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Global OTC derivatives market
In billions of US dollars
«  H1 2019 › »
Notional amounts outstanding Gross market value
H2 2017 H1 2018 H2 2018 H1 2019 H2 2017 H1 2018 H2 2018 H1 2019
All contracts531,911594,832544,383640,44210,95610,3269,66212,061
Foreign exchange contracts87,11795,79890,65898,6512,2932,6202,2572,229
By instrument
Outright forwards and forex swaps50,84756,41653,90859,3591,1111,2491,0741,045
Currency swaps25,53526,01224,85626,4439891,1559901,008
Options10,67913,30711,83612,806192216193177
Other products56645843            
By counterparty
Reporting dealers36,12840,60937,70639,4949361,146966881
Other financial institutions39,08443,30841,54847,1569181,042891953
Central Counterparties2,1002,9072,7093,74465715962
Non-financial customers11,84911,81711,34611,958439431400395
By maturity
Up to 1 year68,08376,14571,40677,945            
Between 1 and 5 years13,47413,87913,75314,773            
Over 5 years5,5045,7095,4415,890            
By currency
US dollar74,75684,44880,18787,2991,9742,3361,9811,852
Euro28,28031,36828,30029,408782825627748
Yen14,83815,62915,24815,608300363391314
Pound (sterling)12,25711,71911,03211,384305357307284
Swiss franc4,2574,1963,8604,16091947297
Canadian dollar4,0884,4844,2505,124107117145117
Swedish krona2,2682,1312,0821,88147593848
Other currencies33,49037,62136,35742,4389791,089953998
Interest rate contracts426,648481,086436,832523,9607,5796,6446,4008,806
By instrument
FRAs68,33484,13167,63688,984112107134232
Swaps318,870349,762326,681389,3376,7475,9145,6867,793
Options39,11246,83342,15945,298719623581782
Other products332361357340            
By counterparty
Reporting dealers40,72040,11639,01038,9451,9631,7041,6231,920
Other financial institutions371,868426,168383,771470,7325,0024,3264,2326,190
Central Counterparties320,218366,665332,086407,7093,2172,7022,7134,230
Non-financial customers13,72914,44113,69513,943614614546696
By maturity
Up to 1 year191,445231,283200,650252,886            
Between 1 and 5 years140,035155,344147,359169,267            
Over 5 years94,83694,09888,466101,467            
By currency
US dollar156,506192,510169,163199,1901,4341,3261,1831,745
Euro121,890129,417114,010135,4313,5613,1403,1344,352
Yen38,77237,21536,16639,156491443464568
Pound (sterling)37,57044,52239,45446,9711,2921,0679241,118
Swiss franc4,1074,3983,4673,86162525065
Canadian dollar10,94412,49414,22513,72013510495118
Swedish krona5,9856,0525,9315,21365605253
Other currencies50,87454,47854,41680,417539452498786
Equity-linked contracts6,5697,0716,4197,046575608571579
By instrument
Forwards and swaps3,2103,2992,9383,142197228248223
Options3,3603,7723,4813,904378380323356
By counterparty
Reporting dealers1,6851,7701,6031,767163153132127
Other financial institutions4,1614,4984,0224,421321337328343
Central Counterparties132015250011
Non-financial customers72380379385891117111108
By maturity
Up to 1 year4,0874,4354,0054,465            
Between 1 and 5 years2,1212,2962,1152,274            
Over 5 years361340298306            
By market
US equities2,8233,0272,9303,200239260222230
European equities2,2272,3172,0212,220159170164160
Japanese equities30930927128433363632
Other Asian equities33336628831620221919
Latin American equities24428426131412141920
Other equities634768648713112106112119