BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H2 2020 › »	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	466,494	152,117	132,619	37,131	54,284	3,614	14,295	5,313	67,122
FRAs	72,927	34,536	26,148	36	7,145	396	208	1,498	2,959
Reporting dealers	438	140	62	1	3	5	74	7	146
Other financial institutions	71,736	33,776	26,060	27	7,139	391	123	1,486	2,734
Central counterparties	65,622	29,042	25,853	15	7,082	387	61	1,450	1,732
Non-financial customers	753	620	26	8	2	0	12	5	79
Swaps	355,791	99,225	92,343	35,649	44,499	3,194	14,034	3,689	63,159
Reporting dealers	12,428	3,312	3,828	1,000	1,098	149	194	79	2,768
Other financial institutions	334,142	92,920	85,695	33,942	42,744	2,995	13,323	3,507	59,014
Central counterparties	296,890	83,583	75,996	30,338	37,140	2,720	12,635	3,299	51,180
Non-financial customers	9,221	2,993	2,820	707	657	49	517	103	1,377
Total options	37,471	18,356	14,128	1,446	2,640	24	53	127	698
Reporting dealers	18,458	8,628	7,608	1,123	820	9	19	20	232
Other financial institutions	16,237	7,974	5,805	273	1,709	12	24	94	346
Central counterparties	28	...	5	0	...	...		20	3
Non-financial customers	2,776	1,754	715	50	112	3	9	12	121
Options sold (gross basis)	28,896	14,271	10,902	1,302	1,786	19	39	79	498
Reporting dealers	18,439	8,628	7,596	1,116	823	10	18	19	229
Other financial institutions	8,419	4,297	2,810	169	881	7	14	49	193
Central counterparties	8	...	2	...	...	...		5	1
Non-financial customers	2,037	1,347	495	17	83	2	7	11	76
Options bought (gross basis)	27,033	12,713	10,834	1,267	1,673	14	33	68	432
Reporting dealers	18,477	8,628	7,620	1,130	816	7	19	22	235
Other financial institutions	7,818	3,677	2,995	103	828	5	10	46	153
Central counterparties	20	...	3	0	...	...		15	3
Non-financial customers	738	407	219	33	29	2	3	1	45
Gross market values
Total interest rate contracts	11,319	2,544	5,335	463	1,623	67	197	59	1,029
FRAs	285	80	123	0	33	3	1	5	40
Reporting dealers	10	7	1	0	1	0	0	0	2
Other financial institutions	257	59	120	0	32	3	0	5	37
Central counterparties	199	28	108	0	31	3	0	5	25
Non-financial customers	18	15	2	0	0	0	0	0	1
Swaps	10,162	2,175	4,731	445	1,533	61	196	52	969
Reporting dealers	1,531	392	619	88	281	11	15	3	123
Other financial institutions	7,895	1,608	3,757	340	1,161	46	158	46	777
Central counterparties	5,763	1,223	2,786	272	665	32	136	34	617
Non-financial customers	736	175	355	17	91	4	23	4	68
Total options	872	288	482	18	58	3	1	2	20
Reporting dealers	528	161	301	15	42	1	0	1	6
Other financial institutions	298	112	156	3	13	2	0	1	11
Central counterparties	0	0	0	0	...	...	...	0	0
Non-financial customers	46	15	25	0	3	0	0	0	3
Options sold (gross basis)	695	231	384	17	45	3	0	1	14
Reporting dealers	522	163	298	16	38	1	0	1	6
Other financial institutions	156	62	78	2	7	1	0	1	6
Central counterparties	0	0	0	...	...	...	...	0	0
Non-financial customers	16	6	8	0	0	0	0	0	2
Options bought (gross basis)	699	221	395	16	50	2	0	1	13
Reporting dealers	528	161	301	15	42	1	0	1	6
Other financial institutions	141	50	78	1	6	0	0	0	5
Central counterparties	0	0	0	0	...	...	...	0	0
Non-financial customers	30	9	16	0	3	0	0	0	1
Herfindahl indices
FRAs	540	748	722	1,719	877	1,731	6,531	2,089
Between reporters	1,390	3,220	3,352	4,338	3,330	9,512	9,835	9,992
With non-reporters	543	743	728	1,644	876	1,737	4,462	2,118
Swaps	414	555	390	596	945	1,325	1,387	1,421
Between reporters	560	667	571	511	943	1,761	1,201	4,042
With non-reporters	420	563	394	613	978	1,737	1,396	1,503
Total options	676	760	660	753	1,885	1,716	2,641	5,789
Between reporters	656	733	673	770	1,285	1,372	4,678	2,538
With non-reporters	769	887	684	750	2,737	2,317	1,977	7,344