Notional amounts outstanding |
Total interest rate contracts | 436,832 | 169,163 | 114,010 | 36,166 | 39,454 | 3,467 | 14,225 | 5,931 | 54,416 |
FRAs | 67,636 | 36,140 | 18,932 | 34 | 6,440 | 742 | 300 | 2,142 | 2,905 |
Reporting dealers | 1,037 | 192 | 101 | 1 | 17 | 1 | 2 | 76 | 646 |
Other financial institutions | 65,961 | 35,438 | 18,778 | 31 | 6,419 | 740 | 292 | 2,029 | 2,234 |
Central counterparties | 62,457 | 32,880 | 18,614 | 21 | 6,337 | 738 | 289 | 1,932 | 1,645 |
Non-financial customers | 637 | 510 | 52 | 2 | 4 | 0 | 6 | 37 | 26 |
Swaps | 326,681 | 110,481 | 80,812 | 34,424 | 30,589 | 2,694 | 13,775 | 3,559 | 50,347 |
Reporting dealers | 17,725 | 4,575 | 4,826 | 1,545 | 1,336 | 170 | 221 | 319 | 4,733 |
Other financial institutions | 299,117 | 102,864 | 72,846 | 32,136 | 28,600 | 2,471 | 13,200 | 3,097 | 43,903 |
Central counterparties | 269,488 | 93,135 | 65,430 | 30,290 | 25,765 | 2,144 | 12,552 | 2,743 | 37,429 |
Non-financial customers | 9,840 | 3,042 | 3,140 | 743 | 653 | 52 | 355 | 143 | 1,711 |
Total options | 42,159 | 22,530 | 14,265 | 1,708 | 2,425 | 32 | 150 | 230 | 819 |
Reporting dealers | 20,248 | 10,514 | 7,213 | 1,223 | 929 | 13 | 35 | 45 | 275 |
Other financial institutions | 18,694 | 10,158 | 5,992 | 438 | 1,391 | 14 | 90 | 135 | 475 |
Central counterparties | 142 | 0 | 11 | 0 | ... | 0 | | 54 | 76 |
Non-financial customers | 3,217 | 1,858 | 1,060 | 47 | 106 | 4 | 25 | 51 | 68 |
Options sold (gross basis) | 33,253 | 18,319 | 10,844 | 1,511 | 1,751 | 23 | 89 | 126 | 590 |
Reporting dealers | 20,601 | 10,765 | 7,293 | 1,220 | 949 | 14 | 31 | 42 | 286 |
Other financial institutions | 10,475 | 6,125 | 2,997 | 258 | 732 | 8 | 44 | 56 | 256 |
Central counterparties | 57 | 0 | 6 | 0 | ... | 0 | | 14 | 37 |
Non-financial customers | 2,178 | 1,429 | 554 | 33 | 71 | 2 | 13 | 28 | 48 |
Options bought (gross basis) | 29,154 | 14,724 | 10,635 | 1,420 | 1,603 | 22 | 96 | 150 | 504 |
Reporting dealers | 19,895 | 10,263 | 7,134 | 1,226 | 908 | 12 | 38 | 48 | 265 |
Other financial institutions | 8,219 | 4,034 | 2,995 | 180 | 659 | 7 | 46 | 79 | 219 |
Central counterparties | 84 | 0 | 6 | 0 | ... | 0 | | 40 | 39 |
Non-financial customers | 1,040 | 428 | 506 | 13 | 35 | 2 | 12 | 23 | 20 |
Gross market values |
Total interest rate contracts | 6,400 | 1,183 | 3,134 | 464 | 924 | 50 | 95 | 52 | 498 |
FRAs | 134 | 66 | 34 | 0 | 18 | 0 | 0 | 3 | 12 |
Reporting dealers | 15 | 6 | 6 | 0 | 1 | 0 | 0 | 0 | 2 |
Other financial institutions | 105 | 50 | 25 | 0 | 17 | 0 | 0 | 3 | 9 |
Central counterparties | 74 | 28 | 19 | 0 | 17 | 0 | 0 | 2 | 7 |
Non-financial customers | 13 | 10 | 3 | 0 | 0 | 0 | 0 | 0 | 0 |
Swaps | 5,686 | 934 | 2,798 | 436 | 853 | 47 | 93 | 48 | 477 |
Reporting dealers | 1,235 | 273 | 524 | 105 | 203 | 10 | 10 | 6 | 103 |
Other financial institutions | 3,952 | 571 | 2,015 | 312 | 579 | 34 | 72 | 37 | 332 |
Central counterparties | 2,638 | 388 | 1,414 | 230 | 250 | 19 | 61 | 27 | 249 |
Non-financial customers | 499 | 90 | 260 | 19 | 71 | 3 | 10 | 5 | 42 |
Total options | 581 | 183 | 302 | 27 | 53 | 3 | 2 | 1 | 10 |
Reporting dealers | 373 | 98 | 211 | 23 | 36 | 1 | 0 | 0 | 3 |
Other financial institutions | 175 | 72 | 76 | 4 | 15 | 1 | 1 | 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) | 479 | 146 | 254 | 26 | 43 | 2 | 1 | 1 | 7 |
Reporting dealers | 369 | 97 | 210 | 23 | 33 | 1 | 0 | 0 | 4 |
Other financial institutions | 97 | 42 | 39 | 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 | 0 |
Options bought (gross basis) | 471 | 135 | 257 | 25 | 44 | 2 | 1 | 1 | 6 |
Reporting dealers | 373 | 98 | 211 | 23 | 36 | 1 | 0 | 0 | 3 |
Other financial institutions | 77 | 30 | 37 | 2 | 6 | 0 | 1 | 0 | 2 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 20 | 8 | 9 | 0 | 2 | 0 | 0 | 0 | 1 |
Herfindahl indices |
FRAs | 619 | 887 | 712 | 2,106 | 1,091 | 1,651 | 7,722 | 1,597 | |
Between reporters | 943 | 2,961 | 4,672 | 2,482 | 3,162 | 4,308 | 6,250 | 4,625 | |
With non-reporters | 623 | 879 | 722 | 2,226 | 1,096 | 1,659 | 7,883 | 1,655 | |
Swaps | 406 | 566 | 400 | 586 | 717 | 1,213 | 1,403 | 1,133 | |
Between reporters | 519 | 620 | 521 | 491 | 1,068 | 1,064 | 874 | 2,238 | |
With non-reporters | 416 | 577 | 402 | 597 | 712 | 1,618 | 1,427 | 1,080 | |
Total options | 744 | 915 | 682 | 789 | 1,359 | 1,134 | 6,452 | 3,689 | |
Between reporters | 702 | 886 | 650 | 794 | 1,075 | 1,054 | 6,855 | 2,794 | |
With non-reporters | 857 | 1,046 | 844 | 895 | 1,968 | 1,450 | 6,247 | 4,922 | |