"Foreign exchange derivatives by instrument, counterparty and maturityš",,,,,,,,,,,,,,,,,,,,,
Notional amounts outstanding from end-June 1998,,,,,,,,,,,,,,,,,,,,,
In millions of US dollars,,,,,,,,,,,,,,,,,,,,,

,,,'Period (OTC)',,,,,,,,,,,,,,,,,,
'Currency (OTC)','Instrument (OTC)',Counter_Party,   Jun 98,   Dec 98,   Jun 99,   Dec 99,   Jun 00,   Dec 00,   Jun 01,   Dec 01,   Jun 02,   Dec 02,   Jun 03,   Dec 03,   Jun 04,   Dec 04,   Jun 05,   Dec 05,   Jun 06,   Dec 06,   Jun 07
   Total,   All instruments,   All counterparties (net),"18,718,838","18,011,138","14,899,464","14,344,450","15,494,310","15,665,718","16,909,874","16,747,649","18,067,708","18,447,914","22,070,500","24,475,064","26,997,068","29,288,990","31,081,294","31,364,026","38,090,896","40,239,336","48,620,200"
   Total,   Total foreign exchange including gold,   All counterparties (net),"18,911,708","18,193,298","15,091,219","14,587,536","15,755,808","15,883,373","17,113,114","16,978,860","18,346,768","18,763,048","22,374,056","24,819,198","27,314,616","29,658,212","31,368,848","31,698,376","38,547,240","40,879,224","49,045,744"
   Total,   Forwards and swaps,   All counterparties (net),"14,096,003","14,316,415","11,890,751","12,037,389","13,109,104","13,327,238","14,413,691","14,277,570","14,640,404","15,222,231","17,490,715","18,757,832","20,959,280","23,173,956","24,036,440","24,376,944","29,064,157","30,637,324","36,816,602"
   Total,   Forwards and swaps,   Reporting dealers (net),"5,621,049","5,767,687","4,295,234","4,521,686","4,900,259","4,891,639","5,058,139","5,011,632","5,396,165","5,740,357","6,522,054","6,903,843","8,527,863","9,055,081","9,206,136","8,980,672","11,046,808","11,010,230","13,693,917"
   Total,   Forwards and swaps,   Other financial institutions,"5,723,468","6,107,708","5,227,982","5,194,745","5,539,831","5,684,179","6,264,125","5,913,285","5,957,436","6,272,375","7,329,189","7,667,846","8,148,481","9,416,451","9,736,044","10,232,992","11,999,778","12,795,979","15,269,706"
   Total,   Forwards and swaps,   Non-financial institutions,"2,751,480","2,441,012","2,367,538","2,320,958","2,669,010","2,751,423","3,091,430","3,352,641","3,286,803","3,209,494","3,639,475","4,186,149","4,282,937","4,702,433","5,094,266","5,163,289","6,017,579","6,831,118","7,852,988"
   Total,   Total options,   All counterparties (net),"4,622,844","3,694,726","3,008,711","2,307,066","2,385,210","2,338,481","2,496,184","2,470,085","3,427,303","3,225,685","4,579,792","5,717,242","6,037,796","6,115,049","7,044,869","6,987,095","9,026,748","9,602,023","11,803,614"
   Total,   Options sold,   All counterparties (gross),"3,241,731","2,630,082","2,093,830","1,591,633","1,618,481","1,519,986","1,580,697","1,609,691","2,255,246","2,152,447","2,996,858","3,734,949","4,178,480","4,412,465","5,080,732","5,186,289","6,578,543","7,121,174","8,607,448"
   Total,   Options sold,   Reporting dealers (gross),"1,730,411","1,508,412","1,158,666","863,610","905,821","816,037","797,929","821,694","1,156,238","1,092,765","1,425,172","1,731,539","2,265,824","2,596,843","2,977,824","3,203,071","4,146,444","4,504,780","5,365,222"
   Total,   Options sold,   Other financial institutions,"670,428","667,289","607,270","460,098","426,808","418,031","482,877","420,864","614,579","656,636","815,804","904,176","998,923","1,044,274","1,355,158","1,314,578","1,601,977","1,648,755","1,988,266"
   Total,   Options sold,   Non-financial institutions,"840,892","454,379","327,895","267,929","285,859","285,918","299,894","367,134","484,428","403,045","755,884","1,099,239","913,734","771,349","747,754","668,644","830,127","967,642","1,253,965"
   Total,   Options bought,   All counterparties (gross),"3,166,467","2,580,485","2,083,575","1,586,030","1,693,170","1,656,081","1,764,466","1,760,384","2,378,240","2,174,714","3,015,350","3,738,672","4,127,666","4,315,183","4,936,669","4,981,502","6,679,222","6,973,600","8,660,058"
   Total,   Options bought,   Reporting dealers (gross),"1,840,299","1,523,269","1,178,721","877,585","947,060","859,135","900,033","978,289","1,256,130","1,110,185","1,439,667","1,781,229","2,270,884","2,628,368","2,967,250","3,158,330","4,315,596","4,480,733","5,562,573"
