BIS Statistics Explorer: Table D5.1

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 contracts	552,943	482,421	542,439	531,911	21,119	14,948	12,683	10,956
Foreign exchange contracts	85,867	78,780	88,429	87,117	3,578	3,324	2,626	2,293
By instrument
Outright forwards and forex swaps	47,738	44,226	51,754	50,847	1,714	1,515	1,259	1,111
Currency swaps	25,160	22,971	24,532	25,535	1,549	1,510	1,160	989
Options	12,913	11,533	12,088	10,679	315	299	208	192
Other products	56	50	55	56
By counterparty
Reporting dealers	35,139	33,027	36,521	36,128	1,431	1,426	1,112	936
Other financial institutions	39,659	35,290	40,258	39,084	1,549	1,304	1,036	918
Central Counterparties	1,327	1,754	2,119	2,100	76	70	68	65
Non-financial customers	11,013	10,413	11,594	11,849	599	594	479	439
By maturity
Up to 1 year	68,220	60,146	69,461	68,083
Between 1 and 5 years	12,606	12,997	13,346	13,474
Over 5 years	4,984	5,587	5,566	5,504
By currency
US dollar	75,422	70,550	77,043	74,756	3,104	2,947	2,299	1,974
Euro	26,473	24,334	27,826	28,280	917	871	929	782
Yen	15,400	14,146	14,904	14,838	916	714	405	300
Pound (sterling)	10,528	9,080	11,070	12,257	667	367	346	305
Swiss franc	3,909	3,541	4,120	4,257	134	112	113	91
Canadian dollar	3,511	3,350	4,068	4,088	125	111	140	107
Swedish krona	1,775	1,812	2,038	2,268	47	46	55	47
Other currencies	34,716	30,747	35,788	33,490	1,245	1,479	964	979
Interest rate contracts	446,462	385,513	435,205	426,648	16,417	10,636	9,045	7,579
By instrument
FRAs	76,763	63,183	75,414	68,334	382	243	129	112
Swaps	334,144	289,103	321,812	318,870	14,623	9,444	8,131	6,747
Options	35,407	32,823	37,641	39,112	1,411	949	786	719
Other products	148	404	338	332
By counterparty
Reporting dealers	50,310	43,556	42,682	40,720	3,673	2,497	2,122	1,963
Other financial institutions	383,876	329,892	379,504	371,868	11,857	7,450	6,290	5,002
Central Counterparties	338,220	287,219	329,766	320,218	8,791	5,029	4,388	3,217
Non-financial customers	12,128	11,660	12,681	13,729	886	688	633	614
By maturity
Up to 1 year	198,751	165,888	199,179	191,445
Between 1 and 5 years	143,436	128,978	141,852	140,035
Over 5 years	104,127	90,243	93,835	94,836
By currency
US dollar	154,185	143,290	159,034	156,506	4,080	2,356	1,850	1,434
Euro	128,987	105,594	126,553	121,890	6,992	4,815	4,155	3,561
Yen	50,739	41,800	40,975	38,772	1,467	753	630	491
Pound (sterling)	46,384	34,033	36,684	37,570	2,446	1,701	1,490	1,292
Swiss franc	4,120	4,168	4,299	4,107	152	102	84	62
Canadian dollar	9,030	8,471	9,849	10,944	227	129	128	135
Swedish krona	5,807	4,652	6,156	5,985	157	96	87	65
Other currencies	47,211	43,506	51,655	50,874	894	683	622	539
Equity-linked contracts	6,761	6,253	6,964	6,569	523	477	524	575
By instrument
Forwards and swaps	2,589	2,574	2,903	3,210	175	160	184	197
Options	4,173	3,678	4,061	3,360	348	317	340	378
By counterparty
Reporting dealers	2,414	2,120	2,297	1,685	177	147	160	163
Other financial institutions	3,790	3,489	3,991	4,161	275	255	287	321
Central Counterparties	45	57	70	13	2	1	3	0
Non-financial customers	558	644	676	723	71	76	77	91
By maturity
Up to 1 year	4,295	4,016	4,555	4,087
Between 1 and 5 years	2,100	1,922	2,086	2,121
Over 5 years	367	315	323	361
By market
US equities	2,963	2,782	2,767	2,823	215	198	217	239
European equities	2,265	2,082	2,668	2,227	151	134	149	159
Japanese equities	309	251	305	309	37	28	28	33
Other Asian equities	351	255	297	333	21	18	19	20
Latin American equities	154	221	199	244	10	14	11	12
Other equities	720	663	727	634	88	85	99	112