BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H2 2014 › »	Notional amounts outstanding				Gross market value
	H1 2013	H2 2013	H1 2014	H2 2014	H1 2013	H2 2013	H1 2014	H2 2014
All contracts	695,879	710,092	691,114	627,786	20,228	18,810	17,423	20,830
Foreign exchange contracts	80,901	78,492	82,510	82,062	2,613	2,457	1,884	3,128
By instrument
Outright forwards and forex swaps	39,495	38,396	40,229	41,174	1,082	941	680	1,331
Currency swaps	26,292	27,119	27,768	25,519	1,169	1,222	972	1,387
Options	15,074	12,936	14,473	15,333	362	294	232	409
Other products	40	41	40	36
By counterparty
Reporting dealers	33,228	33,796	34,492	34,184	1,054	1,069	763	1,380
Other financial institutions	35,223	34,089	37,143	37,048	1,080	963	763	1,244
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	12,413	10,569	10,838	10,797	479	425	357	504
By maturity
Up to 1 year	59,694	57,338	61,091	61,621
Between 1 and 5 years	15,217	15,102	15,317	14,745
Over 5 years	5,953	6,014	6,065	5,663
By currency
US dollar	71,299	67,974	71,904	73,330	2,220	2,067	1,538	2,818
Euro	26,151	26,998	28,223	26,345	654	737	629	996
Yen	15,597	14,547	13,592	14,610	703	739	369	805
Pound (sterling)	8,889	9,252	9,635	8,814	216	264	251	249
Swiss franc	4,592	4,492	4,355	4,543	135	142	118	149
Canadian dollar	3,415	3,401	3,386	3,265	106	78	88	107
Swedish krona	1,617	1,639	1,559	1,322	38	31	27	44
Other currencies	30,243	28,681	32,366	31,896	1,153	856	747	1,088
Interest rate contracts	580,374	600,821	578,884	519,607	15,764	14,689	13,914	16,128
By instrument
FRAs	89,992	81,973	95,654	83,614	276	209	220	257
Swaps	439,838	468,412	432,647	391,473	14,135	13,281	12,378	14,327
Options	50,191	50,075	50,231	44,202	1,352	1,199	1,316	1,544
Other products	354	361	351	319
By counterparty
Reporting dealers	108,180	99,912	88,560	73,565	4,619	3,867	3,835	4,117
Other financial institutions	435,689	482,268	473,142	430,601	10,250	10,002	9,176	11,043
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	36,152	18,280	16,831	15,123	895	820	902	968
By maturity
Up to 1 year	226,296	204,884	234,961	206,392
Between 1 and 5 years	213,869	240,376	214,172	189,896
Over 5 years	139,855	155,201	129,400	123,000
By currency
US dollar	170,678	174,894	162,277	173,891	4,793	4,367	3,295	3,659
Euro	235,312	247,099	227,141	172,144	7,689	7,251	7,604	8,461
Yen	55,195	52,657	51,809	46,233	716	697	761	800
Pound (sterling)	47,654	53,960	62,122	58,192	1,127	1,316	1,100	1,852
Swiss franc	5,968	6,142	5,724	5,129	126	133	125	141
Canadian dollar	9,593	10,640	10,720	10,312	151	144	130	168
Swedish krona	7,218	7,679	7,220	5,730	100	103	134	140
Other currencies	48,757	47,749	51,871	47,977	1,062	678	765	907
Equity-linked contracts	6,963	6,705	7,225	7,096	706	713	691	627
By instrument
Forwards and swaps	2,350	2,306	2,534	2,521	209	205	201	180
Options	4,614	4,399	4,691	4,575	498	508	489	447
By counterparty
Reporting dealers	2,362	2,142	2,487	2,403	245	247	231	204
Other financial institutions	3,726	3,949	4,012	3,975	346	355	352	296
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	875	614	726	718	115	112	108	127
By maturity
Up to 1 year	3,836	3,759	4,186	4,554
Between 1 and 5 years	2,448	2,318	2,418	2,085
Over 5 years	680	627	621	457
By market
US equities	2,114	2,220	2,554	2,933	265	304	305	292
European equities	2,991	2,797	2,945	2,469	269	247	233	184
Japanese equities	711	567	502	511	81	66	56	49
Other Asian equities	362	321	365	373	25	22	24	21
Latin American equities	131	164	179	179	11	10	11	11
Other equities	654	636	682	632	56	64	61	70