BIS Statistics Explorer: Table D9

OTC derivatives by maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H1 2018 › »	Total	One year or less	Over one year up to five years	Over five years
	Total	One year or less	Over one year up to five years	Over five years
Total foreign exchange contracts	95,798	76,145	13,879	5,709
Outright forwards, forex swaps and currency swaps	82,428	64,797	12,243	5,387
Reporting dealers	34,498	25,905	5,927	2,666
Other financial institutions	37,646	31,570	4,344	1,732
Central counterparties	2,898	2,819	76	4
Non-financial customers	10,284	7,323	1,973	988
Total options	13,307	11,348	1,636	322
Reporting dealers	6,111	5,110	782	219
Other financial institutions	5,663	5,108	489	65
Central counterparties	9	6	2	0
Non-financial customers	1,533	1,130	365	38
Options sold (gross basis)	9,797	8,266	1,249	281
Reporting dealers	6,097	5,078	795	223
Other financial institutions	2,967	2,642	282	44
Central counterparties	4	3	1	0
Non-financial customers	733	546	172	14
Options bought (gross basis)	9,621	8,192	1,169	260
Reporting dealers	6,125	5,142	769	215
Other financial institutions	2,695	2,466	208	21
Central counterparties	5	3	1	0
Non-financial customers	800	584	192	24
Total FX contracts including gold	96,366	76,609	13,973	5,724
Total interest rate contracts	481,086	231,283	155,344	94,098
Forwards and swaps	433,892	212,446	136,144	85,302
Reporting dealers	19,938	5,980	7,771	6,187
Other financial institutions	402,756	203,799	123,518	75,438
Central counterparties	366,537	191,429	110,124	64,984
Non-financial customers	11,199	2,667	4,855	3,677
Total options	46,833	18,837	19,200	8,795
Reporting dealers	20,178	6,333	8,760	5,085
Other financial institutions	23,412	11,573	8,534	3,304
Central counterparties	129	118	7	4
Non-financial customers	3,243	931	1,906	406
Options sold (gross basis)	35,235	13,228	14,913	7,094
Reporting dealers	20,427	6,442	8,904	5,081
Other financial institutions	12,694	6,159	4,709	1,826
Central counterparties	61	56	3	2
Non-financial customers	2,114	626	1,301	187
Options bought (gross basis)	31,775	11,942	13,046	6,787
Reporting dealers	19,929	6,224	8,616	5,089
Other financial institutions	10,717	5,414	3,825	1,478
Central counterparties	67	61	4	2
Non-financial customers	1,129	304	605	219
Total equity-linked contracts	7,071	4,435	2,296	340
Forwards and swaps	3,299	2,145	969	185
Reporting dealers	646	460	151	35
Other financial institutions	2,308	1,438	735	135
Central counterparties	17	16	1	0
Non-financial customers	345	248	83	14
Total options	3,772	2,290	1,327	155
Reporting dealers	1,124	571	511	42
Other financial institutions	2,191	1,447	665	80
Central counterparties	2	1	1	...
Non-financial customers	458	273	151	33
Options sold (gross basis)	2,767	1,617	1,027	123
Reporting dealers	1,137	566	525	46
Other financial institutions	1,360	890	412	58
Central counterparties	1	1	1	...
Non-financial customers	270	161	90	19
Options bought (gross basis)	2,129	1,244	811	75
Reporting dealers	1,111	575	497	39
Other financial institutions	831	557	253	21
Central counterparties	1	1	1	...
Non-financial customers	188	112	61	15