The volume of over-the-counter OTC derivatives contracts outstanding continued to rise in the final half of 2005, albeit at a slowing pace. Notional amounts of all types of OTC contracts excluding credit derivatives stood at $285 trillion at the end of December, 5% higher than six months before. The growth in notional amounts was particularly strong in contracts on commodities (23%) and equities (11%), and more moderate in the much larger interest rate (5%) and foreign exchange (2%) segments of the market.
The following trends are noted in the statistical release:
Rapid growth in commodity and equity contracts
Slowing growth in interest rate products
Subdued activity in FX derivatives
Less rapid growth in credit default swaps
Concentration increases in smaller market segments.
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© Graham Bishop
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