[otc] OTC derivatives outstanding

Name: OTC derivatives outstanding
Creator: DBnomics

Updated on DBnomics on November 17, 2023 (1:25 AM).

[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

Search filters

Frequency [FREQ] (1)

Measure [DER_TYPE] (10)

Instrument [DER_INSTR] (15)

Risk category [DER_RISK] (11)

Reporting country [DER_REP_CTY] (1)

Counterparty sector [DER_SECTOR_CPY] (11)

Counterparty country [DER_CPC] (9)

Underlying risk sector [DER_SECTOR_UDL] (10)

Currency leg 1 [DER_CURR_LEG1] (8)

Currency leg 2 [DER_CURR_LEG2] (8)

Maturity [DER_ISSUE_MAT] (4)

Rating (outstanding) or settlement (FX turnover) [DER_RATING] (6)

Execution method [DER_EX_METHOD] (1)

Basis [DER_BASIS] (2)

This dataset has 4,960 series:

Trim NA Values

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.B.5J.A.TO1.SEK.A.A.3.C]	99931	121172.594	120745.335	116119.44	111778.39	134731.324	176443.5	217471.344	343679.94	301657.441	314977.579	340800.097	285015.5	330578.557	366772.642	421239.132	428903.495	408351.261	458247.5	491673.536	571837.141	453337.719	473612.258	507550.14	512808	561631.701	650164.319	570678.973	577848.152	517081.994	504022.481	530861.232	450220.345	359152.398	375769.503	393803.402	510276.75	574330.557	643919.63	754773.543	720873.673	682230.565	561201.391	536398.55	477045.478	565026.193	539338.52	641748.513	633076.008	588316.386	655325.178
[H.A.A.B.5J.B.5J.A.TO1.TO1.A.A.3.C]	8839518.804	8879022.614	7082150.649	7144386.414	7694145.997	7620343.201	7264237.5	7424138.013	8337039.744	8769107.575	10262569.833	11342565.72	12474358.5	13639294.565	14334244.977	14447147.214	18146377.569	18721020.228	22428059	25089206.744	29155743.82	23498866.131	22659592.396	22766883.878	22948808	25075242.429	29838970.647	31315505.411	32812633.155	32133939.417	33227771.944	33795961.207	34491850.786	34183971.03	32697200.64	31726004.356	35139284.15	33026630.771	36521308.905	36127523.15	40609063.983	37706358.14	39494334.513	35710203.02	35917402.084	37088967.508	36841268.802	38165022.783	41387657.666	39054691.89	44615118.613
[H.A.A.B.5J.B.5J.A.TO1.TO1.D.A.3.C]	718853.746	670413.397	661608.515	599909.055	624148.99	696718.605	944160	790647.601	928004.689	1049333.274	1225637.384	1593667.202	1727920.5	2003546.973	2194984.339	2417718.339	2908303.86	3373758.207	3841705.5	4358039.193	5660749.96	4997539.626	5005568.973	5137215.739	5291345.5	5459493.382	6346842.634	7209643.513	7247417.285	7762889.655	7436946.799	7647330.882	7526721.489	6810886.198	6399491.776	5991562.198	5843901.537	6337187.474	6273651.378	6402507.085	6708805.41	6630152.979	6859828.715	6556124.752	6535062.965	6789056.122	6819435.076	6938623.176	7137536.294	7354099.606	7963764.314
[H.A.A.B.5J.B.5J.A.TO1.TO1.F.A.3.C]	155149.228	193776.235	206049.289	203850.229	208396.03	276623.485	351702.5	303011.823	372887.524	395177.907	490739.137	654597.224	722805	820579.687	883131.24	961687.436	1154113.976	1379476.707	1592977	1857710.795	2293282.57	2214254.378	2415328.965	2451507.014	2655196.5	2796870.369	2886022.979	3176278.405	3282475.914	3300471.727	3206945.382	3402178.771	3359839.514	3002385.182	2836043.448	2661820.119	2500867.971	2956898.455	2823196.079	2831175.017	2885144.047	2734466.348	2910075.276	2884207.143	2972610.836	3251063.75	3329835.074	3406379.958	3326264.274	3367184.407	3531024.674
