Friday, November 5, 2010

Concentration of OTC Derivatives among Major Dealers (ISDA)

Abstract: U.S.-based derivatives dealers account for 37 percent of the global total notional amount outstanding of derivatives reported by Survey respondents. The largest fourteen derivatives dealers (G14) hold 82 percent of the total notional amount outstanding. Broken out by products, the G14 group holds 82 percent of interest rate derivatives, 90 percent of credit default swaps, and 86 percent of equity derivatives. Evaluated by traditional measures, concentration of notional amounts among major dealers appears to be low.

The full report: www.isda.org/researchnotes/pdf/ConcentrationRN_4-10.pdf

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