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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 contracts368,356140,774102,11141,68330,4103,7808,2263,68737,685
 FRAs60,66634,05616,19595,83098161,2852,305
     Reporting dealers1,025476520464087360
 Other financial institutions59,21033,32616,11985,78297611,1731,825
     Central counterparties55,74230,95916,03875,70097201,125941
     Non-financial customers43125524120524120
 Swaps275,16891,98273,44239,51922,6252,7678,1832,33834,312
     Reporting dealers21,2116,3435,5392,4451,5021443062224,710
 Other financial institutions245,64483,04164,94236,03620,5962,5837,5872,00928,851
     Central counterparties222,26576,78258,40533,68618,1852,3357,1281,77523,969
     Non-financial customers8,3132,5982,9611,03952739291107750
 Total options32,22614,73612,4742,1551,955333764773
     Reporting dealers18,5677,4108,2271,5361,01917821328
 Other financial institutions11,8536,2813,694561858121833397
     Central counterparties22514952300      38
     Non-financial customers1,8061,04555358783111148
 Options sold (gross basis)26,00011,66410,4201,8671,377262238586
     Reporting dealers18,5067,3928,2661,53095718914321
 Other financial institutions6,2753,4741,8653053647817234
     Central counterparties1246930150      38
     Non-financial customers1,219799289325616631
 Options bought (gross basis)24,79310,48210,2821,8241,597242248514
     Reporting dealers18,6287,4298,1891,5431,08017828334
 Other financial institutions5,5792,8071,82925649451015163
     Central counterparties1018122150      1
     Non-financial customers587246264262325417
  Gross market values
 Total interest rate contracts9,9922,2714,5867511,5408012372570
 FRAs1531404020016
     Reporting dealers10100000000
 Other financial institutions1311214020004
     Central counterparties1031001010000
     Non-financial customers12101000001
 Swaps8,9151,9004,0607101,4207612370557
     Reporting dealers1,70844471713723313208136
 Other financial institutions6,6131,3523,0185481,105598855389
     Central counterparties4,5691,0202,081392647377042279
     Non-financial customers5941043252582415732
 Total options924231521411194017
     Reporting dealers67614941134762003
 Other financial institutions21071916371003
     Central counterparties100010      0
     Non-financial customers381119060001
 Options sold (gross basis)79119246339873006
     Reporting dealers66914940935702004
 Other financial institutions11038494161001
     Central counterparties100   10      0
     Non-financial customers1155010000
 Options bought (gross basis)802188467371023005
     Reporting dealers67614941134762003
 Other financial institutions9933422210001
     Central counterparties100010      0
     Non-financial customers27714050000
  Herfindahl indices
 FRAs6248086613,1401,1931,5474,114959
     Between reporters7601,7735,7031,0861,6932,6474,2011,216
     With non-reporters6318026663,1861,1941,5524,2691,028
 Swaps4235714236197141,3221,0191,288
     Between reporters4836184565048878241,0211,996
     With non-reporters4315744316277241,6781,0281,264
 Total options6527766627878969983,2803,030
     Between reporters6637956937708649551,8254,211
     With non-reporters6888496701,0531,1151,4283,9695,128