[H.A.A.B.5J.B.5J.A.TO1.TO1.U.A.3.C]	7965406.359	8017364.379	6214224.163	6340339.542	6861559.454	6646955.484	5956942	6317736.078	7021535.443	7308365.029	8526752.507	9071699.913	10019683	10810517.241	11251050.695	11062365.226	14077258.663	13960281.587	16988644	18868004.514	21195457.247	16281506.687	15233155.478	15172540.644	14993802.5	16810150.477	20595834.547	20920173.038	22273433.939	21061314.212	22583872.97	22746455.203	23605294.509	24370697.131	23461660.204	23072619.562	26794511.701	23732544.467	27424455.592	26893828.275	31015113.249	28341731.942	29724424.222	26269854.566	26409716.787	27048835.864	26691987.627	27820014.729	30923758.182	28333310.547	33120217.457
[H.A.A.B.5J.B.5J.A.TO1.USD.A.A.3.C]	7851409.5	8083675.168	6494516.815	6693052.909	7232277.105	7167857.145	6741199	7012388.688	7704433.536	8208059.297	9551916.437	10507435.74	11818122.5	12625025.586	13360481.032	12805445.325	16115313.072	16539741.411	19947708.5	22306258.253	25057809.925	20976423.462	20158834.295	20226333.048	20386142.5	22202558.439	26365741.585	28043358.398	29555971.929	28767606.1	30855888.094	31001500.044	31672447.301	32135157.118	30448089.937	29072329.527	32483710.568	31045457.993	33143084.974	32368746.11	37224195.71	34513736.248	36228809.862	32598041.29	32852221.537	33681444.846	33294653.628	34479117.546	37921177.53	35606434.131	39344504.778
[H.A.A.B.5J.B.5J.A.USD.TO1.A.A.3.C]	7851409.5	8083675.168	6494516.815	6693052.909	7232277.105	7167857.145	6741199	7012388.688	7704433.536	8208059.297	9551916.437	10507435.74	11818122.5	12625025.586	13360481.032	12805445.325	16115313.072	16539741.411	19947708.5	22306258.253	25057809.925	20976423.462	20158834.295	20226333.048	20386142.5	22202558.439	26365741.585	28043358.398	29555971.929	28767606.1	30855888.094	31001500.044	31672447.301	32135157.118	30448089.937	29072329.527	32483710.568	31045457.993	33143084.974	32368746.11	37224195.71	34513736.248	36228809.862	32598041.29	32852221.537	33681444.846	33294653.628	34479117.546	37921177.53	35606434.131	39344504.778
[H.A.A.B.5J.C.5J.A.CAD.TO1.A.A.3.C]	346639	338844.22	361109.664	365637.079	358230.797	351771.939	330240	288227.153	365709.46	347129.702	532715.539	558437.898	513583	642368.721	645911.393	713594.217	858186.271	949543.037	1101547	1266592.147	1197458.828	938571.138	966016.356	1024701.207	1322276	1424314.022	1702397.106	1429516.135	1511526.626	1613367.009	1377110.262	1394536.181	1407789.492	1328732.227	1866941.431	1322528.54	1538808.55	1394811.573	1690349.779	1651537.249	1801832.618	1733189.786	2156557.089	2103068.128	2188261.68	2172893.732	2676841.074	2711198.132	2777349.198	2859137.854	3340180.182
[H.A.A.B.5J.C.5J.A.CHF.TO1.A.A.3.C]	403613	427990.452	401633.934	432387.265	451102.524	408117.977	451926	396463.347	431995.908	490047.345	638140.276	696191.963	623512	703673.372	766233.577	808506.726	963983.937	1067498.765	1291211	1691548.713	1837225.138	1471730.481	1361070.382	1395408.27	1760895	1929108.495	2332932.212	1890869.91	1972367.417	1889080.538	2068593.155	2123414.59	2115903.384	2160809.83	1955121.068	2018076.944	1979470.884	1733873.367	1993575.476	2143970.066	2097677.891	1949077.268	2125452.556	2044649.953	2090341.262	2137757.929	2395768.926	2523353.118	2660723.224	2692161.946	3124981.805
[H.A.A.B.5J.C.5J.A.EUR.TO1.A.A.3.C]	NA	NA	2097154	1887159	2342869	2491471	3096817	2902012.382	3283802.59	3725847.728	4519775.661	4711192.525	4485384	5308994.604	5637006.335	5800620.74	6764031.742	7433492.005	8418498	10784955.081	12421367.314	10505278.667	10229606.488	10235584.568	9914816	10721372.969	12409657.62	11082060.826	11274548.673	11322133.741	10890269.081	11222904.654	12125441.475	11557291.672	11830930.885	10280696.396	11577116.307	10108218.484	11631380.474	11943353.534	13244039.603	12045202.825	12811344.498	12486326.114	13401651.907	14304349.594	16352073.855	16527612.435	15985150.228	16295081.146	18989096.968

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