BIS Statistics Explorer: Table D5.1

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