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.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
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