   Total,   Options bought,   Other financial institutions,"654,589","664,554","593,283","447,492","454,576","494,758","539,832","420,782","637,563","668,205","803,128","877,560","965,666","956,427","1,243,148","1,173,433","1,516,311","1,574,477","1,883,611"
   Total,   Options bought,   Non-financial institutions,"671,582","392,663","311,568","260,954","291,539","302,189","324,605","361,312","484,547","396,320","772,553","1,079,882","891,115","730,391","726,273","649,740","847,315","918,393","1,213,876"
   Maturity of one year or less,   All instruments,   All counterparties (net),"16,292,150","15,791,200","12,444,218","12,139,557","13,177,861","12,887,994","13,012,133","13,426,969","14,401,211","14,521,517","17,543,156","18,840,254","21,251,602","22,833,888","24,255,614","23,909,804","29,562,778","30,254,730","36,940,360"
   Maturity of one year or less,   Forwards and swaps,   All counterparties (net),"11,999,836","12,283,691","9,637,989","9,957,453","10,916,448","10,726,348","10,848,263","11,176,068","11,296,032","11,732,179","13,407,951","13,746,331","15,833,648","17,521,952","18,194,834","18,157,270","22,104,962","22,677,638","27,696,744"
   Maturity of one year or less,   Forwards and swaps,   Reporting dealers (net),"5,087,984","5,205,124","3,717,212","3,997,141","4,369,034","4,219,601","4,053,754","4,199,147","4,438,044","4,710,092","5,268,026","5,256,762","6,737,734","7,068,723","7,058,466","6,698,723","8,448,097","8,045,960","10,199,291"
   Maturity of one year or less,   Forwards and swaps,   Other financial institutions,"4,804,606","5,319,456","4,254,000","4,322,765","4,612,334","4,571,322","4,709,429","4,641,654","4,586,672","4,845,161","5,646,896","5,714,017","6,171,783","7,190,088","7,500,374","7,725,363","9,153,259","9,724,274","11,688,705"
   Maturity of one year or less,   Forwards and swaps,   Non-financial institutions,"2,107,247","1,759,109","1,666,781","1,637,547","1,935,086","1,935,424","2,085,085","2,335,268","2,271,311","2,176,929","2,493,028","2,775,552","2,924,128","3,263,143","3,635,995","3,733,183","4,503,607","4,907,409","5,808,753"
   Maturity of one year or less,   Total options,   All counterparties (net),"4,292,313","3,507,509","2,806,223","2,182,105","2,261,407","2,161,651","2,163,872","2,250,901","3,105,180","2,789,339","4,135,205","5,093,927","5,417,958","5,311,948","6,060,786","5,752,537","7,457,825","7,577,091","9,243,614"
   Maturity of one year or less,   Options sold,   All counterparties (gross),"3,017,769","2,499,706","1,968,154","1,511,035","1,546,578","1,433,713","1,407,680","1,485,447","2,061,270","1,887,510","2,726,939","3,340,603","3,756,848","3,825,421","4,372,525","4,283,101","5,422,454","5,611,764","6,745,460"
   Maturity of one year or less,   Options sold,   Reporting dealers (gross),"1,628,298","1,437,340","1,104,495","829,425","875,577","791,298","733,844","788,405","1,096,406","994,578","1,336,858","1,569,964","2,053,814","2,270,635","2,609,591","2,711,134","3,445,805","3,572,585","4,276,334"
   Maturity of one year or less,   Options sold,   Other financial institutions,"636,377","641,244","570,657","438,494","410,552","394,862","418,885","389,558","558,966","565,951","735,054","802,945","890,514","919,380","1,180,355","1,052,944","1,326,719","1,276,466","1,518,628"
   Maturity of one year or less,   Options sold,   Non-financial institutions,"753,097","421,121","293,000","243,116","260,450","247,553","254,952","307,484","405,898","326,980","655,027","967,694","812,521","635,407","582,582","519,025","649,931","762,717","950,499"
   Maturity of one year or less,   Options bought,   All counterparties (gross),"2,924,190","2,453,151","1,948,718","1,513,206","1,607,477","1,535,131","1,533,388","1,629,117","2,188,133","1,901,048","2,751,973","3,342,728","3,717,556","3,788,628","4,306,691","4,164,094","5,575,112","5,532,163","6,878,502"
