,,,,,,,,,,,,Herfindahl indices for all OTC interest rate derivatives contracts between reporters and non-reporters,,,,,,,,,, ,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,885,"1,026","1,613","1,567","1,412","2,114","2,003","1,681","1,991","1,681","2,079","2,092","1,773","1,978","1,448","2,003","1,656","1,144" ,,,,Interest rate swaps,786,885,982,"1,050","1,050","1,167","1,495","1,568","1,631","1,374","1,366","1,423","1,276","1,235","1,220","1,177","1,157","1,159" ,,,,Options,"1,047","1,500","1,589","1,963","2,065","1,917","2,111","1,996","2,451","2,174","2,269","2,448","2,632","3,559","3,339","2,763","3,164","3,563" ,,CHF,,Forward rate agreements,"1,959","1,055","1,063","1,961","1,638","1,639","2,171","2,250","2,079","1,933","1,990","2,049","1,371","1,490","1,907","1,744","3,516","2,011" ,,,,Interest rate swaps,711,696,763,741,725,703,951,"1,082","1,099","1,261","1,035","1,026","1,099","1,074","1,125","1,086","1,184","1,208" ,,,,Options,731,936,928,"1,361","4,531","1,147","2,146","2,061","2,254","2,354","2,140","1,929","1,496","1,943","2,054","1,839","1,631","1,598" ,,EUR,,Forward rate agreements,...,"1,415",999,"1,294","1,449","1,032","1,040",831,931,814,"1,209","1,295",876,859,891,959,"1,026","1,467" ,,,,Interest rate swaps,...,645,597,557,513,515,540,529,559,563,551,565,656,545,556,568,680,852 ,,,,Options,...,567,973,615,541,543,578,499,607,707,684,861,943,716,632,583,670,697 ,,GBP,,Forward rate agreements,"1,234","1,372",754,735,884,683,797,773,879,"1,247","2,928",881,"1,203","1,158","1,693","1,741","1,447","2,149" ,,,,Interest rate swaps,521,599,503,541,503,489,562,599,604,669,685,546,583,602,687,756,765,824 ,,,,Options,663,704,634,689,717,704,766,772,719,797,781,946,"2,809","2,907","1,127","1,282","1,135",951 ,,JPY,,Forward rate agreements,"1,709","3,035","3,055","3,153","2,502","3,915","4,132","4,983","3,782","2,431","2,105","1,692","1,395","1,503","1,409","1,581","2,406","4,351" ,,,,Interest rate swaps,501,578,592,571,632,575,625,717,739,767,762,807,"1,077",775,775,742,720,790 ,,,,Options,466,"2,701",688,729,759,656,"1,009",946,"1,402",911,802,"1,008","1,275",670,732,898,870,"1,106" ,,SEK,,Forward rate agreements,"1,371","1,272","1,535","1,340","1,341","2,073","1,771","1,849","1,690",916,879,980,908,"1,097","1,174","1,459","2,006","1,737" ,,,,Interest rate swaps,649,710,799,760,784,716,771,751,717,707,638,662,879,572,611,660,706,845 ,,,,Options,"1,121","1,100","1,398","1,260","1,444","1,209","1,379","1,221","1,339","1,330","1,327","1,322","1,104","1,187","1,531","2,240","2,034","2,429" ,,USD,,Forward rate agreements,750,939,883,805,"1,338","1,395","1,978","1,089","1,319","1,265",859,813,917,923,928,"1,001","1,406","1,132" ,,,,Interest rate swaps,501,526,558,545,574,538,731,694,683,725,674,661,871,702,747,757,760,795 ,,,,Options,987,980,756,815,814,792,"1,275","1,058","1,018","1,030",915,937,933,770,751,718,857,940 ,,,,,,,,,,,,,,,,,,,,,,