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-S11998-S21999-S11999-S22000-S12000-S22001-S12001-S22002-S12002-S22003-S12003-S22004-S12004-S22005-S12005-S22006-S12006-S22007-S12007-S22008-S12008-S22009-S12009-S22010-S12010-S22011-S12011-S22012-S12012-S22013-S12013-S22014-S12014-S22015-S12015-S22016-S12016-S22017-S12017-S22018-S12018-S22019-S12019-S22020-S12020-S22021-S12021-S22022-S12022-S22023-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
Technical links