Risk Transfer Across Economic Sectors Using Credit Default Swaps, Accessible Data
PrintAccessible version of figures
Figure 1: Net Protection Bought (+) or Sold (-) Selected Sectors
Source: DTCC
| Dates | Dealer | Bank | Hedge Fund | All Other |
|---|---|---|---|---|
| 1/1/2010 | -156.646 | -9.50458 | 127.8052 | 38.34497 |
| 1/8/2010 | -155.598 | -10.6824 | 128.7129 | 37.56708 |
| 1/15/2010 | -152.7 | -10.4288 | 132.0558 | 31.07276 |
| 1/22/2010 | -151.756 | -11.1656 | 127.5849 | 35.33717 |
| 1/29/2010 | -147.305 | -15.6553 | 133.775 | 29.18542 |
| 2/5/2010 | -139.914 | -17.0763 | 136.0458 | 20.94468 |
| 2/12/2010 | -140.883 | -17.2918 | 137.6822 | 20.49294 |
| 2/19/2010 | -139.292 | -17.0151 | 136.0778 | 20.22953 |
| 2/26/2010 | -139.434 | -15.419 | 137.1096 | 17.74354 |
| 3/5/2010 | -135.691 | -16.2916 | 135.5261 | 16.45658 |
| 3/12/2010 | -127.691 | -15.8331 | 135.3365 | 8.187239 |
| 3/19/2010 | -134.958 | -15.9851 | 137.4264 | 13.51698 |
| 3/26/2010 | -145.545 | -16.9438 | 140.7922 | 21.69642 |
| 4/2/2010 | -135.385 | -17.4732 | 139.6855 | 13.17244 |
| 4/9/2010 | -139.604 | -17.0118 | 140.629 | 15.98671 |
| 4/16/2010 | -132.546 | -19.7109 | 139.6543 | 12.60302 |
| 4/23/2010 | -136.711 | -19.8544 | 141.4523 | 15.11338 |
| 4/30/2010 | -133.279 | -21.2014 | 143.3717 | 11.10833 |
| 5/7/2010 | -158.309 | -20.3698 | 135.7831 | 42.89598 |
| 5/14/2010 | -111.276 | -17.4959 | 133.4115 | -4.64002 |
| 5/21/2010 | -99.897 | -20.7639 | 134.9991 | -14.3381 |
| 5/28/2010 | -104.167 | -22.1106 | 132.6429 | -6.36489 |
| 6/4/2010 | -120.096 | -22.081 | 134.3224 | 7.854885 |
| 6/11/2010 | -109.868 | -21.6151 | 131.9553 | -0.47251 |
| 6/18/2010 | -111.497 | -21.8946 | 135.3315 | -1.9399 |
| 6/25/2010 | -117.584 | -23.1119 | 135.4526 | 5.243378 |
| 7/2/2010 | -135.021 | -25.071 | 139.9617 | 20.12984 |
| 7/9/2010 | -117.628 | -23.962 | 137.603 | 3.987369 |
| 7/16/2010 | -134.903 | -23.5435 | 139.3862 | 19.06038 |
| 7/23/2010 | -106.318 | -22.8823 | 136.5579 | -7.35786 |
| 7/30/2010 | -111.075 | -23.6893 | 133.1131 | 1.65144 |
| 8/6/2010 | -89.9195 | -23.4801 | 131.7676 | -18.3679 |
| 8/13/2010 | -101.764 | -23.7524 | 131.4926 | -5.97639 |
| 8/20/2010 | -109.65 | -22.6663 | 131.7753 | 0.540916 |
| 8/27/2010 | -105.441 | -24.5817 | 132.1698 | -2.14738 |
| 9/3/2010 | -100.19 | -24.2769 | 132.1011 | -7.63434 |
| 9/10/2010 | -114.791 | -24.8199 | 129.9944 | 9.616531 |
| 9/17/2010 | -101.06 | -24.4625 | 131.6792 | -6.15686 |
| 9/24/2010 | -92.7978 | -22.5713 | 129.9594 | -14.5903 |
| 10/1/2010 | -90.2987 | -22.351 | 130.5311 | -17.8814 |
| 10/8/2010 | -96.8972 | -22.6801 | 131.5753 | -11.998 |
| 10/15/2010 | -71.3762 | -19.3776 | 133.0301 | -42.2763 |
| 10/22/2010 | -84.7215 | -22.8571 | 133.3439 | -25.7653 |
