Triennial and regular OTC Derivatives Market Statistics

16 November 2010

Today the BIS is releasing the latest statistics on positions in the global over-the-counter (OTC) derivatives market at end-June 2010. These comprise the preliminary results of the second part of the Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity as well as the regular semiannual OTC derivatives statistics.

A - The triennial versus the semiannual survey

The second part of the Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity and the regular semiannual survey of positions in the global OTC derivatives market share the same format but differ in coverage. The Triennial Survey results, based on the data reported by 42 participating countries, serves as benchmark for the less comprehensive, but more granular and frequent, results of the semiannual survey, which is based on the contribution from the G10 countries and Switzerland. The results of the regular semiannual surveys are adjusted upwards to take this difference into account. Both surveys cover the notional amounts outstanding and gross market values of foreign exchange, interest rate, equity, commodity and credit derivatives traded in OTC markets. Furthermore, they both refer to the worldwide consolidated positions of reporting dealers.

Triennial Survey Statistical annex amounts outstanding at end-June 2010

The preliminary results of the first part of the Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity were released on 1 September 2010 and covered turnover in global foreign exchange markets and OTC interest rate derivatives markets. The detailed results on turnover and OTC amounts outstanding in the global foreign exchange markets will be published on 30 November 2010.

B - Key developments in the first half of 2010 (Regular OTC Derivatives Markets Statistics)

 

Full text of "Triennial and semiannual surveys - Positions in global over-the-counter (OTC) derivatives markets at end-June 2010" (PDF, 33 pages, 192 kb)