OTC, credit default swaps, by type of position
In billions of US dollars
< H2 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 outstanding9,8573,7405,9684,33442215396440522149
     Bought (gross basis)6,9603,7653,1102,194263856320330285
     Sold (gross basis)6,6373,7152,8582,140159683423722064
 Gross market values292114173110125523185
     Positive (gross basis)203114865554310102
     Negative (gross basis)20211387556231293
 Net market values7925501754310114
     Positive (gross basis)5125247232462
     Negative (gross basis)5124259312652
 Single-name instruments
 Notional amounts outstanding5,5822,6322,8932,033246575624425757
     Bought (gross basis)4,1632,6431,4841,01116837458214237
     Sold (gross basis)4,0522,6221,4091,02278201116211520
 Gross market values1657489587331182
     Positive (gross basis)121744629321651
     Negative (gross basis)118744329412531
 Multi-name instruments
 Notional amounts outstanding4,2751,1073,0762,301176964119726592
     Bought (gross basis)2,7971,1221,6271,18395481812216149
     Sold (gross basis)2,5851,0931,4491,1188148237510543
 Gross market values12740845252212103
     Positive (gross basis)82404026221451
     Negative (gross basis)84384326311852
 of which index products
 Notional amounts outstanding3,8409232,8472,220137763014623771
     Bought (gross basis)2,4329091,4891,1527133108414033
     Sold (gross basis)2,3309361,3571,068664321629837