> DER > Table D12.1 Structure Help
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" basis6,505,2471,902,4384,146,4032,045,5032,100,899450,6065,801
By currency
US dollar3,274,2511,263,1181,871,2561,102,530768,726139,877...
Euro1,587,268387,006917,054408,414508,639283,208   
Pound (sterling)537,800172,429358,361196,569161,7927,010   
Australian dollar400,772479398,173248,986149,1872,120   
Yen213,2352,373201,33514,829186,5069,526...
Canadian dollar90,49749889,00523,24165,764994   
Swedish krona60,90428,97230,7751,12929,6451,158   
New Zealand dollar55,9683255,71321,78533,928224   
Renminbi33,10714331,35636130,9951,609   
Norwegian krone30,5068,31020,6691,05219,6171,526   
Won26,8605725,66329325,3711,140   
Swiss franc26,0558,50317,4194,35813,061133   
Rand25,1808,44716,4651,80114,664268   
Mexican peso23,3442023,2551,41321,84269   
Other currencies119,50022,05389,90418,74271,1621,743
By counterparty
With reporting dealers1,556,553364,795909,966354,033555,933281,793...
Local738,513168,685431,711170,535261,175138,117...
Cross-border818,041196,109478,255183,497294,758143,676...
With other financial institutions4,527,1011,322,6063,041,0581,572,5711,468,487163,437...
Local2,316,375725,6401,531,647854,744676,90359,089...
Cross-border2,210,726596,9661,509,411717,827791,584104,349...
With non-financial institutions415,792215,038195,379118,90076,4795,375...
Local101,81352,95046,20228,67517,5272,661...
Cross-border313,979162,088149,17690,22458,9522,714...
Total, "net-gross" basis7,324,0022,098,5474,624,6582,229,0012,395,657594,2826,516
By country
United Kingdom3,670,238999,7052,228,0321,073,9391,154,092442,306196
United States2,356,103864,8061,367,715789,473578,242119,1834,399
Hong Kong SAR435,87258,215373,982164,351209,6313,006668
Japan135,256759129,89911,393118,5054,57919
Canada122,63432,78786,66716,20870,4593,13743
France120,02336,17379,48741,74237,7444,038326
Singapore116,44318,11794,06635,49358,5733,896364
Australia97,09911,54583,69847,60636,0921,857...
Germany56,02130,34024,8243,77321,052857...
Switzerland31,8853,70628,16817,28210,88511   
Netherlands28,23116,99311,13199110,140106...
Spain16,238015,6251,56214,063612...
New Zealand16,21559215,6229,6315,9911   
China16,024...13,9237813,8441,749353
Other countries105,72124,80871,82015,47756,3438,945148