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Table
D12.1
÷
D11.6 «
» D12.2
Structure
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Turnover of OTC interest rate derivatives
Daily averages in April 1995, in millions of US dollars
«
‹
1995
›
»
All products
Forward rate agreements
Swaps
Total options
Other products
Total
Of which: overnight index swaps
Of which: other interest rate swaps
Total, "net-net" basis
151,408
65,516
62,759
...
...
20,821
2,313
By currency
US dollar
41,460
17,613
16,798
...
...
6,658
391
Euro
...
...
...
...
...
...
...
Pound (sterling)
...
...
...
...
...
...
...
Australian dollar
...
...
...
...
...
...
...
Yen
34,860
9,500
17,168
...
...
8,099
...
Canadian dollar
...
...
...
...
...
...
...
New Zealand dollar
...
...
...
...
...
...
...
Won
...
...
...
...
...
...
...
Czech koruna
...
...
...
...
...
...
...
Renminbi
...
...
...
...
...
...
...
Rand
...
...
...
...
...
...
...
Swedish krona
...
...
...
...
...
...
...
Indian rupee
...
...
...
...
...
...
...
Mexican peso
...
...
...
...
...
...
...
Other currencies
75,089
38,403
28,793
...
...
6,063
...
By counterparty
With reporting dealers
90,927
48,540
41,222
...
...
...
1,165
Local
41,001
20,699
19,606
...
...
...
696
Cross-border
49,927
27,841
21,616
...
...
...
469
With other financial institutions
27,203
12,806
13,988
...
...
...
409
Local
12,331
3,879
8,054
...
...
...
398
Cross-border
14,872
8,927
5,934
...
...
...
11
With non-financial institutions
12,457
4,171
7,549
...
...
...
738
Local
8,176
2,730
5,175
...
...
...
271
Cross-border
4,282
1,441
2,374
...
...
...
467
Of which: related party trades
...
...
...
...
...
...
...
Of which: back-to-back trades
...
...
...
...
...
...
...
Of which: compression trades
...
...
...
...
...
...
By country
United Kingdom
58,760
34,801
18,537
...
...
5,318
104
United States
31,723
10,487
14,222
...
...
6,575
440
Hong Kong SAR
3,539
1,590
1,844
...
...
105
...
Germany
10,867
4,270
5,251
...
...
850
496
France
18,811
5,033
12,514
...
...
1,258
6
Singapore
16,256
5,017
11,083
...
...
156
1
Australia
2,814
1,995
544
...
...
261
14
Canada
4,431
2,983
1,061
...
...
387
...
Japan
26,444
2,292
12,816
...
...
11,284
53
Netherlands
4,111
2,242
1,326
...
...
372
171
Ireland
1,475
1,280
180
...
...
15
...
Italy
1,503
874
449
...
...
177
2
Denmark
2,681
2,179
252
...
...
250
...
Switzerland
2,442
1,623
483
...
...
336
Other countries
22,706
16,689
3,815
...
...
705
1,497
