BIS Quarterly Review

March 2014
Full text - PDF 102 pages
Highlights of the BIS international statistics

Also see: Global liquidity: selected indicators, March 2014

December 2013
Full text, pdf, 85 pages
Highlights of the BIS international statistics

September 2013
The Bank for International Settlements (BIS) has released its Quarterly Review for September 2013, pdf 99 pages
From the summary of published tables (pdf, 26 pages), the following is a summary of the global derivatives market.
BIS Quarterly Review: June 2013
Amounts outstanding of over-the-counter (OTC) derivatives
Notional amounts outstanding
In billions of US dollars
Dec-04 Dec-05 Dec-06 Dec-07 Dec-08 Dec-09 Dec-10 Dec-11 Dec-12
Total contracts
258,628 299,261 418,131 585,932 598,147 603,900 601,046 647,777 632,579
Foreign exchange contracts
29,289
31,360
40,271
56,238
50,042
49,181
57,796
63,349
67,358
Interest rate contracts
190,502 211,970 291,581 393,138 432,657 449,875 465,260 504,117 489,703
Equity-linked contracts
4,385
5,793
7,488
8,469
6,471
5,937
5,635
5,982
6,251
Commodity contracts
1,443
5,434
7,115
8,455
4,427
2,944
2,922
3,091
2,587
Credit default swaps
6,396
13,908
28,650
58,244
41,883
32,693
29,898
28,626
25,069
Unallocated
26,613
30,794
43,026
61,387
62,667
63,270
39,536
42,610
41,611
Gross market values
In billions of US dollars
Dec-04 Dec-05 Dec-06 Dec-07 Dec-08 Dec-09 Dec-10 Dec-11 Dec-12
Total contracts
9,405
9,800
9,791
15,802
35,281
21,542
21,296
27,278
24,740
Foreign exchange contracts
1,546
997
1,266
1,807
4,084
2,070
2,482
2,555
2,304
Interest rate contracts
5,417
5,397
4,826
7,177
20,087
14,020
14,746
20,001
18,833
Equity-linked contracts
498
582
853
1,142
1,112
708
648
679
605
Commodity contracts
169
871
667
1,898
955
545
526
481
358
Credit default swaps
133
243
470
2,020
5,116
1,801
1,351
1,586
848
Unallocated
1,642
1,710
1,709
1,759
3,927
2,398
1,543
1,976
1,792