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OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
«  H2 2018 › »
Total One year or less Over one year up to five years Over five years
Total foreign exchange contracts90,66271,40813,7545,441
Outright forwards, forex swaps and currency swaps78,76661,54212,0935,132
Reporting dealers32,15023,7975,8172,536
Other financial institutions36,61830,6294,3431,647
Central counterparties2,6932,604872
Non-financial customers9,9987,1161,933949
Total options11,8379,8661,661310
Reporting dealers5,5584,546814198
Other financial institutions4,9304,29356374
Central counterparties161410
Non-financial customers1,3491,02728538
Options sold (gross basis)8,7907,2391,288263
Reporting dealers5,5874,557829201
Other financial institutions2,5742,19333050
Central counterparties7610
Non-financial customers62948912911
Options bought (gross basis)8,6057,1731,187245
Reporting dealers5,5294,535799195
Other financial institutions2,3562,10023324
Central counterparties8710
Non-financial customers72053715627
Total FX contracts including gold91,17571,86413,7895,467
Total interest rate contracts436,837200,655147,36288,464
Forwards and swaps394,326185,440128,46180,425
Reporting dealers18,7765,7727,1215,883
Other financial institutions365,073177,185116,79471,094
Central counterparties331,941166,018104,13361,432
Non-financial customers10,4782,4834,5453,449
Total options42,15415,21518,9018,039
Reporting dealers20,2466,5399,0054,701
Other financial institutions18,6937,6348,1432,915
Central counterparties14213084
Non-financial customers3,2161,0421,753422
Options sold (gross basis)33,25011,79514,8296,627
Reporting dealers20,5996,7409,0844,775
Other financial institutions10,4754,3074,5211,647
Central counterparties575232
Non-financial customers2,1777481,224205
Options bought (gross basis)29,1509,95913,0776,114
Reporting dealers19,8926,3388,9264,628
Other financial institutions8,2183,3273,6221,268
Central counterparties847852
Non-financial customers1,039294528217
Total equity-linked contracts6,4174,0052,114298
Forwards and swaps2,9381,876905157
Reporting dealers55440312130
Other financial institutions2,0561,240703113
Central counterparties111100
Non-financial customers3272338014
Total options3,4802,1291,210141
Reporting dealers1,04956144444
Other financial institutions1,9641,29260765
Central counterparties4121
Non-financial customers46627515932
Options sold (gross basis)2,5731,544923107
Reporting dealers1,05755345450
Other financial institutions1,23381238140
Central counterparties2010
Non-financial customers2821788717
Options bought (gross basis)1,9561,14773178
Reporting dealers1,04156943437
Other financial institutions73148022526
Central counterparties2110
Non-financial customers184987215