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Boston Scientific, Transocean, And Arcelormittal Lead Corporate Credit Default Swap Volume

|Includes: Boston Scientific Corporation (BSX), MT, RIG


This chart ranks the reference names traded in the credit default swap market in the most recent week by the notional principal of credit default swaps traded on that reference name. The number of reference names traded, the total notional principal traded for all reference names, and the total number of trades are given at the top of the chart.

For an example of how to apply modern default probabilities for risk management and portfolio selection, please see the introduction to Kamakura's premium service The Corporate Bond Investor and this week's ranking of the most heavily traded corporate bond issues by "best value."

The data is provided by Kamakura Risk Information Services. For more information please contact

Disclosure: The author has no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.