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.
- Half-yearly – Outstanding - notional amounts – Total (all instruments) – Total (all risk categories) – All countries (total) – Total (all counterparties) – All countries (total) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – Total (all sectors) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – 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 – Outstanding - notional amounts – Total (all instruments) – Foreign exchange – All countries (total) – Total (all counterparties) – All countries (total) – 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 / 4,960
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