BIS Quarterly Review: 'December 2011,,,,,,,,,,,,,,,,,,,,,,,,,,,,
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,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009,Jun.2010,Dec.2010,Jun.2011
Total contracts,H:N:A:C:A:A:A:5A:5J,42368.395,50014.686,54071.504,60090.932,64124.689,64667.584,67465.396,77567.657,89954.606,101657.673,121799.273,141990.565,164626.343,190501.941,204795.275,211970.492,262525.565,291581.482,347312.144,393138.1,458303.947,432657.148,437228.337,449874.737,451831.32,465259.628,553880.052
Reporting dealers,H:N:A:C:A:C:A:5A:5J,18244.225,24441.547,27059.443,30517.602,32208.103,31493.674,32318.532,35471.567,43340.356,46722.452,53622.027,63578.788,72549.961,82257.572,87048.61,91540.956,114825.803,127432.466,148555.095,157245.35,188982.411,165740.792,148152.328,138579.697,132127.57,134483.433,159655.983
Other financial institutions,H:N:A:C:A:E:A:5A:5J,18693.714,19790.383,21148.841,24011.607,25771.003,27048.083,28652.633,32509.97,36309.83,43607.296,53133.39,57564.352,70219.315,85728.618,92091.879,95320.493,114930.085,125707.759,153369.663,193107.082,223022.539,228002.751,250097.032,275687.697,282030.952,293489.788,354368.293
Non-financial customers,H:N:A:C:A:F:A:5A:5J,5430.458,5782.751,5863.22,5561.726,6145.585,6125.826,6494.241,9586.118,10304.428,11327.928,15043.861,20847.425,21857.07,22515.769,25654.789,25109.044,32769.693,38441.263,45387.393,42785.682,46299.009,38913.609,38978.983,35607.353,37672.803,37286.409,39855.785
Forward rate agreements,H:N:A:C:F:A:A:5A:5J,5146.869,5755.689,7137.371,6775.274,6771.243,6423.003,6536.857,7737.17,9145.547,8791.989,10270.496,10769.008,13143.838,12788.664,13973.36,14268.677,18117.141,18667.889,22808.67,26598.764,39370.224,41561.29,46812.158,51779.165,56241.786,51587.025,55842.195
Reporting dealers,H:N:A:C:F:C:A:5A:5J,2444.938,2847.982,3768.534,3790.108,3566.437,3034.974,3309.601,3658.197,4698.226,4578.784,4916.101,5343.673,6850.609,6502.397,7149.844,7560.903,9653.372,10023.568,10753.903,11903.152,19202.942,20818.166,24158.003,27352.244,30227.84,26262.238,35217.418
Other financial institutions,H:N:A:C:F:E:A:5A:5J,2331.918,2384.386,2629.927,2596.473,2849.16,2851.181,2483.99,2955.143,3493.821,3540.325,3960.759,4789.522,5359.767,5477.964,5992.883,6187.15,7692.043,7394.416,11035.409,13830.346,18425.647,19451.591,21006.578,22486.82,23797.698,24414.111,19916.655
Non-financial customers,H:N:A:C:F:F:A:5A:5J,370.012,523.321,738.91,388.695,355.646,536.849,743.269,1123.834,953.501,672.881,1393.636,635.812,933.459,808.304,830.633,520.626,771.726,1249.903,1019.355,865.264,1741.636,1291.537,1647.582,1940.101,2216.25,910.677,708.122
Swaps,H:N:A:C:G:A:A:5A:5J,29363.384,36261.583,38371.912,43936.128,47992.731,48768.121,51407.156,58897.149,68234.102,79119.94,94582.591,111209.39,127570.321,150631.34,163749.44,169106.215,207587.936,229693.079,272215.746,309588.274,356771.552,341127.621,341902.73,349287.982,347508.058,364377.15,441615.279
