BIS Quarterly Review: 'December 2007,,,,,,,,,,,,,,,,,,,,
Table 20B: Amounts outstanding of OTC foreign exchange derivatives,,,,,,,,,,,,,,,,,,,,
By currency,,,,,,,,,,,,,,,,,,,,
In billions of US dollars,,,,,,,,,,,,,,,,,,,,
Notional amounts outstanding,,,,,,,,,,,,,,,,,,,,
,,Jun.1998,Dec.1998,Jun.1999,Dec.1999,Jun.2000,Dec.2000,Jun.2001,Dec.2001,Jun.2002,Dec.2002,Jun.2003,Dec.2003,Jun.2004,Dec.2004,Jun.2005,Dec.2005,Jun.2006,Dec.2006,Jun.2007
All currencies,H:N:A:B:A:A:A:5A,18718.838,18011.138,14899.464,14344.45,15494.31,15665.718,16909.874,16747.649,18067.708,18447.914,22070.5,24475.064,26997.068,29288.99,31081.294,31364.026,38090.896,40239.336,48620.2
Australian dollar,H:N:A:B:A:A:A:AU,262.482,206.096,302.217,364.68,367.325,387.35,391.802,272.92,470.379,415.53,624.652,816.627,943.156,1091.898,1235.75,1314.562,1682.712,1502.243,2029.77
Canadian dollar,H:N:A:B:A:A:A:CA,659.502,594.48,635.958,647.401,605.375,623.285,675.015,592.523,746.411,701.135,990.838,1019.005,967.602,1171.188,1216.998,1378.974,1674.247,1767.979,2239.196
Danish krone,H:N:A:B:A:A:A:DK,30.293,72.53,37.737,37.288,44.136,40.218,32.449,24.017,30.008,28.737,22.506,26.43,33.276,118.554,124.527,135.991,154.606,147.84,167.297
Euro,H:N:A:B:A:A:A:EU,-,-,4997.966,4667.436,5862.694,5981.314,6424.857,6368.417,7297.167,7794.458,9879.032,10144.595,10312.116,11899.775,12404.456,12857.238,15340.071,16036.336,18279.772
Hong Kong dollar,H:N:A:B:A:A:A:HK,177.924,89.143,275.608,321.499,349.194,450.328,484.127,463.444,404.673,426.017,522.459,580.151,591.319,605.418,556.331,492.553,640.627,630.989,901.893
Japanese yen,H:N:A:B:A:A:A:JP,5578.709,5319.071,4640.603,4235.512,4343.593,4254.384,4254.385,4177.7,4453.92,4791.011,4906.762,5500.324,6515.99,7076.07,6906.891,7578.206,9503.886,9458.75,10578.767
New Zealand dollar,H:N:A:B:A:A:A:NZ,31.937,9.66,8.65,6.416,5.658,3.248,4.822,0.134,0.258,1.766,8.441,7.805,10.491,13.81,15.031,22.347,41.073,47.747,55.817
Norwegian krone,H:N:A:B:A:A:A:NO,15.35,47.76,162.334,127.2,77.859,103.485,120.459,154.767,141.999,121.572,85.793,110.037,88.236,139.605,135.379,134.361,185.025,280.567,384.361
Pound sterling,H:N:A:B:A:A:A:GB,2390.92,2611.916,2281.115,2241.914,2479.491,2391.349,2471.788,2315.255,2522.341,2461.77,3093.401,4285.653,4614.347,4331.108,4273.28,4424.026,5216.923,6135.321,7768.973
Swedish krona,H:N:A:B:A:A:A:SE,351.183,418.919,434.6,458.968,450.965,456.28,500.541,550.945,765.704,708.443,748.928,820.691,766.944,956.59,1039.384,1067.445,1172.297,1219.662,1389.776
Swiss franc,H:N:A:B:A:A:A:CH,1103.644,936.545,822.759,880.164,905.632,848.369,829.437,800.194,860.637,935.574,1243.628,1332.714,1344.173,1451.831,1585.519,1689.502,2096.02,2311.249,3055.781
Thai baht,H:N:A:B:A:A:A:TH,-,27.528,24.75,23.936,25.238,18.432,13.058,4.69,0.901,0.828,2.962,4.826,1.988,2.044,2.856,5.157,5.12,5.62,5.23
US dollar,H:N:A:B:A:A:A:US,16166.518,15809.992,13181.038,12834.12,13960.859,14072.633,15140.656,15409.981,15972.66,16499.837,19400.784,21428.636,24551.45,25726.386,27584.492,26297.028,31755.88,33724.088,40488.016
