BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H2 2020 › »	Notional amounts outstanding				Gross market value
	H1 2019	H2 2019	H1 2020	H2 2020	H1 2019	H2 2019	H1 2020	H2 2020
All contracts	640,352	558,513	606,821	582,055	12,061	11,598	15,481	15,783
Foreign exchange contracts	98,562	92,179	93,811	97,549	2,229	2,230	2,628	3,176
By instrument
Outright forwards and forex swaps	59,359	54,647	55,697	58,031	1,046	1,111	1,208	1,645
Currency swaps	26,443	26,288	26,236	27,810	1,008	956	1,211	1,308
Options	12,717	11,206	11,819	11,669	176	163	209	222
Other products	43	38	59	40
By counterparty
Reporting dealers	39,494	35,710	35,917	37,089	881	862	962	1,177
Other financial institutions	47,072	44,725	45,993	47,909	952	974	1,176	1,458
Central Counterparties	3,744	3,442	3,808	3,828	62	54	69	74
Non-financial customers	11,952	11,706	11,842	12,512	395	395	491	541
By maturity
Up to 1 year	77,882	71,821	73,018	76,008
Between 1 and 5 years	14,747	14,356	14,617	14,930
Over 5 years	5,890	5,964	6,117	6,571
By currency
US dollar	87,145	80,991	82,610	85,342	1,848	1,822	2,177	2,625
Euro	29,404	28,129	29,819	31,761	748	755	945	1,130
Yen	15,607	14,938	15,592	15,498	314	269	285	327
Pound (sterling)	11,384	11,812	10,856	12,379	284	344	324	407
Swiss franc	4,159	4,026	4,141	4,115	97	94	91	112
Canadian dollar	5,124	4,747	4,785	5,047	117	98	117	131
Swedish krona	1,881	1,809	1,735	1,993	48	52	57	87
Other currencies	42,420	37,905	38,085	38,964	1,002	1,028	1,260	1,534
Interest rate contracts	523,960	448,966	495,141	466,494	8,806	8,352	11,718	11,319
By instrument
FRAs	88,984	67,431	92,970	72,927	232	204	312	285
Swaps	389,337	341,292	363,554	355,791	7,793	7,463	10,348	10,162
Options	45,298	39,916	38,298	37,471	782	685	1,058	872
Other products	340	326	319	305
By counterparty
Reporting dealers	38,945	35,374	33,199	31,324	1,920	1,772	2,289	2,069
Other financial institutions	470,732	400,706	448,955	422,115	6,190	5,962	8,587	8,449
Central Counterparties	407,709	344,021	388,066	362,670	4,230	4,093	5,999	5,963
Non-financial customers	13,943	12,560	12,668	12,750	696	617	842	801
By maturity
Up to 1 year	252,886	197,696	230,258	200,592
Between 1 and 5 years	169,267	153,497	159,323	159,398
Over 5 years	101,467	97,447	105,242	106,199
By currency
US dollar	199,190	159,804	176,149	152,117	1,745	1,657	3,086	2,544
Euro	135,431	117,173	135,529	132,619	4,352	4,093	5,168	5,335
Yen	39,156	37,843	40,151	37,131	568	471	476	463
Pound (sterling)	46,971	44,146	49,090	54,283	1,118	1,194	1,580	1,623
Swiss franc	3,861	3,669	3,925	3,614	65	58	65	67
Canadian dollar	13,720	14,098	14,764	14,295	118	91	237	197
Swedish krona	5,213	4,816	5,247	5,313	53	45	56	59
Other currencies	80,417	67,417	70,285	67,121	786	744	1,050	1,029
Equity-linked contracts	7,046	6,874	6,457	7,084	579	583	659	840
By instrument
Forwards and swaps	3,142	3,199	2,923	3,643	223	221	282	321
Options	3,904	3,675	3,534	3,441	356	362	377	519
By counterparty
Reporting dealers	1,767	1,588	1,496	1,397	127	123	119	125
Other financial institutions	4,421	4,376	4,072	4,662	343	334	395	503
Central Counterparties	25	18	28	41	1	0	1	3
Non-financial customers	858	910	888	1,026	108	126	145	213
By maturity
Up to 1 year	4,465	4,468	4,139	4,715
Between 1 and 5 years	2,274	2,098	2,004	2,025
Over 5 years	306	308	314	344
By market
US equities	3,200	3,160	3,056	3,316	230	243	287	433
European equities	2,220	2,153	1,973	2,078	160	158	172	175
Japanese equities	284	278	254	234	32	28	32	19
Other Asian equities	316	295	277	344	19	18	23	40
Latin American equities	314	308	302	441	20	20	31	40
Other equities	713	679	594	671	119	115	115	133