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 | 7,578 | 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 |