Table 7
Trading Portfolio Top 10 Significant Counterparties
(no listing of names, but identification of the economic sector of the counterparty)*

Counterparty Sector

% of replacement cost (gross)

Cumulative % of replacement cost (gross)
  1. Hedge fund
  2. Bank X
  3. Bank Y
  4. Asset Manager
  5. Insurance Company
    

*NB: Alternatively, and for confidentiality reasons, this presentation can be replaced by a listing of all the counterparties which represent exposures above a certain threshold (for instance, above 10% of netted current or potential replacement costs), and which are ranked by alphabetical order (rather than by their exposure size).