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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
 Commodity contracts1,3201,4011,3501,401297188163136
 By commodity
     Gold28634735437675252818
     Other precious metal526352676643
     Other commodities982992944957216157132115
 By instrument & commodity
 Forwards and swaps8889619561,023            
     Gold177211220248            
     Other precious metal32423451            
     Other commodities679708702723            
 Total options432440393378            
     Gold109136134128            
     Other precious metal20211816            
     Other commodities303284242234            
 Options sold (gross basis)252273239234            
     Gold55818075            
     Other precious metal13131110            
     Other commodities185179148149            
 Options bought (gross basis)276266242228            
     Gold78858382            
     Other precious metal1212119            
     Other commodities186169148137            
     Credit derivatives011,87610,0159,8680345297304
 Credit default swaps12,29411,7639,8579,644421341292298
 By instrument
     Single-name instruments7,1836,5795,5825,042284214165150
 Multi-name instruments5,1105,1844,2754,602137127127148
     Index products4,7374,8363,8404,229
 By counterparty
     Reporting dealers5,4515,0943,7402,94919515511489
 Other financial institutions6,6526,5155,9686,540219181173203
     Central counterparties4,1854,3874,3344,907117102110142
     Banks and security firms85463542239326171212
     Insurance firms1631581531296555
     SPVs, SPCs, or SPEs17015396908654
     Hedge funds61654844043435282321
     Other financial customers66563352258628221820
     Non-financial customers1901531491557555
 By rating category
     Investment grade7,9758,0876,4676,260            
     Non-investment grade2,2282,0902,0262,156            
     Non-rated2,0911,5861,3641,229            
 By maturity
     Up to 1 year2,6892,8002,6722,513            
     Between 1 and 5 years8,7788,1956,4556,404            
     Over 5 years827768731727            
 By sector
     Sovereigns2,0011,8671,7151,638            
     Financial firms2,6252,1711,8041,674            
     Non-financial firms4,2904,0353,1812,660            
     Securitised products225220305293            
     Multiple Sectors3,1523,4712,8523,380            
 By location of counterparty
     Home country2,8942,8912,5172,380
 Abroad9,4008,8727,3407,264
     United States2,5752,4492,1662,205
     European developed countries5,7185,4704,3724,278
     Japan13713410095
     Other Asian countries1021078381
     Latin America460326344323
     All other countries407386276282
     Other derivatives084961070669
     Unallocated17,48131,93627,86431,3305501,4731,043885
     Gross credit exposure2,8623,6973,2962,770