Global OTC derivatives market

1 Global OTC derivatives marketIn billions of US dollarsTable D5 Notional amounts outstandingGross market valueH1 2016H2 2016H1 2017H2 2017H1 2016H2 2016H1 2017H2 2017 All contracts552,925 482,422 542,439531,91221,11914,94812,68310,956 Foreign exchange contracts85,86778,78188,42987,1173,5783, 3242,6262,293By instrumentOutright forwards and fx swaps47,73844,22651,75450,8471,7141,5151 ,2591,111 Currency swaps25,16022,97124,53225,5351,5491,5101 ,160989 Options12,91311,53312,08810,679315299208 192 Other counterpartyReporting dealers35,13933,02736,52136,1281,4311,42 61,112936 Other financial institutions39,65935,29140,25839,0841,54 91,3041,036918 Central counterparties1,3271,7542,1192,100767068 65 Non-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 2,9472,2991,974 EUR26,47324,33427,82628,280917871929782 JPY15,40014,14614,90414,838916714405300 GBP10,5289,08011,07012,257667367346305 CHF3,9093,5414,1204,25713411211391 CAD3,5113,3504,0684,088125111140107 SEK1,7751,8122,0382,26847465547 Other currencies34,71630,74835,78933,4901,2451 ,479964979 Interest rate contracts446,462 385,514 435,206 426,64916,41710,6369,0457,579By instrumentFRAs76,76363,18375,41468,33438 2243129112 Swaps334,144289,103321,813318,87114,6239 ,4448,1316,747 Options35,40732,82337,64139,1121,4119497 86719 Other counterpartyReporting dealers50,31043,55742,68240,7203,6732,49 72,1221,963 Other financial institutions383,876329,893379,505371,868 11,8577,4506,2905,002 Central counterparties338,220287,219329,767320,2 188,7915,0294,3883,217 Non-financial customers12,12811,66012,68113,7298866886 33614By maturityUp to one year198,751165,888199,179191, one and five years143,436128,978141,853140, five years104,12790,24393,83594.

2 CurrencyUSD154,185143,290159,034156,5074 ,0802,3561,8501,434 EUR128,987105,594126,553121,8916,9924,81 54,1553,561 JPY50,73941,80040,97538,7721,46775363049 1 GBP46,38434,03436,68437,5702,4461,7011,4 901,292 CHF4,1204,1684,2994,1071521028462 CAD9,0308,4719,84910,944227129128135 SEK5,8074,6526,1565,985157968765 Other currencies47,21143,50651,65550,874894683 622539 Equity-linked contracts6,7616,2536,9646,57052347752457 5By instrumentForwards and swaps2,5892,5742,9033,210175160184197 Options4,1733,6794,0613,360348317340378B y counterpartyReporting dealers2,4142,1202,2971,685177147160163 Other financial institutions3,7903,4893,9914,16127525528 7321 Centralcounterparties455770132130 Non-financial customers55864467672471767791By maturityUp to one year4,2954,0164,5554, one and five years2,1001,9222,0862, five marketUS equities2,9632,7822,7672,823215198217239 European equities2,2652,0822,6682,227151134149159 Japanese equities30925130530937282833 Other Asian equities35125529733321181920 Latin American equities15422119924410141112 Other equities720663727634888599112