The average daily turnover of over the counter (OTC) derivatives traded on in the Netherlands fluctuated between 2001 and 2019, ranging from a peak of over 61.3 billion U.S. dollars in 2010 down to a low of 18.8 billion in 2004. The most common instrument traded also fluctuated, with forward rate agreements being more common in 2019, while interest rate swaps were more common in the other years under consideration. Interest rate options comprised a small share of the total daily average turnover in every year, however.
Average daily turnover of over-the-counter FRAs, swaps, and options in the Netherlands from 2001 to 2019
(in million U.S. dollars)
Over the counter (OTC) refers to foreign exchange transactions that occur outside regulated exchanges (such as the New Yok Stock Exchange or London Stock Exchange).
Forward rate agreement: an agreement for the purchase and sale of interest-bearing asset (such as a bond) at a fixed price at a point in the future;
Swap: the exchange of two different types of interest rates on the same notional principle, with one investor paying a fixed interest rate but receiving variable interest rate payments, and the other paying a variable interest rate but receiving payments based on a fixed interest rate;
Option: an agreement to purchase an interest-bearing asset at some time on the future, but with no obligation to carry out the transaction (unlike with forwards).
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Bank for International Settlements. (December 8, 2019). Average daily turnover of over-the-counter FRAs, swaps, and options in the Netherlands from 2001 to 2019 (in million U.S. dollars) [Graph]. In Statista. Retrieved November 13, 2024, from https://www-statista-com.ezproxy.canberra.edu.au/statistics/1221032/average-daily-turnover-otc-interest-rate-derivatives-instrument-netherlands/
Bank for International Settlements. "Average daily turnover of over-the-counter FRAs, swaps, and options in the Netherlands from 2001 to 2019 (in million U.S. dollars)." Chart. December 8, 2019. Statista. Accessed November 13, 2024. https://www-statista-com.ezproxy.canberra.edu.au/statistics/1221032/average-daily-turnover-otc-interest-rate-derivatives-instrument-netherlands/
Bank for International Settlements. (2019). Average daily turnover of over-the-counter FRAs, swaps, and options in the Netherlands from 2001 to 2019 (in million U.S. dollars). Statista. Statista Inc.. Accessed: November 13, 2024. https://www-statista-com.ezproxy.canberra.edu.au/statistics/1221032/average-daily-turnover-otc-interest-rate-derivatives-instrument-netherlands/
Bank for International Settlements. "Average Daily Turnover of Over-the-counter Fras, Swaps, and Options in The Netherlands from 2001 to 2019 (in Million U.S. Dollars)." Statista, Statista Inc., 8 Dec 2019, https://www-statista-com.ezproxy.canberra.edu.au/statistics/1221032/average-daily-turnover-otc-interest-rate-derivatives-instrument-netherlands/
Bank for International Settlements, Average daily turnover of over-the-counter FRAs, swaps, and options in the Netherlands from 2001 to 2019 (in million U.S. dollars) Statista, https://www-statista-com.ezproxy.canberra.edu.au/statistics/1221032/average-daily-turnover-otc-interest-rate-derivatives-instrument-netherlands/ (last visited November 13, 2024)
Average daily turnover of over-the-counter FRAs, swaps, and options in the Netherlands from 2001 to 2019 (in million U.S. dollars) [Graph], Bank for International Settlements, December 8, 2019. [Online]. Available: https://www-statista-com.ezproxy.canberra.edu.au/statistics/1221032/average-daily-turnover-otc-interest-rate-derivatives-instrument-netherlands/
