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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H2 2013
›
»
Notional amounts outstanding
Gross market value
H1 2012
H2 2012
H1 2013
H2 2013
H1 2012
H2 2012
H1 2013
H2 2013
All contracts
641,305
635,681
695,879
710,092
25,518
24,952
20,228
18,810
Foreign exchange contracts
77,467
78,059
80,901
78,492
2,904
2,954
2,613
2,457
By instrument
Outright forwards and forex swaps
38,340
38,602
39,495
38,396
1,191
1,215
1,082
941
Currency swaps
26,955
28,195
26,292
27,119
1,381
1,445
1,169
1,222
Options
12,171
11,260
15,074
12,936
332
294
362
294
Other products
1
1
40
41
By counterparty
Reporting dealers
32,813
32,134
33,228
33,796
1,106
1,167
1,054
1,069
Other financial institutions
32,856
34,102
35,223
34,089
1,195
1,214
1,080
963
Central Counterparties
...
...
...
...
...
...
...
...
Non-financial customers
11,799
11,822
12,413
10,569
603
573
479
425
By maturity
Up to 1 year
56,214
55,813
59,694
57,338
Between 1 and 5 years
15,062
15,917
15,217
15,102
Over 5 years
6,199
6,337
5,953
6,014
By currency
US dollar
66,711
66,853
71,299
67,974
2,215
2,250
2,220
2,067
Euro
27,282
26,760
26,151
26,998
1,076
954
654
737
Yen
14,512
14,951
15,597
14,547
580
877
703
739
Pound (sterling)
8,462
8,688
8,889
9,252
569
555
216
264
Swiss franc
4,598
4,371
4,592
4,492
192
176
135
142
Canadian dollar
3,632
3,723
3,415
3,401
119
109
106
78
Swedish krona
1,740
1,693
1,617
1,639
45
47
38
31
Other currencies
27,996
29,079
30,243
28,681
1,013
940
1,153
856
Interest rate contracts
525,117
521,253
580,374
600,821
20,223
20,023
15,764
14,689
By instrument
FRAs
69,348
76,091
89,992
81,973
179
172
276
209
Swaps
402,768
394,148
439,838
468,412
18,094
18,045
14,135
13,281
Options
52,997
51,010
50,191
50,075
1,951
1,806
1,352
1,199
Other products
4
4
354
361
By counterparty
Reporting dealers
150,999
128,636
108,180
99,912
7,007
6,453
4,619
3,867
Other financial institutions
331,889
354,268
435,689
482,268
12,018
12,298
10,250
10,002
Central Counterparties
...
...
...
...
...
...
...
...
Non-financial customers
42,225
38,346
36,152
18,280
1,198
1,273
895
820
By maturity
Up to 1 year
219,369
202,991
226,296
204,884
Between 1 and 5 years
181,815
192,076
213,869
240,376
Over 5 years
123,934
126,188
139,855
155,201
By currency
US dollar
170,234
154,853
170,678
174,894
7,640
6,185
4,793
4,367
Euro
189,748
198,899
235,312
247,099
8,427
9,643
7,689
7,251
Yen
60,298
55,020
55,195
52,657
1,063
918
716
697
Pound (sterling)
42,143
44,464
47,654
53,960
1,535
1,687
1,127
1,316
Swiss franc
5,765
5,625
5,968
6,142
171
159
126
133
Canadian dollar
8,777
8,891
9,593
10,640
219
198
151
144
Swedish krona
7,786
7,084
7,218
7,679
113
130
100
103
Other currencies
40,366
46,416
48,757
47,749
1,055
1,102
1,062
678
Equity-linked contracts
6,982
6,914
6,963
6,705
732
690
706
713
By instrument
Forwards and swaps
1,990
2,154
2,350
2,306
160
170
209
205
Options
4,992
4,761
4,614
4,399
572
521
498
508
By counterparty
Reporting dealers
2,548
2,295
2,362
2,142
239
210
245
247
Other financial institutions
3,506
3,663
3,726
3,949
325
330
346
355
Central Counterparties
...
...
...
...
...
...
...
...
Non-financial customers
929
957
875
614
168
151
115
112
By maturity
Up to 1 year
3,690
3,746
3,836
3,759
Between 1 and 5 years
2,640
2,552
2,448
2,318
Over 5 years
652
616
680
627
By market
US equities
2,007
2,039
2,114
2,220
223
226
265
304
European equities
3,044
3,223
2,991
2,797
301
266
269
247
Japanese equities
656
475
711
567
73
60
81
66
Other Asian equities
491
374
362
321
62
61
25
22
Latin American equities
80
136
131
164
13
14
11
10
Other equities
705
668
654
636
60
63
56
64