Detailed tables on semiannual OTC derivatives statistics at end-June 2007

Table		Publication data up to 2007Q2
		Read	Time series
	Foreign exchange derivatives
-	Notional amounts outstanding, by instrument, counterparty and currency.
-	Notional amounts outstanding, by instrument, counterparty and remaining maturity.
-	Gross market values, by instrument, counterparty and currency.
-	Herfindahl indices, by instrument.
-	Herfindahl indices, contracts between reporters, by instrument.
-	Herfindahl indices time series, contracts between reporters and non-reporters, by instrument.
	Single-currency interest rate derivatives
-	Notional amounts outstanding, by instrument, counterparty and currency.
-	Notional amounts outstanding, by instrument, counterparty and remaining maturity.
-	Gross market values, by instrument, counterparty and currency.
-	Herfindahl indices, by instrument and currency.
-	Herfindahl indices, contracts between reporters, by instrument and currency.
-	Herfindahl indices time series, contracts between reporters and non-reporters, by instrument and currency.
	Equity linked derivatives
-	Notional amounts outstanding, by instrument, counterparty and market risk factor.
-	Notional amounts outstanding, by instrument, counterparty and remaining maturity.
-	Gross market values, by instrument, counterparty and market risk factor.
-	Herfindahl indices, by instrument and market risk factor.
-	Herfindahl indices, contracts between reporters, by instrument and market risk factor.
-	Herfindahl indices time series, contracts between reporters and non-reporters, by instrument and market risk factor.
	Commodity derivatives
-	Notional amounts outstanding, by instrument and type.
-	Gross market values, by type.
	Credit default swaps
-	Notional amounts outstanding, by instrument, counterparty and maturity.
-	Gross market values, by instrument and counterparty.
-	Notional amounts outstanding, single-name instruments, by counterparty, maturity, rating category and sector.
-	Gross market values, single-name instruments, by counterparty.

For queries on these tables, please write to Ms Paola Gallardo (paola.gallardo@bis.org)

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