[otc] OTC derivatives outstanding
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:
- min:
- 1,013,597
- max:
- 7,379,463.64
- avg:
- 3,512,646.407
- σ:
- 1,766,130.765
- min:
- 1,800,566.157
- max:
- 7,578,788.642
- avg:
- 4,508,757.205
- σ:
- 1,712,062.386
- min:
- 128,823
- max:
- 1,177,712.799
- avg:
- 623,602.171
- σ:
- 292,864.56
- min:
- 288,227.153
- max:
- 3,340,180.182
- avg:
- 1,291,368.969
- σ:
- 764,707.197
- min:
- 396,463.347
- max:
- 3,124,981.805
- avg:
- 1,520,023.933
- σ:
- 762,271.469
- min:
- 1,887,159
- max:
- 18,989,096.968
- avg:
- 9,620,755.967
- σ:
- 4,339,698.752
- min:
- 1,013,597
- max:
- 7,379,463.64
- avg:
- 3,512,646.407
- σ:
- 1,766,130.765
- min:
- 1,800,566.157
- max:
- 7,578,788.642
- avg:
- 4,508,757.205
- σ:
- 1,712,062.386
- min:
- 128,823
- max:
- 1,177,712.799
- avg:
- 623,602.171
- σ:
- 292,864.56
- min:
- 7,521,986.093
- max:
- 61,158,283.412
- avg:
- 28,771,504.864
- σ:
- 15,249,383.538
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.C.5J.A.GBP.TO1.A.A.3.C] | 1013597 | 1202382.958 | 1172842.626 | 1100387.963 | 1149915.236 | 1145325.411 | 1272515 | 1141297.746 | 1236265.402 | 1234827.567 | 1516837.634 | 1677351.993 | 1603616 | 1772841.98 | 1865435.478 | 1932982.585 | 2255380.705 | 2608916.139 | 3343644 | 4133272.092 | 4422021.272 | 2917756.196 | 3357101.434 | 3149585.278 | 3528880 | 3289836.095 | 3706166.854 | 3506572.106 | 3661884.885 | 3789992.717 | 4027578.049 | 4051098.807 | 4531751.472 | 4204528.798 | 4349493.335 | 4235299.636 | 4842181.912 | 4057237.942 | 4877723.88 | 5260604.133 | 5114164.576 | 4899015.474 | 5094248.844 | 5472613.391 | 5187046.995 | 5838561.936 | 6641760.257 | 6950316.481 | 6191582.725 | 6229262.126 | 7379463.64 |
[H.A.A.B.5J.C.5J.A.JPY.TO1.A.A.3.C] | 1912063 | 2050236.142 | 1880697.496 | 1800566.157 | 1841916.302 | 1870185.536 | 1890223 | 1806800.653 | 1985283.033 | 2220873.346 | 2228593.081 | 2411930.291 | 2405541 | 2680782.601 | 2828118.247 | 3171313.397 | 3889459.217 | 3699012.007 | 4320828 | 5766692.329 | 6061286.21 | 5400971.663 | 5339140.647 | 5086970.353 | 4866369 | 5122234.221 | 5203759.615 | 5042310.652 | 5102574.57 | 5586961.245 | 5964758.538 | 5530953.766 | 5159066.095 | 5719842.258 | 5308501.69 | 4736559.739 | 5869545.908 | 5135178.142 | 5663800.604 | 5671399.302 | 5814464.903 | 5657565.623 | 5853047.083 | 5914426.928 | 6066778.334 | 6149821.198 | 6617805.393 | 6586733.65 | 6380698.446 | 7093188.195 | 7578788.642 |
[H.A.A.B.5J.C.5J.A.SEK.TO1.A.A.3.C] | 128823 | 160474.113 | 161891.129 | 198788.223 | 180081.303 | 164126.32 | 202746 | 193541.007 | 262828.411 | 260024.158 | 309156.077 | 312694.907 | 305371 | 396211.344 | 441109.601 | 428397.331 | 492390.749 | 552858.375 | 643079 | 747710.066 | 762860.152 | 614660.682 | 593303.701 | 588919.79 | 611933 | 748023.313 | 823659.68 | 701356.51 | 688695.641 | 665017.781 | 635880.651 | 677090.787 | 702369.414 | 607035.408 | 653315.322 | 673951.272 | 823096.548 | 821628.738 | 898248.172 | 1027629.062 | 932393.782 | 928715.638 | 903695.404 | 884047.155 | 870070.969 | 1022328.57 | 1024096.234 | 1085855.432 | 1067762.784 | 1046054.219 | 1177712.799 |
