OTC swaps exposures of systemic US banks fell back in Q2

Aggregate current credit exposures to hedge funds falls 42% quarter on quarter

The US’s systemic banks saw their over-the-counter swaps exposures to counterparties of all kinds dip over the three months to end-June, after spiking dramatically over the first quarter of the year. 

Net current credit exposures, those from derivatives that are in-the-money to the bank, amounted to $620.4 billion in Q2, down 15% on Q1, when they were at their highest level since public disclosure began six years ago. Exposure amounts remain elevated on their end-2019 level, however.

Over the

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