Notional amounts outstanding |
Total interest rate contracts | 466,494 | 152,117 | 132,619 | 37,131 | 54,283 | 3,614 | 14,295 | 5,313 | 67,121 |
FRAs | 72,927 | 34,536 | 26,148 | 36 | 7,145 | 396 | 208 | 1,498 | 2,959 |
Reporting dealers | 438 | 140 | 62 | 1 | 3 | 5 | 74 | 7 | 146 |
Other financial institutions | 71,736 | 33,776 | 26,060 | 27 | 7,139 | 391 | 123 | 1,486 | 2,734 |
Central counterparties | 65,622 | 29,042 | 25,853 | 15 | 7,082 | 387 | 61 | 1,450 | 1,732 |
Non-financial customers | 753 | 620 | 26 | 8 | 2 | 0 | 12 | 5 | 79 |
Swaps | 355,791 | 99,224 | 92,343 | 35,649 | 44,499 | 3,194 | 14,034 | 3,689 | 63,159 |
Reporting dealers | 12,428 | 3,312 | 3,828 | 1,000 | 1,098 | 149 | 194 | 79 | 2,768 |
Other financial institutions | 334,141 | 92,920 | 85,695 | 33,942 | 42,744 | 2,995 | 13,323 | 3,507 | 59,014 |
Central counterparties | 297,020 | 83,583 | 75,990 | 30,474 | 37,140 | 2,720 | 12,635 | 3,299 | 51,181 |
Non-financial customers | 9,221 | 2,993 | 2,820 | 707 | 657 | 49 | 517 | 103 | 1,377 |
Total options | 37,471 | 18,356 | 14,128 | 1,446 | 2,640 | 24 | 53 | 127 | 698 |
Reporting dealers | 18,458 | 8,628 | 7,608 | 1,123 | 820 | 9 | 19 | 20 | 232 |
Other financial institutions | 16,237 | 7,974 | 5,805 | 273 | 1,709 | 12 | 24 | 94 | 346 |
Central counterparties | 28 | ... | 5 | 0 | ... | ... | | 20 | 3 |
Non-financial customers | 2,776 | 1,754 | 715 | 50 | 112 | 3 | 9 | 12 | 121 |
Options sold (gross basis) | 28,896 | 14,271 | 10,902 | 1,302 | 1,786 | 19 | 39 | 79 | 498 |
Reporting dealers | 18,439 | 8,628 | 7,596 | 1,116 | 823 | 10 | 18 | 19 | 229 |
Other financial institutions | 8,419 | 4,297 | 2,810 | 169 | 881 | 7 | 14 | 49 | 193 |
Central counterparties | 8 | ... | 2 | ... | ... | ... | | 5 | 1 |
Non-financial customers | 2,037 | 1,347 | 495 | 17 | 83 | 2 | 7 | 11 | 76 |
Options bought (gross basis) | 27,033 | 12,713 | 10,834 | 1,267 | 1,673 | 14 | 33 | 68 | 432 |
Reporting dealers | 18,477 | 8,628 | 7,620 | 1,130 | 816 | 7 | 19 | 22 | 235 |
Other financial institutions | 7,818 | 3,677 | 2,995 | 103 | 828 | 5 | 10 | 46 | 153 |
Central counterparties | 20 | ... | 3 | 0 | ... | ... | | 15 | 3 |
Non-financial customers | 738 | 407 | 219 | 33 | 29 | 2 | 3 | 1 | 45 |
Gross market values |
Total interest rate contracts | 11,319 | 2,544 | 5,335 | 463 | 1,623 | 67 | 197 | 59 | 1,029 |
FRAs | 285 | 80 | 123 | 0 | 33 | 3 | 1 | 5 | 40 |
Reporting dealers | 10 | 7 | 1 | 0 | 1 | 0 | 0 | 0 | 2 |
Other financial institutions | 257 | 59 | 120 | 0 | 32 | 3 | 0 | 5 | 37 |
Central counterparties | 199 | 28 | 108 | 0 | 31 | 3 | 0 | 5 | 25 |
Non-financial customers | 18 | 15 | 2 | 0 | 0 | 0 | 0 | 0 | 1 |
Swaps | 10,162 | 2,175 | 4,731 | 445 | 1,533 | 61 | 196 | 52 | 969 |
Reporting dealers | 1,531 | 392 | 619 | 88 | 281 | 11 | 15 | 3 | 123 |
Other financial institutions | 7,895 | 1,608 | 3,757 | 340 | 1,161 | 46 | 158 | 46 | 777 |
Central counterparties | 5,763 | 1,223 | 2,786 | 272 | 665 | 32 | 136 | 34 | 617 |
Non-financial customers | 736 | 175 | 355 | 17 | 91 | 4 | 23 | 4 | 68 |
Total options | 872 | 288 | 482 | 18 | 58 | 3 | 1 | 2 | 20 |
Reporting dealers | 528 | 161 | 301 | 15 | 42 | 1 | 0 | 1 | 6 |
Other financial institutions | 298 | 112 | 156 | 3 | 13 | 2 | 0 | 1 | 11 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 46 | 15 | 25 | 0 | 3 | 0 | 0 | 0 | 3 |
Options sold (gross basis) | 695 | 231 | 384 | 17 | 45 | 3 | 0 | 1 | 14 |
Reporting dealers | 522 | 163 | 298 | 16 | 38 | 1 | 0 | 1 | 6 |
Other financial institutions | 156 | 62 | 78 | 2 | 7 | 1 | 0 | 1 | 6 |
Central counterparties | 0 | 0 | 0 | ... | ... | ... | ... | 0 | 0 |
Non-financial customers | 16 | 6 | 8 | 0 | 0 | 0 | 0 | 0 | 2 |
Options bought (gross basis) | 699 | 221 | 395 | 16 | 50 | 2 | 0 | 1 | 13 |
Reporting dealers | 528 | 161 | 301 | 15 | 42 | 1 | 0 | 1 | 6 |
Other financial institutions | 141 | 50 | 78 | 1 | 6 | 0 | 0 | 0 | 5 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 30 | 9 | 16 | 0 | 3 | 0 | 0 | 0 | 1 |
Herfindahl indices |
FRAs | 540 | 748 | 722 | 1,719 | 877 | 1,731 | 6,531 | 2,089 | |
Between reporters | 1,390 | 3,220 | 3,352 | 4,338 | 3,330 | 9,512 | 9,835 | 9,992 | |
With non-reporters | 543 | 743 | 728 | 1,644 | 876 | 1,737 | 4,462 | 2,118 | |
Swaps | 414 | 555 | 390 | 596 | 945 | 1,325 | 1,387 | 1,421 | |
Between reporters | 560 | 667 | 571 | 511 | 943 | 1,761 | 1,201 | 4,042 | |
With non-reporters | 420 | 563 | 394 | 613 | 978 | 1,737 | 1,396 | 1,503 | |
Total options | 676 | 760 | 660 | 753 | 1,885 | 1,716 | 2,641 | 5,789 | |
Between reporters | 656 | 733 | 673 | 770 | 1,285 | 1,372 | 4,678 | 2,538 | |
With non-reporters | 769 | 887 | 684 | 750 | 2,737 | 2,317 | 1,977 | 7,344 | |