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 ...

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