OTC derivatives amount rose 5% in H1

While notional amounts were up from end-2020, gross market values fell 20% across all instruments tracked by the BIS

Over-the-counter derivatives notional amounts soared over the first six months of 2021 to their highest level since 2019.

Data from the Bank for International Settlements (BIS) show notionals jumped 5% to $610 trillion over the first half of the year. In contrast, the fair values of outstanding contracts fell over the period to $12.6 trillion – a drop of 20% – the first decline since mid-2019.

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