08May/Detailed tables on semiannual OTC derivatives statistics at end-December 2013



Detailed tables on semiannual OTC derivatives statistics at end-December 2013

Updated 8 May 2014
  • Data for end-December 2013 were released on 8 May 2014.
Table Data 
PDF CSV BIS WebStats
  Foreign exchange derivatives      
- Notional amounts outstanding, by instrument, counterparty and currency. < < -
- Notional amounts outstanding, by instrument, counterparty and remaining maturity. < < -
- Gross market values, by instrument, counterparty and currency. < < -
- Herfindahl indices, by instrument. < < -
- Herfindahl indices, contracts between reporters, by instrument. < < -
- Herfindahl indices time series, contracts between reporters and non-reporters, by instrument. < < -
  Single-currency interest rate derivatives      
- Notional amounts outstanding, by instrument, counterparty and currency. < < -
- Notional amounts outstanding, by instrument, counterparty and remaining maturity. < < -
- Gross market values, by instrument, counterparty and currency. < < -
- Herfindahl indices, by instrument and currency. < < -
- Herfindahl indices, contracts between reporters, by instrument and currency. < < -
- Herfindahl indices time series, contracts between reporters and non-reporters, by instrument and currency. < < -
  Equity linked derivatives      
- Notional amounts outstanding, by instrument, counterparty and market risk factor. < < -
- Notional amounts outstanding, by instrument, counterparty and remaining maturity. < < -
- Gross market values, by instrument, counterparty and market risk factor. < < -
- Herfindahl indices, by instrument and market risk factor. < < -
- Herfindahl indices, contracts between reporters, by instrument and market risk factor. < < -
- Herfindahl indices time series, contracts between reporters and non-reporters, by instrument and market risk factor. < < -
  Commodity derivatives      
- Notional amounts outstanding, by instrument and type. < < -
- Gross market values, by type. < < -
  Credit default swaps      
- amounts outstanding < < -
- by rating catgory (part 1) < < -
- by rating category (part 2) < < -
- by remaining maturity < < -
- by sector (part 1) < < -
- by sector (part 2) < < -
- by location of counterparty < < -


For queries on these tables, please write to ibfs.derivatives@bis.org<


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