BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H2 2016 › »	Notional amounts outstanding				Gross market value
	H1 2015	H2 2015	H1 2016	H2 2016	H1 2015	H2 2015	H1 2016	H2 2016
All contracts	551,298	492,536	552,943	482,421	15,480	14,487	21,119	14,948
Foreign exchange contracts	79,771	75,953	85,867	78,780	2,681	2,712	3,578	3,324
By instrument
Outright forwards and forex swaps	40,719	39,923	47,738	44,226	1,028	1,037	1,714	1,515
Currency swaps	24,864	23,909	25,160	22,971	1,312	1,372	1,549	1,510
Options	14,157	12,093	12,913	11,533	341	303	315	299
Other products	32	28	56	50
By counterparty
Reporting dealers	32,697	31,726	35,139	33,027	1,073	1,074	1,431	1,426
Other financial institutions	35,672	33,641	39,659	35,290	1,060	1,074	1,549	1,304
Central Counterparties	...	...	1,327	1,754	...	...	76	70
Non-financial customers	11,372	10,560	11,013	10,413	548	564	599	594
By maturity
Up to 1 year	60,849	58,302	68,220	60,146
Between 1 and 5 years	13,377	12,361	12,606	12,997
Over 5 years	5,516	5,264	4,984	5,587
By currency
US dollar	69,381	66,121	75,422	70,550	2,315	2,564	3,104	2,947
Euro	27,922	24,682	26,473	24,334	1,002	890	917	871
Yen	13,821	12,814	15,400	14,146	508	401	916	714
Pound (sterling)	9,381	9,434	10,528	9,080	318	295	667	367
Swiss franc	4,204	4,094	3,909	3,541	150	134	134	112
Canadian dollar	3,690	3,134	3,511	3,350	129	186	125	111
Swedish krona	1,407	1,426	1,775	1,812	32	32	47	46
Other currencies	29,736	30,202	34,716	30,747	908	923	1,245	1,479
Interest rate contracts	446,946	395,138	446,462	385,513	11,465	10,525	16,417	10,636
By instrument
FRAs	77,089	60,520	76,763	63,183	226	191	382	243
Swaps	328,894	296,740	334,144	289,103	10,094	9,272	14,623	9,444
Options	40,683	37,628	35,407	32,823	1,145	1,061	1,411	949
Other products	280	250	148	404
By counterparty
Reporting dealers	64,185	56,994	50,310	43,556	3,205	3,160	3,673	2,497
Other financial institutions	367,850	322,379	383,876	329,892	7,448	6,564	11,857	7,450
Central Counterparties	...	...	338,220	287,219	...	...	8,791	5,029
Non-financial customers	14,631	15,515	12,128	11,660	812	801	886	688
By maturity
Up to 1 year	185,274	157,902	198,751	165,888
Between 1 and 5 years	156,444	139,505	143,436	128,978
Over 5 years	104,947	97,481	104,127	90,243
By currency
US dollar	160,985	140,013	154,185	143,290	2,795	2,480	4,080	2,356
Euro	130,179	121,617	128,987	105,594	5,477	4,948	6,992	4,815
Yen	44,137	38,680	50,739	41,800	587	646	1,467	753
Pound (sterling)	47,599	39,053	46,384	34,033	1,409	1,403	2,446	1,701
Swiss franc	4,298	4,021	4,120	4,168	141	105	152	102
Canadian dollar	10,730	7,530	9,030	8,471	217	165	227	129
Swedish krona	4,948	4,752	5,807	4,652	110	95	157	96
Other currencies	44,068	39,473	47,211	43,506	730	682	894	683
Equity-linked contracts	7,656	7,241	6,761	6,253	617	505	523	477
By instrument
Forwards and swaps	2,824	3,341	2,589	2,574	170	149	175	160
Options	4,832	3,900	4,173	3,678	447	356	348	317
By counterparty
Reporting dealers	2,563	3,091	2,414	2,120	214	170	177	147
Other financial institutions	4,337	3,550	3,790	3,489	274	249	275	255
Central Counterparties	...	...	45	57	...	...	2	1
Non-financial customers	756	600	558	644	128	86	71	76
By maturity
Up to 1 year	5,013	4,646	4,295	4,016
Between 1 and 5 years	2,190	2,232	2,100	1,922
Over 5 years	453	363	367	315
By market
US equities	3,264	2,785	2,963	2,782	260	214	215	198
European equities	2,728	2,870	2,265	2,082	196	149	151	134
Japanese equities	417	297	309	251	51	32	37	28
Other Asian equities	462	456	351	255	22	20	21	18
Latin American equities	179	150	154	221	11	9	10	14
Other equities	606	682	720	663	77	81	88	85