Semiannual Report of Derivatives Activity
The FR 2436 report collects data on notional amounts and gross market values of the volumes outstanding of over-the-counter (OTC) derivatives in broad categories--foreign exchange, interest rate, equity- and commodity-linked, and credit default swaps--across a range of underlying currencies, interest rates, and equity markets.
Find Related Datasets
Search by Tags
Click any tag below to search for similar datasets
Complete Metadata
| @type | dcat:Dataset |
|---|---|
| accessLevel | restricted public |
| bureauCode |
[
"920:00"
]
|
| contactPoint |
{
"fn": "Katherine Tom",
"hasEmail": "mailto:ogda-data@frb.gov"
}
|
| description | The FR 2436 report collects data on notional amounts and gross market values of the volumes outstanding of over-the-counter (OTC) derivatives in broad categories--foreign exchange, interest rate, equity- and commodity-linked, and credit default swaps--across a range of underlying currencies, interest rates, and equity markets. |
| identifier | FRBCNB03 |
| keyword |
[
"Data resource",
"Derivatives",
"FRS collected data",
"Financial institutions and services",
"Financial markets",
"Over-the-counter securities markets",
"Regulatory reports",
"Securities trading activity"
]
|
| landingPage | https://www.bis.org/statistics/derstats.htm?m=2071 |
| modified | R/P6M |
| programCode |
[
"920:000"
]
|
| publisher |
{
"name": "Board of Governors of the Federal Reserve System"
}
|
| title | Semiannual Report of Derivatives Activity |
