Appendix 9

Global OTC Derivatives Market-Source BIS

In billions of US dollars Table D5
Notional amounts outstanding Gross market value
H2 2013 H1 2014 H2 2014 H1 2015 H2 2013 H1 2014 H2 2014 H1 2015
All contracts 710,633 691,640 629,142 552,909 18,825 17,438 20,878 15,521
Foreign exchange contracts 70,553 74,782 75,879 74,519 2,284 1,724 2,944 2,547
    By instrument
        Outright forwards and fx swaps 33,218 35,190 37,076 37,238 824 572 1,205 936
        Currency swaps 25,448 26,141 24,204 23,724 1,186 939 1,351 1,286
        Options 11,886 13,451 14,600 13,558 273 213 389 326
    By counterparty
        Reporting dealers 31,206 31,971 31,933 30,741 1,011 709 1,315 1,025
        Other financial institutions 30,552 33,700 34,334 33,323 887 693 1,163 1,001
        Nonfinancial customers 8,794 9,111 9,612 10,456 386 321 466 522
    By maturity
        Up to one year 51,198 55,115 56,831 56,843 ... ... ... ...
        Between one and five years 13,658 13,912 13,664 12,405 ... ... ... ...
        Over five years 5,696 5,756 5,384 5,271 ... ... ... ...
    By currency
        USD 61,019 65,135 67,235 64,096 1,917 1,399 2,653 2,193
        EUR 25,177 26,450 25,515 27,340 707 602 972 988
        JPY 14,122 13,179 14,244 13,495 721 352 785 493
        GBP 8,789 9,184 8,420 9,034 256 243 241 311
        CHF 4,070 3,945 4,178 3,927 133 110 139 143
        CAD 3,263 3,252 3,143 3,583 74 85 103 126
        SEK 1,407 1,334 1,117 1,227 28 24 41 29
        Other currencies 23,258 27,087 27,905 26,336 731 632 954 810
Interest rate contracts 584,799 563,290 505,454 434,740 14,200 13,461 15,608 11,081
    By instrument
        FRAs 78,810 92,575 80,836 74,641 108 126 145 143
        Swaps 456,725 421,273 381,028 319,954 12,919 12,042 13,946 9,814
        Options 49,264 49,442 43,591 40,145 1,174 1,292 1,517 1,124
    By counterparty
        Reporting dealers 95,762 84,520 69,806 61,031 3,741 3,719 3,981 3,104
        Other financial institutions 471,870 463,021 421,397 359,808 9,673 8,871 10,682 7,180
        Nonfinancial customers 17,168 15,749 14,251 13,901 786 871 946 797
    By maturity
        Up to one year 198,655 228,898 200,800 180,500 ... ... ... ...
        Between one and five years 234,352 208,309 184,661 151,870 ... ... ... ...
        Over five years 151,793 126,083 119,992 102,369 ... ... ... ...
    By currency
        USD 173,382 160,805 172,546 159,811 4,314 3,246 3,601 2,751
        EUR 241,668 221,855 167,267 126,106 6,989 7,362 8,185 5,273
        JPY 52,551 51,706 46,127 44,041 696 759 798 585
        GBP 52,626 60,823 57,008 46,563 1,294 1,079 1,828 1,391
        CHF 5,750 5,343 4,776 3,994 121 113 128 131
        CAD 10,385 10,471 10,086 10,532 139 126 163 213
        SEK 6,662 6,229 4,830 4,158 81 114 115 92
        Other currencies 41,777 46,059 42,814 39,535 566 661 790 645
Equity-linked contracts 6,560 7,084 6,968 7,545 700 678 612 606
    By instrument
        Forwards and swaps 2,277 2,505 2,495 2,801 202 199 177 168
        Options 4,284 4,579 4,473 4,744 498 479 435 438
    By counterparty
        Reporting dealers 2,097 2,444 2,364 2,529 244 228 200 212
        Other financial institutions 3,874 3,939 3,909 4,279 348 346 288 268
        Nonfinancial customers 589 702 696 737 108 105 124 126
    By maturity
        Up to one year 3,688 4,116 4,491 4,958 ... ... ... ...
        Between one and five years 2,265 2,366 2,038 2,149 ... ... ... ...
        Over five years 607 602 440 438 ... ... ... ...
    By market
        US equities 2,187 2,522 2,904 3,239 301 302 289 258
        European equities 2,752 2,900 2,428 2,692 243 229 179 192
        Japanese equities 565 501 510 416 66 56 49 51
        Other Asian equities 297 341 351 444 21 23 20 20
        Latin American equities 163 178 178 178 10 11 11 11
        Other equities 596 643 597 576 60 57 66 74


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