Notional amounts outstanding |
Total interest rate contracts | 495,141 | 176,149 | 135,529 | 40,151 | 49,090 | 3,925 | 14,764 | 5,247 | 70,285 |
FRAs | 92,970 | 46,503 | 31,332 | 26 | 9,246 | 707 | 117 | 1,642 | 3,398 |
Reporting dealers | 515 | 169 | 156 | 1 | 8 | 6 | 14 | 9 | 152 |
Other financial institutions | 91,672 | 45,717 | 31,125 | 19 | 9,233 | 701 | 92 | 1,626 | 3,160 |
Central counterparties | 85,678 | 41,604 | 30,452 | 14 | 9,144 | 697 | 48 | 1,599 | 2,119 |
Non-financial customers | 783 | 616 | 52 | 6 | 5 | 0 | 11 | 7 | 87 |
Swaps | 363,554 | 109,716 | 90,265 | 38,579 | 37,872 | 3,193 | 14,595 | 3,482 | 65,852 |
Reporting dealers | 12,836 | 3,577 | 3,746 | 1,134 | 1,075 | 156 | 203 | 83 | 2,861 |
Other financial institutions | 341,620 | 103,100 | 83,749 | 36,697 | 36,178 | 2,988 | 13,974 | 3,297 | 61,638 |
Central counterparties | 302,362 | 91,707 | 74,240 | 33,097 | 31,780 | 2,710 | 13,261 | 3,118 | 52,449 |
Non-financial customers | 9,099 | 3,039 | 2,771 | 748 | 619 | 49 | 417 | 102 | 1,353 |
Total options | 38,298 | 19,930 | 13,931 | 1,546 | 1,972 | 26 | 53 | 123 | 716 |
Reporting dealers | 19,849 | 9,942 | 7,586 | 1,203 | 856 | 10 | 10 | 21 | 222 |
Other financial institutions | 15,663 | 8,188 | 5,665 | 291 | 1,022 | 12 | 32 | 90 | 363 |
Central counterparties | 26 | ... | 5 | 0 | ... | ... | | 11 | 11 |
Non-financial customers | 2,786 | 1,801 | 680 | 53 | 95 | 3 | 11 | 12 | 132 |
Options sold (gross basis) | 30,489 | 16,083 | 10,875 | 1,409 | 1,487 | 20 | 33 | 81 | 501 |
Reporting dealers | 20,185 | 10,195 | 7,636 | 1,208 | 885 | 11 | 10 | 19 | 220 |
Other financial institutions | 8,256 | 4,515 | 2,755 | 181 | 532 | 6 | 16 | 50 | 199 |
Central counterparties | 11 | ... | 2 | ... | ... | ... | | 4 | 5 |
Non-financial customers | 2,048 | 1,373 | 484 | 20 | 70 | 2 | 7 | 11 | 83 |
Options bought (gross basis) | 27,657 | 13,789 | 10,642 | 1,340 | 1,341 | 16 | 30 | 64 | 436 |
Reporting dealers | 19,512 | 9,688 | 7,535 | 1,197 | 827 | 8 | 11 | 23 | 223 |
Other financial institutions | 7,407 | 3,673 | 2,910 | 110 | 489 | 6 | 15 | 40 | 164 |
Central counterparties | 15 | ... | 2 | 0 | ... | ... | | 6 | 6 |
Non-financial customers | 738 | 428 | 197 | 33 | 25 | 2 | 4 | 1 | 49 |
Gross market values |
Total interest rate contracts | 11,718 | 3,086 | 5,168 | 476 | 1,580 | 65 | 237 | 56 | 1,050 |
FRAs | 312 | 96 | 130 | 0 | 34 | 3 | 1 | 5 | 42 |
Reporting dealers | 15 | 8 | 5 | 0 | 1 | 0 | 0 | 0 | 2 |
Other financial institutions | 272 | 70 | 121 | 0 | 33 | 3 | 0 | 5 | 40 |
Central counterparties | 216 | 43 | 107 | 0 | 32 | 3 | 0 | 5 | 27 |
Non-financial customers | 25 | 18 | 5 | 0 | 0 | 0 | 1 | 0 | 1 |
Swaps | 10,348 | 2,535 | 4,550 | 453 | 1,483 | 58 | 235 | 50 | 985 |
Reporting dealers | 1,622 | 462 | 624 | 92 | 287 | 10 | 15 | 3 | 128 |
Other financial institutions | 7,960 | 1,867 | 3,577 | 341 | 1,102 | 44 | 198 | 43 | 788 |
Central counterparties | 5,783 | 1,416 | 2,636 | 267 | 598 | 30 | 167 | 35 | 633 |
Non-financial customers | 765 | 205 | 348 | 20 | 94 | 4 | 22 | 4 | 69 |
Total options | 1,058 | 455 | 489 | 22 | 64 | 3 | 1 | 2 | 22 |
Reporting dealers | 651 | 270 | 308 | 19 | 44 | 1 | 0 | 1 | 7 |
Other financial institutions | 356 | 166 | 154 | 3 | 17 | 1 | 1 | 1 | 11 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 52 | 18 | 26 | 0 | 3 | 0 | 0 | 0 | 4 |
Options sold (gross basis) | 853 | 371 | 389 | 22 | 50 | 3 | 1 | 1 | 16 |
Reporting dealers | 647 | 274 | 304 | 20 | 40 | 1 | 0 | 1 | 7 |
Other financial institutions | 188 | 91 | 76 | 2 | 10 | 1 | 1 | 1 | 6 |
Central counterparties | 0 | 0 | 0 | ... | ... | ... | ... | 0 | 0 |
Non-financial customers | 18 | 7 | 8 | 0 | 0 | 0 | 0 | 0 | 2 |
Options bought (gross basis) | 853 | 357 | 404 | 20 | 53 | 2 | 0 | 1 | 14 |
Reporting dealers | 651 | 270 | 308 | 19 | 44 | 1 | 0 | 1 | 7 |
Other financial institutions | 167 | 75 | 78 | 1 | 7 | 0 | 0 | 1 | 5 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 34 | 11 | 18 | 0 | 3 | 0 | 0 | 0 | 2 |
Herfindahl indices |
FRAs | 518 | 789 | 561 | 1,752 | 784 | 1,333 | 4,366 | 1,954 | |
Between reporters | 1,285 | 2,956 | 3,641 | 5,099 | 3,675 | 4,784 | 9,231 | 9,996 | |
With non-reporters | 520 | 783 | 570 | 1,702 | 786 | 1,343 | 4,174 | 1,988 | |
Swaps | 456 | 635 | 423 | 568 | 805 | 1,341 | 1,181 | 1,200 | |
Between reporters | 559 | 650 | 547 | 506 | 948 | 1,698 | 1,204 | 3,619 | |
With non-reporters | 466 | 650 | 429 | 580 | 821 | 1,759 | 1,187 | 1,272 | |
Total options | 687 | 781 | 679 | 779 | 1,337 | 1,477 | 1,800 | 4,944 | |
Between reporters | 688 | 789 | 680 | 794 | 1,284 | 1,226 | 2,097 | 2,711 | |
With non-reporters | 736 | 852 | 735 | 801 | 1,485 | 2,020 | 2,007 | 6,301 | |