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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 grade6,4672,4863,8992,924266827224531082
     Bought (gross basis)4,5842,5022,0311,484171484510717651
     Sold (gross basis)4,3692,4701,8681,44096342713713331
 AAA/AA 1,0454925362687222155110816
     Bought (gross basis)814506297128551512256111
     Sold (gross basis)723478239140176327475
 A/BBB5,4221,9943,3622,655194615719320266
     Bought (gross basis)3,7701,9961,7341,35511533338311640
     Sold (gross basis)3,6461,9921,6291,3007928241118726
 Below investment grade2,0267511,24591062281211511930
     Bought (gross basis)1,39975662844636158566715
     Sold (gross basis)1,37874661746426134595215
 Non-rated1,364503825501944313819437
     Bought (gross basis)977507452265562210405919
     Sold (gross basis)89049937323638213413518
 Single-name instruments
 Investment grade4,0111,8882,0801,494178394314418243
     Bought (gross basis)2,9761,8861,0627401212536449728
     Sold (gross basis)2,9241,8911,018754561471008515
 AAA/AA 83538244325958119258111
     Bought (gross basis)61737923212344767447
     Sold (gross basis)600385211135143218374
 A/BBB3,1761,5071,6371,236119283411910132
     Bought (gross basis)2,3581,507830617771729375321
     Sold (gross basis)2,3241,50680761942115824811
 Below investment grade1,195580607444428765428
     Bought (gross basis)891581305221255525245
     Sold (gross basis)884578302223172240193
 Non-rated376165206952611635336
     Bought (gross basis)29617611750217413223
     Sold (gross basis)244153894454222112
     Multi-name instruments
 Investment grade2,4565981,8191,42989442910012839
     Bought (gross basis)1,60961796974449239638023
     Sold (gross basis)1,445579850686392020374816
 AAA/AA 20911094101411626275
     Bought (gross basis)197127655118618174
     Sold (gross basis)12393285331891
 A/BBB2,2474881,7261,4207533237510134
     Bought (gross basis)1,41248990473938153466319
     Sold (gross basis)1,322486822681361719293915
 Below investment grade83017163846620205507621
     Bought (gross basis)50817532322511103314310
     Sold (gross basis)4941683152419102193311
 Non-rated98833861940667327466131
     Bought (gross basis)68133033521535156273715
     Sold (gross basis)64534628419132171192316