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 outstanding | 9,354 | 2,321 | 6,817 | 5,136 | 487 | 124 | 76 | 375 | 618 | 216 |
Bought (gross basis) | 5,968 | 2,325 | 3,522 | 2,580 | 289 | 63 | 51 | 180 | 360 | 121 |
Sold (gross basis) | 5,708 | 2,318 | 3,294 | 2,556 | 197 | 61 | 25 | 196 | 259 | 95 |
Gross market values | 304 | 68 | 227 | 164 | 14 | 6 | 4 | 19 | 21 | 9 |
Positive (gross basis) | 185 | 68 | 112 | 81 | 6 | 3 | 2 | 9 | 11 | 4 |
Negative (gross basis) | 187 | 68 | 115 | 83 | 7 | 3 | 2 | 10 | 11 | 5 |
Net market values | 85 | 18 | 61 | 23 | 8 | 3 | 2 | 10 | 13 | 7 |
Positive (gross basis) | 50 | 18 | 29 | 11 | 4 | 2 | 1 | 5 | 6 | 3 |
Negative (gross basis) | 51 | 16 | 32 | 13 | 5 | 1 | 1 | 5 | 6 | 4 |
Single-name instruments | ||||||||||
Notional amounts outstanding | 4,570 | 1,633 | 2,876 | 2,029 | 306 | 59 | 47 | 193 | 241 | 62 |
Bought (gross basis) | 3,140 | 1,633 | 1,468 | 1,003 | 194 | 33 | 39 | 70 | 130 | 40 |
Sold (gross basis) | 3,063 | 1,633 | 1,408 | 1,026 | 112 | 27 | 9 | 123 | 112 | 22 |
Gross market values | 130 | 41 | 87 | 56 | 8 | 3 | 2 | 8 | 8 | 2 |
Positive (gross basis) | 86 | 41 | 43 | 28 | 3 | 2 | 1 | 5 | 5 | 1 |
Negative (gross basis) | 86 | 42 | 43 | 28 | 5 | 2 | 1 | 3 | 4 | 1 |
Multi-name instruments | ||||||||||
Notional amounts outstanding | 4,784 | 688 | 3,941 | 3,107 | 181 | 65 | 29 | 182 | 377 | 155 |
Bought (gross basis) | 2,828 | 691 | 2,055 | 1,577 | 96 | 30 | 12 | 110 | 230 | 82 |
Sold (gross basis) | 2,645 | 686 | 1,886 | 1,530 | 86 | 34 | 17 | 72 | 147 | 73 |
Gross market values | 174 | 27 | 140 | 108 | 6 | 2 | 1 | 10 | 13 | 7 |
Positive (gross basis) | 99 | 27 | 69 | 53 | 3 | 1 | 1 | 4 | 6 | 3 |
Negative (gross basis) | 101 | 25 | 72 | 54 | 3 | 1 | 0 | 6 | 7 | 4 |
of which index products | ||||||||||
Notional amounts outstanding | 4,442 | 588 | 3,710 | 3,025 | 146 | 55 | 23 | 130 | 330 | 143 |
Bought (gross basis) | 2,565 | 574 | 1,917 | 1,545 | 75 | 23 | 7 | 70 | 197 | 73 |
Sold (gross basis) | 2,465 | 602 | 1,793 | 1,480 | 72 | 32 | 16 | 60 | 133 | 70 |