BIS Statistics Explorer: Table D10.1

Credit default swaps, by type of position

In billions of US dollars

« ‹ H1 2018 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H1 2018 › »			Total	CCPs	Banks and securities firms	Insurance and financial guaranty firms	SPVs, SPCc and SPEs	Hedge funds	Other
			Total	CCPs	Banks and securities firms	Insurance and financial guaranty firms	SPVs, SPCc and SPEs	Hedge funds	Other
Total CDS contracts
Notional amounts outstanding	8,345	1,999	6,110	4,519	406	125	56	381	624	236
Bought (gross basis)	5,290	2,002	3,158	2,263	244	67	41	193	351	130
Sold (gross basis)	5,054	1,995	2,952	2,256	162	58	15	188	273	107
Gross market values	232	57	171	118	11	5	3	17	18	5
Positive (gross basis)	143	57	84	58	5	3	1	8	9	2
Negative (gross basis)	147	57	87	59	6	3	1	9	9	3
Net market values	66	15	48	19	5	3	2	10	10	3
Positive (gross basis)	39	15	22	8	2	2	1	4	5	2
Negative (gross basis)	41	14	25	10	3	1	1	6	5	2
Single-name instruments
Notional amounts outstanding	4,145	1,417	2,678	1,959	224	56	36	168	235	51
Bought (gross basis)	2,811	1,414	1,363	969	153	31	28	59	123	34
Sold (gross basis)	2,751	1,420	1,314	990	71	25	7	110	112	17
Gross market values	118	35	81	55	7	3	2	7	8	2
Positive (gross basis)	76	35	40	27	3	2	1	4	4	1
Negative (gross basis)	79	37	41	28	4	2	1	3	4	1
Multi-name instruments
Notional amounts outstanding	4,200	582	3,433	2,561	182	69	20	213	388	185
Bought (gross basis)	2,478	588	1,795	1,294	91	36	12	134	228	96
Sold (gross basis)	2,303	576	1,638	1,267	91	33	8	78	161	90
Gross market values	115	22	90	63	4	2	1	10	10	3
Positive (gross basis)	67	22	44	31	2	1	0	4	5	1
Negative (gross basis)	68	20	46	32	2	1	0	6	5	2
of which index products
Notional amounts outstanding	4,007	514	3,315	2,552	149	65	14	168	367	177
Bought (gross basis)	2,291	497	1,704	1,289	73	33	7	93	210	89
Sold (gross basis)	2,231	531	1,611	1,263	76	32	7	76	157	88