OTC derivatives outstanding [otc]
Updated on DBnomics on November 17, 2023 (1:25 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]
- min:
- 72,106,521.767
- max:
- 714,743,806.117
- avg:
- 454,221,938.258
- σ:
- 218,516,433.35
- 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]
- min:
- 826,131.492
- max:
- 7,327,229.528
- avg:
- 2,999,287.797
- σ:
- 1,670,083.637
- 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]
- min:
- 986,051.717
- max:
- 6,213,436.514
- avg:
- 3,337,619.81
- σ:
- 1,482,093.996
- 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]
- min:
- 4,667,432.5
- max:
- 40,486,922.308
- avg:
- 22,405,134.353
- σ:
- 9,253,495.179
- 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]
- min:
- 2,648,352.582
- max:
- 15,093,777.092
- avg:
- 7,930,429.769
- σ:
- 3,506,863.178
- 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]
- min:
- 4,883,839.147
- max:
- 17,360,221.827
- avg:
- 11,833,832.59
- σ:
- 4,088,087.675
- 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]
- min:
- 353,641
- max:
- 2,267,948.016
- avg:
- 1,444,465.152
- σ:
- 554,598.285
- 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]
- min:
- 826,131.492
- max:
- 7,327,229.528
- avg:
- 2,999,287.797
- σ:
- 1,670,083.637
- 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]
- min:
- 986,051.717
- max:
- 6,213,436.514
- avg:
- 3,337,619.81
- σ:
- 1,482,093.996
- 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]
- min:
- 4,667,432.5
- max:
- 40,486,922.308
- avg:
- 22,405,134.353
- σ:
- 9,253,495.179
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