,,,,,,,,,,,Herfindahl indices for all OTC interest rate derivatives contracts between reporters (1),,,,,,,,,,,

,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,983,"1,008","1,707","1,594","1,876","1,365","2,266","1,992","2,325","2,000","1,814","2,118","2,218","1,815","1,979","1,698","1,687","1,246"
,,,,Interest rate swaps,671,772,834,876,910,818,"1,008",949,893,974,"1,018","1,008","1,045",938,978,996,"1,007",952
,,,,Options,"1,041","1,436","1,341","1,212","1,622","1,558","1,474","1,720","2,426","2,695","2,811","2,722","3,135","2,333","2,659","2,686","2,738","2,741"
,,CHF,,Forward rate agreements,"1,194","1,176","1,480","1,505","1,256","1,211","1,270","1,262","1,594","1,606","1,475","1,348","1,401","1,244","1,710","1,813","2,321","2,086"
,,,,Interest rate swaps,530,776,701,724,708,705,822,854,890,835,833,800,815,932,"1,043","1,169","1,229","1,218"
,,,,Options,"1,458","1,044","1,371","1,495","1,186","1,350","1,041","1,220","1,441","1,487","1,347","1,691","1,634","1,223","1,214","1,296","1,034",901
,,EUR,,Forward rate agreements,...,744,961,956,"1,071",954,727,540,547,555,540,506,576,661,679,707,820,701
,,,,Interest rate swaps,...,595,549,543,530,506,571,503,505,474,478,474,470,483,496,516,517,512
,,,,Options,...,591,583,584,619,618,642,636,558,600,575,605,649,556,547,557,581,616
,,GBP,,Forward rate agreements,862,982,736,666,788,769,697,647,648,576,746,"1,012",939,977,"1,180","1,090","1,024",936
,,,,Interest rate swaps,400,408,456,427,468,458,490,497,550,522,547,723,691,695,751,757,707,729
,,,,Options,678,"1,145",928,886,795,826,828,786,685,670,661,721,845,842,870,908,892,801
,,JPY,,Forward rate agreements,869,894,973,"1,073","1,386","2,319","2,194","2,095","2,316","2,379","1,803","1,463","2,291","3,163","3,447","3,841","3,662","2,354"
,,,,Interest rate swaps,460,501,568,600,629,691,801,866,895,935,894,843,792,749,706,666,651,710
,,,,Options,521,546,795,822,876,803,"1,381","1,665","1,749","1,423","1,383","1,158",855,871,903,888,833,975
,,SEK,,Forward rate agreements,897,819,862,964,939,"1,279",979,962,938,970,"1,211","1,125",996,902,769,771,892,918
,,,,Interest rate swaps,591,563,617,607,662,601,623,530,570,569,602,651,664,641,650,658,656,676
,,,,Options,876,786,859,969,900,857,898,"1,143","1,148","1,101","1,232","1,111","1,098","1,036","1,265","1,830","1,392","1,504"
,,USD,,Forward rate agreements,631,692,757,932,894,934,"1,046","1,070","1,440","1,142",978,791,625,604,703,782,878,825
,,,,Interest rate swaps,421,537,508,533,562,577,784,719,757,757,751,678,716,682,729,698,686,673
,,,,Options,896,873,822,858,931,832,"1,111","1,239","1,144",991,899,820,770,783,807,980,884,890
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,,"(1)  Reporting dealers are defined as those institutions whose head office is located in the G10 countries and which participate in the semi-annual OTC derivatives 'market statistics; in addition, reporting dealers",,,,,,,,,,,,,,,,,,,,
,," include all branches and subsidiaries of these entities worldwide; reporting dealers will mainly be commercial and investment banks and securities houses, including their branches and subsidiaries and",,,,,,,,,,,,,,,,,,,,
,, other entities which are active dealers.,,,,,,,,,,,,,,,,,,,,