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.
Series code | 1998-S1 | 1998-S2 | 1999-S1 | 1999-S2 | 2000-S1 | 2000-S2 | 2001-S1 | 2001-S2 | 2002-S1 | 2002-S2 | 2003-S1 | 2003-S2 | 2004-S1 | 2004-S2 | 2005-S1 | 2005-S2 | 2006-S1 | 2006-S2 | 2007-S1 | 2007-S2 | 2008-S1 | 2008-S2 | 2009-S1 | 2009-S2 | 2010-S1 | 2010-S2 | 2011-S1 | 2011-S2 | 2012-S1 | 2012-S2 | 2013-S1 | 2013-S2 | 2014-S1 | 2014-S2 | 2015-S1 | 2015-S2 | 2016-S1 | 2016-S2 | 2017-S1 | 2017-S2 | 2018-S1 | 2018-S2 | 2019-S1 | 2019-S2 | 2020-S1 | 2020-S2 | 2021-S1 | 2021-S2 | 2022-S1 | 2022-S2 | 2023-S1 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
H.A.A.B.5J.A.5J.A.TO1.GBP.A.A.3.C | 2723363 | 2982028.724 | 2656493.961 | 2648352.582 | 2912685.243 | 2830037.921 | 2912434 | 2806356.08 | 3085581.094 | 3087537.9 | 3842822.271 | 5156582.151 | 5077622.5 | 4875597.135 | 4868360.585 | 5053556.89 | 6001462.1 | 7015686.606 | 8932528 | 9319575.107 | 9915927.46 | 6974928.778 | 7573292.234 | 7311106.85 | 7414889 | 7399814.48 | 7970783.028 | 7902628.179 | 8461773.641 | 8687678.311 | 8888740.538 | 9252285.956 | 9634720.097 | 8814351.268 | 9381431.913 | 9434234.033 | 10528130.708 | 9080423.065 | 11069902.927 | 12257186.945 | 11719328.214 | 11031805.562 | 11383552.306 | 11812270.359 | 10855696.916 | 12378713.479 | 13399819.396 | 14004275.774 | 13162426.441 | 12867359.439 | 15093777.092 |
H.A.A.B.5J.A.5J.A.TO1.JPY.A.A.3.C | 6194198 | 6004297.312 | 5335595.868 | 4988001.745 | 5145620.662 | 5066577.144 | 4887975 | 4883839.147 | 5263783.506 | 5690786.058 | 5984328.979 | 6752609.494 | 7265365.5 | 7956806.629 | 7869466.553 | 8593836.536 | 10804271.647 | 10914190.106 | 12178082 | 14674975.824 | 15702753.779 | 14183544.831 | 13281397.141 | 13112221.143 | 12591867.5 | 13366044.288 | 13999258.24 | 14547222.57 | 14512484.518 | 14950849.832 | 15596670.163 | 14547028.931 | 13592069.716 | 14610172.595 | 13821431.206 | 12813709.81 | 15399982.226 | 14145968.805 | 14904170.681 | 14837743.161 | 15629332.933 | 15248499.284 | 15607363.9 | 14938359.504 | 15592035.298 | 15497932.744 | 15388569.082 | 15531538.954 | 15486378.104 | 16274031.605 | 17360221.827 |
H.A.A.B.5J.A.5J.A.TO1.SEK.A.A.3.C | 353641 | 421653.11 | 437371.039 | 461967.838 | 454165.385 | 459515.427 | 561410.5 | 618786.098 | 843514.186 | 794888.827 | 852456.154 | 940999.686 | 877483.5 | 1086511.815 | 1181374.159 | 1217771.028 | 1359435.207 | 1429722.698 | 1601147.5 | 1768886.17 | 1869318.916 | 1510930.687 | 1502085.317 | 1559877.389 | 1590904 | 1815356.971 | 2005781.103 | 1732146.531 | 1739992.019 | 1692959.696 | 1616590.341 | 1638601.415 | 1559328.485 | 1322348.872 | 1406683.409 | 1425545.555 | 1775237.198 | 1811755.033 | 2038194.43 | 2267948.016 | 2130682.447 | 2082293.926 | 1880929.158 | 1808902.887 | 1735183.175 | 1992937.295 | 2003252.467 | 2158132.478 | 2073742.625 | 1987958.064 | 2209421.53 |
