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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H2 2015
›
»
Notional amounts outstanding
Gross market value
H1 2014
H2 2014
H1 2015
H2 2015
H1 2014
H2 2014
H1 2015
H2 2015
All contracts
691,114
627,786
551,298
492,536
17,423
20,830
15,480
14,487
Foreign exchange contracts
82,510
82,062
79,771
75,953
1,884
3,128
2,681
2,712
By instrument
Outright forwards and forex swaps
40,229
41,174
40,719
39,923
680
1,331
1,028
1,037
Currency swaps
27,768
25,519
24,864
23,909
972
1,387
1,312
1,372
Options
14,473
15,333
14,157
12,093
232
409
341
303
Other products
40
36
32
28
By counterparty
Reporting dealers
34,492
34,184
32,697
31,726
763
1,380
1,073
1,074
Other financial institutions
37,143
37,048
35,672
33,641
763
1,244
1,060
1,074
Central Counterparties
...
...
...
...
...
...
...
...
Non-financial customers
10,838
10,797
11,372
10,560
357
504
548
564
By maturity
Up to 1 year
61,091
61,621
60,849
58,302
Between 1 and 5 years
15,317
14,745
13,377
12,361
Over 5 years
6,065
5,663
5,516
5,264
By currency
US dollar
71,904
73,330
69,381
66,121
1,538
2,818
2,315
2,564
Euro
28,223
26,345
27,922
24,682
629
996
1,002
890
Yen
13,592
14,610
13,821
12,814
369
805
508
401
Pound (sterling)
9,635
8,814
9,381
9,434
251
249
318
295
Swiss franc
4,355
4,543
4,204
4,094
118
149
150
134
Canadian dollar
3,386
3,265
3,690
3,134
88
107
129
186
Swedish krona
1,559
1,322
1,407
1,426
27
44
32
32
Other currencies
32,366
31,896
29,736
30,202
747
1,088
908
923
Interest rate contracts
578,884
519,607
446,946
395,138
13,914
16,128
11,465
10,525
By instrument
FRAs
95,654
83,614
77,089
60,520
220
257
226
191
Swaps
432,647
391,473
328,894
296,740
12,378
14,327
10,094
9,272
Options
50,231
44,202
40,683
37,628
1,316
1,544
1,145
1,061
Other products
351
319
280
250
By counterparty
Reporting dealers
88,560
73,565
64,185
56,994
3,835
4,117
3,205
3,160
Other financial institutions
473,142
430,601
367,850
322,379
9,176
11,043
7,448
6,564
Central Counterparties
...
...
...
...
...
...
...
...
Non-financial customers
16,831
15,123
14,631
15,515
902
968
812
801
By maturity
Up to 1 year
234,961
206,392
185,274
157,902
Between 1 and 5 years
214,172
189,896
156,444
139,505
Over 5 years
129,400
123,000
104,947
97,481
By currency
US dollar
162,277
173,891
160,985
140,013
3,295
3,659
2,795
2,480
Euro
227,141
172,144
130,179
121,617
7,604
8,461
5,477
4,948
Yen
51,809
46,233
44,137
38,680
761
800
587
646
Pound (sterling)
62,122
58,192
47,599
39,053
1,100
1,852
1,409
1,403
Swiss franc
5,724
5,129
4,298
4,021
125
141
141
105
Canadian dollar
10,720
10,312
10,730
7,530
130
168
217
165
Swedish krona
7,220
5,730
4,948
4,752
134
140
110
95
Other currencies
51,871
47,977
44,068
39,473
765
907
730
682
Equity-linked contracts
7,225
7,096
7,656
7,241
691
627
617
505
By instrument
Forwards and swaps
2,534
2,521
2,824
3,341
201
180
170
149
Options
4,691
4,575
4,832
3,900
489
447
447
356
By counterparty
Reporting dealers
2,487
2,403
2,563
3,091
231
204
214
170
Other financial institutions
4,012
3,975
4,337
3,550
352
296
274
249
Central Counterparties
...
...
...
...
...
...
...
...
Non-financial customers
726
718
756
600
108
127
128
86
By maturity
Up to 1 year
4,186
4,554
5,013
4,646
Between 1 and 5 years
2,418
2,085
2,190
2,232
Over 5 years
621
457
453
363
By market
US equities
2,554
2,933
3,264
2,785
305
292
260
214
European equities
2,945
2,469
2,728
2,870
233
184
196
149
Japanese equities
502
511
417
297
56
49
51
32
Other Asian equities
365
373
462
456
24
21
22
20
Latin American equities
179
179
179
150
11
11
11
9
Other equities
682
632
606
682
61
70
77
81