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 | 8,813 | 1,112 | 7,458 | 5,615 | 634 | 112 | 75 | 406 | 616 | 243 |
Bought (gross basis) | 5,147 | 1,131 | 3,882 | 2,853 | 335 | 58 | 50 | 238 | 346 | 134 |
Sold (gross basis) | 4,778 | 1,093 | 3,577 | 2,763 | 299 | 54 | 24 | 167 | 270 | 108 |
Gross market values | 205 | 33 | 166 | 101 | 22 | 6 | 3 | 15 | 20 | 6 |
Positive (gross basis) | 115 | 33 | 80 | 49 | 11 | 3 | 1 | 6 | 10 | 3 |
Negative (gross basis) | 123 | 34 | 86 | 52 | 11 | 3 | 2 | 9 | 10 | 3 |
Net market values | 58 | 9 | 45 | 14 | 5 | 2 | 2 | 9 | 13 | 4 |
Positive (gross basis) | 30 | 9 | 20 | 5 | 2 | 1 | 1 | 3 | 7 | 2 |
Negative (gross basis) | 37 | 10 | 25 | 8 | 3 | 1 | 1 | 6 | 6 | 2 |
Single-name instruments | ||||||||||
Notional amounts outstanding | 3,445 | 758 | 2,614 | 1,846 | 348 | 60 | 33 | 125 | 202 | 72 |
Bought (gross basis) | 2,165 | 772 | 1,343 | 908 | 195 | 36 | 27 | 60 | 118 | 50 |
Sold (gross basis) | 2,038 | 744 | 1,272 | 938 | 153 | 25 | 6 | 66 | 85 | 22 |
Gross market values | 71 | 19 | 50 | 26 | 10 | 3 | 2 | 4 | 5 | 2 |
Positive (gross basis) | 45 | 19 | 25 | 14 | 4 | 1 | 1 | 2 | 3 | 1 |
Negative (gross basis) | 46 | 19 | 25 | 13 | 5 | 2 | 1 | 2 | 3 | 1 |
Multi-name instruments | ||||||||||
Notional amounts outstanding | 5,368 | 354 | 4,844 | 3,769 | 286 | 52 | 42 | 281 | 414 | 171 |
Bought (gross basis) | 2,982 | 359 | 2,539 | 1,945 | 141 | 23 | 23 | 179 | 229 | 84 |
Sold (gross basis) | 2,740 | 349 | 2,305 | 1,825 | 146 | 29 | 18 | 102 | 185 | 86 |
Gross market values | 134 | 14 | 116 | 75 | 12 | 2 | 1 | 11 | 14 | 3 |
Positive (gross basis) | 71 | 14 | 55 | 35 | 6 | 1 | 1 | 4 | 7 | 1 |
Negative (gross basis) | 78 | 14 | 61 | 40 | 6 | 1 | 1 | 7 | 7 | 2 |
of which index products | ||||||||||
Notional amounts outstanding | 4,335 | 308 | 3,982 | 3,016 | 244 | 43 | 35 | 256 | 387 | 46 |
Bought (gross basis) | 2,408 | 303 | 2,083 | 1,561 | 117 | 20 | 18 | 159 | 209 | 21 |
Sold (gross basis) | 2,235 | 312 | 1,898 | 1,455 | 126 | 24 | 17 | 98 | 178 | 25 |