[3639] Financial derivatives positions of banks at market values

Name: Financial derivatives positions of banks at market values
Creator: DBnomics

Retrieved by DBnomics on June 3, 2025 (2:37 AM).

[INSTRUMENTS] Instruments

[ACOEQ] Derivatives - commodity/equity assets

[ACRDV] Derivatives - credit derivatives assets

[AFORX] Derivatives - assets by foreign exchange risk

[AFRAS] Derivatives - FRA assets

[AFUFO] Derivatives - futures & forwards assets

[AFXFF] Foreign Exchange Futures and Forwards - Assets

[AFXOP] Foreign Exchange Options - Assets

[AFXOT] Foreign Exchange Other - Assets

[AFXSW] Foreign Exchange Swaps - Assets

[AINTR] Derivatives - assets by interest-rate risk

[AIRFF] Interest Rate Futures and Forwards - Assets

[AIROP] Interest Rate Options - Assets

[AIROT] Interest Rate Other - Assets

[AIRSW] Interest Rate Swaps - Assets

[AOPTN] Derivatives - options assets

[AOTRP] Derivatives - assets in other products

[AOTRR] Derivatives - assets by other risk

[ASWAP] Derivatives - swap assets

[ATOTC] Derivatives - total assets by counterparty

[ATOTR] Derivatives - total assets by risk

[LCOEQ] Derivatives - liabilities in commodity/equity contracts

[LCRDV] Derivatives - credit derivatives liabilities

[LFORX] Derivatives - liabilities by foreign exchange risk

[LFRAS] Derivatives - liabilities in FRAs

[LFUFO] Derivatives - liabilities in futures & forwards

[LFXFF] Foreign Exchange Futures and Forwards - Liabilities

[LFXOP] Foreign Exchange Options - Liabilities

[LFXOT] Foreign Exchange Others - Liabilities

[LFXSW] Foreign Exchange Swaps - Liabilities

[LINTR] Derivatives - liabilities by interest-rate risk

[LIRFF] Interest Rate Future and Forwards - Liabilities

[LIROP] Interest Rate Options - Liabilities

[LIROT] Interest Rate Other - Liabilities

[LIRSW] Interest Rate Swaps - Liabilities

[LOPTN] Derivatives - liabilities in options

[LOTRP] Derivatives - liabilities in other products

[LOTRR] Derivatives - liabilities by other risk

[LSWAP] Derivatives - swap liabilities

[LTOTC] Derivatives - total liabilities by counterparty

[LTOTR] Derivatives - total liabilities by risk

[NTOTC] Derivatives - net asset positions

[INSTRUMENT_CURRENCY] Instrument Currency

[T] Sterling and all foreign currencies

[OF_SECTOR] Of Sector

[HP] Private non-financial corporations and household sector

[MF] Monetary financial institutions

[NB] Non-resident banks (inc. CMIs)

[NO] Non-residents - other

[OF] Other financial corporations

[PB] Public sector

[OUTPUT_IN] Output In

[£] Sterling

[SEASONAL_ADJUSTMENT] Seasonal Adjustment

[U] Not seasonally adjusted

[SECTOR] Sector

[DQQR] UK resident banks

[TYPE] Type

[L] Amounts outstanding

[freq] Freq

[Q] Quarterly

Search filters

Instruments [INSTRUMENTS] (41)

Instrument Currency [INSTRUMENT_CURRENCY] (1)

Of Sector [OF_SECTOR] (6)

Output In [OUTPUT_IN] (1)

Seasonal Adjustment [SEASONAL_ADJUSTMENT] (1)

Sector [SECTOR] (1)

Type [TYPE] (1)

Freq [freq] (1)

This dataset has 53 series:

