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Donald van Deventer
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Donald R. van Deventer founded the Kamakura Corporation in April, 1990 and is currently Chairman and Chief Executive Officer. Dr. van Deventer's emphasis at Kamakura Corporation is enterprise wide risk management and modern credit risk technology. The second edition of his newest book, Advanced... More
My company:
Kamakura Corporation
My blog:
Donald R. van Deventer's Kamakura Blog
My book:
Advanced Financial Risk Management, 2nd Edition 2013
  • Credit Default Swap Trading On State Of New York Last Week: 4 Contracts, $16.59 Million 2 comments
    Mar 5, 2014 11:05 AM | about stocks: BNY, BSE, VTN, PNI, PZT

    (click to enlarge)nycds

    This graph displays the notional principal of credit default swaps traded on this reference name on a weekly basis since the Depository Trust & Clearing Corporation began releasing weekly data in July, 2010. The most recent week's figures are as follows:

    Number of contracts traded: 4

    Notional principal traded: 16,590,000

    Week ended: February 28, 2014

    For more information please contact

    Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.

    Stocks: BNY, BSE, VTN, PNI, PZT
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Comments (2)
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  • june1234
    , contributor
    Comments (4474) | Send Message
    4 contracts total for one week? Is that normal volume for those things? Doesn't sound like a lot.Whats approximately is total number of swaps contracts traded for all obligations globally in a week, ballpark,do you know? Just curious. Keep up the good work. Wouldn't even know about this activity not for your efforts
    7 Mar 2014, 01:42 AM Reply Like
  • Donald van Deventer
    , contributor
    Comments (2115) | Send Message
    Author’s reply » Thanks--the volume is about 25,000-30,000 contracts a week for about 800 reference names, so a little more than 30 contracts a week on each reference name, but it's very skewed. A few big names account for most of the trading volume.
    7 Mar 2014, 02:44 PM Reply Like
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