BIS Statistics Explorer: Table D10.4

Credit default swaps, by sector of reference entity

Notional amounts outstanding, in billions of US dollars

« ‹ H1 2018 › »	Total	Reporting dealers	Other financial institutions							Non-financial institutions
« ‹ H1 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
Sovereigns	1,458	581	856	590	95	30	9	62	70	20
Bought (gross basis)	1,029	579	436	290	63	12	8	27	36	14
Sold (gross basis)	1,010	583	420	300	32	17	1	35	34	6
Financial firms	1,433	431	993	668	78	12	23	40	172	9
Bought (gross basis)	951	438	508	336	46	6	13	16	91	5
Sold (gross basis)	913	424	485	333	32	6	10	24	80	5
Non-financial firms	2,104	566	1,510	1,126	105	27	16	105	129	28
Bought (gross basis)	1,362	571	773	557	63	19	15	40	78	18
Sold (gross basis)	1,308	562	736	569	42	8	1	65	51	10
Securitised products and multiple sectors	3,298	405	2,716	2,129	102	54	7	173	251	177
Bought (gross basis)	1,909	402	1,415	1,076	53	28	4	110	144	92
Sold (gross basis)	1,794	408	1,301	1,053	49	26	3	64	107	85
ABS & MBS	260	44	205	119	2	3	1	56	23	11
Bought (gross basis)	173	47	122	61	1	2	0	38	19	4
Sold (gross basis)	131	40	83	58	1	1	1	18	4	8
Other securitised products	122	16	104	85	14	1	1	2	1	2
Bought (gross basis)	75	18	55	43	8	0	1	1	1	2
Sold (gross basis)	63	14	50	42	5	1	...	1	1	0
Multiple Sectors	2,916	345	2,407	1,924	86	50	5	115	226	164
Bought (gross basis)	1,661	336	1,239	972	43	26	3	71	124	86
Sold (gross basis)	1,600	354	1,169	952	43	25	2	45	102	78
Single-name instruments
Sovereigns	1,431	573	839	583	94	29	9	60	65	19
Bought (gross basis)	1,009	571	426	285	62	12	8	26	33	13
Sold (gross basis)	994	575	413	298	32	17	1	34	31	6
Financial firms	935	346	580	388	45	8	12	29	97	8
Bought (gross basis)	651	350	296	197	30	4	7	8	50	4
Sold (gross basis)	630	342	284	191	16	4	5	21	47	4
Non-financial firms	1,751	490	1,239	987	67	18	15	79	73	22
Bought (gross basis)	1,131	488	627	486	48	15	13	25	40	16
Sold (gross basis)	1,110	492	612	501	19	3	1	54	34	7
Multi-name instruments
Sovereigns	27	9	17	7	2	1	1	2	5	1
Bought (gross basis)	20	8	11	5	1	0	1	1	3	1
Sold (gross basis)	15	9	6	2	0	0	...	1	3	0
Financial firms	498	84	413	280	33	4	11	11	75	1
Bought (gross basis)	300	87	212	139	16	2	6	8	42	0
Sold (gross basis)	283	81	201	142	17	2	5	3	33	1
Non-financial firms	353	76	270	140	37	9	2	26	56	6
Bought (gross basis)	231	82	146	71	15	5	2	15	38	3
Sold (gross basis)	198	71	124	69	23	5	...	11	17	3
Securitised products and multiple sectors	3,298	405	2,716	2,129	102	54	7	173	251	177
Bought (gross basis)	1,909	402	1,415	1,076	53	28	4	110	144	92
Sold (gross basis)	1,794	408	1,301	1,053	49	26	3	64	107	85
ABS & MBS	260	44	205	119	2	3	1	56	23	11
Bought (gross basis)	173	47	122	61	1	2	0	38	19	4
Sold (gross basis)	131	40	83	58	1	1	1	18	4	8
Other securitised products	122	16	104	85	14	1	1	2	1	2
Bought (gross basis)	75	18	55	43	8	0	1	1	1	2
Sold (gross basis)	63	14	50	42	5	1	...	1	1	0
Multiple Sectors	2,916	345	2,407	1,924	86	50	5	115	226	164
Bought (gross basis)	1,661	336	1,239	972	43	26	3	71	124	86
Sold (gross basis)	1,600	354	1,169	952	43	25	2	45	102	78