OTC, foreign exchange derivatives
In billions of US dollars
< H2 2016 > >|
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
  Notional amounts outstanding
 Total foreign exchange contracts68,59861,51322,21513,6398,4623,0763,1191,46123,711
 Outright forwards and forex swaps37,20833,49011,4846,6694,7811,7561,84095313,442
     Reporting dealers13,25312,8363,7512,8171,5605375622994,143
 Other financial institutions18,86316,7985,5012,9552,5241,0408664337,611
     Central counterparties813840311000782
     Non-financial customers5,0923,8562,2328976971794122221,689
     Total including gold37,428
 Currency swaps20,90318,6377,5694,2352,9319549643056,212
     Reporting dealers11,88311,1603,7042,9021,5225015051213,352
 Other financial institutions6,6295,6832,4781,0179903452891312,327
     Central counterparties897901000   97
     Non-financial customers2,3911,7941,38731741810817054533
 Total options10,4859,3863,1622,7357503663142034,052
     Reporting dealers5,2024,6141,6311,598366243145641,744
 Other financial institutions4,3503,9411,1479402831041231202,042
     Central counterparties11               01
     Non-financial customers932831385197102194719266
     Total including gold10,618
 Options sold (gross basis)7,9516,9202,4822,2365583122401413,015
     Reporting dealers5,2174,4801,6721,634372245150661,816
 Other financial institutions2,2802,0416165051365868661,071
     Central counterparties00                  0
     Non-financial customers45439919497509229128
     Total including gold8,032
 Options bought (gross basis)7,7357,0802,3112,0985582982191262,782
     Reporting dealers5,1874,7481,5901,562360242140621,672
 Other financial institutions2,0701,900530436147475555971
     Central counterparties11               01
     Non-financial customers478432191100519259139
     Total including gold7,818
     Total contracts including gold68,952
  Gross market values
 Total foreign exchange contracts2,9882,648822691338102106361,232
 Outright forwards and forex swaps1,2751,172315314142314522508
     Reporting dealers4924901051304411137184
 Other financial institutions5675151231366016179258
     Central counterparties21260000   016
     Non-financial customers215168884837414666
 Currency swaps1,4471,231445285178585712629
     Reporting dealers7126591551875519194325
 Other financial institutions459375159686826155201
     Central counterparties11000   0   1
     Non-financial customers277198130305513234102
 Total options266245629218134296
     Reporting dealers14113031577101144
 Other financial institutions89801927621142
     Central counterparties00   00      00
     Non-financial customers3735138512010
 Options sold (gross basis)206175528513102273
     Reporting dealers1411163566891146
 Other financial institutions48441015311022
     Central counterparties00                  0
     Non-financial customers17156420005
 Options bought (gross basis)202186467313113269
     Reporting dealers14113031577101144
 Other financial institutions4136812311020
     Central counterparties00   00      00
     Non-financial customers20206430105
     Total FX contracts including gold3,016
  Herfindahl indices1
 Outright forwards, forex swaps and currency swaps458488453519506627605711
     Between reporters486516512572567606753736
     With non-reporters446470421476473727998767
 Total options7587777556938529838031,479
     Between reporters7147317346778061,0417411,234
     With non-reporters8859028208221,0001,0211,0021,851
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.