Semiannual Report of Derivatives Activity

The FR 2436 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. The FR 2436 is the U.S. portion of a global data collection conducted by central banks. The Bank for International Settlements (BIS), of which the Board is a member, compiles aggregate national data from each central bank to produce and publish global market statistics. The BIS survey has two parts: a Derivatives Outstanding survey and a Turnover (volume of transactions) survey. The FR 2436 fulfills the Derivatives Outstanding portion and complements the triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity (FR 3036; OMB No. 7100-0285), which collects data on derivatives turnover for the Turnover portion of the survey. Together with data from other reporting countries, the Derivatives Outstanding portion of the BIS survey represents at least 90 percent of global OTC derivatives positions.

The latest form for Semiannual Report of Derivatives Activity expires 2028-04-30 and can be found here.