Detailed tables on semiannual OTC derivatives statistics at end-June 2009

Table Publication data
up to 2009Q2
Read Time
ser
  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
- Notional amounts outstanding, by instrument, counterparty and maturity.
- Gross market values, by instrument and counterparty.
- Notional amounts outstanding, single-name instruments, by counterparty, maturity, rating category and sector.
- Gross market values, single-name instruments, by counterparty.

For queries on these tables, please write to Mr Carlos Mallo (carlos.mallo@bis.org )


Next page: Statistics on exchange traded derivatives