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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H1 2016
›
»
Notional amounts outstanding
Gross market value
H2 2014
H1 2015
H2 2015
H1 2016
H2 2014
H1 2015
H2 2015
H1 2016
All contracts
627,786
551,298
492,536
552,943
20,830
15,480
14,487
21,119
Foreign exchange contracts
82,062
79,771
75,953
85,867
3,128
2,681
2,712
3,578
By instrument
Outright forwards and forex swaps
41,174
40,719
39,923
47,738
1,331
1,028
1,037
1,714
Currency swaps
25,519
24,864
23,909
25,160
1,387
1,312
1,372
1,549
Options
15,333
14,157
12,093
12,913
409
341
303
315
Other products
36
32
28
56
By counterparty
Reporting dealers
34,184
32,697
31,726
35,139
1,380
1,073
1,074
1,431
Other financial institutions
37,048
35,672
33,641
39,659
1,244
1,060
1,074
1,549
Central Counterparties
...
...
...
1,327
...
...
...
76
Non-financial customers
10,797
11,372
10,560
11,013
504
548
564
599
By maturity
Up to 1 year
61,621
60,849
58,302
68,220
Between 1 and 5 years
14,745
13,377
12,361
12,606
Over 5 years
5,663
5,516
5,264
4,984
By currency
US dollar
73,330
69,381
66,121
75,422
2,818
2,315
2,564
3,104
Euro
26,345
27,922
24,682
26,473
996
1,002
890
917
Yen
14,610
13,821
12,814
15,400
805
508
401
916
Pound (sterling)
8,814
9,381
9,434
10,528
249
318
295
667
Swiss franc
4,543
4,204
4,094
3,909
149
150
134
134
Canadian dollar
3,265
3,690
3,134
3,511
107
129
186
125
Swedish krona
1,322
1,407
1,426
1,775
44
32
32
47
Other currencies
31,896
29,736
30,202
34,716
1,088
908
923
1,245
Interest rate contracts
519,607
446,946
395,138
446,462
16,128
11,465
10,525
16,417
By instrument
FRAs
83,614
77,089
60,520
76,763
257
226
191
382
Swaps
391,473
328,894
296,740
334,144
14,327
10,094
9,272
14,623
Options
44,202
40,683
37,628
35,407
1,544
1,145
1,061
1,411
Other products
319
280
250
148
By counterparty
Reporting dealers
73,565
64,185
56,994
50,310
4,117
3,205
3,160
3,673
Other financial institutions
430,601
367,850
322,379
383,876
11,043
7,448
6,564
11,857
Central Counterparties
...
...
...
338,220
...
...
...
8,791
Non-financial customers
15,123
14,631
15,515
12,128
968
812
801
886
By maturity
Up to 1 year
206,392
185,274
157,902
198,751
Between 1 and 5 years
189,896
156,444
139,505
143,436
Over 5 years
123,000
104,947
97,481
104,127
By currency
US dollar
173,891
160,985
140,013
154,185
3,659
2,795
2,480
4,080
Euro
172,144
130,179
121,617
128,987
8,461
5,477
4,948
6,992
Yen
46,233
44,137
38,680
50,739
800
587
646
1,467
Pound (sterling)
58,192
47,599
39,053
46,384
1,852
1,409
1,403
2,446
Swiss franc
5,129
4,298
4,021
4,120
141
141
105
152
Canadian dollar
10,312
10,730
7,530
9,030
168
217
165
227
Swedish krona
5,730
4,948
4,752
5,807
140
110
95
157
Other currencies
47,977
44,068
39,473
47,211
907
730
682
894
Equity-linked contracts
7,096
7,656
7,241
6,761
627
617
505
523
By instrument
Forwards and swaps
2,521
2,824
3,341
2,589
180
170
149
175
Options
4,575
4,832
3,900
4,173
447
447
356
348
By counterparty
Reporting dealers
2,403
2,563
3,091
2,414
204
214
170
177
Other financial institutions
3,975
4,337
3,550
3,790
296
274
249
275
Central Counterparties
...
...
...
45
...
...
...
2
Non-financial customers
718
756
600
558
127
128
86
71
By maturity
Up to 1 year
4,554
5,013
4,646
4,295
Between 1 and 5 years
2,085
2,190
2,232
2,100
Over 5 years
457
453
363
367
By market
US equities
2,933
3,264
2,785
2,963
292
260
214
215
European equities
2,469
2,728
2,870
2,265
184
196
149
151
Japanese equities
511
417
297
309
49
51
32
37
Other Asian equities
373
462
456
351
21
22
20
21
Latin American equities
179
179
150
154
11
11
9
10
Other equities
632
606
682
720
70
77
81
88