BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2012 › »	Notional amounts outstanding				Gross market value
	H2 2010	H1 2011	H2 2011	H1 2012	H2 2010	H1 2011	H2 2011	H1 2012
All contracts	601,043	706,879	647,807	641,305	21,294	19,509	27,295	25,518
Foreign exchange contracts	67,913	76,597	74,286	77,467	3,030	2,837	3,294	2,904
By instrument
Outright forwards and forex swaps	34,943	38,768	37,542	38,340	1,235	1,097	1,370	1,191
Currency swaps	21,895	25,314	25,619	26,955	1,394	1,373	1,529	1,381
Options	11,075	12,514	11,124	12,171	401	367	395	332
Other products	1	1	1	1
By counterparty
Reporting dealers	25,075	29,839	31,316	32,813	1,087	1,047	1,288	1,106
Other financial institutions	30,620	34,715	31,288	32,856	1,309	1,210	1,323	1,195
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	12,218	12,043	11,683	11,799	634	580	683	603
By maturity
Up to 1 year	45,246	56,270	53,173	56,214
Between 1 and 5 years	12,205	14,339	15,000	15,062
Over 5 years	10,470	5,997	6,121	6,199
By currency
US dollar	57,491	64,325	63,517	66,711	2,280	2,105	2,535	2,215
Euro	24,715	28,268	26,258	27,282	1,049	1,042	1,227	1,076
Yen	13,366	13,999	14,547	14,512	730	579	672	580
Pound (sterling)	7,400	7,971	7,903	8,462	551	523	617	569
Swiss franc	4,723	5,475	4,631	4,598	312	337	248	192
Canadian dollar	3,012	3,760	3,499	3,632	126	144	129	119
Swedish krona	1,815	2,006	1,732	1,740	55	45	45	45
Other currencies	23,304	27,390	26,485	27,996	956	899	1,114	1,013
Interest rate contracts	492,347	585,097	533,313	525,117	15,587	14,014	21,078	20,223
By instrument
FRAs	55,493	60,341	54,805	69,348	312	157	204	179
Swaps	385,041	465,504	424,882	402,768	13,787	12,455	18,877	18,094
Options	51,810	59,248	53,621	52,997	1,487	1,403	1,998	1,951
Other products	4	4	4	4
By counterparty
Reporting dealers	145,593	172,287	169,322	150,999	4,503	4,313	6,923	7,007
Other financial institutions	305,858	369,987	323,848	331,889	10,117	8,947	12,913	12,018
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	40,894	42,819	40,140	42,225	967	754	1,243	1,198
By maturity
Up to 1 year	198,896	259,313	210,980	219,369
Between 1 and 5 years	149,830	189,392	187,610	181,815
Over 5 years	143,622	136,393	134,725	123,934
By currency
US dollar	157,336	177,390	168,065	170,234	6,389	5,939	8,265	7,640
Euro	186,527	229,322	194,075	189,748	6,151	5,092	8,438	8,427
Yen	59,702	65,717	67,027	60,298	1,028	1,018	1,139	1,063
Pound (sterling)	39,900	52,564	45,617	42,143	1,076	1,026	1,733	1,535
Swiss franc	5,368	6,468	5,668	5,765	148	152	204	171
Canadian dollar	5,557	8,444	7,808	8,777	117	138	240	219
Swedish krona	5,694	6,533	6,487	7,786	80	72	131	113
Other currencies	32,263	38,659	38,566	40,366	597	579	928	1,055
Equity-linked contracts	6,262	7,579	6,658	6,982	725	773	772	732
By instrument
Forwards and swaps	1,932	2,151	1,850	1,990	178	186	170	160
Options	4,330	5,428	4,808	4,992	547	587	603	572
By counterparty
Reporting dealers	2,158	2,645	2,406	2,548	247	249	262	239
Other financial institutions	3,180	3,909	3,314	3,506	328	351	341	325
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	924	1,024	938	929	151	173	169	168
By maturity
Up to 1 year	3,024	3,611	3,454	3,690
Between 1 and 5 years	2,568	3,247	2,520	2,640
Over 5 years	669	720	683	652
By market
US equities	1,663	1,853	1,805	2,007	199	210	230	223
European equities	3,165	3,852	3,076	3,044	336	359	322	301
Japanese equities	609	729	659	656	79	80	75	73
Other Asian equities	302	404	440	491	56	53	68	62
Latin American equities	62	81	72	80	7	9	11	13
Other equities	461	659	605	705	48	63	66	60