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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H2 2021
›
»
Notional amounts outstanding
Gross market value
H1 2020
H2 2020
H1 2021
H2 2021
H1 2020
H2 2020
H1 2021
H2 2021
All contracts
606,821
582,055
609,996
598,416
15,481
15,783
12,617
12,439
Foreign exchange contracts
93,811
97,549
102,471
104,249
2,628
3,176
2,412
2,548
By instrument
Outright forwards and forex swaps
55,697
58,031
61,569
63,723
1,208
1,645
1,213
1,343
Currency swaps
26,236
27,810
28,748
30,049
1,211
1,308
1,031
1,041
Options
11,819
11,669
12,113
10,436
209
222
167
164
Other products
59
40
41
41
By counterparty
Reporting dealers
35,917
37,089
36,841
38,165
962
1,177
843
960
Other financial institutions
45,993
47,909
52,605
53,261
1,176
1,458
1,133
1,150
Central Counterparties
3,808
3,828
4,168
4,138
69
74
56
64
Non-financial customers
11,842
12,512
12,983
12,782
491
541
436
438
By maturity
Up to 1 year
73,018
76,008
78,790
81,032
Between 1 and 5 years
14,617
14,930
16,345
16,079
Over 5 years
6,117
6,571
7,294
7,098
By currency
US dollar
82,610
85,342
87,282
89,582
2,177
2,625
1,968
2,112
Euro
29,819
31,761
33,729
34,326
945
1,130
854
888
Yen
15,592
15,498
15,389
15,532
285
327
361
417
Pound (sterling)
10,856
12,379
13,400
14,004
324
407
293
315
Swiss franc
4,141
4,115
4,549
4,778
91
112
95
96
Canadian dollar
4,785
5,047
5,971
5,951
117
131
126
103
Swedish krona
1,735
1,993
2,003
2,158
57
87
44
56
Other currencies
38,085
38,964
42,618
42,168
1,260
1,534
1,081
1,109
Interest rate contracts
495,141
466,494
488,099
475,271
11,718
11,319
8,940
8,612
By instrument
FRAs
92,970
72,927
73,626
39,438
312
285
210
195
Swaps
363,554
355,791
372,376
397,109
10,348
10,162
8,058
7,787
Options
38,298
37,471
41,810
38,562
1,058
872
671
630
Other products
319
305
288
161
By counterparty
Reporting dealers
33,199
31,324
30,106
29,944
2,289
2,069
1,508
1,337
Other financial institutions
448,955
422,115
444,979
432,420
8,587
8,449
6,817
6,744
Central Counterparties
388,066
362,670
378,888
370,157
5,999
5,963
4,807
5,112
Non-financial customers
12,668
12,750
12,726
12,745
842
801
615
531
By maturity
Up to 1 year
230,258
200,592
198,947
193,616
Between 1 and 5 years
159,323
159,398
173,558
169,311
Over 5 years
105,242
106,199
115,306
112,181
By currency
US dollar
176,149
152,117
173,780
167,283
3,086
2,544
2,115
2,054
Euro
135,529
132,619
140,112
128,405
5,168
5,335
4,204
4,027
Yen
40,151
37,131
32,261
35,681
476
463
361
297
Pound (sterling)
49,090
54,283
52,823
51,618
1,580
1,623
1,224
1,236
Swiss franc
3,925
3,614
3,310
5,072
65
67
55
56
Canadian dollar
14,764
14,295
15,466
15,302
237
197
158
131
Swedish krona
5,247
5,313
5,454
5,484
56
59
51
50
Other currencies
70,285
67,121
64,893
66,426
1,050
1,029
772
761
Equity-linked contracts
6,457
7,084
7,506
7,280
659
840
730
655
By instrument
Forwards and swaps
2,923
3,643
3,832
3,968
282
321
283
278
Options
3,534
3,441
3,673
3,312
377
519
447
377
By counterparty
Reporting dealers
1,496
1,397
1,455
1,291
119
125
116
97
Other financial institutions
4,072
4,662
4,921
4,844
395
503
411
351
Central Counterparties
28
41
33
20
1
3
1
1
Non-financial customers
888
1,026
1,130
1,145
145
213
204
206
By maturity
Up to 1 year
4,139
4,715
4,985
4,607
Between 1 and 5 years
2,004
2,025
2,127
2,293
Over 5 years
314
344
393
379
By market
US equities
3,056
3,316
3,567
3,501
287
433
415
362
European equities
1,973
2,078
2,206
2,021
172
175
181
178
Japanese equities
254
234
239
266
32
19
16
14
Other Asian equities
277
344
370
363
23
40
31
27
Latin American equities
302
441
420
403
31
40
28
29
Other equities
594
671
703
725
115
133
60
45