Global OTC derivatives market
In billions of US dollars
< H2 2016 > >|
Notional amounts outstanding Gross market value
H1 2015 H2 2015 H1 2016 H2 2016 H1 2015 H2 2015 H1 2016 H2 2016
     All contracts551,489492,707553,452482,90015,48514,49221,15414,986
 Foreign exchange contracts73,60770,44674,17168,5982,5392,5793,0862,988
 By instrument
     Outright forwards and forex swaps36,69936,33139,68237,2089329471,3631,275
     Currency swaps23,56622,75022,78920,9031,2831,3451,4611,447
     Options13,34211,36511,69910,485324287262266
     Other products0012            
 By counterparty
     Reporting dealers30,68729,93032,05730,3381,0251,0291,3131,345
 Other financial institutions32,92731,18833,41329,8439981,0161,2801,115
     Central counterparties......352903......922
     Non-financial customers9,9949,3288,7018,415516534493529
 By maturity
     Up to 1 year56,08254,04359,19252,282            
     Between 1 and 5 years12,25611,36010,56311,221            
     Over 5 years5,2695,0434,4155,092            
 By currency
     US dollar63,98161,29765,02561,5132,1922,4492,6562,648
     Euro26,50823,41824,04022,215978867845822
     Japanese yen13,49212,51914,81813,639493388879691
     Pound sterling9,0229,1139,8178,462311289624338
     Swiss franc3,8773,8023,3753,076143127120102
     Canadian dollar3,5823,0383,2443,119126183119106
     Swedish krona1,2271,2651,3731,46129293336
     Other currencies25,52526,44026,64923,7118068278961,232
 Interest rate contracts434,507384,025426,797368,35611,06210,14815,5089,992
 By instrument
     FRAs74,63358,32673,87860,666143114256153
     Swaps319,821288,634318,172275,1689,7968,99313,8778,915
     Options40,05337,06534,72332,2261,1241,0421,375924
     Other products0024296            
 By counterparty
     Reporting dealers60,96254,11547,15440,8033,1013,0633,5282,394
 Other financial institutions359,777315,166368,764316,7077,1776,31011,1556,954
     Central counterparties......327,920278,233......8,2884,673
     Non-financial customers13,76814,74410,85610,551784775824644
 By maturity
     Up to 1 year180,438153,582192,035160,029            
     Between 1 and 5 years151,767135,326136,076122,556            
     Over 5 years102,30295,11798,66285,476            
 By currency
     US dollar159,811138,964151,301140,7742,7512,4393,9602,271
     Euro125,962117,849124,995102,1115,2624,7476,6684,586
     Japanese yen44,05538,60750,60541,6835856451,464751
     Pound sterling46,56338,12742,23030,4101,3911,3862,2201,540
     Swiss franc3,9943,7493,6763,7801319512280
     Canadian dollar10,5327,3538,7498,226213162218123
     Swedish krona4,1584,0464,7003,687927812272
     Other currencies39,43235,33140,53937,685638596734570
 Equity-linked contracts7,5447,1416,6316,140606495515472
 By instrument
     Forwards and swaps2,8013,3212,5332,526168147171158
     Options4,7433,8204,0983,613438348344314
 By counterparty
     Reporting dealers2,5293,0602,3692,081212168174145
 Other financial institutions4,2793,4983,7283,435268244272253
     Central counterparties......4557......21
     Non-financial customers736583534623126837075
 By maturity
     Up to 1 year4,9574,5974,2233,954            
     Between 1 and 5 years2,1492,1952,0451,874            
     Over 5 years438349363311            
 By market
     US equities3,2392,7632,9422,763258212214197
     European equities2,6922,8392,2062,030192145149132
     Japanise equities41629630624851323627
     Other Asian equities44444033924520192018
     Latin American equities1781501532201191014
     Other equities57565468663374788783