BIS Statistics Explorer: Table D10.3

Credit default swaps, by remaining maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H2 2019 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H2 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	1,387	401	946	669	43	20	9	59	146	41
Bought (gross basis)	918	397	495	330	26	11	7	36	85	26
Sold (gross basis)	870	405	451	339	17	9	2	23	61	15
Over one year up to five years	5,286	837	4,340	3,280	254	62	27	209	509	108
Bought (gross basis)	3,135	838	2,236	1,650	143	33	20	113	276	62
Sold (gross basis)	2,988	837	2,105	1,630	111	28	7	95	233	46
Over five years	687	164	505	277	39	20	13	59	97	18
Bought (gross basis)	461	167	281	142	28	10	11	23	67	13
Sold (gross basis)	390	161	224	135	11	10	2	36	30	5
Single-name instruments
One year or less	817	290	517	412	29	11	6	24	35	10
Bought (gross basis)	562	291	266	202	19	9	6	8	22	6
Sold (gross basis)	545	289	251	210	9	3	0	16	13	5
Over one year up to five years	2,309	605	1,672	1,274	106	20	15	88	169	32
Bought (gross basis)	1,458	615	824	619	62	13	11	30	89	20
Sold (gross basis)	1,455	595	849	655	44	7	4	57	80	12
Over five years	267	90	167	106	28	5	7	7	14	10
Bought (gross basis)	197	93	96	54	20	3	6	2	10	9
Sold (gross basis)	160	88	72	52	8	3	1	5	4	1
Multi-name instruments
One year or less	570	111	428	257	14	8	2	35	111	31
Bought (gross basis)	356	107	229	128	7	2	1	28	63	20
Sold (gross basis)	326	116	199	129	8	6	1	7	48	10
Over one year up to five years	2,977	232	2,668	2,006	148	41	12	121	340	76
Bought (gross basis)	1,677	223	1,412	1,031	82	20	9	83	188	42
Sold (gross basis)	1,532	242	1,256	975	66	21	3	38	153	34
Over five years	420	74	338	171	11	15	6	52	83	8
Bought (gross basis)	264	74	185	88	8	7	4	21	57	4
Sold (gross basis)	230	74	152	83	3	8	1	31	26	4