BIS releases triennial Central Bank Survey of Foreign Exchange and Over-the-counter (OTC) derivatives markets for 2019

The BIS Triennial Central Bank Survey is the most comprehensive source of information on the size and structure of global foreign exchange (FX) and over-the-counter (OTC) derivatives markets. The Triennial Survey aims to increase the transparency of OTC markets and to help central banks, other authorities and market participants monitor developments in global financial markets. It also helps to inform discussions on reforms to OTC markets.

FX market activity has been surveyed every three years since 1986, and OTC interest rate derivatives market activity since 1995. The Triennial Survey is coordinated by the BIS under the auspices of the Markets Committee (for the FX part) and the Committee on the Global Financial System (for the interest rate derivatives part). It is supported through the Data Gaps Initiative endorsed by the G20.

This statistical release covers the interest rate derivatives part of the latest Triennial Survey of turnover that took place in April 2019. Central banks and other authorities in 53 jurisdictions participated in the 2019 survey (see page 13). They collected data from close to 1,300 banks and other dealers in their jurisdictions and reported national aggregates to the BIS, which then calculated global aggregates. Turnover data are reported by the sales desks of reporting dealers, regardless of where a trade is booked, and are reported on an unconsolidated basis, ie including trades between related entities that are part of the same group.

Data are subject to revision. The final data, as well as several special features that analyse the data, will be released with the BIS Quarterly Review in December 2019.

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