Notional amounts outstanding |
Total interest rate contracts | 426,648 | 156,506 | 121,890 | 38,772 | 37,570 | 4,107 | 10,944 | 5,985 | 50,874 |
FRAs | 68,334 | 36,846 | 18,763 | 26 | 6,247 | 947 | 7 | 2,113 | 3,386 |
Reporting dealers | 1,252 | 401 | 72 | 0 | 19 | 0 | 0 | 66 | 693 |
Other financial institutions | 65,630 | 35,198 | 18,677 | 24 | 6,221 | 946 | 1 | 1,993 | 2,570 |
Central counterparties | 61,343 | 32,355 | 18,563 | 20 | 6,201 | 943 | 0 | 1,894 | 1,367 |
Non-financial customers | 1,452 | 1,248 | 14 | 2 | 6 | 0 | 5 | 54 | 123 |
Swaps | 318,870 | 101,025 | 88,161 | 37,058 | 28,568 | 3,125 | 10,900 | 3,706 | 46,327 |
Reporting dealers | 20,689 | 5,159 | 5,812 | 1,939 | 1,265 | 175 | 289 | 280 | 5,772 |
Other financial institutions | 288,513 | 93,049 | 79,186 | 34,232 | 26,750 | 2,897 | 10,286 | 3,272 | 38,841 |
Central counterparties | 258,461 | 86,439 | 68,863 | 32,280 | 24,080 | 2,533 | 9,659 | 2,848 | 31,757 |
Non-financial customers | 9,668 | 2,817 | 3,163 | 888 | 554 | 53 | 325 | 154 | 1,714 |
Total options | 39,112 | 18,623 | 14,966 | 1,688 | 2,755 | 35 | 37 | 166 | 841 |
Reporting dealers | 18,779 | 7,930 | 8,229 | 1,213 | 985 | 17 | 10 | 42 | 353 |
Other financial institutions | 17,725 | 9,125 | 5,968 | 439 | 1,643 | 14 | 18 | 92 | 426 |
Central counterparties | 414 | 298 | 16 | 0 | 87 | 0 | | 9 | 4 |
Non-financial customers | 2,608 | 1,568 | 770 | 36 | 126 | 5 | 9 | 31 | 63 |
Options sold (gross basis) | 29,864 | 14,111 | 11,625 | 1,558 | 1,821 | 29 | 24 | 96 | 601 |
Reporting dealers | 18,828 | 7,887 | 8,281 | 1,269 | 962 | 19 | 10 | 45 | 356 |
Other financial institutions | 9,369 | 5,112 | 2,944 | 264 | 797 | 7 | 9 | 35 | 201 |
Central counterparties | 183 | 129 | 8 | ... | 43 | 0 | | 2 | 0 |
Non-financial customers | 1,667 | 1,112 | 400 | 26 | 61 | 2 | 5 | 16 | 44 |
Options bought (gross basis) | 28,027 | 12,443 | 11,570 | 1,342 | 1,919 | 24 | 23 | 112 | 594 |
Reporting dealers | 18,730 | 7,973 | 8,177 | 1,157 | 1,008 | 15 | 10 | 40 | 350 |
Other financial institutions | 8,356 | 4,013 | 3,023 | 175 | 846 | 6 | 9 | 58 | 225 |
Central counterparties | 231 | 169 | 8 | 0 | 44 | 0 | | 6 | 4 |
Non-financial customers | 942 | 456 | 370 | 10 | 65 | 3 | 5 | 14 | 19 |
Gross market values |
Total interest rate contracts | 7,579 | 1,434 | 3,561 | 491 | 1,292 | 62 | 135 | 65 | 539 |
FRAs | 112 | 43 | 28 | 0 | 20 | 0 | 0 | 4 | 16 |
Reporting dealers | 10 | 3 | 3 | 0 | 1 | 0 | 0 | 0 | 3 |
Other financial institutions | 98 | 37 | 24 | 0 | 20 | 0 | 0 | 3 | 13 |
Central counterparties | 84 | 32 | 21 | 0 | 20 | 0 | 0 | 3 | 8 |
Non-financial customers | 5 | 3 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
Swaps | 6,747 | 1,202 | 3,146 | 462 | 1,171 | 58 | 134 | 61 | 513 |
Reporting dealers | 1,466 | 336 | 618 | 113 | 236 | 12 | 15 | 8 | 128 |
Other financial institutions | 4,712 | 772 | 2,233 | 328 | 846 | 42 | 105 | 46 | 340 |
Central counterparties | 3,130 | 555 | 1,525 | 249 | 438 | 24 | 79 | 33 | 227 |
Non-financial customers | 569 | 95 | 295 | 21 | 89 | 4 | 15 | 7 | 45 |
Total options | 719 | 189 | 386 | 29 | 100 | 3 | 0 | 1 | 10 |
Reporting dealers | 487 | 117 | 282 | 24 | 57 | 2 | 0 | 0 | 4 |
Other financial institutions | 192 | 62 | 84 | 4 | 35 | 1 | 0 | 1 | 5 |
Central counterparties | 2 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 |
Non-financial customers | 40 | 10 | 20 | 0 | 8 | 0 | 0 | 0 | 1 |
Options sold (gross basis) | 597 | 149 | 332 | 29 | 75 | 3 | 0 | 1 | 9 |
Reporting dealers | 483 | 110 | 282 | 26 | 57 | 2 | 0 | 0 | 5 |
Other financial institutions | 103 | 35 | 44 | 3 | 16 | 1 | 0 | 0 | 3 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 11 | 4 | 6 | 0 | 1 | 0 | 0 | 0 | 1 |
Options bought (gross basis) | 605 | 150 | 336 | 26 | 83 | 2 | 0 | 1 | 7 |
Reporting dealers | 487 | 117 | 282 | 24 | 57 | 2 | 0 | 0 | 4 |
Other financial institutions | 90 | 27 | 40 | 2 | 19 | 0 | 0 | 0 | 2 |
Central counterparties | 2 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 |
Non-financial customers | 28 | 6 | 14 | 0 | 7 | 0 | 0 | 0 | 1 |
Herfindahl indices |
FRAs | 775 | 853 | 1,082 | 1,668 | 1,230 | 1,450 | 4,376 | 1,179 | |
Between reporters | 1,620 | 4,557 | 6,754 | 4,570 | 3,197 | 5,252 | 3,423 | 3,744 | |
With non-reporters | 785 | 840 | 1,094 | 1,696 | 1,238 | 1,451 | 4,550 | 1,229 | |
Swaps | 406 | 579 | 420 | 610 | 719 | 1,241 | 1,007 | 1,168 | |
Between reporters | 506 | 611 | 566 | 499 | 700 | 866 | 970 | 2,265 | |
With non-reporters | 417 | 592 | 429 | 613 | 737 | 1,615 | 1,013 | 1,157 | |
Total options | 716 | 863 | 709 | 794 | 1,025 | 1,045 | 3,201 | 3,031 | |
Between reporters | 686 | 854 | 687 | 804 | 889 | 978 | 1,741 | 2,938 | |
With non-reporters | 820 | 963 | 913 | 876 | 1,305 | 1,506 | 3,813 | 3,962 | |