BIS Statistics Explorer: Table D10.3

Credit default swaps, by remaining maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H2 2018 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H2 2018 › »			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
One year or less	1,474	471	953	646	58	11	9	68	159	51
Bought (gross basis)	1,000	471	504	317	36	6	6	47	91	25
Sold (gross basis)	945	471	448	329	22	5	3	21	68	26
Over one year up to five years	5,824	1,115	4,508	3,486	260	77	28	257	400	201
Bought (gross basis)	3,529	1,124	2,293	1,703	148	47	21	137	238	111
Sold (gross basis)	3,411	1,106	2,214	1,784	111	30	7	121	162	90
Over five years	760	200	545	307	49	25	12	57	96	14
Bought (gross basis)	517	206	302	159	29	15	10	23	66	9
Sold (gross basis)	443	194	244	147	19	10	2	35	30	5
Single-name instruments
One year or less	1,003	363	631	456	45	7	6	23	94	10
Bought (gross basis)	688	366	317	222	28	4	4	8	51	6
Sold (gross basis)	677	360	314	233	17	3	2	16	43	4
Over one year up to five years	2,601	783	1,785	1,358	119	27	17	119	144	33
Bought (gross basis)	1,700	791	889	656	75	19	16	45	77	21
Sold (gross basis)	1,684	775	896	701	44	8	1	75	67	12
Over five years	289	108	174	106	31	7	6	7	17	7
Bought (gross basis)	218	114	99	54	20	6	6	2	11	6
Sold (gross basis)	179	102	75	52	10	2	0	5	5	1
Multi-name instruments
One year or less	471	108	322	191	13	4	3	45	65	41
Bought (gross basis)	312	106	188	95	9	2	2	39	40	19
Sold (gross basis)	268	111	134	96	5	2	1	6	25	22
Over one year up to five years	3,223	332	2,723	2,129	140	49	11	138	256	168
Bought (gross basis)	1,828	333	1,404	1,046	73	28	5	92	161	90
Sold (gross basis)	1,727	331	1,318	1,083	67	22	6	46	95	78
Over five years	471	92	372	201	18	18	6	50	79	7
Bought (gross basis)	299	92	203	106	9	9	4	20	54	4
Sold (gross basis)	264	92	169	95	9	9	1	30	25	4