Notional amounts outstanding |
Total interest rate contracts | 488,099 | 173,780 | 140,112 | 32,261 | 52,823 | 3,310 | 15,466 | 5,454 | 64,893 |
FRAs | 73,626 | 31,967 | 31,741 | 42 | 4,558 | 391 | 184 | 1,421 | 3,322 |
Reporting dealers | 451 | 143 | 98 | 1 | 2 | 5 | 62 | 4 | 136 |
Other financial institutions | 72,434 | 31,201 | 31,629 | 35 | 4,553 | 386 | 110 | 1,411 | 3,109 |
Central counterparties | 65,355 | 27,002 | 30,018 | 23 | 4,474 | 380 | 37 | 1,388 | 2,032 |
Non-financial customers | 741 | 622 | 14 | 7 | 3 | 1 | 11 | 6 | 76 |
Swaps | 372,376 | 120,865 | 94,020 | 30,932 | 44,068 | 2,897 | 15,228 | 3,894 | 60,473 |
Reporting dealers | 10,961 | 2,987 | 3,399 | 767 | 1,020 | 137 | 192 | 34 | 2,425 |
Other financial institutions | 352,422 | 114,982 | 87,947 | 29,420 | 42,367 | 2,711 | 14,635 | 3,756 | 56,605 |
Central counterparties | 313,490 | 104,947 | 77,645 | 25,449 | 37,469 | 2,420 | 13,566 | 3,527 | 48,469 |
Non-financial customers | 8,993 | 2,896 | 2,674 | 745 | 680 | 49 | 401 | 104 | 1,443 |
Total options | 41,810 | 20,948 | 14,351 | 1,286 | 4,197 | 22 | 55 | 139 | 811 |
Reporting dealers | 18,694 | 9,547 | 7,135 | 948 | 766 | 7 | 18 | 20 | 253 |
Other financial institutions | 20,123 | 9,350 | 6,581 | 291 | 3,323 | 12 | 25 | 107 | 433 |
Central counterparties | 43 | ... | 6 | 0 | ... | ... | | 32 | 5 |
Non-financial customers | 2,993 | 2,051 | 635 | 47 | 108 | 2 | 12 | 13 | 125 |
Options sold (gross basis) | 31,228 | 15,939 | 10,690 | 1,164 | 2,709 | 17 | 40 | 82 | 588 |
Reporting dealers | 18,528 | 9,418 | 7,107 | 959 | 745 | 8 | 18 | 19 | 254 |
Other financial institutions | 10,530 | 4,996 | 3,140 | 188 | 1,878 | 7 | 16 | 51 | 254 |
Central counterparties | 13 | ... | 3 | 0 | ... | ... | | 9 | 1 |
Non-financial customers | 2,170 | 1,524 | 442 | 17 | 85 | 1 | 7 | 12 | 80 |
Options bought (gross basis) | 29,276 | 14,557 | 10,797 | 1,071 | 2,255 | 12 | 33 | 77 | 476 |
Reporting dealers | 18,860 | 9,676 | 7,163 | 937 | 787 | 6 | 19 | 21 | 252 |
Other financial institutions | 9,593 | 4,354 | 3,441 | 103 | 1,445 | 5 | 10 | 56 | 179 |
Central counterparties | 30 | ... | 4 | 0 | ... | ... | | 22 | 4 |
Non-financial customers | 823 | 527 | 192 | 30 | 23 | 1 | 4 | 1 | 45 |
Gross market values |
Total interest rate contracts | 8,940 | 2,115 | 4,204 | 361 | 1,224 | 55 | 158 | 51 | 772 |
FRAs | 210 | 49 | 94 | 0 | 26 | 3 | 1 | 4 | 34 |
Reporting dealers | 9 | 5 | 1 | 0 | 0 | 0 | 0 | 0 | 2 |
Other financial institutions | 188 | 33 | 92 | 0 | 25 | 2 | 0 | 4 | 30 |
Central counterparties | 150 | 17 | 82 | 0 | 24 | 2 | 0 | 4 | 20 |
Non-financial customers | 14 | 11 | 1 | 0 | 0 | 0 | 0 | 0 | 1 |
Swaps | 8,058 | 1,834 | 3,757 | 348 | 1,146 | 50 | 156 | 46 | 721 |
Reporting dealers | 1,134 | 314 | 464 | 71 | 191 | 7 | 11 | 2 | 74 |
Other financial institutions | 6,364 | 1,387 | 3,033 | 261 | 878 | 39 | 130 | 41 | 594 |
Central counterparties | 4,657 | 1,034 | 2,229 | 208 | 538 | 28 | 111 | 35 | 473 |
Non-financial customers | 561 | 134 | 261 | 16 | 77 | 3 | 15 | 3 | 52 |
Total options | 671 | 231 | 352 | 13 | 52 | 2 | 1 | 1 | 17 |
Reporting dealers | 365 | 118 | 195 | 11 | 35 | 1 | 0 | 1 | 5 |
Other financial institutions | 265 | 100 | 136 | 2 | 15 | 1 | 0 | 1 | 9 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 41 | 14 | 21 | 0 | 3 | 0 | 0 | 0 | 3 |
Options sold (gross basis) | 511 | 179 | 268 | 13 | 36 | 2 | 0 | 1 | 12 |
Reporting dealers | 361 | 118 | 198 | 12 | 28 | 1 | 0 | 1 | 5 |
Other financial institutions | 135 | 55 | 65 | 1 | 8 | 1 | 0 | 0 | 5 |
Central counterparties | 0 | 0 | 0 | ... | ... | ... | ... | 0 | 0 |
Non-financial customers | 15 | 6 | 6 | 0 | 0 | 0 | 0 | 0 | 1 |
Options bought (gross basis) | 522 | 170 | 281 | 12 | 45 | 1 | 1 | 1 | 11 |
Reporting dealers | 365 | 118 | 195 | 11 | 35 | 1 | 0 | 1 | 5 |
Other financial institutions | 131 | 45 | 71 | 1 | 8 | 0 | 0 | 0 | 4 |
Central counterparties | 0 | 0 | 0 | 0 | ... | ... | ... | 0 | 0 |
Non-financial customers | 26 | 8 | 15 | 0 | 2 | 0 | 0 | 0 | 1 |
Herfindahl indices |
FRAs | 554 | 928 | 631 | 1,873 | 955 | 1,855 | 6,869 | 1,605 | |
Between reporters | 1,640 | 3,166 | 6,307 | 2,901 | 5,165 | 8,606 | 9,731 | 7,697 | |
With non-reporters | 556 | 917 | 638 | 1,926 | 953 | 1,861 | 4,865 | 1,609 | |
Swaps | 428 | 552 | 402 | 608 | 851 | 1,329 | 1,296 | 1,521 | |
Between reporters | 557 | 681 | 583 | 546 | 934 | 1,742 | 1,228 | 1,071 | |
With non-reporters | 433 | 554 | 407 | 625 | 871 | 1,830 | 1,306 | 1,549 | |
Total options | 729 | 784 | 681 | 741 | 2,977 | 1,754 | 2,501 | 5,356 | |
Between reporters | 702 | 782 | 712 | 769 | 1,265 | 1,519 | 4,732 | 2,671 | |
With non-reporters | 847 | 865 | 703 | 728 | 4,300 | 2,126 | 1,564 | 6,142 | |