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Triennial and semiannual surveys
Positions in global over-the-counter (OTC) derivatives markets at end-June 2010
Monetary and Economic Department
November 2010
Queries concerning this release should be addressed to the authors listed below: Section I: Section II: Karsten von Kleist tel +41 61 280 8416 Carlos Mallo tel +41 61 280 8445 tel +41 61 280 8445 tel +41 61 280 8256 e-mail: karsten.von-kleist@bis.org e-mail: carlos.mallo@bis.org e-mail: serge.grouchko@bis.org e-mail: carlos.mallo@bis.org
Sections III and IV: Serge Grouchko Carlos Mallo
Bank for International Settlements Monetary and Economic Department CH-4002 Basel, Switzerland
Fax: +41 61 280 9100 and +41 61 280 8100 This publication is available on the BIS website only (www.bis.org).
© Bank for International Settlements 2010. All rights reserved. Brief excerpts may be reproduced or translated provided the source is cited.
Contents
I. Results of the triennial and semiannual surveys .............................................................1 1. 2. 3. II. 1. 2. The triennial survey versus the semiannual survey ...............................................1 Developments in the OTC derivatives market since 2007 .....................................2 Developments in the first half of 2010....................................................................4 Coverage................................................................................................................8 Definitions ..............................................................................................................9 2.1 2.2 2.3 3. 4. III. IV. Types of data collected .................................................................................9 Instrument types .........................................................................................10 Specific definitions for credit default swaps ................................................10
Statistical notes...