| 10/29/2010 | -68.3044 | -22.4852 | 135.9218 | -45.1322 |
| 11/5/2010 | -65.3146 | -23.8677 | 139.567 | -50.3847 |
| 11/12/2010 | -66.9593 | -24.0589 | 140.207 | -49.1888 |
| 11/19/2010 | -68.1697 | -23.8923 | 141.2706 | -49.2085 |
| 11/26/2010 | -68.8414 | -24.541 | 142.8932 | -49.5107 |
| 12/3/2010 | -53.1012 | -25.032 | 140.5276 | -62.3944 |
| 12/10/2010 | -76.2027 | -24.1978 | 140.971 | -40.5705 |
| 12/17/2010 | -57.6079 | -25.5657 | 144.0427 | -60.8691 |
| 12/24/2010 | -94.6584 | -23.8732 | 148.7526 | -30.221 |
| 12/31/2010 | -73.2888 | -25.367 | 150.3329 | -51.6771 |
| 1/7/2011 | -62.0351 | -26.0554 | 151.3153 | -63.2248 |
| 1/14/2011 | -88.0988 | -27.3121 | 151.5253 | -36.1145 |
| 1/21/2011 | -68.6517 | -27.7684 | 149.2719 | -52.8517 |
| 1/28/2011 | -82.3724 | -25.0682 | 148.5598 | -41.1193 |
| 2/4/2011 | -52.9714 | -24.1519 | 146.4733 | -69.35 |
| 2/11/2011 | -81.2504 | -23.9629 | 149.903 | -44.6897 |
| 2/18/2011 | -71.8861 | -23.3902 | 154.3632 | -59.0869 |
| 2/25/2011 | -110.209 | -23.1566 | 157.3483 | -23.9826 |
| 3/4/2011 | -111.247 | -23.3933 | 157.975 | -23.3351 |
| 3/11/2011 | -89.5676 | -21.7691 | 156.9802 | -45.6435 |
| 3/18/2011 | -86.919 | -22.9149 | 156.6951 | -46.8612 |
| 3/25/2011 | -78.9167 | -23.2184 | 152.0965 | -49.9613 |
| 4/1/2011 | -106.703 | -23.6001 | 154.4409 | -24.1373 |
| 4/8/2011 | -105.228 | -22.0343 | 152.1018 | -24.8395 |
| 4/15/2011 | -25.6546 | -22.1068 | 157.6299 | -109.869 |
| 4/22/2011 | -90.32 | -23.2291 | 158.7654 | -45.2162 |
| 4/29/2011 | -79.7939 | -20.8094 | 157.6127 | -57.0094 |
| 5/6/2011 | -111.822 | -20.4607 | 159.1574 | -26.8747 |
| 5/13/2011 | -84.5601 | -21.2336 | 161.9552 | -56.1616 |
| 5/20/2011 | -111.42 | -20.7896 | 161.3372 | -29.1278 |
| 5/27/2011 | -110.85 | -20.5776 | 161.3187 | -29.8911 |
| 6/3/2011 | -106.973 | -20.9132 | 162.593 | -34.7068 |
| 6/10/2011 | -97.0688 | -20.0001 | 163.6494 | -46.5804 |
| 6/17/2011 | -86.7592 | -20.5503 | 166.0545 | -58.7449 |
| 6/24/2011 | -76.3055 | -20.7745 | 163.7015 | -66.6215 |
| 7/1/2011 | -96.0251 | -22.0235 | 158.2233 | -40.1748 |
| 7/8/2011 | -111.154 | -21.3461 | 162.8244 | -30.3246 |
| 7/15/2011 | -89.4802 | -22.2169 | 167.78 | -56.0829 |
| 7/22/2011 | -80.6803 | -22.2165 | 166.0751 | -63.1783 |
| 7/29/2011 | -98.1779 | -23.6984 | 173.489 | -51.6127 |
| 8/5/2011 | -95.9192 | -23.0829 | 176.233 | -57.2309 |
| 8/12/2011 | -90.8846 | -22.4401 | 178.5786 | -65.2539 |
| 8/19/2011 | -81.3937 | -21.8706 | 180.3947 | -77.1304 |
| 8/26/2011 | -88.5152 | -22.6061 | 175.1037 | -63.9824 |
| 9/2/2011 | -83.24 | -22.2581 | 169.0939 | -63.5958 |
| 9/9/2011 | -79.5152 | -24.1268 | 172.6548 | -69.0128 |
| 9/16/2011 | -65.7088 | -24.3045 | 170.1848 | -80.1715 |
| 9/23/2011 | -44.5883 | -25.1844 | 157.0376 | -87.2649 |
