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Credit default swaps, by type of position
In billions of US dollars
< H2 2017 > >|
Total Reporting dealers Other financial institutions Non-financial institutions
Total CCPs Banks and securities firms Insurance and financial guaranty firms SPVs, SPCc and SPEs Hedge funds Other
Total CDS contracts
Notional amounts outstanding9,3542,3216,8165,13548712476375618216
Bought (gross basis)5,9682,3243,5222,5792896351180360121
Sold (gross basis)5,7072,3183,2942,556197612519625995
Gross market values30468227164146419219
Positive (gross basis)18568112816329114
Negative (gross basis)187681158373210115
Net market values8518612383210137
Positive (gross basis)50182911421563
Negative (gross basis)51163213511564
Single-name instruments
Notional amounts outstanding4,5701,6332,8762,029306594719324162
Bought (gross basis)3,1401,6341,4671,00319433397013040
Sold (gross basis)3,0631,6331,4081,02611227912311222
Gross market values130418756832882
Positive (gross basis)86414328321551
Negative (gross basis)86424328521341
Multi-name instruments
Notional amounts outstanding4,7846883,9413,1061816529182377155
Bought (gross basis)2,8286912,0551,57796301211023082
Sold (gross basis)2,6446861,8861,5308634177214773
Gross market values1742714010862110137
Positive (gross basis)99276953311463
Negative (gross basis)101257254310674
of which index products
Notional amounts outstanding4,4415883,7103,0241465523130330143
Bought (gross basis)2,5655741,9171,545752377019773
Sold (gross basis)2,4656021,7931,4807232166013370