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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 |