Turnover of OTC interest rate derivatives
Daily averages in April 2022, in millions of US dollars
«  2022 › »
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" basis5,225,827496,4564,490,9302,317,1862,173,743234,5633,878
By currency
US dollar2,275,61026,1002,182,6831,067,6091,115,07466,827...
Euro1,752,980420,7031,266,852675,010591,84265,425...
Pound (sterling)350,1801340,580307,01433,5679,598...
Australian dollar279,3151,660276,624132,220144,4051,030...
Yen116,895...48,59634,82813,76868,298...
Canadian dollar60,1513759,69416,63543,059421...
New Zealand dollar47,96543547,49223,83323,65939...
Won47,7691632,3861,16831,21815,367...
Czech koruna31,8598,63422,413...22,413811...
Renminbi29,544...29,48596728,51859...
Rand27,2792,98323,58226023,321714...
Swedish krona24,90111,93710,72544610,2792,239...
Indian rupee23,1314623,03215,8277,20553...
Mexican peso22,39643321,86982221,04794...
Other currencies135,85223,471104,91540,54764,3683,588...
By counterparty
With reporting dealers1,003,42386,895861,459334,150527,30955,069...
Local461,24428,482405,970165,433240,53726,792...
Cross-border542,17958,413455,489168,717286,77228,277...
With other financial institutions3,942,628301,5043,466,8971,933,9301,532,967174,227...
Local1,598,435127,3421,358,472890,052468,420112,621...
Cross-border2,344,194174,1622,108,4251,043,8781,064,54761,606...
With non-financial institutions275,898108,057162,57449,106113,4685,267...
Local190,20093,08393,89424,20669,6873,224...
Cross-border85,69814,97468,68024,89943,7802,044...
Of which: related party trades1,197,726..................
Of which: back-to-back trades460,8638,543380,776136,246244,52971,5422
Of which: compression trades336,99628,901308,094167,901140,1931   
By country
United Kingdom2,626,080361,5952,101,3181,231,902869,416163,166...
United States1,689,1448,5551,628,896788,450840,44651,694...
Hong Kong SAR321,10614,140305,147159,370145,7771,72494
Germany272,95255,763212,88560,455152,4304,303...
France203,93164,699131,60537,92093,6857,483145
Singapore155,974187132,92054,13478,78621,3161,552
Australia112,725158112,23751,29560,942330...
Canada72,1651,06570,18915,96554,224910...
Japan50,73618548,49626,89421,6022,055...
Netherlands38,2478,14229,6155,25824,356490...
Ireland.....................
Italy21,4187,56712,4985,6126,8861,353...
Denmark19,9257,98410,4719399,5321,354116
Switzerland17,7491,81615,7429,6426,100191   
Other countries166,36223,013134,40038,06896,3326,4712,479