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 | 8,809 | 1,446 | 7,052 | 5,295 | 539 | 110 | 50 | 297 | 762 | 311 |
Bought (gross basis) | 5,285 | 1,447 | 3,662 | 2,679 | 301 | 65 | 38 | 166 | 413 | 176 |
Sold (gross basis) | 4,971 | 1,446 | 3,391 | 2,616 | 238 | 45 | 12 | 131 | 349 | 134 |
Gross market values | 185 | 48 | 129 | 67 | 14 | 6 | 3 | 17 | 23 | 7 |
Positive (gross basis) | 115 | 48 | 63 | 33 | 7 | 2 | 1 | 8 | 12 | 3 |
Negative (gross basis) | 117 | 47 | 66 | 34 | 6 | 3 | 2 | 9 | 11 | 4 |
Net market values | 60 | 12 | 44 | 9 | 4 | 3 | 2 | 12 | 14 | 4 |
Positive (gross basis) | 35 | 12 | 21 | 4 | 2 | 1 | 1 | 4 | 8 | 2 |
Negative (gross basis) | 36 | 11 | 23 | 5 | 2 | 1 | 1 | 7 | 6 | 2 |
Single-name instruments | ||||||||||
Notional amounts outstanding | 3,617 | 982 | 2,571 | 1,904 | 264 | 62 | 30 | 110 | 200 | 65 |
Bought (gross basis) | 2,346 | 997 | 1,306 | 935 | 151 | 42 | 26 | 40 | 111 | 43 |
Sold (gross basis) | 2,253 | 966 | 1,265 | 968 | 113 | 20 | 5 | 70 | 89 | 22 |
Gross market values | 92 | 28 | 61 | 33 | 9 | 4 | 2 | 6 | 7 | 3 |
Positive (gross basis) | 60 | 28 | 30 | 16 | 5 | 2 | 1 | 3 | 4 | 2 |
Negative (gross basis) | 61 | 29 | 31 | 17 | 4 | 3 | 1 | 3 | 3 | 1 |
Multi-name instruments | ||||||||||
Notional amounts outstanding | 5,192 | 465 | 4,482 | 3,391 | 274 | 48 | 19 | 187 | 562 | 246 |
Bought (gross basis) | 2,939 | 449 | 2,356 | 1,744 | 150 | 23 | 12 | 126 | 302 | 133 |
Sold (gross basis) | 2,718 | 480 | 2,126 | 1,647 | 124 | 25 | 7 | 61 | 260 | 113 |
Gross market values | 93 | 20 | 68 | 34 | 5 | 1 | 1 | 11 | 16 | 4 |
Positive (gross basis) | 55 | 20 | 33 | 17 | 3 | 1 | 0 | 5 | 8 | 1 |
Negative (gross basis) | 56 | 18 | 35 | 17 | 2 | 1 | 1 | 6 | 8 | 3 |
of which index products | ||||||||||
Notional amounts outstanding | 4,806 | 408 | 4,284 | 3,279 | 251 | 44 | 12 | 162 | 535 | 115 |
Bought (gross basis) | 2,677 | 387 | 2,225 | 1,683 | 135 | 19 | 6 | 103 | 279 | 65 |
Sold (gross basis) | 2,537 | 429 | 2,059 | 1,597 | 116 | 25 | 7 | 59 | 256 | 49 |