(June 1999)
The BIS is releasing today for end-December 1998 the second set of semiannual statistics on positions in the global over-the-counter (OTC) derivatives market under the new regular reporting framework. The statistics include the notional amounts and gross market values outstanding of the worldwide consolidated OTC derivatives exposure of major banks and dealers in the G10 countries. They cover the four main categories of market risk: foreign exchange, interest rate, equity and commodity.
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