Credit Default Swaps Market,,,,,,,,,,,,,,,,, Amounts outstanding from end December 2004,,,,,,,,,,,,,,,,, In millions of US dollars,,,,,,,,,,,,,,,,, ,,,2004-H2,2005-H1,2005-H2,2006-H1,2006-H2,2007-H1,2007-H2,2008-H1,2008-H2,2009-H1,2009-H2,2010-H1,2010-H2,2011-H1,2011-H2 Notional amounts outstanding bought, Credit default swaps,All counterparties (gross),4652583,7658950,10672056,15728650,22570639,32978817,44599044,45946113,33879127,28018406,25512221,23251998,22768006,25182380,22889488 Notional amounts outstanding bought, Credit default swaps,Reporting dealers (gross),2740471,4856611,6987931,10669920,16230166,23285487,31624571,33402281,25045565,19249170,17702341,15776251,14990853,17270514,16616003 Notional amounts outstanding bought, Credit default swaps,Other financial institutions,1635708,2545336,3325433,4656774,5779033,9231797,12540966,12009726,8526689,7951639,6987290,7022049,7571222,7765727,6147945 Notional amounts outstanding bought, Credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1488082,2193976,2783274,2730316 Notional amounts outstanding bought, Credit default swaps, Banks and security firms,. . .,. . .,1838584,2555167,2744993,4854748,6830707,6984946,5841281,5638583,5115223,4042849,3825959,3185149,1871686 Notional amounts outstanding bought, Credit default swaps, Insurance and financial guaranty firms,. . .,. . .,176429,228585,211212,243638,322078,278676,284485,267794,234796,205077,190459,287187,227636 Notional amounts outstanding bought, Credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,48492,69852,104288,77884,80349,83756,98983,63953,90615,320672,269800,398516,284178 Notional amounts outstanding bought, Credit default swaps, Hedge funds,. . .,. . .,62581,69388,96154,128410,191889,197189,97564,67507,63638,261025,249797,327585,304851 Notional amounts outstanding bought, Credit default swaps, Other residual financial customers,. . .,. . .,1199345,1733782,2622387,3927119,5115940,4465161,2204376,1913801,1483019,704344,841231,784013,729276 Notional amounts outstanding bought, Credit default swaps,Non-financial institutions,276404,257004,358690,401954,561438,461534,433509,534107,306871,817592,822586,453698,205931,146139,125541 Notional amounts outstanding bought, Single-name credit default swaps,All counterparties (gross),3732236,5520564,7881808,10646238,13726566,18542936,24763886,26703554,21078859,19093775,17598847,14544868,14187918,14492838,13811173 Notional amounts outstanding bought, Single-name credit default swaps,Reporting dealers (gross),2297486,3659468,5216333,7277272,9504486,12555390,17083403,19232369,15886748,13639530,12936259,10475545,9821424,10751205,10554913 Notional amounts outstanding bought, Single-name credit default swaps,Other financial institutions,1234433,1696540,2400012,3095128,3942049,5650011,7376240,7056529,4996333,4985266,4244720,3862576,4264407,3666981,3170710 Notional amounts outstanding bought, Single-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,537763,778955,1131689,1255689 Notional amounts outstanding bought, Single-name credit default swaps, Banks and security firms,. . .,. . .,1323246,1580086,1611987,2876823,3959105,4069741,3327967,3668670,3277036,2669625,2798585,1788711,1213139 Notional amounts outstanding bought, Single-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,93888,90371,106972,116340,167247,145838,185001,143257,143903,82095,101741,114381,84352 Notional amounts outstanding bought, Single-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,11165,14755,45490,23101,21668,17996,32518,15768,27123,84387,79691,128788,96495 Notional amounts outstanding bought, Single-name credit default swaps, Hedge funds,. . .,. . .,36803,41319,55920,79312,111970,131021,68889,55815,49876,161829,145357,154145,154046 Notional amounts outstanding bought, Single-name credit default swaps, Other residual financial customers,. . .,. . .,934909,1368597,2121679,2554436,3116248,2691934,1381957,1101756,746782,326878,360078,349265,366988 Notional amounts outstanding bought, Single-name credit default swaps,Non-financial institutions,200317,164558,265461,273837,280031,337535,304245,414656,195776,468976,417866,206747,102087,74651,85551 Notional amounts outstanding bought, Multi-name credit default swaps,All counterparties (gross),920347,2138386,2790248,5082412,8844073,14435881,19835158,19242559,12800268,8924631,7913374,8707130,8580088,10689542,9078315 Notional amounts outstanding bought, Multi-name credit default swaps,Reporting dealers (gross),442985,1197143,1771598,3392648,6725680,10730097,14541168,14169912,9158817,5609640,4766082,5300706,5169429,6519309,6061090 Notional amounts outstanding bought, Multi-name credit default swaps,Other financial institutions,401275,848796,925421,1561646,1836984,3581786,5164726,4953197,3530356,2966373,2742570,3159473,3306815,4098746,2977235 Notional amounts outstanding bought, Multi-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,950319,1415021,1651585,1474627 Notional amounts outstanding bought, Multi-name credit default swaps, Banks and security