Notional amounts outstanding |
Total interest rate contracts | 448,966 | 159,804 | 117,173 | 37,843 | 44,146 | 3,669 | 14,098 | 4,816 | 67,417 |
FRAs | 67,431 | 34,984 | 19,763 | 20 | 6,954 | 630 | 134 | 1,574 | 3,373 |
Reporting dealers | 439 | 161 | 54 | 1 | 4 | 5 | 12 | 14 | 189 |
Other financial institutions | 66,373 | 34,359 | 19,657 | 14 | 6,947 | 625 | 111 | 1,551 | 3,109 |
Central counterparties | 61,676 | 31,279 | 19,337 | 10 | 6,865 | 622 | 53 | 1,512 | 1,997 |
Non-financial customers | 619 | 464 | 52 | 5 | 3 | 0 | 10 | 9 | 76 |
Swaps | 341,292 | 103,019 | 83,863 | 36,151 | 35,368 | 3,012 | 13,907 | 3,125 | 62,847 |
Reporting dealers | 14,165 | 3,825 | 3,908 | 1,255 | 1,184 | 156 | 222 | 84 | 3,530 |
Other financial institutions | 317,913 | 96,215 | 77,151 | 34,053 | 33,522 | 2,809 | 13,289 | 2,945 | 57,930 |
Central counterparties | 282,304 | 86,544 | 66,629 | 31,105 | 29,921 | 2,528 | 12,492 | 2,756 | 50,330 |
Non-financial customers | 9,215 | 2,978 | 2,804 | 843 | 662 | 48 | 396 | 96 | 1,387 |
Total options | 39,916 | 21,801 | 13,547 | 1,673 | 1,824 | 26 | 57 | 118 | 870 |
Reporting dealers | 20,770 | 10,849 | 7,481 | 1,265 | 855 | 11 | 12 | 20 | 277 |
Other financial institutions | 16,420 | 9,244 | 5,363 | 351 | 869 | 13 | 37 | 86 | 458 |
Central counterparties | 41 | 0 | 4 | 0 | ... | ... | | 2 | 35 |
Non-financial customers | 2,726 | 1,709 | 703 | 57 | 100 | 3 | 7 | 11 | 135 |
Options sold (gross basis) | 31,788 | 17,539 | 10,609 | 1,506 | 1,378 | 20 | 37 | 83 | 616 |
Reporting dealers | 21,116 | 11,154 | 7,512 | 1,265 | 873 | 12 | 12 | 19 | 269 |
Other financial institutions | 8,711 | 5,100 | 2,616 | 216 | 434 | 7 | 20 | 53 | 264 |
Central counterparties | 18 | 0 | 2 | ... | ... | ... | | ... | 16 |
Non-financial customers | 1,962 | 1,285 | 481 | 25 | 71 | 1 | 5 | 10 | 83 |
Options bought (gross basis) | 28,897 | 15,111 | 10,420 | 1,431 | 1,302 | 17 | 32 | 55 | 530 |
Reporting dealers | 20,424 | 10,543 | 7,451 | 1,265 | 838 | 9 | 13 | 21 | 284 |
Other financial institutions | 7,709 | 4,144 | 2,747 | 135 | 434 | 6 | 17 | 33 | 194 |
Central counterparties | 23 | 0 | 2 | 0 | ... | ... | | 2 | 18 |
Non-financial customers | 764 | 424 | 222 | 32 | 29 | 2 | 2 | 1 | 52 |
Gross market values |
Total interest rate contracts | 8,352 | 1,657 | 4,093 | 471 | 1,194 | 58 | 91 | 45 | 744 |
FRAs | 204 | 47 | 96 | 0 | 24 | 2 | 1 | 4 | 29 |
Reporting dealers | 12 | 6 | 4 | 0 | 0 | 0 | 0 | 0 | 1 |
Other financial institutions | 178 | 33 | 88 | 0 | 24 | 2 | 0 | 4 | 27 |
Central counterparties | 145 | 22 | 77 | 0 | 23 | 2 | 0 | 4 | 18 |
Non-financial customers | 14 | 9 | 4 | 0 | 0 | 0 | 0 | 0 | 1 |
Swaps | 7,463 | 1,395 | 3,625 | 445 | 1,120 | 52 | 90 | 39 | 697 |
Reporting dealers | 1,337 | 316 | 551 | 95 | 242 | 10 | 11 | 3 | 109 |
Other financial institutions | 5,561 | 970 | 2,783 | 330 | 802 | 39 | 67 | 33 | 536 |
Central counterparties | 3,947 | 737 | 2,013 | 250 | 420 | 26 | 53 | 27 | 422 |
Non-financial customers | 565 | 109 | 290 | 20 | 76 | 4 | 12 | 3 | 52 |
Total options | 685 | 215 | 372 | 25 | 50 | 3 | 1 | 2 | 17 |
Reporting dealers | 423 | 122 | 238 | 21 | 35 | 1 | 0 | 1 | 6 |
Other financial institutions | 224 | 83 | 113 | 4 | 12 | 1 | 0 | 1 | 9 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 38 | 10 | 22 | 0 | 3 | 0 | 0 | 0 | 3 |
Options sold (gross basis) | 551 | 173 | 299 | 24 | 40 | 2 | 0 | 1 | 12 |
Reporting dealers | 420 | 122 | 237 | 21 | 32 | 1 | 0 | 1 | 6 |
Other financial institutions | 118 | 46 | 55 | 2 | 8 | 1 | 0 | 0 | 5 |
Central counterparties | 0 | 0 | 0 | ... | ... | ... | ... | 0 | 0 |
Non-financial customers | 13 | 4 | 7 | 0 | 0 | 0 | 0 | 0 | 1 |
Options bought (gross basis) | 554 | 165 | 310 | 22 | 42 | 2 | 0 | 1 | 11 |
Reporting dealers | 423 | 122 | 238 | 21 | 35 | 1 | 0 | 1 | 6 |
Other financial institutions | 106 | 37 | 57 | 2 | 5 | 0 | 0 | 0 | 4 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 25 | 6 | 15 | 0 | 2 | 0 | 0 | 0 | 1 |
Herfindahl indices |
FRAs | 627 | 1,061 | 715 | 1,856 | 1,111 | 1,311 | 5,054 | 2,098 | |
Between reporters | 1,223 | 3,399 | 2,233 | 2,317 | 3,963 | 5,329 | 9,001 | 9,902 | |
With non-reporters | 627 | 1,050 | 721 | 1,975 | 1,113 | 1,319 | 4,613 | 2,170 | |
Swaps | 408 | 563 | 410 | 550 | 698 | 1,282 | 1,218 | 1,165 | |
Between reporters | 548 | 643 | 541 | 502 | 933 | 1,575 | 1,019 | 2,863 | |
With non-reporters | 414 | 573 | 415 | 560 | 713 | 1,741 | 1,230 | 1,240 | |
Total options | 701 | 817 | 674 | 784 | 1,234 | 1,403 | 1,856 | 4,636 | |
Between reporters | 701 | 831 | 671 | 801 | 1,153 | 1,122 | 1,756 | 3,373 | |
With non-reporters | 741 | 860 | 732 | 806 | 1,456 | 2,102 | 2,167 | 5,880 | |