Turnover of OTC interest rate derivatives
Daily averages, in billions of US dollars| All products | Forward rate agreements | Swaps | Total options | Other products | |
|---|---|---|---|---|---|
 Total, "net-net" basis | 2,677 | 653 | 1,859 | 163 | 3 |
| By currency | |||||
| US dollar | 1,357 | 341 | 898 | 117 | ... |
| Euro | 641 | 170 | 445 | 26 | |
| Pound (sterling) | 237 | 91 | 138 | 8 | |
| Australian dollar | 108 | 2 | 105 | 2 | |
| Yen | 83 | 0 | 76 | 7 | ... |
| Canadian dollar | 39 | 0 | 38 | 0 | |
| New Zealand dollar | 26 | 0 | 26 | 0 | |
| Mexican peso | 26 | ... | 25 | 0 | |
| Swedish krona | 19 | 10 | 9 | 1 | |
| Rand | 16 | 12 | 3 | 1 | |
| Norwegian krone | 15 | 4 | 11 | 0 | |
| Swiss franc | 14 | 5 | 9 | 0 | |
| Won | 13 | ... | 12 | 1 | |
| Singapore dollar | 12 | 0 | 12 | ... | |
| Other currencies | 73 | 17 | 52 | 1 | |
| By counterparty | |||||
| With reporting dealers | 693 | 171 | 461 | 61 | ... |
| Local | 332 | 104 | 207 | 21 | ... |
| Cross-border | 361 | 68 | 253 | 40 | ... |
| With other financial institutions | 1,772 | 475 | 1,204 | 93 | ... |
| Local | 525 | 99 | 388 | 38 | ... |
| Cross-border | 1,247 | 376 | 816 | 55 | ... |
| With non-financial institutions | 210 | 7 | 194 | 9 | ... |
| Local | 33 | 1 | 30 | 3 | ... |
| Cross-border | 176 | 6 | 165 | 5 | ... |
| Total, "net-gross" basis | 3,039 | 721 | 2,112 | 203 | 3 |
| By country | |||||
| United States | 1,241 | 242 | 898 | 100 | 0 |
| United Kingdom | 1,180 | 375 | 757 | 45 | 3 |
| France | 141 | 35 | 99 | 7 | ... |
| Hong Kong SAR | 110 | 3 | 74 | 32 | 0 |
| Singapore | 58 | 2 | 56 | 1 | 0 |
| Japan | 56 | 1 | 47 | 8 | 0 |
| Australia | 56 | 4 | 51 | 1 | ... |
| Canada | 33 | 3 | 29 | 1 | ... |
| Germany | 31 | 12 | 18 | 1 | ... |
| Netherlands | 22 | 9 | 13 | 0 | ... |
| Belgium | 17 | 7 | 6 | 4 | |
| Sweden | 14 | 9 | 5 | 0 | ... |
| Italy | 14 | 3 | 11 | 0 | ... |
| Denmark | 10 | 3 | 6 | 1 | 0 |
| Other countries | 57 | 14 | 40 | 2 | 0 |