Other derivatives data sources

The Bank for International Settlements began regular reports of OTC derivatives activity in June 1998. The BIS publishes two reports, namely, the semiannual OTC Derivatives Market Statistics and the Triennial Central Bank Survey of Foreign Exchange and Derivatives Markets Activity. The semiannual OTC Derivatives Market Statistics reports notional amounts outstanding and gross market values outstanding of the OTC derivatives exposure of major banks and dealers in the G10 countries. Of particular interest to ISDA, the report includes netted OTC derivatives credit exposure. For its part, the Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity reports derivatives turnover along with notional amounts and market values. For those interested only in derivatives at banking organizations in the United States, the Office of the Comptroller of the Currency compiles a quarterly OCC Bank Derivatives Report based on information submitted in regulatory reports. The Report can be accessed from
http://www.occ.treas.gov/deriv/deriv.htm.

The British Bankers' Association conducts a detailed survey every two years of credit derivatives activity. Their survey of major dealers, and covers the size, applications, products, and constraints of credit derivatives activity. Click here for an Executive Summary of the 2005/2006 Report.