BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H1 2020 › »	TOT	USD	EUR	JPY	GBP	CHF	CAD	SEK	Other currencies
	TOT	USD	EUR	JPY	GBP	CHF	CAD	SEK	Other currencies
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