Figure 12: GrossMarketValue of GlobalOTCDerivativeContracts ... of exchange-traded financial derivativescontracts monitored by the BIS fell by 9% to U.S ... drop in money marketcontracts on U.S. exchanges. This was generally attributed
Table 1 Global notional amounts and grossmarketvalues of OTCderivative ... indices1 Commodities1 Foreign exchange Interest rates Category GrossmarketvaluesGrossmarketvaluesGrossmarketvaluesGrossmarketvalues Notional amounts ... figures. Single-currency interest rate contracts accounted for 66% of the total OTC
derivatives are, with about 75 % of the total grossmarketvalue, by far the most traded ... obligations due to default. The OTCderivativemarkets have grown tremendously over the last years with outstanding notional amounts and grossmarketvalues having
The following table shows the notional amounts and grossmarketvalues of OTC and exchangetraded derivativecontracts we held for trading and nontrading purposes ... Total ≤ 5 years years Positive marketvalue Negative marketvalue Net marketvalue Dec. 31
The following table shows the notional amounts and grossmarketvalues of OTC and exchangetraded derivativecontracts we held for trading and nontrading purposes ... Total ≤ 5 years years Positive marketvalue Negative marketvalue Net marketvalue Dec. 31
Global Over-the Counter (OTC) DerivativesMarkets: Notional Amounts and GrossMarketValues of Outstanding Contracts, 1998-9910 (In billions of U.S. dollars) Page ... values have been calculated as the sum of the total gross positive marketvalue of contracts and the absolute value of the gross negative marketvalue of contracts ... of contracts and the absolute value of the gross negative marketvalue of contracts
CREDIT RISK TRANSFER AND TRADING Page 9 Credit default swaps markets, global ... 697, 5 billion (see Table 1), after a 60% increase in the previous six months.23 Grossmarketvalues of CDSs went up by 31%. Growth was particularly strong in single-name ... world
of the European institutions that are active in the OTCderivativemarket such as U ... Foreign exchange contracts Interest rate contracts Equity- Commodity linked contractscontracts Credit default swaps Source: Bank for International Settlements ... world
values have been calculated as the sum of the total gross positive marketvalue of contracts and the gross negative marketvalue of contracts with non-reporting ... 4 Estimated positions of non-regular reporting institutions. 5 Grossmarketvalues after ... GlobalOTCderivatives Total notional amounts outstanding, in trillions of US dollars Breakdown by broad risk category at end-June 2002 Commodities Equity Foreign exchange Interest rate 98 H1 99 H1 00 H1 01 H1 02 H1 Source: BIS. Graph 4.5
values of global outstanding OTCderivativecontracts at the Table 13. Trading ... exchanges, over-the-counter (OTC) markets, and banks that are active in derivative ... The futures exchanges and OTCmarkets responded by creating derivative products that could