> DER > Table D10.3 Structure Help
Credit default swaps, by remaining maturity
Notional amounts outstanding, in billions of US dollars
«  H2 2020 › »
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
One year or less1,218267902626491985115049
Bought (gross basis)75627045930229135337927
Sold (gross basis)7282644433242063187121
Over one year up to five years6,2058235,2694,2582686342170468112
Bought (gross basis)3,6288272,7342,17014934269725767
Sold (gross basis)3,4008192,5352,08811929167421046
Over five years 710148541326421112539721
Bought (gross basis)46315329216329411246117
Sold (gross basis)396143249163127228364
Single-name instruments
One year or less66619446135334145243012
Bought (gross basis)4371962321712110310169
Sold (gross basis)423191229182135214143
Over one year up to five years2,4555781,8371,42314422237515041
Bought (gross basis)1,540592923699811420278225
Sold (gross basis)1,4935639147246383476816
Over five years 27183174103307752214
Bought (gross basis)194869552193611313
Sold (gross basis)16079795111413101
Multi-name instruments
One year or less5517344227215532712036
Bought (gross basis)31974228130731236318
Sold (gross basis)3057321414272245719
Over one year up to five years3,7492463,4322,83512441199631771
Bought (gross basis)2,0872351,8111,471682076917641
Sold (gross basis)1,9072561,6211,3635621122714230
Over five years 43966367223125648746
Bought (gross basis)26967197110101423484
Sold (gross basis)2366416911223125263