,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,Herfindahl indices for all OTC interest rate derivatives contracts,,,,,,,,,,,, ,,,Currency,,Contract type,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 ,,,,CAD,Forward rate agreements,810,923,"1,373","1,418","1,452","1,347","1,812","1,556","1,818","1,530","1,522","1,965","1,741","1,659","1,649","1,670","1,499","1,164" ,,,,,Interest rate swaps,647,737,800,856,876,874,"1,044","1,044","1,047","1,041","1,039","1,048",973,"1,000","1,017","1,018","1,020",987 ,,,,,Options,962,"1,438","1,340","1,458","1,791","1,621","1,702","1,682","2,112","2,161","2,226","2,313","2,697","2,955","3,052","2,703","2,951","2,978" ,,,,CHF,Forward rate agreements,"1,133","1,085","1,317","1,421","1,274","1,264","1,252","1,234","1,218","1,264","1,269","1,169","1,222","1,158","1,630","1,698","1,919","2,043" ,,,,,Interest rate swaps,542,678,643,655,688,678,788,824,846,896,852,797,807,936,"1,015","1,080","1,149","1,150" ,,,,,Options,"1,077",937,"1,154","1,432","2,439","1,239","1,228","1,461","1,693","1,684","1,616","1,796","1,292","1,508","1,584","1,395","1,200","1,045" ,,,,EUR,Forward rate agreements,...,834,937,851,"1,107",936,740,556,571,539,639,670,597,631,667,690,783,812 ,,,,,Interest rate swaps,...,572,522,511,500,486,524,478,492,481,478,473,481,479,484,502,561,623 ,,,,,Options,...,525,578,530,565,559,584,561,546,608,591,675,607,567,539,533,567,604 ,,,,GBP,Forward rate agreements,828,856,641,614,728,693,638,605,610,607,"1,095",930,923,855,"1,210","1,083","1,023","1,120" ,,,,,Interest rate swaps,406,433,444,429,448,438,476,489,515,544,565,594,578,614,661,707,692,736 ,,,,,Options,628,828,686,677,662,648,727,648,615,643,666,747,"1,452","1,288",905,957,915,806 ,,,,JPY,Forward rate agreements,860,942,932,"1,014","1,109","1,937","1,758","1,763","1,942","1,972","1,647","1,308","1,852","2,565","3,025","3,280","3,468","2,569" ,,,,,Interest rate swaps,440,484,528,545,585,613,706,779,790,806,744,728,693,664,635,618,624,679 ,,,,,Options,436,949,596,715,791,708,"1,217","1,202","1,624","1,223","1,065",978,739,781,793,829,769,801 ,,,,SEK,Forward rate agreements,965,870,914,936,957,"1,125","1,002",944,886,839,947,965,861,811,767,847,"1,068","1,096" ,,,,,Interest rate swaps,542,549,601,586,640,592,608,532,569,561,570,583,583,564,571,586,594,628 ,,,,,Options,899,824,987,"1,036","1,076",989,"1,081","1,149","1,224","1,174","1,230","1,137",995,"1,077","1,259","1,431","1,638","1,945" ,,,,USD,Forward rate agreements,617,655,710,755,879,888,"1,145",907,"1,042",901,786,725,645,652,690,788,918,850 ,,,,,Interest rate swaps,415,495,490,500,528,529,730,666,682,701,672,626,673,650,691,680,680,687 ,,,,,Options,901,847,734,782,819,764,"1,143","1,044","1,038",961,877,847,767,756,762,816,830,865