BIS Statistics Explorer: Table D7

Interest rate derivatives

In billions of US dollars and Herfindahl points

« ‹ H2 2018 › »	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	436,837	169,162	114,002	36,166	39,453	3,467	14,225	5,931	54,430
FRAs	67,636	36,140	18,932	34	6,440	742	300	2,142	2,905
Reporting dealers	1,037	192	101	1	17	1	2	76	646
Other financial institutions	65,961	35,438	18,778	31	6,419	740	292	2,029	2,234
Central counterparties	62,457	32,880	18,614	21	6,337	738	289	1,932	1,645
Non-financial customers	637	510	52	2	4	0	6	37	26
Swaps	326,690	110,481	80,809	34,424	30,588	2,694	13,775	3,559	50,362
Reporting dealers	17,738	4,575	4,824	1,545	1,336	170	221	319	4,749
Other financial institutions	299,112	102,864	72,844	32,136	28,599	2,471	13,200	3,097	43,902
Central counterparties	269,485	93,134	65,430	30,290	25,765	2,144	12,552	2,743	37,426
Non-financial customers	9,840	3,042	3,140	743	653	52	355	143	1,712
Total options	42,154	22,529	14,262	1,708	2,425	32	150	230	819
Reporting dealers	20,246	10,513	7,212	1,223	929	13	35	45	275
Other financial institutions	18,693	10,158	5,991	438	1,391	14	90	135	475
Central counterparties	142	0	11	0	...	0		54	76
Non-financial customers	3,216	1,857	1,059	47	106	4	25	51	68
Options sold (gross basis)	33,250	18,318	10,841	1,511	1,751	23	89	126	590
Reporting dealers	20,599	10,764	7,291	1,220	949	14	31	42	286
Other financial institutions	10,475	6,125	2,997	258	732	8	44	56	256
Central counterparties	57	0	6	0	...	0		14	37
Non-financial customers	2,177	1,429	553	33	71	2	13	28	48
Options bought (gross basis)	29,150	14,723	10,632	1,420	1,603	22	96	150	505
Reporting dealers	19,892	10,262	7,132	1,226	908	12	38	48	265
Other financial institutions	8,218	4,034	2,994	180	659	7	46	79	219
Central counterparties	84	0	6	0	...	0		40	39
Non-financial customers	1,039	428	506	13	35	2	12	23	20
Gross market values
Total interest rate contracts	6,401	1,183	3,134	464	924	50	95	52	499
FRAs	134	66	34	0	18	0	0	3	12
Reporting dealers	15	6	6	0	1	0	0	0	2
Other financial institutions	105	50	25	0	17	0	0	3	9
Central counterparties	74	28	19	0	17	0	0	2	7
Non-financial customers	13	10	3	0	0	0	0	0	0
Swaps	5,686	934	2,798	436	853	47	93	48	478
Reporting dealers	1,235	273	524	105	203	10	10	6	103
Other financial institutions	3,952	571	2,015	312	579	34	72	37	332
Central counterparties	2,638	388	1,414	230	250	19	61	27	249
Non-financial customers	499	90	260	19	71	3	10	5	42
Total options	581	183	302	27	53	3	2	1	10
Reporting dealers	373	98	211	23	36	1	0	0	3
Other financial institutions	175	72	76	4	15	1	1	1	5
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	33	14	15	0	2	0	0	0	1
Options sold (gross basis)	479	146	254	26	43	2	1	1	7
Reporting dealers	369	97	210	23	33	1	0	0	4
Other financial institutions	97	42	39	2	9	1	0	0	3
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	13	6	5	0	0	0	0	0	1
Options bought (gross basis)	471	135	257	25	44	2	1	1	6
Reporting dealers	373	98	211	23	36	1	0	0	3
Other financial institutions	77	30	37	2	6	0	1	0	2
Central counterparties	0	0	0	0	0	0	0	0	0
Non-financial customers	20	8	9	0	2	0	0	0	1
Herfindahl indices
FRAs	619	887	712	2,106	1,091	1,651	7,722	1,597
Between reporters	944	2,961	4,674	2,482	3,162	4,308	6,250	4,625
With non-reporters	623	879	722	2,226	1,096	1,659	7,883	1,655
Swaps	405	566	400	586	717	1,213	1,403	1,133
Between reporters	518	620	522	491	1,068	1,064	874	2,238
With non-reporters	416	577	402	597	712	1,618	1,427	1,080
Total options	744	915	683	789	1,359	1,134	6,452	3,689
Between reporters	702	886	650	794	1,075	1,054	6,855	2,794
With non-reporters	857	1,046	845	895	1,968	1,450	6,247	4,922