BIS Statistics Explorer: Table D10.4

Credit default swaps, by sector of reference entity

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
Sovereigns	1,265	461	784	500	127	20	11	46	79	20
Bought (gross basis)	871	466	391	238	72	12	7	17	45	14
Sold (gross basis)	855	455	393	262	56	8	4	29	35	7
Financial firms	1,603	362	1,232	847	113	12	8	51	202	9
Bought (gross basis)	1,006	362	639	424	65	7	7	23	115	4
Sold (gross basis)	960	363	593	423	48	6	1	28	87	5
Non-financial firms	2,181	442	1,710	1,285	84	35	14	111	181	29
Bought (gross basis)	1,341	443	881	627	54	25	12	52	110	17
Sold (gross basis)	1,281	441	829	658	30	10	2	59	70	12
Securitised products and multiple sectors	2,549	289	2,144	1,574	50	31	13	161	316	116
Bought (gross basis)	1,503	286	1,148	798	30	16	9	112	183	69
Sold (gross basis)	1,335	292	996	775	20	15	4	48	133	47
ABS & MBS	262	46	206	106	2	4	1	64	29	10
Bought (gross basis)	180	51	124	49	2	2	0	45	26	4
Sold (gross basis)	127	40	81	57	1	1	1	18	3	6
Other securitised products	16	8	7	...	5	0	1	1	0	2
Bought (gross basis)	18	11	5	...	4	0	1	1	0	2
Sold (gross basis)	7	5	2	...	1	...	...	1	0	0
Multiple Sectors	2,270	236	1,931	1,468	43	27	11	96	286	104
Bought (gross basis)	1,305	224	1,018	749	24	14	8	66	157	63
Sold (gross basis)	1,201	247	913	718	19	13	3	29	130	41
Single-name instruments
Sovereigns	1,184	434	730	487	104	18	10	43	68	19
Bought (gross basis)	815	444	359	230	57	11	7	15	40	12
Sold (gross basis)	803	425	372	258	47	7	4	28	28	7
Financial firms	769	277	484	353	33	7	6	23	62	8
Bought (gross basis)	529	280	245	179	20	4	5	6	32	4
Sold (gross basis)	516	274	239	175	13	3	1	17	30	4
Non-financial firms	1,565	364	1,179	943	56	19	12	62	87	23
Bought (gross basis)	977	364	598	464	39	15	10	23	47	15
Sold (gross basis)	951	363	580	480	16	3	2	39	40	8
Multi-name instruments
Sovereigns	81	26	53	12	24	2	0	3	12	1
Bought (gross basis)	56	22	32	8	15	1	0	2	5	1
Sold (gross basis)	51	30	21	4	8	1	...	1	6	0
Financial firms	835	86	748	493	79	5	2	28	140	1
Bought (gross basis)	477	82	394	245	44	2	2	17	83	0
Sold (gross basis)	444	89	354	248	35	3	0	11	57	1
Non-financial firms	616	78	531	342	28	16	2	48	94	6
Bought (gross basis)	364	79	283	164	15	10	2	29	63	2
Sold (gross basis)	330	78	248	178	13	6	0	20	31	4
Securitised products and multiple sectors	2,549	289	2,144	1,574	50	31	13	161	316	116
Bought (gross basis)	1,503	286	1,148	798	30	16	9	112	183	69
Sold (gross basis)	1,335	292	996	775	20	15	4	48	133	47
ABS & MBS	262	46	206	106	2	4	1	64	29	10
Bought (gross basis)	180	51	124	49	2	2	0	45	26	4
Sold (gross basis)	127	40	81	57	1	1	1	18	3	6
Other securitised products	16	8	7	...	5	0	1	1	0	2
Bought (gross basis)	18	11	5	...	4	0	1	1	0	2
Sold (gross basis)	7	5	2	...	1	...	...	1	0	0
Multiple Sectors	2,270	236	1,931	1,468	43	27	11	96	286	104
Bought (gross basis)	1,305	224	1,018	749	24	14	8	66	157	63
Sold (gross basis)	1,201	247	913	718	19	13	3	29	130	41