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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
Commodity contracts1,7701,6711,7621,862246204171189
By commodity
Gold50949553552034342321
Other precious metal705975537543
Other commodities1,1911,1171,1521,288206166144164
By instrument & commodity
Forwards and swaps1,2971,2491,3521,414
Gold361351395381
Other precious metal49405840
Other commodities887859900993
Total options474422410447
Gold149145141139
Other precious metal22191714
Other commodities303259253294
Options sold (gross basis)293257254275
Gold90888385
Other precious metal1312118
Other commodities190157160182
Options bought (gross basis)286259248272
Gold92898985
Other precious metal1311109
Other commodities181159149178
Credit derivatives11,97710,1039,9669,577350301307312
Credit default swaps11,8479,9319,7269,354346295300304
By instrument
Single-name instruments6,6395,6355,1014,570218168152130
Multi-name instruments5,2084,2954,6254,784128127148174
Index products4,8363,8404,2294,441
By counterparty
Reporting dealers5,1173,7602,9712,3211551148968
Other financial institutions6,5736,0186,5966,816185175206227
Central counterparties4,3924,3394,9125,135102110142164
Banks and security firms66945242648718131214
Insurance firms1731651431248766
SPVs, SPCs and SPEs1539690766544
Hedge funds54844043537528232119
Other financial customers63752559061822182021
Non-financial customers1581531592166569
By rating category
Investment grade8,0876,4676,2606,008
Non-investment grade2,0902,0262,1562,049
Non-rated1,5861,3641,2291,216
By maturity
Up to 1 year2,8002,6722,5131,882
Between 1 and 5 years8,1956,4556,4046,628
Over 5 years768731727763
By sector
Sovereigns1,9021,7461,6731,530
Financial firms2,1711,8041,6741,544
Non-financial firms4,0353,1812,6602,406
Securitised products220305293371
Multiple sectors3,4712,8523,3803,456
By location of counterparty
Home country2,8912,5172,3802,222
Abroad8,8727,3407,2647,051
United States2,4492,1662,2052,186
European developed countries5,4704,3724,2784,131
Japan1341009579
Other Asian countries107838175
Latin America326344323313
All other countries386276282267
Other derivatives891001121376698
Gross credit exposure3,6973,2962,7702,683