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 | 7,809 | 1,571 | 5,933 | 4,217 | 409 | 111 | 46 | 371 | 778 | 305 |
Bought (gross basis) | 4,838 | 1,572 | 3,097 | 2,095 | 238 | 71 | 35 | 206 | 452 | 169 |
Sold (gross basis) | 4,542 | 1,569 | 2,836 | 2,122 | 172 | 40 | 11 | 165 | 325 | 137 |
Gross market values | 214 | 49 | 156 | 96 | 12 | 6 | 2 | 16 | 24 | 8 |
Positive (gross basis) | 128 | 49 | 76 | 48 | 6 | 3 | 1 | 7 | 11 | 3 |
Negative (gross basis) | 134 | 48 | 81 | 49 | 7 | 3 | 1 | 9 | 12 | 5 |
Net market values | 60 | 14 | 41 | 8 | 4 | 3 | 2 | 10 | 14 | 5 |
Positive (gross basis) | 34 | 14 | 18 | 3 | 2 | 2 | 1 | 4 | 6 | 2 |
Negative (gross basis) | 38 | 12 | 23 | 5 | 2 | 1 | 1 | 6 | 7 | 3 |
Single-name instruments | ||||||||||
Notional amounts outstanding | 3,579 | 1,087 | 2,437 | 1,786 | 218 | 57 | 28 | 131 | 216 | 55 |
Bought (gross basis) | 2,361 | 1,099 | 1,229 | 873 | 128 | 41 | 21 | 47 | 118 | 34 |
Sold (gross basis) | 2,305 | 1,075 | 1,208 | 913 | 90 | 16 | 7 | 85 | 98 | 21 |
Gross market values | 101 | 30 | 68 | 42 | 7 | 4 | 1 | 6 | 8 | 3 |
Positive (gross basis) | 65 | 30 | 33 | 21 | 3 | 2 | 1 | 3 | 4 | 1 |
Negative (gross basis) | 68 | 31 | 35 | 22 | 4 | 2 | 1 | 3 | 4 | 2 |
Multi-name instruments | ||||||||||
Notional amounts outstanding | 4,229 | 484 | 3,495 | 2,431 | 191 | 54 | 18 | 240 | 562 | 250 |
Bought (gross basis) | 2,476 | 474 | 1,868 | 1,222 | 109 | 30 | 13 | 160 | 334 | 134 |
Sold (gross basis) | 2,237 | 494 | 1,627 | 1,209 | 82 | 25 | 4 | 80 | 228 | 115 |
Gross market values | 112 | 19 | 88 | 54 | 6 | 2 | 1 | 10 | 16 | 5 |
Positive (gross basis) | 63 | 19 | 42 | 27 | 3 | 1 | 0 | 4 | 7 | 2 |
Negative (gross basis) | 66 | 17 | 46 | 27 | 3 | 1 | 0 | 6 | 8 | 3 |
of which index products | ||||||||||
Notional amounts outstanding | 3,888 | 427 | 3,346 | 2,415 | 142 | 51 | 12 | 191 | 535 | 114 |
Bought (gross basis) | 2,229 | 414 | 1,752 | 1,211 | 77 | 28 | 9 | 117 | 311 | 64 |
Sold (gross basis) | 2,085 | 440 | 1,595 | 1,204 | 65 | 24 | 4 | 74 | 224 | 51 |