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Global OTC derivatives market
In billions of US dollars
«  H2 2020 › »
Notional amounts outstanding Gross market value
H1 2019 H2 2019 H1 2020 H2 2020 H1 2019 H2 2019 H1 2020 H2 2020
All contracts640,351558,511606,810582,05812,06111,59815,48115,783
Foreign exchange contracts98,56092,17793,80197,5522,2292,2302,6283,176
By instrument
Outright forwards and forex swaps59,35954,64755,68858,0311,0461,1111,2081,645
Currency swaps26,44326,28826,23627,8101,0089561,2111,308
Options12,71611,20511,81811,672176163209222
Other products43385940            
By counterparty
Reporting dealers39,49435,71035,91237,0908818629621,177
Other financial institutions47,07244,72445,98947,9099529731,1761,458
Central Counterparties3,7443,4423,8083,82862546974
Non-financial customers11,95111,70511,84112,514395395491541
By maturity
Up to 1 year77,88171,82073,00976,004            
Between 1 and 5 years14,74614,35514,61614,935            
Over 5 years5,8905,9646,1176,573            
By currency
US dollar87,14380,98982,60085,3451,8481,8222,1772,625
Euro29,40428,12929,81731,7617487559451,130
Yen15,60714,93815,59115,501314269285327
Pound (sterling)11,38411,81210,85512,379284344324407
Swiss franc4,1594,0264,1404,115979491112
Canadian dollar5,1244,7474,7855,04711798117131
Swedish krona1,8811,8091,7351,99348525787
Other currencies42,41937,90438,08038,9641,0021,0281,2601,534
Interest rate contracts523,960448,966495,140466,4948,8068,35211,71811,319
By instrument
FRAs88,98467,43192,97072,927232204312285
Swaps389,337341,292363,554355,7917,7937,46310,34810,162
Options45,29839,91638,29837,4717826851,058872
Other products340326319305            
By counterparty
Reporting dealers38,94535,37433,19931,3241,9201,7722,2892,069
Other financial institutions470,732400,707448,954422,1156,1905,9628,5878,449
Central Counterparties407,709344,035387,970362,5414,2304,0935,9995,963
Non-financial customers13,94312,55912,66812,750696617842801
By maturity
Up to 1 year252,886197,696230,257200,592            
Between 1 and 5 years169,267153,497159,322159,398            
Over 5 years101,46797,447105,241106,199            
By currency
US dollar199,190159,804176,149152,1171,7451,6573,0862,544
Euro135,431117,173135,529132,6194,3524,0935,1685,335
Yen39,15637,84340,15137,131568471476463
Pound (sterling)46,97144,14649,09054,2841,1181,1941,5801,623
Swiss franc3,8613,6693,9253,61465586567
Canadian dollar13,72014,09814,76414,29511891237197
Swedish krona5,2134,8165,2475,31353455659
Other currencies80,41767,41770,28567,1227867441,0501,029
Equity-linked contracts7,0466,8746,4577,084579583659840
By instrument
Forwards and swaps3,1423,1992,9233,643223221282321
Options3,9043,6753,5343,441356362377519
By counterparty
Reporting dealers1,7671,5881,4961,397127123119125
Other financial institutions4,4214,3764,0724,662343334395503
Central Counterparties251828411013
Non-financial customers8589108881,026108126145213
By maturity
Up to 1 year4,4654,4684,1394,715            
Between 1 and 5 years2,2742,0982,0042,025            
Over 5 years306308314344            
By market
US equities3,2003,1603,0563,316230243287433
European equities2,2202,1531,9732,078160158172175
Japanese equities28427825423432283219
Other Asian equities31629527734419182340
Latin American equities31430830244120203140
Other equities713679594671119115115133