BIS Quarterly Review: 'December 2007,,,,,,,,,,,,,,,,,,,,
Table 21A: Amounts outstanding of OTC single-currency interest rate derivatives,,,,,,,,,,,,,,,,,,,,
By instrument and counterparty,,,,,,,,,,,,,,,,,,,,
(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
Total contracts,H:N:A:C:A:A:A:5A,42368.396,50014.688,54071.504,60090.932,64124.688,64667.584,67465.4,77567.656,89954.608,101657.672,121799.272,141990.56,164626.336,190501.952,204795.264,211970.496,261959.808,291115.2,346936.96
reporting dealers,H:N:A:C:A:C:A:5A,18244.224,24441.548,27059.444,30517.6,32208.1,31493.676,32318.532,35471.568,43340.356,46722.452,53622.024,63578.788,72549.968,82257.568,87048.608,91540.96,114464.912,127139.816,148318.336
other financial institutions,H:N:A:C:A:E:A:5A,18693.714,19790.384,21148.84,24011.608,25771.004,27048.084,28652.632,32509.97,36309.828,43607.296,53133.392,57564.352,70219.312,85728.616,92091.88,95320.488,114864.672,125654.032,153327.84
non-financial customers,H:N:A:C:A:F:A:5A,5430.458,5782.751,5863.22,5561.726,6145.585,6125.826,6494.241,9586.118,10304.428,11327.928,15043.861,20847.424,21857.07,22515.768,25654.788,25109.044,32630.236,38321.36,45290.784
Forward rate agreements,H:N:A:C:F:A:A:5A,5146.869,5755.689,7137.371,6775.274,6771.243,6423.003,6536.857,7737.17,9145.547,8791.989,10270.496,10769.008,13143.838,12788.664,13973.36,14268.677,18117.14,18667.888,22808.67
reporting dealers,H:N:A:C:F:C:A:5A,2444.938,2847.982,3768.534,3790.108,3566.437,3034.974,3309.601,3658.197,4698.226,4578.784,4916.101,5343.673,6850.609,6502.397,7149.844,7560.903,9653.372,10023.568,10753.903
other financial institutions,H:N:A:C:F:E:A:5A,2331.918,2384.386,2629.927,2596.473,2849.16,2851.181,2483.99,2955.143,3493.821,3540.325,3960.759,4789.522,5359.767,5477.964,5992.883,6187.15,7692.043,7394.416,11035.409
non-financial customers,H:N:A:C:F:F:A:5A,370.012,523.321,738.91,388.695,355.646,536.849,743.269,1123.834,953.501,672.881,1393.636,635.812,933.459,808.304,830.633,520.626,771.726,1249.903,1019.355
Swaps,H:N:A:C:G:A:A:5A,29363.384,36261.584,38371.912,43936.128,47992.732,48768.12,51407.156,58897.148,68234.104,79119.944,94582.592,111209.384,127570.32,150631.328,163749.44,169106.208,207042.496,229241.328,271852.864
reporting dealers,H:N:A:C:G:C:A:5A,13465.314,18310.082,20080.426,23224.16,24802.728,24447,24907.044,27156.08,33349.524,36362.904,41767.984,49647.96,56421.936,64669.432,67993.792,70800.552,87322.92,95994.8,111094.528
other financial institutions,H:N:A:C:G:E:A:5A,12133.728,13971.108,14463.192,16848.99,18874.852,20130.84,22036.68,25196.568,27705.094,34382.784,41985.152,45193.968,54869.84,68887.944,75378.272,77246.672,92809.912,102758.192,123874.848
non-financial customers,H:N:A:C:G:F:A:5A,3764.342,3980.39,3828.293,3862.986,4315.151,4190.284,4463.443,6544.5,7179.485,8374.249,10829.461,16367.463,16278.546,17073.962,20377.378,21058.992,26909.656,30488.336,36883.496
Options,H:N:A:C:H:A:A:5A,7858.141,7997.412,8562.226,9379.526,9360.72,9476.455,9521.379,10933.331,12574.962,13745.747,16946.182,20012.168,23912.19,27081.952,27072.48,28595.598,36800.188,43206,52275.424