firms,. . .,. . .,515338,975081,1133006,1977925,2871602,2915205,2513314,1969913,1838187,1373224,1027374,1396438,658547 Notional amounts outstanding bought, Multi-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,82541,138214,104240,127298,154831,132838,99484,124537,90893,122982,88718,172806,143284 Notional amounts outstanding bought, Multi-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,37327,55097,58798,54783,58681,65760,66465,48185,63492,236285,190109,269728,187683 Notional amounts outstanding bought, Multi-name credit default swaps, Hedge funds,. . .,. . .,25778,28069,40234,49098,79919,66168,28675,11692,13762,99196,104440,173440,150805 Notional amounts outstanding bought, Multi-name credit default swaps, Other residual financial customers,. . .,. . .,264436,365185,500708,1372683,1999692,1773227,822419,812045,736237,377466,481153,434748,362288 Notional amounts outstanding bought, Multi-name credit default swaps,Non-financial institutions,76087,92446,93229,128117,281407,123999,129264,119451,111095,348616,404720,246951,103844,71488,39990 Notional amounts outstanding bought, Index products,All counterparties (gross),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,9220536,8032084 Notional amounts outstanding bought, Index products,Reporting dealers (gross),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,5896566,5558000 Notional amounts outstanding bought, Index products,Other financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,3282581,2459437 Notional amounts outstanding bought, Index products, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1642321,1460400 Notional amounts outstanding bought, Index products, Banks and security firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1160979,542233 Notional amounts outstanding bought, Index products, Insurance and financial guaranty firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,45931,63602 Notional amounts outstanding bought, Index products,"[ SPVs, SPCs, or SPEs]",. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,80517,49114 Notional amounts outstanding bought, Index products, Hedge funds,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,156082,138615 Notional amounts outstanding bought, Index products, Other residual financial customers,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,196753,205473 Notional amounts outstanding bought, Index products,Non-financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,41390,14648 Notional amounts outstanding sold, Credit default swaps,All counterparties (gross),4494943,7405111,10174050,15232255,22372083,32917273,45920707,44618139,33038149,27278140,24897653,22783353,22228259,24575445,22368593 Notional amounts outstanding sold, Credit default swaps,Reporting dealers (gross),2763094,4848755,6887711,10547276,16354748,23345601,32927489,32920706,25023618,19147562,17732019,15772587,15206508,17426270,16634614 Notional amounts outstanding sold, Credit default swaps,Other financial institutions,1485025,2340173,3009452,4360374,5487830,9151649,12700273,11287088,7826597,7429070,6412778,6620698,6917372,7057251,5662414 Notional amounts outstanding sold, Credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1478472,2203895,2759407,2740266 Notional amounts outstanding sold, Credit default swaps, Banks and security firms,. . .,. . .,1702685,2469618,2577185,4737297,7140422,6698332,5505167,5470882,4834385,3932470,3519577,2922561,1652168 Notional amounts outstanding sold, Credit default swaps, Insurance and financial guaranty firms,. . .,. . .,58591,68164,94884,87821,170303,119304,114597,118113,96498,68012,79082,71074,69930 Notional amounts outstanding sold, Credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,3471,6824,16777,26503,36248,22837,53690,45048,68240,200970,90284,129817,125181 Notional amounts outstanding sold, Credit default swaps, Hedge funds,. . .,. . .,69233,74787,89668,112989,202994,187978,124299,58868,37789,399665,403888,635019,529867 Notional amounts outstanding sold, Credit default swaps, Other residual financial customers,. . .,. . .,1175474,1740979,2709317,4187038,5150307,4258637,2028845,1736160,1375868,541108,620645,539373,545001 Notional amounts outstanding sold, Credit default swaps,Non-financial institutions,246826,216185,276885,324607,529504,420020,292946,410342,187931,701509,752857,390068,104379,91924,71567 Notional amounts outstanding sold, Single-name credit default swaps,All counterparties (gross),3698316,5427756,7737334,10447877,13632522,18020326,24958786,25874848,20479921,18635845,17218522,14422142,13854456,14429142,13658133 Notional amounts outstanding sold, Single-name credit default swaps,Reporting dealers (gross),2330089,3616595,5157875,7164069,9455130,12092178,17389397,19100206,15750949,13489528,12864365,10471204,9974156,10883527,10621818 Notional amounts outstanding sold, Single-name credit default swaps,Other financial institutions,1191043,1647738,2352977,3058524,3891712,5598945,7349660,6589431,4612041,4763477,3962052,3774923,3818555,3499298,2987803 Notional amounts outstanding