BIS Statistics Explorer: Table D9

OTC derivatives by maturity

Notional amounts outstanding, in billions of US dollars

« ‹ H1 2021 › »	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	102,471	78,790	16,345	7,294
Outright forwards, forex swaps and currency swaps	90,317	68,297	15,006	7,014
Reporting dealers	31,948	22,574	6,219	3,155
Other financial institutions	46,949	37,809	6,484	2,656
Central counterparties	4,001	3,750	234	17
Non-financial customers	11,419	7,914	2,303	1,203
Total options	12,113	10,493	1,339	280
Reporting dealers	4,893	4,118	600	175
Other financial institutions	5,655	5,144	447	65
Central counterparties	168	155	13	...
Non-financial customers	1,564	1,231	292	41
Options sold (gross basis)	8,601	7,368	1,001	232
Reporting dealers	4,951	4,157	618	177
Other financial institutions	2,917	2,625	250	41
Central counterparties	85	78	7	...
Non-financial customers	733	586	133	14
Options bought (gross basis)	8,405	7,244	939	223
Reporting dealers	4,836	4,080	582	173
Other financial institutions	2,739	2,518	197	23
Central counterparties	83	77	6	...
Non-financial customers	831	645	159	27
Total FX contracts including gold	103,448	79,418	16,403	7,591
Total interest rate contracts	488,099	198,947	173,558	115,306
Forwards and swaps	446,002	185,409	155,672	104,921
Reporting dealers	11,412	2,925	4,097	4,391
Other financial institutions	424,856	180,187	147,700	96,968
Central counterparties	378,845	166,783	129,183	82,878
Non-financial customers	9,734	2,297	3,875	3,562
Total options	41,810	13,538	17,886	10,385
Reporting dealers	18,694	4,978	8,128	5,588
Other financial institutions	20,123	7,641	8,140	4,342
Central counterparties	43	36	6	2
Non-financial customers	2,993	919	1,618	455
Options sold (gross basis)	31,228	9,787	13,392	8,050
Reporting dealers	18,528	4,927	8,038	5,564
Other financial institutions	10,530	4,127	4,151	2,252
Central counterparties	13	10	2	1
Non-financial customers	2,170	733	1,203	234
Options bought (gross basis)	29,276	8,730	12,622	7,924
Reporting dealers	18,860	5,029	8,219	5,612
Other financial institutions	9,593	3,514	3,989	2,090
Central counterparties	30	25	4	1
Non-financial customers	823	187	415	221
Total equity-linked contracts	7,506	4,985	2,127	393
Forwards and swaps	3,832	2,617	999	216
Reporting dealers	606	468	113	25
Other financial institutions	2,685	1,784	744	158
Central counterparties	28	27	0	0
Non-financial customers	541	365	143	33
Total options	3,673	2,368	1,128	177
Reporting dealers	849	452	364	33
Other financial institutions	2,235	1,645	502	88
Central counterparties	5	4	0	0
Non-financial customers	589	271	261	56
Options sold (gross basis)	2,588	1,579	889	121
Reporting dealers	908	471	399	38
Other financial institutions	1,349	960	337	52
Central counterparties	2	2	0	0
Non-financial customers	331	148	153	30
Options bought (gross basis)	1,934	1,242	602	90
Reporting dealers	790	434	328	27
Other financial institutions	886	685	166	36
Central counterparties	2	2	0	0
Non-financial customers	257	123	108	27