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 | 8,359 | 1,261 | 6,798 | 5,222 | 412 | 109 | 63 | 277 | 715 | 301 |
Bought (gross basis) | 4,974 | 1,269 | 3,535 | 2,641 | 234 | 64 | 42 | 157 | 397 | 170 |
Sold (gross basis) | 4,646 | 1,252 | 3,263 | 2,581 | 179 | 45 | 21 | 120 | 318 | 131 |
Gross market values | 202 | 38 | 156 | 95 | 14 | 8 | 3 | 14 | 21 | 8 |
Positive (gross basis) | 116 | 38 | 74 | 46 | 7 | 3 | 2 | 6 | 11 | 3 |
Negative (gross basis) | 123 | 38 | 82 | 49 | 7 | 5 | 2 | 8 | 11 | 4 |
Net market values | 59 | 10 | 45 | 13 | 4 | 2 | 3 | 9 | 14 | 5 |
Positive (gross basis) | 32 | 10 | 20 | 5 | 2 | 1 | 1 | 3 | 7 | 2 |
Negative (gross basis) | 38 | 10 | 25 | 8 | 2 | 1 | 1 | 6 | 7 | 3 |
Single-name instruments | ||||||||||
Notional amounts outstanding | 3,484 | 872 | 2,539 | 1,884 | 253 | 58 | 35 | 106 | 203 | 73 |
Bought (gross basis) | 2,228 | 889 | 1,289 | 924 | 144 | 39 | 29 | 41 | 111 | 51 |
Sold (gross basis) | 2,127 | 854 | 1,250 | 960 | 108 | 19 | 6 | 65 | 92 | 22 |
Gross market values | 77 | 22 | 53 | 29 | 8 | 4 | 2 | 4 | 6 | 3 |
Positive (gross basis) | 49 | 22 | 26 | 15 | 3 | 1 | 1 | 2 | 3 | 1 |
Negative (gross basis) | 50 | 22 | 27 | 14 | 4 | 2 | 1 | 2 | 3 | 1 |
Multi-name instruments | ||||||||||
Notional amounts outstanding | 4,876 | 389 | 4,259 | 3,338 | 160 | 50 | 28 | 171 | 512 | 228 |
Bought (gross basis) | 2,746 | 380 | 2,246 | 1,717 | 90 | 25 | 12 | 116 | 286 | 119 |
Sold (gross basis) | 2,519 | 398 | 2,012 | 1,621 | 70 | 26 | 15 | 55 | 226 | 109 |
Gross market values | 125 | 17 | 103 | 66 | 6 | 4 | 1 | 10 | 16 | 5 |
Positive (gross basis) | 67 | 17 | 49 | 31 | 3 | 2 | 1 | 3 | 8 | 2 |
Negative (gross basis) | 73 | 16 | 55 | 35 | 3 | 2 | 0 | 6 | 8 | 3 |
of which index products | ||||||||||
Notional amounts outstanding | 4,529 | 339 | 4,081 | 3,220 | 142 | 47 | 20 | 156 | 496 | 109 |
Bought (gross basis) | 2,514 | 321 | 2,134 | 1,652 | 78 | 22 | 7 | 101 | 273 | 59 |
Sold (gross basis) | 2,354 | 357 | 1,947 | 1,568 | 64 | 24 | 14 | 54 | 223 | 50 |