Harnessing the Power of Financial Markets for the Public Good

DERIVATIVES DATA

 

The fact of the matter is that there is not a lot of publicly available data on derivatives markets.  In order to make what is available more accessible, and at the same time to illustrate the limited range of available data, the Derivatives Study Center put together the following "Databases" and "Data Links" to information on derivatives markets.

 

The following databases are spreadsheets prepared by the Derivatives Study Center in order to facilitate the use of available derivatives data in analytical studies and the preparation of charts.  The data is from the Bank for International Settlements (BIS) and the U.S. Treasury's Office of Comptroller of the Currency (OCC).  If you have access to Excel, then just click on the links below; or if you use other spreadsheet applications then right-click on the link, save to your disk and then open in your preferred application.

 

The following links are to the original sources of data from the BIS, OCC or the British Bankers Association.  There are additional sites, and some are included in the database entitled "DSC Database on Derivatives in Developing Countries."

 

DATABASES (data in XLS format)

 

BIS Global Derivatives Markets

                                               

BIS Developing Country Derivatives Markets

 

BIS Triennial Survey of OTC Derivatives Markets

                                               

OCC U.S. Derivatives Markets

        (HTM format for easier access)

 

FFIEC on individual financial institutions' derivatives use:

1. www.ffiec.gov/nic/   

2. Click "Financial and Performance Reports"

3. Select FRY-9Cs and Call Reports.

4. – type in name of firm (be patient)

5. The derivatives are in Schedules HI, L, R.

DATA LINKS

 

Compiled links for developing countries

    DSC Database on Derivatives in Developing Countries

    (Links to government and private sources of information)

 

Bank for International Settlements BIS)

    http://www.bis.org/publ/index.htm

 

Office of Comptroller of the Currency, U.S. Treasury Department

    http://www.occ.treas.gov/deriv/deriv.htm

 

British Bankers Association (BBA)

    http://www.bba.org.uk/ (then go to LIBOR or CORPORATE for other benchmarks)