BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H1 2018 › »	TOT	USD	EUR	JPY	GBP	CHF	CAD	SEK	Other currencies
	TOT	USD	EUR	JPY	GBP	CHF	CAD	SEK	Other currencies
Notional amounts outstanding
Total interest rate contracts	481,085	192,510	129,417	37,215	44,522	4,398	12,494	6,052	54,478
FRAs	84,131	46,836	23,351	27	7,455	1,107	44	2,136	3,175
Reporting dealers	1,153	274	85	1	23	1	3	65	702
Other financial institutions	82,399	46,110	23,240	22	7,429	1,105	34	2,023	2,436
Central counterparties	78,305	43,203	23,003	17	7,382	1,097	32	1,825	1,745
Non-financial customers	579	453	26	5	4	0	7	48	37
Swaps	349,761	122,603	88,832	35,475	33,293	3,259	12,404	3,751	50,145
Reporting dealers	18,785	4,765	4,996	1,789	1,316	180	276	267	5,196
Other financial institutions	320,357	114,672	80,548	32,764	31,134	3,021	11,741	3,340	43,136
Central counterparties	288,232	104,331	71,035	31,010	28,698	2,650	11,121	2,954	36,433
Non-financial customers	10,620	3,166	3,288	922	843	57	387	144	1,813
Total options	46,833	23,058	17,234	1,712	3,774	32	46	165	811
Reporting dealers	20,178	9,820	7,859	1,224	917	14	10	38	295
Other financial institutions	23,412	11,336	8,306	446	2,756	12	24	87	446
Central counterparties	129	0	11	0	...	0		21	96
Non-financial customers	3,243	1,902	1,069	42	102	5	12	40	70
Options sold (gross basis)	35,235	17,529	13,004	1,580	2,357	26	28	105	607
Reporting dealers	20,427	9,495	8,285	1,277	976	16	10	42	325
Other financial institutions	12,694	6,633	4,189	273	1,308	7	11	41	233
Central counterparties	61	0	6	0	...	0		9	46
Non-financial customers	2,114	1,401	529	30	72	3	7	22	50
Options bought (gross basis)	31,775	15,349	12,089	1,357	2,334	21	28	99	499
Reporting dealers	19,929	10,146	7,432	1,172	857	13	10	35	266
Other financial institutions	10,717	4,703	4,117	173	1,447	6	13	46	213
Central counterparties	67	0	5	0	...	0		12	50
Non-financial customers	1,129	500	540	12	30	2	5	18	21
Gross market values
Total interest rate contracts	6,644	1,326	3,140	443	1,067	52	104	60	452
FRAs	107	44	27	0	19	0	0	4	12
Reporting dealers	13	6	3	0	1	0	0	0	2
Other financial institutions	85	30	23	0	19	0	0	3	10
Central counterparties	66	18	19	0	18	0	0	3	8
Non-financial customers	9	7	1	0	0	0	0	0	0
Currency Swaps	5,914	1,081	2,787	417	993	50	103	55	429
Reporting dealers	1,283	275	547	109	214	10	12	6	110
Other financial institutions	4,059	700	1,959	289	676	36	79	43	277
Central counterparties	2,635	490	1,317	211	309	20	66	32	188
Non-financial customers	572	106	280	19	103	4	12	6	42
Total options	623	201	327	26	54	3	1	1	11
Reporting dealers	408	115	229	22	36	1	0	0	4
Other financial institutions	182	72	83	4	16	1	0	1	5
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	33	14	15	0	2	0	0	0	1
Options sold (gross basis)	518	145	289	26	46	2	0	1	9
Reporting dealers	404	97	241	24	36	1	0	0	5
Other financial institutions	101	42	44	2	9	1	0	0	3
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	13	6	5	0	0	0	0	0	1
Options bought (gross basis)	510	153	278	24	44	2	0	1	7
Reporting dealers	408	115	229	22	36	1	0	0	4
Other financial institutions	81	31	39	1	6	0	0	0	2
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	21	8	10	0	2	0	0	0	1
Herfindahl indices
FRAs	671	747	833	1,222	1,198	1,411	6,363	1,237
Between reporters	1,023	2,405	6,402	3,793	2,709	5,052	4,461	6,098
With non-reporters	677	743	841	1,353	1,206	1,416	6,830	1,286
Swaps	423	619	407	607	736	1,189	1,094	1,199
Between reporters	487	611	479	496	777	847	877	2,391
With non-reporters	435	629	413	627	741	1,578	1,109	1,191
Total options	836	913	837	805	2,057	1,091	1,735	3,256
Between reporters	709	894	653	809	903	973	2,003	2,657
With non-reporters	1,129	1,003	1,503	925	3,679	1,509	2,205	4,783