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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H2 2018 › »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts436,837169,162114,00236,16639,4533,46714,2255,93154,430
FRAs67,63636,14018,932346,4407423002,1422,905
Reporting dealers1,0371921011171276646
Other financial institutions65,96135,43818,778316,4197402922,0292,234
Central counterparties62,45732,88018,614216,3377382891,9321,645
Non-financial customers6375105224063726
Swaps326,690110,48180,80934,42430,5882,69413,7753,55950,362
Reporting dealers17,7384,5754,8241,5451,3361702213194,749
Other financial institutions299,112102,86472,84432,13628,5992,47113,2003,09743,902
Central counterparties269,48593,13465,43030,29025,7652,14412,5522,74337,426
Non-financial customers9,8403,0423,140743653523551431,712
Total options42,15422,52914,2621,7082,42532150230819
Reporting dealers20,24610,5137,2121,223929133545275
Other financial institutions18,69310,1585,9914381,3911490135475
Central counterparties1420110...0   5476
Non-financial customers3,2161,8571,059471064255168
Options sold (gross basis)33,25018,31810,8411,5111,7512389126590
Reporting dealers20,59910,7647,2911,220949143142286
Other financial institutions10,4756,1252,99725873284456256
Central counterparties57060...0   1437
Non-financial customers2,1771,42955333712132848
Options bought (gross basis)29,15014,72310,6321,4201,6032296150505
Reporting dealers19,89210,2627,1321,226908123848265
Other financial institutions8,2184,0342,99418065974679219
Central counterparties84060...0   4039
Non-financial customers1,03942850613352122320
Gross market values
Total interest rate contracts6,4011,1833,134464924509552499
FRAs134663401800312
Reporting dealers1566010002
Other financial institutions10550250170039
Central counterparties7428190170027
Non-financial customers13103000000
Swaps5,6869342,798436853479348478
Reporting dealers1,23527352410520310106103
Other financial institutions3,9525712,015312579347237332
Central counterparties2,6383881,414230250196127249
Non-financial customers499902601971310542
Total options581183302275332110
Reporting dealers3739821123361003
Other financial institutions17572764151115
Central counterparties000000000
Non-financial customers331415020001
Options sold (gross basis)47914625426432117
Reporting dealers3699721023331004
Other financial institutions974239291003
Central counterparties000000000
Non-financial customers1365000001
Options bought (gross basis)47113525725442116
Reporting dealers3739821123361003
Other financial institutions773037260102
Central counterparties000000000
Non-financial customers2089020001
Herfindahl indices
FRAs6198877122,1061,0911,6517,7221,597
Between reporters9442,9614,6742,4823,1624,3086,2504,625
With non-reporters6238797222,2261,0961,6597,8831,655
Swaps4055664005867171,2131,4031,133
Between reporters5186205224911,0681,0648742,238
With non-reporters4165774025977121,6181,4271,080
Total options7449156837891,3591,1346,4523,689
Between reporters7028866507941,0751,0546,8552,794
With non-reporters8571,0468458951,9681,4506,2474,922