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Credit default swaps, by sector of reference entity
Notional amounts outstanding, 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
Sovereigns1,530645864576120279676521
Bought (gross basis)1,10264344428677118293215
Sold (gross basis)1,0746474202904316138336
Financial firms1,5444871,0426839715364316715
Bought (gross basis)1,0364945343425761717977
Sold (gross basis)9954805083414091926717
Non-financial firms2,4066841,6891,252121322412113833
Bought (gross basis)1,575693861617712222488121
Sold (gross basis)1,51567682763650102735712
Securitised products and multiple sectors3,8274903,1912,619126487144246146
Bought (gross basis)2,2214821,6611,331682248614978
Sold (gross basis)2,0974981,5301,28858263589768
ABS & MBS1764111947321422217
Bought (gross basis)12844742422027189
Sold (gross basis)893745231111548
Other securitised products19530162118142113152
Bought (gross basis)118318560911682
Sold (gross basis)10730775851...770
Multiple Sectors3,4564202,9102,45410945588210126
Bought (gross basis)1,9754071,5021,247572035212366
Sold (gross basis)1,9004321,4081,20751252368760
Single-name instruments
Sovereigns1,506637848570117269666020
Bought (gross basis)1,08363643428275117293014
Sold (gross basis)1,0606394152884216138306
Financial firms1,0283926223887211173310113
Bought (gross basis)7203973161914441110567
Sold (gross basis)700388305197287623457
Non-financial firms2,0125971,3881,0701012222948027
Bought (gross basis)1,320597704529641720314318
Sold (gross basis)1,289596684541374263379
Multi-name instruments
Sovereigns258156211151
Bought (gross basis)198104201121
Sold (gross basis)1485200...130
Financial firms516954202952641911661
Bought (gross basis)3169821815013167400
Sold (gross basis)29592202144132133261
Non-financial firms394883001832011227586
Bought (gross basis)255961578885217383
Sold (gross basis)2278014495125...10213
Securitised products and multiple sectors3,8274903,1912,619126487144246146
Bought (gross basis)2,2214821,6611,331682248614978
Sold (gross basis)2,0974981,5301,28858263589768
ABS & MBS1764111947321422217
Bought (gross basis)12844742422027189
Sold (gross basis)893745231111548
Other securitised products19530162118142113152
Bought (gross basis)118318560911682
Sold (gross basis)10730775851...770
Multiple Sectors3,4564202,9102,45410945588210126
Bought (gross basis)1,9754071,5021,247572035212366
Sold (gross basis)1,9004321,4081,20751252368760