H.A.A.B.5J.A.5J.A.TO1.TO1.A.A.3.C | 22043556.766 | 21712562.055 | 18653617.98 | 18409201.025 | 19826645.256 | 20052968.281 | 20424594.616 | 20664827.165 | 22560291.006 | 23439259.593 | 28048119.252 | 31421925.477 | 31497111.27 | 34577159.325 | 36861603.234 | 37480067.714 | 45744772.241 | 48821406.355 | 57605710.396 | 66575156.625 | 74847832.658 | 60594667.312 | 59221017.605 | 59834912.576 | 62960881.395 | 67913061.623 | 76596806.958 | 74285729.987 | 77467350.372 | 78058618.992 | 80901132.873 | 78492115.496 | 82509736.433 | 82062422.101 | 79770904.608 | 75953418.261 | 85866607.253 | 78780412.223 | 88428960.927 | 87116722.714 | 95798113.318 | 90658491.352 | 98561679.589 | 92179026.803 | 93811329.687 | 97549315.958 | 102470514.77 | 104249353.157 | 109584722.053 | 107575649.789 | 120250210.79 |
H.A.A.B.5J.A.5J.A.TO1.TO1.D.A.3.C | 2210580.68 | 2045848.202 | 2199639.297 | 2002088.092 | 2116719.521 | 2401416.377 | 3292659 | 2852088.789 | 3124151.767 | 3371481.579 | 3910089.095 | 4809042.077 | 4711647.5 | 5326213.449 | 5756422.419 | 6251639.757 | 7204933.791 | 8221610.611 | 9792811.5 | 10516852.924 | 12955718.139 | 11562478.075 | 11686764.236 | 11736788.411 | 12745119.5 | 12205141.259 | 14339140.764 | 14999857.698 | 15062366.711 | 15917239.654 | 15216583.429 | 15101741.758 | 15316780.574 | 14744643.071 | 13376575.041 | 12361477.47 | 12606426.829 | 12996610.058 | 13346082.474 | 13473905.636 | 13879189.368 | 13752889.541 | 14746527.642 | 14355947.169 | 14617203.139 | 14930055.564 | 16345471.679 | 16078554.697 | 16384088.77 | 16950473.908 | 18250251.831 |
H.A.A.B.5J.A.5J.A.TO1.TO1.F.A.3.C | 728377.007 | 740450.229 | 833649.411 | 829308.417 | 867197.605 | 1052254.602 | 1206146.5 | 1138491.208 | 1310634.725 | 1408494.955 | 1639502.519 | 2013776.242 | 2067220 | 2343385.971 | 2396682.617 | 2606707.677 | 3092958.437 | 3743242.997 | 4221900 | 8080468.1 | 9458703.728 | 8499579.677 | 9495919.161 | 9587376.505 | 9549164.5 | 10469661.846 | 5997174.503 | 6121412.016 | 6199248.732 | 6336771.407 | 5953252.566 | 6014340.27 | 6065356.118 | 5662782.134 | 5515761.918 | 5263873.814 | 4983605.985 | 5587321.115 | 5566300.292 | 5503855.365 | 5709454.768 | 5441335.329 | 5890207.723 | 5964408.974 | 6116895.542 | 6571342.988 | 7293900.502 | 7097840.854 | 6917355.244 | 7026894.379 | 7386688.563 |
