The main purpose of the Exchange Traded Derivatives statistics is to obtain extensive information of the size, structure and developments of the futures and options markets so as to complement and reinforce other more traditional sets of financial statistics compiled by the BIS; In conjunction with the semi-annual OTC derivatives statistics they provide a more comprehensive monitoring of the international financial market activity.
The statistics, compiled since 1986 and derived from various market sources, mainly cover turnover and open interest in both number of contracts and notional amounts. The value added by the BIS consists of aggregating highly detailed contract-level information according to specific standard criteria such as market risks categories, instrument types and location of trade. In addition, the BIS also calculates the notional amounts of the contracts which, in the case of the equity instruments, require tracking and maintaining a growing list of stock indexes.
The data are updated and published every quarter and are available in electronic form on the BIS website from 1986 onwards.
For queries on these tables, please write to statistics$bis.org (where "$" denotes "@").