Derivative Tape Weekly Statistics

Below are some weekly statistics for the Oktris Derivative Tape dataset. These statistics cover both the EU 27 and UK trading activities recorded on the tape. EUR Notionals are calculated trade by trade and converted from their reported currency to EUR based on the European Central bank rate for that trade day (or the most recent rate published by the ECB prior to that date). GBP notional value is converted first to EUR from the reported notional, then to GBP using ECB rates. Where a rate cannot be found in the preceding 30 days (for example, currency RUB), this trade is omitted from the notional calculations, but IS included in the other overall statistics. Also as the ECB publishes a rate for CNY but not for CNH, Oktris uses the published CNY rate where the notional currency is CNH.