Notional amounts outstanding |
Total equity-linked contracts | 6,919 | 3,492 | 1,854 | 198 | 361 | 356 | 658 |
Forwards and swaps | 3,469 | 1,408 | 1,112 | 147 | 258 | 244 | 301 |
Reporting dealers | 449 | 133 | 243 | 21 | 11 | 2 | 39 |
Other financial institutions | 2,512 | 1,084 | 719 | 97 | 195 | 220 | 196 |
Central counterparties | 16 | 4 | 9 | 0 | 1 | 0 | 2 |
Non-financial customers | 509 | 190 | 150 | 29 | 51 | 22 | 66 |
Total options | 3,449 | 2,085 | 742 | 51 | 103 | 112 | 357 |
Reporting dealers | 718 | 361 | 256 | 12 | 9 | 1 | 79 |
Other financial institutions | 2,167 | 1,350 | 400 | 34 | 61 | 85 | 238 |
Central counterparties | 7 | 0 | 2 | ... | 0 | 4 | 1 |
Non-financial customers | 564 | 374 | 86 | 6 | 32 | 26 | 40 |
Options sold (gross basis) | 2,362 | 1,425 | 563 | 39 | 60 | 51 | 224 |
Reporting dealers | 736 | 405 | 243 | 12 | 10 | 1 | 65 |
Other financial institutions | 1,275 | 786 | 266 | 23 | 29 | 36 | 136 |
Central counterparties | 3 | 0 | 1 | ... | 0 | 2 | 1 |
Non-financial customers | 351 | 235 | 54 | 4 | 22 | 14 | 22 |
Options bought (gross basis) | 1,805 | 1,020 | 435 | 24 | 52 | 62 | 212 |
Reporting dealers | 700 | 316 | 269 | 12 | 9 | 1 | 93 |
Other financial institutions | 893 | 564 | 134 | 11 | 32 | 49 | 102 |
Central counterparties | 4 | 0 | 1 | ... | 0 | 2 | 1 |
Non-financial customers | 212 | 139 | 32 | 1 | 11 | 12 | 17 |
Gross market values |
Total equity-linked contracts | 504 | 259 | 135 | 11 | 27 | 26 | 46 |
Forwards and swaps | 277 | 122 | 88 | 8 | 20 | 19 | 20 |
Reporting dealers | 23 | 6 | 12 | 1 | 1 | 0 | 3 |
Other financial institutions | 188 | 96 | 43 | 5 | 14 | 18 | 12 |
Central counterparties | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 66 | 20 | 34 | 2 | 6 | 1 | 4 |
Total options | 227 | 137 | 47 | 3 | 7 | 7 | 26 |
Reporting dealers | 39 | 19 | 13 | 1 | 1 | 0 | 5 |
Other financial institutions | 122 | 71 | 23 | 3 | 4 | 5 | 17 |
Central counterparties | 1 | 0 | 0 | 0 | 0 | 1 | 0 |
Non-financial customers | 66 | 47 | 11 | 0 | 2 | 1 | 5 |
Options sold (gross basis) | 151 | 92 | 35 | 3 | 3 | 3 | 15 |
Reporting dealers | 35 | 18 | 12 | 1 | 1 | 0 | 4 |
Other financial institutions | 75 | 46 | 15 | 2 | 2 | 2 | 8 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 40 | 28 | 8 | 0 | 1 | 1 | 3 |
Options bought (gross basis) | 111 | 63 | 24 | 1 | 4 | 4 | 16 |
Reporting dealers | 39 | 19 | 13 | 1 | 1 | 0 | 5 |
Other financial institutions | 47 | 25 | 8 | 0 | 2 | 3 | 9 |
Central counterparties | 1 | 0 | 0 | 0 | 0 | 1 | 0 |
Non-financial customers | 26 | 20 | 3 | 0 | 1 | 1 | 2 |
Herfindahl indices |
Forwards and swaps | 1,015 | 1,215 | 979 | 1,144 | 1,731 | 3,071 | |
Between reporters | 846 | 1,165 | 1,010 | 1,267 | 1,686 | 4,045 | |
With non-reporters | 1,128 | 1,287 | 1,234 | 1,510 | 1,770 | 3,104 | |
Total options | 765 | 942 | 755 | 1,300 | 1,112 | 2,857 | |
Between reporters | 785 | 1,380 | 904 | 1,569 | 1,566 | 4,200 | |
With non-reporters | 803 | 878 | 745 | 1,291 | 1,394 | 2,925 | |