"Insterest rate 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-H1,2009-H2,2010-H1,2010-H2,2011-H1
Total (All currencies maturities and regions),All instruments,All counterparties (net),42368395,50014686,54071504,60090932,64124689,64667584,67465396,77567657,89954606,101657673,121799273,141990565,164626343,190501941,204795275,211970492,262525565,291581482,347312144,393138100,458303947,432657148,437228337,449874737,451831320,465259628,553880052
Total (All currencies maturities and regions),  IR Forward rate agreements + Interest rate swaps,All counterparties (net),34510253,42017272,45509283,50711402,54763974,55191124,57944013,66634319,77379649,87911929,104853087,121978398,140714159,163420004,177722800,183374892,225705077,248360968,295024416,336187038,396141776,382688911,388714888,401067147,403749844,415964175,497457474
Total (All currencies maturities and regions),  IR Forward rate agreements + Interest rate swaps,Reporting dealers (net),15910252,21158064,23848960,27014267,28369166,27481975,28216644,30814277,38047751,40941689,46684083,54991633,63272545,71171829,75143634,78361455,97324512,106302288,122077780,131541153,159691712,140458842,124325184,115346477,109944972,109442436,127346793
Total (All currencies maturities and regions),  IR Forward rate agreements + Interest rate swaps,Other financial institutions,14465646,16355494,17093119,19445463,21724012,22982020,24520669,28151711,31198915,37923112,45945913,49983491,60229604,74365911,81371153,83433825,100566192,110205522,134951417,170778535,198256869,207999634,229136274,253510167,259522790,273098116,333984155
Total (All currencies maturities and regions),  IR Forward rate agreements + Interest rate swaps,Non-financial institutions,4134354,4503711,4567203,4251681,4670797,4727133,5206712,7668334,8132986,9047130,12223097,17003275,17212005,17882266,21208011,21579618,27814372,31853157,37995213,33867364,38193187,34230436,35253437,32210500,34282084,33423626,36126528
Total (All currencies maturities and regions),  Total options,All counterparties (net),7858141,7997412,8562226,9379526,9360720,9476455,9521379,10933331,12574962,13745747,16946182,20012167,23912190,27081951,27072479,28595598,36820500,43220521,52287744,56951060,62162192,49968240,48513446,48807609,48081477,49295450,56422585
Total (All currencies maturities and regions),    Options sold,All counterparties (gross),5317224,5883930,6116669,6516236,6681446,7009509,7045392,8139648,9235112,10097907,12320392,14835409,17052073,19332204,20284079,21729991,28080678,33604084,40995453,42609797,46434119,38175192,36662510,36456615,35711042,37830918,44317120
Total (All currencies maturities and regions),    Options sold,Reporting dealers (gross),2308336,3310032,3107841,3447183,3679504,3907289,4048997,4699960,5271365,5768762,6894053,8590275,9267189,11017195,11965361,13274509,17594065,21442549,26815892,25589832,28998443,25074896,23526407,22854303,21910418,25029269,31699874
Total (All currencies maturities and regions),    Options sold,Other financial institutions,2258448,1828167,2205574,2236936,2130397,2208505,2161948,2288603,2653388,2891910,3695436,3957055,5130527,5696372,5617159,6313893,7606055,8281766,9885852,12127727,13040579,10544088,10936040,11509523,11743233,10823693,10770424
Total (All currencies maturities and regions),    Options sold,Non-financial institutions,750445,745730,803253,832116,871544,893715,834447,1151083,1310358,1437235,1730904,2288080,2654358,2618637,2701557,2141590,2880559,3879769,4293709,4892238,4395097,2556206,2200064,2092789,2057393,1977958,1846820
Total (All currencies maturities and regions),    Options bought,All counterparties (gross),4874888,5396964,5656039,6366620,6518206,6478648,6577869,7450977,8632451,9428600,11563735,13763905,16137525,18835479,18693365,20045103,26241105,30746609,37769596,40045456,45018767,37074998,35678079,35584217,34553034,36505535,44414641
Total (All currencies maturities and regions),    Options bought,Reporting dealers (gross),2359610,3256933,3313125,3559482,3998367,4116113,4154771,4614620,5313839,5792761,6981836,8584027,9287632,11154277,11844578,13084487,17408508,20817802,26138731,25818558,29582951,25489002,24127879,23612146,22454780,25052731,32918492
Total (All currencies maturities and regions),    Options bought,Other financial institutions,1969620,1606722,1850148,2329208,1916594,1857558,1970016,2069656,2457527,2792274,3492041,3623806,4859184,5666335,5103567,5572775,6757838,7220471,8532394,10200820,11725091,9459029,10024718,10668007,10764929,9567979,9613714
