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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H2 2018
›
»
Notional amounts outstanding
Gross market value
H1 2017
H2 2017
H1 2018
H2 2018
H1 2017
H2 2017
H1 2018
H2 2018
All contracts
542,439
531,911
594,832
544,383
12,683
10,956
10,326
9,662
Foreign exchange contracts
88,429
87,117
95,798
90,658
2,626
2,293
2,620
2,257
By instrument
Outright forwards and forex swaps
51,754
50,847
56,416
53,908
1,259
1,111
1,249
1,074
Currency swaps
24,532
25,535
26,012
24,856
1,160
989
1,155
990
Options
12,088
10,679
13,307
11,836
208
192
216
193
Other products
55
56
64
58
By counterparty
Reporting dealers
36,521
36,128
40,609
37,706
1,112
936
1,146
966
Other financial institutions
40,258
39,084
43,308
41,548
1,036
918
1,042
891
Central Counterparties
2,119
2,100
2,907
2,709
68
65
71
59
Non-financial customers
11,594
11,849
11,817
11,346
479
439
431
400
By maturity
Up to 1 year
69,461
68,083
76,145
71,406
Between 1 and 5 years
13,346
13,474
13,879
13,753
Over 5 years
5,566
5,504
5,709
5,441
By currency
US dollar
77,043
74,756
84,448
80,187
2,299
1,974
2,336
1,981
Euro
27,826
28,280
31,368
28,300
929
782
825
627
Yen
14,904
14,838
15,629
15,248
405
300
363
391
Pound (sterling)
11,070
12,257
11,719
11,032
346
305
357
307
Swiss franc
4,120
4,257
4,196
3,860
113
91
94
72
Canadian dollar
4,068
4,088
4,484
4,250
140
107
117
145
Swedish krona
2,038
2,268
2,131
2,082
55
47
59
38
Other currencies
35,788
33,490
37,621
36,357
964
979
1,089
953
Interest rate contracts
435,205
426,648
481,086
436,832
9,045
7,579
6,644
6,400
By instrument
FRAs
75,414
68,334
84,131
67,636
129
112
107
134
Swaps
321,812
318,870
349,762
326,681
8,131
6,747
5,914
5,686
Options
37,641
39,112
46,833
42,159
786
719
623
581
Other products
338
332
361
357
By counterparty
Reporting dealers
42,682
40,720
40,116
39,010
2,122
1,963
1,704
1,623
Other financial institutions
379,504
371,868
426,168
383,771
6,290
5,002
4,326
4,232
Central Counterparties
329,766
320,218
366,665
332,086
4,388
3,217
2,702
2,713
Non-financial customers
12,681
13,729
14,441
13,695
633
614
614
546
By maturity
Up to 1 year
199,179
191,445
231,283
200,650
Between 1 and 5 years
141,852
140,035
155,344
147,359
Over 5 years
93,835
94,836
94,098
88,466
By currency
US dollar
159,034
156,506
192,510
169,163
1,850
1,434
1,326
1,183
Euro
126,553
121,890
129,417
114,010
4,155
3,561
3,140
3,134
Yen
40,975
38,772
37,215
36,166
630
491
443
464
Pound (sterling)
36,684
37,570
44,522
39,454
1,490
1,292
1,067
924
Swiss franc
4,299
4,107
4,398
3,467
84
62
52
50
Canadian dollar
9,849
10,944
12,494
14,225
128
135
104
95
Swedish krona
6,156
5,985
6,052
5,931
87
65
60
52
Other currencies
51,655
50,874
54,478
54,416
622
539
452
498
Equity-linked contracts
6,964
6,569
7,071
6,419
524
575
608
571
By instrument
Forwards and swaps
2,903
3,210
3,299
2,938
184
197
228
248
Options
4,061
3,360
3,772
3,481
340
378
380
323
By counterparty
Reporting dealers
2,297
1,685
1,770
1,603
160
163
153
132
Other financial institutions
3,991
4,161
4,498
4,022
287
321
337
328
Central Counterparties
70
13
20
15
3
0
0
1
Non-financial customers
676
723
803
793
77
91
117
111
By maturity
Up to 1 year
4,555
4,087
4,435
4,005
Between 1 and 5 years
2,086
2,121
2,296
2,115
Over 5 years
323
361
340
298
By market
US equities
2,767
2,823
3,027
2,930
217
239
260
222
European equities
2,668
2,227
2,317
2,021
149
159
170
164
Japanese equities
305
309
309
271
28
33
36
36
Other Asian equities
297
333
366
288
19
20
22
19
Latin American equities
199
244
284
261
11
12
14
19
Other equities
727
634
768
648
99
112
106
112