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Table
D5.1
Structure
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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