Detailed tables on semiannual OTC derivatives statistics at end-December 2014

Updated 30 Apr 2015
  • Data for end-December 2014 were released on 30 April 2015.
Table Data 
PDF CSV BIS WebStats
  Foreign exchange derivatives      
- Notional amounts outstanding, by instrument, counterparty and currency. PDF CSV -
- Notional amounts outstanding, by instrument, counterparty and remaining maturity. PDF CSV -
- Gross market values, by instrument, counterparty and currency. PDF CSV -
- Herfindahl indices, by instrument. PDF CSV -
- Herfindahl indices, contracts between reporters, by instrument. PDF CSV -
- Herfindahl indices time series, contracts between reporters and non-reporters, by instrument. PDF CSV -
  Single-currency interest rate derivatives      
- Notional amounts outstanding, by instrument, counterparty and currency. PDF CSV -
- Notional amounts outstanding, by instrument, counterparty and remaining maturity. PDF CSV -
- Gross market values, by instrument, counterparty and currency. PDF CSV -
- Herfindahl indices, by instrument and currency. PDF CSV -
- Herfindahl indices, contracts between reporters, by instrument and currency. PDF CSV -
- Herfindahl indices time series, contracts between reporters and non-reporters, by instrument and currency. PDF CSV -
  Equity linked derivatives      
- Notional amounts outstanding, by instrument, counterparty and market risk factor. PDF CSV -
- Notional amounts outstanding, by instrument, counterparty and remaining maturity. PDF CSV -
- Gross market values, by instrument, counterparty and market risk factor. PDF CSV -
- Herfindahl indices, by instrument and market risk factor. PDF CSV -
- Herfindahl indices, contracts between reporters, by instrument and market risk factor. PDF CSV -
- Herfindahl indices time series, contracts between reporters and non-reporters, by instrument and market risk factor. PDF CSV -
  Commodity derivatives      
- Notional amounts outstanding, by instrument and type. PDF CSV -
- Gross market values, by type. PDF CSV -
  Credit default swaps      
- amounts outstanding PDF CSV -
- by rating catgory (part 1) PDF CSV -
- by rating category (part 2) PDF CSV -
- by remaining maturity PDF CSV -
- by sector (part 1) PDF CSV -
- by sector (part 2) PDF CSV -
- by location of counterparty PDF CSV -

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


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