sold, Single-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,520828,773452,1119230,1242962 Notional amounts outstanding sold, Single-name credit default swaps, Banks and security firms,. . .,. . .,1295557,1528435,1519288,2640737,3926917,3744564,3030540,3490239,3031838,2527730,2355163,1609562,1031828 Notional amounts outstanding sold, Single-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,31558,38282,55481,51825,105275,95815,89315,96686,73820,48782,58413,47257,44288 Notional amounts outstanding sold, Single-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,2596,5062,7170,5174,9752,9741,47352,31401,61071,91891,53107,45640,35275 Notional amounts outstanding sold, Single-name credit default swaps, Hedge funds,. . .,. . .,46228,53273,63982,78983,114348,96939,77700,35492,21154,262853,229022,354517,323117 Notional amounts outstanding sold, Single-name credit default swaps, Other residual financial customers,. . .,. . .,977038,1433471,2245791,2822226,3193368,2642372,1367135,1109659,774171,322838,349397,323092,310333 Notional amounts outstanding sold, Single-name credit default swaps,Non-financial institutions,177185,163423,226481,225284,285677,329201,219731,185210,116927,382841,392105,176015,61746,46318,48513 Notional amounts outstanding sold, Multi-name credit default swaps,All counterparties (gross),796627,1977355,2436716,4784378,8739561,14896947,20961921,18743291,12558228,8642295,7679131,8361211,8373803,10146303,8710460 Notional amounts outstanding sold, Multi-name credit default swaps,Reporting dealers (gross),433005,1232160,1729836,3383207,6899618,11253423,15538092,13820500,9272669,5658034,4867654,5301383,5232352,6542743,6012796 Notional amounts outstanding sold, Multi-name credit default swaps,Other financial institutions,293982,692435,656475,1301850,1596118,3552704,5350613,4697657,3214556,2665593,2450726,2845775,3098817,3557953,2674611 Notional amounts outstanding sold, Multi-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,957644,1430443,1640177,1497304 Notional amounts outstanding sold, Multi-name credit default swaps, Banks and security firms,. . .,. . .,407128,941183,1057897,2096560,3213505,2953768,2474627,1980643,1802547,1404740,1164414,1312999,620340 Notional amounts outstanding sold, Multi-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,27033,29882,39403,35996,65028,23489,25282,21427,22678,19230,20669,23817,25642 Notional amounts outstanding sold, Multi-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,875,1762,9607,21329,26496,13096,6338,13647,7169,109079,37177,84177,89906 Notional amounts outstanding sold, Multi-name credit default swaps, Hedge funds,. . .,. . .,23005,21514,25686,34006,88646,91039,46599,23376,16635,136812,174866,280502,206750 Notional amounts outstanding sold, Multi-name credit default swaps, Other residual financial customers,. . .,. . .,198436,307508,463526,1364812,1956939,1616265,661710,626501,601697,218270,271248,216281,234668 Notional amounts outstanding sold, Multi-name credit default swaps,Non-financial institutions,69641,52762,50404,99323,243827,90819,73215,225132,71004,318668,360752,214053,42633,45606,23054 Notional amounts outstanding sold, Index products,All counterparties (gross),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,9154491,7952593 Notional amounts outstanding sold, Index products,Reporting dealers (gross),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,5908233,5478871 Notional amounts outstanding sold, Index products,Other financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,3213705,2457462 Notional amounts outstanding sold, Index products, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1636955,1486425 Notional amounts outstanding sold, Index products, Banks and security firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1156726,544128 Notional amounts outstanding sold, Index products, Insurance and financial guaranty firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,20918,23113 Notional amounts outstanding sold, Index products,"[ SPVs, SPCs, or SPEs]",. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,46641,60136 Notional amounts outstanding sold, Index products, Hedge funds,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,230207,199669 Notional amounts outstanding sold, Index products, Other residual financial customers,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,122258,143990 Notional amounts outstanding sold, Index products,Non-financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,32554,16260 Notional amounts outstanding, Credit default swaps,All counterparties (net),6395743.5,10211378,13908285,20352307,28650265,42580546,58243721,57402758.5,41882674,36098169,32692683,30260923,29897578,32409444,28632783 Notional amounts outstanding, Credit default swaps,Reporting dealers (net),2751782.5,4852683,6937821,10608598,16292457,23315544,32276030,33161493.5,25034602,19198377,17717191,15774430,15098691,17348403,16625319 Notional amounts outstanding, Credit default swaps,Other financial