"Foreign exchange derivatives by instrument, counterparty and maturity",,,,,,,,,,,,,,,,,,,,,,,,,,,,, Notional amounts outstanding from end June 1998,,,,,,,,,,,,,,,,,,,,,,,,,,,,, In millions of US dollars,,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,1998-H1,1998-H2,1999-H1,1999-H2,2000-H1,2000-H2,2001-H1,2001-H2,2002-H1,2002-H2,2003-H1,2003-H2,2004-H1,2004-H2,2005-H1,2005-H2,2006-H1,2006-H2,2007-H1,2007-H2,2008-H1,2008-H2,2009-H1,2009-H2,2010-H1,2010-H2,2011-H1 Total (All currencies maturities and regions),All instruments,All counterparties (net),18718838,18011138,14899464,14344450,15494310,15665718,16909874,16747649,18067709,18447914,22070500,24475065,26997071,29288992,31081295,31360382,38127133,40270899,48645304,56238245,62982680,50042263,48732027,49181021,53152790,57795891,64698126 Total (All currencies maturities and regions), Total foreign exchange including gold,All counterparties (net),18911707,18193298,15091219,14587536,15755808,15883373,17113114,16978861,18346769,18763048,22374056,24819198,27314614,29658214,31368847,31694733,38583480,40910786,49070844,56832997,63631828,50437165,49157108,49604205,53570200,58192465,65165823 Total (All currencies maturities and regions), FX Forwards and swaps + Currency swaps,All counterparties (net),14096003,14316415,11890751,12037389,13109104,13327238,14413691,14277570,14640404,15222231,17490715,18757832,20959280,23173956,24036440,24376780,29103023,30673988,36841705,43490386,48272696,39434359,38176944,39638194,41983106,47704346,53340636 Total (All currencies maturities and regions), FX Forwards and swaps + Currency swaps,Reporting dealers (net),5621049,5767687,4295234,4521686,4900259,4891639,5058139,5011632,5396165,5740357,6522054,6903843,8527863,9055081,9206136,8980836,11071985,11034531,13708655,15385893,17495673,14481085,14030751,14794817,15396885,17582624,21007139 Total (All currencies maturities and regions), FX Forwards and swaps + Currency swaps,Other financial institutions,5723468,6107708,5227982,5194745,5539831,5684179,6264125,5913285,5957436,6272375,7329189,7667846,8148481,9416451,9736044,10232992,12005131,12799603,15271908,19727264,21811600,17763477,17369551,17778908,19151228,21819866,24278282 Total (All currencies maturities and regions), FX Forwards and swaps + Currency swaps,Non-financial institutions,2751480,2441012,2367538,2320958,2669010,2751423,3091430,3352641,3286803,3209494,3639475,4186149,4282937,4702433,5094266,5162961,6025915,6839856,7861150,8377243,8965429,7189802,6776644,7064474,7434993,8301855,8055219 Total (All currencies maturities and regions), Total options,All counterparties (net),4622844,3694726,3008711,2307066,2385210,2338481,2496184,2470085,3427303,3225685,4579792,5717242,6037796,6115049,7044869,6983615,9024120,9596922,11803614,12747872,14709994,10607906,10555091,9542828,11169684,10091545,11357502 Total (All currencies maturities and regions), Options sold,All counterparties (gross),3241731,2630082,2093830,1591633,1618481,1519986,1580697,1609691,2255246,2152447,2996858,3734949,4178480,4412465,5080732,5186289,6578543,7121175,8607448,9523334,10978719,7887102,7689813,6917232,7911500,7358539,8434775 Total (All currencies maturities and regions), Options sold,Reporting dealers (gross),1730411,1508412,1158666,863610,905821,816037,797929,821694,1156238,1092765,1425172,1731539,2265824,2596843,2977824,3207491,4149538,4509968,5365222,5895581,7218048,5175182,4833126,4031430,4457688,4411052,5215092 Total (All currencies maturities and regions), Options sold,Other financial institutions,670428,667289,607270,460098,426808,418031,482877,420864,614579,656636,815804,904176,998923,1044274,1355158,1314578,1601977,1648755,1988266,2516426,2534939,1773625,1964727,1875537,2231762,2008313,2423641 Total (All currencies maturities and regions), Options sold,Non-financial institutions,840892,454379,327895,267929,285859,285918,299894,367134,484428,403045,755884,1099239,913734,771349,747754,664224,827033,962455,1253965,1111330,1225737,938297,891960,1010268,1222051,939173,796045 Total (All currencies maturities and regions), Options bought,All counterparties (gross),3166467,2580485,2083575,1586030,1693170,1656081,1764466,1760384,2378240,2174714,3015350,3738672,4127666,4315183,4936669,4981503,6679222,6973601,8660058,9172226,11080473,7904662,7683235,6726873,7785729,7105941,8085538 Total (All currencies maturities and regions), Options bought,Reporting dealers (gross),1840299,1523269,1178721,877585,947060,859135,900033,978289,1256130,1110185,1439667,1781229,2270884,2628368,2967250,3160873,4317757,4485752,5562573,5999809,7480356,5192537,4802794,4171117,4597401,4334814,5110539 Total (All currencies maturities and regions), Options bought,Other financial institutions,654589,664554,593283,447492,454576,494758,539832,420782,637563,668205,803128,877560,965666,956427,1243148,1173433,1516311,1574477,1883611,2112936,2428895,1763112,2106707,1790576,2092590,1808085,2151690 Total (All currencies maturities and regions), Options bought,Non-financial institutions,671582,392663,311568,260954,291539,302189,324605,361312,484547,396320,772553,1079882,891115,730391,726273,647198,845154,913375,1213876,1059484,1171223,949015,773738,765181,1095739,963044,823314 Maturity of one year or less,All instruments,All counterparties (net),16292150,15791200,12444218,12139557,13177861,12887994,13012133,13426969,14401211,14521517,17543155,18840254,21251602,22833887,24255614,23907400,29578593,30269618,36949509,40316085,43638910,32711130,30263874,30614038,33636760,37986878,47732245 Maturity of one year or less," Forwards and swaps, Currency swaps",All counterparties (net),11999836,12283691,9637989,9957453,10916448,10726348,10848263,11176068,11296032,11732179,13407951,13746331,15833648,17521951,18194834,18157174,22122285,22696366,27705896,31172093,33557509,25929329,23749498,24767134,25943429,31618918,39289991 Maturity of one year or less," Forwards and swaps, Currency swaps",Reporting dealers (net),5087984,5205124,3717212,3997141,4369034,4219601,4053754,4199147,4438044,4710092,5268026,5256762,6737734,7068723,7058466,6698819,8461493,8061040,10205831,11543110,12548559,9972990,9267444,9634662,9867720,11788490,14557287 Maturity of one year or less," Forwards and swaps, Currency swaps",Other financial institutions,4804606,5319456,4254000,4322765,4612334,4571322,4709429,4641654,4586672,4845161,5646896,5714017,6171783,7190088,7500374,7725363,9156241,9726282,11689762,13411157,14423817,10933690,9870684,10194294,10779191,13685622,18798243 Maturity of one year or less," Forwards and swaps, Currency swaps",Non-financial institutions,2107247,1759109,1666781,1637547,1935086,1935424,2085085,2335268,2271311,2176929,2493028,2775552,2924128,3263143,3635995,3732991,4504552,4909049,5810306,6217829,6585131,5022648,4611370,4938178,5296518,6144804,5934461 Maturity of one year or less, Total options,All counterparties (net),4292313,3507509,2806223,2182105,2261407,2161651,2163872,2250901,3105180,2789339,4135205,5093927,5417958,5311948,6060786,5750230,7456318,7573252,9243614,9143997,10081412,6781797,6514373,5846907,7693333,6367958,8442261 Maturity of one year or less, Options sold,All counterparties (gross),3017769,2499706,1968154,1511035,1546578,1433713,1407680,1485447,2061270,1887510,2726939,3340603,3756848,3825421,4372525,4283101,5422454,5611765,6745460,6848756,7726775,5094729,4786095,4327371,5656145,4703427,5896946 Maturity of one year or less, Options sold,Reporting dealers (gross),1628298,1437340,1104495,829425,875577,791298,733844,788405,1096406,994578,1336858,1569964,2053814,2270635,2609591,2714189,3447562,3576309,4276334,4502446,5377584,3431807,3089642,2623322,2996984,2903837,3396092 Maturity of one year or less, Options sold,Other financial institutions,636377,641244,570657,438494,410552,394862,418885,389558,558966,565951,735054,802945,890514,919380,1180355,1052944,1326719,1276466,1518628,1559791,1533659,1083449,1128806,1014502,1749475,1090601,1879324 Maturity of one year or less, Options sold,Non-financial institutions,753097,421121,293000,243116,260450,247553,254952,307484,405898,326980,655027,967694,812521,635407,582582,515970,648174,758994,950499,786521,815533,579475,567650,689546,909688,708989,621532 Maturity of one year or less, Options bought,All counterparties (gross),2924190,2453151,1948718,1513206,1607477,1535131,1533388,1629117,2188133,1901048,2751973,3342728,3717556,3788628,4306691,4164095,5575112,5532164,6878502,6848596,7820247,5166268,4881677,4200890,5082692,4540051,6059808 