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Interest rate derivatives
In billions of US dollars and Herfindahl points
«  H1 2023 › »
TOT USD EUR JPY GBP CHF CAD SEK Other currencies
Notional amounts outstanding
Total interest rate contracts573,697204,793190,57026,33640,7344,49019,3455,55581,875
FRAs61,79013,86343,08241141242781,1543,207
Reporting dealers27996841119385
Other financial institutions60,65013,16042,96536137232551,0812,993
Central counterparties55,99810,57841,5312299122161,0612,479
Non-financial customers862608334311470129
Swaps465,910167,843129,25525,01338,2134,44419,0284,31777,796
Reporting dealers8,5622,2963,0253887346496721,886
Other financial institutions446,725162,175123,35924,06836,5164,34418,5844,02473,655
Central counterparties390,184139,840103,49823,46932,0633,86217,5053,68466,263
Non-financial customers10,6233,3722,870557964363482202,256
Total options45,76123,08618,2331,2822,380213984635
Reporting dealers23,04911,4839,8268516465107220
Other financial institutions19,6579,6127,6593971,611161861285
Central counterparties4711102...   276
Non-financial customers3,0551,9907493412311116130
Options sold (gross basis)35,31717,66514,4361,1251,554142734461
Reporting dealers23,24411,36710,0808956565117222
Other financial institutions9,7784,7773,8042157918913161
Central counterparties502.........   02
Non-financial customers2,2961,52155216107171478
Options bought (gross basis)33,49316,90413,6221,0081,472122257395
Reporting dealers22,85411,6009,572808637497218
Other financial institutions9,8804,8353,8541828207948124
Central counterparties420902...   274
Non-financial customers759469196181604253
Gross market values
Total interest rate contracts14,3893,6826,6653011,774903792071,290
FRAs4047523804013452
Reporting dealers531000001
Other financial institutions3745623204003349
Central counterparties3312722504003343
Non-financial customers25166000012
Swaps13,1643,2166,0922891,717893781681,214
Reporting dealers544118243308644256
Other financial institutions11,9072,9235,5952491,461833541581,084
Central counterparties10,0402,5704,6322111,15362336145931
Non-financial customers71317525510169219875
Total options822391334125311624
Reporting dealers4111961758190029
Other financial institutions33315213442710311
Central counterparties000000000
Non-financial customers784225060014
Options sold (gross basis)623292261113711417
Reporting dealers3951821739180029
Other financial institutions17278702140026
Central counterparties000000000
Non-financial customers563217040002
Options bought (gross basis)593281246103510416
Reporting dealers4111961758190029
Other financial institutions16174642140025
Central counterparties000000000
Non-financial customers22108020002
Herfindahl indices
FRAs6574,4425402,5413,9823,7555,979947
Between reporters2,3533,9767,0953,4105,7895,5229,2549,987
With non-reporters6574,4495442,6463,9613,7016,649957
Swaps4085004557086571,2591,6041,664
Between reporters5517308585979068571,6464,320
With non-reporters4145004657256671,7341,6071,668
Total options7197748158821,3371,9572,0635,706
Between reporters7537929008641,1171,5271,9922,173
With non-reporters6917937531,2501,6322,6562,1716,490