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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 contracts415,914156,206122,63740,84432,6103,8649,5735,07145,110
 FRAs72,58438,79622,13156,125953131,9032,657
     Reporting dealers1,052625760163060271
 Other financial institutions70,44537,31722,03926,10095081,8122,217
     Central counterparties66,59834,80521,94616,04893201,7651,100
     Non-financial customers1,08785416390530169
 Swaps306,14499,87886,69538,96423,6402,8769,5153,09041,487
     Reporting dealers19,8245,4345,5642,2141,2291152662094,793
 Other financial institutions278,10491,89178,13235,76521,9512,7248,9422,77035,931
     Central counterparties252,83885,09470,45132,93120,0432,4368,4132,46031,010
     Non-financial customers8,2162,5532,99998646037307112763
 Total options36,97017,53113,8121,8742,844354678750
     Reporting dealers18,7107,8068,2271,31098618928328
 Other financial institutions16,1298,4444,9555301,752142836370
     Central counterparties226135140550   517
     Non-financial customers2,1311,28162934106491452
 Options sold (gross basis)28,35913,06011,2011,6931,784272447523
     Reporting dealers18,7327,6278,4401,36594219923307
 Other financial institutions8,2404,4882,44330478781016183
     Central counterparties793670270   26
     Non-financial customers1,387945318245414933
 Options bought (gross basis)27,32012,27810,8371,4902,046253158556
     Reporting dealers18,6887,9848,0141,2541,02916933349
 Other financial institutions7,8893,9562,51222696561720187
     Central counterparties1479970280   211
     Non-financial customers743337311105235619
  Gross market values
 Total interest rate contracts8,4991,7783,9606281,3546612366525
 FRAs53415010004
     Reporting dealers330000000
 Other financial institutions43345010003
     Central counterparties31263010000
     Non-financial customers651000001
 Swaps7,6831,5223,5515941,2536212265514
     Reporting dealers1,50238362212821711177118
 Other financial institutions5,6311,0442,639442954479152363
     Central counterparties4,0527901,925334579287641279
     Non-financial customers550952902583415732
 Total options764215404331004007
     Reporting dealers53013530327592003
 Other financial institutions19569846322003
     Central counterparties300030      0
     Non-financial customers391117090001
 Options sold (gross basis)64416536333724006
     Reporting dealers52712231430552004
 Other financial institutions10439443141002
     Central counterparties100   10      0
     Non-financial customers1355030000
 Options bought (gross basis)64717135430833005
     Reporting dealers53013530327592003
 Other financial institutions9130392170001
     Central counterparties200020      0
     Non-financial customers26712060001
  Herfindahl indices
 FRAs6707968473,6641,1511,5252,6831,050
     Between reporters1,0181,6825,6914,7811,3633,4234,8762,199
     With non-reporters6807998554,4261,1571,5252,8371,111
 Swaps4225684306107201,2919951,150
     Between reporters5026215555137128281,0162,360
     With non-reporters4315734396147321,7121,0001,113
 Total options7098456848001,2849842,9583,044
     Between reporters6718266777648799652,1093,466
     With non-reporters9009888891,3342,3341,4273,5134,642