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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H1 2021 › »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts488,099173,780140,11232,26152,8233,31015,4665,45464,893
FRAs73,62631,96731,741424,5583911841,4213,322
Reporting dealers45114398125624136
Other financial institutions72,43431,20131,629354,5533861101,4113,109
Central counterparties65,35527,00230,018234,474380371,3882,032
Non-financial customers7416221473111676
Swaps372,376120,86594,02030,93244,0682,89715,2283,89460,473
Reporting dealers10,9612,9873,3997671,020137192342,425
Other financial institutions352,422114,98287,94729,42042,3672,71114,6353,75656,605
Central counterparties313,490104,94777,64525,44937,4692,42013,5663,52748,469
Non-financial customers8,9932,8962,674745680494011041,443
Total options41,81020,94814,3511,2864,1972255139811
Reporting dealers18,6949,5477,13594876671820253
Other financial institutions20,1239,3506,5812913,3231225107433
Central counterparties43...60......   325
Non-financial customers2,9932,0516354710821213125
Options sold (gross basis)31,22815,93910,6901,1642,709174082588
Reporting dealers18,5289,4187,10795974581819254
Other financial institutions10,5304,9963,1401881,87871651254
Central counterparties13...30......   91
Non-financial customers2,1701,5244421785171280
Options bought (gross basis)29,27614,55710,7971,0712,255123377476
Reporting dealers18,8609,6767,16393778761921252
Other financial institutions9,5934,3543,4411031,44551056179
Central counterparties30...40......   224
Non-financial customers823527192302314145
Gross market values
Total interest rate contracts8,9402,1154,2043611,2245515851772
FRAs210499402631434
Reporting dealers951000002
Other financial institutions188339202520430
Central counterparties150178202420420
Non-financial customers14111000001
Swaps8,0581,8343,7573481,1465015646721
Reporting dealers1,13431446471191711274
Other financial institutions6,3641,3873,0332618783913041594
Central counterparties4,6571,0342,2292085382811135473
Non-financial customers5611342611677315352
Total options671231352135221117
Reporting dealers36511819511351015
Other financial institutions2651001362151019
Central counterparties0000.........00
Non-financial customers411421030003
Options sold (gross basis)511179268133620112
Reporting dealers36111819812281015
Other financial institutions1355565181005
Central counterparties000............00
Non-financial customers1566000001
Options bought (gross basis)522170281124511111
Reporting dealers36511819511351015
Other financial institutions1314571180004
Central counterparties0000.........00
Non-financial customers26815020001
Herfindahl indices
FRAs5549286311,8739551,8556,8691,605
Between reporters1,6403,1666,3072,9015,1658,6069,7317,697
With non-reporters5569176381,9269531,8614,8651,609
Swaps4285524026088511,3291,2961,521
Between reporters5576815835469341,7421,2281,071
With non-reporters4335544076258711,8301,3061,549
Total options7297846817412,9771,7542,5015,356
Between reporters7027827127691,2651,5194,7322,671
With non-reporters8478657037284,3002,1261,5646,142