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OTC derivatives

Semi-annual OTC derivatives statistics (BIS)

The semi-annual derivatives statistics are part of a global reporting exercise carried out under the auspices of the Bank for International Settlements (BIS). The purpose of the statistics is to obtain reasonably comprehensive and internationally consistent information on the size and structure of over-the-counter (OTC) derivatives markets. The reporting exercise covers the collection of market data on notional amounts and gross market values outstanding of broad categories of foreign exchange, interest rate, equity-based and commodity derivative instruments, and on credit derivatives. The statistics also include derivatives-related credit exposures before and after netting arrangements.

Dissemination practice

The results are published in the Statistical Supplement 3 Balance of payments statistics in Table II.5. Extracts from this supplement can be found under the category Tables in connection with a comprehensive time series service.