Scribd Logo
Upload

Welcome to Scribd!

  • DTCC Breakdown Analysis - 20090428

    Uploaded by

    CreditTrader
    15 views1 page
    Breakdown of sectoral changes in Net CDS Notional Exposure from week to week (based on DTCC data). This week (to 4/24) saw a MASSIVE rerisking in Financials (protection sellers).

    Original Title

    DTCC Breakdown Analysis_20090428

    Copyright

    © Attribution Non-Commercial (BY-NC)

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    Breakdown of sectoral changes in Net CDS Notional Exposure from week to week (based on DTCC data). This week (to 4/24) saw a MASSIVE rerisking in Financials (protection sellers).

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    15 views1 page

    DTCC Breakdown Analysis - 20090428

    Uploaded by

    CreditTrader
    Breakdown of sectoral changes in Net CDS Notional Exposure from week to week (based on DTCC data). This week (to 4/24) saw a MASSIVE rerisking in Financials (protection sellers).

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    ‐$160,000,000,000

    ‐$140,000,000,000
    ‐$120,000,000,000
    ‐$100,000,000,000
    ‐$80,000,000,000
    ‐$60,000,000,000
    ‐$40,000,000,000
    ‐$20,000,000,000
    $20,000,000,000
    $40,000,000,000
    $60,000,000,000

    $0
    Corporate: Bassic Materials 

    Corporate: Consumer Goods 

    mer Services 
    Corporate: Consum

    Corporate: Financials 

    Corporate: Health Care 

    Corporate
    e: Industrials 

    Corporatte: Oil & Gas 
    Last Week
    This Week

    Corporate: Technologgy / Telecom 

    Corporrate: Utilities 

    Corpo
    orate: Other 
    Net CDS Notional Position Change

    Sovereign / SState Bodies 

    Residential Mortgage Backeed Securities 

    Commercial Mortgage Backe
    ed Securities 
    Positive => Derisking (Buying Protection)

    Negative => Rerisking (Selling Protection)

    CDS on Loans 
    C

    Other 

    Total 

    You might also like