Maturity of one year or less, Options bought,Reporting dealers (gross),1670991,1453356,1116801,854850,909717,823091,820550,938924,1192043,1003865,1350556,1608853,2059089,2333577,2627279,2679754,3634945,3565052,4484368,4604276,5553640,3526600,3217158,2739391,3094025,2847199,3632906 Maturity of one year or less, Options bought,Other financial institutions,624170,636811,553811,422698,435594,451128,441205,386803,588098,575550,733669,789975,875730,856515,1106189,986760,1281190,1264466,1439733,1492822,1468895,1074087,1163716,950226,1155174,977889,1792058 Maturity of one year or less, Options bought,Non-financial institutions,629031,362986,278107,235658,262168,260910,271634,303393,407992,321633,667746,943897,782737,598537,573225,497583,658979,702646,954405,751498,797714,565582,500803,511274,833494,714964,634845 Maturity over 1 year and up to 5 years,All instruments,All counterparties (net),1831995,1624367,1772154,1539235,1623396,1901840,2833006,2339806,2536620,2718722,3128348,3900545,3911913,4386356,4729163,5164064,5851148,6702037,8090143,8552617,10701084,9557291,9693627,9712317,10738219,10135000,11904474 Maturity over 1 year and up to 5 years," Forwards and swaps, Currency swaps",All counterparties (net),1525205,1448886,1593127,1430585,1518474,1764096,2542967,2141970,2243526,2337865,2733890,3355595,3382894,3676053,3847157,4049579,4447833,4899067,5823329,6176018,7622682,6792453,7116490,7555070,8373336,8138834,9563652 Maturity over 1 year and up to 5 years," Forwards and swaps, Currency swaps",Reporting dealers (net),427149,422771,427353,377109,388438,456893,709724,564734,651472,706886,851154,1103185,1181012,1302765,1417699,1490685,1685378,1873484,2236999,2430876,3177009,2844112,2952472,3256890,3509095,3683626,4290619 Maturity over 1 year and up to 5 years," Forwards and swaps, Currency swaps",Other financial institutions,645576,548780,677734,578614,609887,734799,1127677,854078,905800,943165,1129124,1348250,1328276,1454452,1484262,1656845,1811815,2000361,2418197,2681800,3221656,2782950,2914131,3083245,3585762,3184876,3800388 Maturity over 1 year and up to 5 years," Forwards and swaps, Currency swaps",Non-financial institutions,452478,477338,488041,474858,520154,572403,705565,723157,686256,687812,753612,904159,873603,918840,945198,902049,950643,1025223,1168134,1063343,1224018,1165393,1249890,1214934,1278479,1270331,1472647 Maturity over 1 year and up to 5 years, Total options,All counterparties (net),306792,175478,179322,108653,104918,137741,290043,197843,293092,380862,394463,544954,529025,710314,882010,1114490,1403323,1802972,2266822,2376604,3078406,2764847,2577138,2157246,2364885,1996166,2340829 Maturity over 1 year and up to 5 years, Options sold,All counterparties (gross),206605,122352,114299,71446,60661,73497,157514,114739,176701,242190,245369,352261,370484,532616,636616,821789,1038018,1352964,1648609,1789444,2334379,2084707,2021803,1679853,1788524,1592250,2070141 Maturity over 1 year and up to 5 years, Options sold,Reporting dealers (gross),95380,68185,48390,27955,23645,21949,58865,30975,54052,93641,81564,146872,190848,296958,330576,446303,626229,828260,946637,1150496,1561026,1372624,1299829,1081069,1135122,1135517,1462904 Maturity over 1 year and up to 5 years, Options sold,Other financial institutions,25907,24242,33872,19224,13161,19547,56475,25635,48310,74968,69857,91235,95915,112912,156190,243480,251827,345919,431993,389472,450853,413949,457476,332047,406712,306931,450601 Maturity over 1 year and up to 5 years, Options sold,Non-financial institutions,85318,29924,32041,24268,23853,32001,42174,58128,74339,73581,93946,114153,83722,122744,149850,132007,159961,178785,269980,249476,322500,298135,264499,266740,246690,149803,156636 Maturity over 1 year and up to 5 years, Options bought,All counterparties (gross),229816,120331,116545,61851,68775,90202,194590,116904,172593,236324,230414,342474,349049,459674,564883,735060,984918,1273090,1562858,1752863,2353731,2056231,1835768,1572906,1734612,1536123,1569905 Maturity over 1 year and up to 5 years, Options bought,Reporting dealers (gross),163880,66219,54657,21337,25391,29960,65256,36628,58349,101667,81080,152701,190177,267007,308412,438427,613010,817914,942663,1180917,1658386,1379566,1261041,1109959,1181381,1128894,1135544 Maturity over 1 year and up to 5 years, Options bought,Other financial institutions,24847,25636,31195,16278,15587,23197,79151,25579,43792,65349,55691,77246,74713,83572,122625,169981,214623,284966,410399,354298,424780,402174,386456,287884,370146,239370,272286 Maturity over 1 year and up to 5 years, Options bought,Non-financial institutions,41093,28475,30692,24237,27799,37047,50185,54699,70451,69308,93643,112527,84159,109097,133847,126655,157283,170211,209795,217650,270566,274493,188274,175063,183086,167859,162076 Maturity over 5 years,All instruments,All counterparties (net),594732,591663,682743,665918,693050,875898,1064735,980887,1129880,1207672,1399000,1734278,1833555,2068761,2096536,2288942,2697410,3299254,3605659,7369563,8642693,7773850,8774550,8854668,8777827,9674016,5061429 Maturity over 5 years," Forwards and swaps, Currency swaps",All counterparties (net),570910,579783,659539,649348,674144,836808,1022457,959537,1100843,1152183,1348877,1655907,1742748,1975962,1994451,2170028,2532913,3078549,3312472,6142280,7092510,6712588,7310956,7316001,7666356,7946600,4486991 Maturity over 5 years," Forwards and swaps, Currency swaps",Reporting dealers (net),105783,142953,150641,147439,142776,215149,294666,247752,306649,323384,402880,543896,609126,683588,729970,791328,925101,1100010,1265825,1411907,1770116,1663988,1810837,1903267,2020073,2110510,2159232 Maturity over 5 years," Forwards and swaps, Currency swaps",Other financial institutions,273359,236120,296425,293371,317594,378060,427019,417559,464956,484044,553163,605581,648424,771916,751399,850777,1037082,1072952,1163940,3634300,4166122,4046833,4584736,4501359,4786279,4949363,1679650 Maturity over 5 years," Forwards and swaps, Currency swaps",Non-financial institutions,191768,200712,212476,208535,213773,243601,300777,294226,329239,344752,392836,506430,485201,520457,513082,527924,570728,905590,882708,1096072,1156273,1001769,915382,911372,860005,886728,648109 Maturity over 5 years, Total options,All counterparties (net),23822,11880,23211,16565,18903,39089,42276,21351,29037,55491,50126,78378,90813,92806,102099,118920,164505,220709,293197,1227288,1550187,1061260,1463592,1538669,1111472,1727417,574444 Maturity over 5 years, Options sold,All counterparties (gross),17450,7967,11493,9158,11261,12777,15508,9505,17275,22746,24556,42088,51140,54437,71603,81409,118069,156455,213391,885139,917577,707662,881917,910000,466840,1062863,467695 Maturity over 5 years, Options sold,Reporting dealers (gross),6852,2758,6312,5727,6619,2791,5218,2311,5781,4547,6746,14697,21163,29255,37660,47000,75743,105410,142254,242640,279437,370758,443651,327041,325586,371698,356097 Maturity over 5 years, Options sold,Other financial institutions,8138,1809,2357,2383,3091,3628,7522,5668,7304,15716,10896,9996,12490,11987,18617,18153,23430,26367,37651,567167,550436,276231,378452,528985,75579,610781,93716 Maturity over 5 years, Options sold,Non-financial institutions,2458,3398,2824,1048,1553,6360,2768,1525,4190,2484,6913,17394,17487,13195,15325,16255,18895,24679,33487,75332,87704,60674,59814,53973,65676,80384,17881 Maturity over 5 years, Options bought,All counterparties (gross),12511,6616,18322,10973,16938,30750,36494,14372,17523,37346,32960,53470,61051,66886,65103,82352,119208,168348,218700,570773,906491,682158,965795,953072,968419,1029767,455837 Maturity over 5 years, Options bought,Reporting dealers (gross),5428,2649,6895,1400,11971,6084,14229,2740,5740,4654,8034,19673,21605,27787,31566,42695,69811,102788,135543,214618,268331,286363,324585,321764,321989,358725,342091 Maturity over 5 years, Options bought,Other financial institutions,5583,2106,8342,8518,3392,20437,19477,8404,5677,27309,13765,10340,15223,16342,14336,16693,20501,25050,33480,265816,535222,286855,556540,552463,567271,590823,87351 Maturity over 5 years, Options bought,Non-financial institutions,1500,1862,3086,1055,1575,4231,2788,3227,6107,5383,11161,23457,24223,22759,19202,22965,28895,40509,49676,90339,102939,108942,84670,78845,79161,80219,26396