[H.A.A.B.5J.C.5J.A.TO1.CAD.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.TO1.CHF.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.TO1.EUR.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 |
[H.A.A.B.5J.C.5J.A.TO1.GBP.A.A.3.C] | 1013597 | 1202382.958 | 1172842.626 | 1100387.963 | 1149915.236 | 1145325.411 | 1272515 | 1141297.746 | 1236265.402 | 1234827.567 | 1516837.634 | 1677351.993 | 1603616 | 1772841.98 | 1865435.478 | 1932982.585 | 2255380.705 | 2608916.139 | 3343644 | 4133272.092 | 4422021.272 | 2917756.196 | 3357101.434 | 3149585.278 | 3528880 | 3289836.095 | 3706166.854 | 3506572.106 | 3661884.885 | 3789992.717 | 4027578.049 | 4051098.807 | 4531751.472 | 4204528.798 | 4349493.335 | 4235299.636 | 4842181.912 | 4057237.942 | 4877723.88 | 5260604.133 | 5114164.576 | 4899015.474 | 5094248.844 | 5472613.391 | 5187046.995 | 5838561.936 | 6641760.257 | 6950316.481 | 6191582.725 | 6229262.126 | 7379463.64 |
[H.A.A.B.5J.C.5J.A.TO1.JPY.A.A.3.C] | 1912063 | 2050236.142 | 1880697.496 | 1800566.157 | 1841916.302 | 1870185.536 | 1890223 | 1806800.653 | 1985283.033 | 2220873.346 | 2228593.081 | 2411930.291 | 2405541 | 2680782.601 | 2828118.247 | 3171313.397 | 3889459.217 | 3699012.007 | 4320828 | 5766692.329 | 6061286.21 | 5400971.663 | 5339140.647 | 5086970.353 | 4866369 | 5122234.221 | 5203759.615 | 5042310.652 | 5102574.57 | 5586961.245 | 5964758.538 | 5530953.766 | 5159066.095 | 5719842.258 | 5308501.69 | 4736559.739 | 5869545.908 | 5135178.142 | 5663800.604 | 5671399.302 | 5814464.903 | 5657565.623 | 5853047.083 | 5914426.928 | 6066778.334 | 6149821.198 | 6617805.393 | 6586733.65 | 6380698.446 | 7093188.195 | 7578788.642 |
[H.A.A.B.5J.C.5J.A.TO1.SEK.A.A.3.C] | 128823 | 160474.113 | 161891.129 | 198788.223 | 180081.303 | 164126.32 | 202746 | 193541.007 | 262828.411 | 260024.158 | 309156.077 | 312694.907 | 305371 | 396211.344 | 441109.601 | 428397.331 | 492390.749 | 552858.375 | 643079 | 747710.066 | 762860.152 | 614660.682 | 593303.701 | 588919.79 | 611933 | 748023.313 | 823659.68 | 701356.51 | 688695.641 | 665017.781 | 635880.651 | 677090.787 | 702369.414 | 607035.408 | 653315.322 | 673951.272 | 823096.548 | 821628.738 | 898248.172 | 1027629.062 | 932393.782 | 928715.638 | 903695.404 | 884047.155 | 870070.969 | 1022328.57 | 1024096.234 | 1085855.432 | 1067762.784 | 1046054.219 | 1177712.799 |
[H.A.A.B.5J.C.5J.A.TO1.TO1.A.A.3.C] | 8209672 | 8732307.434 | 7739708.554 | 7521986.093 | 7934322.575 | 8129255.687 | 8673058 | 8299883.444 | 8981474.475 | 9565826.852 | 11305720.983 | 12189457.779 | 11939561 | 13563811.006 | 14680478.244 | 15204879.88 | 18215289.257 | 19493342.183 | 22934423 | 28729585.382 | 31794906.009 | 25764338.033 | 25878280.382 | 25952076.43 | 28307357 | 30620299.5 | 34715278.266 | 31287786.526 | 32855531.374 | 34102401.768 | 35223027.69 | 34089330.437 | 37142665.994 | 37047600.081 | 35672483 | 33641485.855 | 39658513.808 | 35290444.783 | 40257910.096 | 39083983.908 | 43308408.775 | 41547658.34 | 47072127.123 | 44724689.612 | 45992946.709 | 47908894.381 | 52604799.585 | 53261380.719 | 54767001.398 | 54570813.251 | 61158283.412 |
Showing results 41 - 50 / 4,960