BIS: OTC derivatives volumes down 1%

Bank for International Settlements OTC derivatives market activity in the first half of 2012
13 November 2012
Key developments in the first half of 2012:

Total notional amounts outstanding of OTC derivatives amounted to $639 trillion at end-June 2012, down 1% from end-2011. The appreciation of the US dollar against key currencies between end-2011 and end-June 2012 contributed to the decline by reducing the US dollar value of contracts denominated in euros in particular. Interest rate contracts fell slightly to $494 trillion. Credit derivatives notional amounts also declined, to $27 trillion. In contrast, foreign exchange contracts outstanding rose to $67 trillion.
Gross market values, which measure the cost of replacing existing contracts, dropped by 7% to $25 trillion. Gross credit exposures, which measure reporting dealers’ exposure after taking account of legally enforceable netting agreements, fell to $3.7 trillion.
Explanatory notes in the release define the coverage of the statistics and the terms used in presenting them. A summary of the latest statistics is presented in the tables in the release. Detailed breakdowns and time series data are available in PDF and CSV files on the BIS Website

Related Posts

Previous Post
Voluntary Corporate Actions: the next sticking point for securities lending CCPs
Next Post
Europe's AFME creates best practice label for securitized instruments

Related Posts

Fill out this field
Fill out this field
Please enter a valid email address.

Menu
X

Reset password

Create an account