BIS Statistics Explorer: Table D9

OTC derivatives by maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H2 2020 › »	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	97,549	76,008	14,930	6,571
Outright forwards, forex swaps and currency swaps	85,841	65,968	13,598	6,275
Reporting dealers	31,972	22,799	6,119	3,054
Other financial institutions	42,940	35,535	5,293	2,112
Central counterparties	3,650	3,446	193	12
Non-financial customers	10,928	7,634	2,185	1,109
Total options	11,669	10,041	1,332	296
Reporting dealers	5,117	4,250	670	197
Other financial institutions	4,969	4,516	387	66
Central counterparties	178	164	14	...
Non-financial customers	1,584	1,274	276	34
Options sold (gross basis)	8,450	7,179	1,014	257
Reporting dealers	5,101	4,222	678	200
Other financial institutions	2,584	2,329	210	44
Central counterparties	91	84	7	...
Non-financial customers	765	628	125	12
Options bought (gross basis)	8,335	7,112	988	236
Reporting dealers	5,132	4,279	661	193
Other financial institutions	2,385	2,187	176	22
Central counterparties	87	81	6	...
Non-financial customers	819	647	150	22
Total FX contracts including gold	98,383	76,766	14,991	6,591
Total interest rate contracts	466,494	200,592	159,398	106,199
Forwards and swaps	428,718	189,190	142,637	96,891
Reporting dealers	12,866	3,700	4,537	4,629
Other financial institutions	405,878	183,002	134,132	88,744
Central counterparties	362,642	167,174	118,567	76,901
Non-financial customers	9,974	2,489	3,968	3,518
Total options	37,471	11,402	16,761	9,308
Reporting dealers	18,458	4,962	8,198	5,298
Other financial institutions	16,237	5,542	7,098	3,598
Central counterparties	28	23	5	1
Non-financial customers	2,776	899	1,465	412
Options sold (gross basis)	28,896	8,647	12,803	7,446
Reporting dealers	18,439	5,037	8,099	5,304
Other financial institutions	8,419	2,887	3,617	1,915
Central counterparties	8	5	2	1
Non-financial customers	2,037	724	1,087	227
Options bought (gross basis)	27,033	7,716	12,157	7,160
Reporting dealers	18,477	4,887	8,298	5,293
Other financial institutions	7,818	2,654	3,481	1,682
Central counterparties	20	17	2	1
Non-financial customers	738	175	378	185
Total equity-linked contracts	7,084	4,715	2,025	344
Forwards and swaps	3,643	2,488	977	179
Reporting dealers	577	451	103	23
Other financial institutions	2,612	1,726	753	133
Central counterparties	14	13	0	0
Non-financial customers	454	311	120	23
Total options	3,441	2,228	1,048	165
Reporting dealers	820	456	330	35
Other financial institutions	2,050	1,512	460	77
Central counterparties	27	13	12	1
Non-financial customers	571	260	258	53
Options sold (gross basis)	2,453	1,532	804	118
Reporting dealers	868	475	351	41
Other financial institutions	1,251	901	302	48
Central counterparties	16	7	8	0
Non-financial customers	334	155	151	28
Options bought (gross basis)	1,807	1,152	574	82
Reporting dealers	772	436	308	28
Other financial institutions	798	611	158	29
Central counterparties	11	6	4	1
Non-financial customers	237	105	107	25