institutions,3120733,4885509,6334885,9017148,11266863,18383446,25241239,23296814,16353286,15380709,13400068,13642747,14488594,14822978,11810359 Notional amounts outstanding, Credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,2966554,4397871,5542681,5470582 Notional amounts outstanding, Credit default swaps, Banks and security firms,. . .,. . .,3541269,5024785,5322178,9592045,13971129,13683278,11346448,11109465,9949608,7975319,7345536,6107710,3523854 Notional amounts outstanding, Credit default swaps, Insurance and financial guaranty firms,. . .,. . .,235020,296749,306096,331459,492381,397980,399082,385907,331294,273089,269541,358261,297566 Notional amounts outstanding, Credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,51963,76676,121065,104387,116597,106593,152673,109001,158855,521642,360084,528333,409359 Notional amounts outstanding, Credit default swaps, Hedge funds,. . .,. . .,131814,144175,185822,241399,394883,385167,221863,126375,101427,660690,653685,962604,834718 Notional amounts outstanding, Credit default swaps, Other residual financial customers,. . .,. . .,2374819,3474761,5331704,8114157,10266247,8723798,4233221,3649961,2858887,1245452,1461876,1323386,1274277 Notional amounts outstanding, Credit default swaps,Non-financial institutions,523230,473189,635575,726561,1090942,881554,726455,944449,494802,1519101,1575443,843766,310310,238063,197108 Notional amounts outstanding, Single-name credit default swaps,All counterparties (net),5116764.5,7310288.5,10432038,13873444.5,17879280,24239478,32486272,33412114.5,25739929,24165086,21917050,18493632,18144580,18104619,16880946 Notional amounts outstanding, Single-name credit default swaps,Reporting dealers (net),2313787.5,3638031.5,5187104,7220670.5,9479808,12323784,17236400,19166287.5,15818851,13564534,12900319,10473379,9897796,10817371,10588371 Notional amounts outstanding, Single-name credit default swaps,Other financial institutions,2425476,3344278,4752989,6153652,7833761,11248956,14725900,13645960,9608374,9748743,8206772,7637499,8082962,7166279,6158513 Notional amounts outstanding, Single-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1058591,1552407,2250919,2498651 Notional amounts outstanding, Single-name credit default swaps, Banks and security firms,. . .,. . .,2618803,3108521,3131275,5517560,7886022,7814305,6358507,7158909,6308874,5197355,5153748,3398273,2244967 Notional amounts outstanding, Single-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,125446,128653,162453,168165,272522,241653,274316,239943,217723,130877,160154,161638,128640 Notional amounts outstanding, Single-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,13761,19817,52660,28275,31420,27737,79870,47169,88194,176278,132798,174428,131770 Notional amounts outstanding, Single-name credit default swaps, Hedge funds,. . .,. . .,83031,94592,119902,158295,226318,227960,146589,91307,71030,424682,374379,508662,477163 Notional amounts outstanding, Single-name credit default swaps, Other residual financial customers,. . .,. . .,1911947,2802068,4367470,5376662,6309616,5334306,2749092,2211415,1520953,649716,709475,672357,677321 Notional amounts outstanding, Single-name credit default swaps,Non-financial institutions,377502,327981,491942,499121,565708,666736,523976,599866,312703,851817,809971,382762,163833,120969,134064 Notional amounts outstanding, Multi-name credit default swaps,All counterparties (net),1278979,2901089.5,3476247,6478862.5,10770985,18341068,25757449,23990644,16142745,11933083,10775633,11767291,11752998,14304825,11751837 Notional amounts outstanding, Multi-name credit default swaps,Reporting dealers (net),437995,1214651.5,1750717,3387927.5,6812649,10991760,15039630,13995206,9215751,5633843,4816872,5301051,5200895,6531032,6036948 Notional amounts outstanding, Multi-name credit default swaps,Other financial institutions,695257,1541231,1581896,2863496,3433102,7134490,10515339,9650854,6744912,5631966,5193296,6005248,6405632,7656699,5651846 Notional amounts outstanding, Multi-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1907963,2845464,3291762,2971931 Notional amounts outstanding, Multi-name credit default swaps, Banks and security firms,. . .,. . .,922466,1916264,2190903,4074485,6085107,5868973,4987941,3950556,3640734,2777964,2191788,2709437,1278887 Notional amounts outstanding, Multi-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,109574,168096,143643,163294,219859,156327,124766,145964,113571,142212,109387,196623,168926 Notional amounts outstanding, Multi-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,38202,56859,68405,76112,85177,78856,72803,61832,70661,345364,227286,353905,277589 Notional amounts outstanding, Multi-name credit default swaps, Hedge funds,. . .,. . .,48783,49583,65920,83104,168565,157207,75274,35068,30397,236008,279306,453942,357555 Notional amounts outstanding, Multi-name credit default swaps, Other residual financial customers,. . .,. . .,462872,672693,964234,2737495,3956631,3389492,1484129,1438546,1337934,595736,752401,651029,596956 Notional amounts outstanding, Multi-name