OTC, interest rate derivatives
In billions of US dollars
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TOT USD EUR JPY GBP CHF CAD SEK Other currencies
  Notional amounts outstanding
 Total interest rate contracts418,082148,898120,45949,74041,8573,5628,7284,67540,163
 FRAs71,84238,52520,008178,03972691,6312,887
     Reporting dealers1,50160611006471167546
 Other financial institutions69,73237,49119,872137,97171811,4322,233
     Central counterparties66,10635,08019,771107,93970301,3281,275
     Non-financial customers60842826341732107
 Swaps311,47495,64286,62346,97731,3142,7988,6832,98936,447
     Reporting dealers25,2647,3016,9403,3051,8181743632415,123
 Other financial institutions277,58486,03576,42242,52528,8872,5758,0382,62830,474
     Central counterparties253,05680,11468,27240,66926,4712,2637,5732,41825,275
     Non-financial customers8,6262,3063,2621,14760849282120851
 Total options34,74314,73113,8282,7462,504383655805
     Reporting dealers20,4957,5269,4301,8421,317201020332
 Other financial institutions12,4026,2853,7278031,106151826422
     Central counterparties531673250      1
     Non-financial customers1,8469216711028137952
 Options sold (gross basis)28,10511,59111,6822,3221,787302434634
     Reporting dealers20,4527,4809,4671,8401,252191014369
 Other financial institutions6,4753,4251,870430484101015231
     Central counterparties361640150      0
     Non-financial customers1,178686344525114634
 Options bought (gross basis)27,13410,66611,5762,2662,034282240503
     Reporting dealers20,5397,5719,3921,8431,382211126294
 Other financial institutions5,9262,8591,8573736225811191
     Central counterparties18033100      0
     Non-financial customers668235327503023317
  Gross market values
 Total interest rate contracts15,0963,8626,4011,4412,205119218121728
 FRAs2552358050015
     Reporting dealers13120000001
 Other financial institutions2242087050014
     Central counterparties1961854   50011
     Non-financial customers17151000001
 Swaps13,4803,2905,6131,3662,049113217119713
     Reporting dealers2,5197261,010214339192913169
 Other financial institutions10,1932,4194,2061,1121,6098716697498
     Central counterparties7,6931,9763,0869141,0516213985380
     Non-financial customers767145397401016221045
 Total options1,3613377807515161111
     Reporting dealers99623259760983005
 Other financial institutions3209415914463004
     Central counterparties200010      0
     Non-financial customers451124171001
 Options sold (gross basis)1,173290682701155019
     Reporting dealers99123259661933006
 Other financial institutions16652799222002
     Central counterparties100   10      0
     Non-financial customers1668110001
 Options bought (gross basis)1,180279693661294018
     Reporting dealers99623259760983005
 Other financial institutions15442806241002
     Central counterparties100000      0
     Non-financial customers30616061001
  Herfindahl indices
 FRAs6137406011,6941,1411,5192,778996
     Between reporters7912,1993,4878,4941,6423,1438,012956
     With non-reporters6237366091,7981,1411,5193,8711,102
 Swaps4615994726188211,3841,0261,047
     Between reporters4425994225157119041,0461,507
     With non-reporters4826075026398351,7351,0351,078
 Total options6417716507778849523,1322,592
     Between reporters6407766657678698891,9613,381
     With non-reporters7228367721,0021,1121,4553,9334,534