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 |
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H.A.A.A.5J.A.5J.A.TO1.TO1.A.A.3.C | 72106521.767 | 80276622.053 | 81420274.613 | 88156431.705 | 93959822.418 | 95150854.675 | 99648589.782 | 111058769.924 | 127372621.566 | 141513417.222 | 169475866.524 | 196955728.31 | 220058626.611 | 258632992.242 | 282665372.66 | 299261553.912 | 372513591.563 | 418132388.49 | 507901623.612 | 585925949.645 | 672551159.698 | 598140957.927 | 594546229.211 | 603893268.261 | 582681427.952 | 601042830.012 | 706879371.224 | 647806984.778 | 641305282.625 | 635680964.787 | 695878737.783 | 710092325.019 | 691114351.211 | 627786022.538 | 551297858.37 | 492536173.503 | 552942732.027 | 482421055.25 | 542438685.939 | 531911059.868 | 594831946.567 | 544383322.644 | 640352452.69 | 558512718.485 | 606820679.514 | 582055347.48 | 609996036.292 | 598415952.078 | 632112594.856 | 617958897.175 | 714743806.117 |
H.A.A.B.5J.A.5J.A.CAD.TO1.A.A.3.C | 873045.5 | 832220.359 | 877081.232 | 908471.037 | 883634.5 | 905070.185 | 884621.5 | 826131.492 | 1014335.219 | 998804.485 | 1347324.709 | 1433290.823 | 1261358 | 1516438.164 | 1594332.951 | 1778462.013 | 2171528.57 | 2326128.981 | 2604086 | 2824894.408 | 2709526.276 | 2126669.58 | 2161824.301 | 2291896.262 | 2808649 | 3012010.795 | 3759933.095 | 3498810.451 | 3632407.42 | 3723144.002 | 3415428.817 | 3401104.68 | 3386365.69 | 3265196.213 | 3689734.871 | 3134255.459 | 3510503.944 | 3350363.235 | 4067911.117 | 4088265.483 | 4484131.376 | 4250368.003 | 5123507.729 | 4747340.46 | 4785329.752 | 5046818.005 | 5971279.554 | 5950950.623 | 6161591.305 | 6219870.495 | 7327229.528 |
H.A.A.B.5J.A.5J.A.CHF.TO1.A.A.3.C | 1265615.5 | 1116870.953 | 1005653.934 | 1078190.828 | 1116695.454 | 1062105.864 | 996194.5 | 986051.717 | 1073791.134 | 1172393.984 | 1527242.106 | 1662310.626 | 1589637 | 1740328.109 | 1900826.358 | 2023269.642 | 2511516.659 | 2777559.723 | 3451353.5 | 4118756.688 | 4487854.563 | 3717377.477 | 3535196.979 | 3576155.755 | 4353040 | 4723114.838 | 5475198.909 | 4630659.969 | 4598484.978 | 4371288.218 | 4592168.052 | 4491511.72 | 4354767.932 | 4542586.732 | 4203974.814 | 4094176.459 | 3908784.57 | 3541428.269 | 4120472.045 | 4257257.761 | 4195866.627 | 3860346.419 | 4159021.58 | 4026187.581 | 4141097.866 | 4115476.509 | 4548527.119 | 4777531.379 | 5193796.317 | 5235458.055 | 6213436.514 |
H.A.A.B.5J.A.5J.A.EUR.TO1.A.A.3.C | NA | NA | 4997969 | 4667432.5 | 5862694.5 | 5981313.5 | 7324855 | 7371467.648 | 8447560.426 | 9072566.752 | 11409694.5 | 11923443.148 | 11726189 | 13561725.765 | 14220839.905 | 14779762.628 | 17737675.818 | 18723531.031 | 21355570 | 25353306.009 | 30035037.249 | 24767394.66 | 24252695.174 | 24020038.146 | 22830291.5 | 24715050.658 | 28267624.236 | 26257651.539 | 27282050.33 | 26759510.618 | 26151365.253 | 26998467.763 | 28222523.716 | 26344545.074 | 27922069.269 | 24681643.959 | 26473279.608 | 24333553.608 | 27825553.669 | 28279581.762 | 31367740.224 | 28299953.677 | 29404332.383 | 28128919.771 | 29818708.013 | 31760731.39 | 33729261.081 | 34326162.726 | 34474225.214 | 35117101.588 | 40486922.308 |
H.A.A.B.5J.A.5J.A.GBP.TO1.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.JPY.TO1.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.SEK.TO1.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.CAD.A.A.3.C | 873045.5 | 832220.359 | 877081.232 | 908471.037 | 883634.5 | 905070.185 | 884621.5 | 826131.492 | 1014335.219 | 998804.485 | 1347324.709 | 1433290.823 | 1261358 | 1516438.164 | 1594332.951 | 1778462.013 | 2171528.57 | 2326128.981 | 2604086 | 2824894.408 | 2709526.276 | 2126669.58 | 2161824.301 | 2291896.262 | 2808649 | 3012010.795 | 3759933.095 | 3498810.451 | 3632407.42 | 3723144.002 | 3415428.817 | 3401104.68 | 3386365.69 | 3265196.213 | 3689734.871 | 3134255.459 | 3510503.944 | 3350363.235 | 4067911.117 | 4088265.483 | 4484131.376 | 4250368.003 | 5123507.729 | 4747340.46 | 4785329.752 | 5046818.005 | 5971279.554 | 5950950.623 | 6161591.305 | 6219870.495 | 7327229.528 |
H.A.A.B.5J.A.5J.A.TO1.CHF.A.A.3.C | 1265615.5 | 1116870.953 | 1005653.934 | 1078190.828 | 1116695.454 | 1062105.864 | 996194.5 | 986051.717 | 1073791.134 | 1172393.984 | 1527242.106 | 1662310.626 | 1589637 | 1740328.109 | 1900826.358 | 2023269.642 | 2511516.659 | 2777559.723 | 3451353.5 | 4118756.688 | 4487854.563 | 3717377.477 | 3535196.979 | 3576155.755 | 4353040 | 4723114.838 | 5475198.909 | 4630659.969 | 4598484.978 | 4371288.218 | 4592168.052 | 4491511.72 | 4354767.932 | 4542586.732 | 4203974.814 | 4094176.459 | 3908784.57 | 3541428.269 | 4120472.045 | 4257257.761 | 4195866.627 | 3860346.419 | 4159021.58 | 4026187.581 | 4141097.866 | 4115476.509 | 4548527.119 | 4777531.379 | 5193796.317 | 5235458.055 | 6213436.514 |
H.A.A.B.5J.A.5J.A.TO1.EUR.A.A.3.C | NA | NA | 4997969 | 4667432.5 | 5862694.5 | 5981313.5 | 7324855 | 7371467.648 | 8447560.426 | 9072566.752 | 11409694.5 | 11923443.148 | 11726189 | 13561725.765 | 14220839.905 | 14779762.628 | 17737675.818 | 18723531.031 | 21355570 | 25353306.009 | 30035037.249 | 24767394.66 | 24252695.174 | 24020038.146 | 22830291.5 | 24715050.658 | 28267624.236 | 26257651.539 | 27282050.33 | 26759510.618 | 26151365.253 | 26998467.763 | 28222523.716 | 26344545.074 | 27922069.269 | 24681643.959 | 26473279.608 | 24333553.608 | 27825553.669 | 28279581.762 | 31367740.224 | 28299953.677 | 29404332.383 | 28128919.771 | 29818708.013 | 31760731.39 | 33729261.081 | 34326162.726 | 34474225.214 | 35117101.588 | 40486922.308 |
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