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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