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Table
D5.1
Structure
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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