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 | |