credit default swaps,Non-financial institutions,145728,145208,143633,227440,525234,214818,202479,344583,182099,667284,765472,461004,146477,117094,63044 Notional amounts outstanding, Index products,All counterparties (net),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,12472631,10466248 Notional amounts outstanding, Index products,Reporting dealers (net),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,5902403,5518442 Notional amounts outstanding, Index products,Other financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,6496286,4916899 Notional amounts outstanding, Index products, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,3279276,2946825 Notional amounts outstanding, Index products, Banks and security firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,2317705,1086361 Notional amounts outstanding, Index products, Insurance and financial guaranty firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,66849,86715 Notional amounts outstanding, Index products,"[ SPVs, SPCs, or SPEs]",. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,127158,109250 Notional amounts outstanding, Index products, Hedge funds,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,386289,338284 Notional amounts outstanding, Index products, Other residual financial customers,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,319011,349463 Notional amounts outstanding, Index products,Non-financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,73944,30908 Gross positive market values, Credit default swaps,All counterparties (gross),88766,136139,181048,218410,355907,546264,1516991,2540294,4164394,2336058,1440247,1334623,1079363,1116149,1344416 Gross positive market values, Credit default swaps,Reporting dealers (gross),48660,77962,108536,137426,245386,361473,958096,1705045,2947460,1479520,915424,872526,699387,803525,1021123 Gross positive market values, Credit default swaps,Other financial institutions,34146,52229,63870,72365,96395,170193,527046,791631,1154232,749793,467965,430146,365328,302828,312402 Gross positive market values, Credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,31944,39143,46329,62572 Gross positive market values, Credit default swaps, Banks and security firms,. . .,. . .,29829,34554,39330,73122,234321,383636,691416,442673,257576,205736,168495,117570,105727 Gross positive market values, Credit default swaps, Insurance and financial guaranty firms,. . .,. . .,862,837,1259,1512,14533,21270,43269,40730,39656,30372,27097,33333,18508 Gross positive market values, Credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,1921,2039,2824,5641,9365,20850,40272,21345,24034,62360,46478,44348,46559 Gross positive market values, Credit default swaps, Hedge funds,. . .,. . .,1007,951,1226,1966,9338,15715,19018,9926,3425,19256,15999,19599,23196 Gross positive market values, Credit default swaps, Other residual financial customers,. . .,. . .,30248,33984,51752,87950,259489,350161,360257,235119,143274,80478,68115,41649,55840 Gross positive market values, Credit default swaps,Non-financial institutions,5960,5948,8640,8617,14130,14598,31850,43616,62701,106745,56860,31951,14648,9795,10891 Gross positive market values, Single-name credit default swaps,All counterparties (gross),74687,98462,129234,139073,207936,305025,841581,1504966,2676403,1541348,1013675,803595,717071,727387,824279 Gross positive market values, Single-name credit default swaps,Reporting dealers (gross),43746,60750,81822,92498,143361,200873,498002,988566,1911933,995182,677979,551458,474010,554646,649979 Gross positive market values, Single-name credit default swaps,Other financial institutions,26558,34427,42284,42490,59601,97246,329960,493106,726214,487055,307546,239487,236544,167454,169123 Gross positive market values, Single-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,13443,14641,25861,35660 Gross positive market values, Single-name credit default swaps, Banks and security firms,. . .,. . .,21837,20587,21249,42160,147059,236064,426163,291097,172092,134859,122315,75124,70896 Gross positive market values, Single-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,762,674,813,967,10509,14945,31483,27097,35122,17564,23982,19238,7791 Gross positive market values, Single-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,244,148,476,983,2052,3152,10121,6671,4108,22156,22313,17563,13916 Gross positive market values, Single-name credit default swaps, Hedge funds,. . .,. . .,604,576,486,1108,6551,12946,14788,8803,1900,11343,10193,9874,11562 Gross positive market values, Single-name credit default swaps, Other residual financial customers,. . .,. . .,18835,20506,36573,52027,163789,226000,243659,153386,94324,40123,43100,19794,29297 Gross positive market values, Single-name credit default swaps,Non-financial institutions,4384,3285,5126,4082,4976,6906,13619,23293,38255,59110,28150,12650,6517,5287,5176 Gross positive market values, Multi-name credit default swaps,All counterparties (gross),14079,37677,51814,79337,147971,241239,675410,1035328,1487991,794710,426572,531028,362292,388762,520137 