BIS Statistics Explorer: Table D10.3

Credit default swaps, by remaining maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H2 2022 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H2 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
One year or less	1,307	233	1,059	752	114	15	10	104	64	14
Bought (gross basis)	783	236	540	371	57	7	7	64	35	8
Sold (gross basis)	756	231	520	381	57	8	3	41	30	6
Over one year up to five years	7,317	781	6,477	5,327	510	69	49	196	326	60
Bought (gross basis)	4,136	779	3,323	2,687	270	41	29	112	183	34
Sold (gross basis)	3,962	782	3,154	2,640	240	28	20	84	143	26
Over five years	658	117	516	334	57	18	10	31	65	25
Bought (gross basis)	420	123	282	174	37	6	7	12	46	15
Sold (gross basis)	355	111	234	160	21	11	2	20	19	10
Single-name instruments
One year or less	705	161	533	395	64	12	7	24	32	10
Bought (gross basis)	443	164	273	198	35	4	5	11	20	6
Sold (gross basis)	423	159	260	197	29	7	2	13	12	4
Over one year up to five years	2,658	502	2,129	1,641	227	24	24	93	120	27
Bought (gross basis)	1,611	508	1,084	808	133	14	18	42	69	19
Sold (gross basis)	1,549	495	1,046	833	95	10	6	50	51	8
Over five years	265	69	183	109	34	11	5	6	18	12
Bought (gross basis)	185	74	100	52	25	3	5	2	13	11
Sold (gross basis)	150	65	84	56	9	8	1	3	6	1
Multi-name instruments
One year or less	602	72	526	358	49	3	2	80	33	4
Bought (gross basis)	340	72	266	174	22	2	1	53	15	3
Sold (gross basis)	333	72	260	184	28	1	1	27	18	2
Over one year up to five years	4,659	279	4,347	3,686	283	45	25	103	206	33
Bought (gross basis)	2,525	271	2,239	1,879	137	27	11	70	114	15
Sold (gross basis)	2,414	287	2,109	1,807	145	18	13	33	92	18
Over five years	393	48	332	225	23	6	5	26	47	13
Bought (gross basis)	235	50	182	122	12	3	3	9	33	4
Sold (gross basis)	205	46	150	103	11	3	2	16	14	9