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Global OTC derivatives market
In billions of US dollars
«  H1 2023 › »
Notional amounts outstanding Gross market value
H2 2021 H1 2022 H2 2022 H1 2023 H2 2021 H1 2022 H2 2022 H1 2023
All contracts598,416632,113617,959714,74412,43918,34720,75019,832
Foreign exchange contracts104,249109,585107,576120,2502,5484,7274,8464,311
By instrument
Outright forwards and forex swaps63,72366,32762,84669,7381,3432,6202,5602,325
Currency swaps30,04930,28431,80234,5491,0411,8152,0161,718
Options10,43612,95112,90615,938164292270268
Other products41222225            
By counterparty
Reporting dealers38,16541,38839,05544,6159601,5981,5651,324
Other financial institutions53,26154,76754,57161,1581,1502,2832,4172,191
Central Counterparties4,1384,7134,7145,50864104107108
Non-financial customers12,78213,40813,92814,452438846864795
By maturity
Up to 1 year81,03286,26183,57694,588            
Between 1 and 5 years16,07916,38416,95018,250            
Over 5 years7,0986,9177,0277,387            
By currency
US dollar89,58296,45193,710101,3482,1124,0404,0173,484
Euro34,32634,47435,11740,4878881,7161,9111,487
Yen15,53215,48616,27417,360417849813855
Pound (sterling)14,00413,16212,86715,094315477503442
Swiss franc4,7785,1945,2356,21396147155116
Canadian dollar5,9516,1626,2207,327103116135130
Swedish krona2,1582,0741,9882,20956244257250
Other currencies42,16846,16643,73950,4611,1091,8651,9011,857
Interest rate contracts475,271502,462490,626573,6978,61211,80514,63514,389
By instrument
FRAs39,43849,27044,97761,790195403465404
Swaps397,109414,195405,539465,9107,78710,62313,24913,164
Options38,56238,78939,88745,761630779920822
Other products161209223236            
By counterparty
Reporting dealers29,94431,02028,89431,8901,3371,1031,051959
Other financial institutions432,420458,528448,458527,0326,74410,11112,82312,613
Central Counterparties370,157393,934373,389446,2295,1128,20010,39910,371
Non-financial customers12,74512,70513,05214,539531591761816
By maturity
Up to 1 year193,616213,885203,909267,585            
Between 1 and 5 years169,311176,022172,053185,269            
Over 5 years112,181112,346114,442120,606            
By currency
US dollar167,283203,877179,216204,7932,0542,8663,7323,682
Euro128,405149,635152,002190,5704,0275,5086,8146,665
Yen35,68122,49926,91826,336297280471301
Pound (sterling)51,61834,88836,74940,7341,2361,2231,5791,774
Swiss franc5,0723,2093,5774,49056879590
Canadian dollar15,30217,24017,00719,345131355377379
Swedish krona5,4845,6355,4295,55550186215207
Other currencies66,42665,47869,72881,8757611,3011,3521,290
Equity-linked contracts7,2806,9896,9197,838655595504570
By instrument
Forwards and swaps3,9683,5123,4693,688278349277265
Options3,3123,4773,4494,150377245227305
By counterparty
Reporting dealers1,2911,2771,1671,31597746272
Other financial institutions4,8444,6564,6795,501351365310360
Central Counterparties203023341121
Non-financial customers1,1451,0561,0721,022206155132138
By maturity
Up to 1 year4,6074,5144,3504,980            
Between 1 and 5 years2,2932,1182,2222,487            
Over 5 years379357346371            
By market
US equities3,5013,4493,4924,026362301259313
European equities2,0211,9551,8542,024178162135143
Japanese equities26623219818914121114
Other Asian equities36336136135827332719
Latin American equities40334535657529322637
Other equities72564765866545544643