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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H2 2020 › »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts466,494152,117132,61937,13154,2843,61414,2955,31367,122
FRAs72,92734,53626,148367,1453962081,4982,959
Reporting dealers43814062135747146
Other financial institutions71,73633,77626,060277,1393911231,4862,734
Central counterparties65,62229,04225,853157,082387611,4501,732
Non-financial customers7536202682012579
Swaps355,79199,22592,34335,64944,4993,19414,0343,68963,159
Reporting dealers12,4283,3123,8281,0001,098149194792,768
Other financial institutions334,14292,92085,69533,94242,7442,99513,3233,50759,014
Central counterparties296,89083,58375,99630,33837,1402,72012,6353,29951,180
Non-financial customers9,2212,9932,820707657495171031,377
Total options37,47118,35614,1281,4462,6402453127698
Reporting dealers18,4588,6287,6081,12382091920232
Other financial institutions16,2377,9745,8052731,709122494346
Central counterparties28...50......   203
Non-financial customers2,7761,754715501123912121
Options sold (gross basis)28,89614,27110,9021,3021,786193979498
Reporting dealers18,4398,6287,5961,116823101819229
Other financial institutions8,4194,2972,81016988171449193
Central counterparties8...2.........   51
Non-financial customers2,0371,3474951783271176
Options bought (gross basis)27,03312,71310,8341,2671,673143368432
Reporting dealers18,4778,6287,6201,13081671922235
Other financial institutions7,8183,6772,99510382851046153
Central counterparties20...30......   153
Non-financial customers738407219332923145
Gross market values
Total interest rate contracts11,3192,5445,3354631,62367197591,029
FRAs2858012303331540
Reporting dealers1071010002
Other financial institutions2575912003230537
Central counterparties1992810803130525
Non-financial customers18152000001
Swaps10,1622,1754,7314451,5336119652969
Reporting dealers1,5313926198828111153123
Other financial institutions7,8951,6083,7573401,1614615846777
Central counterparties5,7631,2232,7862726653213634617
Non-financial customers7361753551791423468
Total options872288482185831220
Reporting dealers52816130115421016
Other financial institutions29811215631320111
Central counterparties0000.........00
Non-financial customers461525030003
Options sold (gross basis)695231384174530114
Reporting dealers52216329816381016
Other financial institutions1566278271016
Central counterparties000............00
Non-financial customers1668000002
Options bought (gross basis)699221395165020113
Reporting dealers52816130115421016
Other financial institutions1415078160005
Central counterparties0000.........00
Non-financial customers30916030001
Herfindahl indices
FRAs5407487221,7198771,7316,5312,089
Between reporters1,3903,2203,3524,3383,3309,5129,8359,992
With non-reporters5437437281,6448761,7374,4622,118
Swaps4145553905969451,3251,3871,421
Between reporters5606675715119431,7611,2014,042
With non-reporters4205633946139781,7371,3961,503
Total options6767606607531,8851,7162,6415,789
Between reporters6567336737701,2851,3724,6782,538
With non-reporters7698876847502,7372,3171,9777,344