| 9/30/2011 | -36.5633 | -24.4273 | 154.1923 | -93.2017 |
| 10/7/2011 | -13.8454 | -23.0066 | 149.1337 | -112.282 |
| 10/14/2011 | -21.3761 | -26.2079 | 144.7441 | -97.1602 |
| 10/21/2011 | -34.5363 | -25.7478 | 148.8044 | -88.5203 |
| 10/28/2011 | -15.6249 | -24.8727 | 144.4811 | -103.983 |
| 11/4/2011 | -25.1744 | -23.8868 | 149.4394 | -100.378 |
| 11/11/2011 | -34.0345 | -25.6532 | 146.2749 | -86.5872 |
| 11/18/2011 | -36.8528 | -26.1722 | 141.97 | -78.9451 |
| 11/25/2011 | -40.8328 | -25.371 | 146.1168 | -79.913 |
| 12/2/2011 | -42.4542 | -25.0536 | 140.669 | -73.1612 |
| 12/9/2011 | -48.0672 | -24.8698 | 136.4757 | -63.5387 |
| 12/16/2011 | -60.129 | -23.3727 | 141.9433 | -58.4417 |
| 12/23/2011 | -66.5288 | -23.3832 | 150.7169 | -60.8049 |
| 12/30/2011 | -66.3147 | -23.4043 | 150.7434 | -61.0244 |
| 1/6/2012 | -56.9411 | -23.7725 | 148.6355 | -67.9219 |
| 1/13/2012 | -65.6976 | -23.0067 | 144.687 | -55.9827 |
| 1/20/2012 | -65.0391 | -23.2591 | 140.7522 | -52.454 |
| 1/27/2012 | -69.3685 | -23.4513 | 143.9425 | -51.1228 |
| 2/3/2012 | -80.4152 | -23.9106 | 144.8042 | -40.4783 |
| 2/10/2012 | -96.3636 | -23.5769 | 157.3309 | -37.3904 |
| 2/17/2012 | -94.044 | -23.7344 | 150.7251 | -32.9467 |
| 2/24/2012 | -103.818 | -23.8604 | 151.5046 | -23.8265 |
| 3/2/2012 | -117.984 | -24.6404 | 152.7273 | -10.1027 |
| 3/9/2012 | -124.023 | -25.2842 | 156.458 | -7.15037 |
| 3/16/2012 | -131.612 | -26.1919 | 155.444 | 2.359608 |
| 3/23/2012 | -145.319 | -24.5058 | 160.202 | 9.622407 |
| 3/30/2012 | -166.378 | -23.6359 | 160.6859 | 29.32765 |
| 4/6/2012 | -174.51 | -23.7804 | 162.7854 | 35.50514 |
| 4/13/2012 | -178.62 | -22.7258 | 173.6657 | 27.67984 |
| 4/20/2012 | -168.858 | -23.0015 | 171.155 | 20.705 |
| 4/27/2012 | -166.965 | -22.195 | 176.8853 | 12.27476 |
| 5/4/2012 | -142.634 | -22.1639 | 175.4408 | -10.6424 |
| 5/11/2012 | -155.371 | -23.6742 | 174.9025 | 4.143125 |
| 5/18/2012 | -130.458 | -24.68 | 175.9747 | -20.8366 |
| 5/25/2012 | -119.379 | -24.7415 | 163.9506 | -19.8304 |
| 6/1/2012 | -119.018 | -22.8092 | 165.9701 | -24.1429 |
| 6/8/2012 | -104.054 | -23.1888 | 157.0155 | -29.7728 |
| 6/15/2012 | -93.864 | -17.7374 | 155.1744 | -43.5729 |
| 6/22/2012 | -94.0914 | -15.6334 | 155.798 | -46.0732 |
| 6/29/2012 | -90.7672 | -15.5585 | 157.2236 | -50.8979 |
| 7/6/2012 | -88.2501 | -16.352 | 155.7183 | -51.1162 |
| 7/13/2012 | -81.2579 | -16.5098 | 156.7421 | -58.9744 |
| 7/20/2012 | -75.054 | -17.0625 | 149.9128 | -57.7963 |
| 7/27/2012 | -72.1774 | -17.3014 | 151.4652 | -61.9865 |
| 8/3/2012 | -72.2175 | -17.2341 | 140.9586 | -51.507 |
| 8/10/2012 | -61.935 | -22.2176 | 139.8353 | -55.6828 |
| 8/17/2012 | -59.8767 | -22.1494 | 139.8214 | -57.7953 |
| 8/24/2012 | -62.6348 | -22.5139 | 138.4754 | -53.3267 |