H.A.A.B.5J.A.5J.A.TO1.TO1.U.A.3.C | 19083136.938 | 18898421.841 | 15595705.047 | 15551776.631 | 16814709.159 | 16570942.764 | 15906216 | 16652434.431 | 18100477.079 | 18631473.935 | 22465220.344 | 24560412.025 | 24706470 | 26893737.611 | 28693393.421 | 28605735.625 | 35426971.16 | 36834201.213 | 43829955 | 48253510.021 | 52749834.063 | 40814029.387 | 38318075.789 | 38794863.327 | 40674495.5 | 45246385.908 | 56270062.218 | 53173224.014 | 56214420.754 | 55813245.203 | 59694094.617 | 57338078.633 | 61090646.757 | 61621439.907 | 60849082.881 | 58301747.002 | 68220380.196 | 60146193.91 | 69461194.621 | 68082661.425 | 76145419.136 | 71405867.561 | 77882158.753 | 71820738.787 | 73018281.521 | 76008260.61 | 78789994.437 | 81032234.882 | 86260872.817 | 83575885.633 | 94588085.422 |
H.A.A.B.5J.A.5J.A.TO1.USD.A.A.3.C | 19168639.5 | 19152273.382 | 16570931.333 | 16504473.647 | 17872834.161 | 18034192.743 | 18340526 | 18976252.55 | 20062793.085 | 21044051.427 | 24842918.967 | 27753186.875 | 28401867.5 | 30250361.915 | 32530354.232 | 31530866.59 | 38308896.039 | 41071533.056 | 47782829.5 | 55333816.999 | 61778797.231 | 51013377.932 | 49245196.366 | 49565196.793 | 53615697.5 | 57490500.198 | 64325378.832 | 63517357.37 | 66711084.08 | 66852981.078 | 71298569.378 | 67974223.786 | 71903681.455 | 73329825.6 | 69380854.616 | 66121018.427 | 75421500.092 | 70549837.635 | 77043460.796 | 74755778.576 | 84448087.669 | 80187033.245 | 87144665.677 | 80990831.856 | 82609569.257 | 85341850.841 | 87281876.879 | 89582055.914 | 96451107.255 | 93710436.638 | 101348458.598 |
H.A.A.B.5J.A.5J.A.USD.TO1.A.A.3.C | 19168639.5 | 19152273.382 | 16570931.333 | 16504473.647 | 17872834.161 | 18034192.743 | 18340526 | 18976252.55 | 20062793.085 | 21044051.427 | 24842918.967 | 27753186.875 | 28401867.5 | 30250361.915 | 32530354.232 | 31530866.59 | 38308896.039 | 41071533.056 | 47782829.5 | 55333816.999 | 61778797.231 | 51013377.932 | 49245196.366 | 49565196.793 | 53615697.5 | 57490500.198 | 64325378.832 | 63517357.37 | 66711084.08 | 66852981.078 | 71298569.378 | 67974223.786 | 71903681.455 | 73329825.6 | 69380854.616 | 66121018.427 | 75421500.092 | 70549837.635 | 77043460.796 | 74755778.576 | 84448087.669 | 80187033.245 | 87144665.677 | 80990831.856 | 82609569.257 | 85341850.841 | 87281876.879 | 89582055.914 | 96451107.255 | 93710436.638 | 101348458.598 |
H.A.A.B.5J.B.5J.A.CAD.TO1.A.A.3.C | 278802.5 | 263286.325 | 260355.651 | 256235.474 | 240109.293 | 251567.54 | 237994.5 | 227681.34 | 277525.29 | 296296.114 | 381667.354 | 417310.991 | 375455 | 435002.811 | 457567.194 | 529032.25 | 677729.538 | 669832.471 | 812563 | 857552.581 | 799046.568 | 644472.253 | 646810.755 | 674362.351 | 810176 | 871165.999 | 1185059.65 | 1169185.424 | 1230695.857 | 1271604.225 | 1222761.862 | 1289325.959 | 1302651.512 | 1244463.405 | 1177217.516 | 1187467.468 | 1324319.187 | 1278533.359 | 1611864.111 | 1686086.294 | 1960213.042 | 1803510.863 | 2143488.823 | 1839597.906 | 1826476.355 | 1979013.988 | 2318217.879 | 2191222.929 | 2391116.389 | 2345208.706 | 2888919.685 |
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