Notional amounts outstanding |
Total interest rate contracts | 523,960 | 199,190 | 135,431 | 39,156 | 46,971 | 3,861 | 13,720 | 5,213 | 80,417 |
FRAs | 88,984 | 49,900 | 23,623 | 26 | 8,571 | 926 | 68 | 1,877 | 3,992 |
Reporting dealers | 548 | 195 | 44 | 1 | 8 | 6 | 3 | 38 | 255 |
Other financial institutions | 87,735 | 49,196 | 23,525 | 22 | 8,558 | 921 | 54 | 1,825 | 3,635 |
Central counterparties | 82,402 | 45,778 | 23,116 | 18 | 8,399 | 918 | 44 | 1,778 | 2,351 |
Non-financial customers | 701 | 510 | 54 | 4 | 4 | 0 | 11 | 15 | 102 |
Swaps | 389,337 | 124,465 | 96,350 | 37,303 | 36,455 | 2,907 | 13,598 | 3,201 | 75,058 |
Reporting dealers | 15,941 | 4,261 | 4,309 | 1,370 | 1,225 | 164 | 258 | 161 | 4,192 |
Other financial institutions | 363,096 | 117,121 | 89,067 | 35,084 | 34,582 | 2,694 | 12,901 | 2,941 | 68,705 |
Central counterparties | 325,248 | 105,052 | 78,394 | 32,448 | 31,758 | 2,402 | 12,212 | 2,751 | 60,231 |
Non-financial customers | 10,300 | 3,082 | 2,974 | 849 | 647 | 49 | 438 | 99 | 2,162 |
Total options | 45,298 | 24,825 | 15,458 | 1,826 | 1,946 | 28 | 54 | 135 | 1,027 |
Reporting dealers | 22,455 | 11,959 | 7,880 | 1,331 | 910 | 11 | 13 | 30 | 322 |
Other financial institutions | 19,901 | 11,040 | 6,776 | 442 | 940 | 12 | 32 | 95 | 563 |
Central counterparties | 60 | 5 | 5 | 0 | ... | ... | | 25 | 25 |
Non-financial customers | 2,942 | 1,826 | 802 | 53 | 96 | 4 | 9 | 11 | 142 |
Options sold (gross basis) | 35,467 | 19,737 | 11,724 | 1,623 | 1,513 | 22 | 36 | 91 | 722 |
Reporting dealers | 22,820 | 12,278 | 7,911 | 1,324 | 933 | 13 | 12 | 28 | 321 |
Other financial institutions | 10,548 | 6,090 | 3,288 | 272 | 513 | 7 | 18 | 53 | 309 |
Central counterparties | 31 | 5 | 2 | ... | ... | ... | | 12 | 12 |
Non-financial customers | 2,098 | 1,369 | 525 | 28 | 67 | 2 | 6 | 10 | 92 |
Options bought (gross basis) | 32,287 | 17,047 | 11,614 | 1,534 | 1,343 | 18 | 32 | 74 | 627 |
Reporting dealers | 22,090 | 11,640 | 7,849 | 1,338 | 886 | 10 | 14 | 31 | 323 |
Other financial institutions | 9,353 | 4,950 | 3,488 | 171 | 427 | 6 | 14 | 42 | 254 |
Central counterparties | 29 | ... | 3 | 0 | ... | ... | | 13 | 13 |
Non-financial customers | 844 | 457 | 277 | 26 | 29 | 2 | 3 | 1 | 50 |
Gross market values |
Total interest rate contracts | 8,806 | 1,745 | 4,352 | 568 | 1,118 | 65 | 118 | 53 | 786 |
FRAs | 232 | 67 | 104 | 0 | 24 | 3 | 1 | 4 | 30 |
Reporting dealers | 14 | 6 | 5 | 0 | 0 | 0 | 0 | 0 | 1 |
Other financial institutions | 202 | 50 | 94 | 0 | 23 | 2 | 0 | 4 | 28 |
Central counterparties | 163 | 34 | 82 | 0 | 22 | 2 | 0 | 4 | 19 |
Non-financial customers | 16 | 10 | 5 | 0 | 0 | 0 | 0 | 0 | 0 |
Swaps | 7,793 | 1,425 | 3,827 | 537 | 1,044 | 59 | 117 | 48 | 737 |
Reporting dealers | 1,422 | 334 | 615 | 106 | 222 | 11 | 14 | 3 | 117 |
Other financial institutions | 5,736 | 968 | 2,874 | 407 | 748 | 44 | 89 | 40 | 565 |
Central counterparties | 4,066 | 723 | 2,055 | 312 | 391 | 29 | 72 | 32 | 453 |
Non-financial customers | 635 | 123 | 337 | 23 | 75 | 4 | 14 | 4 | 55 |
Total options | 782 | 254 | 421 | 31 | 51 | 3 | 1 | 2 | 19 |
Reporting dealers | 485 | 145 | 270 | 26 | 36 | 1 | 0 | 1 | 6 |
Other financial institutions | 252 | 94 | 128 | 5 | 13 | 1 | 0 | 1 | 10 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 45 | 15 | 23 | 0 | 3 | 0 | 0 | 0 | 3 |
Options sold (gross basis) | 631 | 202 | 339 | 29 | 41 | 2 | 1 | 1 | 14 |
Reporting dealers | 481 | 144 | 268 | 26 | 33 | 1 | 0 | 1 | 7 |
Other financial institutions | 135 | 53 | 64 | 3 | 8 | 1 | 0 | 0 | 6 |
Central counterparties | 0 | 0 | 0 | ... | ... | ... | ... | 0 | 0 |
Non-financial customers | 14 | 5 | 7 | 0 | 0 | 0 | 0 | 0 | 1 |
Options bought (gross basis) | 632 | 196 | 350 | 28 | 43 | 2 | 0 | 1 | 12 |
Reporting dealers | 485 | 145 | 270 | 26 | 36 | 1 | 0 | 1 | 6 |
Other financial institutions | 117 | 41 | 64 | 2 | 5 | 0 | 0 | 0 | 4 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 31 | 10 | 16 | 0 | 2 | 0 | 0 | 0 | 1 |
Herfindahl indices |
FRAs | 569 | 770 | 576 | 1,415 | 1,277 | 1,353 | 4,058 | 2,035 | |
Between reporters | 1,016 | 2,791 | 2,803 | 3,095 | 1,986 | 6,039 | 4,439 | 4,125 | |
With non-reporters | 569 | 764 | 579 | 1,377 | 1,282 | 1,358 | 4,042 | 2,169 | |
Swaps | 442 | 603 | 463 | 544 | 722 | 1,223 | 1,209 | 1,113 | |
Between reporters | 564 | 640 | 620 | 501 | 1,017 | 1,145 | 986 | 3,197 | |
With non-reporters | 451 | 612 | 470 | 548 | 718 | 1,702 | 1,221 | 1,084 | |
Total options | 746 | 864 | 717 | 767 | 1,247 | 1,321 | 1,739 | 5,442 | |
Between reporters | 705 | 849 | 668 | 792 | 1,129 | 1,153 | 1,749 | 3,814 | |
With non-reporters | 885 | 937 | 1,086 | 787 | 1,544 | 1,774 | 2,122 | 7,064 | |