Trim NA Values

[DPQB8Q2] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Interest Rate Swaps - Liabilities total (in sterling millions) not seasonally adjusted

from: 1999-Q1=288,537

to: 2025-Q1=1,727,785

min:: 232,986

max:: 3,804,190

avg:: 1,563,115.181

σ:: 933,753.038

[DPQB8Q3] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Interest Rate Options - Liabilities total (in sterling millions) not seasonally adjusted

from: 1999-Q1=19,417

to: 2025-Q1=110,167

min:: 15,465

max:: 486,521

avg:: 165,633.933

σ:: 107,800.222

[DPQB8Q4] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Interest Rate Future and Forwards - Liabilities total (in sterling millions) not seasonally adjusted

from: 1999-Q1=962

to: 2025-Q1=903

min:: 252

max:: 11,546

avg:: 2,061.933

σ:: 1,807.974

[DPQB8Q5] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Interest Rate Other - Liabilities total (in sterling millions) not seasonally adjusted

from: 1999-Q1=558,719

to: 2025-Q1=9,922

min:: 0

max:: 558,719

avg:: 15,652.133

σ:: 65,409.108

[DPQB8Q6] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Foreign Exchange Swaps - Liabilities total (in sterling millions) not seasonally adjusted

from: 1999-Q1=58,364

to: 2025-Q1=314,954

min:: 54,726

max:: 858,125

avg:: 327,658.533

σ:: 179,076.312

[DPQB8Q7] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Foreign Exchange Options - Liabilities total (in sterling millions) not seasonally adjusted

from: 1999-Q1=12,654

to: 2025-Q1=74,257

min:: 9,331

max:: 226,620

avg:: 76,954.095

σ:: 46,209.857

[DPQB8Q8] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Foreign Exchange Futures and Forwards - Liabilities total (in sterling millions) not seasonally adjusted

from: 1999-Q1=52,247

to: 2025-Q1=314,521

min:: 48,730

max:: 715,267

avg:: 198,449.371

σ:: 118,217.869

[DPQB8Q9] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Foreign Exchange Others - Liabilities total (in sterling millions) not seasonally adjusted

from: 1999-Q1=33

to: 2025-Q1=0

min:: 0

max:: 757

avg:: 25.467

σ:: 76.739

[DPQB9Q2] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Interest Rate Swaps - Assets total (in sterling millions) not seasonally adjusted

from: 1999-Q1=296,217

to: 2025-Q1=1,764,350

min:: 228,838

max:: 3,882,051

avg:: 1,615,439.495

σ:: 963,427.113

[DPQB9Q3] Quarterly amounts outstanding of UK resident banks' sterling and all foreign currency Interest Rate Options - Assets total (in sterling millions) not seasonally adjusted

