80% 31,249,258,522 4,619
BARCLAYS BANK PLC CORP 2,678,549,704 -0.35% -6.01% -17.30% 20,833,411,784 2,788
PETROLEO BRASILEIRO S/A PETROBRAS CORP 2,613,168,027 0.50% 0.93% -14.36% 13,143,656,143 2,393
DAIMLER AG CORP 2,374,119,554 -0.22% -1.47% 36.74% 15,666,051,345 1,765
METLIFE, INC. CORP 2,292,419,604 -1.26% -1.20% -10.17% 11,710,020,083 1,131
THE GOLDMAN SACHS GROUP, INC. CORP 2,135,064,004 -1.27% 0.87% 1.10% 12,361,825,694 1,218
ANHEUSER-BUSCH INBEV CORP 1,952,426,661 -0.31% 6.81% 4.67% 11,567,869,072 1,118
VOLKSWAGEN AKTIENGESELLSCHAFT CORP 1,910,154,537 0.43% 1.14% -20.59% 17,427,342,387 1,871
JPMORGAN CHASE & CO. CORP 1,830,813,760 5.44% 11.09% -9.12% 14,495,896,681 1,161
TELECOM ITALIA SPA CORP 1,771,098,743 0.95% -2.68% -1.17% 15,957,783,760 1,931
TELEFONICA, S.A. CORP 1,765,379,555 1.02% 2.65% 10.48% 15,373,048,746 1,861
MORGAN STANLEY CORP 1,737,687,514 4.08% 6.79% 28.13% 11,624,321,335 1,200
GENERAL ELECTRIC COMPANY CORP 1,734,345,887 6.67% 25.55% 33.45% 11,771,770,315 1,633

Top 10 Corporate Reference Entities by Net Notional Change vs 1 Week Ago


Net Notional (USD Net % Change vs 1 Net % Change vs 4 Net % Change vs 52 Gross Notional (USD
Reference Entity Type
EQ) Week Ago Weeks Ago Weeks Ago EQ)
Contracts

SVENSKA CELLULOSA AKTIEBOLAGET SCA CORP 49,412,935 -31.79% -32.78% -62.10% 414,269,388 99
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE CORP 213,274,368 26.39% 27.13% 41.82% 1,712,769,850 182
COMPASS GROUP PLC CORP 211,676,732 23.28% 37.78% 27.37% 2,631,752,336 264
HSBC HOLDINGS PLC CORP 759,417,611 22.37% 36.18% 655.74% 3,167,122,155 586
ENTERGY CORPORATION CORP 161,648,809 18.30% 18.30% -33.71% 436,217,360 117
HSBC FINANCE CORPORATION CORP 23,130,041 -17.78% -17.79% -64.76% 108,673,483 27
THALES CORP 133,531,743 14.82% 9.93% 1.71% 1,087,506,276 128
BARCLAYS PLC CORP 713,528,302 13.46% 12.16% 328.67% 4,344,838,992 697
VISTRA ENERGY CORP. CORP 91,736,000 -13.42% -20.43% 0.00% 301,236,000 197
CONAGRA BRANDS, INC. CORP 367,273,639 12.81% 7.37% 26.77% 2,122,317,741 385

Top 10 Corporate Reference Entities by Net Notional Change vs 4 Weeks Ago


Net Notional (USD Net % Change vs 1 Net % Change vs 4 Net % Change vs 52 Gross Notional (USD
Reference Entity Type
EQ) Week Ago Weeks Ago Weeks Ago EQ)
Contracts

STANDARD CHARTERED PLC CORP 508,383,242 2.78% 41.43% 0.00% 2,901,842,236 516
CELLNEX TELECOM, S.A. CORP 46,529,026 0.15% 40.65% 0.00% 154,591,381 68
COMPASS GROUP PLC CORP 211,676,732 23.28% 37.78% 27.37% 2,631,752,336 264
T-MOBILE USA, INC. CORP 106,949,000 2.89% 37.12% 0.00% 257,953,000 148
HSBC HOLDINGS PLC CORP 759,417,611 22.37% 36.18% 655.74% 3,167,122,155 586
RAKUTEN, INC. CORP 207,397,704 -0.51% 33.71% 0.00% 519,288,829 148
SVENSKA CELLULOSA AKTIEBOLAGET SCA CORP 49,412,935 -31.79% -32.78% -62.10% 414,269,388 99
ING GROEP N.V. CORP 151,042,140 -2.70% 32.06% 0.00% 1,035,935,521 187
LOEWS
L'AIR CORPORATION
LIQUIDE SOCIETE ANONYME POUR L'ETUDE CORP 317,083,868 7.24% 27.44% -11.93% 2,139,872,775 302
ET L'EXPLOITATION DES PROCEDES GEORGES CORP 213,274,368 26.39% 27.13% 41.82% 1,712,769,850 182

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