BIS Statistics Explorer: Table D9

OTC derivatives by maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H1 2019 › »	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	98,562	77,882	14,747	5,890
Outright forwards, forex swaps and currency swaps	85,802	67,138	13,136	5,528
Reporting dealers	33,717	24,968	6,039	2,710
Other financial institutions	41,632	34,790	5,036	1,806
Central counterparties	3,641	3,415	178	47
Non-financial customers	10,453	7,380	2,061	1,012
Total options	12,717	10,745	1,610	362
Reporting dealers	5,777	4,757	821	200
Other financial institutions	5,440	4,862	507	70
Central counterparties	103	92	11	0
Non-financial customers	1,500	1,125	283	92
Options sold (gross basis)	9,181	7,660	1,239	282
Reporting dealers	5,746	4,713	830	204
Other financial institutions	2,737	2,413	277	47
Central counterparties	54	48	6	0
Non-financial customers	698	534	133	31
Options bought (gross basis)	9,313	7,841	1,192	280
Reporting dealers	5,809	4,801	812	196
Other financial institutions	2,703	2,449	231	23
Central counterparties	49	44	5	0
Non-financial customers	802	591	150	61
Total FX contracts including gold	99,319	78,587	14,790	5,905
Total interest rate contracts	523,960	252,886	169,267	101,467
Forwards and swaps	478,321	237,570	148,107	92,645
Reporting dealers	16,490	4,907	6,116	5,466
Other financial institutions	450,831	229,884	137,289	83,658
Central counterparties	407,650	214,241	121,100	72,309
Non-financial customers	11,001	2,779	4,702	3,520
Total options	45,298	15,316	21,160	8,822
Reporting dealers	22,455	7,244	10,094	5,117
Other financial institutions	19,901	7,169	9,445	3,286
Central counterparties	60	48	5	6
Non-financial customers	2,942	903	1,620	419
Options sold (gross basis)	35,467	11,963	16,284	7,220
Reporting dealers	22,820	7,437	10,203	5,181
Other financial institutions	10,548	3,855	4,867	1,826
Central counterparties	31	24	2	6
Non-financial customers	2,098	671	1,214	213
Options bought (gross basis)	32,287	10,597	14,970	6,720
Reporting dealers	22,090	7,051	9,986	5,053
Other financial institutions	9,353	3,314	4,578	1,460
Central counterparties	29	25	4	0
Non-financial customers	844	232	406	206
Total equity-linked contracts	7,046	4,465	2,274	306
Forwards and swaps	3,142	2,060	933	149
Reporting dealers	613	436	151	26
Other financial institutions	2,190	1,384	694	112
Central counterparties	16	15	1	0
Non-financial customers	339	240	88	11
Total options	3,904	2,406	1,342	157
Reporting dealers	1,155	557	550	48
Other financial institutions	2,231	1,542	615	74
Central counterparties	9	5	4	1
Non-financial customers	519	306	177	36
Options sold (gross basis)	2,910	1,684	1,099	127
Reporting dealers	1,209	562	587	60
Other financial institutions	1,397	947	402	48
Central counterparties	6	3	3	0
Non-financial customers	303	175	110	19
Options bought (gross basis)	2,150	1,278	793	79
Reporting dealers	1,100	552	512	36
Other financial institutions	834	595	213	26
Central counterparties	3	2	1	0
Non-financial customers	216	131	67	17