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Table 21C: Amounts outstanding of OTC single-currency interest rate derivatives

By instrument, maturity and counterparty


In billions of US dollars
Instrument / maturity
Total contracts
Maturity of one year or less
Maturity between 1 and 5 years
Maturity over 5 years
Forwards and swaps
Maturity of one year or less
Maturity between 1 and 5 years
Maturity over 5 years
Options
Maturity of one year or less
Maturity between 1 and 5 years
Maturity over 5 years

Dec 2009

All counterparties
Jun 2010 Dec 2010 Jun 2011

Dec 2011

Dec 2009

Reporting Dealers
Jun 2010 Dec 2010 Jun 2011

Dec 2011

449,875

451,831

465,260

553,240

504,098

138,580

132,128

134,483

159,222

157,330

180,007
134,312
135,556

196,040
129,488
126,303

188,118
139,449
137,693

246,637
177,182
129,420

199,343
176,420
128,334

63,129
43,117
32,334

62,032
40,886
29,209

60,597
42,217
31,669

68,911
54,177
36,134

67,100
53,831
36,399

401,067

403,750

415,964

496,948

453,187

115,346

109,945

109,442

127,100

125,629

168,641
118,521
113,905

183,905
114,289
105,556

177,086
121,941
116,937

231,088
153,102
112,759

185,624
154,071
113,492

57,284
34,639
23,424

56,137
32,935
20,873

55,113
32,286
22,043

61,353
40,478
25,268

59,414
40,242
25,973

48,808

48,081

49,295

56,291

50,911

23,233

22,183

25,041

32,122

31,701

11,366
15,791
21,651

12,135
15,199
20,748

11,032
17,508
20,755

15,549
24,081
16,662

13,719
22,350
14,842

5,845
8,478
8,910

5,896
7,951
8,336

5,484
9,931
9,627

7,558
13,698
10,866

7,685
13,589
10,426

Table 22A: Amounts outstanding of OTC equity-linked and commodity derivatives


By instrument and counterparty
In billions of US dollars
Notional amounts outstanding
Instrument / counterparty
Total equity contracts
Reporting dealers
Other financial institutions
Non-financial institutions
Forwards and swaps
Reporting dealers
Other financial institutions
Non-financial institutions
Options

Gross market values

Dec 2009

Jun 2010

Dec 2010

Jun 2011

Dec 2011

Dec 2009

Jun 2010

Dec 2010

Jun 2011

5,937

6,260

5,635

6,841

5,982

708

706

648

708

Dec 2011
679

2,101
3,144
692

2,183
3,291
785

2,020
2,881
733

2,483
3,558
800

2,257
2,992
733

270
324
115

280
315
111

237
291
120

240
319
149

250
295
134

1,652

1,754

1,828

2,029

1,738

176

189

167

176

156

413
953
287

479
932
343

524
995
309

598
1,103
328

500
970
268

33
105
38

38
108
42

28
96
43

32
102
42

32
85
38

4,285

4,506

3,807

4,813

4,244

532

518

480

532

523

Reporting dealers
Other financial institutions
Non-financial institutions

1,688
2,191
406

1,704
2,359
442

1,497
1,886
424

1,885
2,455
472

1,757
2,022
465

237
219
76

242
207
69

209
195
77

208
217
106

218
210
96

Total commodity contracts

2,944

2,852

2,922

3,197

3,091

545

458

526

471

487

423

417

397

468

521

48

45

47

50

82

Forwards and swaps


Options

201
222

224
193

230
167

283
185

306
215

Other precious metals

107

127

123

144

132

15

29

18

19

14

Forwards and swaps


Options

76
31

81
46

90
32

86
58

65
67

Gold

Other commodities
Forwards and swaps
Options

A 134

2,414

2,307

2,403

2,585

2,438

482

384

461

402

391

1,599
815

1,470
837

1,691
712

1,760
825

1,680
758

BIS Quarterly Review, June 2012