The objective of the Semiannual Over-The-Counter (OTC) Derivatives Markets Statistics is to obtain comprehensive and internationally consistent information on the size and structure of derivatives markets in the G10 countries and Switzerland. They provide data on notional amounts outstanding and gross market values and permit the evolution of particular market segments to be monitored. In conjunction with the banking and securities statistics, they provide a more comprehensive picture of activity in global financial markets as well.
Following the initiative from the Committee on the Global Financial System (CGFS), central banks of the G10 countries started in June 1998 reporting to the BIS semiannual OTC derivatives statistics on forwards, swaps and options of foreign exchange, interest rate, equity and commodity derivatives. As of end-June 2004, the BIS also releases statistics on concentration measures, back to June 1998. The data include concentration measures for foreign exchange, interest rate and equity-linked derivatives. Finally, as of end-December 2004 the BIS releases semiannual data on credit default swaps (CDS) including notional amounts outstanding and gross market values for single- and multi-name instruments. Additional information on CDS by counterparty, sector and rating has been made available as of December 2005.
Every three years, this semiannual survey is part of a world-wide exercise on the activity on the derivatives markets (Triennial Survey).
| Table | Publication data up to 2007Q2 | |||
| Read | Time series | |||
| 19 | Amounts outstanding of over-the-counter (OTC) derivatives by risk category and instrument |  |  | |
| 20 | Amounts outstanding of OTC foreign derivatives | |||
| 20A | By instrument and counterparty | | | |
| 20B | By currency | | | |
| 20C | By instrument, maturity and counterparty | | | |
| 21 | Amounts outstanding of OTC single-currency interest rate derivatives | |||
| 21A | By instrument and counterparty | | | |
| 21B | By currency | | | |
| 21C | By instrument, maturity and counterparty | | | |
| 22 | Amounts outstanding of OTC equity-linked and commodity derivatives | |||
| 22A | Equity-linked and commodity derivatives by instrument and counterparty | | | |
| 22B | Equity-linked derivatives by instrument and market | | | |
| 22C | Equity-linked derivatives by instrument, maturity and counterparty | | | |
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