Other,H:N:A:B:A:A:A:5A+H:N:A:B:A:A:A:5A-H:N:A:B:A:A:A:AU-H:N:A:B:A:A:A:CA-H:N:A:B:A:A:A:DK-H:N:A:B:A:A:A:EU-H:N:A:B:A:A:A:HK-H:N:A:B:A:A:A:JP-H:N:A:B:A:A:A:NZ-H:N:A:B:A:A:A:NO-H:N:A:B:A:A:A:GB-H:N:A:B:A:A:A:SE-H:N:A:B:A:A:A:CH-H:N:A:B:A:A:A:TH-H:N:A:B:A:A:A:US,10669.214,9878.636,1993.593,1842.366,1510.601,1700.761,2476.352,2360.311,2468.358,2009.15,2610.814,2872.634,3253.048,3993.703,5081.694,5330.662,6713.305,7210.281,9895.751
Gross market values,,,,,,,,,,,,,,,,,,,,
,,Jun.1998,Dec.1998,Jun.1999,Dec.1999,Jun.2000,Dec.2000,Jun.2001,Dec.2001,Jun.2002,Dec.2002,Jun.2003,Dec.2003,Jun.2004,Dec.2004,Jun.2005,Dec.2005,Jun.2006,Dec.2006,Jun.2007
All currencies,H:N:D:B:A:A:A:5A,799.18,786.199,581.901,662.296,577.645,849.304,772.896,778.918,1051.809,881.255,996.476,1301.022,866.705,1546.302,1141.434,997.05,1134.246,1264.034,1343.192
Australian dollar,H:N:D:B:A:A:A:AU,14.119,10.274,10.815,10.926,14.613,24.449,21.137,13.38,23.254,16.697,37.074,51.411,41.562,54.412,38.555,40.454,37.298,52.427,81.074
Canadian dollar,H:N:D:B:A:A:A:CA,29.119,34.228,27.478,27.878,21.923,25.472,25.275,25.036,31.849,22.476,57.188,58.245,35.455,71.392,55.594,69.777,75.095,68.299,106.134
Danish krone,H:N:D:B:A:A:A:DK,1.128,2.582,1.892,0.717,1.689,1.909,1.934,1.014,2.199,1.545,0.973,1.348,0.842,5.31,3.355,2.156,3.654,3.092,2.911
Euro,H:N:D:B:A:A:A:EU,-,-,206.181,239.125,242.143,360.598,322.053,266.449,445.482,428.879,526.262,665.187,379.6,751.633,512.173,397.176,472.231,509.122,455.08
Hong Kong dollar,H:N:D:B:A:A:A:HK,1.808,1.954,2.599,4.42,2.351,1.808,1.757,1.301,2.217,4.672,4.743,5.67,3.495,5.203,3.853,2.642,2.691,3.024,5.726
Japanese yen,H:N:D:B:A:A:A:JP,351.429,370.398,171.06,261.922,156.97,273.72,217.238,312.936,253.721,188.577,164.991,216.72,178.349,258.115,219.876,255.59,241.839,323.626,387.211
New Zealand dollar,H:N:D:B:A:A:A:NZ,1.924,0.315,0.259,0.185,0.211,0.267,0.207,0.022,-,0.13,0.414,0.413,0.232,0.406,1.78,0.445,1.071,1.675,2.318
Norwegian krone,H:N:D:B:A:A:A:NO,0.326,0.788,2.986,2.107,3.002,3.356,2.612,3.132,13.732,10.044,3.025,6.624,1.594,6.742,3.712,2.994,3.266,6.337,8.735
Pound sterling,H:N:D:B:A:A:A:GB,54.758,61.706,62.892,55.011,75.669,81.79,77.902,68.733,112.217,98.173,113.975,179.353,130.208,220.229,149.854,121.067,147.999,197.189,173.636
Swedish krona,H:N:D:B:A:A:A:SE,10.605,9.201,13.615,15.537,14.948,22.282,31.052,17.616,48.106,30.642,26.326,36.017,17.842,41.191,47.799,23.536,31.157,32.53,23.314
Swiss franc,H:N:D:B:A:A:A:CH,34.832,29.937,33.482,39.032,34.153,41.511,38.564,27.744,50.237,48.607,41.805,55.907,37.168,59.937,54.056,46.352,49.968,48.768,53.794
Thai baht,H:N:D:B:A:A:A:TH,-,3.664,1.237,1.169,0.8,1.181,1.043,0.247,0.089,0.069,0.161,0.112,0.092,0.094,0.066,0.137,0.128,0.195,0.392
US dollar,H:N:D:B:A:A:A:US,746.596,698.469,518.948,580.682,518.423,770.515,678.782,704.218,948.174,812.724,890.754,1211.966,807.684,1407.95,1024.047,866.643,967.069,1066.843,1109.825
