BIS Statistics Explorer: Table D5.1

Global OTC derivatives market

In billions of US dollars

« ‹ H2 2015 › »	Notional amounts outstanding				Gross market value
	H1 2014	H2 2014	H1 2015	H2 2015	H1 2014	H2 2014	H1 2015	H2 2015
All contracts	691,114	627,786	551,298	492,536	17,423	20,830	15,480	14,487
Foreign exchange contracts	82,510	82,062	79,771	75,953	1,884	3,128	2,681	2,712
By instrument
Outright forwards and forex swaps	40,229	41,174	40,719	39,923	680	1,331	1,028	1,037
Currency swaps	27,768	25,519	24,864	23,909	972	1,387	1,312	1,372
Options	14,473	15,333	14,157	12,093	232	409	341	303
Other products	40	36	32	28
By counterparty
Reporting dealers	34,492	34,184	32,697	31,726	763	1,380	1,073	1,074
Other financial institutions	37,143	37,048	35,672	33,641	763	1,244	1,060	1,074
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	10,838	10,797	11,372	10,560	357	504	548	564
By maturity
Up to 1 year	61,091	61,621	60,849	58,302
Between 1 and 5 years	15,317	14,745	13,377	12,361
Over 5 years	6,065	5,663	5,516	5,264
By currency
US dollar	71,904	73,330	69,381	66,121	1,538	2,818	2,315	2,564
Euro	28,223	26,345	27,922	24,682	629	996	1,002	890
Yen	13,592	14,610	13,821	12,814	369	805	508	401
Pound (sterling)	9,635	8,814	9,381	9,434	251	249	318	295
Swiss franc	4,355	4,543	4,204	4,094	118	149	150	134
Canadian dollar	3,386	3,265	3,690	3,134	88	107	129	186
Swedish krona	1,559	1,322	1,407	1,426	27	44	32	32
Other currencies	32,366	31,896	29,736	30,202	747	1,088	908	923
Interest rate contracts	578,884	519,607	446,946	395,138	13,914	16,128	11,465	10,525
By instrument
FRAs	95,654	83,614	77,089	60,520	220	257	226	191
Swaps	432,647	391,473	328,894	296,740	12,378	14,327	10,094	9,272
Options	50,231	44,202	40,683	37,628	1,316	1,544	1,145	1,061
Other products	351	319	280	250
By counterparty
Reporting dealers	88,560	73,565	64,185	56,994	3,835	4,117	3,205	3,160
Other financial institutions	473,142	430,601	367,850	322,379	9,176	11,043	7,448	6,564
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	16,831	15,123	14,631	15,515	902	968	812	801
By maturity
Up to 1 year	234,961	206,392	185,274	157,902
Between 1 and 5 years	214,172	189,896	156,444	139,505
Over 5 years	129,400	123,000	104,947	97,481
By currency
US dollar	162,277	173,891	160,985	140,013	3,295	3,659	2,795	2,480
Euro	227,141	172,144	130,179	121,617	7,604	8,461	5,477	4,948
Yen	51,809	46,233	44,137	38,680	761	800	587	646
Pound (sterling)	62,122	58,192	47,599	39,053	1,100	1,852	1,409	1,403
Swiss franc	5,724	5,129	4,298	4,021	125	141	141	105
Canadian dollar	10,720	10,312	10,730	7,530	130	168	217	165
Swedish krona	7,220	5,730	4,948	4,752	134	140	110	95
Other currencies	51,871	47,977	44,068	39,473	765	907	730	682
Equity-linked contracts	7,225	7,096	7,656	7,241	691	627	617	505
By instrument
Forwards and swaps	2,534	2,521	2,824	3,341	201	180	170	149
Options	4,691	4,575	4,832	3,900	489	447	447	356
By counterparty
Reporting dealers	2,487	2,403	2,563	3,091	231	204	214	170
Other financial institutions	4,012	3,975	4,337	3,550	352	296	274	249
Central Counterparties	...	...	...	...	...	...	...	...
Non-financial customers	726	718	756	600	108	127	128	86
By maturity
Up to 1 year	4,186	4,554	5,013	4,646
Between 1 and 5 years	2,418	2,085	2,190	2,232
Over 5 years	621	457	453	363
By market
US equities	2,554	2,933	3,264	2,785	305	292	260	214
European equities	2,945	2,469	2,728	2,870	233	184	196	149
Japanese equities	502	511	417	297	56	49	51	32
Other Asian equities	365	373	462	456	24	21	22	20
Latin American equities	179	179	179	150	11	11	11	9
Other equities	682	632	606	682	61	70	77	81