OTC derivatives outstanding [otc]

Updated by DBnomics on
January 23, 2021
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.

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