BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H1 2021 › »	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	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