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OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
«  H1 2023 › »
Total One year or less Over one year up to five years Over five years
Total foreign exchange contracts120,25094,58818,2507,387
Outright forwards, forex swaps and currency swaps104,28780,27016,8447,172
Reporting dealers38,54227,7747,3663,401
Other financial institutions53,15143,4006,9942,758
Central counterparties4,7624,45927826
Non-financial customers12,5949,0962,4841,013
Total options15,93814,3181,406214
Reporting dealers6,0735,346597130
Other financial institutions8,0077,46248856
Central counterparties745733121
Non-financial customers1,8581,51032028
Options sold (gross basis)10,9859,8011,007177
Reporting dealers6,0065,296584127
Other financial institutions4,1073,78928138
Central counterparties36335660
Non-financial customers87271714213
Options bought (gross basis)11,0269,863996167
Reporting dealers6,1405,397611133
Other financial institutions3,9003,67420719
Central counterparties38337760
Non-financial customers98679317815
Total FX contracts including gold121,07495,34918,3027,402
Total interest rate contracts573,697267,585185,269120,606
Forwards and swaps527,700253,458162,762111,480
Reporting dealers8,8412,0693,3653,406
Other financial institutions507,375248,142154,741104,492
Central counterparties446,182212,784140,51792,881
Non-financial customers11,4843,2474,6553,582
Total options45,76114,12822,5089,126
Reporting dealers23,0496,73510,6065,707
Other financial institutions19,6576,26710,2683,122
Central counterparties4730125
Non-financial customers3,0551,1251,633297
Options sold (gross basis)35,31711,08816,7537,477
Reporting dealers23,2446,98410,5955,665
Other financial institutions9,7783,1974,9141,666
Central counterparties5321
Non-financial customers2,2969071,244145
Options bought (gross basis)33,4939,77616,3617,357
Reporting dealers22,8546,48710,6175,750
Other financial institutions9,8803,0705,3541,455
Central counterparties4227114
Non-financial customers759218389152
Total equity-linked contracts7,8384,9802,487371
Forwards and swaps3,6882,3371,120230
Reporting dealers4853818420
Other financial institutions2,7501,641916192
Central counterparties252400
Non-financial customers45331512018
Total options4,1502,6421,367141
Reporting dealers83039241226
Other financial institutions2,7511,96170090
Central counterparties9450
Non-financial customers56928925525
Options sold (gross basis)2,7851,70099095
Reporting dealers79938538827
Other financial institutions1,6301,12945051
Central counterparties4220
Non-financial customers35618715217
Options bought (gross basis)2,1941,33478972
Reporting dealers86140043625
Other financial institutions1,12183225038
Central counterparties5320
Non-financial customers2131021038