Clique aqui para acessar o Relatório do 4º - Credit Suisse
Clique aqui para acessar o Relatório do 4º - Credit Suisse
Clique aqui para acessar o Relatório do 4º - Credit Suisse
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BANCO DE INVESTIMENTOS CREDIT SUISSE (BRASIL) S.A.<br />
Av. Brig. Faria Lima, 3064 / 13º Tel: (11) 3841.6000<br />
São Paulo - SP 01451-000 Fax: (11) 3841.6900<br />
Detalhamento da exposição a instrumentos financeiros derivativos por categoria de fator de risco de merca<strong>do</strong>, segmenta<strong>do</strong> entre posições<br />
compradas e vendidas, <strong>do</strong> Conglomera<strong>do</strong> / Consolida<strong>do</strong> Econômico <strong>do</strong> <strong>Credit</strong> <strong>Suisse</strong>:<br />
Em R$ Mil Dez/ 10 Mar/ 11 Jun/ 11 Set/ 11 Dez/ 11<br />
Com contraparte central –<br />
Brasil<br />
Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong><br />
Pré fixada 86,161,078 (68,473,752) 85.142.751 (76,288,419) 60,659,446 (46,586,216) 47,867,404 (42,922,834) 26,138,764 (17,342,991)<br />
Cupom 4,071,412 (2,104,509) 3,339,198 (1,266,399) 7,123,155 (2,493,725) 7,515,182 (2,200,842) 6,906,597 (3,655,529)<br />
Inflação - (493,373) - (343,792) - (435,121) - (476,182) - (574,659)<br />
Cambio 5,354,327 (4,691,534) 7,372,910 (5,216,996) 15,568,134 (11,489,561) 10,774,139 (5,459,799) 8,497,107 (5,211,006)<br />
Ações 887,142 (1,044,721) 1,413,770 (1,666,817) 2,021,927 (1,478,219) 4,818,397 (3,554,720) 1,807,212 (1,068,592)<br />
Contra partecentral –<br />
Exterior (*)<br />
(*)Para o perío<strong>do</strong> apresenta<strong>do</strong> o <strong>Credit</strong> <strong>Suisse</strong> não apresentou valores referente a exposição a derivativos com contra parte central no exterior<br />
Em R$ Mil Dez/ 10 Mar/ 11 Jun/ 11 Set/ 11 Dez/ 11<br />
Sem contraparte central -<br />
Brasil<br />
Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong><br />
Pré fixada 637,523 (276,767) 540,280 (274,183) 98,098 (269,641) 12,833 (222,362) 9,757 (223,787)<br />
Cupom 877,466 (1,605,741) 823,617 (1,534,546) 590,870 (813,916) 661,087 (705,858) 606,251 (728,904)<br />
Inflação 163,691 - 190,273 - 227,694 - 155,804 - 175,863 -<br />
Cambio 4,653,097 (5,466,292) 4,109,995 (4,738,972) 1,293,774 (3,992,071) 1,730,759 (1,969,474) 2,290,289 (2,156,182)<br />
Ações 1,020 (108) 30,146 (7,945) 108,150 (18,906) 104,083 (517,943) 17,092 (4,221)<br />
Sem contraparte central -<br />
Exterior<br />
Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong> Compra<strong>do</strong> Vendi<strong>do</strong><br />
Pré fixada 46,327,676 (46,109,819) 18,627,991 18,809,326) 6,118,820 (6,401,236) 3,531,797 (3,575,717) 3,069,983 (3,156,177)<br />
Cupom 76,658,582 (76,876,231) 25,152,600 (25,119,867) 11,276,919 (11,208,435) 6,977,095 (7,134,989) 7,026,477 (7,091,186)<br />
Inflação - - - - - - - - - -<br />
Cambio 44,912,426 (45,148,060) 18,703,556 (18,765,575) 7,655,373 (7,776,401) 5,598,814 (5,757,767) 6,261,073 (6,409,275)<br />
Ações - - - - - - - - - -<br />
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