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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H2 2017
›
»
Notional amounts outstanding
Gross market value
H1 2016
H2 2016
H1 2017
H2 2017
H1 2016
H2 2016
H1 2017
H2 2017
All contracts
552,943
482,421
542,439
531,911
21,119
14,948
12,683
10,956
Foreign exchange contracts
85,867
78,780
88,429
87,117
3,578
3,324
2,626
2,293
By instrument
Outright forwards and forex swaps
47,738
44,226
51,754
50,847
1,714
1,515
1,259
1,111
Currency swaps
25,160
22,971
24,532
25,535
1,549
1,510
1,160
989
Options
12,913
11,533
12,088
10,679
315
299
208
192
Other products
56
50
55
56
By counterparty
Reporting dealers
35,139
33,027
36,521
36,128
1,431
1,426
1,112
936
Other financial institutions
39,659
35,290
40,258
39,084
1,549
1,304
1,036
918
Central Counterparties
1,327
1,754
2,119
2,100
76
70
68
65
Non-financial customers
11,013
10,413
11,594
11,849
599
594
479
439
By maturity
Up to 1 year
68,220
60,146
69,461
68,083
Between 1 and 5 years
12,606
12,997
13,346
13,474
Over 5 years
4,984
5,587
5,566
5,504
By currency
US dollar
75,422
70,550
77,043
74,756
3,104
2,947
2,299
1,974
Euro
26,473
24,334
27,826
28,280
917
871
929
782
Yen
15,400
14,146
14,904
14,838
916
714
405
300
Pound (sterling)
10,528
9,080
11,070
12,257
667
367
346
305
Swiss franc
3,909
3,541
4,120
4,257
134
112
113
91
Canadian dollar
3,511
3,350
4,068
4,088
125
111
140
107
Swedish krona
1,775
1,812
2,038
2,268
47
46
55
47
Other currencies
34,716
30,747
35,788
33,490
1,245
1,479
964
979
Interest rate contracts
446,462
385,513
435,205
426,648
16,417
10,636
9,045
7,579
By instrument
FRAs
76,763
63,183
75,414
68,334
382
243
129
112
Swaps
334,144
289,103
321,812
318,870
14,623
9,444
8,131
6,747
Options
35,407
32,823
37,641
39,112
1,411
949
786
719
Other products
148
404
338
332
By counterparty
Reporting dealers
50,310
43,556
42,682
40,720
3,673
2,497
2,122
1,963
Other financial institutions
383,876
329,892
379,504
371,868
11,857
7,450
6,290
5,002
Central Counterparties
338,220
287,219
329,766
320,218
8,791
5,029
4,388
3,217
Non-financial customers
12,128
11,660
12,681
13,729
886
688
633
614
By maturity
Up to 1 year
198,751
165,888
199,179
191,445
Between 1 and 5 years
143,436
128,978
141,852
140,035
Over 5 years
104,127
90,243
93,835
94,836
By currency
US dollar
154,185
143,290
159,034
156,506
4,080
2,356
1,850
1,434
Euro
128,987
105,594
126,553
121,890
6,992
4,815
4,155
3,561
Yen
50,739
41,800
40,975
38,772
1,467
753
630
491
Pound (sterling)
46,384
34,033
36,684
37,570
2,446
1,701
1,490
1,292
Swiss franc
4,120
4,168
4,299
4,107
152
102
84
62
Canadian dollar
9,030
8,471
9,849
10,944
227
129
128
135
Swedish krona
5,807
4,652
6,156
5,985
157
96
87
65
Other currencies
47,211
43,506
51,655
50,874
894
683
622
539
Equity-linked contracts
6,761
6,253
6,964
6,569
523
477
524
575
By instrument
Forwards and swaps
2,589
2,574
2,903
3,210
175
160
184
197
Options
4,173
3,678
4,061
3,360
348
317
340
378
By counterparty
Reporting dealers
2,414
2,120
2,297
1,685
177
147
160
163
Other financial institutions
3,790
3,489
3,991
4,161
275
255
287
321
Central Counterparties
45
57
70
13
2
1
3
0
Non-financial customers
558
644
676
723
71
76
77
91
By maturity
Up to 1 year
4,295
4,016
4,555
4,087
Between 1 and 5 years
2,100
1,922
2,086
2,121
Over 5 years
367
315
323
361
By market
US equities
2,963
2,782
2,767
2,823
215
198
217
239
European equities
2,265
2,082
2,668
2,227
151
134
149
159
Japanese equities
309
251
305
309
37
28
28
33
Other Asian equities
351
255
297
333
21
18
19
20
Latin American equities
154
221
199
244
10
14
11
12
Other equities
720
663
727
634
88
85
99
112