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OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
< H1 2017 > >|
Total One year or less Over one year up to five years Over five years
 Total foreign exchange contracts76,98060,62511,3455,009
 Outright forwards, forex swaps and currency swaps66,07751,37210,0144,692
     Reporting dealers (net)28,35820,9574,9892,412
 Other financial institutions29,46624,6183,4121,436
     Central counterparties1,1611,144116
     Non-financial customers8,2535,7961,614843
 Total options10,9019,2531,331317
     Reporting dealers (net)5,1384,173741224
 Other financial institutions4,6624,25133971
     Central counterparties110   
     Non-financial customers1,10282925122
 Options sold (gross basis)8,1116,7591,072280
     Reporting dealers (gross)5,1314,157750224
 Other financial institutions2,4252,18119847
     Central counterparties000   
     Non-financial customers5554221249
 Options bought (gross basis)7,9286,6671,000261
     Reporting dealers (gross)5,1454,190732223
 Other financial institutions2,2362,07114125
     Central counterparties110   
     Non-financial customers54740612713
     Total FX contracts including gold77,35660,95911,3755,021
 Total interest rate contracts415,914192,591134,63288,475
 Forwards and swaps378,728180,074118,70079,954
     Reporting dealers (net)20,8765,5778,4366,863
 Other financial institutions348,550172,144106,45269,953
     Central counterparties319,436160,48797,15561,794
     Non-financial customers9,3022,3533,8113,138
 Total options36,97012,51715,9328,520
     Reporting dealers (net)18,7105,2268,2475,237
 Other financial institutions16,1296,6906,5692,871
     Central counterparties2261176643
     Non-financial customers2,1316021,116413
 Options sold (gross basis)28,3599,01012,4596,890
     Reporting dealers (gross)18,7325,2318,3105,191
 Other financial institutions8,2403,3573,3581,524
     Central counterparties79302722
     Non-financial customers1,387422791174
 Options bought (gross basis)27,3208,73311,7206,867
     Reporting dealers (gross)18,6885,2218,1855,283
 Other financial institutions7,8893,3323,2101,347
     Central counterparties147863922
     Non-financial customers743180325238
 Total equity-linked contracts6,8364,4852,033319
 Forwards and swaps2,8491,881811157
     Reporting dealers (net)62945214433
 Other financial institutions1,9211,216590115
     Central counterparties222200
     Non-financial customers299214779
 Total options3,9872,6041,222161
     Reporting dealers (net)1,6241,01656642
 Other financial institutions2,0101,39752290
     Central counterparties484530
     Non-financial customers35419013429
 Options sold (gross basis)3,2522,130998124
     Reporting dealers (gross)1,7121,08358743
 Other financial institutions1,32692533566
     Central counterparties373520
     Non-financial customers2141227615
 Options bought (gross basis)2,3581,49079079
     Reporting dealers (gross)1,53595054440
 Other financial institutions68347218724
     Central counterparties111010
     Non-financial customers140685814