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OTC, credit default swaps, by type of position
In billions of US dollars
< H1 2017 > >|
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 outstanding9,6442,9496,5404,90739312990434586155
     Bought (gross basis)6,4132,9523,3762,469243715820133486
     Sold (gross basis)6,1792,9463,1642,438150593223325269
 Gross market values29889203142125421205
     Positive (gross basis)19289100705329103
     Negative (gross basis)194881037262211103
 Net market values782252215439114
     Positive (gross basis)48222510231452
     Negative (gross basis)51212812312552
 Single-name instruments
 Notional amounts outstanding5,0422,0352,9512,137236515622224856
     Bought (gross basis)3,5792,0341,5081,06315933467613137
     Sold (gross basis)3,4972,0351,4431,07577171014711719
 Gross market values150569262733992
     Positive (gross basis)104564731321551
     Negative (gross basis)103574531412441
 Multi-name instruments
 Notional amounts outstanding4,6029143,5892,769157783421233899
     Bought (gross basis)2,8349171,8681,40684371212620249
     Sold (gross basis)2,6829111,7211,3637341228713550
 Gross market values148331118052112124
     Positive (gross basis)88335339211452
     Negative (gross basis)91315841210762
 of which index products
 Notional amounts outstanding4,2297763,3672,697126662815729486
     Bought (gross basis)2,5397641,7361,379632968617339
     Sold (gross basis)2,4677891,6311,3186337217112147