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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H1 2022 › »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts502,586203,870149,59622,49934,8903,20317,2405,81265,476
FRAs49,35814,68730,2693111010831,5492,619
Reporting dealers46610222911092123
Other financial institutions48,10714,03730,014271069611,4752,378
Central counterparties42,78510,85128,54215774341,3761,886
Non-financial customers784548273301372118
Swaps414,223168,907104,75821,35032,7413,17417,1184,17462,002
Reporting dealers11,4923,6263,1364381,43973146262,608
Other financial institutions393,600162,33799,20920,35930,8563,06516,6283,94857,198
Central counterparties351,362151,17083,80117,48826,9312,67015,5033,69150,108
Non-financial customers9,1312,9442,413553446363441992,196
Total options38,79820,27514,5691,1182,039204090647
Reporting dealers19,0349,7937,612781582488246
Other financial institutions16,9708,6256,3172931,341142164295
Central counterparties384100......   222
Non-financial customers2,7941,8576404411611117107
Options sold (gross basis)29,62715,65911,1069991,289132752481
Reporting dealers19,1459,7887,6957945964108250
Other financial institutions8,3974,4422,95818660381131160
Central counterparties502.........   11
Non-financial customers2,0841,4294541990161472
Options bought (gross basis)28,20514,40911,0759001,332102146412
Reporting dealers18,9239,7987,529768567379242
Other financial institutions8,5724,1833,35910773861034135
Central counterparties33370......   211
Non-financial customers710428187252614335
Gross market values
Total interest rate contracts11,8162,8665,5202801,223873551841,301
FRAs4039722004013248
Reporting dealers531000001
Other financial institutions3748021304003145
Central counterparties3204020503003140
Non-financial customers24136000112
Swaps10,6342,4124,9692651,175863531471,228
Reporting dealers7011782623814345269
Other financial institutions9,4262,1034,496216979803301381,083
Central counterparties7,8901,8073,71017876060312129935
Non-financial customers5071312101153217775
Total options779357330144411525
Reporting dealers397182171102200210
Other financial institutions32214314141910311
Central counterparties000000000
Non-financial customers613319030014
Options sold (gross basis)593275251133011419
Reporting dealers388175170111900210
Other financial institutions1677770290016
Central counterparties000000000
Non-financial customers382311020002
Options bought (gross basis)573257249123311416
Reporting dealers397182171102200210
Other financial institutions15565712100015
Central counterparties000000000
Non-financial customers22108020002
Herfindahl indices
FRAs6823,0636032,1684,3714,6334,1471,505
Between reporters3,1583,6896,4973,1067,6528,6768,9647,011
With non-reporters6903,0576152,3084,3154,6963,7171,511
Swaps4106004476537031,3331,3731,990
Between reporters1,2231,6737026193,4551,5521,9923,146
With non-reporters4236124636707661,8381,3912,044
Total options7117677597431,4061,8661,5635,893
Between reporters7357738127831,1351,5491,5792,108
With non-reporters7158307498151,7242,1711,6677,369