BIS Statistics Explorer: Table D9

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	One year or less	Over one year up to five years	Over five years
Total foreign exchange contracts	90,658	71,406	13,753	5,441
Outright forwards, forex swaps and currency swaps	78,764	61,540	12,092	5,132
Reporting dealers	32,148	23,796	5,816	2,536
Other financial institutions	36,618	30,629	4,342	1,647
Central counterparties	2,693	2,604	87	2
Non-financial customers	9,998	7,116	1,933	949
Total options	11,836	9,865	1,661	310
Reporting dealers	5,558	4,546	814	198
Other financial institutions	4,930	4,293	563	74
Central counterparties	16	14	1	0
Non-financial customers	1,349	1,026	285	38
Options sold (gross basis)	8,789	7,239	1,288	263
Reporting dealers	5,587	4,557	829	201
Other financial institutions	2,574	2,193	330	50
Central counterparties	7	6	1	0
Non-financial customers	629	489	129	11
Options bought (gross basis)	8,605	7,172	1,187	245
Reporting dealers	5,529	4,535	799	195
Other financial institutions	2,356	2,100	233	24
Central counterparties	8	7	1	0
Non-financial customers	720	537	156	27
Total FX contracts including gold	91,177	71,861	13,792	5,470
Total interest rate contracts	436,832	200,650	147,359	88,466
Forwards and swaps	394,317	185,435	128,455	80,426
Reporting dealers	18,762	5,768	7,112	5,882
Other financial institutions	365,077	177,184	116,798	71,095
Central counterparties	331,944	166,121	104,328	61,495
Non-financial customers	10,477	2,483	4,545	3,449
Total options	42,159	15,215	18,904	8,040
Reporting dealers	20,248	6,539	9,006	4,702
Other financial institutions	18,694	7,634	8,144	2,916
Central counterparties	142	130	8	4
Non-financial customers	3,217	1,042	1,753	422
Options sold (gross basis)	33,253	11,795	14,831	6,628
Reporting dealers	20,601	6,740	9,085	4,775
Other financial institutions	10,475	4,307	4,521	1,647
Central counterparties	57	52	3	2
Non-financial customers	2,178	748	1,225	205
Options bought (gross basis)	29,154	9,960	13,079	6,115
Reporting dealers	19,895	6,338	8,928	4,629
Other financial institutions	8,219	3,327	3,623	1,269
Central counterparties	84	78	5	2
Non-financial customers	1,040	294	528	217
Total equity-linked contracts	6,419	4,005	2,115	298
Forwards and swaps	2,938	1,876	905	157
Reporting dealers	554	403	121	30
Other financial institutions	2,057	1,240	703	113
Central counterparties	11	11	0	0
Non-financial customers	327	233	80	14
Total options	3,481	2,129	1,210	141
Reporting dealers	1,049	561	444	44
Other financial institutions	1,965	1,293	607	65
Central counterparties	4	1	2	1
Non-financial customers	466	275	159	32
Options sold (gross basis)	2,574	1,544	923	107
Reporting dealers	1,057	553	454	50
Other financial institutions	1,234	813	382	40
Central counterparties	2	0	1	0
Non-financial customers	282	178	87	17
Options bought (gross basis)	1,956	1,147	731	78
Reporting dealers	1,041	569	434	37
Other financial institutions	731	480	226	26
Central counterparties	2	1	1	0
Non-financial customers	184	98	72	15