Total | Reporting dealers | Other financial institutions | Non-financial institutions | |||||||
---|---|---|---|---|---|---|---|---|---|---|
Total | CCPs | Banks and securities firms | Insurance and financial guaranty firms | SPVs, SPCc and SPEs | Hedge funds | Other | ||||
Total CDS contracts | ||||||||||
Notional amounts outstanding | 8,345 | 1,999 | 6,110 | 4,519 | 406 | 125 | 56 | 381 | 624 | 236 |
Bought (gross basis) | 5,290 | 2,002 | 3,158 | 2,263 | 244 | 67 | 41 | 193 | 351 | 130 |
Sold (gross basis) | 5,054 | 1,995 | 2,952 | 2,256 | 162 | 58 | 15 | 188 | 273 | 107 |
Gross market values | 232 | 57 | 171 | 118 | 11 | 5 | 3 | 17 | 18 | 5 |
Positive (gross basis) | 143 | 57 | 84 | 58 | 5 | 3 | 1 | 8 | 9 | 2 |
Negative (gross basis) | 147 | 57 | 87 | 59 | 6 | 3 | 1 | 9 | 9 | 3 |
Net market values | 66 | 15 | 48 | 19 | 5 | 3 | 2 | 10 | 10 | 3 |
Positive (gross basis) | 39 | 15 | 22 | 8 | 2 | 2 | 1 | 4 | 5 | 2 |
Negative (gross basis) | 41 | 14 | 25 | 10 | 3 | 1 | 1 | 6 | 5 | 2 |
Single-name instruments | ||||||||||
Notional amounts outstanding | 4,145 | 1,417 | 2,678 | 1,959 | 224 | 56 | 36 | 168 | 235 | 51 |
Bought (gross basis) | 2,811 | 1,414 | 1,363 | 969 | 153 | 31 | 28 | 59 | 123 | 34 |
Sold (gross basis) | 2,751 | 1,420 | 1,314 | 990 | 71 | 25 | 7 | 110 | 112 | 17 |
Gross market values | 118 | 35 | 81 | 55 | 7 | 3 | 2 | 7 | 8 | 2 |
Positive (gross basis) | 76 | 35 | 40 | 27 | 3 | 2 | 1 | 4 | 4 | 1 |
Negative (gross basis) | 79 | 37 | 41 | 28 | 4 | 2 | 1 | 3 | 4 | 1 |
Multi-name instruments | ||||||||||
Notional amounts outstanding | 4,200 | 582 | 3,433 | 2,561 | 182 | 69 | 20 | 213 | 388 | 185 |
Bought (gross basis) | 2,478 | 588 | 1,795 | 1,294 | 91 | 36 | 12 | 134 | 228 | 96 |
Sold (gross basis) | 2,303 | 576 | 1,638 | 1,267 | 91 | 33 | 8 | 78 | 161 | 90 |
Gross market values | 115 | 22 | 90 | 63 | 4 | 2 | 1 | 10 | 10 | 3 |
Positive (gross basis) | 67 | 22 | 44 | 31 | 2 | 1 | 0 | 4 | 5 | 1 |
Negative (gross basis) | 68 | 20 | 46 | 32 | 2 | 1 | 0 | 6 | 5 | 2 |
of which index products | ||||||||||
Notional amounts outstanding | 4,007 | 514 | 3,315 | 2,552 | 149 | 65 | 14 | 168 | 367 | 177 |
Bought (gross basis) | 2,291 | 497 | 1,704 | 1,289 | 73 | 33 | 7 | 93 | 210 | 89 |
Sold (gross basis) | 2,231 | 531 | 1,611 | 1,263 | 76 | 32 | 7 | 76 | 157 | 88 |