Herfindahl indices for OTC interest rate derivatives contracts between reporters and non-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,828,885,1026,1613,1567,1412,2114,2003,1681,1991,1681,2079,2092,1635,1978,1448,2003,1656,1144,1811,1783,1554,1590,2333,1791,2597,2581 , Interest rate swaps,826,786,885,982,1050,1050,1167,1495,1568,1631,1374,1366,1423,1305,1235,1220,1177,1158,1159,1158,1097,1707,1601,1343,1188,1014,753 , Total options,1072,1047,1500,1589,1963,2065,1917,2111,1996,2451,2174,2269,2448,2817,3559,3339,2763,3167,3563,3137,3661,3428,3013,3572,3611,3653,1961 Swiss franc, Forward rate agreements,862,1959,1055,1063,1961,1638,1639,2171,2250,2079,1933,1990,2049,1376,1490,1907,1744,3516,2011,1737,1329,1605,2138,1413,2059,2082,2000 , Interest rate swaps,820,711,696,763,741,725,703,951,1082,1099,1261,1035,1026,1075,1074,1125,1086,1185,1208,1248,1282,1355,1274,1342,1397,1473,1411 , Total options,909,731,936,928,1361,4531,1147,2146,2061,2254,2354,2140,1929,1682,1943,2054,1847,1644,1598,1498,1709,1487,1393,1210,1112,1316,1704 Euro, Forward rate agreements,. . .,. . .,1415,999,1294,1449,1032,1040,831,931,814,1209,1295,847,859,891,959,1032,1467,1759,1849,1110,1502,1521,1049,1874,763 , Interest rate swaps,. . .,. . .,645,597,557,513,515,540,529,559,563,551,565,541,545,556,570,685,851,779,683,703,799,781,748,720,668 , Total options,. . .,. . .,567,973,615,541,543,578,499,607,707,684,861,835,716,632,583,698,697,798,888,868,988,1086,938,1009,767 Pound sterling, Forward rate agreements,859,1234,1372,754,735,884,683,797,773,879,1247,2928,881,1210,1158,1693,1741,1449,2149,2995,2896,3056,2611,3239,1975,3433,1197 , Interest rate swaps,561,521,599,503,541,503,489,562,599,604,669,685,546,549,602,687,757,773,823,904,965,983,952,944,1148,952,976 , Total options,739,663,704,634,689,717,704,766,772,719,797,781,946,2755,2907,1127,1285,1144,951,1409,1731,1862,1858,1919,1744,2153,1229 Japanese yen, Forward rate agreements,1033,1709,3035,3055,3153,2502,3915,4132,4983,3782,2431,2105,1692,1304,1503,1409,1581,2406,4351,1893,1837,3690,2786,2913,3051,3737,4332 , Interest rate swaps,518,501,578,592,571,632,575,625,717,739,767,762,807,757,775,775,736,734,785,822,820,999,1084,1037,937,835,868 , Total options,660,466,2701,688,729,759,656,1009,946,1402,911,802,1008,1087,670,732,901,901,1103,1716,3196,1964,1507,1351,1040,1426,913 Swedish krona, Forward rate agreements,1703,1371,1272,1535,1340,1341,2073,1771,1849,1690,916,879,980,917,1097,1174,1459,2006,1737,1852,1801,1593,1812,2300,1707,1814,1253 , Interest rate swaps,717,649,710,799,760,784,716,771,751,717,707,638,662,840,572,611,660,708,829,857,946,841,1009,878,875,726,813 , Total options,1570,1121,1100,1398,1260,1444,1209,1379,1221,1339,1330,1327,1322,1159,1187,1531,2240,2065,2426,2531,2344,1584,1960,3486,3453,3781,3012 US dollar, Forward rate agreements,666,750,939,883,805,1338,1395,1978,1089,1319,1265,859,813,871,923,928,1001,1404,1132,1289,1232,1566,1300,1750,1334,1321,934 , Interest rate swaps,512,501,526,558,545,574,538,731,694,683,725,674,661,683,702,747,757,765,794,844,891,940,1208,1130,1112,1015,921 , Total options,1483,987,980,756,815,814,792,1275,1058,1018,1030,915,937,793,770,751,718,863,940,1745,1944,2253,2092,1983,1550,1408,945 ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,, ,,,,,,,,,,,,,,,,,,,,,,,,,,,,