BIS Statistics Explorer: Table D10.1

Credit default swaps, by type of position

In billions of US dollars

« ‹ H2 2019 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H2 2019 › »			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	7,578	1,424	5,873	4,239	387	116	49	329	753	281
Bought (gross basis)	4,637	1,421	3,059	2,129	223	66	37	175	429	157
Sold (gross basis)	4,365	1,427	2,814	2,110	164	50	11	155	324	124
Gross market values	199	44	148	93	12	5	2	15	21	7
Positive (gross basis)	119	44	71	45	6	2	1	7	10	3
Negative (gross basis)	123	43	76	48	6	3	1	8	11	4
Net market values	57	12	41	12	4	2	2	9	12	4
Positive (gross basis)	31	12	18	4	2	1	1	4	6	2
Negative (gross basis)	35	10	23	7	2	1	1	5	6	3
Single-name instruments
Notional amounts outstanding	3,480	1,002	2,422	1,797	206	52	28	120	219	57
Bought (gross basis)	2,272	1,013	1,223	877	123	37	23	42	121	37
Sold (gross basis)	2,209	990	1,199	919	83	15	5	79	98	21
Gross market values	99	29	68	43	7	3	1	7	7	2
Positive (gross basis)	63	29	33	21	3	1	1	4	4	1
Negative (gross basis)	64	29	34	22	4	2	1	3	3	1
Multi-name instruments
Notional amounts outstanding	4,098	422	3,451	2,442	182	64	21	209	534	224
Bought (gross basis)	2,364	408	1,836	1,252	101	30	14	133	308	120
Sold (gross basis)	2,156	437	1,615	1,191	81	34	6	76	226	104
Gross market values	101	16	80	50	5	2	1	8	14	5
Positive (gross basis)	56	16	38	24	3	1	0	3	6	2
Negative (gross basis)	59	14	42	26	2	1	0	5	7	3
of which index products
Notional amounts outstanding	3,803	378	3,317	2,421	131	61	12	178	514	108
Bought (gross basis)	2,181	363	1,758	1,239	89	28	8	104	290	60
Sold (gross basis)	2,000	394	1,559	1,183	42	33	4	74	224	47