BIS Quarterly Review: 'December 2011,,,,,,,,,,,,,,,,,,,,,,,,,,,,
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,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009,Jun.2010,Dec.2010,Jun.2011
All currencies,H:N:A:B:A:A:A:5A:5J,18718.838,18011.138,14899.464,14344.45,15494.31,15665.718,16909.874,16747.649,18067.709,18447.914,22070.5,24475.065,26997.071,29288.992,31081.295,31360.382,38127.133,40270.899,48645.304,56238.245,62982.68,50042.263,48732.027,49181.021,53152.79,57795.891,64698.126
Canadian dollar,H:N:A:B:A:A:A:CA:5J,659.502,594.48,635.958,647.401,605.375,623.285,675.015,592.523,746.411,701.135,990.838,1019.005,967.602,1171.188,1216.998,1378.974,1674.257,1767.96,2239.233,2403.998,2226.4,1696.99,1734.733,1858.089,2236.11,2421.43,3065.362
Euro,H:N:A:B:A:A:A:EU:5J,-,-,4997.966,4667.436,5862.694,5981.314,6424.857,6368.417,7297.167,7794.458,9879.032,10144.595,10312.116,11899.775,12404.456,12856.734,15343.936,16036.647,18280.384,21805.703,25962.946,21145.832,20652.898,20363.646,20114.076,21913.24,24972.451
Japanese yen,H:N:A:B:A:A:A:JP:5J,5578.709,5319.071,4640.603,4235.512,4343.593,4254.384,4254.385,4177.7,4453.92,4791.011,4906.762,5500.324,6515.99,7076.07,6906.891,7574.746,9535.727,9490.298,10602.027,12856.809,13615.785,12327.471,11436.475,11238.297,11823.911,12573.884,13067.615
Pound sterling,H:N:A:B:A:A:A:GB:5J,2390.92,2611.916,2281.115,2241.914,2479.491,2391.349,2471.788,2315.255,2522.341,2461.77,3093.401,4285.653,4614.347,4331.108,4273.28,4423.536,5217.224,6135.414,7770.34,7978.847,8376.981,5606.244,6212.836,5929.263,6624.125,6584.13,7011.474
Swedish krona,H:N:A:B:A:A:A:SE:5J,351.183,418.919,434.6,458.968,450.965,456.28,500.541,550.945,765.704,708.443,748.928,820.691,766.944,956.59,1039.384,1067.445,1172.309,1219.684,1389.799,1525.066,1589.454,1262.03,1254.679,1308.581,1371.288,1588.821,1739.358
Swiss franc,H:N:A:B:A:A:A:CH:5J,1103.644,936.545,822.759,880.164,905.632,848.369,829.437,800.194,860.637,935.574,1243.628,1332.714,1344.173,1451.831,1585.519,1689.452,2095.984,2311.141,3055.812,3662.453,3964.089,3251.559,3072.179,3105.86,3858.788,4213.286,4875.599
US dollar,H:N:A:B:A:A:A:US:5J,16166.518,15809.992,13181.038,12834.12,13960.859,14072.633,15140.656,15409.981,15972.66,16499.837,19400.785,21428.636,24551.45,25726.385,27584.491,26294.619,31790.938,33755.373,40512.569,46946.693,52151.69,42451.4,40734.678,40920.882,45133.467,48740.982,54035.174
Other,H:N:A:B:A:A:A:5A:5J+H:N:A:B:A:A:A:5A:5J-H:N:A:B:A:A:A:CA:5J-H:N:A:B:A:A:A:EU:5J-H:N:A:B:A:A:A:JP:5J-H:N:A:B:A:A:A:GB:5J-H:N:A:B:A:A:A:SE:5J-H:N:A:B:A:A:A:CH:5J-H:N:A:B:A:A:A:US:5J,11187.2,10331.353,2804.889,2723.385,2380.011,2703.822,3523.069,3280.283,3516.578,3003.6,3877.626,4418.512,4921.52,5965.037,7151.571,7435.258,9423.891,9825.281,13440.444,15296.921,18078.015,12343,12365.576,13637.424,15143.815,17556.009,20629.219
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:B:A:A:A:5A:5J,799.18,786.199,581.901,662.296,577.645,849.304,772.896,778.918,1051.809,881.255,996.476,1301.022,866.705,1546.302,1141.434,996.933,1135.858,1265.746,1345.185,1806.943,2261.7,4083.882,2470.446,2069.726,2544.321,2482.474,2336.183
Canadian dollar,H:N:D:B:A:A:A:CA:5J,29.119,34.228,27.478,27.878,21.923,25.472,25.275,25.036,31.849,22.476,57.188,58.245,35.455,71.392,55.594,69.777,75.097,68.302,106.138,134.002,93.049,130.044,95.16,78.157,102.237,100.68,121.125
Euro,H:N:D:B:A:A:A:EU:5J,-,-,206.181,239.125,242.143,360.598,322.053,266.449,445.482,428.879,526.262,665.187,379.6,751.633,512.173,397.174,472.297,509.133,455.097,789.552,1009.838,1630.468,1031.801,863.623,1141.373,886.933,894.133
Japanese yen,H:N:D:B:A:A:A:JP:5J,351.429,370.398,171.06,261.922,156.97,273.72,217.238,312.936,253.721,188.577,164.991,216.72,178.349,258.115,219.876,255.479,243.4,325.335,389.177,370.988,432.805,960.101,531.243,539.022,657.282,687.695,539.938
