Question

By what percentage have the values the amount of derivatives traded worldwide changed since 2016 as reported in Tables D5 and D1? What countries are currently the biggest traders of derivative securities?

Global OTC derivatives market In billions of US dollars Table D5 Notional amounts outstanding Gross market value H2 2016 Н1 2017 НГ 2017 Н1 2018 Н2 2016 Н! 2017 НГ 2017 Н1 2018 12,683 2,626 482,421 542,439 531,911 594,833 14,948 3,324 10,956 10,326 2,620 exchange contracts 78,780 88,429 Outright forwards and fx swaps Currency swaps 44,226 22,971 51,754 50,847 1,515 1,510 26,012 13,307 1,155 12,088 36,521 40,258 36,128 Reporting dealers Other financial institutions 33,027 40 40,609 43,308 11,817 76,145 1,036 1,754 Non-financial customers 11,849 Up to one year Between one and five years Over five years 60,146 12,997 69,461 13,346 68,083 13,474 13,879 70,550 77,043 27,826 14,904 11,070 74,756 2,947 871 1,974 14,838 12,257 31,368 15,629 11,719 9,080 3,541 4,088 2,038 35,788 Other currencies Interest rate contracts 37,621 385,513 435,205 426,648 481,085 10,636 6,644 63,183 103 32,823 84,131 349,761 46,833 289, 321,812318,870 6,747 5,914 37,641 Other products 40,116 329,892 379,504 371868 426,168 287,219 329,766 320,218 366,665 14,441 43,556 42682 40,720 2,497 Other financial institutions 5,002 Central counterparti Non-financial customers 4,388 11,660 12,681 By maturity Up to one year Between one and five years Over five years 165,888 199,179 191445 231,284 128,978 141,852 140,035 155,344 94,097 90,243 93,835 94,836 143,290 159,034 156,506 192,510 105,594 126,553 121890 129 41,800 34,033 40,975 36,684 38,772 37,215 44,522 630 102 10,944 5,985 50,874 12,494 135 43,506 Other currencies Equity-linked contracts 51,655 6,964 54,478 Forwards and swaps 4,061 3,772 Other financial institutions 20 Non-financial customers 76 Up to one year Between one and five years Over five years 4,087 2,086 US equities European equities Japanese equities Other Asian equities Latin American equities Other equities 2,082 768

Answer 1

Using excel it is an easy process to calculate the percentage change for the 4 years, by firstly taking down the average of 1st two years of values of the amount traded for a particular country in a particular segment then, you need to do the following (Current year or 3rd-year value - Prior 2 year value avg)/(Prior 2 year value avg) - gives you the percentage change.

using this I have made all the calculation for the different countries for different derivative products for a 3-year percentage change on my excel sheet which is very much easy to calculate using excel and I request you all to try on excel.

So by comparing all the countries percentage change from 2016 to 2018 basing on the above available data, I would like to conclude that North America is the biggest traders in the derivatives market and next to it is the European market.