BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2018 › »	Notional amounts outstanding				Gross market value
	H2 2016	H1 2017	H2 2017	H1 2018	H2 2016	H1 2017	H2 2017	H1 2018
All contracts	482,421	542,439	531,911	594,832	14,948	12,683	10,956	10,326
Foreign exchange contracts	78,780	88,429	87,117	95,798	3,324	2,626	2,293	2,620
By instrument
Outright forwards and forex swaps	44,226	51,754	50,847	56,416	1,515	1,259	1,111	1,249
Currency swaps	22,971	24,532	25,535	26,012	1,510	1,160	989	1,155
Options	11,533	12,088	10,679	13,307	299	208	192	216
Other products	50	55	56	64
By counterparty
Reporting dealers	33,027	36,521	36,128	40,609	1,426	1,112	936	1,146
Other financial institutions	35,290	40,258	39,084	43,308	1,304	1,036	918	1,042
Central Counterparties	1,754	2,119	2,100	2,907	70	68	65	71
Non-financial customers	10,413	11,594	11,849	11,817	594	479	439	431
By maturity
Up to 1 year	60,146	69,461	68,083	76,145
Between 1 and 5 years	12,997	13,346	13,474	13,879
Over 5 years	5,587	5,566	5,504	5,709
By currency
US dollar	70,550	77,043	74,756	84,448	2,947	2,299	1,974	2,336
Euro	24,334	27,826	28,280	31,368	871	929	782	825
Yen	14,146	14,904	14,838	15,629	714	405	300	363
Pound (sterling)	9,080	11,070	12,257	11,719	367	346	305	357
Swiss franc	3,541	4,120	4,257	4,196	112	113	91	94
Canadian dollar	3,350	4,068	4,088	4,484	111	140	107	117
Swedish krona	1,812	2,038	2,268	2,131	46	55	47	59
Other currencies	30,747	35,788	33,490	37,621	1,479	964	979	1,089
Interest rate contracts	385,513	435,205	426,648	481,086	10,636	9,045	7,579	6,644
By instrument
FRAs	63,183	75,414	68,334	84,131	243	129	112	107
Swaps	289,103	321,812	318,870	349,762	9,444	8,131	6,747	5,914
Options	32,823	37,641	39,112	46,833	949	786	719	623
Other products	404	338	332	361
By counterparty
Reporting dealers	43,556	42,682	40,720	40,116	2,497	2,122	1,963	1,704
Other financial institutions	329,892	379,504	371,868	426,168	7,450	6,290	5,002	4,326
Central Counterparties	287,219	329,766	320,218	366,665	5,029	4,388	3,217	2,702
Non-financial customers	11,660	12,681	13,729	14,441	688	633	614	614
By maturity
Up to 1 year	165,888	199,179	191,445	231,283
Between 1 and 5 years	128,978	141,852	140,035	155,344
Over 5 years	90,243	93,835	94,836	94,098
By currency
US dollar	143,290	159,034	156,506	192,510	2,356	1,850	1,434	1,326
Euro	105,594	126,553	121,890	129,417	4,815	4,155	3,561	3,140
Yen	41,800	40,975	38,772	37,215	753	630	491	443
Pound (sterling)	34,033	36,684	37,570	44,522	1,701	1,490	1,292	1,067
Swiss franc	4,168	4,299	4,107	4,398	102	84	62	52
Canadian dollar	8,471	9,849	10,944	12,494	129	128	135	104
Swedish krona	4,652	6,156	5,985	6,052	96	87	65	60
Other currencies	43,506	51,655	50,874	54,478	683	622	539	452
Equity-linked contracts	6,253	6,964	6,569	7,071	477	524	575	608
By instrument
Forwards and swaps	2,574	2,903	3,210	3,299	160	184	197	228
Options	3,678	4,061	3,360	3,772	317	340	378	380
By counterparty
Reporting dealers	2,120	2,297	1,685	1,770	147	160	163	153
Other financial institutions	3,489	3,991	4,161	4,498	255	287	321	337
Central Counterparties	57	70	13	20	1	3	0	0
Non-financial customers	644	676	723	803	76	77	91	117
By maturity
Up to 1 year	4,016	4,555	4,087	4,435
Between 1 and 5 years	1,922	2,086	2,121	2,296
Over 5 years	315	323	361	340
By market
US equities	2,782	2,767	2,823	3,027	198	217	239	260
European equities	2,082	2,668	2,227	2,317	134	149	159	170
Japanese equities	251	305	309	309	28	28	33	36
Other Asian equities	255	297	333	366	18	19	20	22
Latin American equities	221	199	244	284	14	11	12	14
Other equities	663	727	634	768	85	99	112	106