   Maturity of one year or less,   Options bought,   Reporting dealers (gross),"1,670,991","1,453,356","1,116,801","854,850","909,717","823,091","820,550","938,924","1,192,043","1,003,865","1,350,556","1,608,853","2,059,089","2,333,577","2,627,279","2,678,193","3,633,687","3,561,095","4,484,368"
   Maturity of one year or less,   Options bought,   Other financial institutions,"624,170","636,811","553,811","422,698","435,594","451,128","441,205","386,803","588,098","575,550","733,669","789,975","875,730","856,515","1,106,189","986,760","1,281,190","1,264,466","1,439,733"
   Maturity of one year or less,   Options bought,   Non-financial institutions,"629,031","362,986","278,107","235,658","262,168","260,910","271,634","303,393","407,992","321,633","667,746","943,897","782,737","598,537","573,225","499,143","660,237","706,602","954,405"
   Maturity over 1 year and up to 5 years,   All instruments,   All counterparties (net),"1,831,995","1,624,367","1,772,154","1,539,235","1,623,396","1,901,840","2,833,006","2,339,806","2,536,620","2,718,722","3,128,348","3,900,545","3,911,913","4,386,356","4,729,163","5,165,106","5,837,286","6,690,942","8,079,734"
   Maturity over 1 year and up to 5 years,   Forwards and swaps,   All counterparties (net),"1,525,205","1,448,886","1,593,127","1,430,585","1,518,474","1,764,096","2,542,967","2,141,970","2,243,526","2,337,865","2,733,890","3,355,595","3,382,894","3,676,053","3,847,157","4,049,631","4,433,049","4,886,942","5,812,921"
   Maturity over 1 year and up to 5 years,   Forwards and swaps,   Reporting dealers (net),"427,149","422,771","427,353","377,109","388,438","456,893","709,724","564,734","651,472","706,886","851,154","1,103,185","1,181,012","1,302,765","1,417,699","1,490,634","1,676,265","1,866,182","2,230,522"
   Maturity over 1 year and up to 5 years,   Forwards and swaps,   Other financial institutions,"645,576","548,780","677,734","578,614","609,887","734,799","1,127,677","854,078","905,800","943,165","1,129,124","1,348,250","1,328,276","1,454,452","1,484,262","1,656,845","1,809,783","1,999,048","2,417,321"
   Maturity over 1 year and up to 5 years,   Forwards and swaps,   Non-financial institutions,"452,478","477,338","488,041","474,858","520,154","572,403","705,565","723,157","686,256","687,812","753,612","904,159","873,603","918,840","945,198","902,152","947,004","1,021,713","1,165,079"
   Maturity over 1 year and up to 5 years,   Total options,   All counterparties (net),"306,792","175,478","179,322","108,653","104,918","137,741","290,043","197,843","293,092","380,862","394,463","544,954","529,025","710,314","882,010","1,115,481","1,404,244","1,804,002","2,266,822"
   Maturity over 1 year and up to 5 years,   Options sold,   All counterparties (gross),"206,605","122,352","114,299","71,446","60,661","73,497","157,514","114,739","176,701","242,190","245,369","352,261","370,484","532,616","636,616","821,789","1,038,018","1,352,964","1,648,609"
   Maturity over 1 year and up to 5 years,   Options sold,   Reporting dealers (gross),"95,380","68,185","48,390","27,955","23,645","21,949","58,865","30,975","54,052","93,641","81,564","146,872","190,848","296,958","330,576","445,162","625,146","827,120","946,637"
   Maturity over 1 year and up to 5 years,   Options sold,   Other financial institutions,"25,907","24,242","33,872","19,224","13,161","19,547","56,475","25,635","48,310","74,968","69,857","91,235","95,915","112,912","156,190","243,480","251,827","345,919","431,993"
   Maturity over 1 year and up to 5 years,   Options sold,   Non-financial institutions,"85,318","29,924","32,041","24,268","23,853","32,001","42,174","58,128","74,339","73,581","93,946","114,153","83,722","122,744","149,850","133,148","161,044","179,925","269,980"
   Maturity over 1 year and up to 5 years,   Options bought,   All counterparties (gross),"229,816","120,331","116,545","61,851","68,775","90,202","194,590","116,904","172,593","236,324","230,414","342,474","349,049","459,674","564,883","735,060","984,918","1,273,090","1,562,858"
   Maturity over 1 year and up to 5 years,   Options bought,   Reporting dealers (gross),"163,880","66,219","54,657","21,337","25,391","29,960","65,256","36,628","58,349","101,667","81,080","152,701","190,177","267,007","308,412","437,587","612,249","816,994","942,663"
