Table D7
Interest rate derivatives
In billions of US dollars and Herfindahl points
H2 2021
TOT
USD
EUR
JPY
GBP
CHF
CAD
Other
currencies
SEK
Notional amounts outstanding
Total interest rate contracts
FRAs
475,271
167,283
128,405
35,681
51,618
5,072
15,302
5,484
66,426
39,438
13,095
20,272
25
1,059
89
88
1,453
3,358
358
108
68
0
2
5
12
3
161
Other financial institutions
38,349
12,383
20,185
20
1,056
84
62
1,437
3,122
Central counterparties
33,048
8,914
19,558
16
1,014
80
29
1,362
2,075
Non-financial customers
731
604
20
4
1
0
14
13
74
397,109
134,609
94,442
34,467
47,384
4,966
15,167
3,919
62,154
Reporting dealers
Swaps
11,551
3,270
3,240
584
1,524
117
190
29
2,599
Other financial institutions
376,651
128,543
88,790
33,150
45,155
4,808
14,596
3,792
57,818
Central counterparties
337,067
118,630
78,304
29,519
39,899
4,510
13,551
3,649
49,003
Non-financial customers
8,906
2,797
2,413
732
705
42
381
99
1,737
38,562
19,578
13,690
1,190
3,176
17
46
111
754
Reporting dealers
18,034
9,264
6,900
884
697
4
17
16
251
Other financial institutions
17,420
8,162
6,175
255
2,339
11
20
82
375
Reporting dealers
Total options
Central counterparties
41
1
8
...
...
...
29
4
Non-financial customers
3,108
2,152
614
50
139
2
10
13
128
29,145
15,149
10,126
1,068
2,142
13
35
68
544
17,890
9,184
6,828
894
695
6
17
16
251
8,944
4,316
2,861
156
1,342
6
12
41
209
Central counterparties
7
...
3
...
...
...
Non-financial customers
2,311
1,649
437
18
105
1
Options bought (gross basis)
27,452
13,694
10,464
1,006
1,731
18,179
9,345
6,973
874
8,476
3,846
3,314
Central counterparties
34
1
Non-financial customers
797
503
Options sold (gross basis)
Reporting dealers
Other financial institutions
Reporting dealers
Other financial institutions
3
1
6
11
84
9
28
59
461
699
3
16
16
252
100
997
5
8
41
166
5
...
...
...
26
3
177
32
34
1
3
2
44
Gross market values
Total interest rate contracts
FRAs
Reporting dealers
8,612
2,054
4,027
297
1,236
56
131
50
761
195
41
91
0
23
3
1
4
33
7
4
1
0
0
0
0
0
1
Other financial institutions
177
27
89
0
23
2
0
4
31
Central counterparties
143
13
80
0
22
2
0
4
21
Non-financial customers
11
9
1
0
0
0
0
0
1
45
709
Swaps
7,787
1,794
3,611
285
1,160
52
130
996
281
399
59
177
7
9
2
63
Other financial institutions
6,313
1,409
2,994
214
906
42
108
41
600
Central counterparties
4,969
1,168
2,327
179
651
33
94
36
481
Non-financial customers
477
104
219
13
77
2
13
2
47
630
219
325
11
53
1
0
1
19
Reporting dealers
334
109
177
9
33
0
0
1
5
Other financial institutions
254
96
128
2
16
1
0
1
10
Central counterparties
0
0
0
0
...
...
...
0
0
Non-financial customers
42
15
20
0
3
0
0
0
4
Reporting dealers
Total options
475
167
246
11
37
1
0
1
13
Reporting dealers
329
107
178
10
29
0
0
1
5
Other financial institutions
129
53
61
1
7
1
0
0
5
0
Options sold (gross basis)
Central counterparties
0
0
0
...
...
...
...
0
Non-financial customers
17
7
7
0
1
0
0
0
2
Options bought (gross basis)
484
159
257
10
44
1
0
1
12
334
109
177
9
33
0
0
1
5
Reporting dealers
Source: BIS Statistics Explorer (http://stats.bis.org/statx/)
Printed on: 25/08/2022 11:42
Table D7
125
43
66
1
9
0
0
0
Other
currencies
5
Central counterparties
0
0
0
0
...
...
...
0
0
Non-financial customers
24
7
13
0
2
0
0
0
1
H2 2021
Other financial institutions
TOT
USD
EUR
JPY
GBP
CHF
CAD
SEK
Herfindahl indices
FRAs
Between reporters
With non-reporters
697
1,650
698
2,449
4,056
2,431
660
7,039
668
2,772
3,740
2,842
3,665
8,667
3,635
4,509
9,530
4,397
4,325
9,098
3,666
1,713
5,000
1,713
Swaps
Between reporters
With non-reporters
431
909
445
557
1,082
566
417
643
426
594
615
602
839
3,031
893
1,233
772
1,376
1,349
1,513
1,365
1,637
1,151
1,663
Total options
Between reporters
With non-reporters
711
707
774
759
779
796
697
735
695
731
769
706
2,578
1,218
3,911
2,057
1,836
2,265
2,981
5,771
1,629
5,309
2,943
6,258
Source: BIS Statistics Explorer (http://stats.bis.org/statx/)
Printed on: 25/08/2022 11:42