Detailed tables on semiannual OTC derivatives statistics at end-December 2014
Data for Q4 2014 were released on 30 April 2015.
Please note that as of 13 September 2015, the table format shown on this page is no longer in use. For the latest data, go to the home page for the derivatives statistics.
Use our table mapping guide to find the corresponding new table numbers of data from the old statistical tables.
Table | Data | |||
CSV | BIS WebStats | |||
Foreign exchange derivatives | ||||
- | Notional amounts outstanding, by instrument, counterparty and currency. | CSV | - | |
- | Notional amounts outstanding, by instrument, counterparty and remaining maturity. | CSV | - | |
- | Gross market values, by instrument, counterparty and currency. | CSV | - | |
- | Herfindahl indices, by instrument. | CSV | - | |
- | Herfindahl indices, contracts between reporters, by instrument. | CSV | - | |
- | Herfindahl indices time series, contracts between reporters and non-reporters, by instrument. | CSV | - | |
Single-currency interest rate derivatives | ||||
- | Notional amounts outstanding, by instrument, counterparty and currency. | CSV | - | |
- | Notional amounts outstanding, by instrument, counterparty and remaining maturity. | CSV | - | |
- | Gross market values, by instrument, counterparty and currency. | CSV | - | |
- | Herfindahl indices, by instrument and currency. | CSV | - | |
- | Herfindahl indices, contracts between reporters, by instrument and currency. | CSV | - | |
- | Herfindahl indices time series, contracts between reporters and non-reporters, by instrument and currency. | CSV | - | |
Equity linked derivatives | ||||
- | Notional amounts outstanding, by instrument, counterparty and market risk factor. | CSV | - | |
- | Notional amounts outstanding, by instrument, counterparty and remaining maturity. | CSV | - | |
- | Gross market values, by instrument, counterparty and market risk factor. | CSV | - | |
- | Herfindahl indices, by instrument and market risk factor. | CSV | - | |
- | Herfindahl indices, contracts between reporters, by instrument and market risk factor. | CSV | - | |
- | Herfindahl indices time series, contracts between reporters and non-reporters, by instrument and market risk factor. | CSV | - | |
Commodity derivatives | ||||
- | Notional amounts outstanding, by instrument and type. | CSV | - | |
- | Gross market values, by type. | CSV | - | |
Credit default swaps | ||||
- | amounts outstanding | CSV | - | |
- | by rating category (part 1) | CSV | - | |
- | by rating category (part 2) | CSV | - | |
- | by remaining maturity | CSV | - | |
- | by sector (part 1) | CSV | - | |
- | by sector (part 2) | CSV | - | |
- | by location of counterparty | CSV | - |
For queries on these tables, please write to ibfs.derivatives@bis.org.