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OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
«  H2 2021 › »
Total One year or less Over one year up to five years Over five years
Total foreign exchange contracts104,24981,03216,0797,098
Outright forwards, forex swaps and currency swaps93,77272,18314,7516,838
Reporting dealers33,90624,3036,3603,244
Other financial institutions48,47639,8496,1692,459
Central counterparties3,9513,68725014
Non-financial customers11,3908,0312,2231,136
Total options10,4368,8501,327260
Reporting dealers4,2593,518579163
Other financial institutions4,7854,26845562
Central counterparties187175120
Non-financial customers1,3921,06529335
Options sold (gross basis)7,4206,221981218
Reporting dealers4,2993,545591163
Other financial institutions2,4662,17525140
Central counterparties94877...
Non-financial customers65450113915
Options bought (gross basis)7,2766,146925204
Reporting dealers4,2193,490567162
Other financial institutions2,3192,09220423
Central counterparties938850
Non-financial customers73856415520
Total FX contracts including gold104,93581,65916,1267,115
Total interest rate contracts475,271193,616169,311112,181
Forwards and swaps436,547182,522151,325102,700
Reporting dealers11,9102,6914,5834,636
Other financial institutions415,000177,516142,86494,621
Central counterparties370,115162,560125,76881,787
Non-financial customers9,6372,3163,8783,443
Total options38,56211,09417,9879,481
Reporting dealers18,0344,4318,2745,330
Other financial institutions17,4205,5868,0783,755
Central counterparties413281
Non-financial customers3,1081,0771,635397
Options sold (gross basis)29,1458,28413,3757,486
Reporting dealers17,8904,4298,1505,311
Other financial institutions8,9443,0103,9731,961
Central counterparties7520
Non-financial customers2,3118451,252214
Options bought (gross basis)27,4527,24112,8857,325
Reporting dealers18,1794,4338,3975,348
Other financial institutions8,4762,5764,1061,795
Central counterparties342861
Non-financial customers797232383183
Total equity-linked contracts7,2804,6072,293379
Forwards and swaps3,9682,5031,232233
Reporting dealers62749211024
Other financial institutions2,7461,625941180
Central counterparties151400
Non-financial customers59538618029
Total options3,3122,1041,062146
Reporting dealers66435029025
Other financial institutions2,0981,51350481
Central counterparties5400
Non-financial customers55024226840
Options sold (gross basis)2,3121,425785102
Reporting dealers69236929430
Other financial institutions1,29291233149
Central counterparties3300
Non-financial customers32714416023
Options bought (gross basis)1,6641,02856769
Reporting dealers63633128520
Other financial institutions80560017332
Central counterparties2200
Non-financial customers2239810817