BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H2 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	490,626	179,216	152,002	26,918	36,749	3,577	17,007	5,429	69,728
FRAs	44,977	12,006	28,277	35	104	14	130	1,193	3,218
Reporting dealers	253	82	76	0	1	0	5	3	84
Other financial institutions	43,953	11,392	28,163	33	99	13	112	1,121	3,020
Central counterparties	39,694	8,414	27,547	22	88	7	94	1,008	2,513
Non-financial customers	771	532	37	2	4	1	12	69	113
Swaps	405,539	145,443	109,286	25,673	34,904	3,543	16,844	4,161	65,686
Reporting dealers	8,469	2,289	2,879	442	702	61	94	79	1,925
Other financial institutions	387,805	140,271	103,834	24,640	33,630	3,447	16,418	3,875	61,688
Central counterparties	333,651	121,861	88,557	21,362	27,079	3,050	15,420	3,630	52,693
Non-financial customers	9,266	2,884	2,574	590	572	35	332	206	2,073
Total options	39,887	21,767	14,439	1,210	1,742	19	34	76	602
Reporting dealers	20,172	10,685	7,890	826	546	4	8	7	207
Other financial institutions	16,700	9,057	5,839	352	1,084	14	15	53	286
Central counterparties	44	0	11	0	0	...		27	5
Non-financial customers	3,015	2,025	710	32	112	1	10	16	109
Options sold (gross basis)	30,890	15,968	12,042	1,140	1,192	13	27	33	474
Reporting dealers	20,418	10,101	8,565	911	591	4	9	7	230
Other financial institutions	8,229	4,351	2,957	216	506	8	11	12	168
Central counterparties	4	0	2	...	...	...		0	1
Non-financial customers	2,243	1,516	519	13	96	1	7	14	76
Options bought (gross basis)	29,170	16,483	10,287	896	1,096	9	15	50	335
Reporting dealers	19,927	11,268	7,215	741	502	3	7	7	184
Other financial institutions	8,471	4,706	2,881	137	578	6	4	41	118
Central counterparties	40	0	8	0	0	...		27	4
Non-financial customers	772	508	191	18	16	0	3	2	33
Gross market values
Total interest rate contracts	14,635	3,732	6,814	471	1,579	95	377	215	1,352
FRAs	465	98	270	0	4	0	1	36	55
Reporting dealers	5	3	1	0	0	0	0	0	1
Other financial institutions	432	78	262	0	4	0	0	35	52
Central counterparties	376	37	253	0	4	0	0	35	46
Non-financial customers	28	17	7	0	0	0	1	1	2
Swaps	13,249	3,161	6,197	450	1,527	93	375	174	1,273
Reporting dealers	568	130	248	30	85	4	4	2	65
Other financial institutions	12,039	2,861	5,689	404	1,355	87	353	163	1,128
Central counterparties	10,024	2,479	4,724	337	1,029	65	334	153	903
Non-financial customers	643	170	260	16	88	2	18	8	80
Total options	920	473	347	20	47	1	1	6	24
Reporting dealers	478	253	176	13	24	0	0	2	9
Other financial institutions	353	168	143	7	19	1	0	3	11
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	90	52	28	0	4	0	0	1	5
Options sold (gross basis)	710	335	293	21	36	1	1	4	19
Reporting dealers	465	213	199	17	23	0	0	2	10
Other financial institutions	184	86	75	4	10	0	0	2	6
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	61	36	19	0	3	0	0	0	3
Options bought (gross basis)	675	351	253	16	34	1	1	4	16
Reporting dealers	478	253	176	13	24	0	0	2	9
Other financial institutions	169	82	68	3	9	1	0	2	5
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	29	16	9	0	1	0	0	0	2
Herfindahl indices
FRAs	679	3,592	600	3,037	6,463	3,406	5,463	1,224
Between reporters	2,417	3,915	8,484	3,078	8,425	8,967	8,534	10,000
With non-reporters	681	3,589	606	3,131	6,430	3,343	6,045	1,234
Swaps	387	475	389	664	830	1,216	1,362	1,716
Between reporters	541	710	771	611	887	829	1,747	4,065
With non-reporters	394	474	394	682	856	1,660	1,365	1,739
Total options	719	786	784	733	1,406	2,145	1,531	5,564
Between reporters	759	803	881	779	1,106	1,760	1,625	2,074
With non-reporters	687	809	724	793	1,840	2,475	1,620	6,868