from: 1999-Q1=17,471

to: 2025-Q1=108,761

min:: 14,230

max:: 464,318

avg:: 161,626.648

σ:: 106,068.127

Series code	1999-Q1	1999-Q2	1999-Q3	1999-Q4	2000-Q1	2000-Q2	2000-Q3	2000-Q4	2001-Q1	2001-Q2	2001-Q3	2001-Q4	2002-Q1	2002-Q2	2002-Q3	2002-Q4	2003-Q1	2003-Q2	2003-Q3	2003-Q4	2004-Q1	2004-Q2	2004-Q3	2004-Q4	2005-Q1	2005-Q2	2005-Q3	2005-Q4	2006-Q1	2006-Q2	2006-Q3	2006-Q4	2007-Q1	2007-Q2	2007-Q3	2007-Q4	2008-Q1	2008-Q2	2008-Q3	2008-Q4	2009-Q1	2009-Q2	2009-Q3	2009-Q4	2010-Q1	2010-Q2	2010-Q3	2010-Q4	2011-Q1	2011-Q2	2011-Q3	2011-Q4	2012-Q1	2012-Q2	2012-Q3	2012-Q4	2013-Q1	2013-Q2	2013-Q3	2013-Q4	2014-Q1	2014-Q2	2014-Q3	2014-Q4	2015-Q1	2015-Q2	2015-Q3	2015-Q4	2016-Q1	2016-Q2	2016-Q3	2016-Q4	2017-Q1	2017-Q2	2017-Q3	2017-Q4	2018-Q1	2018-Q2	2018-Q3	2018-Q4	2019-Q1	2019-Q2	2019-Q3	2019-Q4	2020-Q1	2020-Q2	2020-Q3	2020-Q4	2021-Q1	2021-Q2	2021-Q3	2021-Q4	2022-Q1	2022-Q2	2022-Q3	2022-Q4	2023-Q1	2023-Q2	2023-Q3	2023-Q4	2024-Q1	2024-Q2	2024-Q3	2024-Q4	2025-Q1
[DPQB8Q2]	288537	258968	237343	244346	234225	247595	232986	286364	343599	380467	459969	374800	321924	414143	620352	680902	720355	773373	671320	553426	622557	503386	587210	671383	654245	888872	776221	706114	626220	663089	654020	594255	565211	810203	810193	974204	1443384	1314499	1302402	3744137	3804190	2607565	2668050	2263424	2560393	3081123	3331246	2427505	1967004	2120758	3388471	3418385	2979841	3312887	3338981	3160918	2997967	2648383	2281422	2068726	1738983	1720834	1825986	2219736	2273008	1602041	1838723	1573009	2136444	2516043	2332589	1727957	1578714	1486447	1331160	1335540	1277984	1174617	1020674	1072158	1148710	1352804	1707732	1344100	2085320	2153696	1950700	1826038	1477099	1425415	1366421	1338994	1612978	2025812	2637646	2495810	2329835	2509685	2432332	1978898	1982177	1902256	1773474	2074692	1727785
[DPQB8Q3]	19417	15465	19507	18264	20891	20778	22384	19877	24937	26641	30004	32054	27893	35247	46745	55316	52267	56299	53705	53284	58221	50542	55621	64565	62519	83858	75540	76103	55421	79174	83728	72179	70239	79676	86396	114671	139373	131269	143704	275060	486521	236705	262096	243735	263977	307994	367074	285520	256500	262930	389568	412762	373021	404754	340368	314602	305386	283045	206900	198061	200183	202473	200196	298342	353682	224867	251344	221816	293761	321186	310677	228354	193530	173428	187632	180071	164066	165055	151901	148101	156418	189374	231108	160933	251886	252476	220770	193070	144556	137679	130134	142029	159831	172404	227720	185714	158307	157039	183395	146342	133926	134021	117012	114234	110167
[DPQB8Q4]	962	956	894	1272	1402	7279	9409	11546	7435	1476	1760	1229	636	863	911	618	496	557	376	252	383	512	389	671	1709	2255	746	501	835	899	1193	1020	861	1065	1015	1133	1970	906	1342	2703	2028	1025	1003	760	1187	1490	1314	1035	974	1574	2011	2931	2814	3043	3758	1910	1858	1738	1267	1159	1009	1031	1034	2633	3262	2756	3878	2705	4439	5729	4691	3228	2370	1954	1786	1029	1096	737	2299	2157	2446	2884	3454	3158	4581	3916	3621	2532	2526	2633	3095	1025	2902	4839	3418	1738	1553	1185	2177	1405	452	1189	965	767	903
[DPQB8Q5]	558719	0	0	0	0	0	0	0	0	0	0	392970	0	2085	2927	2649	2180	2128	1806	1544	2036	1715	1598	1843	1843	2622	1752	1847	1893	2158	1463	2147	1483	2386	3514	3607	7528	16164	9073	41575	25688	15981	15282	11672	15001	12674	10580	11367	9082	8441	12433	13943	11048	9102	12778	9388	7110	6288	5417	5619	5341	7319	9264	11104	10761	7322	8520	5642	4383	5391	3442	2589	2484	2303	7220	7258	8636	8046	7551	8583	11133	14953	14703	9163	15537	12620	8341	6787	6640	3956	2987	2237	5741	9772	14428	9234	7524	7256	4057	5680	3985	4124	5509	9877	9922
