BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H2 2018 › »	Notional amounts outstanding				Gross market value
	H1 2017	H2 2017	H1 2018	H2 2018	H1 2017	H2 2017	H1 2018	H2 2018
All contracts	542,439	531,911	594,832	544,383	12,683	10,956	10,326	9,662
Foreign exchange contracts	88,429	87,117	95,798	90,658	2,626	2,293	2,620	2,257
By instrument
Outright forwards and forex swaps	51,754	50,847	56,416	53,908	1,259	1,111	1,249	1,074
Currency swaps	24,532	25,535	26,012	24,856	1,160	989	1,155	990
Options	12,088	10,679	13,307	11,836	208	192	216	193
Other products	55	56	64	58
By counterparty
Reporting dealers	36,521	36,128	40,609	37,706	1,112	936	1,146	966
Other financial institutions	40,258	39,084	43,308	41,548	1,036	918	1,042	891
Central Counterparties	2,119	2,100	2,907	2,709	68	65	71	59
Non-financial customers	11,594	11,849	11,817	11,346	479	439	431	400
By maturity
Up to 1 year	69,461	68,083	76,145	71,406
Between 1 and 5 years	13,346	13,474	13,879	13,753
Over 5 years	5,566	5,504	5,709	5,441
By currency
US dollar	77,043	74,756	84,448	80,187	2,299	1,974	2,336	1,981
Euro	27,826	28,280	31,368	28,300	929	782	825	627
Yen	14,904	14,838	15,629	15,248	405	300	363	391
Pound (sterling)	11,070	12,257	11,719	11,032	346	305	357	307
Swiss franc	4,120	4,257	4,196	3,860	113	91	94	72
Canadian dollar	4,068	4,088	4,484	4,250	140	107	117	145
Swedish krona	2,038	2,268	2,131	2,082	55	47	59	38
Other currencies	35,788	33,490	37,621	36,357	964	979	1,089	953
Interest rate contracts	435,205	426,648	481,086	436,832	9,045	7,579	6,644	6,400
By instrument
FRAs	75,414	68,334	84,131	67,636	129	112	107	134
Swaps	321,812	318,870	349,762	326,681	8,131	6,747	5,914	5,686
Options	37,641	39,112	46,833	42,159	786	719	623	581
Other products	338	332	361	357
By counterparty
Reporting dealers	42,682	40,720	40,116	39,010	2,122	1,963	1,704	1,623
Other financial institutions	379,504	371,868	426,168	383,771	6,290	5,002	4,326	4,232
Central Counterparties	329,766	320,218	366,665	332,086	4,388	3,217	2,702	2,713
Non-financial customers	12,681	13,729	14,441	13,695	633	614	614	546
By maturity
Up to 1 year	199,179	191,445	231,283	200,650
Between 1 and 5 years	141,852	140,035	155,344	147,359
Over 5 years	93,835	94,836	94,098	88,466
By currency
US dollar	159,034	156,506	192,510	169,163	1,850	1,434	1,326	1,183
Euro	126,553	121,890	129,417	114,010	4,155	3,561	3,140	3,134
Yen	40,975	38,772	37,215	36,166	630	491	443	464
Pound (sterling)	36,684	37,570	44,522	39,454	1,490	1,292	1,067	924
Swiss franc	4,299	4,107	4,398	3,467	84	62	52	50
Canadian dollar	9,849	10,944	12,494	14,225	128	135	104	95
Swedish krona	6,156	5,985	6,052	5,931	87	65	60	52
Other currencies	51,655	50,874	54,478	54,416	622	539	452	498
Equity-linked contracts	6,964	6,569	7,071	6,419	524	575	608	571
By instrument
Forwards and swaps	2,903	3,210	3,299	2,938	184	197	228	248
Options	4,061	3,360	3,772	3,481	340	378	380	323
By counterparty
Reporting dealers	2,297	1,685	1,770	1,603	160	163	153	132
Other financial institutions	3,991	4,161	4,498	4,022	287	321	337	328
Central Counterparties	70	13	20	15	3	0	0	1
Non-financial customers	676	723	803	793	77	91	117	111
By maturity
Up to 1 year	4,555	4,087	4,435	4,005
Between 1 and 5 years	2,086	2,121	2,296	2,115
Over 5 years	323	361	340	298
By market
US equities	2,767	2,823	3,027	2,930	217	239	260	222
European equities	2,668	2,227	2,317	2,021	149	159	170	164
Japanese equities	305	309	309	271	28	33	36	36
Other Asian equities	297	333	366	288	19	20	22	19
Latin American equities	199	244	284	261	11	12	14	19
Other equities	727	634	768	648	99	112	106	112