reporting dealers,H:N:A:C:H:C:A:5A,2333.973,3283.483,3210.483,3503.335,3838.937,4011.699,4101.888,4657.29,5292.605,5780.763,6937.944,8587.155,9277.416,11085.743,11904.976,13179.501,17488.616,21121.446,26469.912
other financial institutions,H:N:A:C:H:E:A:5A,4228.068,3434.889,4055.722,4566.144,4046.991,4066.063,4131.964,4358.259,5110.915,5684.184,7187.477,7580.861,9989.711,11362.707,10720.726,11886.668,14362.719,15501.429,18417.582
non-financial customers,H:N:A:C:H:F:A:5A,1296.104,1279.04,1296.017,1310.045,1474.788,1398.693,1287.529,1917.784,2171.442,2280.798,2820.764,3844.15,4645.065,4633.503,4446.778,3529.426,4948.857,6583.123,7387.93
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
Total contracts,H:N:D:C:A:A:A:5A,1159.55,1674.832,1356.902,1303.751,1230.306,1426.368,1573.053,2209.872,2467.087,4266.415,5458.538,4327.834,3951.34,5416.957,6699.411,5397.159,5435.469,4819.963,6057.044
reporting dealers,H:N:D:C:A:C:A:5A,462.657,748.128,634.418,602.401,560.005,637.6,703.454,912.087,1081.414,1848.151,2266.286,1872.318,1605.502,2154.654,2597.727,2096.114,2215.105,1969.24,2371.046
other financial institutions,H:N:D:C:A:E:A:5A,514.576,682.858,558.85,547.605,518.287,610.08,682.858,944.712,1024.659,1845.036,2482.407,1768.285,1707.453,2631.076,3264.547,2625.052,2514.903,2222.868,2945.668
non-financial customers,H:N:D:C:A:F:A:5A,182.307,243.84,163.632,153.739,152,178.682,186.739,353.074,361.018,573.228,709.842,687.221,638.377,631.225,837.139,675.996,705.46,627.855,740.332
Forward rate agreements,H:N:D:C:F:A:A:5A,33.21,14.54,12.123,12.327,13.29,12.257,15.195,18.636,18.566,21.643,20.256,19.032,29.026,22.285,30.573,22.143,25.265,32.105,42.629
reporting dealers,H:N:D:C:F:C:A:5A,7.911,6.354,5.13,5.204,5.685,4.99,5.012,6.225,8.187,7.244,6.551,6.654,9.705,7.397,9.316,6.425,7.586,8.991,12.387
other financial institutions,H:N:D:C:F:E:A:5A,21.15,6.125,4.752,6.293,5.591,5.763,8.236,9.333,7.725,9.711,7.702,9.564,13.286,11.998,17.664,13.461,14.708,18.446,27.403
non-financial customers,H:N:D:C:F:F:A:5A,4.148,2.061,2.242,0.827,2.013,1.502,1.947,3.078,2.657,4.688,6.002,2.811,6.034,2.89,3.595,2.257,2.969,4.665,2.837
Swaps,H:N:D:C:G:A:A:5A,1018.09,1508.519,1221.994,1150.149,1071.896,1259.62,1403.712,1969.409,2213.389,3863.505,5004.184,3917.716,3562.18,4903.024,6076.946,4777.773,4830.789,4157.188,5314.515
reporting dealers,H:N:D:C:G:C:A:5A,414.919,675.594,578.174,539.112,493.857,568.204,636.601,814.318,974.222,1679.34,2069.352,1688.521,1434.97,1898.214,2290.274,1781.486,1908.727,1623.08,1978.413
other financial institutions,H:N:D:C:G:E:A:5A,442.587,614.766,500.996,477.372,447.854,532.857,607.56,843.545,920.406,1674.998,2298.898,1626.976,1570.459,2435.348,3022.435,2378.218,2274.638,1973.771,2660.707
non-financial customers,H:N:D:C:G:F:A:5A,160.58,218.159,142.821,133.659,130.184,158.556,159.548,311.548,318.761,509.168,635.934,602.216,556.749,569.465,764.238,618.072,647.426,560.337,675.396
Options,H:N:D:C:H:A:A:5A,108.247,151.772,122.786,141.273,145.118,154.492,154.148,221.826,235.131,381.267,434.097,391.085,360.132,491.645,591.891,597.244,579.415,630.676,699.904
