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Global OTC derivatives market
In billions of US dollars
< H2 2017 > >|
Notional amounts outstanding Gross market value
H1 2016 H2 2016 H1 2017 H2 2017 H1 2016 H2 2016 H1 2017 H2 2017
All contracts552,925482,422542,439531,91221,11914,94812,68310,956
Foreign exchange contracts85,86778,78188,42987,1173,5783,3242,6262,293
By instrument
Outright forwards and forex swaps47,73844,22651,75450,8471,7141,5151,2591,111
Currency swaps25,16022,97124,53225,5351,5491,5101,160989
Options12,91311,53312,08810,679315299208192
Other products56505556            
By counterparty
Reporting dealers35,13933,02736,52136,1281,4311,4261,112936
Other financial institutions39,65935,29140,25839,0841,5491,3041,036918
Central Counterparties1,3271,7542,1192,10076706865
Non-financial customers11,01310,41311,59411,849599594479439
By maturity
Up to 1 year68,22060,14669,46168,083            
Between 1 and 5 years12,60612,99713,34613,474            
Over 5 years4,9845,5875,5665,504            
By currency
USD - US Dollar75,42270,55077,04474,7563,1042,9472,2991,974
EUR - Euro26,47324,33427,82628,280917871929782
JPY - Japanese Yen15,40014,14614,90414,838916714405300
GBP - Pound Sterling10,5289,08011,07012,257667367346305
CHF - Swiss Franc3,9093,5414,1204,25713411211391
CAD - Canadian Dollar3,5113,3504,0684,088125111140107
SEK - Swedish Krona1,7751,8122,0382,26847465547
Other currencies34,71630,74835,78933,4901,2451,479964979
Interest rate contracts446,462385,514435,206426,64916,41710,6369,0457,579
By instrument
FRAs76,76363,18375,41468,334382243129112
Swaps334,144289,103321,813318,87114,6239,4448,1316,747
Options35,40732,82337,64139,1121,411949786719
Other products148404338332            
By counterparty
Reporting dealers50,31043,55742,68240,7203,6732,4972,1221,963
Other financial institutions383,876329,893379,505371,86811,8577,4506,2905,002
Central Counterparties338,220287,219329,767320,2188,7915,0294,3883,217
Non-financial customers12,12811,66012,68113,729886688633614
By maturity
Up to 1 year198,751165,888199,179191,445            
Between 1 and 5 years143,436128,978141,853140,035            
Over 5 years104,12790,24393,83594,836            
By currency
USD - US Dollar154,185143,290159,034156,5074,0802,3561,8501,434
EUR - Euro128,987105,594126,553121,8916,9924,8154,1553,561
JPY - Japanese Yen50,73941,80040,97538,7721,467753630491
GBP - Pound Sterling46,38434,03436,68437,5702,4461,7011,4901,292
CHF - Swiss Franc4,1204,1684,2994,1071521028462
CAD - Canadian Dollar9,0308,4719,84910,944227129128135
SEK - Swedish Krona5,8074,6526,1565,985157968765
Other currencies47,21143,50651,65550,874894683622539
Equity-linked contracts6,7616,2536,9646,570523477524575
By instrument
Forwards and swaps2,5892,5742,9033,210175160184197
Options4,1733,6794,0613,360348317340378
By counterparty
Reporting dealers2,4142,1202,2971,685177147160163
Other financial institutions3,7903,4893,9914,161275255287321
Central Counterparties455770132130
Non-financial customers55864467672471767791
By maturity
Up to 1 year4,2954,0164,5554,088            
Between 1 and 5 years2,1001,9222,0862,121            
Over 5 years367315323361            
By market
US equities2,9632,7822,7672,823215198217239
European equities2,2652,0822,6682,227151134149159
Japanese equities30925130530937282833
Other Asian equities35125529733321181920
Latin American equities15422119924410141112
Other equities720663727634888599112