BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H1 2008 › »	Notional amounts outstanding				Gross market value
	H2 2006	H1 2007	H2 2007	H1 2008	H2 2006	H1 2007	H2 2007	H1 2008
All contracts	418,132	507,902	585,926	672,551	9,742	11,007	15,653	20,153
Foreign exchange contracts	48,821	57,606	66,575	74,848	1,644	1,613	2,187	2,751
By instrument
Outright forwards and forex swaps	25,275	29,775	35,195	38,911	700	668	925	1,124
Currency swaps	12,511	14,130	16,445	18,715	697	666	885	1,159
Options	11,025	13,662	14,892	17,171	246	279	378	469
Other products	10	38	44	51
By counterparty
Reporting dealers	18,721	22,428	25,089	29,156	609	555	735	965
Other financial institutions	19,493	22,934	28,730	31,795	650	658	950	1,181
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	10,602	12,493	13,044	14,228	385	400	502	606
By maturity
Up to 1 year	36,834	43,830	48,254	52,750
Between 1 and 5 years	8,222	9,793	10,517	12,956
Over 5 years	3,743	4,222	8,080	9,459
By currency
US dollar	41,072	47,783	55,334	61,779	1,422	1,363	1,828	2,299
Euro	18,724	21,356	25,353	30,035	656	525	889	1,138
Yen	10,914	12,178	14,675	15,703	376	418	412	486
Pound (sterling)	7,016	8,933	9,320	9,916	256	194	289	317
Swiss franc	2,778	3,451	4,119	4,488	66	65	107	139
Canadian dollar	2,326	2,604	2,825	2,710	101	127	164	132
Swedish krona	1,430	1,601	1,769	1,869	35	25	32	34
Other currencies	13,384	17,306	19,756	23,196	376	507	653	957
Interest rate contracts	315,948	381,350	432,404	503,375	5,791	6,730	8,125	10,485
By instrument
FRAs	21,053	25,607	29,827	43,076	310	145	187	276
Swaps	248,137	299,155	340,666	392,444	4,799	5,818	6,890	8,967
Options	46,725	56,587	61,911	67,855	681	767	1,048	1,242
Other products	33	0	0	0
By counterparty
Reporting dealers	139,698	162,821	173,703	207,873	2,427	2,661	3,181	4,077
Other financial institutions	133,982	168,900	211,023	243,587	2,629	3,221	4,177	5,468
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	42,248	50,752	48,974	53,402	735	848	768	939
By maturity
Up to 1 year	113,126	145,802	143,059	170,924
Between 1 and 5 years	120,159	138,061	148,973	166,464
Over 5 years	82,614	98,590	141,645	167,448
By currency
US dollar	104,316	123,802	140,636	162,301	1,780	1,957	3,370	3,795
Euro	118,562	139,361	159,595	187,387	2,399	3,094	3,041	4,364
Yen	39,627	49,167	54,405	59,554	351	390	437	426
Pound (sterling)	24,674	30,714	31,895	42,642	413	685	512	790
Swiss franc	4,053	4,197	4,420	5,619	41	64	59	92
Canadian dollar	2,961	3,530	3,824	4,216	46	52	49	76
Swedish krona	4,073	6,557	6,793	8,310	37	64	66	103
Other currencies	17,683	24,021	30,837	33,345	723	425	591	837
Equity-linked contracts	8,578	9,518	9,541	11,407	893	1,212	1,280	1,323
By instrument
Forwards and swaps	1,924	2,668	2,461	2,919	180	262	270	323
Options	6,654	6,850	7,079	8,488	713	950	1,010	1,000
By counterparty
Reporting dealers	2,863	3,387	3,321	3,835	300	436	441	432
Other financial institutions	4,829	4,800	4,976	5,930	474	587	632	685
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	887	1,331	1,244	1,643	119	189	206	206
By maturity
Up to 1 year	4,341	4,488	5,128	5,856
Between 1 and 5 years	3,363	3,936	3,393	4,353
Over 5 years	874	1,072	994	1,169
By market
US equities	2,222	2,157	2,054	2,394	203	266	264	290
European equities	4,373	5,468	5,476	6,676	501	671	678	684
Japanese equities	882	888	658	760	62	74	68	83
Other Asian equities	562	338	635	607	65	131	186	178
Latin American equities	159	232	216	286	9	15	19	21
Other equities	378	436	501	683	53	56	66	67