BIS Statistics Explorer: Table D10.1

Credit default swaps, by type of position

In billions of US dollars

« ‹ H1 2022 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H1 2022 › »			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	9,316	1,178	8,013	6,129	828	120	83	391	462	125
Bought (gross basis)	5,407	1,199	4,134	3,063	462	65	55	220	269	75
Sold (gross basis)	5,086	1,156	3,879	3,065	366	55	28	171	193	51
Gross market values	211	46	159	88	26	4	4	19	18	6
Positive (gross basis)	131	46	82	45	12	2	2	9	11	3
Negative (gross basis)	126	46	77	43	14	2	1	10	7	3
Net market values	59	13	41	8	4	3	2	11	13	5
Positive (gross basis)	38	13	22	4	3	2	1	5	8	3
Negative (gross basis)	34	13	19	4	2	1	1	6	5	2
Single-name instruments
Notional amounts outstanding	3,882	769	3,046	2,229	426	58	39	127	168	66
Bought (gross basis)	2,415	790	1,576	1,096	261	33	31	58	98	49
Sold (gross basis)	2,235	748	1,470	1,133	164	25	8	69	70	17
Gross market values	109	29	77	38	20	2	3	6	8	2
Positive (gross basis)	71	29	41	20	9	2	2	3	5	1
Negative (gross basis)	67	30	36	18	11	1	1	3	2	1
Multi-name instruments
Notional amounts outstanding	5,434	408	4,967	3,900	403	62	44	264	294	59
Bought (gross basis)	2,992	409	2,558	1,967	201	32	24	163	171	25
Sold (gross basis)	2,851	408	2,409	1,933	202	30	20	102	123	33
Gross market values	103	17	82	49	6	2	1	13	11	4
Positive (gross basis)	60	17	41	24	3	1	1	6	6	2
Negative (gross basis)	59	16	41	25	3	1	0	7	5	2
of which index products
Notional amounts outstanding	5,160	355	4,759	3,742	393	58	38	254	275	45
Bought (gross basis)	2,810	345	2,444	1,887	195	30	20	152	160	22
Sold (gross basis)	2,704	364	2,316	1,855	198	28	18	101	115	24