Global OTC derivatives market
Global OTC derivatives marketIn billions of US dollarsTable D5Notional amounts outstandingGross market valueH1 2016H2 2016H1 2017H2 2017H1 2016H2 2016H1 2017H2 2017All contracts552,925 482,422 542,439531,91221,11914,94812,68310,956Fo reign exchange contracts85,86778,78188,42987,1173,5783, 3242,6262,293By instrumentOutright forwards and fx swaps47,73844,22651,75450,8471,7141,5151 ,2591,111Currency swaps25,16022,97124,53225,5351,5491,5101 ,160989Options12,91311,53312,08810,67931 5299208192Other counterpartyReporting dealers35,13933,02736,52136,1281,4311,42 61,112936Other financial institutions39,65935,29140,25839,0841,54 91,3041,036918Central counterparties1,3271,7542,1192,100767068 65Non-financial customers11,01310,41311,59411,8495995944 79439By maturityUp to one year68,22060,14669,46168, one and five years12,60612,99713,34613, five years4,9845,5875,5665, currencyUSD75,42270,55077,04474,7563,104 2,9472,2991,974EUR26,47324,33427,82628,2 80917871929782JPY15,40014,14614,90414,83 8916714405300GBP10,5289,08011,07012,2576 67367346305CHF3,9093,5414,1204,257134112 11391CAD3,5113,3504,0684,088125111140107 SEK1,7751,8122,0382,26847465547Other currencies34,71630,74835,78933,4901,2451 ,479964979Interest rate contracts446,462 385,514 435,206 426,64916,41710,6369,0457,579By instrumentFRAs76,76363,18375,41468,33438 2243129112Swaps334,144289,103321,813318, 87114,6239,4448,1316,747Options35,40732, 82337,6413
Global OTC derivatives market In billions of US dollars Table D5 Notional amounts outstanding Gross market value H1 2016 H2 2016 H1 …
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