BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2017 › »	Notional amounts outstanding				Gross market value
	H2 2015	H1 2016	H2 2016	H1 2017	H2 2015	H1 2016	H2 2016	H1 2017
All contracts	492,536	552,943	482,421	542,439	14,487	21,119	14,948	12,683
Foreign exchange contracts	75,953	85,867	78,780	88,429	2,712	3,578	3,324	2,626
By instrument
Outright forwards and forex swaps	39,923	47,738	44,226	51,754	1,037	1,714	1,515	1,259
Currency swaps	23,909	25,160	22,971	24,532	1,372	1,549	1,510	1,160
Options	12,093	12,913	11,533	12,088	303	315	299	208
Other products	28	56	50	55
By counterparty
Reporting dealers	31,726	35,139	33,027	36,521	1,074	1,431	1,426	1,112
Other financial institutions	33,641	39,659	35,290	40,258	1,074	1,549	1,304	1,036
Central Counterparties	...	1,327	1,754	2,119	...	76	70	68
Non-financial customers	10,560	11,013	10,413	11,594	564	599	594	479
By maturity
Up to 1 year	58,302	68,220	60,146	69,461
Between 1 and 5 years	12,361	12,606	12,997	13,346
Over 5 years	5,264	4,984	5,587	5,566
By currency
US dollar	66,121	75,422	70,550	77,043	2,564	3,104	2,947	2,299
Euro	24,682	26,473	24,334	27,826	890	917	871	929
Yen	12,814	15,400	14,146	14,904	401	916	714	405
Pound (sterling)	9,434	10,528	9,080	11,070	295	667	367	346
Swiss franc	4,094	3,909	3,541	4,120	134	134	112	113
Canadian dollar	3,134	3,511	3,350	4,068	186	125	111	140
Swedish krona	1,426	1,775	1,812	2,038	32	47	46	55
Other currencies	30,202	34,716	30,747	35,788	923	1,245	1,479	964
Interest rate contracts	395,138	446,462	385,513	435,205	10,525	16,417	10,636	9,045
By instrument
FRAs	60,520	76,763	63,183	75,414	191	382	243	129
Swaps	296,740	334,144	289,103	321,812	9,272	14,623	9,444	8,131
Options	37,628	35,407	32,823	37,641	1,061	1,411	949	786
Other products	250	148	404	338
By counterparty
Reporting dealers	56,994	50,310	43,556	42,682	3,160	3,673	2,497	2,122
Other financial institutions	322,379	383,876	329,892	379,504	6,564	11,857	7,450	6,290
Central Counterparties	...	338,220	287,219	329,766	...	8,791	5,029	4,388
Non-financial customers	15,515	12,128	11,660	12,681	801	886	688	633
By maturity
Up to 1 year	157,902	198,751	165,888	199,179
Between 1 and 5 years	139,505	143,436	128,978	141,852
Over 5 years	97,481	104,127	90,243	93,835
By currency
US dollar	140,013	154,185	143,290	159,034	2,480	4,080	2,356	1,850
Euro	121,617	128,987	105,594	126,553	4,948	6,992	4,815	4,155
Yen	38,680	50,739	41,800	40,975	646	1,467	753	630
Pound (sterling)	39,053	46,384	34,033	36,684	1,403	2,446	1,701	1,490
Swiss franc	4,021	4,120	4,168	4,299	105	152	102	84
Canadian dollar	7,530	9,030	8,471	9,849	165	227	129	128
Swedish krona	4,752	5,807	4,652	6,156	95	157	96	87
Other currencies	39,473	47,211	43,506	51,655	682	894	683	622
Equity-linked contracts	7,241	6,761	6,253	6,964	505	523	477	524
By instrument
Forwards and swaps	3,341	2,589	2,574	2,903	149	175	160	184
Options	3,900	4,173	3,678	4,061	356	348	317	340
By counterparty
Reporting dealers	3,091	2,414	2,120	2,297	170	177	147	160
Other financial institutions	3,550	3,790	3,489	3,991	249	275	255	287
Central Counterparties	...	45	57	70	...	2	1	3
Non-financial customers	600	558	644	676	86	71	76	77
By maturity
Up to 1 year	4,646	4,295	4,016	4,555
Between 1 and 5 years	2,232	2,100	1,922	2,086
Over 5 years	363	367	315	323
By market
US equities	2,785	2,963	2,782	2,767	214	215	198	217
European equities	2,870	2,265	2,082	2,668	149	151	134	149
Japanese equities	297	309	251	305	32	37	28	28
Other Asian equities	456	351	255	297	20	21	18	19
Latin American equities	150	154	221	199	9	10	14	11
Other equities	682	720	663	727	81	88	85	99