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OTC, credit default swaps, by rating category
Notional amounts outstanding, in billions of US dollars
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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
 Investment grade6,2601,8604,3173,374233717223133683
     Bought (gross basis)4,1441,8572,2341,704150414610119253
     Sold (gross basis)3,9761,8632,0831,67083302613014430
 AAA/AA 9073465432886817144311218
     Bought (gross basis)660350297139491211216513
     Sold (gross basis)593343245149195222485
 A/BBB5,3531,5143,7743,086164545818822465
     Bought (gross basis)3,4841,5081,9371,56510029348112840
     Sold (gross basis)3,3821,5191,8381,5216425241079725
 Below investment grade2,1566461,4751,08469281112416035
     Bought (gross basis)1,40965474053339167598615
     Sold (gross basis)1,39263873455230123647320
 Non-rated1,22944374844991318809038
     Bought (gross basis)86044040223354145415518
     Sold (gross basis)81144534721638173393519
 Single-name instruments
 Investment grade3,6181,4152,1611,600171364313317942
     Bought (gross basis)2,5421,4081,1057951162536449028
     Sold (gross basis)2,4911,4221,05680455127898914
 AAA/AA 729271449276598821789
     Bought (gross basis)50726823213343666386
     Sold (gross basis)493274216142162215393
 A/BBB2,8891,1441,7121,324111283511210133
     Bought (gross basis)2,0351,140873662731830385222
     Sold (gross basis)1,9981,14883966238105744911
 Below investment grade1,060441612448407765467
     Bought (gross basis)751442306220234625274
     Sold (gross basis)749440306227172140193
 Non-rated36417917890268724247
     Bought (gross basis)286185974720446155
     Sold (gross basis)25617381436331892
     Multi-name instruments
 Investment grade2,6424452,1561,7746234299815841
     Bought (gross basis)1,6024491,1289093416105810225
     Sold (gross basis)1,4844401,027866291819415516
 AAA/AA 17875941399623349
     Bought (gross basis)1538165676615267
     Sold (gross basis)10069297330782
 A/BBB2,4643702,0621,7625326237612332
     Bought (gross basis)1,4493681,06390327114437618
     Sold (gross basis)1,384371999859261519334714
 Below investment grade1,096205863637292145811328
     Bought (gross basis)65821243531216112345911
     Sold (gross basis)64319842832512102255417
 Non-rated86526457035866231566630
     Bought (gross basis)57425630518534101344113
     Sold (gross basis)55527326617332130212617