OTC derivatives outstanding [otc]

Name: OTC derivatives outstanding
Creator: DBnomics

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

Technical links