OTC derivatives values surge 36% in 2020
Foreign exchange derivatives were largely responsible for the overall increase in fair values in the second half of last year
Gross market values of over-the-counter derivatives soared by more than a third in 2020 to their highest level since 2016.
Data from the Bank for International Settlements (BIS) shows the fair values of outstanding contracts hit $15.8 trillion at the end of last year, up $4.2 trillion (36%) over the past 12 months. Notional amounts rose 4% to $582 trillion over the same period.
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