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Table
D12.1
÷
D11.6 «
» D12.2
Structure
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Turnover of OTC interest rate derivatives
Daily averages in April 2016, in millions of US dollars
«
‹
2016
›
»
All products
Forward rate agreements
Swaps
Total options
Other products
Total
Of which: overnight index swaps
Of which: other interest rate swaps
Total, "net-net" basis
2,677,443
653,290
1,858,559
...
...
163,021
2,573
By currency
US dollar
1,356,603
341,406
898,443
...
...
116,754
...
Euro
641,049
170,086
444,685
...
...
26,278
...
Pound (sterling)
237,316
91,449
138,058
...
...
7,809
...
Australian dollar
107,903
1,587
104,629
...
...
1,687
...
Yen
83,422
360
75,740
...
...
7,322
...
Canadian dollar
38,522
288
37,859
...
...
375
...
New Zealand dollar
26,013
277
25,732
...
...
4
...
Won
12,650
...
11,959
...
...
691
...
Czech koruna
1,350
214
1,134
...
...
2
...
Renminbi
10,188
0
10,060
...
...
128
...
Rand
16,146
12,340
3,014
...
...
792
...
Swedish krona
19,437
10,267
8,658
...
...
512
...
Indian rupee
5,653
...
5,642
...
...
11
...
Mexican peso
25,530
...
25,468
...
...
62
...
Other currencies
95,660
25,016
67,477
...
...
593
...
By counterparty
With reporting dealers
693,466
171,400
460,634
...
...
61,432
...
Local
332,290
103,900
207,146
...
...
21,243
...
Cross-border
361,176
67,500
253,488
...
...
40,188
...
With other financial institutions
1,771,532
474,683
1,203,803
...
...
93,046
...
Local
524,595
98,932
387,972
...
...
37,691
...
Cross-border
1,246,938
375,751
815,831
...
...
55,355
...
With non-financial institutions
209,872
7,207
194,123
...
...
8,543
...
Local
33,460
733
29,541
...
...
3,186
...
Cross-border
176,412
6,473
164,582
...
...
5,356
...
Of which: related party trades
391,534
...
...
...
...
...
...
Of which: back-to-back trades
...
...
...
...
...
...
...
Of which: compression trades
...
...
...
...
...
...
By country
United Kingdom
1,180,246
375,015
757,279
...
...
45,452
2,500
United States
1,240,774
241,951
898,321
...
...
100,259
242
Hong Kong SAR
109,775
3,427
73,811
...
...
32,471
66
Germany
31,311
12,377
17,997
...
...
936
...
France
141,215
34,841
99,463
...
...
6,911
...
Singapore
58,026
1,680
55,675
...
...
649
22
Australia
56,385
4,105
51,399
...
...
881
...
Canada
32,789
2,592
29,344
...
...
853
...
Japan
55,910
822
47,358
...
...
7,719
11
Netherlands
21,520
8,747
12,609
...
...
165
...
Ireland
1,079
...
1,075
...
...
5
...
Italy
14,094
2,683
11,222
...
...
189
...
Denmark
9,897
2,866
6,286
...
...
709
35
Switzerland
8,178
1,851
6,199
...
...
129
Other countries
77,827
27,832
44,010
...
...
5,880
105
