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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 1998, in millions of US dollars
«
‹
1998
›
»
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
265,435
74,446
154,562
...
...
36,376
52
By currency
US dollar
70,826
22,771
35,816
...
...
12,239
...
Euro
...
...
...
...
...
...
...
Pound (sterling)
16,607
7,573
7,666
...
...
1,367
...
Australian dollar
3,034
1,647
1,309
...
...
78
...
Yen
27,312
3,477
14,112
...
...
9,723
...
Canadian dollar
7,188
3,049
3,150
...
...
990
...
New Zealand dollar
290
176
69
...
...
45
...
Won
...
...
...
...
...
...
...
Czech koruna
...
...
...
...
...
...
...
Renminbi
...
...
...
...
...
...
...
Rand
509
128
138
...
...
244
...
Swedish krona
1,756
1,310
89
...
...
357
...
Indian rupee
...
...
...
...
...
...
...
Mexican peso
155
155
...
...
...
...
...
Other currencies
137,758
34,158
92,214
...
...
11,334
...
By counterparty
With reporting dealers
149,638
45,695
87,006
...
...
16,938
...
Local
71,440
23,575
40,427
...
...
7,439
...
Cross-border
78,197
22,120
46,578
...
...
9,499
...
With other financial institutions
89,096
21,264
56,080
...
...
11,751
...
Local
45,517
11,255
28,771
...
...
5,490
...
Cross-border
43,579
10,011
27,309
...
...
6,260
...
With non-financial institutions
26,646
7,487
11,471
...
...
7,688
...
Local
16,422
4,171
6,443
...
...
5,808
...
Cross-border
10,222
3,314
5,029
...
...
1,880
...
Of which: related party trades
...
...
...
...
...
...
...
Of which: back-to-back trades
...
...
...
...
...
...
...
Of which: compression trades
...
...
...
...
...
...
By country
United Kingdom
122,928
42,440
68,754
...
...
11,734
...
United States
58,447
16,033
31,368
...
...
11,041
4
Hong Kong SAR
2,437
404
1,939
...
...
94
1
Germany
29,077
5,569
20,273
...
...
3,235
...
France
40,577
4,632
32,448
...
...
3,497
...
Singapore
5,341
1,141
4,183
...
...
9
8
Australia
2,830
1,470
1,272
...
...
87
...
Canada
6,415
2,428
2,926
...
...
1,049
12
Japan
31,623
968
17,612
...
...
13,043
...
Netherlands
3,545
1,821
1,532
...
...
191
...
Ireland
1,805
1,068
728
...
...
9
...
Italy
4,062
850
2,909
...
...
303
...
Denmark
4,172
3,372
694
...
...
106
...
Switzerland
5,882
1,922
3,908
...
...
53
Other countries
24,484
12,448
10,593
...
...
1,425
19