[DPQB8Q6]	58364	57425	54726	58683	61104	64959	74005	81852	97283	102007	84440	84776	70486	110707	80125	99286	81774	95687	107697	124923	105845	97868	104709	161553	113207	124918	112793	272924	278587	293981	567071	403676	328773	360440	676883	508520	832099	775516	858125	829685	704079	501912	521942	432695	439292	447414	464104	398932	369366	360366	489740	387334	353026	355958	362895	370558	364951	371053	373419	360629	301158	261918	391559	368603	446967	367678	383823	366272	414992	475903	356908	545965	413466	399586	323347	318903	304290	410255	384663	357780	330374	374061	381536	319437	465054	339758	282518	314807	286469	258314	260915	272128	316037	449554	598157	481732	327071	343994	429508	377697	308082	314370	321007	455429	314954
[DPQB8Q7]	12654	12379	11607	9331	11901	11433	13429	16706	22493	20187	19105	22185	17021	25161	20870	20508	20881	21750	24668	24954	27792	22074	21462	31568	21969	28113	30351	34300	34296	36065	32008	37089	39420	54613	61487	66760	109791	92498	116355	226620	154626	109699	117744	101190	95577	120565	106715	115347	102652	101471	142187	122640	112249	111082	99904	102007	134287	129807	110822	128302	113380	103687	142351	169407	205190	142153	158412	136516	118905	126307	109576	126502	93249	86203	83393	78106	76786	92293	92217	91038	85260	85038	86534	64747	113603	83130	78915	81086	64371	53816	51107	53336	66708	93115	147078	77568	68314	72448	74703	60367	61327	76222	65678	93054	74257
[DPQB8Q8]	52247	52910	54190	56285	58243	60130	88796	94697	94578	99866	67051	83233	48730	118677	64442	97344	81618	100250	101868	113878	79430	57823	58273	107147	59125	73969	71052	87009	62324	79722	86205	89048	73619	86420	142549	165163	214862	159909	246086	400448	259477	181824	207900	169753	183166	222382	244517	214596	187085	161194	283613	180361	141877	156498	135577	151360	178602	196453	174400	184657	136207	106972	240566	282371	317382	190876	211796	210268	276699	318471	204725	306298	201658	240217	226214	202156	190703	258787	237427	228702	190980	214548	257104	221798	454728	270439	238496	358387	302499	245091	296413	328996	367119	488882	715267	430430	289205	336536	375002	336536	256348	279704	343687	531465	314521
[DPQB8Q9]	33	0	0	0	0	0	0	0	0	0	0	0	0	46	42	16	25	27	37	37	56	52	51	67	54	66	81	102	104	24	8	6	5	5	4	0	0	0	0	0	103	757	0	8	0	0	0	0	0	0	12	0	0	0	0	0	0	1	1	1	1	1	1	0	0	0	0	0	6	0	8	28	17	17	16	54	53	49	52	61	82	76	95	64	4	2	2	3	4	3	13	7	19	25	30	8	13	9	9	6	5	0	0	0	0
[DPQB9Q2]	296217	261600	235901	239897	233973	249477	228838	283525	342489	396676	464835	378451	326146	420766	629841	692943	742029	796257	687943	570813	641883	518783	605334	691040	670326	911112	791779	718895	634563	672347	669542	602575	573582	799431	813241	951784	1465815	1323778	1298689	3795985	3882051	2675304	2743926	2321795	2636296	3177534	3432706	2512648	2046738	2212196	3496573	3527701	3087401	3418464	3452653	3282352	3094441	2732106	2348233	2126731	1811586	1792975	1900954	2292465	2346131	1670848	1910851	1645280	2211341	2595554	2417933	1795764	1657044	1565852	1402883	1404692	1346568	1250002	1092711	1141277	1234860	1450931	1817518	1430776	2198099	2268043	2056219	1930541	1568811	1512389	1452489	1415477	1677787	2087663	2697897	2549540	2389372	2563390	2490095	2034106	2030403	1959377	1833258	2118095	1764350
[DPQB9Q3]	17471	14230	18516	18049	20671	22560	22655	21339	27141	23575	30704	31591	26710	33285	45436	50791	50175	53874	50661	50223	53886	46353	52029	58210	58485	79193	69099	71397	51769	75739	81743	69230	68511	83677	87239	109141	128520	128453	138879	269292	464318	240665	261723	244037	265165	308346	368838	287255	257684	261328	388698	410886	370090	399185	333240	301982	294166	270754	198078	190851	191908	193967	188652	290724	348459	221217	242521	218924	284586	311495	303738	223563	195271	176255	185833	179838	166121	163277	150474	144476	154991	184612	225484	157678	238271	238585	209388	185352	140712	133659	126882	137217	154759	165745	212709	174148	148984	146696	174286	142555	132656	133004	120737	113837	108761

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