Total (All currencies maturities and regions),    Options bought,Non-financial institutions,545659,533310,492764,477929,603244,504978,453082,766701,861084,843563,1089860,1556070,1990707,2014866,1745221,1387836,2074762,2708337,3098471,4026080,3710725,2126967,1525482,1304064,1333326,1884825,1882437
    Maturity of one year or less,All instruments,All counterparties (net),17421722,18184928,20286624,24874090,25808839,24106907,25604938,27885916,33673729,36937566,44927037,46473962,57157272,62658551,66680897,69378224,90755235,104097588,132402333,127600866,153180683,155581416,159144693,180007076,196039847,188118396,246728629
    Maturity of one year or less,  IR Forward rate agreements + Interest rate swaps,All counterparties (net),14347971,16068663,18064405,21786682,23368363,21682728,23247702,25115429,30368774,33212715,39947780,41084274,49397395,52948178,58540565,61600017,80386850,90708677,116495960,113626119,138214932,144323294,150632145,168640944,183904877,177086050,231169416
    Maturity of one year or less,  IR Forward rate agreements + Interest rate swaps,Reporting dealers (net),7616565,8863573,10168089,12250934,12606273,10892683,12010411,12822871,15799499,16565516,19230235,20051794,25302742,26088798,28292745,30211595,39667678,44389103,53828777,54879612,72793224,65366037,58057721,57284319,56136638,55113128,61408945
    Maturity of one year or less,  IR Forward rate agreements + Interest rate swaps,Other financial institutions,5598514,5941790,6436066,8190598,9327124,9332680,9608136,9946828,12045515,14345048,16732957,17312708,19556411,21701286,24767122,26686127,33644406,38222441,52459144,50221528,55942253,67138739,78784248,90264578,105085504,110562640,156100635
    Maturity of one year or less,  IR Forward rate agreements + Interest rate swaps,Non-financial institutions,1132895,1263304,1460254,1345150,1434970,1457368,1629154,2345733,2523762,2302152,3984589,3719774,4538241,5158098,5480701,4702296,7074768,8097132,10208037,8524981,9479464,11818512,13790177,21092044,22682734,11410282,13659837
    Maturity of one year or less,  Total options,All counterparties (net),3073753,2116263,2222215,3087405,2440475,2424175,2357239,2770490,3304957,3724852,4979263,5389693,7759879,9710377,8140337,7778218,10368383,13388918,15906380,13974747,14965755,11258128,8512546,11366132,12134970,11032341,15559217
    Maturity of one year or less,    Options sold,All counterparties (gross),1871475,1507678,1559325,1878946,1695718,1720592,1679140,2078855,2366674,2687209,3469408,3921604,5328106,6339976,5829363,5888166,7302486,9528481,10989777,10094170,11018156,8545192,6805944,8516897,9049612,8307802,11494594
    Maturity of one year or less,    Options sold,Reporting dealers (gross),583954,822684,807975,935023,903944,919900,963973,1171775,1267417,1536271,1915777,2303716,2702356,3229576,3163088,3524217,4039890,5206766,6010144,5901657,6970101,5742204,4797841,5604554,5686477,5464735,7423365
    Maturity of one year or less,    Options sold,Other financial institutions,1047245,477521,530711,721802,542664,562969,520747,663883,792573,795996,1095839,1149077,1955705,1990171,1605590,1766535,2455910,2956338,3541838,2410481,2563154,1819582,1569632,2149791,2686663,2297128,3528112
    Maturity of one year or less,    Options sold,Non-financial institutions,240277,207471,220639,222123,249111,237722,194418,243197,306684,354941,457791,468810,670045,1120230,1060683,597414,806688,1365376,1437795,1782032,1484901,983407,438471,762554,676472,545940,543118
    Maturity of one year or less,    Options bought,All counterparties (gross),1783191,1421609,1534144,2147946,1704805,1694541,1680264,1849042,2205339,2571278,3485814,3782669,5146353,6758992,5471981,5297411,7172738,9009416,11195574,9806282,11109593,8485872,6284368,8693943,8980972,8208281,11635277
    Maturity of one year or less,    Options bought,Reporting dealers (gross),577878,803366,934530,943951,1016152,1062017,1040362,1143042,1266697,1531000,2036148,2325450,2726811,3547618,3158936,3290513,4173803,5091202,6547806,5949761,7353898,5803670,4357692,6084863,6104751,5502743,7717956
    Maturity of one year or less,    Options bought,Other financial institutions,994261,467127,451128,1060339,508220,490923,527170,572006,742693,855351,1143502,1146155,1882225,2235202,1587796,1628662,2307097,2749802,3254443,2081901,2237772,1618817,1571052,2137187,2501583,1965354,3253972
