iso3c, iso2c, Borrowers’ country

Code

OTC %>%
  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

OTC %>%
  group_by(FREQ, Frequency) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}

FREQ	Frequency	Nobs
H	Half-yearly	161740

DER_TYPE, Derivatives measure

Code

OTC %>%
  group_by(DER_TYPE, `Derivatives measure`) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}

DER_TYPE	Derivatives measure	Nobs
A	Notional amounts outstanding	72046
D	Gross market values	46064
S	Notional amounts outstanding bought	15098
T	Notional amounts outstanding sold	15022
Q	Herfindahl index	11223
B	Gross positive market values	867
C	Gross negative market values	867
H	Outstanding - gross credit exposure	213
E	Gross positive credit exposure	170
F	Gross negative credit exposure	170

DER_INSTR, Derivatives instrument

Code

OTC %>%
  group_by(DER_INSTR, `Derivatives instrument`) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}

DER_INSTR	Derivatives instrument	Nobs
R	Options	19946
U	Credit default swaps	18015
W	Multi-name	16389
A	Total (all instruments)	15935
T	Options bought	15295
S	Options sold	15289
V	Single-name	13308
C	Forwards and swaps	11381
D	Outright forwards and FX swaps	9726
M	Forward rate agreements	7273
N	Interest rate swaps	7273
L	Forward rate agreemets and IR Swaps	5875
I	Currency swaps	5322
X	Index products	627
Z	Other instruments	86

DER_RISK, Derivatives risk category

Code

OTC %>%
  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
T	Credit Derivatives	49468
D	Interest rate	45793
B	Foreign exchange	43901
E	Equity	19760
U	Other derivatives	1098
C	Foreign exchange including gold	387
J	Commodities	301
L	Gold	301
M	Other precious metals	301
Q	Other commodities	301
A	Total (all risk categories)	129

DER_SECTOR_CPY, Derivatives counterparty country

Code

OTC %>%
  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	30735
B	All countries	28843
C	All countries	25532
U	All countries	25511
Z	All countries	7478
K	All countries	6222
L	All countries	4487
P	All countries	4472
O	All countries	4463
N	All countries	4442
M	All countries	4433
A	European developed countries	641
A	Japan	641
A	Latin America	641
A	Other Asian countries	641
A	United States	641
B	European developed countries	641
B	Japan	641
B	Latin America	641
B	Other Asian countries	641
B	United States	641
A	All other countries	555
B	All other countries	555
C	All other countries	516
C	European developed countries	516
C	Japan	516
C	Latin America	516
C	Other Asian countries	516
C	United States	516
U	All other countries	516
U	European developed countries	516
U	Japan	516
U	Latin America	516
U	Other Asian countries	516
U	United States	516
Z	European developed countries	125
Z	Japan	125
Z	Latin America	125
Z	Other Asian countries	125
Z	United States	125
K	European developed countries	84
K	Other Asian countries	84
K	United States	84
K	All other countries	82
K	Latin America	72
K	Japan	70
A	Residents	51
B	Residents	51
Z	Residents	51
A	Rest of the World (Non-residents)	39
B	Rest of the World (Non-residents)	39
Z	All other countries	39
Z	Rest of the World (Non-residents)	39