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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H1 2021
›
»
Notional amounts outstanding
Gross market value
H2 2019
H1 2020
H2 2020
H1 2021
H2 2019
H1 2020
H2 2020
H1 2021
All contracts
558,513
606,821
582,055
609,996
11,598
15,481
15,783
12,617
Foreign exchange contracts
92,179
93,811
97,549
102,471
2,230
2,628
3,176
2,412
By instrument
Outright forwards and forex swaps
54,647
55,697
58,031
61,569
1,111
1,208
1,645
1,213
Currency swaps
26,288
26,236
27,810
28,748
956
1,211
1,308
1,031
Options
11,206
11,819
11,669
12,113
163
209
222
167
Other products
38
59
40
41
By counterparty
Reporting dealers
35,710
35,917
37,089
36,841
862
962
1,177
843
Other financial institutions
44,725
45,993
47,909
52,605
974
1,176
1,458
1,133
Central Counterparties
3,442
3,808
3,828
4,168
54
69
74
56
Non-financial customers
11,706
11,842
12,512
12,983
395
491
541
436
By maturity
Up to 1 year
71,821
73,018
76,008
78,790
Between 1 and 5 years
14,356
14,617
14,930
16,345
Over 5 years
5,964
6,117
6,571
7,294
By currency
US dollar
80,991
82,610
85,342
87,282
1,822
2,177
2,625
1,968
Euro
28,129
29,819
31,761
33,729
755
945
1,130
854
Yen
14,938
15,592
15,498
15,389
269
285
327
361
Pound (sterling)
11,812
10,856
12,379
13,400
344
324
407
293
Swiss franc
4,026
4,141
4,115
4,549
94
91
112
95
Canadian dollar
4,747
4,785
5,047
5,971
98
117
131
126
Swedish krona
1,809
1,735
1,993
2,003
52
57
87
44
Other currencies
37,905
38,085
38,964
42,618
1,028
1,260
1,534
1,081
Interest rate contracts
448,966
495,141
466,494
488,099
8,352
11,718
11,319
8,940
By instrument
FRAs
67,431
92,970
72,927
73,626
204
312
285
210
Swaps
341,292
363,554
355,791
372,376
7,463
10,348
10,162
8,058
Options
39,916
38,298
37,471
41,810
685
1,058
872
671
Other products
326
319
305
288
By counterparty
Reporting dealers
35,374
33,199
31,324
30,106
1,772
2,289
2,069
1,508
Other financial institutions
400,706
448,955
422,115
444,979
5,962
8,587
8,449
6,817
Central Counterparties
344,021
388,066
362,670
378,888
4,093
5,999
5,963
4,807
Non-financial customers
12,560
12,668
12,750
12,726
617
842
801
615
By maturity
Up to 1 year
197,696
230,258
200,592
198,947
Between 1 and 5 years
153,497
159,323
159,398
173,558
Over 5 years
97,447
105,242
106,199
115,306
By currency
US dollar
159,804
176,149
152,117
173,780
1,657
3,086
2,544
2,115
Euro
117,173
135,529
132,619
140,112
4,093
5,168
5,335
4,204
Yen
37,843
40,151
37,131
32,261
471
476
463
361
Pound (sterling)
44,146
49,090
54,283
52,823
1,194
1,580
1,623
1,224
Swiss franc
3,669
3,925
3,614
3,310
58
65
67
55
Canadian dollar
14,098
14,764
14,295
15,466
91
237
197
158
Swedish krona
4,816
5,247
5,313
5,454
45
56
59
51
Other currencies
67,417
70,285
67,121
64,893
744
1,050
1,029
772
Equity-linked contracts
6,874
6,457
7,084
7,506
583
659
840
730
By instrument
Forwards and swaps
3,199
2,923
3,643
3,832
221
282
321
283
Options
3,675
3,534
3,441
3,673
362
377
519
447
By counterparty
Reporting dealers
1,588
1,496
1,397
1,455
123
119
125
116
Other financial institutions
4,376
4,072
4,662
4,921
334
395
503
411
Central Counterparties
18
28
41
33
0
1
3
1
Non-financial customers
910
888
1,026
1,130
126
145
213
204
By maturity
Up to 1 year
4,468
4,139
4,715
4,985
Between 1 and 5 years
2,098
2,004
2,025
2,127
Over 5 years
308
314
344
393
By market
US equities
3,160
3,056
3,316
3,567
243
287
433
415
European equities
2,153
1,973
2,078
2,206
158
172
175
181
Japanese equities
278
254
234
239
28
32
19
16
Other Asian equities
295
277
344
370
18
23
40
31
Latin American equities
308
302
441
420
20
31
40
28
Other equities
679
594
671
703
115
115
133
60