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Global OTC derivatives market
In billions of US dollars
< H1 2017 > >|
Notional amounts outstanding Gross market value
H2 2015 H1 2016 H2 2016 H1 2017 H2 2015 H1 2016 H2 2016 H1 2017
     All contracts492,707552,921482,418542,43514,49221,11914,94712,690
 Foreign exchange contracts70,44674,19668,59876,9802,5793,0832,9742,329
 By instrument
     Outright forwards and forex swaps36,33139,70337,21543,8719471,3571,2621,044
     Currency swaps22,75022,78920,90322,2071,3451,4611,4471,107
     Options11,36511,70310,47810,901287266264179
     Other products0121            
 By counterparty
     Reporting dealers29,93032,05530,33633,4961,0291,3131,3431,041
 Other financial institutions31,18833,41029,83934,1281,0161,2761,110872
     Central counterparties...3529031,162...92228
     Non-financial customers9,3288,7308,4219,355534494520416
 By maturity
     Up to 1 year54,04359,21352,28760,625            
     Between 1 and 5 years11,36010,56711,21711,345            
     Over 5 years5,0434,4155,0925,009            
 By currency
     US dollar61,29765,05961,50966,8772,4492,6582,6312,031
     Euro23,41824,04722,21725,445867842818884
     Japanese yen12,51914,81413,63514,330388878687382
     Pound sterling9,1139,8208,46310,375289624337320
     Swiss franc3,8023,3753,0763,597127120102105
     Canadian dollar3,0383,2453,1193,808183117105136
     Swedish krona1,2651,3731,4611,64429333647
     Other currencies26,44026,65823,71727,8848278951,231754
 Interest rate contracts384,025426,797368,356415,91410,14815,5089,9928,499
 By instrument
     FRAs58,32673,87860,66672,58411425615353
     Swaps288,634318,172275,168306,1448,99313,8778,9157,683
     Options37,06534,72332,22636,9701,0421,375924764
     Other products024296216            
 By counterparty
     Reporting dealers54,11547,15440,80339,5863,0633,5282,3942,035
 Other financial institutions315,166368,764316,707364,6796,31011,1556,9545,869
     Central counterparties...327,920278,233319,662...8,2884,6734,086
     Non-financial customers14,74410,85610,55111,433775824644595
 By maturity
     Up to 1 year153,582192,035160,029192,591            
     Between 1 and 5 years135,326136,076122,556134,632            
     Over 5 years95,11798,66285,47688,475            
 By currency
     US dollar138,964151,301140,774156,2062,4393,9602,2711,778
     Euro117,849124,995102,111122,6374,7476,6684,5863,960
     Japanese yen38,60750,60541,68340,8446451,464751628
     Pound sterling38,12742,23030,41032,6101,3862,2201,5401,354
     Swiss franc3,7493,6763,7803,864951228066
     Canadian dollar7,3538,7498,2269,573162218123123
     Swedish krona4,0464,7003,6875,071781227266
     Other currencies35,33140,53937,68545,110596734570525
 Equity-linked contracts7,1416,6316,1406,836495515472527
 By instrument
     Forwards and swaps3,3212,5332,5262,849147171158189
     Options3,8204,0983,6133,987348344314338
 By counterparty
     Reporting dealers3,0602,3692,0812,253168174145164
 Other financial institutions3,4983,7283,4353,931244272253286
     Central counterparties...455770...213
     Non-financial customers58353462365383707576
 By maturity
     Up to 1 year4,5974,2233,9544,485            
     Between 1 and 5 years2,1952,0451,8742,033            
     Over 5 years349363311319            
 By market
     US equities2,7632,9422,7632,746212214197216
     European equities2,8392,2062,0302,610145149132150
     Japanise equities29630624830332362729
     Other Asian equities44033924528519201819
     Latin American equities1501532201989101411
     Other equities654686633694788783101