   Maturity over 1 year and up to 5 years,   Options bought,   Other financial institutions,"24,847","25,636","31,195","16,278","15,587","23,197","79,151","25,579","43,792","65,349","55,691","77,246","74,713","83,572","122,625","169,981","214,623","284,966","410,399"
   Maturity over 1 year and up to 5 years,   Options bought,   Non-financial institutions,"41,093","28,475","30,692","24,237","27,799","37,047","50,185","54,699","70,451","69,308","93,643","112,527","84,159","109,097","133,847","127,495","158,044","171,131","209,795"
   Maturity over 5 years,   All instruments,   All counterparties (net),"594,732","591,663","682,743","665,918","693,050","875,898","1,064,735","980,887","1,129,880","1,207,672","1,399,000","1,734,278","1,833,555","2,068,761","2,096,536","2,289,141","2,690,849","3,293,676","3,600,117"
   Maturity over 5 years,   Forwards and swaps,   All counterparties (net),"570,910","579,783","659,539","649,348","674,144","836,808","1,022,457","959,537","1,100,843","1,152,183","1,348,877","1,655,907","1,742,748","1,975,962","1,994,451","2,170,044","2,526,154","3,072,739","3,306,930"
   Maturity over 5 years,   Forwards and swaps,   Reporting dealers (net),"105,783","142,953","150,641","147,439","142,776","215,149","294,666","247,752","306,649","323,384","402,880","543,896","609,126","683,588","729,970","791,311","922,434","1,098,091","1,264,106"
   Maturity over 5 years,   Forwards and swaps,   Other financial institutions,"273,359","236,120","296,425","293,371","317,594","378,060","427,019","417,559","464,956","484,044","553,163","605,581","648,424","771,916","751,399","850,777","1,036,742","1,072,649","1,163,671"
   Maturity over 5 years,   Forwards and swaps,   Non-financial institutions,"191,768","200,712","212,476","208,535","213,773","243,601","300,777","294,226","329,239","344,752","392,836","506,430","485,201","520,457","513,082","527,957","566,976","902,002","879,154"
   Maturity over 5 years,   Total options,   All counterparties (net),"23,822","11,880","23,211","16,565","18,903","39,089","42,276","21,351","29,037","55,491","50,126","78,378","90,813","92,806","102,099","119,103","164,703","220,942","293,197"
   Maturity over 5 years,   Options sold,   All counterparties (gross),"17,450","7,967","11,493","9,158","11,261","12,777","15,508","9,505","17,275","22,746","24,556","42,088","51,140","54,437","71,603","81,409","118,069","156,455","213,391"
   Maturity over 5 years,   Options sold,   Reporting dealers (gross),"6,852","2,758","6,312","5,727","6,619","2,791","5,218","2,311","5,781","4,547","6,746","14,697","21,163","29,255","37,660","46,776","75,489","105,086","142,254"
   Maturity over 5 years,   Options sold,   Other financial institutions,"8,138","1,809","2,357","2,383","3,091","3,628","7,522","5,668","7,304","15,716","10,896","9,996","12,490","11,987","18,617","18,153","23,430","26,367","37,651"
   Maturity over 5 years,   Options sold,   Non-financial institutions,"2,458","3,398","2,824","1,048","1,553","6,360","2,768","1,525","4,190","2,484","6,913","17,394","17,487","13,195","15,325","16,479","19,149","25,003","33,487"
   Maturity over 5 years,   Options bought,   All counterparties (gross),"12,511","6,616","18,322","10,973","16,938","30,750","36,494","14,372","17,523","37,346","32,960","53,470","61,051","66,886","65,103","82,352","119,208","168,348","218,700"
   Maturity over 5 years,   Options bought,   Reporting dealers (gross),"5,428","2,649","6,895","1,400","11,971","6,084","14,229","2,740","5,740","4,654","8,034","19,673","21,605","27,787","31,566","42,553","69,669","102,646","135,543"
   Maturity over 5 years,   Options bought,   Other financial institutions,"5,583","2,106","8,342","8,518","3,392","20,437","19,477","8,404","5,677","27,309","13,765","10,340","15,223","16,342","14,336","16,693","20,501","25,050","33,480"
   Maturity over 5 years,   Options bought,   Non-financial institutions,"1,500","1,862","3,086","1,055","1,575","4,231","2,788","3,227","6,107","5,383","11,161","23,457","24,223","22,759","19,202","23,107","29,037","40,651","49,676"