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OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
< H2 2017 > >|
Total One year or less Over one year up to five years Over five years
Total foreign exchange contracts87,11768,08313,4745,504
Outright forwards, forex swaps and currency swaps76,38259,41311,8485,122
Reporting dealers31,05122,8775,5962,579
Other financial institutions34,90629,0964,2211,589
Central counterparties2,0932,028651
Non-financial customers10,4257,4402,031954
Total options10,6798,6701,626382
Reporting dealers5,0764,017807252
Other financial institutions4,1783,60249185
Central counterparties7510
Non-financial customers1,4241,05132845
Options sold (gross basis)7,9856,4041,256324
Reporting dealers5,0984,022823253
Other financial institutions2,2041,87028351
Central counterparties3210
Non-financial customers68251215120
Options bought (gross basis)7,7706,2841,176310
Reporting dealers5,0544,013791251
Other financial institutions1,9741,73220835
Central counterparties3210
Non-financial customers74253917825
Total FX contracts including gold87,63868,54913,5145,521
Total interest rate contracts426,649191,445140,03594,836
Forwards and swaps387,205177,369123,94785,889
Reporting dealers21,9415,9068,7677,267
Other financial institutions354,143169,256110,20074,687
Central counterparties319,805155,40999,42364,973
Non-financial customers11,1212,2074,9793,935
Total options39,11214,07616,0898,947
Reporting dealers18,7795,1928,2255,361
Other financial institutions17,7258,1946,3593,173
Central counterparties414141165108
Non-financial customers2,6086901,505413
Options sold (gross basis)29,86410,06512,7547,045
Reporting dealers18,8285,2108,3305,287
Other financial institutions9,3694,3683,4111,590
Central counterparties183737634
Non-financial customers1,6674871,012167
Options bought (gross basis)28,0279,20411,5607,263
Reporting dealers18,7305,1748,1205,435
Other financial institutions8,3563,8262,9471,582
Central counterparties231688974
Non-financial customers942203492246
Total equity-linked contracts6,5704,0882,121361
Forwards and swaps3,2102,068959182
Reporting dealers66846916138
Other financial institutions2,1921,352708132
Central counterparties10100...
Non-financial customers3492479012
Total options3,3602,0201,161179
Reporting dealers1,01751045552
Other financial institutions1,9691,30457392
Central counterparties221...
Non-financial customers37420613335
Options sold (gross basis)2,5461,463924160
Reporting dealers1,05349848866
Other financial institutions1,26683536170
Central counterparties211...
Non-financial customers2271307423
Options bought (gross basis)1,8311,06669372
Reporting dealers98252142238
Other financial institutions70246921222
Central counterparties110...
Non-financial customers147765912