OTC, foreign exchange derivatives
In billions of US dollars
< H1 2016 > >|
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
  Notional amounts outstanding
 Total foreign exchange contracts74,03664,90324,02114,8199,8043,3743,2431,37026,538
 Outright forwards and forex swaps38,85333,77812,5336,8175,3841,8801,83190914,574
     Reporting dealers13,72712,9143,9532,8701,6335915282304,734
 Other financial institutions19,88117,0226,1043,1822,8941,1199034478,093
     Central counterparties214217100000209
     Non-financial customers5,2453,8422,4757658571704002331,747
     Total including gold39,055
 Currency swaps23,48520,7988,2705,3903,1421,0639943077,006
     Reporting dealers12,81611,9273,8493,5721,5465395231213,555
 Other financial institutions8,0796,8373,0891,4301,0874033181342,861
     Central counterparties13112812100   131
     Non-financial customers2,5892,0331,33338850912115351590
 Total options11,69710,3283,2182,6121,2784314181544,956
     Reporting dealers5,5764,9081,6471,478621254198571,990
 Other financial institutions4,9864,4231,147943528152176722,532
     Central counterparties11               01
     Non-financial customers1,135997424191129254425434
     Total including gold11,834
 Options sold (gross basis)8,6937,5842,4642,060949344311993,574
     Reporting dealers5,5744,8351,6481,484617253203532,054
 Other financial institutions2,5732,2656084912668089321,314
     Central counterparties11                  1
     Non-financial customers5474842088566121914206
     Total including gold8,774
 Options bought (gross basis)8,5807,6522,4012,0309493413041113,372
     Reporting dealers5,5784,9811,6451,472624255192611,926
 Other financial institutions2,4142,1585404522627387391,217
     Central counterparties11               01
     Non-financial customers58851321610663142512228
     Total including gold8,666
     Total contracts including gold74,374
  Gross market values
 Total foreign exchange contracts3,0632,63683787362012011932890
 Outright forwards and forex swaps1,3401,160320400332354618369
     Reporting dealers487456891899211125121
 Other financial institutions63054214016417720199189
     Central counterparties690   00   03
     Non-financial customers223161924764516558
 Currency swaps1,4621,248445380256676614448
     Reporting dealers68262214424710719244198
 Other financial institutions541441190989933216194
     Central counterparties33000   0   3
     Non-financial customers23918511136501621456
 Total options261229729332176173
     Reporting dealers134118345514122032
 Other financial institutions938324281242034
     Central counterparties00   00      00
     Non-financial customers3427141071207
 Options sold (gross basis)197171557523144152
     Reporting dealers134115365914112132
 Other financial institutions48441313631018
     Central counterparties00                  0
     Non-financial customers15126430003
 Options bought (gross basis)198172527723145152
     Reporting dealers134118345514122032
 Other financial institutions45391115621016
     Central counterparties00   00      00
     Non-financial customers19157631204
     Total FX contracts including gold3,102
  Herfindahl indices1
 Outright forwards, forex swaps and currency swaps459479456531489652591717
     Between reporters470486498564531624637690
     With non-reporters480510456540487756636815
 Total options7827807417179839611,001881
     Between reporters7387387406969101,014855935
     With non-reporters9058997708441,2071,0621,406894
1 For the currency as a whole, regardless of the different currency pairs. There are different degrees of concentration for each currency pair. For example, the concentration in the EUR-SEK currency pair is different from that of EUR-JPY currency pair.