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Table
D12.1
÷
D11.6 «
» D12.2
Structure
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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" basis
5,225,827
496,456
4,490,930
2,317,186
2,173,743
234,563
3,878
By currency
US dollar
2,275,610
26,100
2,182,683
1,067,609
1,115,074
66,827
...
Euro
1,752,980
420,703
1,266,852
675,010
591,842
65,425
...
Pound (sterling)
350,180
1
340,580
307,014
33,567
9,598
...
Australian dollar
279,315
1,660
276,624
132,220
144,405
1,030
...
Yen
116,895
...
48,596
34,828
13,768
68,298
...
Canadian dollar
60,151
37
59,694
16,635
43,059
421
...
New Zealand dollar
47,965
435
47,492
23,833
23,659
39
...
Won
47,769
16
32,386
1,168
31,218
15,367
...
Czech koruna
31,859
8,634
22,413
...
22,413
811
...
Renminbi
29,544
...
29,485
967
28,518
59
...
Rand
27,279
2,983
23,582
260
23,321
714
...
Swedish krona
24,901
11,937
10,725
446
10,279
2,239
...
Indian rupee
23,131
46
23,032
15,827
7,205
53
...
Mexican peso
22,396
433
21,869
822
21,047
94
...
Other currencies
135,852
23,471
104,915
40,547
64,368
3,588
...
By counterparty
With reporting dealers
1,003,423
86,895
861,459
334,150
527,309
55,069
...
Local
461,244
28,482
405,970
165,433
240,537
26,792
...
Cross-border
542,179
58,413
455,489
168,717
286,772
28,277
...
With other financial institutions
3,942,628
301,504
3,466,897
1,933,930
1,532,967
174,227
...
Local
1,598,435
127,342
1,358,472
890,052
468,420
112,621
...
Cross-border
2,344,194
174,162
2,108,425
1,043,878
1,064,547
61,606
...
With non-financial institutions
275,898
108,057
162,574
49,106
113,468
5,267
...
Local
190,200
93,083
93,894
24,206
69,687
3,224
...
Cross-border
85,698
14,974
68,680
24,899
43,780
2,044
...
Of which: related party trades
1,197,726
...
...
...
...
...
...
Of which: back-to-back trades
460,863
8,543
380,776
136,246
244,529
71,542
2
Of which: compression trades
336,996
28,901
308,094
167,901
140,193
1
By country
United Kingdom
2,626,080
361,595
2,101,318
1,231,902
869,416
163,166
...
United States
1,689,144
8,555
1,628,896
788,450
840,446
51,694
...
Hong Kong SAR
321,106
14,140
305,147
159,370
145,777
1,724
94
Germany
272,952
55,763
212,885
60,455
152,430
4,303
...
France
203,931
64,699
131,605
37,920
93,685
7,483
145
Singapore
155,974
187
132,920
54,134
78,786
21,316
1,552
Australia
112,725
158
112,237
51,295
60,942
330
...
Canada
72,165
1,065
70,189
15,965
54,224
910
...
Japan
50,736
185
48,496
26,894
21,602
2,055
...
Netherlands
38,247
8,142
29,615
5,258
24,356
490
...
Ireland
...
...
...
...
...
...
...
Italy
21,418
7,567
12,498
5,612
6,886
1,353
...
Denmark
19,925
7,984
10,471
939
9,532
1,354
116
Switzerland
17,749
1,816
15,742
9,642
6,100
191
Other countries
166,362
23,013
134,400
38,068
96,332
6,471
2,479
