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OTC, foreign exchange derivatives
In billions of US dollars
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.
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TOT USD EUR JPY GBP CHF CAD SEK Other currencies
  Notional amounts outstanding
 Total foreign exchange contracts76,98066,87725,44514,33010,3753,5973,8081,64427,884
 Outright forwards and forex swaps43,87138,20013,8347,5956,1112,2362,3201,07816,367
     Reporting dealers15,87614,6634,6403,2532,2297377833355,111
 Other financial institutions22,27119,2946,4713,4873,0911,2181,0694779,435
     Central counterparties1,0981,1005010001,090
     Non-financial customers5,7244,2432,7228557902814692661,820
     Total including gold44,119
 Currency swaps22,20719,2047,9884,4193,2449681,1653957,031
     Reporting dealers12,48211,3453,9032,9911,6875036151433,777
 Other financial institutions7,1955,9582,6911,1401,0853663631802,605
     Central counterparties635611000   69
     Non-financial customers2,5291,9001,3942884719918672649
 Total options10,9019,4743,6242,3161,0203923231714,484
     Reporting dealers5,1384,3911,7661,356475235139631,850
 Other financial institutions4,6624,1261,363784408133126862,297
     Central counterparties110            01
     Non-financial customers1,102957496176137245821336
     Total including gold11,029
 Options sold (gross basis)8,1116,9692,7111,8987623162281113,227
     Reporting dealers5,1314,3271,7591,383483236136601,877
 Other financial institutions2,4252,1507134282076964411,179
     Central counterparties010               0
     Non-financial customers5554922388873112811170
     Total including gold8,186
 Options bought (gross basis)7,9286,8952,6791,7737333112341223,107
     Reporting dealers5,1454,4541,7721,330467234143661,823
 Other financial institutions2,2361,9766503562026462451,118
     Central counterparties100            01
     Non-financial customers5474652588864132911166
     Total including gold8,010
     Total contracts including gold77,356
  Gross market values
 Total foreign exchange contracts2,3292,03188438232010513647754
 Outright forwards and forex swaps1,044957382166133396530315
     Reporting dealers4213971587652172012110
 Other financial institutions4554261476850182612163
     Central counterparties26340000   018
     Non-financial customers168133782331419642
 Currency swaps1,107920444155174526616386
     Reporting dealers525463190845920296197
 Other financial institutions362292149476322186128
     Central counterparties22000   0   2
     Non-financial customers22016510624521019460
 Total options179154586113135153
     Reporting dealers968130414102023
 Other financial institutions55471714621023
     Central counterparties00   00      00
     Non-financial customers282611631107
 Options sold (gross basis)13711642578103137
     Reporting dealers95792846491022
 Other financial institutions302698311012
     Central counterparties00                  0
     Non-financial customers13125320004
 Options bought (gross basis)13611644509123138
     Reporting dealers968130414102023
 Other financial institutions252186311011
     Central counterparties00   00      00
     Non-financial customers15146320104
     Total FX contracts including gold2,347
  Herfindahl indices 1
 Outright forwards, forex swaps and currency swaps488505474541554637596650
     Between reporters516533537604635631653681
     With non-reporters480496442521508723592687
 Total options779777717687855948815990
     Between reporters7297227206728649967871,154
     With non-reporters9509537788249391,018924973