BIS
Twitter
YouTube
RSS
BIS alerts
Sitemap
Contact
>
DER
>
Table
D5.1
Structure
Help
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