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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H2 2016
›
»
Notional amounts outstanding
Gross market value
H1 2015
H2 2015
H1 2016
H2 2016
H1 2015
H2 2015
H1 2016
H2 2016
All contracts
551,298
492,536
552,943
482,421
15,480
14,487
21,119
14,948
Foreign exchange contracts
79,771
75,953
85,867
78,780
2,681
2,712
3,578
3,324
By instrument
Outright forwards and forex swaps
40,719
39,923
47,738
44,226
1,028
1,037
1,714
1,515
Currency swaps
24,864
23,909
25,160
22,971
1,312
1,372
1,549
1,510
Options
14,157
12,093
12,913
11,533
341
303
315
299
Other products
32
28
56
50
By counterparty
Reporting dealers
32,697
31,726
35,139
33,027
1,073
1,074
1,431
1,426
Other financial institutions
35,672
33,641
39,659
35,290
1,060
1,074
1,549
1,304
Central Counterparties
...
...
1,327
1,754
...
...
76
70
Non-financial customers
11,372
10,560
11,013
10,413
548
564
599
594
By maturity
Up to 1 year
60,849
58,302
68,220
60,146
Between 1 and 5 years
13,377
12,361
12,606
12,997
Over 5 years
5,516
5,264
4,984
5,587
By currency
US dollar
69,381
66,121
75,422
70,550
2,315
2,564
3,104
2,947
Euro
27,922
24,682
26,473
24,334
1,002
890
917
871
Yen
13,821
12,814
15,400
14,146
508
401
916
714
Pound (sterling)
9,381
9,434
10,528
9,080
318
295
667
367
Swiss franc
4,204
4,094
3,909
3,541
150
134
134
112
Canadian dollar
3,690
3,134
3,511
3,350
129
186
125
111
Swedish krona
1,407
1,426
1,775
1,812
32
32
47
46
Other currencies
29,736
30,202
34,716
30,747
908
923
1,245
1,479
Interest rate contracts
446,946
395,138
446,462
385,513
11,465
10,525
16,417
10,636
By instrument
FRAs
77,089
60,520
76,763
63,183
226
191
382
243
Swaps
328,894
296,740
334,144
289,103
10,094
9,272
14,623
9,444
Options
40,683
37,628
35,407
32,823
1,145
1,061
1,411
949
Other products
280
250
148
404
By counterparty
Reporting dealers
64,185
56,994
50,310
43,556
3,205
3,160
3,673
2,497
Other financial institutions
367,850
322,379
383,876
329,892
7,448
6,564
11,857
7,450
Central Counterparties
...
...
338,220
287,219
...
...
8,791
5,029
Non-financial customers
14,631
15,515
12,128
11,660
812
801
886
688
By maturity
Up to 1 year
185,274
157,902
198,751
165,888
Between 1 and 5 years
156,444
139,505
143,436
128,978
Over 5 years
104,947
97,481
104,127
90,243
By currency
US dollar
160,985
140,013
154,185
143,290
2,795
2,480
4,080
2,356
Euro
130,179
121,617
128,987
105,594
5,477
4,948
6,992
4,815
Yen
44,137
38,680
50,739
41,800
587
646
1,467
753
Pound (sterling)
47,599
39,053
46,384
34,033
1,409
1,403
2,446
1,701
Swiss franc
4,298
4,021
4,120
4,168
141
105
152
102
Canadian dollar
10,730
7,530
9,030
8,471
217
165
227
129
Swedish krona
4,948
4,752
5,807
4,652
110
95
157
96
Other currencies
44,068
39,473
47,211
43,506
730
682
894
683
Equity-linked contracts
7,656
7,241
6,761
6,253
617
505
523
477
By instrument
Forwards and swaps
2,824
3,341
2,589
2,574
170
149
175
160
Options
4,832
3,900
4,173
3,678
447
356
348
317
By counterparty
Reporting dealers
2,563
3,091
2,414
2,120
214
170
177
147
Other financial institutions
4,337
3,550
3,790
3,489
274
249
275
255
Central Counterparties
...
...
45
57
...
...
2
1
Non-financial customers
756
600
558
644
128
86
71
76
By maturity
Up to 1 year
5,013
4,646
4,295
4,016
Between 1 and 5 years
2,190
2,232
2,100
1,922
Over 5 years
453
363
367
315
By market
US equities
3,264
2,785
2,963
2,782
260
214
215
198
European equities
2,728
2,870
2,265
2,082
196
149
151
134
Japanese equities
417
297
309
251
51
32
37
28
Other Asian equities
462
456
351
255
22
20
21
18
Latin American equities
179
150
154
221
11
9
10
14
Other equities
606
682
720
663
77
81
88
85