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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H2 2019  »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts448,966159,804117,17337,84344,1463,66914,0984,81667,417
FRAs67,43134,98419,763206,9546301341,5743,373
Reporting dealers439161541451214189
Other financial institutions66,37334,35919,657146,9476251111,5513,109
Central counterparties61,67631,27919,337106,865622531,5121,997
Non-financial customers6194645253010976
Swaps341,292103,01983,86336,15135,3683,01213,9073,12562,847
Reporting dealers14,1653,8253,9081,2551,184156222843,530
Other financial institutions317,91396,21577,15134,05433,5222,80913,2892,94557,930
Central counterparties282,31886,54466,64331,10529,9212,52812,4922,75650,330
Non-financial customers9,2142,9782,80484366248396961,388
Total options39,91621,80113,5471,6731,8242657118870
Reporting dealers20,77010,8497,4811,265855111220277
Other financial institutions16,4209,2445,363351869133786458
Central counterparties41040......   235
Non-financial customers2,7261,709703571003711135
Options sold (gross basis)31,78817,53910,6091,5061,378203783616
Reporting dealers21,11611,1547,5121,265873121219269
Other financial institutions8,7115,1002,61621643472053264
Central counterparties1802.........   ...16
Non-financial customers1,9621,2854812571151083
Options bought (gross basis)28,89715,11110,4201,4311,302173255530
Reporting dealers20,42410,5437,4511,26583891321284
Other financial institutions7,7094,1442,74713543461733194
Central counterparties23020......   218
Non-financial customers764424222322922152
Gross market values
Total interest rate contracts8,3521,6574,0934711,194589145744
FRAs204479602421429
Reporting dealers1264000001
Other financial institutions178338802420427
Central counterparties145227702320418
Non-financial customers1494000001
Swaps7,4631,3953,6254451,120529039697
Reporting dealers1,3373165519524210113109
Other financial institutions5,5619702,783330802396733536
Central counterparties3,9477372,013250420265327422
Non-financial customers5651092902076412352
Total options685215372255031217
Reporting dealers42312223821351016
Other financial institutions224831134121019
Central counterparties0000.........00
Non-financial customers381022030003
Options sold (gross basis)551173299244020112
Reporting dealers42012223721321016
Other financial institutions1184655281005
Central counterparties000............00
Non-financial customers1347000001
Options bought (gross basis)554165310224220111
Reporting dealers42312223821351016
Other financial institutions1063757250004
Central counterparties0000.........00
Non-financial customers25615020001
Herfindahl indices
FRAs6271,0617151,8561,1111,3115,0542,098
Between reporters1,2233,3992,2332,3173,9635,3299,0019,902
With non-reporters6271,0507211,9751,1131,3194,6132,170
Swaps4085634105506981,2821,2181,165
Between reporters5486435415029331,5751,0192,863
With non-reporters4145734155607131,7411,2301,240
Total options7018176747841,2341,4031,8564,636
Between reporters7018316718011,1531,1221,7563,373
With non-reporters7418607328061,4562,1022,1675,880