Semiannual Report of Derivatives Activity

This report collects derivatives market statistics from the eight largest U.S. dealers of over-the-counter (OTC) derivatives. Data are collected on the notional amounts and gross fair values of the volumes outstanding of broad categories of foreign exchange, interest rate, equity, commodity-linked, and credit default swap OTC derivatives contracts across a range of underlying currencies, interest rates, and equity markets. This collection of information complements the triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity (FR 3036; OMB No. 7100 0285). The FR 2436 collects similar data on the outstanding volume of derivatives, but not on derivatives turnover. The Board conducts both surveys in coordination with other central banks. The aggregated U.S. data is compiled and forwarded to the Bank for International Settlements (BIS), which publishes global market statistics that are aggregates of national data.

The latest form for Semiannual Report of Derivatives Activity expires 2022-07-31 and can be found here.