Aug 2, 2012

Global OTC (over the counter) Derivatives Volume

Notional amount of outstanding OTC Derivatives=$648 trillion
Declined from June 2011 figure of=$707 trillion
Major contributor is Interest Rate Contracts =$504 billion
Interest Rate Contracts OTC Derivatives volume declined by=9% in a year
Decline in Credit Default Swaps (CDS) OTCs= 12%
Commodity linked, Equity linked and other OTC Derivatives outstanding decined=9%.
Source: BIS