BIS Statistics Explorer: Table D10.4

Credit default swaps, by sector of reference entity

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
Sovereigns	1,368	534	813	556	90	32	7	53	74	20
Bought (gross basis)	957	540	403	260	56	14	7	23	41	15
Sold (gross basis)	945	529	410	296	34	17	1	30	33	6
Financial firms	1,481	386	1,085	751	91	11	16	38	178	10
Bought (gross basis)	950	393	553	371	52	6	10	15	97	4
Sold (gross basis)	918	379	533	380	39	5	6	22	80	6
Non-financial firms	2,010	490	1,492	1,107	108	28	16	98	135	28
Bought (gross basis)	1,285	496	771	549	65	21	15	38	84	18
Sold (gross basis)	1,215	484	720	558	43	7	1	59	52	10
Securitised products and multiple sectors	3,234	383	2,640	2,025	88	55	9	194	270	210
Bought (gross basis)	1,873	379	1,383	999	48	30	5	129	173	110
Sold (gross basis)	1,745	387	1,257	1,026	40	25	4	65	97	100
ABS & MBS	207	43	155	55	2	5	1	66	25	10
Bought (gross basis)	146	46	96	23	1	3	0	46	22	5
Sold (gross basis)	104	40	59	32	1	2	1	20	3	5
Other securitised products	93	16	75	58	14	1	0	1	0	2
Bought (gross basis)	59	18	39	29	9	1	0	1	0	2
Sold (gross basis)	50	15	35	29	5	0	...	1	0	0
Multiple Sectors	2,934	324	2,411	1,912	72	49	7	127	245	199
Bought (gross basis)	1,668	316	1,248	947	38	26	4	82	151	104
Sold (gross basis)	1,590	333	1,163	965	34	23	3	45	94	95
Single-name instruments
Sovereigns	1,332	523	789	546	87	29	7	51	69	20
Bought (gross basis)	931	528	389	254	54	13	6	23	39	14
Sold (gross basis)	924	518	400	291	32	16	1	29	31	6
Financial firms	947	313	625	429	46	7	7	24	111	9
Bought (gross basis)	637	317	315	212	28	4	6	6	58	4
Sold (gross basis)	624	309	310	217	18	3	1	18	52	5
Non-financial firms	1,647	425	1,199	944	72	18	14	74	76	23
Bought (gross basis)	1,057	431	610	466	47	15	14	26	43	16
Sold (gross basis)	1,016	419	589	478	25	3	1	48	33	7
Multi-name instruments
Sovereigns	36	11	24	11	4	2	0	2	5	1
Bought (gross basis)	26	11	14	6	2	1	0	1	3	1
Sold (gross basis)	21	11	10	4	2	1	...	1	2	0
Financial firms	534	73	460	322	45	4	9	13	67	1
Bought (gross basis)	313	76	237	159	24	2	4	9	39	0
Sold (gross basis)	294	71	223	163	22	2	4	4	28	1
Non-financial firms	363	65	293	163	36	10	1	24	59	5
Bought (gross basis)	228	65	161	83	18	6	1	13	41	2
Sold (gross basis)	199	65	131	80	18	4	0	11	18	3
Securitised products and multiple sectors	3,234	383	2,640	2,025	88	55	9	194	270	210
Bought (gross basis)	1,873	379	1,383	999	48	30	5	129	173	110
Sold (gross basis)	1,745	387	1,257	1,026	40	25	4	65	97	100
ABS & MBS	207	43	155	55	2	5	1	66	25	10
Bought (gross basis)	146	46	96	23	1	3	0	46	22	5
Sold (gross basis)	104	40	59	32	1	2	1	20	3	5
Other securitised products	93	16	75	58	14	1	0	1	0	2
Bought (gross basis)	59	18	39	29	9	1	0	1	0	2
Sold (gross basis)	50	15	35	29	5	0	...	1	0	0
Multiple Sectors	2,934	324	2,411	1,912	72	49	7	127	245	199
Bought (gross basis)	1,668	316	1,248	947	38	26	4	82	151	104
Sold (gross basis)	1,590	333	1,163	965	34	23	3	45	94	95