    Maturity of one year or less,    Options bought,Non-financial institutions,211052,151117,148485,143659,180437,141599,112731,133992,195950,184926,306164,311063,537315,976173,725248,378236,691839,1168412,1393323,1774619,1517921,1063388,355624,471894,374639,740185,663348
    Maturity over 1 year and up to 5 years,All instruments,All counterparties (net),16804786,21405219,21984673,23178735,24405741,25922997,26307531,30566420,34436804,40137185,46645995,58913760,66093443,77928568,82341177,86549813,101909493,110313879,125700103,134713169,150095696,127511159,128318948,134311691,129488014,139448539,177428238
    Maturity over 1 year and up to 5 years,  IR Forward rate agreements + Interest rate swaps,All counterparties (net),13430076,17171884,17925741,18761138,19831110,21217120,21548592,25232933,28583032,33897883,39058580,49865674,56041892,67030785,71217867,73782166,86254062,92677882,103900336,114109469,128740720,110427157,111448523,118521030,114289354,121940767,153328987
    Maturity over 1 year and up to 5 years,  IR Forward rate agreements + Interest rate swaps,Reporting dealers (net),5893344,8491567,9210740,9956213,10369853,10900449,10458114,11465659,13986561,15780331,17219456,22329213,24566035,28366825,29532486,30302123,35819423,38312904,41781296,46348513,52223395,40376315,34272277,34638619,32934883,32286443,40567360
    Maturity over 1 year and up to 5 years,  IR Forward rate agreements + Interest rate swaps,Other financial institutions,5669666,6612726,6841862,7043695,7508551,8330669,8966875,10546709,11335646,14328056,17380954,20054521,24242625,31459232,32916197,33844526,38644898,41041665,46718753,53596025,61895934,57822735,65254015,77944281,75010442,77659653,100041140
    Maturity over 1 year and up to 5 years,  IR Forward rate agreements + Interest rate swaps,Non-financial institutions,1867068,2067593,1873141,1761228,1952707,1986003,2123604,3220562,3260823,3789495,4458171,7481945,7233231,7204730,8769184,9635523,11789738,13323314,15400288,14164927,14621391,12228106,11922234,5938126,6344030,11994671,12720487
    Maturity over 1 year and up to 5 years,  Total options,All counterparties (net),3374711,4233327,4058932,4417595,4574633,4705884,4758933,5333484,5853774,6239305,7587418,9048089,10051554,10897787,11123316,12767652,15655442,17636004,21799777,20603700,21354984,17083996,16870422,15790658,15198663,17507769,24099257
    Maturity over 1 year and up to 5 years,    Options sold,All counterparties (gross),2413909,3127739,3056954,3296332,3353675,3545342,3576646,4029213,4355429,4672000,5670386,6746431,7259152,8115507,8559131,9700777,12806300,14637333,18355555,16325309,17110008,14013467,13631371,12497245,12027910,14043030,19053046
    Maturity over 1 year and up to 5 years,    Options sold,Reporting dealers (gross),1209881,1788307,1648832,1811819,1885135,1994225,2066775,2338234,2497431,2697251,3211547,3935119,4072220,4877745,5111177,5824438,8308880,9557329,12472695,10439993,11743202,10161982,9389075,8369011,7900516,9874604,13442360
    Maturity over 1 year and up to 5 years,    Options sold,Other financial institutions,835346,957223,1007350,1054946,1048782,1119961,1091731,1113772,1265533,1369237,1719268,1832358,2176583,2381538,2498579,2951466,3204678,3463843,4063152,3726813,3508283,2842895,3231282,3260830,3168725,3199897,4621035
    Maturity over 1 year and up to 5 years,    Options sold,Non-financial institutions,368680,382208,400773,429568,419757,431157,418142,577207,592465,605512,739572,978953,1010347,856223,949375,924872,1292742,1616160,1819707,2158506,1858519,1008592,1011015,867406,958669,968529,989650
    Maturity over 1 year and up to 5 years,    Options bought,All counterparties (gross),2202919,2895229,2677862,2960714,3170697,3175657,3256566,3606925,4012391,4274990,5109872,6222651,6849374,7586510,7561591,8908040,10562599,11917058,15131592,14712381,15990806,13428054,12838477,11771518,11121811,13395370,18773749
    Maturity over 1 year and up to 5 years,    Options bought,Reporting dealers (gross),1274354,1790974,1702940,1867079,2014344,2036004,2081781,2267068,2530666,2718124,3174140,3906877,4041734,4730720,4883644,5857903,7118045,8279455,10902053,10427995,11748465,10553064,9809771,8587198,8001605,9986649,14012727
    Maturity over 1 year and up to 5 years,    Options bought,Other financial institutions,688902,834130,751887,883043,905103,923641,961358,994896,1136734,1189927,1513061,1643761,2052719,2263981,2129373,2526154,2691827,2795242,3332782,2795744,2975577,2304238,2562226,2730743,2588422,2722120,3959214
