Notional amounts outstanding |
Total interest rate contracts | 573,697 | 204,793 | 190,570 | 26,336 | 40,734 | 4,490 | 19,345 | 5,555 | 81,875 |
FRAs | 61,790 | 13,863 | 43,082 | 41 | 141 | 24 | 278 | 1,154 | 3,207 |
Reporting dealers | 279 | 96 | 84 | 1 | 1 | 1 | 9 | 3 | 85 |
Other financial institutions | 60,650 | 13,160 | 42,965 | 36 | 137 | 23 | 255 | 1,081 | 2,993 |
Central counterparties | 55,998 | 10,578 | 41,531 | 22 | 99 | 12 | 216 | 1,061 | 2,479 |
Non-financial customers | 862 | 608 | 33 | 4 | 3 | 1 | 14 | 70 | 129 |
Swaps | 465,910 | 167,843 | 129,255 | 25,013 | 38,213 | 4,444 | 19,028 | 4,317 | 77,796 |
Reporting dealers | 8,562 | 2,296 | 3,025 | 388 | 734 | 64 | 96 | 72 | 1,886 |
Other financial institutions | 446,725 | 162,175 | 123,359 | 24,068 | 36,516 | 4,344 | 18,584 | 4,024 | 73,655 |
Central counterparties | 390,184 | 139,840 | 103,498 | 23,469 | 32,063 | 3,862 | 17,505 | 3,684 | 66,263 |
Non-financial customers | 10,623 | 3,372 | 2,870 | 557 | 964 | 36 | 348 | 220 | 2,256 |
Total options | 45,761 | 23,086 | 18,233 | 1,282 | 2,380 | 21 | 39 | 84 | 635 |
Reporting dealers | 23,049 | 11,483 | 9,826 | 851 | 646 | 5 | 10 | 7 | 220 |
Other financial institutions | 19,657 | 9,612 | 7,659 | 397 | 1,611 | 16 | 18 | 61 | 285 |
Central counterparties | 47 | 1 | 11 | 0 | 2 | ... | | 27 | 6 |
Non-financial customers | 3,055 | 1,990 | 749 | 34 | 123 | 1 | 11 | 16 | 130 |
Options sold (gross basis) | 35,317 | 17,665 | 14,436 | 1,125 | 1,554 | 14 | 27 | 34 | 461 |
Reporting dealers | 23,244 | 11,367 | 10,080 | 895 | 656 | 5 | 11 | 7 | 222 |
Other financial institutions | 9,778 | 4,777 | 3,804 | 215 | 791 | 8 | 9 | 13 | 161 |
Central counterparties | 5 | 0 | 2 | ... | ... | ... | | 0 | 2 |
Non-financial customers | 2,296 | 1,521 | 552 | 16 | 107 | 1 | 7 | 14 | 78 |
Options bought (gross basis) | 33,493 | 16,904 | 13,622 | 1,008 | 1,472 | 12 | 22 | 57 | 395 |
Reporting dealers | 22,854 | 11,600 | 9,572 | 808 | 637 | 4 | 9 | 7 | 218 |
Other financial institutions | 9,880 | 4,835 | 3,854 | 182 | 820 | 7 | 9 | 48 | 124 |
Central counterparties | 42 | 0 | 9 | 0 | 2 | ... | | 27 | 4 |
Non-financial customers | 759 | 469 | 196 | 18 | 16 | 0 | 4 | 2 | 53 |
Gross market values |
Total interest rate contracts | 14,389 | 3,682 | 6,665 | 301 | 1,774 | 90 | 379 | 207 | 1,290 |
FRAs | 404 | 75 | 238 | 0 | 4 | 0 | 1 | 34 | 52 |
Reporting dealers | 5 | 3 | 1 | 0 | 0 | 0 | 0 | 0 | 1 |
Other financial institutions | 374 | 56 | 232 | 0 | 4 | 0 | 0 | 33 | 49 |
Central counterparties | 331 | 27 | 225 | 0 | 4 | 0 | 0 | 33 | 43 |
Non-financial customers | 25 | 16 | 6 | 0 | 0 | 0 | 0 | 1 | 2 |
Swaps | 13,164 | 3,216 | 6,092 | 289 | 1,717 | 89 | 378 | 168 | 1,214 |
Reporting dealers | 544 | 118 | 243 | 30 | 86 | 4 | 4 | 2 | 56 |
Other financial institutions | 11,907 | 2,923 | 5,595 | 249 | 1,461 | 83 | 354 | 158 | 1,084 |
Central counterparties | 10,040 | 2,570 | 4,632 | 211 | 1,153 | 62 | 336 | 145 | 931 |
Non-financial customers | 713 | 175 | 255 | 10 | 169 | 2 | 19 | 8 | 75 |
Total options | 822 | 391 | 334 | 12 | 53 | 1 | 1 | 6 | 24 |
Reporting dealers | 411 | 196 | 175 | 8 | 19 | 0 | 0 | 2 | 9 |
Other financial institutions | 333 | 152 | 134 | 4 | 27 | 1 | 0 | 3 | 11 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 78 | 42 | 25 | 0 | 6 | 0 | 0 | 1 | 4 |
Options sold (gross basis) | 623 | 292 | 261 | 11 | 37 | 1 | 1 | 4 | 17 |
Reporting dealers | 395 | 182 | 173 | 9 | 18 | 0 | 0 | 2 | 9 |
Other financial institutions | 172 | 78 | 70 | 2 | 14 | 0 | 0 | 2 | 6 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 56 | 32 | 17 | 0 | 4 | 0 | 0 | 0 | 2 |
Options bought (gross basis) | 593 | 281 | 246 | 10 | 35 | 1 | 0 | 4 | 16 |
Reporting dealers | 411 | 196 | 175 | 8 | 19 | 0 | 0 | 2 | 9 |
Other financial institutions | 161 | 74 | 64 | 2 | 14 | 0 | 0 | 2 | 5 |
Central counterparties | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Non-financial customers | 22 | 10 | 8 | 0 | 2 | 0 | 0 | 0 | 2 |
Herfindahl indices |
FRAs | 657 | 4,442 | 540 | 2,541 | 3,982 | 3,755 | 5,979 | 947 | |
Between reporters | 2,353 | 3,976 | 7,095 | 3,410 | 5,789 | 5,522 | 9,254 | 9,987 | |
With non-reporters | 657 | 4,449 | 544 | 2,646 | 3,961 | 3,701 | 6,649 | 957 | |
Swaps | 408 | 500 | 455 | 708 | 657 | 1,259 | 1,604 | 1,664 | |
Between reporters | 551 | 730 | 858 | 597 | 906 | 857 | 1,646 | 4,320 | |
With non-reporters | 414 | 500 | 465 | 725 | 667 | 1,734 | 1,607 | 1,668 | |
Total options | 719 | 774 | 815 | 882 | 1,337 | 1,957 | 2,063 | 5,706 | |
Between reporters | 753 | 792 | 900 | 864 | 1,117 | 1,527 | 1,992 | 2,173 | |
With non-reporters | 691 | 793 | 753 | 1,250 | 1,632 | 2,656 | 2,171 | 6,490 | |