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19 May 2006

BIS: OTC derivatives market activity in the second half of 2005

The volume of over-the-counter OTC derivatives contracts outstanding continued to rise in the final half of 2005, albeit at a slowing pace. Notional amounts of all types of OTC contracts excluding credit derivatives stood at $285 trillion at the end of December, 5% higher than six months before. The growth in notional amounts was particularly strong in contracts on commodities (23%) and equities (11%), and more moderate in the much larger interest rate (5%) and foreign exchange (2%) segments of the market.

The following trends are noted in the statistical release:

  • Rapid growth in commodity and equity contracts
  • Slowing growth in interest rate products
  • Subdued activity in FX derivatives
  • Less rapid growth in credit default swaps
  • Concentration increases in smaller market segments.

    Press release

  • © Graham Bishop

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