BIS Statistics Explorer: Table D10.3

Credit default swaps, by remaining maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H1 2018 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H1 2018 › »			Total	CCPs	Banks and securities firms	Insurance and financial guaranty firms	SPVs, SPCc and SPEs	Hedge funds	Other
			Total	CCPs	Banks and securities firms	Insurance and financial guaranty firms	SPVs, SPCc and SPEs	Hedge funds	Other
Total CDS contracts
One year or less	1,404	518	861	618	52	9	12	59	110	25
Bought (gross basis)	986	520	449	309	33	4	8	31	63	16
Sold (gross basis)	936	516	412	309	19	5	4	28	47	8
Over one year up to five years	6,076	1,242	4,640	3,578	265	80	30	270	417	193
Bought (gross basis)	3,718	1,247	2,369	1,791	150	47	22	141	219	102
Sold (gross basis)	3,601	1,238	2,271	1,787	115	33	8	129	198	92
Over five years	775	213	547	317	52	20	14	52	92	14
Bought (gross basis)	527	215	303	159	35	11	11	21	67	9
Sold (gross basis)	462	212	244	158	17	9	3	31	26	5
Single-name instruments
One year or less	1,030	413	608	443	42	5	9	26	84	9
Bought (gross basis)	727	414	307	221	27	3	5	7	44	6
Sold (gross basis)	717	413	301	222	15	2	4	18	40	3
Over one year up to five years	2,744	872	1,841	1,404	121	30	20	135	132	32
Bought (gross basis)	1,817	872	924	692	81	20	17	49	66	20
Sold (gross basis)	1,799	871	917	713	40	10	2	86	66	12
Over five years	306	116	183	110	34	7	7	8	17	7
Bought (gross basis)	228	116	106	55	26	5	6	3	12	5
Sold (gross basis)	194	116	77	55	8	2	1	5	5	1
Multi-name instruments
One year or less	374	105	253	175	11	4	4	33	26	16
Bought (gross basis)	259	106	142	88	6	1	4	24	19	11
Sold (gross basis)	220	104	111	87	5	2	0	9	7	5
Over one year up to five years	3,332	371	2,799	2,174	144	51	10	135	285	162
Bought (gross basis)	1,901	374	1,445	1,099	70	27	4	92	153	82
Sold (gross basis)	1,801	367	1,354	1,075	74	24	6	43	132	80
Over five years	469	97	364	207	19	13	6	44	75	7
Bought (gross basis)	299	99	197	104	9	7	4	18	55	3
Sold (gross basis)	268	96	168	103	9	7	2	26	21	4