Global OTC derivatives market
In billions of US dollars
< H1 2016 > >|
Notional amounts outstanding Gross market value
H2 2014 H1 2015 H2 2015 H1 2016 H2 2014 H1 2015 H2 2015 H1 2016
     All contracts628,003551,489492,707544,05220,83715,48514,49220,701
 Foreign exchange contracts75,04373,60770,44674,0362,9362,5392,5793,063
 By instrument
     Outright forwards and forex swaps36,59636,69936,33138,8531,2029329471,340
     Currency swaps24,04223,56622,75023,4851,3481,2831,3451,462
     Options14,40513,34211,36511,697386324287261
     Other products0001            
 By counterparty
     Reporting dealers31,89430,68729,93032,1191,3151,0251,0291,303
 Other financial institutions33,92132,92731,18832,9471,1609981,0161,264
     Central counterparties.........346.........9
     Non-financial customers9,2289,9949,3288,969461516534496
 By maturity
     Up to 1 year56,19356,08254,04359,066            
     Between 1 and 5 years13,46912,25611,36010,554            
     Over 5 years5,3825,2695,0434,415            
 By currency
     US dollar67,18163,98161,29764,9032,6522,1922,4492,636
     Euro24,73426,50823,41824,021963978867837
     Japanese yen14,23513,49212,51914,819785493388873
     Pound sterling8,4059,0229,1139,804240311289620
     Swiss franc4,1703,8773,8023,374138143127120
     Canadian dollar3,1433,5823,0383,243103126183119
     Swedish krona1,1171,2271,2651,37041292932
     Other currencies27,10125,52526,44026,538950806827890
 Interest rate contracts505,443434,507384,025418,08215,58611,06210,14815,096
 By instrument
     FRAs80,81874,63358,32671,842145143114255
     Swaps381,141319,821288,634311,47413,9259,7968,99313,480
     Options43,48440,05337,06534,7431,5161,1241,0421,361
     Other products00024            
 By counterparty
     Reporting dealers69,89560,96254,11547,2613,9783,1013,0633,528
 Other financial institutions421,407359,777315,166359,71810,6787,1776,31010,737
     Central counterparties.........319,215.........7,890
     Non-financial customers14,14013,76814,74411,080930784775830
 By maturity
     Up to 1 year200,885180,438153,582188,834            
     Between 1 and 5 years184,571151,767135,326132,905            
     Over 5 years119,987102,30295,11796,320            
 By currency
     US dollar172,554159,811138,964148,8983,6012,7512,4393,862
     Euro167,342125,962117,849120,4598,1715,2624,7476,401
     Japanese yen46,14044,05538,60749,7407985856451,441
     Pound sterling57,01246,56338,12741,8571,8281,3911,3862,205
     Swiss franc4,7833,9943,7493,56212813195119
     Canadian dollar10,08610,5327,3538,728163213162218
     Swedish krona4,8314,1584,0464,6751159278121
     Other currencies42,69739,43235,33140,163782638596728
 Equity-linked contracts6,9687,5447,1416,631612606495515
 By instrument
     Forwards and swaps2,4952,8013,3212,537177168147172
     Options4,4734,7433,8204,094435438348343
 By counterparty
     Reporting dealers2,3642,5293,0602,369200212168174
 Other financial institutions3,9094,2793,4983,728288268244271
     Central counterparties.........45.........2
     Non-financial customers6967365835351241268370
 By maturity
     Up to 1 year4,4914,9574,5974,224            
     Between 1 and 5 years2,0382,1492,1952,044            
     Over 5 years440438349363            
 By market
     US equities2,9043,2392,7632,944289258212215
     European equities2,4282,6922,8392,204179192145147
     Japanise equities51041629630649513236
     Other Asian equities35144444033920201920
     Latin American equities1781781501531111910
     Other equities59757565468666747887