BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H1 2022 › »	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	502,586	203,870	149,596	22,499	34,890	3,203	17,240	5,812	65,476
FRAs	49,358	14,687	30,269	31	110	10	83	1,549	2,619
Reporting dealers	466	102	229	1	1	0	9	2	123
Other financial institutions	48,107	14,037	30,014	27	106	9	61	1,475	2,378
Central counterparties	42,785	10,851	28,542	15	77	4	34	1,376	1,886
Non-financial customers	784	548	27	3	3	0	13	72	118
Swaps	414,223	168,907	104,758	21,350	32,741	3,174	17,118	4,174	62,002
Reporting dealers	11,492	3,626	3,136	438	1,439	73	146	26	2,608
Other financial institutions	393,600	162,337	99,209	20,359	30,856	3,065	16,628	3,948	57,198
Central counterparties	351,362	151,170	83,801	17,488	26,931	2,670	15,503	3,691	50,108
Non-financial customers	9,131	2,944	2,413	553	446	36	344	199	2,196
Total options	38,798	20,275	14,569	1,118	2,039	20	40	90	647
Reporting dealers	19,034	9,793	7,612	781	582	4	8	8	246
Other financial institutions	16,970	8,625	6,317	293	1,341	14	21	64	295
Central counterparties	38	4	10	0	...	...		22	2
Non-financial customers	2,794	1,857	640	44	116	1	11	17	107
Options sold (gross basis)	29,627	15,659	11,106	999	1,289	13	27	52	481
Reporting dealers	19,145	9,788	7,695	794	596	4	10	8	250
Other financial institutions	8,397	4,442	2,958	186	603	8	11	31	160
Central counterparties	5	0	2	...	...	...		1	1
Non-financial customers	2,084	1,429	454	19	90	1	6	14	72
Options bought (gross basis)	28,205	14,409	11,075	900	1,332	10	21	46	412
Reporting dealers	18,923	9,798	7,529	768	567	3	7	9	242
Other financial institutions	8,572	4,183	3,359	107	738	6	10	34	135
Central counterparties	33	3	7	0	...	...		21	1
Non-financial customers	710	428	187	25	26	1	4	3	35
Gross market values
Total interest rate contracts	11,816	2,866	5,520	280	1,223	87	355	184	1,301
FRAs	403	97	220	0	4	0	1	32	48
Reporting dealers	5	3	1	0	0	0	0	0	1
Other financial institutions	374	80	213	0	4	0	0	31	45
Central counterparties	320	40	205	0	3	0	0	31	40
Non-financial customers	24	13	6	0	0	0	1	1	2
Swaps	10,634	2,412	4,969	265	1,175	86	353	147	1,228
Reporting dealers	701	178	262	38	143	4	5	2	69
Other financial institutions	9,426	2,103	4,496	216	979	80	330	138	1,083
Central counterparties	7,890	1,807	3,710	178	760	60	312	129	935
Non-financial customers	507	131	210	11	53	2	17	7	75
Total options	779	357	330	14	44	1	1	5	25
Reporting dealers	397	182	171	10	22	0	0	2	10
Other financial institutions	322	143	141	4	19	1	0	3	11
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	61	33	19	0	3	0	0	1	4
Options sold (gross basis)	593	275	251	13	30	1	1	4	19
Reporting dealers	388	175	170	11	19	0	0	2	10
Other financial institutions	167	77	70	2	9	0	0	1	6
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	38	23	11	0	2	0	0	0	2
Options bought (gross basis)	573	257	249	12	33	1	1	4	16
Reporting dealers	397	182	171	10	22	0	0	2	10
Other financial institutions	155	65	71	2	10	0	0	1	5
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	22	10	8	0	2	0	0	0	2
Herfindahl indices
FRAs	682	3,063	603	2,168	4,371	4,633	4,147	1,505
Between reporters	3,158	3,689	6,497	3,106	7,652	8,676	8,964	7,011
With non-reporters	690	3,057	615	2,308	4,315	4,696	3,717	1,511
Swaps	410	600	447	653	703	1,333	1,373	1,990
Between reporters	1,223	1,673	702	619	3,455	1,552	1,992	3,146
With non-reporters	423	612	463	670	766	1,838	1,391	2,044
Total options	711	767	759	743	1,406	1,866	1,563	5,893
Between reporters	735	773	812	783	1,135	1,549	1,579	2,108
With non-reporters	715	830	749	815	1,724	2,171	1,667	7,369