BIS Statistics Explorer: Table D10.3

Credit default swaps, by remaining maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H1 2019 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H1 2019 › »			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	1,781	408	1,335	1,030	43	17	8	79	159	38
Bought (gross basis)	1,125	405	693	515	27	10	5	52	85	27
Sold (gross basis)	1,064	411	642	516	16	6	3	26	74	11
Over one year up to five years	5,015	937	3,959	2,904	204	58	26	241	526	119
Bought (gross basis)	3,053	941	2,047	1,431	121	36	19	135	305	65
Sold (gross basis)	2,899	933	1,912	1,473	83	22	7	106	221	53
Over five years	762	201	544	269	103	19	12	49	92	17
Bought (gross basis)	519	205	302	142	60	10	10	17	62	12
Sold (gross basis)	444	197	242	127	42	9	2	32	30	5
Single-name instruments
One year or less	852	303	541	431	31	11	6	25	37	9
Bought (gross basis)	579	303	271	210	20	8	4	8	21	6
Sold (gross basis)	576	303	270	221	11	3	2	18	16	3
Over one year up to five years	2,334	653	1,648	1,236	112	22	15	97	165	33
Bought (gross basis)	1,501	665	817	601	67	15	11	35	87	19
Sold (gross basis)	1,487	642	831	635	45	7	4	62	77	14
Over five years	292	111	174	115	26	7	7	6	14	7
Bought (gross basis)	219	115	97	60	16	4	6	2	9	6
Sold (gross basis)	185	107	76	55	9	3	1	4	4	1
Multi-name instruments
One year or less	929	105	794	600	12	6	2	53	122	30
Bought (gross basis)	546	102	423	304	7	2	1	45	63	21
Sold (gross basis)	488	108	371	295	5	3	1	9	58	9
Over one year up to five years	2,681	283	2,312	1,668	92	36	11	143	361	85
Bought (gross basis)	1,552	276	1,230	829	54	21	8	100	218	46
Sold (gross basis)	1,412	291	1,082	839	39	15	3	43	144	39
Over five years	470	90	370	154	77	12	5	43	78	10
Bought (gross basis)	300	90	204	82	44	6	4	15	53	6
Sold (gross basis)	260	90	166	72	33	6	1	28	26	4