| Report Date | Total Derivatives (Notional Amounts, in billions of dollars) | Total Futures and Forward Contracts (Billions) | Interest Rate Contracts (Billions) | Foreign Exhange Rate Contracts (Billions) | Other Futures and Forward Contracts (Billions) | Total Option Contracts (Billions) | Interest Rate Options (Billions) | Foreign Currency Options (Billions) | Other Option Contracts (Billions) | Total Swaps (Billions) | Interest Rate Swaps (Billions) | Foreign Exchange Rate Swaps (Billions) | Other Swaps (Billions) | Spot Foreign Exchange Contracts (Billions) | Credit Derivatives (Billions) | Number of Banks Reporting Derivatives | Replacement Cost of Interest Rate and Foreign Exchange Rate Contracts (Billions) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| March 31, 2016 | 185,534 |
37,154 |
22,041 |
14,855 |
258 |
33,567 |
25,154 |
6,220 |
2,193 |
114,814 |
100,028 |
13,493 |
1,293 |
2,561 |
7,418 |
1,217 |
3,482 |
| June 30, 2016 | 183,204 |
39,013 |
23,663 |
15,046 |
303 |
32,291 |
23,790 |
6,145 |
2,357 |
111,901 |
96,565 |
13,995 |
1,341 |
2,517 |
6,853 |
1,234 |
3,826 |
| September 30, 2016 | 170,903 |
36,962 |
22,134 |
14,446 |
382 |
30,928 |
23,214 |
5,425 |
2,288 |
103,014 |
87,650 |
13,987 |
1,377 |
2,441 |
6,562 |
1,232 |
3,334 |
| December 31, 2016 | 159,958 |
34,201 |
20,313 |
13,564 |
324 |
29,373 |
22,211 |
5,097 |
2,065 |
96,384 |
81,964 |
13,076 |
1,344 |
1,540 |
5,293 |
1,222 |
2,650 |
| March 31, 2017 | 173,032 |
39,863 |
23,580 |
15,925 |
358 |
33,986 |
25,990 |
5,589 |
2,407 |
99,183 |
83,125 |
14,646 |
1,411 |
2,153 |
5,304 |
1,210 |
2,226 |
| June 30, 2017 | 180,587 |
39,847 |
23,475 |
15,984 |
388 |
37,736 |
29,518 |
5,789 |
2,429 |
103,004 |
86,831 |
14,748 |
1,425 |
2,335 |
4,935 |
1,212 |
2,149 |
| September 30, 2017 | 183,261 |
39,935 |
23,142 |
16,370 |
423 |
41,307 |
33,297 |
5,420 |
2,590 |
102,019 |
84,831 |
15,667 |
1,520 |
2,250 |
5,090 |
1,194 |
1,815 |
| December 31, 2017 | 167,787 |
34,162 |
19,454 |
14,300 |
407 |
38,841 |
31,933 |
4,449 |
2,458 |
94,784 |
79,029 |
14,153 |
1,602 |
1,519 |
4,186 |
1,165 |
1,613 |
| March 31, 2018 | 199,449 |
45,251 |
27,303 |
17,475 |
473 |
48,814 |
40,601 |
5,313 |
2,899 |
105,384 |
87,565 |
16,051 |
1,769 |
2,225 |
4,345 |
1,164 |
1,586 |
| June 30, 2018 | 203,023 |
46,024 |
26,505 |
19,087 |
432 |
49,025 |
40,083 |
6,071 |
2,872 |
107,974 |
90,838 |
15,492 |
1,643 |
2,630 |
4,179 |
1,164 |
1,627 |
| September 30, 2018 | 202,654 |
47,051 |
27,358 |
19,262 |
432 |
50,801 |
41,484 |
6,259 |
3,058 |
104,801 |
87,933 |
15,188 |
1,680 |
2,764 |
4,342 |
1,149 |
1,513 |
| December 31, 2018 | 172,083 |
36,144 |
16,718 |
19,025 |
401 |
38,009 |
29,477 |
5,716 |
2,816 |
97,930 |
81,979 |
14,479 |
1,472 |
1,727 |
4,270 |
1,122 |
1,518 |
| March 31, 2019 | 197,137 |
46,165 |
24,327 |
21,410 |
428 |
44,138 |
34,604 |
6,466 |
3,068 |
106,833 |
90,254 |
15,023 |
1,556 |
2,670 |
4,145 |
1,132 |
1,574 |
| June 30, 2019 | 200,800 |
46,209 |
23,127 |
22,636 |
445 |
43,686 |
34,452 |
6,064 |
3,170 |
110,905 |
94,272 |
15,043 |
1,590 |
2,372 |
4,074 |
1,152 |
1,784 |
| September 30, 2019 | 197,074 |
47,061 |
23,293 |
23,270 |
497 |
41,077 |
32,134 |
5,586 |
3,357 |
108,936 |
91,738 |
15,554 |
1,643 |
2,284 |
4,183 |
1,153 |
2,069 |
| December 31, 2019 | 167,518 |
34,787 |
15,561 |
18,704 |
522 |
36,117 |
28,579 |
4,392 |
3,145 |
96,614 |
80,916 |
14,074 |
1,624 |
1,567 |
3,945 |
1,142 |
1,720 |
| March 31, 2020 | 193,514 |
46,804 |
23,829 |
22,443 |
531 |
36,111 |
27,395 |
5,354 |
3,363 |
110,599 |
94,803 |
14,384 |
1,411 |
2,200 |
3,986 |
1,178 |
2,614 |
| June 30, 2020 | 176,317 |
41,018 |
20,048 |
20,456 |
514 |
33,564 |
25,687 |
4,716 |
3,161 |
101,734 |
86,310 |
14,018 |
1,406 |
2,076 |
3,255 |
1,194 |
2,386 |
Last Updated: February 3, 2022