OTC single currency interest rate derivatives turnover by instrument and counterparty, "net-net" basis
Total reported transactions in all currencies
Leg 1: Total (all currencies)
Daily averages in April 2022, in millions of US dollars
«  2022 › »
All instruments Forward rate agreements Swaps Total options Other products
Total Of which: overnight index swaps Of which: other interest rate swaps
Total interest rate contracts5,225,827496,4564,490,9302,317,1862,173,743234,5633,878
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 customers275,898108,057162,57449,106113,4685,267...
local190,20093,08393,89424,20669,6873,224...
cross-border85,69814,97468,68024,89943,7802,044...
o/w: related party trade1,197,726..................
o/w: back-to-back trades460,8638,543380,776136,246244,52971,5422
o/w: compression trades336,99628,901308,094167,901140,1931