OTC, credit default swaps, by type of position
In billions of US dollars
< H1 2016 > >|
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 outstanding11,7775,1006,5184,386635162153549633159
     Bought (gross basis)8,6365,1223,4242,23337910010723537190
     Sold (gross basis)8,2415,0793,0932,153256624531426368
 Gross market values342156181102175628225
     Positive (gross basis)251156935284312133
     Negative (gross basis)245154885091316103
 Net market values9733602074413124
     Positive (gross basis)68333311332572
     Negative (gross basis)6131289312852
 Single-name instruments
 Notional amounts outstanding6,6203,5353,0241,962387557029225861
     Bought (gross basis)5,1333,5311,56298324638529514740
     Sold (gross basis)5,0223,5401,462979141171719711121
 Gross market values21510610664113413113
     Positive (gross basis)1641065733532672
     Negative (gross basis)1581085031512741
 Multi-name instruments
 Notional amounts outstanding5,1561,5653,4942,4242481078325737597
     Bought (gross basis)3,5031,5911,8621,249133615514022450
     Sold (gross basis)3,2181,5391,6321,175115462811715247
 Gross market values12749753862215113
     Positive (gross basis)87493619321651
     Negative (gross basis)87473919311961
 of which index products
 Notional amounts outstanding4,8361,4313,3232,422195944321935182
     Bought (gross basis)3,2111,4461,7281,24898492010920537
     Sold (gross basis)3,0571,4171,5951,17497452311014645