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The above table contains the bilateral net positions ( in million dollars ) among three dealers for two types of OTC products: swaps ( double
The above table contains the bilateral net positions in million dollars among three dealers for two types of OTC products: swaps double arrow and options single arrow The numbers above the diagonal are for swaps, and they represent liabilities, just as how the positions are described on the PPT slides. For instance, from A to C we have $ million, which is how much A owes C or alternatively, how much C is exposed to A The numbers below the diagonal are defined analogously except that they are for options. Please compute the exposure as laid out in the following table:
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