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Table
D5.1
Structure
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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