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Credit default swaps, by remaining maturity
Notional amounts outstanding, in billions of US dollars
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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 less1,8827091,14480611217246212329
Bought (gross basis)1,32071258939766513337519
Sold (gross basis)1,270706555409461212294810
Over one year up to five years6,6281,3765,0844,0052927538265410168
Bought (gross basis)4,0711,3772,6032,017167422612822491
Sold (gross basis)3,9341,3752,4811,988125331213718678
Over five years 763214533320501914488216
Bought (gross basis)52321729716233111319599
Sold (gross basis)454211236158177229236
Single-name instruments
One year or less1,275518746527851014268411
Bought (gross basis)90452037625851497478
Sold (gross basis)889515370269346519373
Over one year up to five years2,9319801,9121,398164292415813840
Bought (gross basis)1,9699819656941012020606924
Sold (gross basis)1,9429799477056393986916
Over five years 30612117810332798187
Bought (gross basis)2321221045124593135
Sold (gross basis)1951207452820652
Multi-name instruments
One year or less60719139827927710363918
Bought (gross basis)4171922141391524262811
Sold (gross basis)38219118514012669117
Over one year up to five years3,6973963,1722,6061284514107272128
Bought (gross basis)2,1023971,6381,323662156815567
Sold (gross basis)1,9923961,5341,283622493911761
Over five years 457933562171811540648
Bought (gross basis)2929419311296416464
Sold (gross basis)2589116310595123184