graph_Graph A.3_5E37428A

OTC interest rate derivatives

Notional principal¹

Graph A.3

By currency

USD trn

By maturity

Per cent

By sector of counterparty

Per cent

USD trn

¹ At half-year end (end-June and end-December). Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date.

Source: BIS OTC derivatives statistics (available at www.bis.org/statistics/derstats.htm).