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 | |