| 8/31/2012 | -75.6828 | -21.8233 | 141.1124 | -43.6063 |
| 9/7/2012 | -76.4593 | -16.8934 | 138.064 | -44.7113 |
| 9/14/2012 | -79.1179 | -17.7948 | 136.3254 | -39.4128 |
| 9/21/2012 | -75.5343 | -16.8109 | 131.3567 | -39.0115 |
| 9/28/2012 | -80.0122 | -17.6379 | 132.8271 | -35.177 |
| 10/5/2012 | -78.399 | -16.8529 | 126.8925 | -31.6406 |
| 10/12/2012 | -81.4985 | -16.8727 | 130.1672 | -31.796 |
| 10/19/2012 | -64.7904 | -16.7837 | 128.1115 | -46.5374 |
| 10/26/2012 | -78.8037 | -17.5597 | 133.5789 | -37.2155 |
| 11/2/2012 | -68.5099 | -17.5441 | 131.642 | -45.588 |
| 11/9/2012 | -69.6417 | -18.116 | 135.397 | -47.6392 |
| 11/16/2012 | -49.8583 | -18.2031 | 129.855 | -61.7936 |
| 11/23/2012 | -49.9749 | -17.3438 | 130.1641 | -62.8454 |
| 11/30/2012 | -59.0313 | -17.497 | 125.7647 | -49.2364 |
| 12/7/2012 | -63.1066 | -17.4389 | 123.7557 | -43.2102 |
| 12/14/2012 | -65.7154 | -8.0201 | 121.4154 | -47.6799 |
| 12/21/2012 | -84.6707 | -15.3067 | 131.2145 | -31.2372 |
| 12/28/2012 | -86.9846 | -15.2242 | 133.4609 | -31.2521 |
| 1/4/2013 | -85.3573 | -14.9252 | 120.4702 | -20.1877 |
| 1/11/2013 | -92.661 | -15.664 | 119.8683 | -11.5433 |
| 1/18/2013 | -106.673 | -14.8328 | 126.7571 | -5.25086 |
| 1/25/2013 | -107.03 | -15.3861 | 126.4421 | -4.02589 |
| 2/1/2013 | -113.923 | -15.8981 | 130.0728 | -0.25139 |
| 2/8/2013 | -103.948 | -21.2904 | 131.5524 | -6.31381 |
| 2/15/2013 | -95.5799 | -20.2835 | 126.6661 | -10.8028 |
| 2/22/2013 | -89.8279 | -20.3353 | 125.8274 | -15.6642 |
| 3/1/2013 | -96.916 | -20.0787 | 129.5832 | -12.5885 |
| 3/8/2013 | -87.121 | -18.7151 | 121.1929 | -15.3568 |
| 3/15/2013 | -83.8151 | -17.0008 | 125.7405 | -24.9246 |
| 3/22/2013 | -84.5907 | -17.6313 | 126.8351 | -24.6131 |
| 3/29/2013 | -109.494 | -18.122 | 135.9758 | -8.36025 |
| 4/5/2013 | -96.1433 | -17.9839 | 133.9208 | -19.7936 |
| 4/12/2013 | -87.6193 | -17.9166 | 132.0345 | -26.4986 |
| 4/19/2013 | -101.825 | -18.2913 | 134.2074 | -14.0907 |
| 4/26/2013 | -98.8462 | -18.4175 | 132.5935 | -15.3298 |
| 5/3/2013 | -101.555 | -18.3723 | 133.7487 | -13.8216 |
| 5/10/2013 | -105.157 | -18.0636 | 133.6188 | -10.3977 |
| 5/17/2013 | -97.9446 | -17.4753 | 130.2952 | -14.8753 |
| 5/24/2013 | -102.538 | -17.2174 | 124.3675 | -4.61254 |
| 5/31/2013 | -117.043 | -17.0109 | 132.329 | 1.724455 |
| 6/7/2013 | -123.277 | -17.9754 | 142.5819 | -1.32972 |
| 6/14/2013 | -135.787 | -19.2571 | 143.2335 | 11.81038 |
| 6/21/2013 | -118.889 | -15.4533 | 131.5999 | 2.742815 |
| 6/28/2013 | -109.168 | -15.2532 | 130.5014 | -6.08056 |
| 7/5/2013 | -105.718 | -15.5535 | 128.8913 | -7.62014 |
| 7/12/2013 | -109.382 | -14.5429 | 122.2777 | 1.646901 |
| 7/19/2013 | -104.556 | -14.1554 | 118.2235 | 0.488349 |
| 7/26/2013 | -113.975 | -14.5284 | 118.0852 | 10.41794 |
