OTC derivatives outstanding [otc]
Updated on DBnomics on June 22, 2022 (1:13 PM)
Frequency
[FREQ]
Derivatives measure
[DER_TYPE]
Derivatives instrument
[DER_INSTR]
Derivatives risk category
[DER_RISK]
Derivatives reporting country
[DER_REP_CTY]
Derivatives counterparty sector
[DER_SECTOR_CPY]
Derivatives counterparty country
[DER_CPC]
Derivatives underlying risk sector
[DER_SECTOR_UDL]
Derivatives currency denomination leg 1
[DER_CURR_LEG1]
Derivatives currency denomination leg 2
[DER_CURR_LEG2]
Derivatives maturity
[DER_ISSUE_MAT]
Derivatives rating
[DER_RATING]
Derivatives execution method
[DER_EX_METHOD]
Derivatives basis
[DER_BASIS]
Dataset has 4,958 series. Add search filters to narrow them.
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Total (all risk categories) – All countries – Total (all counterparties) – All countries – Total (all sectors) – Total (all currencies) – Total (all currencies) – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.A.5J.A.5J.A.TO1.TO1.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Canadian Dollar – Total (all currencies) – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.CAD.TO1.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Swiss Franc – Total (all currencies) – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.CHF.TO1.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Euro – Total (all currencies) – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.EUR.TO1.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Pound Sterling – Total (all currencies) – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.GBP.TO1.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Japanese Yen – Total (all currencies) – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.JPY.TO1.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Swedish Krona – Total (all currencies) – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.SEK.TO1.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Total (all currencies) – Canadian Dollar – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.TO1.CAD.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Total (all currencies) – Swiss Franc – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.TO1.CHF.A.A.3.C]
- Half-yearly – Notional amounts outstanding – Total (all instruments) – Foreign exchange – All countries – Total (all counterparties) – All countries – Total (all sectors) – Total (all currencies) – Euro – Total (all maturities) – Total (all ratings) – Total (all methods) – Net - net
[BIS/otc/H.A.A.B.5J.A.5J.A.TO1.EUR.A.A.3.C]
Showing results 1 - 10 / 4,958
Dimension codes and labels
[FREQ] Frequency
- [H] Half-yearly
[DER_TYPE] Derivatives measure
- [A] Notional amounts outstanding
- [B] Gross positive market values
- [C] Gross negative market values
- [D] Gross market values
- [E] Gross positive credit exposure
- [F] Gross negative credit exposure
- [H] Outstanding - gross credit exposure
- [Q] Herfindahl index
- [S] Notional amounts outstanding bought
- [T] Notional amounts outstanding sold
[DER_INSTR] Derivatives instrument
- [A] Total (all instruments)
- [C] Forwards and swaps
- [D] Outright forwards and FX swaps
- [I] Currency swaps
- [L] Forward rate agreemets and IR Swaps
- [M] Forward rate agreements
- [N] Interest rate swaps
- [R] Options
- [S] Options sold
- [T] Options bought
- [U] Credit default swaps
- [V] Single-name
- [W] Multi-name
- [X] Index products
- [Z] Other instruments
[DER_RISK] Derivatives risk category
- [A] Total (all risk categories)
- [B] Foreign exchange
- [C] Foreign exchange including gold
- [D] Interest rate
- [E] Equity
- [J] Commodities
- [L] Gold
- [M] Other precious metals
- [Q] Other commodities
- [T] Credit Derivatives
- [U] Other derivatives
[DER_REP_CTY] Derivatives reporting country
- [5J] All countries
[DER_SECTOR_CPY] Derivatives counterparty sector
- [A] Total (all counterparties)
- [B] Reporting dealers
- [C] Other financial institutions
- [K] Central Counterparties
- [L] Banks and securities firms
- [M] Insurance and financial guaranty firms
- [N] SPVs, SPCs or SPEs
- [O] Hedge funds
- [P] Other residual financial institutions
- [U] Non-financial customers
- [Z] Non-reporters
[DER_CPC] Derivatives counterparty country
- [1E] Residents
- [5F] Other Asian countries
- [5J] All countries
- [5K] European developed countries
- [5P] All other countries
- [5U] Latin America
- [5Z] Rest of the World (Non-residents)
- [JP] Japan
- [US] United States
[DER_SECTOR_UDL] Derivatives underlying risk sector
- [A] Total (all sectors)
- [B] Sovereigns
- [C] Non-sovereigns
- [F] Financial firms
- [G] Non-financial firms
- [J] Portfolio or structured
- [K] Securitised products
- [L] ABS & MBS
- [M] Other
- [N] Multiple Sectors
[DER_CURR_LEG1] Derivatives currency denomination leg 1
- [CAD] Canadian Dollar
- [CHF] Swiss Franc
- [EUR] Euro
- [GBP] Pound Sterling
- [JPY] Japanese Yen
- [SEK] Swedish Krona
- [TO1] Total (all currencies)
- [USD] US Dollar
[DER_CURR_LEG2] Derivatives currency denomination leg 2
- [CAD] Canadian Dollar
- [CHF] Swiss Franc
- [EUR] Euro
- [GBP] Pound Sterling
- [JPY] Japanese Yen
- [SEK] Swedish Krona
- [TO1] Total (all currencies)
- [USD] US Dollar
[DER_ISSUE_MAT] Derivatives maturity
- [A] Total (all maturities)
- [D] Over 1 year and up to 5 years
- [F] Over 5 years
- [U] Up to and including 1 year
[DER_RATING] Derivatives rating
- [A] Total (all ratings)
- [B] Investment grade
- [D] AAA / AA
- [F] A / BBB
- [H] Below investment grade
- [Z] Non-rated
[DER_EX_METHOD] Derivatives execution method
- [3] Total (all methods)
[DER_BASIS] Derivatives basis
- [A] Gross - gross
- [C] Net - net