About the market sizes of derivatives

[enjofaes]

Hi @David Harper CFA FRM ,

Made a quick summary of the market sizes of the 2 markets, reading from the books. Any links that track the amounts as in the books those are numbers from June 2019. Would be excited to see how much these markets have grown since COVID. Also note that the interest rate derivatives seem to be quite huge in OTC... Hope I did it correctly as I did it based of a draft note I made a couple of months back.

 

[Rblc]

The BIS tracks the size of derivative markets at a more granular level and transparent methodology. They do use broad categories like those above as well. You could reconcile that with the values of state level institutions to ensure the quality of your estimates. I would be personally curious of the end result.

About derivatives statistics

About the BIS derivatives statistics

www.bis.org