Reporting dealers,H:N:A:C:G:C:A:5A:5J,13465.314,18310.082,20080.426,23224.159,24802.729,24447.001,24907.043,27156.08,33349.525,36362.905,41767.982,49647.96,56421.936,64669.432,67993.79,70800.552,87671.14,96278.72,111323.877,119638.001,140488.77,119640.676,100167.181,87994.233,79717.132,83180.198,92129.375
Other financial institutions,H:N:A:C:G:E:A:5A:5J,12133.728,13971.108,14463.192,16848.99,18874.852,20130.839,22036.679,25196.568,27705.094,34382.787,41985.154,45193.969,54869.837,68887.947,75378.27,77246.675,92874.149,102811.106,123916.008,156948.189,179831.222,188548.043,208129.696,231023.347,235725.092,248684.005,314067.5
Non-financial customers,H:N:A:C:G:F:A:5A:5J,3764.342,3980.39,3828.293,3862.986,4315.151,4190.284,4463.443,6544.5,7179.485,8374.249,10829.461,16367.463,16278.546,17073.962,20377.378,21058.992,27042.646,30603.254,36975.858,33002.1,36451.551,32938.899,33605.855,30270.399,32065.834,32512.949,35418.406
Options,H:N:A:C:H:A:A:5A:5J,7858.141,7997.412,8562.226,9379.526,9360.72,9476.455,9521.379,10933.331,12574.962,13745.747,16946.182,20012.167,23912.19,27081.951,27072.479,28595.598,36820.5,43220.521,52287.744,56951.06,62162.192,49968.24,48513.446,48807.609,48081.477,49295.45,56422.585
Reporting dealers,H:N:A:C:H:C:A:5A:5J,2333.973,3283.483,3210.483,3503.335,3838.937,4011.699,4101.888,4657.29,5292.605,5780.763,6937.944,8587.155,9277.416,11085.743,11904.976,13179.501,17501.291,21130.178,26477.315,25704.197,29290.699,25281.95,23827.144,23233.22,22182.598,25040.997,32309.19
Other financial institutions,H:N:A:C:H:E:A:5A:5J,4228.068,3434.889,4055.722,4566.144,4046.991,4066.063,4131.964,4358.259,5110.915,5684.184,7187.477,7580.861,9989.711,11362.707,10720.726,11886.668,14363.893,15502.237,18418.246,22328.547,24765.67,20003.117,20960.758,22177.53,22508.162,20391.672,20384.138
Non-financial customers,H:N:A:C:H:F:A:5A:5J,1296.104,1279.04,1296.017,1310.045,1474.788,1398.693,1287.529,1917.784,2171.442,2280.798,2820.764,3844.15,4645.065,4633.503,4446.778,3529.426,4955.321,6588.106,7392.18,8918.318,8105.822,4683.173,3725.546,3396.853,3390.719,3862.783,3729.257
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,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009,Jun.2010,Dec.2010,Jun.2011
Total contracts,H:N:D:C:A:A:A:5A:5J,1159.55,1674.832,1356.902,1303.751,1230.306,1426.368,1573.053,2209.872,2467.087,4266.415,5458.538,4327.834,3951.34,5416.957,6699.411,5397.159,5445.125,4825.849,6063.209,7176.526,9263.462,20086.863,15477.62,14019.733,17532.737,14746.115,13243.988
Reporting dealers,H:N:D:C:A:C:A:5A:5J,462.657,748.128,634.418,602.401,560.005,637.6,703.454,912.087,1081.414,1848.151,2266.286,1872.318,1605.502,2154.654,2597.727,2096.114,2221.038,1972.871,2374.794,2774.174,3553.644,7099.181,4759.344,3970.015,4548.402,4136.046,3977.498
