> DER > Table D12.1 Structure Help
Turnover of OTC interest rate derivatives
Daily averages, in billions of US dollars
< 2016 > >|
All products Forward rate agreements Swaps Total options Other products
Total, "net-net" basis2,6776531,8591633
By currency
USD - US Dollar1,357341898117...
EUR - Euro64117044526   
GBP - Pound Sterling237911388   
AUD - Australian Dollar10821052   
JPY - Japanese Yen830767...
CAD - Canadian Dollar390380   
NZD - New Zealand Dollar260260   
MXN - Mexican Peso26...250   
SEK - Swedish Krona191091   
ZAR - South African Rand161231   
NOK - Norwegian Krone154110   
CHF - Swiss Franc14590   
KRW - Korean Won13...121   
SGD - Singapore Dollar12012...   
Other currencies7317521
By counterparty
With reporting dealers69317146161...
Local33210420721...
Cross-border3616825340...
With other financial institutions1,7724751,20493...
Local5259938838...
Cross-border1,24737681655...
With non-financial institutions21071949...
Local331303...
Cross-border17661655...
Total, "net-gross" basis3,0397212,1122033
By country
United States1,2412428981000
United Kingdom1,180375757453
France14135997...
Hong Kong SAR110374320
Singapore5825610
Japan5614780
Australia564511...
Canada333291...
Germany3112181...
Netherlands229130...
Belgium17764   
Sweden14950...
Italy143110...
Denmark103610
Other countries57144020