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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H1 2019 › »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts523,960199,190135,43139,15646,9713,86113,7205,21380,417
FRAs88,98449,90023,623268,571926681,8773,992
Reporting dealers54819544186338255
Other financial institutions87,73549,19623,525228,558921541,8253,635
Central counterparties82,40245,77823,116188,399918441,7782,351
Non-financial customers701510544401115102
Swaps389,337124,46596,35037,30336,4552,90713,5983,20175,058
Reporting dealers15,9414,2614,3091,3701,2251642581614,192
Other financial institutions363,096117,12189,06735,08534,5822,69412,9012,94168,705
Central counterparties325,248105,05278,39432,44831,7582,40212,2122,75160,231
Non-financial customers10,3003,0832,97484864749438992,162
Total options45,29824,82515,4581,8261,94628541351,027
Reporting dealers22,45511,9597,8801,331910111330322
Other financial institutions19,90111,0406,776442940123295563
Central counterparties60550......   2525
Non-financial customers2,9421,82680253964911142
Options sold (gross basis)35,46719,73711,7241,6231,513223691722
Reporting dealers22,82012,2787,9111,324933131228321
Other financial institutions10,5486,0903,28827251371853309
Central counterparties3152.........   1212
Non-financial customers2,0981,3695252867261092
Options bought (gross basis)32,28717,04711,6141,5341,343183274627
Reporting dealers22,09011,6407,8491,338886101431323
Other financial institutions9,3534,9503,48817142761442254
Central counterparties29...30......   1313
Non-financial customers844457277262923150
Gross market values
Total interest rate contracts8,8061,7454,3525681,1186511853786
FRAs2326710402431430
Reporting dealers1465000001
Other financial institutions202509402320428
Central counterparties163348202220419
Non-financial customers16105000000
Swaps7,7931,4253,8275371,0445911748737
Reporting dealers1,42233461510622211143117
Other financial institutions5,7369682,874407748448940565
Central counterparties4,0667232,055312391297232453
Non-financial customers6351233372375414455
Total options782254421315131219
Reporting dealers48514527026361016
Other financial institutions2529412851310110
Central counterparties0000.........00
Non-financial customers451523030003
Options sold (gross basis)631202339294121114
Reporting dealers48114426826331017
Other financial institutions1355364381006
Central counterparties000............00
Non-financial customers1457000001
Options bought (gross basis)632196350284320112
Reporting dealers48514527026361016
Other financial institutions1174164250004
Central counterparties0000.........00
Non-financial customers311016020001
Herfindahl indices
FRAs5697705761,4151,2771,3534,0582,035
Between reporters1,0162,7912,8033,0951,9866,0394,4394,125
With non-reporters5697645791,3771,2821,3584,0422,169
Swaps4426034635447221,2231,2091,113
Between reporters5646406205011,0171,1459863,197
With non-reporters4516124705487181,7021,2211,084
Total options7468647177671,2471,3211,7395,442
Between reporters7058496687921,1291,1531,7493,814
With non-reporters8859371,0867871,5441,7742,1227,064