BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2014 › »	Notional amounts outstanding				Gross market value
	H2 2012	H1 2013	H2 2013	H1 2014	H2 2012	H1 2013	H2 2013	H1 2014
All contracts	635,681	695,879	710,092	691,114	24,952	20,228	18,810	17,423
Foreign exchange contracts	78,059	80,901	78,492	82,510	2,954	2,613	2,457	1,884
By instrument
Outright forwards and forex swaps	38,602	39,495	38,396	40,229	1,215	1,082	941	680
Currency swaps	28,195	26,292	27,119	27,768	1,445	1,169	1,222	972
Options	11,260	15,074	12,936	14,473	294	362	294	232
Other products	1	40	41	40
By counterparty
Reporting dealers	32,134	33,228	33,796	34,492	1,167	1,054	1,069	763
Other financial institutions	34,102	35,223	34,089	37,143	1,214	1,080	963	763
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	11,822	12,413	10,569	10,838	573	479	425	357
By maturity
Up to 1 year	55,813	59,694	57,338	61,091
Between 1 and 5 years	15,917	15,217	15,102	15,317
Over 5 years	6,337	5,953	6,014	6,065
By currency
US dollar	66,853	71,299	67,974	71,904	2,250	2,220	2,067	1,538
Euro	26,760	26,151	26,998	28,223	954	654	737	629
Yen	14,951	15,597	14,547	13,592	877	703	739	369
Pound (sterling)	8,688	8,889	9,252	9,635	555	216	264	251
Swiss franc	4,371	4,592	4,492	4,355	176	135	142	118
Canadian dollar	3,723	3,415	3,401	3,386	109	106	78	88
Swedish krona	1,693	1,617	1,639	1,559	47	38	31	27
Other currencies	29,079	30,243	28,681	32,366	940	1,153	856	747
Interest rate contracts	521,253	580,374	600,821	578,884	20,023	15,764	14,689	13,914
By instrument
FRAs	76,091	89,992	81,973	95,654	172	276	209	220
Swaps	394,148	439,838	468,412	432,647	18,045	14,135	13,281	12,378
Options	51,010	50,191	50,075	50,231	1,806	1,352	1,199	1,316
Other products	4	354	361	351
By counterparty
Reporting dealers	128,636	108,180	99,912	88,560	6,453	4,619	3,867	3,835
Other financial institutions	354,268	435,689	482,268	473,142	12,298	10,250	10,002	9,176
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	38,346	36,152	18,280	16,831	1,273	895	820	902
By maturity
Up to 1 year	202,991	226,296	204,884	234,961
Between 1 and 5 years	192,076	213,869	240,376	214,172
Over 5 years	126,188	139,855	155,201	129,400
By currency
US dollar	154,853	170,678	174,894	162,277	6,185	4,793	4,367	3,295
Euro	198,899	235,312	247,099	227,141	9,643	7,689	7,251	7,604
Yen	55,020	55,195	52,657	51,809	918	716	697	761
Pound (sterling)	44,464	47,654	53,960	62,122	1,687	1,127	1,316	1,100
Swiss franc	5,625	5,968	6,142	5,724	159	126	133	125
Canadian dollar	8,891	9,593	10,640	10,720	198	151	144	130
Swedish krona	7,084	7,218	7,679	7,220	130	100	103	134
Other currencies	46,416	48,757	47,749	51,871	1,102	1,062	678	765
Equity-linked contracts	6,914	6,963	6,705	7,225	690	706	713	691
By instrument
Forwards and swaps	2,154	2,350	2,306	2,534	170	209	205	201
Options	4,761	4,614	4,399	4,691	521	498	508	489
By counterparty
Reporting dealers	2,295	2,362	2,142	2,487	210	245	247	231
Other financial institutions	3,663	3,726	3,949	4,012	330	346	355	352
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	957	875	614	726	151	115	112	108
By maturity
Up to 1 year	3,746	3,836	3,759	4,186
Between 1 and 5 years	2,552	2,448	2,318	2,418
Over 5 years	616	680	627	621
By market
US equities	2,039	2,114	2,220	2,554	226	265	304	305
European equities	3,223	2,991	2,797	2,945	266	269	247	233
Japanese equities	475	711	567	502	60	81	66	56
Other Asian equities	374	362	321	365	61	25	22	24
Latin American equities	136	131	164	179	14	11	10	11
Other equities	668	654	636	682	63	56	64	61