Over five years, swaps plummet, options climb at US banks

Swap notionals down $45 trillion since Q2 2014

Over the last five years, both over-the-counter and exchange-traded derivatives notionals have fallen at the largest US banks, with those linked to swaps dropping the most. 

As of Q3 2019, total OTC and ETD notionals held by the eight US global systemically important banks (G-Sibs) stood at $246.2 trillion, down 16% from $294.7 trillion in Q2 2014. 

Notionals linked to swaps have tumbled the most over this period, by $45 trillion (26.2%) to $125.6 trillion.

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