BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2013 › »	Notional amounts outstanding				Gross market value
	H2 2011	H1 2012	H2 2012	H1 2013	H2 2011	H1 2012	H2 2012	H1 2013
All contracts	647,807	641,305	635,681	695,879	27,295	25,518	24,952	20,228
Foreign exchange contracts	74,286	77,467	78,059	80,901	3,294	2,904	2,954	2,613
By instrument
Outright forwards and forex swaps	37,542	38,340	38,602	39,495	1,370	1,191	1,215	1,082
Currency swaps	25,619	26,955	28,195	26,292	1,529	1,381	1,445	1,169
Options	11,124	12,171	11,260	15,074	395	332	294	362
Other products	1	1	1	40
By counterparty
Reporting dealers	31,316	32,813	32,134	33,228	1,288	1,106	1,167	1,054
Other financial institutions	31,288	32,856	34,102	35,223	1,323	1,195	1,214	1,080
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	11,683	11,799	11,822	12,413	683	603	573	479
By maturity
Up to 1 year	53,173	56,214	55,813	59,694
Between 1 and 5 years	15,000	15,062	15,917	15,217
Over 5 years	6,121	6,199	6,337	5,953
By currency
US dollar	63,517	66,711	66,853	71,299	2,535	2,215	2,250	2,220
Euro	26,258	27,282	26,760	26,151	1,227	1,076	954	654
Yen	14,547	14,512	14,951	15,597	672	580	877	703
Pound (sterling)	7,903	8,462	8,688	8,889	617	569	555	216
Swiss franc	4,631	4,598	4,371	4,592	248	192	176	135
Canadian dollar	3,499	3,632	3,723	3,415	129	119	109	106
Swedish krona	1,732	1,740	1,693	1,617	45	45	47	38
Other currencies	26,485	27,996	29,079	30,243	1,114	1,013	940	1,153
Interest rate contracts	533,313	525,117	521,253	580,374	21,078	20,223	20,023	15,764
By instrument
FRAs	54,805	69,348	76,091	89,992	204	179	172	276
Swaps	424,882	402,768	394,148	439,838	18,877	18,094	18,045	14,135
Options	53,621	52,997	51,010	50,191	1,998	1,951	1,806	1,352
Other products	4	4	4	354
By counterparty
Reporting dealers	169,322	150,999	128,636	108,180	6,923	7,007	6,453	4,619
Other financial institutions	323,848	331,889	354,268	435,689	12,913	12,018	12,298	10,250
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	40,140	42,225	38,346	36,152	1,243	1,198	1,273	895
By maturity
Up to 1 year	210,980	219,369	202,991	226,296
Between 1 and 5 years	187,610	181,815	192,076	213,869
Over 5 years	134,725	123,934	126,188	139,855
By currency
US dollar	168,065	170,234	154,853	170,678	8,265	7,640	6,185	4,793
Euro	194,075	189,748	198,899	235,312	8,438	8,427	9,643	7,689
Yen	67,027	60,298	55,020	55,195	1,139	1,063	918	716
Pound (sterling)	45,617	42,143	44,464	47,654	1,733	1,535	1,687	1,127
Swiss franc	5,668	5,765	5,625	5,968	204	171	159	126
Canadian dollar	7,808	8,777	8,891	9,593	240	219	198	151
Swedish krona	6,487	7,786	7,084	7,218	131	113	130	100
Other currencies	38,566	40,366	46,416	48,757	928	1,055	1,102	1,062
Equity-linked contracts	6,658	6,982	6,914	6,963	772	732	690	706
By instrument
Forwards and swaps	1,850	1,990	2,154	2,350	170	160	170	209
Options	4,808	4,992	4,761	4,614	603	572	521	498
By counterparty
Reporting dealers	2,406	2,548	2,295	2,362	262	239	210	245
Other financial institutions	3,314	3,506	3,663	3,726	341	325	330	346
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	938	929	957	875	169	168	151	115
By maturity
Up to 1 year	3,454	3,690	3,746	3,836
Between 1 and 5 years	2,520	2,640	2,552	2,448
Over 5 years	683	652	616	680
By market
US equities	1,805	2,007	2,039	2,114	230	223	226	265
European equities	3,076	3,044	3,223	2,991	322	301	266	269
Japanese equities	659	656	475	711	75	73	60	81
Other Asian equities	440	491	374	362	68	62	61	25
Latin American equities	72	80	136	131	11	13	14	11
Other equities	605	705	668	654	66	60	63	56