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Article: Understanding BIS Derivatives Statistics

15 November 2016 | ClarusFT Feed
 

The most recent BIS data, at the end of June 2016 is here: http://www.bis.org/publ/otc_hy1611.htm and the BIS press release on their data is here: http://www.bis.org/press/p161110.htm

Notionals continue to go up, but compression is racing to bring them down. The analysis by ClarusFT below gives a perspective on the accuracy of the data.

Bill.


The BIS publish Semiannual OTC Derivatives Surveys which are complemented by a broad-ranging Trienniel Survey Clarus data, available daily, reconciles to within 2% of these BIS Surveys Our explanation of the data methodology will help anyone interested in market volumes The BIS have a broad-based and narrow list of reporting dealers which can affect the interpretation of data […]

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