Its looking like one trade, a $5.4mn one, triggered “Deutsche Bank” global rout on Friday

News

Bloomberg carry the report (Bloomberg is gated) that “Regulators are singling out a trade on Deutsche Bank AG’s credit default swaps that they suspect fueled a global sell off on Friday.”

The Bloomberg report is citing “people familiar with the matter”. In brief:

  • It was a roughly €5 million ($5.4 million) bet on swaps tied to the German bank’s junior debt
  • regulators have spoken to market participants about the transaction
  • The contracts can be illiquid, so a single bet can trigger big moves
  • The suspected knock-on effect was a rout that sent banking stocks tumbling, government bonds higher and CDS prices for lenders soaring, trimming about €1.6 billion off Deutsche Bank’s market value and more than €30 billion off an index that tracks European banking stocks

Its not the market that’s the issue, its the propensity to freak out.

And propensity to fuel such freakouts when its worth $$$ to do so 😉

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