BIS Statistics Explorer: Table D5.1

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