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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H1 2018 › »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts481,085192,510129,41737,21544,5224,39812,4946,05254,478
FRAs84,13146,83623,351277,4551,107442,1363,175
Reporting dealers1,153274851231365702
Other financial institutions82,39946,11023,240227,4291,105342,0232,436
Central counterparties78,30543,20323,003177,3821,097321,8251,745
Non-financial customers5794532654074837
Swaps349,761122,60388,83235,47533,2933,25912,4043,75150,145
Reporting dealers18,7854,7654,9961,7891,3161802762675,196
Other financial institutions320,357114,67280,54832,76431,1343,02111,7413,34043,136
Central counterparties288,232104,33171,03531,01028,6982,65011,1212,95436,433
Non-financial customers10,6203,1663,288922843573871441,813
Total options46,83323,05817,2341,7123,7743246165811
Reporting dealers20,1789,8207,8591,224917141038295
Other financial institutions23,41211,3368,3064462,756122487446
Central counterparties1290110...0   2196
Non-financial customers3,2431,9021,069421025124070
Options sold (gross basis)35,23517,52913,0041,5802,3572628105607
Reporting dealers20,4279,4958,2851,277976161042325
Other financial institutions12,6946,6334,1892731,30871141233
Central counterparties61060...0   946
Non-financial customers2,1141,4015293072372250
Options bought (gross basis)31,77515,34912,0891,3572,334212899499
Reporting dealers19,92910,1467,4321,172857131035266
Other financial institutions10,7174,7034,1171731,44761346213
Central counterparties67050...0   1250
Non-financial customers1,1295005401230251821
Gross market values
Total interest rate contracts6,6441,3263,1404431,0675210460452
FRAs107442701900412
Reporting dealers1363010002
Other financial institutions85302301900310
Central counterparties6618190180038
Non-financial customers971000000
Currency Swaps5,9141,0812,7874179935010355429
Reporting dealers1,28327554710921410126110
Other financial institutions4,0597001,959289676367943277
Central counterparties2,6354901,317211309206632188
Non-financial customers57210628019103412642
Total options623201327265431111
Reporting dealers40811522922361004
Other financial institutions18272834161015
Central counterparties000000000
Non-financial customers331415020001
Options sold (gross basis)51814528926462019
Reporting dealers4049724124361005
Other financial institutions1014244291003
Central counterparties000000000
Non-financial customers1365000001
Options bought (gross basis)51015327824442017
Reporting dealers40811522922361004
Other financial institutions813139160002
Central counterparties000000000
Non-financial customers21810020001
Herfindahl indices
FRAs6717478331,2221,1981,4116,3631,237
Between reporters1,0232,4056,4023,7932,7095,0524,4616,098
With non-reporters6777438411,3531,2061,4166,8301,286
Swaps4236194076077361,1891,0941,199
Between reporters4876114794967778478772,391
With non-reporters4356294136277411,5781,1091,191
Total options8369138378052,0571,0911,7353,256
Between reporters7098946538099039732,0032,657
With non-reporters1,1291,0031,5039253,6791,5092,2054,783