reporting dealers,H:N:D:C:H:C:A:5A,39.827,66.18,51.114,58.085,60.463,64.406,61.841,91.544,99.005,161.567,190.383,177.143,160.827,249.043,298.137,308.203,298.792,337.169,380.246
other financial institutions,H:N:D:C:H:E:A:5A,50.839,61.967,53.102,63.94,64.842,71.46,67.062,91.834,96.528,160.327,175.807,131.745,123.708,183.73,224.448,233.373,225.557,230.651,257.558
non-financial customers,H:N:D:C:H:F:A:5A,17.579,23.62,18.569,19.253,19.803,18.624,25.244,38.448,39.6,59.372,67.906,82.194,75.594,58.87,69.306,55.667,55.065,62.853,62.099


BIS Quarterly Review: 'December 2007,,,,,,,,,,,,,,,,,,,,
Table 21B: Amounts outstanding of OTC single-currency interest rate 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:C:A:A:A:5A,42368.396,50014.688,54071.504,60090.932,64124.688,64667.584,67465.4,77567.656,89954.608,101657.672,121799.272,141990.56,164626.336,190501.952,204795.264,211970.496,261959.808,291115.2,346936.96
Australian dollar,H:N:A:C:A:A:A:AU,110.61,118.464,121.624,232.809,198.539,184.205,320.556,249.52,282.51,252.387,376.105,487.741,458.226,609.421,647.035,730.191,982.537,1041.504,1537.574
Canadian dollar,H:N:A:C:A:A:A:CA,769.553,746.647,814.344,824.933,845.96,840.381,784.614,780.635,859.15,828.485,1136.103,1301.891,1297.864,1474.535,1601.558,1746.997,2046.77,2125.325,2827.719
Danish krone,H:N:A:C:A:A:A:DK,172.783,296.86,349.925,337.452,342.696,307.917,132.157,83.062,133.249,89.308,122.242,146.989,87.668,209.804,175.525,144.709,232.691,224.358,234.356
Euro,H:N:A:C:A:A:A:EU,-,-,17482.704,20692.076,22947.956,21310.852,22404.772,26229.568,30670.866,38429.016,50000.004,55793.172,63006.436,76161.456,76426.2,81442.288,103428.592,111762.64,127622.616
Hong Kong dollar,H:N:A:C:A:A:A:HK,53.632,31.722,75.525,114.621,77.094,185.543,119.188,128.054,142.249,162.226,226.173,286.768,283.461,257.86,388.962,355.12,318.442,453.251,515.746
Japanese yen,H:N:A:C:A:A:A:JP,7163.83,9762.577,10207.49,12390.659,12762.611,13107.148,11277.64,11799.191,13433.423,14650.012,15270.045,19525.74,21103.008,24208.698,25224.236,25605.28,32146.42,37756.892,47749.568
New Zealand dollar,H:N:A:C:A:A:A:NZ,2.342,3.01,2.579,4.352,3.986,2.85,2.912,-,-,1.996,5.374,9.792,10.414,8.568,10.71,15.14,19.902,26.075,61.462
Norwegian krone,H:N:A:C:A:A:A:NO,331.289,394.904,367.89,175.974,170.689,294.587,231.945,237.808,241.59,157.427,223.404,303.493,323.056,470.357,488.801,431.953,562.079,1183.203,1968.845
Pound sterling,H:N:A:C:A:A:A:GB,3288.29,3911.061,4397.612,4587.936,4740.642,4852.286,5177.547,6215.813,6977.667,7441.522,8322.393,9884.239,11867.327,15288.833,16620.66,15060.014,19065.976,22233.564,27673.23
Swedish krona,H:N:A:C:A:A:A:SE,826.382,938.606,1122.096,1373.406,1254.687,1136.177,996.663,1057.056,1069.765,1093.596,1135.909,1519.917,1644.606,2213.219,2221.569,2550.582,3452.386,3593.783,5154.823
Swiss franc,H:N:A:C:A:A:A:CH,1054.885,1319.675,1404.244,1414.45,1409.222,1355.529,1167.344,1361.907,1591.172,1725.76,1961.886,2443.767,2651.014,3243.258,2804.123,3274.595,3646.509,3543.031,3920.523
