Notional amounts outstanding |
Total equity-linked contracts | 7,046 | 3,200 | 2,220 | 284 | 316 | 314 | 713 |
Forwards and swaps | 3,142 | 1,155 | 1,150 | 156 | 169 | 235 | 276 |
Reporting dealers | 613 | 203 | 323 | 37 | 10 | 8 | 31 |
Other financial institutions | 2,190 | 830 | 723 | 94 | 137 | 215 | 190 |
Central counterparties | 16 | 2 | 12 | 0 | 0 | 0 | 1 |
Non-financial customers | 339 | 121 | 104 | 24 | 23 | 11 | 55 |
Total options | 3,904 | 2,045 | 1,069 | 128 | 146 | 79 | 437 |
Reporting dealers | 1,155 | 453 | 506 | 57 | 32 | 1 | 106 |
Other financial institutions | 2,231 | 1,293 | 469 | 64 | 99 | 65 | 240 |
Central counterparties | 9 | 3 | 4 | 0 | 1 | 1 | 1 |
Non-financial customers | 519 | 298 | 94 | 7 | 16 | 13 | 91 |
Options sold (gross basis) | 2,910 | 1,464 | 892 | 103 | 102 | 50 | 298 |
Reporting dealers | 1,209 | 488 | 540 | 57 | 31 | 1 | 92 |
Other financial institutions | 1,397 | 801 | 297 | 43 | 60 | 42 | 154 |
Central counterparties | 6 | 3 | 2 | 0 | 0 | 0 | 1 |
Non-financial customers | 303 | 175 | 55 | 3 | 11 | 7 | 52 |
Options bought (gross basis) | 2,150 | 1,034 | 684 | 81 | 75 | 30 | 245 |
Reporting dealers | 1,100 | 418 | 473 | 56 | 32 | 1 | 120 |
Other financial institutions | 834 | 492 | 172 | 21 | 38 | 24 | 86 |
Central counterparties | 3 | 0 | 2 | ... | 1 | 0 | 0 |
Non-financial customers | 216 | 124 | 39 | 4 | 5 | 5 | 39 |
Gross market values |
Total equity-linked contracts | 579 | 230 | 160 | 32 | 19 | 20 | 119 |
Forwards and swaps | 223 | 81 | 83 | 14 | 10 | 17 | 19 |
Reporting dealers | 30 | 11 | 15 | 1 | 1 | 0 | 3 |
Other financial institutions | 139 | 53 | 43 | 6 | 9 | 16 | 13 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 54 | 17 | 25 | 7 | 1 | 0 | 3 |
Total options | 356 | 149 | 77 | 18 | 9 | 3 | 100 |
Reporting dealers | 97 | 47 | 30 | 10 | 2 | 0 | 8 |
Other financial institutions | 204 | 72 | 35 | 7 | 7 | 2 | 81 |
Central counterparties | 1 | 1 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 54 | 29 | 12 | 1 | 1 | 1 | 10 |
Options sold (gross basis) | 238 | 107 | 54 | 16 | 5 | 2 | 54 |
Reporting dealers | 98 | 48 | 30 | 11 | 1 | 0 | 8 |
Other financial institutions | 111 | 40 | 21 | 5 | 4 | 1 | 40 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 29 | 18 | 3 | 0 | 0 | 0 | 6 |
Options bought (gross basis) | 216 | 90 | 53 | 13 | 5 | 1 | 53 |
Reporting dealers | 97 | 47 | 30 | 10 | 2 | 0 | 8 |
Other financial institutions | 93 | 32 | 15 | 2 | 3 | 1 | 40 |
Central counterparties | 1 | 1 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 25 | 11 | 8 | 0 | 0 | 0 | 5 |
Herfindahl indices |
Forwards and swaps | 785 | 1,002 | 795 | 1,069 | 1,170 | 2,309 | |
Between reporters | 691 | 878 | 772 | 1,249 | 1,268 | 5,875 | |
With non-reporters | 926 | 1,138 | 1,135 | 1,447 | 1,258 | 2,404 | |
Total options | 750 | 879 | 816 | 1,125 | 1,289 | 3,452 | |
Between reporters | 771 | 1,062 | 943 | 1,195 | 1,264 | 2,152 | |
With non-reporters | 777 | 855 | 770 | 1,287 | 1,548 | 3,529 | |