"Equity linked derivatives by instrument, counterparty and maturity",,,,,,,,,,,,,,,,,,,,,,,,, Notional amounts outstanding from end-June 1998,,,,,,,,,,,,,,,,,,,,,,,,, In millions of US dollars,,,,,,,,,,,,,,,,,,,,,,,,, ,,,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 Total (All currencies maturities and regions),All instruments,All counterparties (net),1273858,1488086,1510793,1809428,1645421,1890537,1884307,1880968,2213524,2308679,2798874,3787131,4520855,4384969,4550632,5793211,6781827,7487958,8589645,8469328,10177249,6159111,6618901 Total (All currencies maturities and regions), Forwards and swaps,All counterparties (net),153916,146172,198044,282765,339867,335400,328766,319949,385550,364324,487602,601051,691365,755749,1086144,1176531,1430464,1767482,2470245,2233005,2656723,1552523,1708828 Total (All currencies maturities and regions), Forwards and swaps,Reporting dealers (net),33709,26630,36739,34506,59429,45304,80635,55352,86644,62896,115945,128600,161219,206701,231643,249312,350322,440916,657671,637294,599310,360888,447135 Total (All currencies maturities and regions), Forwards and swaps,Other financial institutions,56941,79541,90267,157563,186851,189234,178336,151044,205928,183079,215918,339660,409978,427191,657630,740147,816312,1048903,1320996,1262129,1488718,926749,978535 Total (All currencies maturities and regions), Forwards and swaps,Non-financial institutions,63266,40003,71040,90696,93585,100859,69792,113553,92978,118351,155739,132788,120167,121858,196872,187073,263833,277661,491575,333582,568693,264887,283161 Total (All currencies maturities and regions), Total options,All counterparties (net),1119943,1341919,1312750,1526661,1305551,1555140,1555541,1561017,1827976,1944353,2311273,3186082,3829496,3629225,3464496,4616685,5351366,5720482,6119405,6236328,7520534,4606583,4910075 Total (All currencies maturities and regions), Options sold,All counterparties (gross),682765,847725,947921,1029695,879076,1092385,967542,943531,1228112,1302256,1745766,2196461,2580146,2712504,2678935,3525008,4164266,4147950,4637497,4792381,5648347,3473266,3927666 Total (All currencies maturities and regions), Options sold,Reporting dealers (gross),242738,393410,438146,510204,469427,578300,554403,550068,734097,680369,748201,946171,943890,1202605,1283074,1847252,2398354,2084527,2525133,2422821,2982753,1741429,2190234 Total (All currencies maturities and regions), Options sold,Other financial institutions,350671,268142,348759,318775,292184,270790,295433,259204,317045,391185,680931,1024530,1284143,1256874,1175339,1467752,1512613,1844114,1810729,2064898,2346047,1435835,1478257 Total (All currencies maturities and regions), Options sold,Non-financial institutions,89357,186172,161017,200714,117466,243296,117707,134260,176969,230702,316633,225759,352112,253025,220523,210004,253301,219310,301636,304664,319548,296000,259174 Total (All currencies maturities and regions), Options bought,All counterparties (gross),695036,880406,782319,984829,895390,1026086,1124810,1205895,1300976,1318254,1326782,1869308,2167244,2044008,2007979,2782806,3430236,3668452,3942044,3817171,4751590,2869709,3191515 Total (All currencies maturities and regions), Options bought,Reporting dealers (gross),272978,379016,396834,465516,468400,548363,519217,626749,668134,671946,774353,813214,891910,1051977,1161774,1535016,2087928,2107319,2395147,2323637,2776063,1731345,2227981 Total (All currencies maturities and regions), Options bought,Other financial institutions,299316,235261,235939,313307,273661,208018,497914,436757,462999,479109,351295,727013,826667,800573,689031,1124405,1186474,1401659,1340827,1270878,1660973,932363,819912 Total (All currencies maturities and regions), Options bought,Non-financial institutions,122743,266127,149545,206009,153330,269702,107678,142388,169841,167200,201134,329079,448667,191460,157174,123386,155834,159475,206072,222657,314552,205998,143621 Maturity of one year or less,All instruments,All counterparties (net),769779,825262,791281,923017,794799,829551,619358,704930,946219,920963,1135408,2048008,2137603,1978860,2008899,2853389,3071030,3757883,4092632,4672069,5332467,2811147,2937135 Maturity of one year or less, Forwards and swaps,All counterparties (net),112937,72574,121764,163390,209525,184088,165165,138779,194380,152745,232330,312300,406134,434709,594068,684975,816275,906485,1382921,1313201,1401450,742605,843331 Maturity of one year or less, Forwards and swaps,Reporting dealers (net),27947,14206,25481,18522,38860,28248,39435,24785,47515,28006,58891,60903,96879,116290,124628,128856,181080,230987,394300,371654,376735,184637,220448 Maturity of one year or less, Forwards and swaps,Other financial institutions,35242,37968,50152,80394,113978,106957,89963,69125,103292,79504,105373,193731,246717,261664,376508,439739,465575,548720,745301,739195,749642,408838,460425 Maturity of one year or less, Forwards and swaps,Non-financial institutions,49749,20398,46132,64475,56690,48884,35768,44866,43573,45236,68066,57666,62537,56754,92932,116380,169622,126779,243320,202351,275074,149132,162456 Maturity of one year or less, Total options,All counterparties (net),656841,752688,669516,759628,585274,645465,454186,566154,751843,768219,903084,1735712,1731472,1544158,1414836,2168421,2254761,2851403,2709718,3358874,3931021,2068534,2093808 Maturity of one year or less, Options sold,All counterparties (gross),359750,431344,468259,505481,382901,455472,333504,404032,594308,516529,587043,1068999,1026530,1037515,937503,1481237,1663355,1949159,2019365,2645465,2896424,1437755,1617954 Maturity of one year or less, Options sold,Reporting dealers (gross),120998,192669,199577,266566,193057,251120,201919,248424,374553,281569,320990,473023,444784,480069,423597,638656,949412,982280,1092327,1374244,1593910,803233,909498 Maturity of one year or less, Options sold,Other financial institutions,185960,103988,183836,120120,132171,111338,84000,94876,138737,146629,157895,490468,500537,431461,414566,732333,593856,874091,794962,1124925,1154475,558072,639898 Maturity of one year or less, Options sold,Non-financial institutions,52791,134686,84844,118794,57677,93012,47587,60734,81017,88332,108157,105508,81207,125985,99341,110249,120085,92789,132077,146296,148040,76450,68559 Maturity of one year or less, Options bought,All counterparties (gross),435747,509129,390304,495782,386096,428562,314388,415553,498174,540531,647416,1089704,1118382,994011,915100,1322623,1531359,1967110,1780858,2035087,2550846,1450541,1433345 Maturity of one year or less, Options bought,Reporting dealers (gross),156314,182899,178518,216710,174393,226019,185493,258441,306730,296116,341769,372971,382106,494678,451947,632235,930506,1147462,1088693,1269123,1438599,836283,1005488 Maturity of one year or less, Options bought,Other financial institutions,184758,115863,121231,145846,119502,82910,84206,91050,110751,148367,175685,473135,553988,400481,367483,621340,527665,740951,585022,647755,918755,513302,378639 Maturity of one year or less, Options bought,Non-financial institutions,94674,210367,90557,133227,92200,119632,44690,66063,80693,96049,129962,243598,182287,98854,95671,69047,73189,78697,107143,118209,193493,100954,49219 Maturity over 1 year and up to 5 years,All instruments,All counterparties (net),410782,517160,565553,734923,663430,950491,898061,855672,908382,1189279,1344881,1525317,2147798,1939110,2201886,2573207,3109704,2910092,3512979,2905186,3793064,2568541,2890416 Maturity over 1 year and up to 5 years, Forwards and swaps,All counterparties (net),30032,45296,48782,83583,94091,112777,124702,127487,137001,160458,195830,231387,236808,256242,425217,359365,443005,531443,711477,656737,931266,534896,630323 Maturity over 1 year and up to 5 years, Forwards and swaps,Reporting dealers (net),5011,4125,6484,9582,14427,11893,35264,22076,32053,27821,43615,51265,51770,71127,89677,97510,133276,147616,198693,194442,174828,132560,172878 Maturity over 1 year and up to 5 years, Forwards and swaps,Other financial institutions,14743,29047,27342,53603,50935,58750,62163,52597,67186,83519,90018,121713,140687,132720,246780,204345,230189,279866,360342,363370,535450,327651,378220 Maturity over 1 year and up to 5 years, Forwards and swaps,Non-financial institutions,10277,12121,14958,20397,28732,42135,27278,52812,37766,49117,62196,58409,44350,52395,88760,57510,79540,103961,152441,98925,220985,74686,79223 Maturity over 1 year and up to 5 years, Total options,All counterparties (net),380752,471869,516769,651340,569337,837709,773364,728187,771378,1028820,1149051,1293936,1910998,1682873,1776680,2213848,2666707,2378653,2801514,2248453,2861807,2033643,2260093 Maturity over 1 year and up to 5 years, Options sold,All counterparties (gross),261292,332586,394758,449374,398133,578485,593248,494482,562779,674354,924015,1004316,1392727,1330299,1510145,1851900,2193887,1865152,2199811,1739045,2217797,1640203,1857854 Maturity over 1 year and up to 5 years, Options sold,Reporting dealers (gross),109020,181927,209011,214609,226828,296428,336310,285310,331386,367291,375284,422100,436076,624776,754642,1124314,1317668,971191,1238026,900919,1199353,785058,1088547 Maturity over 1 year and up to 5 years, Options sold,Other financial institutions,121900,107934,128937,167410,121365,138961,194948,150598,154992,216024,418558,481727,705588,598716,660023,648942,769178,797405,831564,716297,887252,684720,623938 Maturity over 1 year and up to 5 years, Options sold,Non-financial institutions,30373,42722,56810,67354,49939,143096,61989,58574,76403,91039,130173,100486,251062,106807,95479,78644,107040,96558,130217,121828,131192,170423,145369 Maturity over 1 year and up to 5 years, Options bought,All counterparties (gross),226883,321399,325536,421747,407942,561274,506850,551938,539729,710079,609734,699938,972234,920604,962082,1342407,1649745,1420123,1767542,1396821,1816702,1166707,1471630 Maturity over 1 year and up to 5 years, Options bought,Reporting dealers (gross),105827,182304,198037,224956,246648,307672,317159,351159,330878,343938,394113,398546,471862,511298,636468,836617,1036196,842060,1093664,873917,1146042,761476,1050239 Maturity over 1 year and up to 5 years, Options bought,Other financial institutions,97289,91602,85466,140224,111792,115360,133297,137332,134038,310170,154781,228961,245738,326251,277113,463915,551768,520787,606294,451206,589232,334198,350619 Maturity over 1 year and up to 5 years, Options bought,Non-financial institutions,23766,47493,42034,56567,49504,138241,56392,63447,74813,55971,60839,72432,254635,83054,48499,41877,61783,57275,67582,71698,81428,71033,70772 Maturity over 5 years,All instruments,All counterparties (net),94044,145626,153911,151490,187184,110495,366886,320363,358923,198436,318588,213810,235459,467007,339859,366626,601108,819995,984038,892076,1051715,779425,791349 Maturity over 5 years, Forwards and swaps,All counterparties (net),11628,28273,27506,35790,36248,38527,38896,53691,54173,51115,59443,57369,48422,64799,66865,132203,171195,329549,375881,263070,324007,275022,235179 Maturity over 5 years, Forwards and swaps,Reporting dealers (net),1396,8323,4769,6398,6147,5164,5940,8490,7079,7067,13442,16436,12571,19286,17341,22951,35970,62314,64691,71205,47749,43690,53802 Maturity over 5 years, Forwards and swaps,Other financial institutions,6990,12484,12665,23567,21939,23527,26211,29322,35453,20054,20527,24219,22573,32809,34342,96063,120549,220321,215354,159562,203629,190250,139897 Maturity over 5 years, Forwards and swaps,Non-financial institutions,3243,7465,10070,5824,8162,9839,6747,15877,11640,23997,25476,16712,13276,12704,15182,13190,14676,46913,95835,32305,72629,41079,41479 Maturity over 5 years, Total options,All counterparties (net),82414,117351,126405,115701,150934,71962,327993,266675,304751,147317,259142,156445,187041,402212,272998,234433,429919,490450,608158,629012,727713,504403,556173 Maturity over 5 years, Options sold,All counterparties (gross),62220,83831,84909,74841,98037,58427,40790,45012,71026,111374,234706,123142,160889,344690,231289,191873,307029,333648,418291,407868,534133,395294,451852 Maturity over 5 years, Options sold,Reporting dealers (gross),12777,18812,29655,29029,49543,30750,16175,16333,28161,31510,51925,51041,63029,97761,104834,84283,131273,131062,194774,147652,189492,153133,192190 Maturity over 5 years, Options sold,Other financial institutions,43239,56254,36000,31245,38646,20485,16485,13728,23316,28535,104477,52331,78020,226697,100753,86479,149576,172623,184200,223676,304323,193044,214421 Maturity over 5 years, Options sold,Non-financial institutions,6204,8764,19253,14565,9848,7191,8129,14951,19549,51329,78305,19768,19839,20233,25703,21111,26179,29965,39320,36540,40317,49117,45240 Maturity over 5 years, Options bought,All counterparties (gross),32025,49831,66475,67301,101350,36248,303571,238407,263069,67645,69632,79671,76630,129401,130799,117775,249137,281225,393641,385261,384032,252470,286545 Maturity over 5 years, Options bought,Reporting dealers (gross),10883,13812,20305,23853,47361,14673,16560,17155,30526,31893,38469,41705,37942,46007,73357,66163,121230,117792,212783,180591,191421,133588,172259 Maturity over 5 years, Options bought,Other financial institutions,16838,27752,29276,27236,42362,9747,280414,208375,218208,20573,20831,24913,26944,73842,44434,39148,107042,139921,149508,171917,152983,84869,90653 Maturity over 5 years, Options bought,Non-financial institutions,4305,8268,16895,16212,11628,11828,6596,12876,14336,15179,10332,13052,11744,9554,13007,12464,20869,23511,31349,32753,39628,34012,23631