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Derivatives Compass

Gross market value

Japanese
グロスベースの市場価値
Last reviewed
September 24, 2026

This is a draft, shown for review before publication.

Gross market value is the total market value of derivatives transactions before amounts are netted with each counterparty under a netting agreement. Positive market values, from transactions where the holder is a net receiver, and negative market values, from transactions where it is a net payer, are totaled separately.

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