> DER > Table D5.1 Structure Help
Global OTC derivatives market
In billions of US dollars
«  H1 2018 › »
Notional amounts outstanding Gross market value
H2 2016 H1 2017 H2 2017 H1 2018 H2 2016 H1 2017 H2 2017 H1 2018
All contracts482,421542,439531,911594,83314,94812,68310,95610,326
Foreign exchange contracts78,78088,42987,11795,7983,3242,6262,2932,620
By instrument
Outright forwards and forex swaps44,22651,75450,84756,4161,5151,2591,1111,249
Currency swaps22,97124,53225,53526,0121,5101,1609891,155
Options11,53312,08810,67913,307299208192216
Other products50555664            
By counterparty
Reporting dealers33,02736,52136,12840,6091,4261,1129361,146
Other financial institutions35,29040,25839,08443,3081,3041,0369181,042
Central Counterparties1,7542,1192,1002,90770686571
Non-financial customers10,41311,59411,84911,817594479439431
By maturity
Up to 1 year60,14669,46168,08376,145            
Between 1 and 5 years12,99713,34613,47413,879            
Over 5 years5,5875,5665,5045,709            
By currency
US dollar70,55077,04374,75684,4482,9472,2991,9742,336
Euro24,33427,82628,28031,368871929782825
Yen14,14614,90414,83815,629714405300363
Pound (sterling)9,08011,07012,25711,719367346305357
Swiss franc3,5414,1204,2574,1961121139194
Canadian dollar3,3504,0684,0884,484111140107117
Swedish krona1,8122,0382,2682,13146554759
Other currencies30,74735,78833,49037,6211,4799649791,089
Interest rate contracts385,513435,205426,648481,08510,6369,0457,5796,644
By instrument
FRAs63,18375,41468,33484,131243129112107
Swaps289,103321,812318,870349,7619,4448,1316,7475,914
Options32,82337,64139,11246,833949786719623
Other products404338332361            
By counterparty
Reporting dealers43,55642,68240,72040,1162,4972,1221,9631,704
Other financial institutions329,892379,504371,868426,1687,4506,2905,0024,326
Central Counterparties287,219329,766320,218366,6655,0294,3883,2172,702
Non-financial customers11,66012,68113,72914,441688633614614
By maturity
Up to 1 year165,888199,179191,445231,284            
Between 1 and 5 years128,978141,852140,035155,344            
Over 5 years90,24393,83594,83694,097            
By currency
US dollar143,290159,034156,506192,5102,3561,8501,4341,326
Euro105,594126,553121,890129,4174,8154,1553,5613,140
Yen41,80040,97538,77237,215753630491443
Pound (sterling)34,03336,68437,57044,5221,7011,4901,2921,067
Swiss franc4,1684,2994,1074,398102846252
Canadian dollar8,4719,84910,94412,494129128135104
Swedish krona4,6526,1565,9856,05296876560
Other currencies43,50651,65550,87454,478683622539452
Equity-linked contracts6,2536,9646,5697,071477524575608
By instrument
Forwards and swaps2,5742,9033,2103,299160184197228
Options3,6784,0613,3603,772317340378380
By counterparty
Reporting dealers2,1202,2971,6851,770147160163153
Other financial institutions3,4893,9914,1614,498255287321337
Central Counterparties577013201300
Non-financial customers644676723803767791117
By maturity
Up to 1 year4,0164,5554,0874,435            
Between 1 and 5 years1,9222,0862,1212,296            
Over 5 years315323361340            
By market
US equities2,7822,7672,8233,027198217239260
European equities2,0822,6682,2272,317134149159170
Japanese equities25130530930928283336
Other Asian equities25529733336618192022
Latin American equities22119924428414111214
Other equities6637276347688599112106