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This document provides an overview of the derivatives market, including the major types of derivative contracts, underlying securities, and key participants. It discusses forwards, futures, options, and swaps contracts. The major underlying asset classes are currencies, interest rates, commodities, credits, and equities. The key participants in the derivatives market are investors, brokers, dealers, and market makers. Data on the notional amounts outstanding and market shares of over-the-counter and exchange-traded derivatives from 1998-2011 is presented. References for further reading on derivatives markets are also included.
This document provides an overview of the derivatives market, including the major types of derivative contracts, underlying securities, and key participants. It discusses forwards, futures, options, and swaps contracts. The major underlying asset classes are currencies, interest rates, commodities, credits, and equities. The key participants in the derivatives market are investors, brokers, dealers, and market makers. Data on the notional amounts outstanding and market shares of over-the-counter and exchange-traded derivatives from 1998-2011 is presented. References for further reading on derivatives markets are also included.
This document provides an overview of the derivatives market, including the major types of derivative contracts, underlying securities, and key participants. It discusses forwards, futures, options, and swaps contracts. The major underlying asset classes are currencies, interest rates, commodities, credits, and equities. The key participants in the derivatives market are investors, brokers, dealers, and market makers. Data on the notional amounts outstanding and market shares of over-the-counter and exchange-traded derivatives from 1998-2011 is presented. References for further reading on derivatives markets are also included.
Overview of Financial Instrument Universe Derivatives Market Structure Type of Contract Forwards Contract Futures Contract Options Contract SWAP
Available Securities Currency Interest Rate Commodity Credit Equity Major Players Investors/Customers Brokers Dealers Market makers (MM) Notional Principle Outstanding in Derivatives Market (USD Trillion) Estimation of Uncollartized Exposure Market Share (%) Size of Derivative Market OTC Derivative market 1998-2011 Derivative Market Size The Exchange Traded Derivative Market 1998-2011 References Derivatives in Financial Market Development, http://people.stern.nyu.edu/rsundara/papers/RangarajanSundaramFinal.pdf Derivatives markets, products and participants: an overview http://www.bis.org/ifc/publ/ifcb35a.pdf Impact of Economic Crisis on OTC Derivatives Markets for Insurers, http://www.soa.org/uploadedFiles/Files/Pd/2010-ny-choudri.pdf The OTC derivatives markets after financial reforms Cosmina Amariei and Diego Valiante, http://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=0CB0QFjAA&url=ht tp%3A%2F%2Fwww.ceps.be%2Fceps%2Fdld%2F9283%2Fpdf&ei=PDqrU9ewLJKIqgay6YLACA&usg= AFQjCNFOgU-bAWDu4PPtA6evkFesq-DdqQ&bvm=bv.69620078,d.b2k The Global Derivatives Market A Blueprint for Market Safety and Integrity http://deutscheboerse.com/dbg/dispatch/en/binary/gdb_content_pool/imported_files/public_file s/10_downloads/11_about_us/Public_Affairs/The_Global_Derivatives_Market_0909.pdf The recent growth of derivative markets, http://www.newyorkfed.org/research/quarterly_review/1992v17/v17n4article2.pdf