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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H2 2019
›
»
Notional amounts outstanding
Gross market value
H1 2018
H2 2018
H1 2019
H2 2019
H1 2018
H2 2018
H1 2019
H2 2019
All contracts
594,832
544,383
640,352
558,513
10,326
9,662
12,061
11,598
Foreign exchange contracts
95,798
90,658
98,562
92,179
2,620
2,257
2,229
2,230
By instrument
Outright forwards and forex swaps
56,416
53,908
59,359
54,647
1,249
1,074
1,046
1,111
Currency swaps
26,012
24,856
26,443
26,288
1,155
990
1,008
956
Options
13,307
11,836
12,717
11,206
216
193
176
163
Other products
64
58
43
38
By counterparty
Reporting dealers
40,609
37,706
39,494
35,710
1,146
966
881
862
Other financial institutions
43,308
41,548
47,072
44,725
1,042
891
952
974
Central Counterparties
2,907
2,709
3,744
3,442
71
59
62
54
Non-financial customers
11,817
11,346
11,952
11,706
431
400
395
395
By maturity
Up to 1 year
76,145
71,406
77,882
71,821
Between 1 and 5 years
13,879
13,753
14,747
14,356
Over 5 years
5,709
5,441
5,890
5,964
By currency
US dollar
84,448
80,187
87,145
80,991
2,336
1,981
1,848
1,822
Euro
31,368
28,300
29,404
28,129
825
627
748
755
Yen
15,629
15,248
15,607
14,938
363
391
314
269
Pound (sterling)
11,719
11,032
11,384
11,812
357
307
284
344
Swiss franc
4,196
3,860
4,159
4,026
94
72
97
94
Canadian dollar
4,484
4,250
5,124
4,747
117
145
117
98
Swedish krona
2,131
2,082
1,881
1,809
59
38
48
52
Other currencies
37,621
36,357
42,420
37,905
1,089
953
1,002
1,028
Interest rate contracts
481,086
436,832
523,960
448,966
6,644
6,400
8,806
8,352
By instrument
FRAs
84,131
67,636
88,984
67,431
107
134
232
204
Swaps
349,762
326,681
389,337
341,292
5,914
5,686
7,793
7,463
Options
46,833
42,159
45,298
39,916
623
581
782
685
Other products
361
357
340
326
By counterparty
Reporting dealers
40,116
39,010
38,945
35,374
1,704
1,623
1,920
1,772
Other financial institutions
426,168
383,771
470,732
400,706
4,326
4,232
6,190
5,962
Central Counterparties
366,665
332,086
407,709
344,021
2,702
2,713
4,230
4,093
Non-financial customers
14,441
13,695
13,943
12,560
614
546
696
617
By maturity
Up to 1 year
231,283
200,650
252,886
197,696
Between 1 and 5 years
155,344
147,359
169,267
153,497
Over 5 years
94,098
88,466
101,467
97,447
By currency
US dollar
192,510
169,163
199,190
159,804
1,326
1,183
1,745
1,657
Euro
129,417
114,010
135,431
117,173
3,140
3,134
4,352
4,093
Yen
37,215
36,166
39,156
37,843
443
464
568
471
Pound (sterling)
44,522
39,454
46,971
44,146
1,067
924
1,118
1,194
Swiss franc
4,398
3,467
3,861
3,669
52
50
65
58
Canadian dollar
12,494
14,225
13,720
14,098
104
95
118
91
Swedish krona
6,052
5,931
5,213
4,816
60
52
53
45
Other currencies
54,478
54,416
80,417
67,417
452
498
786
744
Equity-linked contracts
7,071
6,419
7,046
6,874
608
571
579
583
By instrument
Forwards and swaps
3,299
2,938
3,142
3,199
228
248
223
221
Options
3,772
3,481
3,904
3,675
380
323
356
362
By counterparty
Reporting dealers
1,770
1,603
1,767
1,588
153
132
127
123
Other financial institutions
4,498
4,022
4,421
4,376
337
328
343
334
Central Counterparties
20
15
25
18
0
1
1
0
Non-financial customers
803
793
858
910
117
111
108
126
By maturity
Up to 1 year
4,435
4,005
4,465
4,468
Between 1 and 5 years
2,296
2,115
2,274
2,098
Over 5 years
340
298
306
308
By market
US equities
3,027
2,930
3,200
3,160
260
222
230
243
European equities
2,317
2,021
2,220
2,153
170
164
160
158
Japanese equities
309
271
284
278
36
36
32
28
Other Asian equities
366
288
316
295
22
19
19
18
Latin American equities
284
261
314
308
14
19
20
20
Other equities
768
648
713
679
106
112
119
115