OTC derivatives amounts sank in H2 2018
Fair values down 6% over second half of 2018, 72% from peak
Over-the-counter derivatives notional amounts fell over the six months to end-December, continuing a seasonal pattern observed since 2016. The fair values of outstanding contracts also declined for the tenth consecutive quarter.
Data from the Bank for International Settlements shows that notionals collapsed 9% to $544.4 trillion over the second half of last year, and fair values 6% to $9.7 trillion.
The overall drops were led by interest rate derivatives. Outstanding notionals for these
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