BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2016 › »	Notional amounts outstanding				Gross market value
	H2 2014	H1 2015	H2 2015	H1 2016	H2 2014	H1 2015	H2 2015	H1 2016
All contracts	627,786	551,298	492,536	552,943	20,830	15,480	14,487	21,119
Foreign exchange contracts	82,062	79,771	75,953	85,867	3,128	2,681	2,712	3,578
By instrument
Outright forwards and forex swaps	41,174	40,719	39,923	47,738	1,331	1,028	1,037	1,714
Currency swaps	25,519	24,864	23,909	25,160	1,387	1,312	1,372	1,549
Options	15,333	14,157	12,093	12,913	409	341	303	315
Other products	36	32	28	56
By counterparty
Reporting dealers	34,184	32,697	31,726	35,139	1,380	1,073	1,074	1,431
Other financial institutions	37,048	35,672	33,641	39,659	1,244	1,060	1,074	1,549
Central Counterparties	...	...	...	1,327	...	...	...	76
Non-financial customers	10,797	11,372	10,560	11,013	504	548	564	599
By maturity
Up to 1 year	61,621	60,849	58,302	68,220
Between 1 and 5 years	14,745	13,377	12,361	12,606
Over 5 years	5,663	5,516	5,264	4,984
By currency
US dollar	73,330	69,381	66,121	75,422	2,818	2,315	2,564	3,104
Euro	26,345	27,922	24,682	26,473	996	1,002	890	917
Yen	14,610	13,821	12,814	15,400	805	508	401	916
Pound (sterling)	8,814	9,381	9,434	10,528	249	318	295	667
Swiss franc	4,543	4,204	4,094	3,909	149	150	134	134
Canadian dollar	3,265	3,690	3,134	3,511	107	129	186	125
Swedish krona	1,322	1,407	1,426	1,775	44	32	32	47
Other currencies	31,896	29,736	30,202	34,716	1,088	908	923	1,245
Interest rate contracts	519,607	446,946	395,138	446,462	16,128	11,465	10,525	16,417
By instrument
FRAs	83,614	77,089	60,520	76,763	257	226	191	382
Swaps	391,473	328,894	296,740	334,144	14,327	10,094	9,272	14,623
Options	44,202	40,683	37,628	35,407	1,544	1,145	1,061	1,411
Other products	319	280	250	148
By counterparty
Reporting dealers	73,565	64,185	56,994	50,310	4,117	3,205	3,160	3,673
Other financial institutions	430,601	367,850	322,379	383,876	11,043	7,448	6,564	11,857
Central Counterparties	...	...	...	338,220	...	...	...	8,791
Non-financial customers	15,123	14,631	15,515	12,128	968	812	801	886
By maturity
Up to 1 year	206,392	185,274	157,902	198,751
Between 1 and 5 years	189,896	156,444	139,505	143,436
Over 5 years	123,000	104,947	97,481	104,127
By currency
US dollar	173,891	160,985	140,013	154,185	3,659	2,795	2,480	4,080
Euro	172,144	130,179	121,617	128,987	8,461	5,477	4,948	6,992
Yen	46,233	44,137	38,680	50,739	800	587	646	1,467
Pound (sterling)	58,192	47,599	39,053	46,384	1,852	1,409	1,403	2,446
Swiss franc	5,129	4,298	4,021	4,120	141	141	105	152
Canadian dollar	10,312	10,730	7,530	9,030	168	217	165	227
Swedish krona	5,730	4,948	4,752	5,807	140	110	95	157
Other currencies	47,977	44,068	39,473	47,211	907	730	682	894
Equity-linked contracts	7,096	7,656	7,241	6,761	627	617	505	523
By instrument
Forwards and swaps	2,521	2,824	3,341	2,589	180	170	149	175
Options	4,575	4,832	3,900	4,173	447	447	356	348
By counterparty
Reporting dealers	2,403	2,563	3,091	2,414	204	214	170	177
Other financial institutions	3,975	4,337	3,550	3,790	296	274	249	275
Central Counterparties	...	...	...	45	...	...	...	2
Non-financial customers	718	756	600	558	127	128	86	71
By maturity
Up to 1 year	4,554	5,013	4,646	4,295
Between 1 and 5 years	2,085	2,190	2,232	2,100
Over 5 years	457	453	363	367
By market
US equities	2,933	3,264	2,785	2,963	292	260	214	215
European equities	2,469	2,728	2,870	2,265	184	196	149	151
Japanese equities	511	417	297	309	49	51	32	37
Other Asian equities	373	462	456	351	21	22	20	21
Latin American equities	179	179	150	154	11	11	9	10
Other equities	632	606	682	720	70	77	81	88