Description:
The FR 2436 report collects data on notional amounts and gross market values of the volumes outstanding of broad categories of foreign exchange, interest rate, equity- and commodity-linked over-the-counter (OTC) derivatives instruments. The information complements the ongoing triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity (FR 3036), which collects data on derivatives turnover and outstandings.

Subjects:
Derivatives

Audiences:
Brokers and Dealers, Commercial Banks

Additional Information:
Historic Reporting Changes

FR 2436 Notice of Changes

FR 2436 Edit Checks

Publication:
Aggregate country data are published semiannually by the Bank of International Settlements (BIS) . The data are available in a PDF format through the BIS website. The data reported by individual US dealers are not publicly published.