OTC derivatives outstanding [otc]

Updated on DBnomics on May 18, 2023 (1:32 AM)

Frequency [FREQ]
Measure [DER_TYPE]
Instrument [DER_INSTR]
Risk category [DER_RISK]
Reporting country [DER_REP_CTY]
Counterparty sector [DER_SECTOR_CPY]
Counterparty country [DER_CPC]
Underlying risk sector [DER_SECTOR_UDL]
Currency leg 1 [DER_CURR_LEG1]
Currency leg 2 [DER_CURR_LEG2]
Maturity [DER_ISSUE_MAT]
Rating (outstanding) or settlement (FX turnover) [DER_RATING]
Execution method [DER_EX_METHOD]
Basis [DER_BASIS]

Dataset has 4,960 series. Add search filters to narrow them.

Dimension codes and labels
[FREQ] Frequency
  • [H] Half-yearly
[DER_TYPE] Measure
  • [A] Outstanding - notional amounts
  • [B] Gross positive market values
  • [C] Gross negative market values
  • [D] Outstanding - gross market values
  • [E] Gross positive credit exposure
  • [F] Gross negative credit exposure
  • [H] Outstanding - gross credit exposure
  • [Q] Herfindahl index
  • [S] Notional amounts - bought
  • [T] Notional amounts - sold
[DER_INSTR] Instrument
  • [A] Total (all instruments)
  • [C] Forwards and swaps
  • [D] Outright forwards and FX swaps
  • [I] Currency swaps
  • [L] Forward rate agreements 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] 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] Reporting country
  • [5J] All countries (total)
[DER_SECTOR_CPY] 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] Counterparty country
  • [1E] Residents/Local
  • [5F] Other Asian countries
  • [5J] All countries (total)
  • [5K] European developed countries
  • [5P] All other countries
  • [5U] Latin America
  • [5Z] Non-residents/Cross-border
  • [JP] Japan
  • [US] United States
[DER_SECTOR_UDL] 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] Currency leg 1
  • [CAD] Canadian dollar
  • [CHF] Swiss franc
  • [EUR] Euro
  • [GBP] Pound (sterling)
  • [JPY] Yen
  • [SEK] Swedish krona
  • [TO1] Total (all currencies)
  • [USD] US dollar
[DER_CURR_LEG2] Currency leg 2
  • [CAD] Canadian dollar
  • [CHF] Swiss franc
  • [EUR] Euro
  • [GBP] Pound (sterling)
  • [JPY] Yen
  • [SEK] Swedish krona
  • [TO1] Total (all currencies)
  • [USD] US dollar
[DER_ISSUE_MAT] 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] Rating (outstanding) or settlement (FX turnover)
  • [A] Total (all ratings)
  • [B] Investment grade
  • [D] AAA / AA
  • [F] A / BBB
  • [H] Below investment grade
  • [Z] Non-rated
[DER_EX_METHOD] Execution method
  • [3] Total (all methods)
[DER_BASIS] Basis
  • [A] Gross - gross
  • [C] Net - net
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