“伦敦鲸”交易员一人扰动全球债券市场

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“伦敦鲸”你这是要逆天啊！

Putting It Into Perspective: Bruno Iksil's $100 Billion Position Makes Him The Seventh Largest Bank Holding Company By CDS Exposure
With the story of Bruno Iksil refusing to be swept under the rug (for now), we had the urge to show just how his position stacks up in comparison to the CDS holdings for all the bank holding companies tracked by the Office of the Currency Comptroller. Recall: "Iksil may have built a position totaling as much as $100 billion in contracts in one index, according to the market participants, who said they based their estimates on the trades and price movements they witnessed as well as their understanding of the size and structure of the markets." We used a log scale index although even in simple linear terms the story is quite straightforward: we are not sure what is worse - that one trader may have amassed a CDS position (with an associated VaR that is in the billions) which is greater than the combined holdings of all except for 6 banks (and is greater than the combined CDS exposure of a Wells Fargo among others), or that the top 5 banks together account for 96.5% of all CDS holdings? One thing we are certain of, is that JPMorgan's $71 trillion in assorted derivatives is all purely for hedging purposes. After all Dick Bove just said so.


难道他感觉市场是要回暖？但是欧洲的债务危机有这么容易解决啊？下这么大的仓，要是行情逆转，逃也逃不掉！据悉有不少对冲基金已经在建仓赌他爆仓或因为沃尔克规则被动减仓了。

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关键词：债券市场 交易员 Participants perspective derivatives comparison companies contract position holding

了解一下！

darwon 发表于 2012-4-16 19:01
了解一下！

呵呵，我的帖子你都回了，版主？

什么意思呢？

这个人建立过于大的CDS多头头寸，赌市场好转