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OTC derivatives by maturity
Notional amounts outstanding, in billions of US dollars
«  H2 2020 › »
Total One year or less Over one year up to five years Over five years
Total foreign exchange contracts97,55276,00414,9356,573
Outright forwards, forex swaps and currency swaps85,84165,96613,6006,276
Reporting dealers31,97322,7966,1213,055
Other financial institutions42,94035,5355,2932,112
Central counterparties3,6503,44619312
Non-financial customers10,9287,6342,1851,109
Total options11,67210,0381,336298
Reporting dealers5,1174,248672197
Other financial institutions4,9694,51638766
Central counterparties17816414...
Non-financial customers1,5861,27427735
Options sold (gross basis)8,4527,1771,017258
Reporting dealers5,1024,220681201
Other financial institutions2,5842,32921044
Central counterparties91847...
Non-financial customers76662812613
Options bought (gross basis)8,3377,109991237
Reporting dealers5,1334,276663194
Other financial institutions2,3852,18717622
Central counterparties87816...
Non-financial customers82064715122
Total FX contracts including gold98,38676,76114,9976,593
Total interest rate contracts466,494200,592159,398106,199
Forwards and swaps428,718189,190142,63796,892
Reporting dealers12,8663,7004,5374,629
Other financial institutions405,878183,002134,13288,744
Central counterparties362,512167,157118,51276,843
Non-financial customers9,9742,4893,9683,518
Total options37,47111,40216,7619,308
Reporting dealers18,4584,9628,1985,298
Other financial institutions16,2375,5427,0983,598
Central counterparties282351
Non-financial customers2,7768991,465412
Options sold (gross basis)28,8968,64712,8037,446
Reporting dealers18,4395,0378,0995,304
Other financial institutions8,4192,8873,6171,915
Central counterparties8521
Non-financial customers2,0377241,087227
Options bought (gross basis)27,0337,71612,1577,160
Reporting dealers18,4774,8878,2985,293
Other financial institutions7,8182,6543,4811,682
Central counterparties201721
Non-financial customers738175378185
Total equity-linked contracts7,0844,7152,025344
Forwards and swaps3,6432,488977179
Reporting dealers57745110323
Other financial institutions2,6121,726753133
Central counterparties141300
Non-financial customers45431112023
Total options3,4412,2281,048165
Reporting dealers82045633035
Other financial institutions2,0501,51246077
Central counterparties2713121
Non-financial customers57126025853
Options sold (gross basis)2,4531,532804118
Reporting dealers86847535141
Other financial institutions1,25190130248
Central counterparties16780
Non-financial customers33415515128
Options bought (gross basis)1,8071,15257482
Reporting dealers77243630828
Other financial institutions79861115829
Central counterparties11641
Non-financial customers23710510725