| 8/2/2013 | -108.428 | -14.7207 | 113.3526 | 9.796444 |
| 8/9/2013 | -108.025 | -14.0691 | 115.4897 | 6.604002 |
| 8/16/2013 | -114.823 | -14.3917 | 113.487 | 15.72747 |
| 8/23/2013 | -119.624 | -14.5918 | 115.8679 | 18.34796 |
| 8/30/2013 | -118.915 | -15.2894 | 117.0612 | 17.14329 |
| 9/6/2013 | -121.623 | -15.1518 | 118.3676 | 18.40686 |
| 9/13/2013 | -119.325 | -14.6226 | 115.9794 | 17.96779 |
| 9/20/2013 | -119.393 | -13.801 | 109.846 | 23.34784 |
| 9/27/2013 | -108.744 | -14.984 | 107.4757 | 16.25189 |
| 10/4/2013 | -121.571 | -14.0321 | 117.4869 | 18.11588 |
| 10/11/2013 | -124.176 | -13.4874 | 121.5664 | 16.09727 |
| 10/18/2013 | -121.097 | -12.9721 | 120.6567 | 13.41201 |
| 10/25/2013 | -114.285 | -12.7488 | 122.1134 | 4.920768 |
| 11/1/2013 | -110.14 | -12.1245 | 121.2657 | 0.999187 |
| 11/8/2013 | -103.16 | -13.3653 | 122.8836 | -6.35811 |
| 11/15/2013 | -100.486 | -12.7879 | 125.6136 | -12.34 |
| 11/22/2013 | -97.367 | -12.696 | 128.6293 | -18.5662 |
| 11/29/2013 | -100.28 | -11.7813 | 128.2681 | -16.2069 |
| 12/6/2013 | -101.096 | -11.8645 | 126.933 | -13.9729 |
| 12/13/2013 | -96.255 | -10.9186 | 125.75 | -18.5764 |
| 12/20/2013 | -94.3426 | -12.3228 | 123.3838 | -16.7184 |
| 12/27/2013 | -95.9513 | -12.2236 | 124.1853 | -16.0105 |
| 1/3/2014 | -70.6184 | -11.8221 | 119.5975 | -37.157 |
| 1/10/2014 | -102.187 | -11.1511 | 125.6051 | -12.2675 |
| 1/17/2014 | -105.562 | -10.6978 | 124.3446 | -8.0846 |
| 1/24/2014 | -108.739 | -11.1858 | 128.2701 | -8.34568 |
| 1/31/2014 | -105.988 | -11.6474 | 126.2495 | -8.61436 |
| 2/7/2014 | -102.751 | -12.1878 | 126.7323 | -11.7937 |
| 2/14/2014 | -100.819 | -13.4643 | 126.7956 | -12.5119 |
| 2/21/2014 | -102.968 | -13.0932 | 126.1141 | -10.0532 |
| 2/28/2014 | -104.575 | -13.8458 | 125.5006 | -7.07954 |
| 3/7/2014 | -96.5376 | -14.2419 | 127.6401 | -16.8607 |
| 3/14/2014 | -95.2138 | -13.7254 | 127.6303 | -18.6911 |
| 3/21/2014 | -93.1502 | -13.7247 | 124.5753 | -17.7005 |
| 3/28/2014 | -99.9514 | -14.0537 | 124.2531 | -10.248 |
| 4/4/2014 | -100.603 | -12.8712 | 123.1478 | -9.6739 |
| 4/11/2014 | -109.368 | -13.3618 | 122.6168 | 0.113434 |
| 4/18/2014 | -102.654 | -14.0061 | 121.8485 | -5.18877 |
| 4/25/2014 | -96.0795 | -14.1231 | 122.3232 | -12.1207 |
| 5/2/2014 | -89.9482 | -14.1563 | 122.1447 | -18.0403 |
| 5/9/2014 | -84.2351 | -14.068 | 121.6628 | -23.3597 |
| 5/16/2014 | -86.7227 | -14.1993 | 120.9855 | -20.0634 |
| 5/23/2014 | -87.0223 | -14.0395 | 119.7791 | -18.7173 |
| 5/30/2014 | -78.6071 | -13.4192 | 120.1285 | -28.1021 |
| 6/6/2014 | -83.5952 | -13 | 120.9072 | -24.312 |
| 6/13/2014 | -97.0038 | -12.8825 | 135.161 | -25.2747 |
| 6/20/2014 | -62.9799 | -13.2098 | 113.9717 | -37.7819 |
| 6/27/2014 | -55.7613 | -13.0776 | 115.5115 | -46.6726 |