BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2015 › »	Notional amounts outstanding				Gross market value
	H2 2013	H1 2014	H2 2014	H1 2015	H2 2013	H1 2014	H2 2014	H1 2015
All contracts	710,092	691,114	627,786	551,298	18,810	17,423	20,830	15,480
Foreign exchange contracts	78,492	82,510	82,062	79,771	2,457	1,884	3,128	2,681
By instrument
Outright forwards and forex swaps	38,396	40,229	41,174	40,719	941	680	1,331	1,028
Currency swaps	27,119	27,768	25,519	24,864	1,222	972	1,387	1,312
Options	12,936	14,473	15,333	14,157	294	232	409	341
Other products	41	40	36	32
By counterparty
Reporting dealers	33,796	34,492	34,184	32,697	1,069	763	1,380	1,073
Other financial institutions	34,089	37,143	37,048	35,672	963	763	1,244	1,060
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	10,569	10,838	10,797	11,372	425	357	504	548
By maturity
Up to 1 year	57,338	61,091	61,621	60,849
Between 1 and 5 years	15,102	15,317	14,745	13,377
Over 5 years	6,014	6,065	5,663	5,516
By currency
US dollar	67,974	71,904	73,330	69,381	2,067	1,538	2,818	2,315
Euro	26,998	28,223	26,345	27,922	737	629	996	1,002
Yen	14,547	13,592	14,610	13,821	739	369	805	508
Pound (sterling)	9,252	9,635	8,814	9,381	264	251	249	318
Swiss franc	4,492	4,355	4,543	4,204	142	118	149	150
Canadian dollar	3,401	3,386	3,265	3,690	78	88	107	129
Swedish krona	1,639	1,559	1,322	1,407	31	27	44	32
Other currencies	28,681	32,366	31,896	29,736	856	747	1,088	908
Interest rate contracts	600,821	578,884	519,607	446,946	14,689	13,914	16,128	11,465
By instrument
FRAs	81,973	95,654	83,614	77,089	209	220	257	226
Swaps	468,412	432,647	391,473	328,894	13,281	12,378	14,327	10,094
Options	50,075	50,231	44,202	40,683	1,199	1,316	1,544	1,145
Other products	361	351	319	280
By counterparty
Reporting dealers	99,912	88,560	73,565	64,185	3,867	3,835	4,117	3,205
Other financial institutions	482,268	473,142	430,601	367,850	10,002	9,176	11,043	7,448
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	18,280	16,831	15,123	14,631	820	902	968	812
By maturity
Up to 1 year	204,884	234,961	206,392	185,274
Between 1 and 5 years	240,376	214,172	189,896	156,444
Over 5 years	155,201	129,400	123,000	104,947
By currency
US dollar	174,894	162,277	173,891	160,985	4,367	3,295	3,659	2,795
Euro	247,099	227,141	172,144	130,179	7,251	7,604	8,461	5,477
Yen	52,657	51,809	46,233	44,137	697	761	800	587
Pound (sterling)	53,960	62,122	58,192	47,599	1,316	1,100	1,852	1,409
Swiss franc	6,142	5,724	5,129	4,298	133	125	141	141
Canadian dollar	10,640	10,720	10,312	10,730	144	130	168	217
Swedish krona	7,679	7,220	5,730	4,948	103	134	140	110
Other currencies	47,749	51,871	47,977	44,068	678	765	907	730
Equity-linked contracts	6,705	7,225	7,096	7,656	713	691	627	617
By instrument
Forwards and swaps	2,306	2,534	2,521	2,824	205	201	180	170
Options	4,399	4,691	4,575	4,832	508	489	447	447
By counterparty
Reporting dealers	2,142	2,487	2,403	2,563	247	231	204	214
Other financial institutions	3,949	4,012	3,975	4,337	355	352	296	274
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	614	726	718	756	112	108	127	128
By maturity
Up to 1 year	3,759	4,186	4,554	5,013
Between 1 and 5 years	2,318	2,418	2,085	2,190
Over 5 years	627	621	457	453
By market
US equities	2,220	2,554	2,933	3,264	304	305	292	260
European equities	2,797	2,945	2,469	2,728	247	233	184	196
Japanese equities	567	502	511	417	66	56	49	51
Other Asian equities	321	365	373	462	22	24	21	22
Latin American equities	164	179	179	179	10	11	11	11
Other equities	636	682	632	606	64	61	70	77