BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H2 2012 › »	Notional amounts outstanding				Gross market value
	H1 2011	H2 2011	H1 2012	H2 2012	H1 2011	H2 2011	H1 2012	H2 2012
All contracts	706,879	647,807	641,305	635,681	19,509	27,295	25,518	24,952
Foreign exchange contracts	76,597	74,286	77,467	78,059	2,837	3,294	2,904	2,954
By instrument
Outright forwards and forex swaps	38,768	37,542	38,340	38,602	1,097	1,370	1,191	1,215
Currency swaps	25,314	25,619	26,955	28,195	1,373	1,529	1,381	1,445
Options	12,514	11,124	12,171	11,260	367	395	332	294
Other products	1	1	1	1
By counterparty
Reporting dealers	29,839	31,316	32,813	32,134	1,047	1,288	1,106	1,167
Other financial institutions	34,715	31,288	32,856	34,102	1,210	1,323	1,195	1,214
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	12,043	11,683	11,799	11,822	580	683	603	573
By maturity
Up to 1 year	56,270	53,173	56,214	55,813
Between 1 and 5 years	14,339	15,000	15,062	15,917
Over 5 years	5,997	6,121	6,199	6,337
By currency
US dollar	64,325	63,517	66,711	66,853	2,105	2,535	2,215	2,250
Euro	28,268	26,258	27,282	26,760	1,042	1,227	1,076	954
Yen	13,999	14,547	14,512	14,951	579	672	580	877
Pound (sterling)	7,971	7,903	8,462	8,688	523	617	569	555
Swiss franc	5,475	4,631	4,598	4,371	337	248	192	176
Canadian dollar	3,760	3,499	3,632	3,723	144	129	119	109
Swedish krona	2,006	1,732	1,740	1,693	45	45	45	47
Other currencies	27,390	26,485	27,996	29,079	899	1,114	1,013	940
Interest rate contracts	585,097	533,313	525,117	521,253	14,014	21,078	20,223	20,023
By instrument
FRAs	60,341	54,805	69,348	76,091	157	204	179	172
Swaps	465,504	424,882	402,768	394,148	12,455	18,877	18,094	18,045
Options	59,248	53,621	52,997	51,010	1,403	1,998	1,951	1,806
Other products	4	4	4	4
By counterparty
Reporting dealers	172,287	169,322	150,999	128,636	4,313	6,923	7,007	6,453
Other financial institutions	369,987	323,848	331,889	354,268	8,947	12,913	12,018	12,298
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	42,819	40,140	42,225	38,346	754	1,243	1,198	1,273
By maturity
Up to 1 year	259,313	210,980	219,369	202,991
Between 1 and 5 years	189,392	187,610	181,815	192,076
Over 5 years	136,393	134,725	123,934	126,188
By currency
US dollar	177,390	168,065	170,234	154,853	5,939	8,265	7,640	6,185
Euro	229,322	194,075	189,748	198,899	5,092	8,438	8,427	9,643
Yen	65,717	67,027	60,298	55,020	1,018	1,139	1,063	918
Pound (sterling)	52,564	45,617	42,143	44,464	1,026	1,733	1,535	1,687
Swiss franc	6,468	5,668	5,765	5,625	152	204	171	159
Canadian dollar	8,444	7,808	8,777	8,891	138	240	219	198
Swedish krona	6,533	6,487	7,786	7,084	72	131	113	130
Other currencies	38,659	38,566	40,366	46,416	579	928	1,055	1,102
Equity-linked contracts	7,579	6,658	6,982	6,914	773	772	732	690
By instrument
Forwards and swaps	2,151	1,850	1,990	2,154	186	170	160	170
Options	5,428	4,808	4,992	4,761	587	603	572	521
By counterparty
Reporting dealers	2,645	2,406	2,548	2,295	249	262	239	210
Other financial institutions	3,909	3,314	3,506	3,663	351	341	325	330
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	1,024	938	929	957	173	169	168	151
By maturity
Up to 1 year	3,611	3,454	3,690	3,746
Between 1 and 5 years	3,247	2,520	2,640	2,552
Over 5 years	720	683	652	616
By market
US equities	1,853	1,805	2,007	2,039	210	230	223	226
European equities	3,852	3,076	3,044	3,223	359	322	301	266
Japanese equities	729	659	656	475	80	75	73	60
Other Asian equities	404	440	491	374	53	68	62	61
Latin American equities	81	72	80	136	9	11	13	14
Other equities	659	605	705	668	63	66	60	63