Statistical release: OTC derivatives statistics at end-December 2012
Monetary and Economic Department
"...Equity-linked and commodity derivatives
For equity-linked derivatives, notional amounts outstanding were almost unchanged at $6.3 trillion at the end of 2012, after a 6% expansion in the first half of 2012 (Table 1). An increase in forwards and swaps almost offset the 5% decline in outstanding options. Market values of equity-linked contracts slipped another 6% in the second half of 2012, to $605 billion; this was more than accounted for by the drop registered for options (–10%).
Amounts outstanding of commodity derivatives fell 14% from $3 trillion to $2.6 trillion, although market values contracted by substantially less (–8%), implying that the remaining contracts increased in average value (Table 1). Notional amounts outstanding on gold declined to $486 billion. While gross market values on gold and other commodity contracts had both fallen by almost 20% in the first half of the year, in the second half the slide in the value of gold contracts was relatively bigger (–15%) than that in other commodity contracts (–7%)..."
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