OTC interest rate derivatives

Notional principal1

Graph A.3

By currency

USD trn

15171921 060120180240300
US dollarEuroPound sterlingYen

By maturity

Per cent

15171921 0255075100125
≤ 1 year> 1 year & ≤ 5 years> 5 years

By sector of counterparty

Per cent

USD trn

1315171921 0150300450600750747678808284
Share of CCPs (lhs)Reporting dealers (rhs)Other financial institutions (rhs)Non-financial institutions (rhs)