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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