OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
< H1 2016 > >|
Total One year or less Over one year up to five years Over five years
 Total foreign exchange contracts74,03659,06610,5544,415
 Outright forwards, forex swaps and currency swaps62,33849,2269,0574,055
     Reporting dealers (net)26,54320,0004,4822,061
 Other financial institutions27,96123,7712,9631,226
     Central counterparties34533860
     Non-financial customers7,8345,4551,612767
 Total options11,6979,8401,497360
     Reporting dealers (net)5,5764,510819247
 Other financial institutions4,9864,42646694
     Central counterparties110   
     Non-financial customers1,13590421219
 Options sold (gross basis)8,6937,1991,179315
     Reporting dealers (gross)5,5744,496831247
 Other financial institutions2,5732,26125061
     Central counterparties110   
     Non-financial customers547441988
 Options bought (gross basis)8,5807,1511,137292
     Reporting dealers (gross)5,5784,523807248
 Other financial institutions2,4142,16521633
     Central counterparties110   
     Non-financial customers58846311412
     Total FX contracts including gold74,37459,36010,5934,421
 Total interest rate contracts418,082188,834132,90596,320
 Forwards and swaps383,316177,947117,73587,634
     Reporting dealers (net)26,7667,73210,7978,237
 Other financial institutions347,316168,197103,00676,114
     Central counterparties319,162159,13893,08166,942
     Non-financial customers9,2342,0183,9323,283
 Total options34,74310,88815,1698,686
     Reporting dealers (net)20,4955,9438,8345,718
 Other financial institutions12,4024,4485,3792,575
     Central counterparties53231020
     Non-financial customers1,846496957393
 Options sold (gross basis)28,1058,74212,2277,136
     Reporting dealers (gross)20,4525,9938,8545,605
 Other financial institutions6,4752,4442,7091,323
     Central counterparties3620510
     Non-financial customers1,178306663208
 Options bought (gross basis)27,1348,08911,7777,268
     Reporting dealers (gross)20,5395,8948,8145,831
 Other financial institutions5,9262,0052,6701,252
     Central counterparties183510
     Non-financial customers668190293185
 Total equity-linked contracts6,6314,2242,044363
 Forwards and swaps2,5371,652723162
     Reporting dealers (net)55638914027
 Other financial institutions1,7411,094518128
     Central counterparties212100
     Non-financial customers241169657
 Total options4,0942,5721,321201
     Reporting dealers (net)1,8131,09565463
 Other financial institutions1,9871,319559109
     Central counterparties242040
     Non-financial customers29415810828
 Options sold (gross basis)3,4482,1281,165155
     Reporting dealers (gross)1,9891,18274067
 Other financial institutions1,29985836873
     Central counterparties6330
     Non-financial customers159885714
 Options bought (gross basis)2,4591,539811109
     Reporting dealers (gross)1,6361,00856959
 Other financial institutions68846119136
     Central counterparties181710
     Non-financial customers134705114