OTC, equity-linked derivatives
In billions of US dollars
< H1 2016 > >|
Total US Equities European Equities Japanese Equities Other Asian Equities Latin American Equities Other Equities
  Notional amounts outstanding
 Total equity-linked contracts6,6312,9442,204306339153686
 Forwards and swaps2,53787799812015194298
     Reporting dealers5561753012611340
 Other financial institutions1,7416136347211990212
     Central counterparties216140001
     Non-financial customers24189632120146
 Total options4,0942,0671,20618618859388
     Reporting dealers1,81384962596731168
 Other financial institutions1,9871,0794968210552173
     Central counterparties241840002
     Non-financial customers29414085710647
 Options sold (gross basis)3,4481,7111,11514712239313
     Reporting dealers1,98993570593661190
 Other financial institutions1,29970636051513597
     Central counterparties632   000
     Non-financial customers159705135426
 Options bought (gross basis)2,4591,20571613413921244
     Reporting dealers1,63676254599812147
 Other financial institutions68837313731541776
     Central counterparties181610001
     Non-financial customers134703444220
  Gross market values
 Total equity-linked contracts51521514736201087
 Forwards and swaps1725767119720
     Reporting dealers3210163102
 Other financial institutions114404057615
     Central counterparties000      00
     Non-financial customers256112213
 Total options343158802511366
     Reporting dealers1427536153013
 Other financial institutions156613197246
     Central counterparties110   00   
     Non-financial customers4522131117
 Options sold (gross basis)26012263229242
     Reporting dealers1467540153013
 Other financial institutions92341975125
     Central counterparties000   00   
     Non-financial customers231340014
 Options bought (gross basis)22911157185137
     Reporting dealers1427536153013
 Other financial institutions65271132121
     Central counterparties110   0      
     Non-financial customers22990103
  Herfindahl indices
 Forwards and swaps7189807181,1411,2013,802
     Between reporters6839717941,2191,8403,025
     With non-reporters8291,0978431,3691,2404,155
 Total options1,0631,3801,0211,0351,6843,766
     Between reporters1,6012,6861,3091,1642,8183,357
     With non-reporters7718187371,1051,6344,124