Herfindahl indices for OTC interest rate derivatives contracts between reporters,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,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 Canadian dollar, Forward rate agreements,972,983,1008,1707,1594,1876,1365,2266,1992,2325,2000,1814,2118,2218,1815,1979,1698,1687,1246,1088,1315,1126,1256,1088,1488,1257,1278 , Interest rate swaps,740,671,772,834,876,910,818,1008,949,893,974,1018,1008,1045,938,978,996,1007,952,945,978,1050,1109,1076,1051,1017,974 , Total options,1193,1041,1436,1341,1212,1622,1558,1474,1720,2426,2695,2811,2722,3135,2333,2659,2686,2738,2342,2578,2641,2851,3202,2508,2451,2229,1930 Swiss franc, Forward rate agreements,1231,1194,1176,1480,1505,1256,1211,1270,1262,1594,1606,1475,1348,1401,1244,1710,1813,2321,2086,2183,1868,1998,2026,2199,2189,2522,1950 , Interest rate swaps,551,530,776,701,724,708,705,822,854,890,835,833,800,815,932,1043,1169,1229,1217,1176,1470,1420,1483,1518,1681,1630,1542 , Total options,1110,1458,1044,1371,1495,1186,1350,1041,1220,1441,1487,1347,1691,1634,1223,1214,1296,1034,901,935,844,929,1097,1022,1045,964,1155 Euro, Forward rate agreements,. . .,. . .,744,961,956,1071,954,727,540,547,555,540,506,576,661,679,707,819,701,637,642,654,608,630,660,591,598 , Interest rate swaps,. . .,. . .,595,549,543,530,506,571,503,505,474,478,474,470,483,496,515,514,512,542,566,703,590,523,524,529,477 , Total options,. . .,. . .,591,583,584,619,618,642,636,558,600,575,605,649,556,547,557,577,616,669,665,720,670,690,699,652,646 Pound sterling, Forward rate agreements,673,862,982,736,666,788,769,697,647,648,576,746,1012,939,977,1180,1090,1024,936,1003,1177,1738,1396,1149,1310,956,954 , Interest rate swaps,414,400,408,456,427,468,458,490,497,550,522,547,723,691,695,751,756,702,729,799,944,1646,1131,1040,859,857,869 , Total options,866,678,1145,928,886,795,826,828,786,685,670,661,721,845,842,870,908,890,801,832,813,857,929,1045,1184,999,1053 Japanese yen, Forward rate agreements,832,869,894,973,1073,1386,2319,2194,2095,2316,2379,1803,1463,2291,3163,3447,3841,3662,2354,2853,2279,2411,2359,1810,1417,1056,1192 , Interest rate swaps,494,460,501,568,600,629,691,801,866,895,935,894,843,792,749,706,661,646,705,731,748,726,678,594,559,538,504 , Total options,489,521,546,795,822,876,803,1381,1665,1749,1423,1383,1158,855,871,903,881,842,972,814,1063,993,947,946,1056,1053,1219 Swedish krona, Forward rate agreements,1021,897,819,862,964,939,1279,979,962,938,970,1211,1125,996,902,769,771,892,918,1131,1193,1151,1142,1070,1075,862,872 , Interest rate swaps,610,591,563,617,607,662,601,623,530,570,569,602,651,664,641,650,658,654,676,744,785,941,974,1074,1200,1140,1204 , Total options,816,876,786,859,969,900,857,898,1143,1148,1101,1232,1111,1098,1036,1265,1830,1350,1504,2278,1721,1280,1193,1316,1545,1982,1649 US dollar, Forward rate agreements,653,631,692,757,932,894,934,1046,1070,1440,1142,978,791,625,604,703,782,884,825,916,952,1069,1041,1098,1043,1153,1063 , Interest rate swaps,454,421,537,508,533,562,577,784,719,757,757,751,678,716,682,729,695,683,672,694,764,917,811,775,723,803,754 , Total options,722,896,873,822,858,931,832,1111,1239,1144,991,899,820,770,783,807,979,880,889,767,925,1076,998,993,987,837,878 ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,,