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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 2019, in millions of US dollars
«
‹
2019
›
»
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
6,439,206
1,902,446
4,080,271
2,036,212
2,044,059
450,689
5,800
By currency
US dollar
3,264,720
1,263,112
1,861,715
1,099,925
761,790
139,893
...
Euro
1,587,764
387,021
917,475
408,466
509,008
283,268
...
Pound (sterling)
536,899
172,429
357,458
195,734
161,723
7,013
...
Australian dollar
399,512
479
396,913
247,727
149,187
2,120
...
Yen
159,589
2,373
147,688
10,621
137,068
9,528
...
Canadian dollar
90,398
498
88,907
23,175
65,731
994
...
New Zealand dollar
55,880
32
55,624
21,696
33,928
224
...
Won
26,860
57
25,663
293
25,371
1,140
...
Czech koruna
12,354
6,458
5,895
128
5,767
1
...
Renminbi
33,107
143
31,356
361
30,995
1,609
...
Rand
25,180
8,447
16,465
1,801
14,664
268
...
Swedish krona
60,898
28,972
30,768
1,129
29,639
1,158
...
Indian rupee
16,552
59
16,468
12,089
4,380
25
...
Mexican peso
23,344
20
23,255
1,413
21,842
69
...
Other currencies
146,150
32,349
104,620
11,654
92,966
3,380
...
By counterparty
With reporting dealers
1,530,838
364,790
884,180
347,674
536,507
281,867
...
Local
719,474
168,684
412,605
169,794
242,811
138,184
...
Cross-border
811,364
196,106
471,575
177,880
293,695
143,683
...
With other financial institutions
4,486,770
1,322,618
3,000,711
1,569,638
1,431,073
163,441
...
Local
2,316,388
725,645
1,531,653
854,744
676,909
59,089
...
Cross-border
2,170,382
596,973
1,469,058
714,894
754,164
104,352
...
With non-financial institutions
415,799
215,038
195,379
118,900
76,480
5,381
...
Local
101,815
52,950
46,203
28,675
17,528
2,662
...
Cross-border
313,984
162,088
149,176
90,224
58,952
2,720
...
Of which: related party trades
1,479,104
...
...
...
...
...
...
Of which: back-to-back trades
...
...
...
...
...
...
...
Of which: compression trades
...
...
...
...
...
...
By country
United Kingdom
3,670,238
999,705
2,228,032
1,073,939
1,154,092
442,306
196
United States
2,356,103
864,806
1,367,715
789,473
578,242
119,183
4,399
Hong Kong SAR
435,872
58,215
373,982
164,351
209,631
3,006
668
Germany
56,021
30,340
24,824
3,773
21,052
857
...
France
120,023
36,173
79,487
41,742
37,744
4,038
326
Singapore
116,443
18,117
94,066
35,493
58,573
3,896
364
Australia
97,099
11,545
83,698
47,606
36,092
1,857
...
Canada
122,634
32,787
86,667
16,208
70,459
3,137
43
Japan
74,724
759
69,365
6,992
62,373
4,579
21
Netherlands
28,231
16,993
11,131
991
10,140
106
...
Ireland
7,309
63
7,232
587
6,645
14
...
Italy
12,727
1,243
11,042
4,603
6,439
442
...
Denmark
10,474
1,059
6,525
517
6,007
2,831
60
Switzerland
19,184
3,728
15,423
6,047
9,376
33
Other countries
124,206
23,019
92,658
21,768
70,890
8,088
441
