BIS Statistics Explorer: Table D10.1

Credit default swaps, by type of position

In billions of US dollars

« ‹ H2 2018 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H2 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	8,141	1,809	6,062	4,445	400	127	48	383	658	271
Bought (gross basis)	5,100	1,820	3,132	2,183	237	72	37	206	396	148
Sold (gross basis)	4,849	1,797	2,930	2,262	163	55	11	177	263	122
Gross market values	187	52	129	75	8	5	2	18	20	6
Positive (gross basis)	118	52	64	38	4	2	1	8	10	2
Negative (gross basis)	119	50	65	38	4	2	1	10	10	4
Net market values	55	14	37	5	4	3	2	11	12	4
Positive (gross basis)	34	14	18	3	2	2	1	5	6	1
Negative (gross basis)	33	12	18	2	2	1	1	7	6	3
Single-name instruments
Notional amounts outstanding	3,952	1,268	2,631	1,920	220	55	29	150	257	53
Bought (gross basis)	2,643	1,281	1,327	933	141	33	26	55	140	35
Sold (gross basis)	2,578	1,256	1,303	987	79	23	3	95	117	18
Gross market values	105	32	70	45	5	3	2	7	9	3
Positive (gross basis)	68	32	35	22	2	1	1	4	5	1
Negative (gross basis)	69	32	35	23	3	1	1	4	4	2
Multi-name instruments
Notional amounts outstanding	4,188	540	3,431	2,525	180	72	19	233	402	217
Bought (gross basis)	2,457	539	1,805	1,250	96	40	11	152	256	113
Sold (gross basis)	2,272	541	1,626	1,275	84	32	8	82	146	104
Gross market values	82	20	59	31	3	2	1	11	11	3
Positive (gross basis)	50	20	29	15	2	1	0	4	6	1
Negative (gross basis)	50	18	30	15	2	1	0	7	6	2
of which index products
Notional amounts outstanding	3,900	467	3,227	2,456	136	63	13	185	374	206
Bought (gross basis)	2,229	457	1,668	1,220	69	33	6	108	234	104
Sold (gross basis)	2,137	477	1,559	1,237	67	30	8	78	140	101