Other,H:N:D:B:A:A:A:5A+H:N:D:B:A:A:A:5A-H:N:D:B:A:A:A:AU-H:N:D:B:A:A:A:CA-H:N:D:B:A:A:A:DK-H:N:D:B:A:A:A:EU-H:N:D:B:A:A:A:HK-H:N:D:B:A:A:A:JP-H:N:D:B:A:A:A:NZ-H:N:D:B:A:A:A:NO-H:N:D:B:A:A:A:GB-H:N:D:B:A:A:A:SE-H:N:D:B:A:A:A:CH-H:N:D:B:A:A:A:TH-H:N:D:B:A:A:A:US,351.716,348.882,110.358,85.881,68.395,89.75,126.236,116.008,172.341,99.275,125.261,113.071,99.287,209.99,168.148,165.131,235.026,214.941,276.234


BIS Quarterly Review: 'December 2007,,,,,,,,,,,,,,,,,,,,
Table 20C: Amounts outstanding of OTC foreign exchange derivatives,,,,,,,,,,,,,,,,,,,,
By instrument and maturity,,,,,,,,,,,,,,,,,,,,
In billions of US dollars,,,,,,,,,,,,,,,,,,,,
All counterparties,,,,,,,,,,,,,,,,,,,,
,,Jun.1998,Dec.1998,Jun.1999,Dec.1999,Jun.2000,Dec.2000,Jun.2001,Dec.2001,Jun.2002,Dec.2002,Jun.2003,Dec.2003,Jun.2004,Dec.2004,Jun.2005,Dec.2005,Jun.2006,Dec.2006,Jun.2007
Total contracts,H:N:A:B:A:A:A:5A,18718.838,18011.138,14899.464,14344.45,15494.31,15665.718,16909.874,16747.649,18067.708,18447.914,22070.5,24475.064,26997.068,29288.99,31081.294,31364.026,38090.896,40239.336,48620.2
Maturity of one year or less,H:N:A:B:A:A:A:8A,16292.15,15791.2,12444.218,12139.557,13177.861,12887.994,13012.133,13426.969,14401.211,14521.517,17543.156,18840.254,21251.602,22833.888,24255.614,23909.804,29562.778,30254.73,36940.36
Maturity between 1 and 5 yrs ,H:N:A:B:A:A:A:8B,1831.995,1624.367,1772.154,1539.235,1623.396,1901.84,2833.006,2339.806,2536.62,2718.722,3128.348,3900.545,3911.913,4386.356,4729.163,5165.106,5837.286,6690.942,8079.734
Maturity over 5 years,H:N:A:B:A:A:A:8C,594.732,591.663,682.743,665.918,693.05,875.898,1064.735,980.887,1129.88,1207.672,1399,1734.278,1833.555,2068.761,2096.536,2289.141,2690.849,3293.676,3600.117
Forwards and swaps,H:N:A:B:C:A:A:8A+H:N:A:B:C:A:A:8B+H:N:A:B:C:A:A:8C,14095.951,14312.36,11890.655,12037.386,13109.066,13327.252,14413.687,14277.575,14640.401,15222.227,17490.718,18757.833,20959.29,23173.967,24036.442,24376.945,29064.165,30637.319,36816.595
Maturity of one year or less,H:N:A:B:C:A:A:8A,11999.836,12283.691,9637.989,9957.453,10916.448,10726.348,10848.263,11176.068,11296.032,11732.179,13407.951,13746.331,15833.648,17521.952,18194.834,18157.27,22104.962,22677.638,27696.744
Maturity between 1 and 5 yrs ,H:N:A:B:C:A:A:8B,1525.205,1448.886,1593.127,1430.585,1518.474,1764.096,2542.967,2141.97,2243.526,2337.865,2733.89,3355.595,3382.894,3676.053,3847.157,4049.631,4433.049,4886.942,5812.921
Maturity over 5 years,H:N:A:B:C:A:A:8C,570.91,579.783,659.539,649.348,674.144,836.808,1022.457,959.537,1100.843,1152.183,1348.877,1655.907,1742.748,1975.962,1994.451,2170.044,2526.154,3072.739,3306.93
Options,H:N:A:B:H:A:A:5A,4622.844,3694.726,3008.711,2307.066,2385.21,2338.481,2496.184,2470.085,3427.303,3225.685,4579.792,5717.242,6037.796,6115.049,7044.869,6987.095,9026.748,9602.023,11803.614
Maturity of one year or less,H:N:A:B:H:A:A:8A,4292.313,3507.509,2806.223,2182.105,2261.407,2161.651,2163.872,2250.901,3105.18,2789.339,4135.205,5093.927,5417.958,5311.948,6060.786,5752.537,7457.825,7577.091,9243.614