Gross positive market values, Multi-name credit default swaps,Reporting dealers (gross),4914,17212,26714,44928,102025,160600,460094,716479,1035527,484338,237445,321068,225377,248879,371144 Gross positive market values, Multi-name credit default swaps,Other financial institutions,7588,17802,21586,29875,36794,72947,197086,298525,428018,262738,160419,190659,128784,135374,143279 Gross positive market values, Multi-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,18501,24502,20468,26912 Gross positive market values, Multi-name credit default swaps, Banks and security firms,. . .,. . .,7992,13967,18081,30962,87262,147572,265253,151576,85484,70877,46180,42446,34831 Gross positive market values, Multi-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,100,163,446,545,4024,6325,11786,13633,4534,12808,3115,14095,10717 Gross positive market values, Multi-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,1677,1891,2348,4658,7313,17698,30151,14674,19926,40204,24165,26785,32643 Gross positive market values, Multi-name credit default swaps, Hedge funds,. . .,. . .,403,375,740,858,2787,2769,4230,1123,1525,7913,5806,9725,11634 Gross positive market values, Multi-name credit default swaps, Other residual financial customers,. . .,. . .,11413,13478,15179,35923,95700,124161,116598,81733,48950,40355,25015,21855,26543 Gross positive market values, Multi-name credit default swaps,Non-financial institutions,1576,2663,3514,4535,9154,7692,18231,20323,24446,47635,28710,19301,8131,4508,5715 Gross negative market values, Credit default swaps,All counterparties (gross),93056,128301,170368,213823,358196,532420,1452435,2338191,3890182,2106728,1273155,1201768,974329,1033122,1261313 Gross negative market values, Credit default swaps,Reporting dealers (gross),48018,75054,109118,138376,242721,354445,941016,1668190,2929199,1459128,908796,867651,706114,804540,1019613 Gross negative market values, Credit default swaps,Other financial institutions,38673,47021,54915,69806,102139,165953,489590,648985,930300,575480,323910,310315,262671,221964,236412 Gross negative market values, Credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,31806,38991,46855,64539 Gross negative market values, Credit default swaps, Banks and security firms,. . .,. . .,27054,33950,41063,75324,254612,356417,641946,418887,238810,199613,156101,104977,85078 Gross negative market values, Credit default swaps, Insurance and financial guaranty firms,. . .,. . .,751,859,1060,1124,4271,4311,10387,8155,5110,2601,2308,2252,3168 Gross negative market values, Credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,1672,1060,8475,1636,3039,2316,4295,1222,4483,24258,17938,21505,16825 Gross negative market values, Credit default swaps, Hedge funds,. . .,. . .,1047,688,1132,1989,8674,11923,18021,6516,3173,25787,19897,26948,36225 Gross negative market values, Credit default swaps, Other residual financial customers,. . .,. . .,24390,33249,50411,85882,218993,274019,255651,140701,72335,26249,27435,19427,30576 Gross negative market values, Credit default swaps,Non-financial institutions,6367,6225,6337,5642,13336,12023,21830,21014,30681,72115,40448,23803,5544,6619,5291 Gross negative market values, Single-name credit default swaps,All counterparties (gross),80397,97335,123796,138656,211910,298377,810624,1363690,2484553,1399042,904850,738475,643058,678298,784876 Gross negative market values, Single-name credit default swaps,Reporting dealers (gross),43033,58988,81988,91954,140611,194378,490053,946994,1884517,984978,673498,546849,477893,551215,647436 Gross negative market values, Single-name credit default swaps,Other financial institutions,32749,34378,37712,43139,66947,99006,309294,403837,580713,367163,208805,179896,161526,122866,134372 Gross negative market values, Single-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,12976,14809,25725,37399 Gross negative market values, Single-name credit default swaps, Banks and security firms,. . .,. . .,18844,20514,21484,41932,172778,218205,385096,267300,156304,125686,111922,65386,53051 Gross negative market values, Single-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,473,504,501,665,2831,2888,8054,6260,3835,1226,1188,1202,1913 Gross negative market values, Single-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,335,232,7550,86,162,334,470,590,1880,10744,7452,6595,5442 Gross negative market values, Single-name credit default swaps, Hedge funds,. . .,. . .,669,371,583,1387,5751,5970,12107,4144,2299,15765,11976,14098,20891 Gross negative market values, Single-name credit default swaps, Other residual financial customers,. . .,. . .,17391,21517,36830,54938,127771,176441,174986,88870,44487,13499,14178,9860,15676 Gross negative market values, Single-name credit default swaps,Non-financial institutions,4616,3968,4097,3563,4353,4993,11278,12857,19321,46899,22545,11730,3639,4217,3070 Gross negative market values, Multi-name credit default swaps,All counterparties (gross),12659,30966,46572,75167,146286,234043,641811,974501,1405629,707686,368305,463293,331271,354824,476437 