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Interest rate derivatives
In billions of US dollars and Herfindahl points
< H2 2017 > >|
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
 Notional amounts outstanding
Total interest rate contracts426,649156,507121,89138,77237,5704,10710,9445,98550,874
FRAs68,33436,84618,763266,24794772,1133,386
Reporting dealers1,252401720190066693
Other financial institutions65,63035,19818,677246,22194611,9932,570
Central counterparties61,34332,35518,563206,20194301,8941,367
Non-financial customers1,4521,24814260554123
Swaps318,871101,02588,16137,05828,5683,12510,9003,70646,327
Reporting dealers20,6895,1595,8121,9391,2651752892805,772
Other financial institutions288,51393,04979,18634,23226,7502,89710,2863,27238,841
Central counterparties258,46186,43968,86332,28024,0812,5339,6592,84831,758
Non-financial customers9,6682,8173,163888554533251541,714
Total options39,11218,62314,9661,6882,7553537166841
Reporting dealers18,7797,9308,2291,213985171042353
Other financial institutions17,7259,1255,9684391,643141892426
Central counterparties414298160870   94
Non-financial customers2,6081,56877036126593163
Options sold (gross basis)29,86414,11111,6251,5581,821292496601
Reporting dealers18,8287,8878,2811,269962191045356
Other financial institutions9,3695,1122,9442647977935201
Central counterparties1831298...430   20
Non-financial customers1,6671,1124002661251644
Options bought (gross basis)28,02712,44311,5701,3421,9192423112594
Reporting dealers18,7307,9738,1771,1571,008151040350
Other financial institutions8,3564,0133,0231758466958225
Central counterparties23116980440   64
Non-financial customers9424563701065351419
 Gross market values
Total interest rate contracts7,5791,4343,5614911,2926213565539
FRAs112432802000416
Reporting dealers1033010003
Other financial institutions98372402000313
Central counterparties8432210200038
Non-financial customers531000000
Currency Swaps6,7471,2023,1464621,1715813461513
Reporting dealers1,46633661811323612158128
Other financial institutions4,7127722,2333288464210546340
Central counterparties3,1305551,525249438247933227
Non-financial customers569952952189415745
Total options7191893862910030110
Reporting dealers48711728224572004
Other financial institutions19262844351015
Central counterparties200020000
Non-financial customers401020080001
Options sold (gross basis)59714933229753019
Reporting dealers48311028226572005
Other financial institutions10335443161003
Central counterparties000000000
Non-financial customers1146010001
Options bought (gross basis)60515033626832017
Reporting dealers48711728224572004
Other financial institutions9027402190002
Central counterparties200020000
Non-financial customers28614070001
 Herfindahl indices
FRAs7758531,0821,6681,2301,4504,3761,179
Between reporters1,6204,5576,7544,5703,1975,2523,4233,744
With non-reporters7858401,0941,6961,2381,4514,5501,229
Swaps4065794206107191,2411,0071,168
Between reporters5066115664997008669702,265
With non-reporters4175924296137371,6151,0131,157
Total options7168637097941,0251,0453,2013,031
Between reporters6868546878048899781,7412,938
With non-reporters8209639138761,3051,5063,8133,962