US dollar,H:N:A:C:A:A:A:US,13213.979,13762.495,16072.559,16510.376,17605.992,19420.96,23083.38,27427.122,32177.982,34398.976,40110.472,46177.664,57827.48,61103.18,72558.056,74440.856,88022.44,97353.984,114310.864
Other,H:N:A:C:A:A:A:5A-H:N:A:C:A:A:A:AU-H:N:A:C:A:A:A:CA-H:N:A:C:A:A:A:DK-H:N:A:C:A:A:A:EU-H:N:A:C:A:A:A:HK-H:N:A:C:A:A:A:JP-H:N:A:C:A:A:A:NZ-H:N:A:C:A:A:A:NO-H:N:A:C:A:A:A:GB-H:N:A:C:A:A:A:SE-H:N:A:C:A:A:A:CH-H:N:A:C:A:A:A:US,15380.821,18728.667,1652.912,1431.888,1764.614,1669.149,1766.682,1997.92,2374.985,2426.961,2909.162,4109.387,4065.776,5252.763,5627.829,6172.771,8035.064,9817.59,13359.634
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:C:A:A:A:5A,1159.55,1674.832,1356.902,1303.751,1230.306,1426.368,1573.053,2209.872,2467.087,4266.415,5458.538,4327.834,3951.34,5416.957,6699.411,5397.159,5435.469,4819.963,6057.044
Australian dollar,H:N:D:C:A:A:A:AU,3.479,4.899,3.797,4.222,4.061,4.499,5.123,5.749,3.977,7.29,8.385,8.5,5.195,5.029,7.067,6.901,8.765,8.524,21.154
Canadian dollar,H:N:D:C:A:A:A:CA,14.005,18.409,16.371,14.885,13.707,15.464,14.578,28.576,23.639,30.72,36.791,35.736,27.553,40.355,53.348,36.249,37.749,30.945,42.746
Danish krone,H:N:D:C:A:A:A:DK,1.945,6.524,5.766,4.303,4.745,3.029,2.644,1.183,2.031,3.12,8.353,8.578,3.977,7.989,12.98,6.533,6.02,5.811,7.153
Euro,H:N:D:C:A:A:A:EU,-,-,584.457,492.177,466.726,476.796,461.017,676.975,709.972,1499.341,2178.422,1729.945,1773.95,2985.667,3691.859,2964.95,2297.789,2299.04,2845.794
Hong Kong dollar,H:N:D:C:A:A:A:HK,1.267,0.83,1.403,1.276,0.851,2.677,2.248,2.54,2.882,3.991,5.576,7.241,3.438,4.627,3.819,4.161,4.154,3.803,3.695
Japanese yen,H:N:D:C:A:A:A:JP,194.184,211.732,191.854,231.555,207.095,232.347,312.695,303.784,326.292,377.788,404.757,358.329,324.199,351.752,453.908,294.486,457.277,293.104,360.737
New Zealand dollar,H:N:D:C:A:A:A:NZ,-,0.089,0.084,0.088,0.06,0.069,0.065,0.003,-,0.051,0.251,0.182,0.201,0.094,0.114,0.143,0.173,0.297,0.867
Norwegian krone,H:N:D:C:A:A:A:NO,1.017,1.351,2.293,1.214,1.8,1.429,1.335,2.039,1.572,0.951,3.28,4.635,3.789,8.162,7.082,5.542,4.636,6.289,10.562
Pound sterling,H:N:D:C:A:A:A:GB,58.497,129.999,102.722,93.661,84.401,112.813,98.784,148.234,151.43,251.74,314.835,228.221,187.895,239.868,371.841,343.76,290.57,310.698,626.678
Swedish krona,H:N:D:C:A:A:A:SE,19.072,25.43,21.196,17.982,17.096,19.111,14.501,16.15,14.283,25.53,36.055,32.612,27.776,47.675,62.503,40.875,38.222,31.854,47.552
Swiss franc,H:N:D:C:A:A:A:CH,19.186,31.488,26.646,19.332,22.18,19.609,18.29,21.083,32.563,71.236,72.388,73.474,47.618,62.211,75.265,48.744,46.457,34.206,52.037
US dollar,H:N:D:C:A:A:A:US,310.815,370.058,336.748,375.842,367.202,485.67,581.127,952.014,1127.058,1917.286,2285.911,1734.058,1464.314,1534.578,1826.052,1515.295,2117.203,1659.852,1849.346
Other,H:N:D:C:A:A:A:5A-H:N:D:C:A:A:A:AU-H:N:D:C:A:A:A:CA-H:N:D:C:A:A:A:DK-H:N:D:C:A:A:A:EU-H:N:D:C:A:A:A:HK-H:N:D:C:A:A:A:JP-H:N:D:C:A:A:A:NZ-H:N:D:C:A:A:A:NO-H:N:D:C:A:A:A:GB-H:N:D:C:A:A:A:SE-H:N:D:C:A:A:A:CH-H:N:D:C:A:A:A:US,536.083,874.023,63.565,47.214,40.382,52.855,60.646,51.542,71.388,77.371,103.534,106.323,81.435,128.95,133.573,129.52,126.454,135.54,188.723