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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H1 2019
›
»
Notional amounts outstanding
Gross market value
H2 2017
H1 2018
H2 2018
H1 2019
H2 2017
H1 2018
H2 2018
H1 2019
All contracts
531,911
594,832
544,383
640,352
10,956
10,326
9,662
12,061
Foreign exchange contracts
87,117
95,798
90,658
98,562
2,293
2,620
2,257
2,229
By instrument
Outright forwards and forex swaps
50,847
56,416
53,908
59,359
1,111
1,249
1,074
1,046
Currency swaps
25,535
26,012
24,856
26,443
989
1,155
990
1,008
Options
10,679
13,307
11,836
12,717
192
216
193
176
Other products
56
64
58
43
By counterparty
Reporting dealers
36,128
40,609
37,706
39,494
936
1,146
966
881
Other financial institutions
39,084
43,308
41,548
47,072
918
1,042
891
952
Central Counterparties
2,100
2,907
2,709
3,744
65
71
59
62
Non-financial customers
11,849
11,817
11,346
11,952
439
431
400
395
By maturity
Up to 1 year
68,083
76,145
71,406
77,882
Between 1 and 5 years
13,474
13,879
13,753
14,747
Over 5 years
5,504
5,709
5,441
5,890
By currency
US dollar
74,756
84,448
80,187
87,145
1,974
2,336
1,981
1,848
Euro
28,280
31,368
28,300
29,404
782
825
627
748
Yen
14,838
15,629
15,248
15,607
300
363
391
314
Pound (sterling)
12,257
11,719
11,032
11,384
305
357
307
284
Swiss franc
4,257
4,196
3,860
4,159
91
94
72
97
Canadian dollar
4,088
4,484
4,250
5,124
107
117
145
117
Swedish krona
2,268
2,131
2,082
1,881
47
59
38
48
Other currencies
33,490
37,621
36,357
42,420
979
1,089
953
1,002
Interest rate contracts
426,648
481,086
436,832
523,960
7,579
6,644
6,400
8,806
By instrument
FRAs
68,334
84,131
67,636
88,984
112
107
134
232
Swaps
318,870
349,762
326,681
389,337
6,747
5,914
5,686
7,793
Options
39,112
46,833
42,159
45,298
719
623
581
782
Other products
332
361
357
340
By counterparty
Reporting dealers
40,720
40,116
39,010
38,945
1,963
1,704
1,623
1,920
Other financial institutions
371,868
426,168
383,771
470,732
5,002
4,326
4,232
6,190
Central Counterparties
320,218
366,665
332,086
407,709
3,217
2,702
2,713
4,230
Non-financial customers
13,729
14,441
13,695
13,943
614
614
546
696
By maturity
Up to 1 year
191,445
231,283
200,650
252,886
Between 1 and 5 years
140,035
155,344
147,359
169,267
Over 5 years
94,836
94,098
88,466
101,467
By currency
US dollar
156,506
192,510
169,163
199,190
1,434
1,326
1,183
1,745
Euro
121,890
129,417
114,010
135,431
3,561
3,140
3,134
4,352
Yen
38,772
37,215
36,166
39,156
491
443
464
568
Pound (sterling)
37,570
44,522
39,454
46,971
1,292
1,067
924
1,118
Swiss franc
4,107
4,398
3,467
3,861
62
52
50
65
Canadian dollar
10,944
12,494
14,225
13,720
135
104
95
118
Swedish krona
5,985
6,052
5,931
5,213
65
60
52
53
Other currencies
50,874
54,478
54,416
80,417
539
452
498
786
Equity-linked contracts
6,569
7,071
6,419
7,046
575
608
571
579
By instrument
Forwards and swaps
3,210
3,299
2,938
3,142
197
228
248
223
Options
3,360
3,772
3,481
3,904
378
380
323
356
By counterparty
Reporting dealers
1,685
1,770
1,603
1,767
163
153
132
127
Other financial institutions
4,161
4,498
4,022
4,421
321
337
328
343
Central Counterparties
13
20
15
25
0
0
1
1
Non-financial customers
723
803
793
858
91
117
111
108
By maturity
Up to 1 year
4,087
4,435
4,005
4,465
Between 1 and 5 years
2,121
2,296
2,115
2,274
Over 5 years
361
340
298
306
By market
US equities
2,823
3,027
2,930
3,200
239
260
222
230
European equities
2,227
2,317
2,021
2,220
159
170
164
160
Japanese equities
309
309
271
284
33
36
36
32
Other Asian equities
333
366
288
316
20
22
19
19
Latin American equities
244
284
261
314
12
14
19
20
Other equities
634
768
648
713
112
106
112
119