BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2020 › »	Notional amounts outstanding				Gross market value
	H2 2018	H1 2019	H2 2019	H1 2020	H2 2018	H1 2019	H2 2019	H1 2020
All contracts	544,383	640,352	558,513	606,821	9,662	12,061	11,598	15,481
Foreign exchange contracts	90,658	98,562	92,179	93,811	2,257	2,229	2,230	2,628
By instrument
Outright forwards and forex swaps	53,908	59,359	54,647	55,697	1,074	1,046	1,111	1,208
Currency swaps	24,856	26,443	26,288	26,236	990	1,008	956	1,211
Options	11,836	12,717	11,206	11,819	193	176	163	209
Other products	58	43	38	59
By counterparty
Reporting dealers	37,706	39,494	35,710	35,917	966	881	862	962
Other financial institutions	41,548	47,072	44,725	45,993	891	952	974	1,176
Central Counterparties	2,709	3,744	3,442	3,808	59	62	54	69
Non-financial customers	11,346	11,952	11,706	11,842	400	395	395	491
By maturity
Up to 1 year	71,406	77,882	71,821	73,018
Between 1 and 5 years	13,753	14,747	14,356	14,617
Over 5 years	5,441	5,890	5,964	6,117
By currency
US dollar	80,187	87,145	80,991	82,610	1,981	1,848	1,822	2,177
Euro	28,300	29,404	28,129	29,819	627	748	755	945
Yen	15,248	15,607	14,938	15,592	391	314	269	285
Pound (sterling)	11,032	11,384	11,812	10,856	307	284	344	324
Swiss franc	3,860	4,159	4,026	4,141	72	97	94	91
Canadian dollar	4,250	5,124	4,747	4,785	145	117	98	117
Swedish krona	2,082	1,881	1,809	1,735	38	48	52	57
Other currencies	36,357	42,420	37,905	38,085	953	1,002	1,028	1,260
Interest rate contracts	436,832	523,960	448,966	495,141	6,400	8,806	8,352	11,718
By instrument
FRAs	67,636	88,984	67,431	92,970	134	232	204	312
Swaps	326,681	389,337	341,292	363,554	5,686	7,793	7,463	10,348
Options	42,159	45,298	39,916	38,298	581	782	685	1,058
Other products	357	340	326	319
By counterparty
Reporting dealers	39,010	38,945	35,374	33,199	1,623	1,920	1,772	2,289
Other financial institutions	383,771	470,732	400,706	448,955	4,232	6,190	5,962	8,587
Central Counterparties	332,086	407,709	344,021	388,066	2,713	4,230	4,093	5,999
Non-financial customers	13,695	13,943	12,560	12,668	546	696	617	842
By maturity
Up to 1 year	200,650	252,886	197,696	230,258
Between 1 and 5 years	147,359	169,267	153,497	159,323
Over 5 years	88,466	101,467	97,447	105,242
By currency
US dollar	169,163	199,190	159,804	176,149	1,183	1,745	1,657	3,086
Euro	114,010	135,431	117,173	135,529	3,134	4,352	4,093	5,168
Yen	36,166	39,156	37,843	40,151	464	568	471	476
Pound (sterling)	39,454	46,971	44,146	49,090	924	1,118	1,194	1,580
Swiss franc	3,467	3,861	3,669	3,925	50	65	58	65
Canadian dollar	14,225	13,720	14,098	14,764	95	118	91	237
Swedish krona	5,931	5,213	4,816	5,247	52	53	45	56
Other currencies	54,416	80,417	67,417	70,285	498	786	744	1,050
Equity-linked contracts	6,419	7,046	6,874	6,457	571	579	583	659
By instrument
Forwards and swaps	2,938	3,142	3,199	2,923	248	223	221	282
Options	3,481	3,904	3,675	3,534	323	356	362	377
By counterparty
Reporting dealers	1,603	1,767	1,588	1,496	132	127	123	119
Other financial institutions	4,022	4,421	4,376	4,072	328	343	334	395
Central Counterparties	15	25	18	28	1	1	0	1
Non-financial customers	793	858	910	888	111	108	126	145
By maturity
Up to 1 year	4,005	4,465	4,468	4,139
Between 1 and 5 years	2,115	2,274	2,098	2,004
Over 5 years	298	306	308	314
By market
US equities	2,930	3,200	3,160	3,056	222	230	243	287
European equities	2,021	2,220	2,153	1,973	164	160	158	172
Japanese equities	271	284	278	254	36	32	28	32
Other Asian equities	288	316	295	277	19	19	18	23
Latin American equities	261	314	308	302	19	20	20	31
Other equities	648	713	679	594	112	119	115	115