Triennial Survey statistics on turnover - DER

Data - BIS

Author

François Geerolf

Code 
load_data("bis/DER.RData")

iso3c, iso2c, Borrowers’ country

Code 
DER %>%
  arrange(iso3c, date) %>%
  group_by(iso3c, iso2c, `Derivatives reporting country`) %>%
  summarise(Nobs = n(),
            start = first(date),
            end = last(date)) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) datatable(., filter = 'top', rownames = F) else .}

FREQ, Frequency

Code 
DER %>%
  group_by(FREQ, Frequency) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}
FREQ Frequency Nobs
A Annual 367444

DER_TYPE, Derivatives measure

Code 
DER %>%
  group_by(DER_TYPE, `Derivatives measure`) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}
DER_TYPE Derivatives measure Nobs
U Turnover - notional amounts (daily average) 367444

DER_INSTR, Derivatives instrument

Code 
DER %>%
  group_by(DER_INSTR, `Derivatives instrument`) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}
DER_INSTR Derivatives instrument Nobs
A Total (all instruments) 84221
B Spot 52188
E Outright forwards 52174
H FX swaps 50949
R Options 44691
I Currency swaps 25192
N Interest rate swaps 14829
S Options sold 14511
T Options bought 14435
M Forward rate agreements 9729
8 Other interest rate swaps 2219
K Overnight indexed swaps 1374
Z Other instruments 875
G Non-deliverable forwards 57

DER_RISK, Derivatives risk category

Code 
DER %>%
  group_by(DER_RISK, `Derivatives risk category`) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}
DER_RISK Derivatives risk category Nobs
B Foreign exchange 305999
D Interest rate 61445

DER_SECTOR_CPY, Derivatives counterparty country

Code 
DER %>%
  group_by(DER_SECTOR_CPY, `Derivatives counterparty country`) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}
DER_SECTOR_CPY Derivatives counterparty country Nobs
A All countries 194774
B All countries 14470
A Residents 14355
A Rest of the World (Non-residents) 14266
B Rest of the World (Non-residents) 13927
U All countries 13720
C All countries 13629
U Residents 13430
B Residents 13328
C Residents 12833
C Rest of the World (Non-residents) 12831
U Rest of the World (Non-residents) 11646
D All countries 3594
E All countries 3527
P All countries 3393
F All countries 3132
G All countries 3115
W All countries 2630
V All countries 2588
H All countries 2244
X All countries 12