OTC derivatives statistics at end-December 2023

The value of outstanding derivatives (notional amounts) grew by 8% overall in 2023. Amounts rose by 15% in the first half of the year and fell by 6% in the second, a seasonal saw-tooth pattern evident since at least 2016. Interest rate derivatives, which grew by 8% yoy, drove overall growth in 2023 (up 17% in the first half and down 8% in the second). Outstanding FX derivatives (notional amounts) also rose in 2023, growing by 10% in the first half but declining by 0.4% in the second. The share of centrally cleared credit default swaps, which had risen steadily over the last decade, dropped from 70% at end-June to 65% at end-December 2023.


This information was gathered from the Bank for International Settlements


The Bank for International Settlements (BIS) is an international financial institution which is owned by member central banks. Its primary goal is to foster international monetary and financial cooperation while serving as a bank for central banks. With its establishment in 1929, its initial purpose was to oversee the settlement of World War I war reparations.  Last updated from Wikipedia 2024-05-30T21:50:58Z.
HIGH
NOT BIASED
Take-Down Requests
If you represent the source for this content and would like us to remove this from our site, please submit a takedown request above and we will review it promptly.
Something here about the community discussion ground rules. Recently updated charts from the most popular data releases according to the Federal Reserve Economic Database (FRED).
…..comments widget will be down here.
Recently updated charts from the most popular data releases according to the Federal Reserve Economic Database (FRED).