Notional amounts outstanding |
Total interest rate contracts | 481,086 | 192,510 | 129,417 | 37,215 | 44,522 | 4,398 | 12,494 | 6,052 | 54,478 |
FRAs | 84,131 | 46,836 | 23,351 | 27 | 7,455 | 1,107 | 44 | 2,136 | 3,175 |
Reporting dealers | 1,153 | 274 | 85 | 1 | 23 | 1 | 3 | 65 | 702 |
Other financial institutions | 82,399 | 46,110 | 23,240 | 22 | 7,429 | 1,105 | 34 | 2,023 | 2,436 |
Central counterparties | 78,305 | 43,203 | 23,003 | 17 | 7,382 | 1,097 | 32 | 1,825 | 1,745 |
Non-financial customers | 579 | 453 | 26 | 5 | 4 | 0 | 7 | 48 | 37 |
Swaps | 349,762 | 122,603 | 88,832 | 35,475 | 33,293 | 3,259 | 12,404 | 3,751 | 50,145 |
Reporting dealers | 18,785 | 4,765 | 4,996 | 1,789 | 1,316 | 180 | 276 | 267 | 5,196 |
Other financial institutions | 320,357 | 114,672 | 80,548 | 32,764 | 31,134 | 3,021 | 11,741 | 3,340 | 43,136 |
Central counterparties | 288,232 | 104,331 | 71,035 | 31,010 | 28,698 | 2,650 | 11,121 | 2,954 | 36,433 |
Non-financial customers | 10,620 | 3,166 | 3,288 | 922 | 843 | 57 | 387 | 144 | 1,813 |
Total options | 46,833 | 23,058 | 17,234 | 1,712 | 3,774 | 32 | 46 | 165 | 811 |
Reporting dealers | 20,178 | 9,820 | 7,859 | 1,224 | 917 | 14 | 10 | 38 | 295 |
Other financial institutions | 23,412 | 11,336 | 8,306 | 446 | 2,756 | 12 | 24 | 87 | 446 |
Central counterparties | 129 | 0 | 11 | 0 | ... | 0 | | 21 | 96 |
Non-financial customers | 3,243 | 1,902 | 1,069 | 42 | 102 | 5 | 12 | 40 | 70 |
Options sold (gross basis) | 35,235 | 17,529 | 13,004 | 1,580 | 2,357 | 26 | 28 | 105 | 607 |
Reporting dealers | 20,427 | 9,495 | 8,285 | 1,277 | 976 | 16 | 10 | 42 | 325 |
Other financial institutions | 12,694 | 6,633 | 4,189 | 273 | 1,308 | 7 | 11 | 41 | 233 |
Central counterparties | 61 | 0 | 6 | 0 | ... | 0 | | 9 | 46 |
Non-financial customers | 2,114 | 1,401 | 529 | 30 | 72 | 3 | 7 | 22 | 50 |
Options bought (gross basis) | 31,775 | 15,349 | 12,089 | 1,357 | 2,334 | 21 | 28 | 99 | 499 |
Reporting dealers | 19,929 | 10,146 | 7,432 | 1,172 | 857 | 13 | 10 | 35 | 266 |
Other financial institutions | 10,717 | 4,703 | 4,117 | 173 | 1,447 | 6 | 13 | 46 | 213 |
Central counterparties | 67 | 0 | 5 | 0 | ... | 0 | | 12 | 50 |
Non-financial customers | 1,129 | 500 | 540 | 12 | 30 | 2 | 5 | 18 | 21 |
Gross market values |
Total interest rate contracts | 6,644 | 1,326 | 3,140 | 443 | 1,067 | 52 | 104 | 60 | 452 |
FRAs | 107 | 44 | 27 | 0 | 19 | 0 | 0 | 4 | 12 |
Reporting dealers | 13 | 6 | 3 | 0 | 1 | 0 | 0 | 0 | 2 |
Other financial institutions | 85 | 30 | 23 | 0 | 19 | 0 | 0 | 3 | 10 |
Central counterparties | 66 | 18 | 19 | 0 | 18 | 0 | 0 | 3 | 8 |
Non-financial customers | 9 | 7 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
Swaps | 5,914 | 1,081 | 2,787 | 417 | 993 | 50 | 103 | 55 | 429 |
Reporting dealers | 1,283 | 275 | 547 | 109 | 214 | 10 | 12 | 6 | 110 |
Other financial institutions | 4,059 | 700 | 1,959 | 289 | 676 | 36 | 79 | 43 | 277 |
Central counterparties | 2,635 | 490 | 1,317 | 211 | 309 | 20 | 66 | 32 | 188 |
Non-financial customers | 572 | 106 | 280 | 19 | 103 | 4 | 12 | 6 | 42 |
Total options | 623 | 201 | 327 | 26 | 54 | 3 | 1 | 1 | 11 |
Reporting dealers | 408 | 115 | 229 | 22 | 36 | 1 | 0 | 0 | 4 |
Other financial institutions | 182 | 72 | 83 | 4 | 16 | 1 | 0 | 1 | 5 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 33 | 14 | 15 | 0 | 2 | 0 | 0 | 0 | 1 |
Options sold (gross basis) | 518 | 145 | 289 | 26 | 46 | 2 | 0 | 1 | 9 |
Reporting dealers | 404 | 97 | 241 | 24 | 36 | 1 | 0 | 0 | 5 |
Other financial institutions | 101 | 42 | 44 | 2 | 9 | 1 | 0 | 0 | 3 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 13 | 6 | 5 | 0 | 0 | 0 | 0 | 0 | 1 |
Options bought (gross basis) | 510 | 153 | 278 | 24 | 44 | 2 | 0 | 1 | 7 |
Reporting dealers | 408 | 115 | 229 | 22 | 36 | 1 | 0 | 0 | 4 |
Other financial institutions | 81 | 31 | 39 | 1 | 6 | 0 | 0 | 0 | 2 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 21 | 8 | 10 | 0 | 2 | 0 | 0 | 0 | 1 |
Herfindahl indices |
FRAs | 671 | 747 | 833 | 1,222 | 1,198 | 1,411 | 6,363 | 1,237 | |
Between reporters | 1,023 | 2,405 | 6,402 | 3,793 | 2,709 | 5,052 | 4,461 | 6,098 | |
With non-reporters | 677 | 743 | 841 | 1,353 | 1,206 | 1,416 | 6,830 | 1,286 | |
Swaps | 423 | 619 | 407 | 607 | 736 | 1,189 | 1,094 | 1,199 | |
Between reporters | 487 | 611 | 479 | 496 | 777 | 847 | 877 | 2,391 | |
With non-reporters | 435 | 629 | 413 | 627 | 741 | 1,578 | 1,109 | 1,191 | |
Total options | 836 | 913 | 837 | 805 | 2,057 | 1,091 | 1,735 | 3,256 | |
Between reporters | 709 | 894 | 653 | 809 | 903 | 973 | 2,003 | 2,657 | |
With non-reporters | 1,129 | 1,003 | 1,503 | 925 | 3,679 | 1,509 | 2,205 | 4,783 | |