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Semiannual Report of Derivatives Activity
The FR 2436 report collects data on notional amounts and gross market values of the volumes outstanding of over-the-counter (OTC) derivatives in broad categories--foreign exchange, interest rate, equity- and commodity-linked, and credit default swaps--across a range of underlying currencies, interest rates, and equity markets.
Form #:  FR 2436
Agency:  Federal Reserve System
  TYPE PAGES SIZE (KB) CAPABILITY WHAT'S
NEEDED
pdf Instructions Only 18 345 [2] Printable Only Adobe Reader Download  

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