BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H1 2022 › »	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	502,462	203,877	149,635	22,499	34,888	3,209	17,240	5,635	65,478
FRAs	49,270	14,687	30,269	31	110	10	83	1,442	2,637
Reporting dealers	466	102	229	1	1	0	9	2	123
Other financial institutions	48,021	14,037	30,014	27	106	9	61	1,369	2,398
Central counterparties	42,691	10,851	28,542	15	77	4	34	1,264	1,905
Non-financial customers	782	548	27	3	3	0	13	72	117
Swaps	414,195	168,915	104,800	21,349	32,739	3,180	17,118	4,108	61,985
Reporting dealers	11,521	3,626	3,136	438	1,439	73	146	55	2,608
Other financial institutions	393,544	162,345	99,251	20,359	30,855	3,071	16,628	3,854	57,181
Central counterparties	351,203	151,177	83,802	17,488	26,929	2,676	15,503	3,524	50,105
Non-financial customers	9,130	2,944	2,413	553	446	36	344	199	2,196
Total options	38,789	20,274	14,566	1,118	2,039	20	40	85	647
Reporting dealers	19,033	9,793	7,611	781	582	4	8	8	246
Other financial institutions	16,963	8,624	6,316	293	1,341	14	21	59	295
Central counterparties	39	4	10	0	...	...		24	2
Non-financial customers	2,792	1,857	639	44	116	1	11	17	107
Options sold (gross basis)	29,616	15,658	11,105	999	1,289	13	27	44	481
Reporting dealers	19,145	9,787	7,695	794	596	4	10	8	250
Other financial institutions	8,388	4,441	2,957	186	603	8	11	22	160
Central counterparties	5	0	2	...	...	...		1	1
Non-financial customers	2,084	1,429	453	19	90	1	6	14	72
Options bought (gross basis)	28,205	14,409	11,072	900	1,332	10	21	49	412
Reporting dealers	18,921	9,798	7,527	768	567	3	7	9	242
Other financial institutions	8,575	4,183	3,359	107	738	6	10	37	135
Central counterparties	35	3	7	0	...	...		23	1
Non-financial customers	709	428	186	25	26	1	4	3	35
Gross market values
Total interest rate contracts	11,805	2,866	5,508	280	1,223	87	355	186	1,301
FRAs	403	97	220	0	4	0	1	32	48
Reporting dealers	5	3	1	0	0	0	0	0	1
Other financial institutions	374	80	213	0	4	0	0	31	45
Central counterparties	320	40	205	0	3	0	0	31	40
Non-financial customers	24	13	6	0	0	0	1	1	2
Swaps	10,623	2,412	4,957	265	1,175	86	353	149	1,227
Reporting dealers	701	178	262	38	143	4	5	2	69
Other financial institutions	9,415	2,103	4,484	216	979	80	330	139	1,083
Central counterparties	7,879	1,807	3,697	178	760	60	312	131	935
Non-financial customers	507	131	210	11	53	2	17	7	75
Total options	779	357	330	14	44	1	1	5	25
Reporting dealers	397	182	171	10	22	0	0	2	10
Other financial institutions	322	143	141	4	19	1	0	3	11
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	61	33	19	0	3	0	0	1	4
Options sold (gross basis)	593	275	251	13	30	1	1	4	19
Reporting dealers	388	175	170	11	19	0	0	2	10
Other financial institutions	167	77	70	2	9	0	0	1	6
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	38	23	11	0	2	0	0	0	2
Options bought (gross basis)	573	257	249	12	33	1	1	4	16
Reporting dealers	397	182	171	10	22	0	0	2	10
Other financial institutions	155	65	71	2	10	0	0	1	5
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	22	10	8	0	2	0	0	0	2
Herfindahl indices
FRAs	684	3,063	603	2,168	4,371	4,633	4,147	1,373
Between reporters	3,158	3,689	6,497	3,106	7,652	8,676	8,964	7,011
With non-reporters	693	3,057	615	2,308	4,315	4,696	3,717	1,379
Swaps	410	600	447	653	703	1,326	1,373	1,952
Between reporters	1,216	1,673	702	619	3,455	1,552	1,992	4,097
With non-reporters	424	612	462	670	766	1,828	1,391	1,949
Total options	711	767	759	743	1,406	1,866	1,563	5,614
Between reporters	735	773	812	783	1,135	1,549	1,579	2,128
With non-reporters	716	830	749	815	1,724	2,171	1,667	7,146