BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H2 2019 › »	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	448,965	159,804	117,173	37,843	44,146	3,669	14,098	4,816	67,416
FRAs	67,431	34,984	19,763	20	6,954	630	134	1,574	3,373
Reporting dealers	439	161	54	1	4	5	12	14	189
Other financial institutions	66,373	34,359	19,657	14	6,947	625	111	1,551	3,109
Central counterparties	61,676	31,279	19,337	10	6,865	622	53	1,512	1,997
Non-financial customers	619	464	52	5	3	0	10	9	76
Swaps	341,292	103,019	83,863	36,151	35,368	3,012	13,907	3,125	62,847
Reporting dealers	14,165	3,825	3,908	1,255	1,184	156	222	84	3,530
Other financial institutions	317,913	96,215	77,151	34,054	33,522	2,809	13,289	2,945	57,929
Central counterparties	282,317	86,544	66,643	31,105	29,921	2,528	12,492	2,756	50,330
Non-financial customers	9,214	2,978	2,804	843	662	48	396	96	1,388
Total options	39,916	21,801	13,547	1,673	1,824	26	57	118	870
Reporting dealers	20,770	10,849	7,481	1,265	855	11	12	20	277
Other financial institutions	16,420	9,244	5,363	351	869	13	37	86	458
Central counterparties	41	0	4	0	...	...		2	35
Non-financial customers	2,726	1,709	703	57	100	3	7	11	135
Options sold (gross basis)	31,788	17,539	10,609	1,506	1,378	20	37	83	616
Reporting dealers	21,115	11,154	7,512	1,265	873	12	12	19	269
Other financial institutions	8,711	5,100	2,616	216	434	7	20	53	264
Central counterparties	18	0	2	...	...	...		...	16
Non-financial customers	1,962	1,285	481	25	71	1	5	10	83
Options bought (gross basis)	28,897	15,111	10,420	1,431	1,302	17	32	55	530
Reporting dealers	20,424	10,543	7,451	1,265	838	9	13	21	284
Other financial institutions	7,709	4,144	2,747	135	434	6	17	33	194
Central counterparties	23	0	2	0	...	...		2	18
Non-financial customers	764	424	222	32	29	2	2	1	52
Gross market values
Total interest rate contracts	8,352	1,657	4,093	471	1,194	58	91	45	744
FRAs	204	47	96	0	24	2	1	4	29
Reporting dealers	12	6	4	0	0	0	0	0	1
Other financial institutions	178	33	88	0	24	2	0	4	27
Central counterparties	145	22	77	0	23	2	0	4	18
Non-financial customers	14	9	4	0	0	0	0	0	1
Swaps	7,463	1,395	3,625	445	1,120	52	90	39	697
Reporting dealers	1,337	316	551	95	242	10	11	3	109
Other financial institutions	5,561	970	2,783	330	802	39	67	33	536
Central counterparties	3,947	737	2,013	250	420	26	53	27	422
Non-financial customers	565	109	290	20	76	4	12	3	52
Total options	685	215	372	25	50	3	1	2	17
Reporting dealers	423	122	238	21	35	1	0	1	6
Other financial institutions	224	83	113	4	12	1	0	1	9
Central counterparties	0	0	0	0	...	...	...	0	0
Non-financial customers	38	10	22	0	3	0	0	0	3
Options sold (gross basis)	551	173	299	24	40	2	0	1	12
Reporting dealers	420	122	237	21	32	1	0	1	6
Other financial institutions	118	46	55	2	8	1	0	0	5
Central counterparties	0	0	0	...	...	...	...	0	0
Non-financial customers	13	4	7	0	0	0	0	0	1
Options bought (gross basis)	554	165	310	22	42	2	0	1	11
Reporting dealers	423	122	238	21	35	1	0	1	6
Other financial institutions	106	37	57	2	5	0	0	0	4
Central counterparties	0	0	0	0	...	...	...	0	0
Non-financial customers	25	6	15	0	2	0	0	0	1
Herfindahl indices
FRAs	627	1,061	715	1,856	1,111	1,311	5,054	2,098
Between reporters	1,223	3,399	2,233	2,317	3,963	5,329	9,001	9,902
With non-reporters	627	1,050	721	1,975	1,113	1,319	4,613	2,170
Swaps	408	563	410	550	698	1,282	1,218	1,165
Between reporters	548	643	541	502	933	1,575	1,019	2,863
With non-reporters	414	573	415	560	713	1,741	1,230	1,240
Total options	701	817	674	784	1,234	1,403	1,856	4,636
Between reporters	701	831	671	801	1,153	1,122	1,756	3,373
With non-reporters	741	860	732	806	1,456	2,102	2,167	5,880