> DER > Table D5.1 Structure Help
Global OTC derivatives market
In billions of US dollars
«  H2 2018 › »
Notional amounts outstanding Gross market value
H1 2017 H2 2017 H1 2018 H2 2018 H1 2017 H2 2017 H1 2018 H2 2018
All contracts542,439531,911594,833544,38612,68310,95610,3269,662
Foreign exchange contracts88,42987,11795,79890,6622,6262,2932,6202,257
By instrument
Outright forwards and forex swaps51,75450,84756,41653,9091,2591,1111,2491,074
Currency swaps24,53225,53526,01224,8581,1609891,155990
Options12,08810,67913,30711,837208192216193
Other products55566458            
By counterparty
Reporting dealers36,52136,12840,60937,7081,1129361,146966
Other financial institutions40,25839,08443,30841,5481,0369181,042891
Central Counterparties2,1192,1002,9072,70968657159
Non-financial customers11,59411,84911,81711,347479439431400
By maturity
Up to 1 year69,46168,08376,14571,408            
Between 1 and 5 years13,34613,47413,87913,754            
Over 5 years5,5665,5045,7095,441            
By currency
US dollar77,04374,75684,44880,1892,2991,9742,3361,981
Euro27,82628,28031,36828,300929782825627
Yen14,90414,83815,62915,249405300363391
Pound (sterling)11,07012,25711,71911,032346305357307
Swiss franc4,1204,2574,1963,860113919472
Canadian dollar4,0684,0884,4844,250140107117145
Swedish krona2,0382,2682,1312,08255475938
Other currencies35,78833,49037,62136,3619649791,089953
Interest rate contracts435,205426,648481,085436,8379,0457,5796,6446,401
By instrument
FRAs75,41468,33484,13167,636129112107134
Swaps321,812318,870349,761326,6908,1316,7475,9145,686
Options37,64139,11246,83342,154786719623581
Other products338332361357            
By counterparty
Reporting dealers42,68240,72040,11639,0212,1221,9631,7041,623
Other financial institutions379,504371,868426,168383,7656,2905,0024,3264,232
Central Counterparties329,766320,218366,665332,0834,3883,2172,7022,713
Non-financial customers12,68113,72914,44113,694633614614546
By maturity
Up to 1 year199,179191,445231,284200,655            
Between 1 and 5 years141,852140,035155,344147,362            
Over 5 years93,83594,83694,09788,464            
By currency
US dollar159,034156,506192,510169,1621,8501,4341,3261,183
Euro126,553121,890129,417114,0024,1553,5613,1403,134
Yen40,97538,77237,21536,166630491443464
Pound (sterling)36,68437,57044,52239,4531,4901,2921,067924
Swiss franc4,2994,1074,3983,46784625250
Canadian dollar9,84910,94412,49414,22512813510495
Swedish krona6,1565,9856,0525,93187656052
Other currencies51,65550,87454,47854,430622539452499
Equity-linked contracts6,9646,5697,0716,417524575608571
By instrument
Forwards and swaps2,9033,2103,2992,938184197228248
Options4,0613,3603,7723,480340378380323
By counterparty
Reporting dealers2,2971,6851,7701,603160163153132
Other financial institutions3,9914,1614,4984,021287321337329
Central Counterparties701320153001
Non-financial customers6767238037937791117111
By maturity
Up to 1 year4,5554,0874,4354,005            
Between 1 and 5 years2,0862,1212,2962,114            
Over 5 years323361340298            
By market
US equities2,7672,8233,0272,930217239260222
European equities2,6682,2272,3172,020149159170164
Japanese equities30530930927028333636
Other Asian equities29733336628919202219
Latin American equities19924428426111121419
Other equities72763476864899112106112