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OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
«  H1 2018 › »
Total One year or less Over one year up to five years Over five years
Total foreign exchange contracts95,79876,14513,8795,709
Outright forwards, forex swaps and currency swaps82,42864,79712,2435,387
Reporting dealers34,49825,9055,9272,666
Other financial institutions37,64631,5704,3441,732
Central counterparties2,8982,819764
Non-financial customers10,2847,3231,973988
Total options13,30711,3481,636322
Reporting dealers6,1115,110782219
Other financial institutions5,6635,10848965
Central counterparties9620
Non-financial customers1,5331,13036538
Options sold (gross basis)9,7978,2661,249281
Reporting dealers6,0975,078795223
Other financial institutions2,9672,64228244
Central counterparties4310
Non-financial customers73354617214
Options bought (gross basis)9,6218,1921,169260
Reporting dealers6,1255,142769215
Other financial institutions2,6952,46620821
Central counterparties5310
Non-financial customers80058419224
Total FX contracts including gold96,36676,60913,9735,724
Total interest rate contracts481,085231,284155,34494,097
Forwards and swaps433,892212,446136,14485,302
Reporting dealers19,9385,9807,7716,187
Other financial institutions402,756203,799123,51875,438
Central counterparties366,537191,429110,12464,984
Non-financial customers11,1992,6674,8553,677
Total options46,83318,83719,2008,795
Reporting dealers20,1786,3338,7605,085
Other financial institutions23,41211,5738,5343,304
Central counterparties12911874
Non-financial customers3,2439311,906406
Options sold (gross basis)35,23513,22814,9137,094
Reporting dealers20,4276,4428,9045,081
Other financial institutions12,6946,1594,7091,826
Central counterparties615632
Non-financial customers2,1146261,301187
Options bought (gross basis)31,77511,94213,0466,787
Reporting dealers19,9296,2248,6165,089
Other financial institutions10,7175,4143,8251,478
Central counterparties676142
Non-financial customers1,129304605219
Total equity-linked contracts7,0714,4352,296340
Forwards and swaps3,2992,145969185
Reporting dealers64646015135
Other financial institutions2,3081,438735135
Central counterparties171610
Non-financial customers3452488314
Total options3,7722,2901,327155
Reporting dealers1,12457151142
Other financial institutions2,1911,44766580
Central counterparties211...
Non-financial customers45827315133
Options sold (gross basis)2,7671,6171,027123
Reporting dealers1,13756652546
Other financial institutions1,36089041258
Central counterparties111...
Non-financial customers2701619019
Options bought (gross basis)2,1291,24481175
Reporting dealers1,11157549739
Other financial institutions83155725321
Central counterparties111...
Non-financial customers1881126115