Other financial institutions,H:N:D:C:A:E:A:5A:5J,514.576,682.858,558.85,547.605,518.287,610.08,682.858,944.712,1024.659,1845.036,2482.407,1768.285,1707.453,2631.076,3264.547,2625.052,2515.932,2223.477,2946.35,3785.814,4964.725,11849.338,9927.957,9313.383,12067.876,9755.988,8616.344
Non-financial customers,H:N:D:C:A:F:A:5A:5J,182.307,243.84,163.632,153.739,152,178.682,186.739,353.074,361.018,573.228,709.842,687.221,638.377,631.225,837.139,675.996,708.154,629.501,742.067,616.539,745.087,1138.344,790.317,736.339,916.459,854.086,650.146
Forward rate agreements,H:N:D:C:F:A:A:5A:5J,33.21,14.54,12.123,12.327,13.29,12.257,15.195,18.636,18.566,21.643,20.256,19.032,29.026,22.285,30.573,22.143,25.265,32.105,42.629,41.059,87.821,165.47,129.639,80.291,80.929,206.029,60.409
Reporting dealers,H:N:D:C:F:C:A:5A:5J,7.911,6.354,5.13,5.204,5.685,4.99,5.012,6.225,8.187,7.244,6.551,6.654,9.705,7.397,9.316,6.425,7.586,8.991,12.387,13.687,34.441,78.1,42.63,32.087,32.076,60.036,27.594
Other financial institutions,H:N:D:C:F:E:A:5A:5J,21.15,6.125,4.752,6.293,5.591,5.763,8.236,9.333,7.725,9.711,7.702,9.564,13.286,11.998,17.664,13.461,14.708,18.446,27.403,25.149,47.606,81.749,83.123,42.67,43.868,142.653,30.53
Non-financial customers,H:N:D:C:F:F:A:5A:5J,4.148,2.061,2.242,0.827,2.013,1.502,1.947,3.078,2.657,4.688,6.002,2.811,6.034,2.89,3.595,2.257,2.969,4.665,2.837,2.222,5.772,5.623,3.888,5.53,4.982,3.34,2.284
Swaps,H:N:D:C:G:A:A:5A:5J,1018.09,1508.519,1221.994,1150.149,1071.896,1259.62,1403.712,1969.409,2213.389,3863.505,5004.184,3917.716,3562.18,4903.024,6076.946,4777.773,4840.302,4162.983,5320.61,6182.605,8056.075,18157.54,13934.336,12575.653,15951.129,13138.672,11864.208
Reporting dealers,H:N:D:C:G:C:A:5A:5J,414.919,675.594,578.174,539.112,493.857,568.204,636.601,814.318,974.222,1679.34,2069.352,1688.521,1434.97,1898.214,2290.274,1781.486,1914.567,1626.653,1982.116,2271.026,2919.968,6094.834,3988.347,3229.271,3755.952,3287.128,3107.527
Other financial institutions,H:N:D:C:G:E:A:5A:5J,442.587,614.766,500.996,477.372,447.854,532.857,607.56,843.545,920.406,1674.998,2298.898,1626.976,1570.459,2435.348,3022.435,2378.218,2275.661,1974.377,2661.387,3381.867,4480.475,11033.144,9234.313,8686.211,11360.795,9072.499,8166.405
Non-financial customers,H:N:D:C:G:F:A:5A:5J,160.58,218.159,142.821,133.659,130.184,158.556,159.548,311.548,318.761,509.168,635.934,602.216,556.749,569.465,764.238,618.072,650.076,561.953,677.108,529.713,655.632,1029.56,711.674,660.175,834.381,779.052,590.276
Options,H:N:D:C:H:A:A:5A:5J,108.247,151.772,122.786,141.273,145.118,154.492,154.148,221.826,235.131,381.267,434.097,391.085,360.132,491.645,591.891,597.244,579.558,630.767,699.974,952.861,1119.559,1763.854,1413.646,1363.788,1500.68,1401.413,1319.371
Reporting dealers,H:N:D:C:H:C:A:5A:5J,39.827,66.18,51.114,58.085,60.463,64.406,61.841,91.544,99.005,161.567,190.383,177.143,160.827,249.043,298.137,308.203,298.885,337.227,380.291,489.461,599.235,926.247,728.367,708.657,760.374,788.882,842.377
