C » Topics » Rating of Hedged Exposure

This excerpt taken from the C 10-Q filed Nov 6, 2009.

Rating of Hedged Exposure

 
  September 30,
2009
  December 31,
2008
 

AAA/AA/A

    45 %   54 %

BBB

    37     32  

BB/B

    11     9  

CCC or below

    7     5  
           

Total

    100 %   100 %
           

        At September 30, 2009 and December 31, 2008, the credit protection was economically hedging underlying credit exposure with the following industry distribution, respectively:

These excerpts taken from the C 10-K filed Feb 27, 2009.

Rating of Hedged Exposure

 

     2008     2007  

AAA/AA/A

  54 %   53 %

BBB

  32     34  

BB/B

  9     11  

CCC or below

  5     2  

Total

  100 %   100 %

At December 31, 2008 and 2007, the credit protection was economically hedging underlying credit exposure with the following industry distribution:

Rating of Hedged Exposure

 

     2008     2007  

AAA/AA/A

  54 %   53 %

BBB

  32     34  

BB/B

  9     11  

CCC or below

  5     2  

Total

  100 %   100 %

At December 31, 2008 and 2007, the credit protection was economically hedging underlying credit exposure with the following industry distribution:

This excerpt taken from the C 10-K filed Feb 22, 2008.

Rating of Hedged Exposure

 

     2007     2006  

AAA/AA/A

  53 %   49 %

BBB

  34     41  

BB/B

  11     10  

CCC or below

  2      

Total

  100 %   100 %

At December 31, 2007 and 2006, the credit protection was economically hedging underlying credit exposure with the following industry distribution:

This excerpt taken from the C 10-K filed Feb 23, 2007.

Rating of Hedged Exposure

 

     2006     2005  

AAA/AA/A

  49 %   48 %

BBB

  41     43  

BB/B

  10     6  

CCC or below

      3  

Total

  100 %   100 %

At December 31, 2006 and 2005, the credit protection was economically hedging underlying credit exposure with the following industry distribution:

This excerpt taken from the C 10-K filed Feb 24, 2006.

Rating of Hedged Exposure

 
  2005
  2004
 
AAA/AA/A   48 % 48 %
BBB   43   43  
BB/B   6   8  
CCC or below   3   1  
   
 
 
Total   100 % 100 %
   
 
 

        At December 31, 2005 and 2004, the credit protection was economically hedging underlying credit exposure with the following industry distribution:

This excerpt taken from the C 10-K filed Feb 28, 2005.

Rating of Hedged Exposure

 
  2004
  2003
 
AAA/AA/A   48 % 32 %
BBB   43 % 57 %
BB/B   8 % 10 %
CCC or below   1 % 1 %
   
 
 
    100 % 100 %
   
 
 

        At December 31, 2004 and 2003, the credit protection was economically hedging underlying credit exposure with the following industry distribution:

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