Maturity between 1 and 5 yrs ,H:N:A:B:H:A:A:8B,306.792,175.478,179.322,108.653,104.918,137.741,290.043,197.843,293.092,380.862,394.463,544.954,529.025,710.314,882.01,1115.481,1404.244,1804.002,2266.822
Maturity over 5 years,H:N:A:B:H:A:A:8C,23.822,11.88,23.211,16.565,18.903,39.089,42.276,21.351,29.037,55.491,50.126,78.378,90.813,92.806,102.099,119.103,164.703,220.942,293.197
Reporting Dealers,,,,,,,,,,,,,,,,,,,,
,,Jun.1998,Dec.1998,Jun.1999,Dec.1999,Jun.2000,Dec.2000,Jun.2001,Dec.2001,Jun.2002,Dec.2002,Jun.2003,Dec.2003,Jun.2004,Dec.2004,Jun.2005,Dec.2005,Jun.2006,Dec.2006,Jun.2007
Total contracts,H:N:A:B:A:C:A:5A,7406.404,7283.528,5463.928,5392.283,5826.7,5729.224,5907.121,5911.623,6602.35,6841.835,7954.477,8660.232,10796.222,11667.693,12178.678,12161.378,15277.833,15502.992,19157.82
Maturity of one year or less,H:N:A:B:A:C:A:8A,6737.626,6650.47,4827.861,4839.279,5261.684,5026.796,4830.951,5062.812,5582.269,5709.316,6611.736,6846.175,8794.191,9370.834,9676.908,9393.392,11987.849,11612.804,14579.646
Maturity between 1 and 5 yrs ,H:N:A:B:A:C:A:8B,556.778,489.974,478.876,401.754,412.959,482.848,771.782,598.532,707.672,804.541,932.478,1252.977,1371.529,1584.754,1737.198,1932.015,2294.968,2688.244,3175.177
Maturity over 5 years,H:N:A:B:A:C:A:8C,111.923,145.656,157.244,151.001,152.072,219.587,304.389,250.278,312.409,327.986,410.272,561.086,630.516,712.113,764.589,835.982,995.018,1201.962,1403.009
Forwards and swaps,H:N:A:B:C:C:A:8A+H:N:A:B:C:C:A:8B+H:N:A:B:C:C:A:8C,5620.916,5770.848,4295.206,4521.689,4900.248,4891.643,5058.144,5011.633,5396.165,5740.362,6522.06,6903.843,8527.872,9055.076,9206.135,8980.668,11046.796,11010.233,13693.919
Maturity of one year or less,H:N:A:B:C:C:A:8A,5087.984,5205.124,3717.212,3997.141,4369.034,4219.601,4053.754,4199.147,4438.044,4710.092,5268.026,5256.762,6737.734,7068.723,7058.466,6698.723,8448.097,8045.96,10199.291
Maturity between 1 and 5 yrs ,H:N:A:B:C:C:A:8B,427.149,422.771,427.353,377.109,388.438,456.893,709.724,564.734,651.472,706.886,851.154,1103.185,1181.012,1302.765,1417.699,1490.634,1676.265,1866.182,2230.522
Maturity over 5 years,H:N:A:B:C:C:A:8C,105.783,142.953,150.641,147.439,142.776,215.149,294.666,247.752,306.649,323.384,402.88,543.896,609.126,683.588,729.97,791.311,922.434,1098.091,1264.106
Options,H:N:A:B:H:C:A:5A,1785.355,1515.841,1168.694,870.597,926.441,837.585,848.982,899.991,1206.185,1101.478,1432.423,1756.389,2268.359,2612.612,2972.542,3180.706,4231.025,4492.762,5463.902
Maturity of one year or less,H:N:A:B:H:C:A:8A,1649.642,1445.346,1110.649,842.138,892.65,807.195,777.197,863.665,1144.225,999.224,1343.71,1589.413,2056.457,2302.111,2618.442,2694.669,3539.752,3566.844,4380.355
Maturity between 1 and 5 yrs ,H:N:A:B:H:C:A:8B,129.629,67.203,51.523,24.645,24.521,25.955,62.058,33.798,56.2,97.655,81.324,149.792,190.517,281.989,319.499,441.381,618.703,822.062,944.655
Maturity over 5 years,H:N:A:B:H:C:A:8C,6.14,2.703,6.603,3.562,9.296,4.438,9.723,2.526,5.76,4.602,7.392,17.19,21.39,28.525,34.619,44.671,72.584,103.871,138.903