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OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
< H2 2016 > >|
Total One year or less Over one year up to five years Over five years
 Total foreign exchange contracts68,59852,28211,2215,092
 Outright forwards, forex swaps and currency swaps58,11143,4869,8874,738
     Reporting dealers (net)25,13617,5255,0812,530
 Other financial institutions25,49321,0103,0821,401
     Central counterparties90289660
     Non-financial customers7,4834,9511,725807
 Total options10,4858,7961,334355
     Reporting dealers (net)5,2024,165777260
 Other financial institutions4,3503,94333177
     Central counterparties110   
     Non-financial customers93268922618
 Options sold (gross basis)7,9516,5571,075319
     Reporting dealers (gross)5,2174,169786262
 Other financial institutions2,2802,04518650
     Central counterparties000   
     Non-financial customers4543431047
 Options bought (gross basis)7,7356,4041,035296
     Reporting dealers (gross)5,1874,160768259
 Other financial institutions2,0701,89814526
     Central counterparties110   
     Non-financial customers47834512211
     Total FX contracts including gold68,95252,57711,2665,107
 Total interest rate contracts368,356160,029122,55685,476
 Forwards and swaps335,834149,267108,91877,649
     Reporting dealers (net)22,2366,3269,3016,609
 Other financial institutions304,854141,05495,79268,009
     Central counterparties278,007130,53087,01060,467
     Non-financial customers8,7441,8883,8253,031
 Total options32,22610,76213,6387,826
     Reporting dealers (net)18,5676,0917,4455,031
 Other financial institutions11,8534,1415,2672,445
     Central counterparties2251614619
     Non-financial customers1,806529926351
 Options sold (gross basis)26,0008,78510,8246,392
     Reporting dealers (gross)18,5066,1087,4724,926
 Other financial institutions6,2752,3022,6701,302
     Central counterparties12481358
     Non-financial customers1,219374682163
 Options bought (gross basis)24,7938,06810,2606,465
     Reporting dealers (gross)18,6286,0737,4195,135
 Other financial institutions5,5791,8392,5971,143
     Central counterparties101801111
     Non-financial customers587155244187
 Total equity-linked contracts6,1403,9541,874311
 Forwards and swaps2,5261,562810154
     Reporting dealers (net)53537513228
 Other financial institutions1,699995588116
     Central counterparties151410
     Non-financial customers2921929010
 Total options3,6132,3931,064157
     Reporting dealers (net)1,5461,01248945
 Other financial institutions1,7361,19745782
     Central counterparties434300
     Non-financial customers33118311830
 Options sold (gross basis)2,9581,979863117
     Reporting dealers (gross)1,6431,10449742
 Other financial institutions1,13476730561
     Central counterparties262600
     Non-financial customers1821076014
 Options bought (gross basis)2,2011,42669085
     Reporting dealers (gross)1,45092148148
 Other financial institutions60243015121
     Central counterparties161600
     Non-financial customers149765716