Other financial institutions,H:N:D:C:H:E:A:5A:5J,50.839,61.967,53.102,63.94,64.842,71.46,67.062,91.834,96.528,160.327,175.807,131.745,123.708,183.73,224.448,233.373,225.563,230.654,257.56,378.798,436.644,734.445,610.521,584.502,663.213,540.836,419.409
Non-financial customers,H:N:D:C:H:F:A:5A:5J,17.579,23.62,18.569,19.253,19.803,18.624,25.244,38.448,39.6,59.372,67.906,82.194,75.594,58.87,69.306,55.667,55.109,62.883,62.122,84.604,83.683,103.161,74.755,70.634,77.096,71.694,57.586



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,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009,Jun.2010,Dec.2010,Jun.2011
All currencies,H:N:A:C:A:A:A:5A:5J,42368.395,50014.686,54071.504,60090.932,64124.689,64667.584,67465.396,77567.657,89954.606,101657.673,121799.273,141990.565,164626.343,190501.941,204795.275,211970.492,262525.565,291581.482,347312.144,393138.1,458303.947,432657.148,437228.337,449874.737,451831.32,465259.628,553880.052
Canadian dollar,H:N:A:C:A:A:A:CA:5J,769.553,746.647,814.344,824.933,845.96,840.381,784.614,780.635,859.15,828.485,1136.103,1301.891,1297.864,1474.535,1601.558,1746.997,2046.77,2125.325,2827.719,3013.825,3286.011,2703.886,3227.367,3427.374,4410.952,4247.476,6904.811
Euro,H:N:A:C:A:A:A:EU:5J,-,-,17482.703,20692.076,22947.956,21310.853,22404.771,26229.57,30670.866,38429.013,50000.005,55793.171,63006.437,76161.453,76426.201,81442.287,103460.822,111791.142,127648.326,146082.364,171876.944,161445.238,160668.261,175790.29,161515.229,177831.001,219681.703
Japanese yen,H:N:A:C:A:A:A:JP:5J,7163.83,9762.577,10207.49,12390.659,12762.611,13107.148,11277.64,11799.191,13433.423,14650.012,15270.045,19525.74,21103.008,24208.698,25224.237,25605.279,32580.823,38113.098,48035.235,53099.253,58056.19,61587.982,57452.179,53854.801,55394.829,59509.305,65491.321
Pound sterling,H:N:A:C:A:A:A:GB:5J,3288.29,3911.061,4397.612,4587.936,4740.642,4852.286,5177.547,6215.813,6977.667,7441.522,8322.393,9884.239,11867.327,15288.833,16620.66,15060.014,19071.291,22238.034,27676.194,28390.05,38618.611,29204.448,32591.27,34257.337,36218.844,37812.646,50121.144
Swedish krona,H:N:A:C:A:A:A:SE:5J,826.382,938.606,1122.096,1373.406,1254.687,1136.177,996.663,1057.056,1069.765,1093.596,1135.909,1519.917,1644.606,2213.219,2221.569,2550.582,3452.386,3593.783,5154.823,5175.984,6453.876,5081.653,5294.317,4695.56,4460.99,5098.326,5832.239
Swiss franc,H:N:A:C:A:A:A:CH:5J,1054.885,1319.675,1404.244,1414.45,1409.222,1355.529,1167.344,1361.907,1591.172,1725.76,1961.886,2443.767,2651.014,3243.258,2804.123,3274.595,3646.75,3543.16,3920.582,4101.196,5252.991,5088.401,4712.779,4806.664,4650.33,5114.405,6173.087
US dollar,H:N:A:C:A:A:A:US:5J,13213.979,13762.495,16072.559,16510.376,17605.992,19420.961,23083.379,27427.122,32177.982,34398.976,40110.475,46177.665,57827.475,61103.179,72558.056,74440.854,88115.059,97430.101,114370.97,129755.831,149813.248,148660.808,154173.82,153373.478,164119.173,151582.524,170658.278
