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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