    Maturity over 1 year and up to 5 years,    Options bought,Non-financial institutions,239661,270129,223034,210592,251249,216013,213427,344961,344991,366940,422671,672011,754918,591808,548576,523983,752725,842361,896757,1488641,1266763,570752,466479,453577,531784,686600,801809
    Maturity over 5 years,All instruments,All counterparties (net),8140758,10420210,11799944,12038176,13910091,14637669,15552929,19115328,21844075,24582920,30226236,36602842,41375629,49914823,55773191,56042441,69860834,77170018,89209713,130824077,155027544,149564548,149764699,135555985,126303459,137692695,129723189
    Maturity over 5 years,  IR Forward rate agreements + Interest rate swaps,All counterparties (net),6731003,8772793,9518606,10163587,11564488,12291281,13147728,16285972,18427836,20801327,25846734,31028449,35274872,43441031,47964371,47992709,59064161,64974410,74628129,108451455,129186119,127938447,126634222,113905173,105555605,116937362,112959077
    Maturity over 5 years,  IR Forward rate agreements + Interest rate swaps,Reporting dealers (net),2401467,3807099,4470652,4807119,5393056,5688852,5748121,6525751,8261687,8595838,10234388,12610626,13403772,16716201,17318408,17847732,21837418,23600284,26467710,30313029,34675099,34716484,31995185,23423531,20873447,22042864,25370487
    Maturity over 5 years,  IR Forward rate agreements + Interest rate swaps,Other financial institutions,3195327,3797038,3816071,4211015,4888335,5318672,5945651,7658174,7817749,9250004,11832089,12616261,16430567,21205399,23687840,22903181,28276883,30941413,35773514,66960981,80418695,83038158,85098008,85301303,79426842,84875820,77842385
    Maturity over 5 years,  IR Forward rate agreements + Interest rate swaps,Non-financial institutions,1134211,1168652,1231882,1145454,1283098,1283761,1453956,2102044,2348401,2955482,3780258,5801561,5440531,5519432,6958123,7241795,8949857,10432711,12386905,11177448,14092324,10183801,9541030,5180342,5255317,10018678,9746205
    Maturity over 5 years,  Total options,All counterparties (net),1409751,1647418,2281075,1874587,2345603,2346387,2405204,2829357,3416233,3781593,4379502,5574393,6100764,6473792,7808823,8049738,10796680,12195612,14581587,22372617,25841435,21626102,23130475,21650817,20747859,20755336,16764119
    Maturity over 5 years,    Options sold,All counterparties (gross),1031793,1248523,1500393,1340958,1632050,1743567,1789605,2031579,2513009,2738697,3180594,4167369,4464814,4876723,5895582,6141055,7971893,9438274,11650129,16190312,18305942,15616521,16225188,15442467,14633525,15480084,13769482
    Maturity over 5 years,    Options sold,Reporting dealers (gross),514482,699972,651035,700343,890427,993161,1018251,1189948,1506521,1535243,1766744,2351436,2492613,2909871,3691100,3925860,5245297,6678454,8333058,9248179,10285140,9170706,9339481,8880739,8323426,9689929,10834155
    Maturity over 5 years,    Options sold,Other financial institutions,375815,393412,667515,460193,538944,525570,549465,510951,595283,726677,880237,975618,998239,1324663,1512987,1595892,1945463,1861580,2280868,5990424,6969131,5881615,6135125,6098903,5887847,5326669,2621279
    Maturity over 5 years,    Options sold,Non-financial institutions,141498,155136,181842,180424,202678,224836,221888,330679,411205,476777,533613,840316,973962,642189,691494,619304,781133,898242,1036202,951710,1051672,564201,750583,462826,422251,463486,314048
    Maturity over 5 years,    Options bought,All counterparties (gross),888821,1080035,1444029,1257955,1642701,1608445,1641038,1995007,2414722,2582337,2968048,3758584,4141795,4489972,5659789,5839645,8505764,9820135,11442422,15526790,17918354,15161073,16555231,15118762,14450254,14901887,14005612
    Maturity over 5 years,    Options bought,Reporting dealers (gross),507242,662310,675653,748310,967872,1018089,1032628,1204510,1516474,1543639,1771540,2351698,2519088,2875942,3802003,3936075,6116665,7447145,8688877,9440795,10480582,9132277,9960407,8940092,8348421,9563333,11187806
    Maturity over 5 years,    Options bought,Other financial institutions,286484,305605,647132,385969,503273,442992,481486,502754,578100,746996,835484,833888,924238,1167146,1386393,1417952,1758912,1675428,1945169,5323174,6511728,5535971,5891444,5800071,5674925,4880507,2400526
    Maturity over 5 years,    Options bought,Non-financial institutions,95092,112117,121244,123678,171558,147364,126924,287744,320149,291702,361023,572996,698467,446884,471393,485617,630188,697561,808376,762821,926040,492824,703380,378599,426909,458048,417280