About derivatives statistics
The BIS compiles and publishes one set of statistics on exchange-traded derivatives and two sets on over-the-counter derivatives markets.
- Exchange-traded derivatives
The exchange-traded derivatives statistics complete the coverage of the derivatives markets by providing information about the size and structure of organised futures and options markets. The statistics are compiled by the BIS from commercial data sources, and capture the turnover and open interest of interest rate and foreign exchange derivatives traded on derivatives exchanges.
- Semiannual OTC derivatives statistics
The semiannual survey is conducted under the auspices of the Committee on the Global Financial System and provides information about the size and structure of the largest OTC derivatives markets. It captures notional amounts outstanding, gross market values, gross credit exposures and Herfindahl concentration measures. Central banks and other authorities from the following 13 jurisdictions currently participate in the survey: Australia, Belgium, Canada, France, Germany, Italy, Japan, the Netherlands, Spain, Sweden, Switzerland, the United Kingdom and the United States.
- Triennial OTC derivatives statistics
The Triennial Central Bank Survey enhances the semiannual survey by collecting data from a much broader sample of derivatives dealers - as many as 53 jurisdictions participate in the survey. Like the semiannual survey, the Triennial Survey captures notional amounts outstanding and gross market values. In addition, it captures turnover in OTC interest rate and foreign exchange derivatives markets.
The exchange-traded derivatives statistics are published in conjunction with the BIS Quarterly Review in March, June, September and December, with a lag of about 10 weeks.
The OTC derivatives statistics are published at the beginning of May and November - with a lag of about 18 weeks - together with a statistical commentary.
View our release calendar for advance notice of publication dates.
The following publications provide further information about the BIS derivatives statistics:
- "Comparison of BIS derivatives statistics", IFC Bulletins, no 43, March 2017.
- "Revisions to BIS exchange-traded derivatives statistics", BIS Quarterly Review, September 2015.
- "Credit risk transfer statistics", CGFS Publications, no 35, September 2009.
- "Proposals for improving global derivatives market statistics", CGFS Publications, no 6, July 1996.