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Table
D12.1
Structure
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Turnover of OTC interest rate derivatives
Daily averages, in millions of US dollars
«
‹
2019
› »
All products
Forward rate agreements
Swaps
Total options
Other products
Total
Of which: overnight index swaps
Of which: other interest rate swaps
Total, "net-net" basis
6,505,247
1,902,438
4,146,403
2,045,503
2,100,899
450,606
5,801
By currency
US dollar
3,274,251
1,263,118
1,871,256
1,102,530
768,726
139,877
...
Euro
1,587,268
387,006
917,054
408,414
508,639
283,208
Pound (sterling)
537,800
172,429
358,361
196,569
161,792
7,010
Australian dollar
400,772
479
398,173
248,986
149,187
2,120
Yen
213,235
2,373
201,335
14,829
186,506
9,526
...
Canadian dollar
90,497
498
89,005
23,241
65,764
994
Swedish krona
60,904
28,972
30,775
1,129
29,645
1,158
New Zealand dollar
55,968
32
55,713
21,785
33,928
224
Renminbi
33,107
143
31,356
361
30,995
1,609
Norwegian krone
30,506
8,310
20,669
1,052
19,617
1,526
Won
26,860
57
25,663
293
25,371
1,140
Swiss franc
26,055
8,503
17,419
4,358
13,061
133
Rand
25,180
8,447
16,465
1,801
14,664
268
Mexican peso
23,344
20
23,255
1,413
21,842
69
Other currencies
119,500
22,053
89,904
18,742
71,162
1,743
By counterparty
With reporting dealers
1,556,553
364,795
909,966
354,033
555,933
281,793
...
Local
738,513
168,685
431,711
170,535
261,175
138,117
...
Cross-border
818,041
196,109
478,255
183,497
294,758
143,676
...
With other financial institutions
4,527,101
1,322,606
3,041,058
1,572,571
1,468,487
163,437
...
Local
2,316,375
725,640
1,531,647
854,744
676,903
59,089
...
Cross-border
2,210,726
596,966
1,509,411
717,827
791,584
104,349
...
With non-financial institutions
415,792
215,038
195,379
118,900
76,479
5,375
...
Local
101,813
52,950
46,202
28,675
17,527
2,661
...
Cross-border
313,979
162,088
149,176
90,224
58,952
2,714
...
Total, "net-gross" basis
7,324,002
2,098,547
4,624,658
2,229,001
2,395,657
594,282
6,516
By country
United Kingdom
3,670,238
999,705
2,228,032
1,073,939
1,154,092
442,306
196
United States
2,356,103
864,806
1,367,715
789,473
578,242
119,183
4,399
Hong Kong SAR
435,872
58,215
373,982
164,351
209,631
3,006
668
Japan
135,256
759
129,899
11,393
118,505
4,579
19
Canada
122,634
32,787
86,667
16,208
70,459
3,137
43
France
120,023
36,173
79,487
41,742
37,744
4,038
326
Singapore
116,443
18,117
94,066
35,493
58,573
3,896
364
Australia
97,099
11,545
83,698
47,606
36,092
1,857
...
Germany
56,021
30,340
24,824
3,773
21,052
857
...
Switzerland
31,885
3,706
28,168
17,282
10,885
11
Netherlands
28,231
16,993
11,131
991
10,140
106
...
Spain
16,238
0
15,625
1,562
14,063
612
...
New Zealand
16,215
592
15,622
9,631
5,991
1
China
16,024
...
13,923
78
13,844
1,749
353
Other countries
105,721
24,808
71,820
15,477
56,343
8,945
148