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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H1 2020 › »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts495,140176,149135,52940,15149,0903,92514,7645,24770,285
FRAs92,97046,50331,332269,2467071171,6423,398
Reporting dealers515169156186149152
Other financial institutions91,67245,71731,125199,233701921,6263,160
Central counterparties85,67841,60430,452149,143697481,5992,119
Non-financial customers7836165265011787
Swaps363,554109,71690,26538,57937,8723,19314,5953,48265,852
Reporting dealers12,8363,5773,7461,1341,075156203832,861
Other financial institutions341,619103,10083,74936,69736,1782,98813,9743,29761,638
Central counterparties302,26691,70774,24132,99931,7802,71013,2613,11852,449
Non-financial customers9,0993,0392,771748619494171021,353
Total options38,29819,93013,9311,5461,9722653123716
Reporting dealers19,8499,9427,5861,203856101021222
Other financial institutions15,6638,1885,6652911,022123290363
Central counterparties26...50......   1111
Non-financial customers2,7861,801680539531112132
Options sold (gross basis)30,48916,08310,8751,4091,487203381501
Reporting dealers20,18510,1957,6361,208885111019220
Other financial institutions8,2564,5152,75518153261650199
Central counterparties11...2.........   45
Non-financial customers2,0481,3734842070271183
Options bought (gross basis)27,65713,78910,6421,3401,341163064436
Reporting dealers19,5129,6887,5351,19782781123223
Other financial institutions7,4073,6732,91011048961540164
Central counterparties15...20......   66
Non-financial customers738428197332524149
Gross market values
Total interest rate contracts11,7183,0865,1684761,58065237561,050
FRAs3129613003431542
Reporting dealers1585010002
Other financial institutions2727012103330540
Central counterparties2164310703230527
Non-financial customers25185000101
Swaps10,3482,5354,5504531,4835823550985
Reporting dealers1,6224626249228710153128
Other financial institutions7,9601,8673,5773411,1024419843788
Central counterparties5,7831,4162,6362675983016735633
Non-financial customers7652053482094422469
Total options1,058455489226431222
Reporting dealers65127030819441017
Other financial institutions35616615431711111
Central counterparties0000.........00
Non-financial customers521826030004
Options sold (gross basis)853371389225031116
Reporting dealers64727430420401017
Other financial institutions18891762101116
Central counterparties000............00
Non-financial customers1878000002
Options bought (gross basis)853357404205320114
Reporting dealers65127030819441017
Other financial institutions1677578170015
Central counterparties0000.........00
Non-financial customers341118030002
Herfindahl indices
FRAs5187895611,7527841,3334,3661,954
Between reporters1,2852,9563,6415,0993,6754,7849,2319,996
With non-reporters5207835701,7027861,3434,1741,988
Swaps4566354235688051,3411,1811,200
Between reporters5596505475069481,6981,2043,619
With non-reporters4666504295808211,7591,1871,272
Total options6877816797791,3371,4771,8004,944
Between reporters6887896807941,2841,2262,0972,711
With non-reporters7368527358011,4852,0202,0076,301