Other,H:N:A:C:A:A:A:5A:5J-H:N:A:C:A:A:A:CA:5J-H:N:A:C:A:A:A:EU:5J-H:N:A:C:A:A:A:JP:5J-H:N:A:C:A:A:A:GB:5J-H:N:A:C:A:A:A:SE:5J-H:N:A:C:A:A:A:CH:5J-H:N:A:C:A:A:A:US:5J,16051.476,19573.625,2570.456,2297.096,2557.619,2644.249,2573.438,2696.363,3174.581,3090.309,3862.457,5344.175,5228.612,6808.766,7338.871,7849.884,10151.664,12746.839,17678.295,23519.597,24946.076,18884.732,19108.344,19669.233,21060.973,24063.945,29017.469
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,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009,Jun.2010,Dec.2010,Jun.2011
All currencies,H:N:D:C:A:A:A:5A:5J,1159.55,1674.832,1356.902,1303.751,1230.306,1426.368,1573.053,2209.872,2467.087,4266.415,5458.538,4327.834,3951.34,5416.957,6699.411,5397.159,5445.125,4825.849,6063.209,7176.526,9263.462,20086.863,15477.62,14019.733,17532.737,14746.115,13243.988
Canadian dollar,H:N:D:C:A:A:A:CA:5J,14.005,18.409,16.371,14.885,13.707,15.464,14.578,28.576,23.639,30.72,36.791,35.736,27.553,40.355,53.348,36.249,37.749,30.945,42.746,36.895,59.985,186.099,141.482,101.651,102.268,89.826,112.563
Euro,H:N:D:C:A:A:A:EU:5J,-,-,584.457,492.177,466.726,476.796,461.017,676.975,709.972,1499.341,2178.422,1729.945,1773.95,2985.667,3691.859,2964.95,2298.65,2299.728,2846.428,2688.26,3909.594,5642.763,6254.659,6072.692,7043.418,5826.532,4795.2
Japanese yen,H:N:D:C:A:A:A:JP:5J,194.184,211.732,191.854,231.555,207.095,232.347,312.695,303.784,326.292,377.788,404.757,358.329,324.199,351.752,453.908,294.486,463.294,296.692,364.396,400.556,379.83,927.007,799.86,843.41,980.171,1022.317,1012.282
Pound sterling,H:N:D:C:A:A:A:GB:5J,58.497,129.999,102.722,93.661,84.401,112.813,98.784,148.234,151.43,251.74,314.835,228.221,187.895,239.868,371.841,343.76,290.638,310.744,626.739,429.843,684.182,1365.404,1117.239,1038.338,1146.24,1015.644,970.059
Swedish krona,H:N:D:C:A:A:A:SE:5J,19.072,25.43,21.196,17.982,17.096,19.111,14.501,16.15,14.283,25.53,36.055,32.612,27.776,47.675,62.503,40.875,38.222,31.854,47.552,42.668,73.212,129.808,118.087,99.295,98.299,70.756,63.645
Swiss franc,H:N:D:C:A:A:A:CH:5J,19.186,31.488,26.646,19.332,22.18,19.609,18.29,21.083,32.563,71.236,72.388,73.474,47.618,62.211,75.265,48.744,46.458,34.206,52.04,42.248,71.387,119.577,120.963,128.125,138.284,139.651,143.5
US dollar,H:N:D:C:A:A:A:US:5J,310.815,370.058,336.748,375.842,367.202,485.67,581.127,952.014,1127.058,1917.286,2285.911,1734.058,1464.314,1534.578,1826.052,1515.295,2119.9,1661.404,1851.14,3218.985,3601.304,11092.044,6472.6,5346.723,7573.035,6177.027,5744.541
Other,H:N:D:C:A:A:A:5A:5J-H:N:D:C:A:A:A:CA:5J-H:N:D:C:A:A:A:EU:5J-H:N:D:C:A:A:A:JP:5J-H:N:D:C:A:A:A:GB:5J-H:N:D:C:A:A:A:SE:5J-H:N:D:C:A:A:A:CH:5J-H:N:D:C:A:A:A:US:5J,543.791,887.716,76.908,58.317,51.899,64.558,72.061,63.056,81.85,92.774,129.379,135.459,98.035,154.851,164.635,152.8,150.214,160.276,232.168,317.071,483.968,624.161,452.73,389.499,451.022,404.362,402.198