Gross negative market values, Multi-name credit default swaps,Reporting dealers (gross),4985,16066,27130,46422,102110,160067,450963,721196,1044682,474150,235298,320802,228221,253325,372177 Gross negative market values, Multi-name credit default swaps,Other financial institutions,5924,12643,17203,26667,35192,66947,180296,245148,349587,208317,115105,130419,101145,99098,102040 Gross negative market values, Multi-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,18830,24182,21130,27140 Gross negative market values, Multi-name credit default swaps, Banks and security firms,. . .,. . .,8210,13436,19579,33392,81834,138212,256850,151587,82506,73927,44179,39591,32027 Gross negative market values, Multi-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,278,355,559,459,1440,1423,2333,1895,1275,1375,1120,1050,1255 Gross negative market values, Multi-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,1337,828,925,1550,2877,1982,3825,632,2603,13514,10486,14910,11383 Gross negative market values, Multi-name credit default swaps, Hedge funds,. . .,. . .,378,317,549,602,2923,5953,5914,2372,874,10022,7921,12850,15334 Gross negative market values, Multi-name credit default swaps, Other residual financial customers,. . .,. . .,6999,11732,13581,30944,91222,97578,80665,51831,27848,12750,13257,9567,14900 Gross negative market values, Multi-name credit default swaps,Non-financial institutions,1751,2257,2240,2079,8983,7030,10552,8157,11360,25216,17903,12073,1905,2402,2221 Gross market values,All instruments,All counterparties (net),133483,187932,242589,294332,470049.5,720725,2019870,3191867.5,5116235,2973449,1801280,1665944,1350649,1344731,1586116 Gross market values,All instruments,Reporting dealers (net),48339,76508,108827,137901,244053.5,357959,949556,1686617.5,2938341,1469337,912122,869752,702483,803525,1021123 Gross market values,All instruments,Other financial institutions,72819,99250,118785,142171,198534,336146,1016636,1440616,2084532,1325273,791875,740461,627999,524792,548814 Gross market values,All instruments, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,63750,78134,93184,127111 Gross market values,All instruments, Banks and security firms,. . .,. . .,56883,68504,80393,148446,488933,740053,1333362,861560,496386,405349,324596,222547,190805 Gross market values,All instruments, Insurance and financial guaranty firms,. . .,. . .,1613,1696,2319,2636,18804,25581,53656,48885,44766,32973,29405,35585,21676 Gross market values,All instruments,"[ SPVs, SPCs, or SPEs]",. . .,. . .,3593,3099,11299,7277,12404,23166,44567,22567,28517,86618,64416,65853,63384 Gross market values,All instruments, Hedge funds,. . .,. . .,2054,1639,2358,3955,18012,27638,37039,16442,6598,45043,35896,46547,59421 Gross market values,All instruments, Other residual financial customers,. . .,. . .,54638,67233,102163,173832,478482,624180,615908,375820,215609,106727,95550,61076,86416 Gross market values,All instruments,Non-financial institutions,12327,12173,14977,14259,27466,26621,53680,64630,93382,178860,97308,55754,20192,16414,16182 Gross market values, Single-name credit default swaps,All counterparties (net),111694.5,135928,171125,185503,277860,405776.5,1158177.5,1900876,3262726,1950303,1242781,993083,884220,854470,961719 Gross market values, Single-name credit default swaps,Reporting dealers (net),43389.5,59869,81905,92226,141986,197625.5,494027.5,967780,1898230,990087,675744,549331,476006,554646,649979 Gross market values, Single-name credit default swaps,Other financial institutions,59307,68805,79996,85629,126548,196252,639254,896943,1306927,854218,516351,419383,398070,290320,303495 Gross market values, Single-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,26419,29450,51586,73059 Gross market values, Single-name credit default swaps, Banks and security firms,. . .,. . .,40681,41101,42733,84092,319837,454269,811259,558397,328396,260545,234237,140510,123947 Gross market values, Single-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,1235,1178,1314,1632,13340,17833,39537,33357,38957,18790,25170,20440,9704 Gross market values, Single-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,579,380,8026,1069,2214,3486,10591,7261,5988,32900,29765,24158,19358 Gross market values, Single-name credit default swaps, Hedge funds,. . .,. . .,1273,947,1069,2495,12302,18916,26895,12947,4199,27108,22169,23972,32453 Gross market values, Single-name credit default swaps, Other residual financial customers,. . .,. . .,36226,42023,73403,106965,291560,402441,418645,242256,138811,53622,57278,29654,44973 Gross market values, Single-name credit default swaps,Non-financial institutions,9000,7253,9223,7645,9329,11899,24897,36150,57576,106009,50695,24380,10156,9504,8246 Gross market values, Multi-name credit default swaps,All counterparties (net),21788.5,52004,71464,108829,192189.5,314948.5,861692.5,1290991.5,1853509,1023146,558499,672861,466429,490261,624397 Gross market values, Multi-name credit default swaps,Reporting dealers (net),4949.5,16639,26922,45675,102067.5,160333.5,455528.5,718837.5,1040111,479250,236378,320421,226477,248879,371144 Gross market values, Multi-name credit default swaps,Other financial institutions,13512,30445,38789,56542,71986,139894,377382,543673,777605,471055,275524,321078,229929,234472,245319 Gross market values, Multi-name credit default swaps, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,37331,48684,41598,54052 Gross market values, Multi-name credit default swaps, Banks and security firms,. . .,. . .,16202,27403,37660,64354,169096,285784,522103,303163,167990,144804,90359,82037,66858 Gross market values, Multi-name credit default swaps, Insurance and financial guaranty firms,. . .,. . .,378,518,1005,1004,5464,7748,14119,15528,5809,14183,4235,15145,11972 Gross market values, Multi-name credit default swaps,"[ SPVs, SPCs, or SPEs]",. . .,. . .,3014,2719,3273,6208,10190,19680,33976,15306,22529,53718,34651,41695,44026 Gross market values, Multi-name credit default swaps, Hedge funds,. . .,. . .,781,692,1289,1460,5710,8722,10144,3495,2399,17935,13727,22575,26968 Gross market values, Multi-name credit default swaps, Other residual financial customers,. . .,. . .,18412,25210,28760,66867,186922,221739,197263,133564,76798,53105,38272,31422,41443 Gross market values, Multi-name credit default swaps,Non-financial institutions,3327,4920,5754,6614,18137,14722,28783,28480,35806,72851,46613,31374,10036,6910,7936 Gross positive credit exposure,All instruments,All counterparties (gross),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,308633,319735 Gross positive credit exposure,All instruments,Reporting dealers (gross),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,178379,180797 Gross positive credit exposure,All instruments,Other financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,122079,130609 Gross positive credit exposure,All instruments, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,8079,10578 Gross positive credit exposure,All instruments, Banks and security firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,30978,26114 Gross positive credit exposure,All instruments, Insurance and financial guaranty firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,18860,9539 Gross positive credit exposure,All instruments,"[ SPVs, SPCs, or SPEs]",. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,30005,36715 Gross positive credit exposure,All instruments, Hedge funds,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,7130,7909 Gross positive credit exposure,All instruments, Other residual financial customers,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,27027,39754 Gross negative credit exposure,All instruments,All counterparties (gross),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,250112,256868 Gross negative credit exposure,All instruments,Reporting dealers (gross),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,184220,191790 Gross negative credit exposure,All instruments,Other financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,61154,61990 Gross negative credit exposure,All instruments, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,8809,10909 Gross negative credit exposure,All instruments, Banks and security firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,19230,12907 Gross negative credit exposure,All instruments, Insurance and financial guaranty firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,1463,1985 Gross negative credit exposure,All instruments,"[ SPVs, SPCs, or SPEs]",. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,9257,7934 Gross negative credit exposure,All instruments, Hedge funds,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,13258,17316 Gross negative credit exposure,All instruments, Other residual financial customers,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,9136,10938 Gross credit exposure,All instruments,All counterparties (net),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,374525,384813 Gross credit exposure,All instruments,Reporting dealers (net),. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,178379,180797 Gross credit exposure,All instruments,Other financial institutions,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,183233,192599 Gross credit exposure,All instruments, Central counterparties,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,16888,21487 Gross credit exposure,All instruments, Banks and security firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,50208,39021 Gross credit exposure,All instruments, Insurance and financial guaranty firms,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,20323,11524 Gross credit exposure,All instruments,"[ SPVs, SPCs, or SPEs]",. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,39262,44649 Gross credit exposure,All instruments, Hedge funds,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,20388,25225 Gross credit exposure,All instruments, Other residual financial customers,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,. . .,36163,50692