BIS Statistics Explorer: Table D10.4

Credit default swaps, by sector of reference entity

Notional amounts outstanding, in billions of US dollars

« ‹ H2 2017 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H2 2017 › »			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
Sovereigns	1,530	645	864	576	120	27	9	67	65	21
Bought (gross basis)	1,102	643	444	286	77	11	8	29	32	15
Sold (gross basis)	1,074	647	420	290	43	16	1	38	33	6
Financial firms	1,544	487	1,042	683	97	15	36	43	167	15
Bought (gross basis)	1,036	494	534	342	57	6	17	17	97	7
Sold (gross basis)	995	480	508	341	40	9	19	26	71	7
Non-financial firms	2,406	684	1,689	1,253	121	32	24	121	138	33
Bought (gross basis)	1,575	693	862	617	71	22	22	48	81	21
Sold (gross basis)	1,515	676	827	636	50	10	2	73	57	12
Securitised products and multiple sectors	3,827	491	3,191	2,619	126	48	7	144	246	146
Bought (gross basis)	2,221	483	1,661	1,331	68	22	4	86	149	78
Sold (gross basis)	2,097	498	1,530	1,288	58	26	3	58	97	68
ABS & MBS	177	41	119	47	3	2	1	42	22	17
Bought (gross basis)	128	44	74	24	2	2	0	27	18	9
Sold (gross basis)	89	37	45	23	1	1	1	15	4	8
Other securitised products	195	30	162	118	14	2	1	13	15	2
Bought (gross basis)	118	31	85	60	9	1	1	6	8	2
Sold (gross basis)	107	30	77	58	5	1	...	7	7	0
Multiple Sectors	3,456	420	2,910	2,454	109	45	5	88	210	126
Bought (gross basis)	1,975	407	1,502	1,247	57	20	3	52	123	66
Sold (gross basis)	1,900	432	1,408	1,207	51	25	2	36	87	60
Single-name instruments
Sovereigns	1,506	637	848	570	117	26	9	66	60	20
Bought (gross basis)	1,083	636	434	282	75	11	7	29	30	14
Sold (gross basis)	1,060	639	415	288	42	16	1	38	30	6
Financial firms	1,028	392	622	388	72	11	17	33	101	13
Bought (gross basis)	720	397	316	191	44	4	11	10	56	7
Sold (gross basis)	700	388	305	197	28	7	6	23	45	7
Non-financial firms	2,012	597	1,388	1,070	101	22	22	94	80	27
Bought (gross basis)	1,320	597	705	529	64	17	20	31	43	18
Sold (gross basis)	1,289	596	684	541	37	4	2	63	37	9
Multi-name instruments
Sovereigns	25	8	15	6	2	1	1	1	5	1
Bought (gross basis)	19	8	10	4	2	0	1	1	2	1
Sold (gross basis)	14	8	5	2	0	0	...	1	3	0
Financial firms	516	95	420	295	26	4	19	11	66	1
Bought (gross basis)	316	98	218	150	13	1	6	7	40	0
Sold (gross basis)	295	92	202	144	13	2	13	3	26	1
Non-financial firms	394	88	300	183	20	11	2	27	58	6
Bought (gross basis)	255	96	157	88	8	5	2	17	38	3
Sold (gross basis)	227	80	144	95	12	5	...	10	21	3
Securitised products and multiple sectors	3,827	491	3,191	2,619	126	48	7	144	246	146
Bought (gross basis)	2,221	483	1,661	1,331	68	22	4	86	149	78
Sold (gross basis)	2,097	498	1,530	1,288	58	26	3	58	97	68
ABS & MBS	177	41	119	47	3	2	1	42	22	17
Bought (gross basis)	128	44	74	24	2	2	0	27	18	9
Sold (gross basis)	89	37	45	23	1	1	1	15	4	8
Other securitised products	195	30	162	118	14	2	1	13	15	2
Bought (gross basis)	118	31	85	60	9	1	1	6	8	2
Sold (gross basis)	107	30	77	58	5	1	...	7	7	0
Multiple Sectors	3,456	420	2,910	2,454	109	45	5	88	210	126
Bought (gross basis)	1,975	407	1,502	1,247	57	20	3	52	123	66
Sold (gross basis)	1,900	432	1,408	1,207	51	25	2	36	87	60