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Global OTC derivatives market
In billions of US dollars
«  H1 2020 › »
Notional amounts outstanding Gross market value
H2 2018 H1 2019 H2 2019 H1 2020 H2 2018 H1 2019 H2 2019 H1 2020
All contracts544,383640,351558,511606,8109,66212,06111,59815,481
Foreign exchange contracts90,65898,56092,17793,8012,2572,2292,2302,628
By instrument
Outright forwards and forex swaps53,90859,35954,64755,6881,0741,0461,1111,208
Currency swaps24,85626,44326,28826,2369901,0089561,211
Options11,83612,71611,20511,818193176163209
Other products58433859            
By counterparty
Reporting dealers37,70639,49435,71035,912966881862962
Other financial institutions41,54847,07244,72445,9898919529731,176
Central Counterparties2,7093,7443,4423,80859625469
Non-financial customers11,34611,95111,70511,841400395395491
By maturity
Up to 1 year71,40677,88171,82073,009            
Between 1 and 5 years13,75314,74614,35514,616            
Over 5 years5,4415,8905,9646,117            
By currency
US dollar80,18787,14380,98982,6001,9811,8481,8222,177
Euro28,30029,40428,12929,817627748755945
Yen15,24815,60714,93815,591391314269285
Pound (sterling)11,03211,38411,81210,855307284344324
Swiss franc3,8604,1594,0264,14072979491
Canadian dollar4,2505,1244,7474,78514511798117
Swedish krona2,0821,8811,8091,73538485257
Other currencies36,35742,41937,90438,0809531,0021,0281,260
Interest rate contracts436,832523,960448,966495,1406,4008,8068,35211,718
By instrument
FRAs67,63688,98467,43192,970134232204312
Swaps326,681389,337341,292363,5545,6867,7937,46310,348
Options42,15945,29839,91638,2985817826851,058
Other products357340326319            
By counterparty
Reporting dealers39,01038,94535,37433,1991,6231,9201,7722,289
Other financial institutions383,771470,732400,707448,9544,2326,1905,9628,587
Central Counterparties332,086407,709344,035387,9702,7134,2304,0935,999
Non-financial customers13,69513,94312,55912,668546696617842
By maturity
Up to 1 year200,650252,886197,696230,257            
Between 1 and 5 years147,359169,267153,497159,322            
Over 5 years88,466101,46797,447105,241            
By currency
US dollar169,163199,190159,804176,1491,1831,7451,6573,086
Euro114,010135,431117,173135,5293,1344,3524,0935,168
Yen36,16639,15637,84340,151464568471476
Pound (sterling)39,45446,97144,14649,0909241,1181,1941,580
Swiss franc3,4673,8613,6693,92550655865
Canadian dollar14,22513,72014,09814,7649511891237
Swedish krona5,9315,2134,8165,24752534556
Other currencies54,41680,41767,41770,2854987867441,050
Equity-linked contracts6,4197,0466,8746,457571579583659
By instrument
Forwards and swaps2,9383,1423,1992,923248223221282
Options3,4813,9043,6753,534323356362377
By counterparty
Reporting dealers1,6031,7671,5881,496132127123119
Other financial institutions4,0224,4214,3764,072328343334395
Central Counterparties152518281101
Non-financial customers793858910888111108126145
By maturity
Up to 1 year4,0054,4654,4684,139            
Between 1 and 5 years2,1152,2742,0982,004            
Over 5 years298306308314            
By market
US equities2,9303,2003,1603,056222230243287
European equities2,0212,2202,1531,973164160158172
Japanese equities27128427825436322832
Other Asian equities28831629527719191823
Latin American equities26131430830219202031
Other equities648713679594112119115115