Pound sterling,H:N:D:B:A:A:A:GB:5J,54.758,61.706,62.892,55.011,75.669,81.79,77.902,68.733,112.217,98.173,113.975,179.353,130.208,220.229,149.854,121.063,148.124,197.194,173.651,259.682,279.75,752.93,434.748,281.634,286.335,254.317,251.328
Swedish krona,H:N:D:B:A:A:A:SE:5J,10.605,9.201,13.615,15.537,14.948,22.282,31.052,17.616,48.106,30.642,26.326,36.017,17.842,41.191,47.799,23.536,31.157,32.53,23.314,28.757,30.172,91.389,53.653,38.766,44.541,49.547,40.768
Swiss franc,H:N:D:B:A:A:A:CH:5J,34.832,29.937,33.482,39.032,34.153,41.511,38.564,27.744,50.237,48.607,41.805,55.907,37.168,59.937,54.056,46.349,49.967,48.765,53.794,90.75,118.675,205.764,103.405,97.97,201.875,294.352,320.671
US dollar,H:N:D:B:A:A:A:US:5J,746.596,698.469,518.948,580.682,518.423,770.515,678.782,704.218,948.174,812.724,890.754,1211.966,807.684,1407.95,1024.047,866.533,968.511,1068.523,1111.751,1470.59,1838.224,3252.399,1961.463,1662.188,2036.522,1956.048,1807.94
Other,H:N:D:B:A:A:A:5A:5J+H:N:D:B:A:A:A:5A:5J-H:N:D:B:A:A:A:CA:5J-H:N:D:B:A:A:A:EU:5J-H:N:D:B:A:A:A:JP:5J-H:N:D:B:A:A:A:GB:5J-H:N:D:B:A:A:A:SE:5J-H:N:D:B:A:A:A:CH:5J-H:N:D:B:A:A:A:US:5J,371.021,368.459,130.146,105.405,91.061,122.72,154.926,135.104,213.832,132.432,171.651,178.649,147.104,282.157,219.469,213.955,283.163,281.71,377.448,469.565,720.887,1144.669,729.419,578.092,618.477,735.376,696.463



Table 20C: Amounts outstanding of OTC foreign exchange derivatives,,,,,,,,,,,,,,,,,,,,,,,,,,,,
"By instrument, maturity and counterparty",,,,,,,,,,,,,,,,,,,,,,,,,,,,
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,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009,Jun.2010,Dec.2010,Jun.2011
Total contracts,H:N:A:B:A:A:A:5A:5J,18718.838,18011.138,14899.464,14344.45,15494.31,15665.718,16909.874,16747.649,18067.709,18447.914,22070.5,24475.065,26997.071,29288.992,31081.295,31360.382,38127.133,40270.899,48645.304,56238.245,62982.68,50042.263,48732.027,49181.021,53152.79,57795.891,64698.126
Maturity of one year or less ,H:N:A:B:A:A:A:8A:5J,16292.15,15791.2,12444.218,12139.557,13177.861,12887.994,13012.133,13426.969,14401.211,14521.517,17543.155,18840.254,21251.602,22833.887,24255.614,23907.4,29578.593,30269.618,36949.509,40316.085,43638.91,32711.13,30263.874,30614.038,33636.76,37986.878,47732.245
Maturity between 1 and 5 yrs ,H:N:A:B:A:A:A:8B:5J,1831.995,1624.367,1772.154,1539.235,1623.396,1901.84,2833.006,2339.806,2536.62,2718.722,3128.348,3900.545,3911.913,4386.356,4729.163,5164.064,5851.148,6702.037,8090.143,8552.617,10701.084,9557.291,9693.627,9712.317,10738.219,10135,11904.474
Maturity over 5 years ,H:N:A:B:A:A:A:8C:5J,594.732,591.663,682.743,665.918,693.05,875.898,1064.735,980.887,1129.88,1207.672,1399,1734.278,1833.555,2068.761,2096.536,2288.942,2697.41,3299.254,3605.659,7369.563,8642.693,7773.85,8774.55,8854.668,8777.827,9674.016,5061.429
Forwards and swaps,H:N:A:B:P:A:A:8A:5J+H:N:A:B:P:A:A:8B:5J+H:N:A:B:P:A:A:8C:5J,14095.951,14312.36,11890.655,12037.386,13109.066,13327.252,14413.687,14277.575,14640.401,15222.227,17490.718,18757.833,20959.29,23173.966,24036.442,24376.781,29103.031,30673.982,36841.697,1636.743,3029.597,39434.37,38176.944,39638.205,41983.121,47704.352,53340.634
Maturity of one year or less ,H:N:A:B:P:A:A:8A:5J,11999.836,12283.691,9637.989,9957.453,10916.448,10726.348,10848.263,11176.068,11296.032,11732.179,13407.951,13746.331,15833.648,17521.951,18194.834,18157.174,22122.285,22696.366,27705.896,1114.614,2006.999,25929.329,23749.498,24767.134,25943.429,31618.918,39289.991
Maturity between 1 and 5 yrs ,H:N:A:B:P:A:A:8B:5J,1525.205,1448.886,1593.127,1430.585,1518.474,1764.096,2542.967,2141.97,2243.526,2337.865,2733.89,3355.595,3382.894,3676.053,3847.157,4049.579,4447.833,4899.067,5823.329,334.221,658.861,6792.453,7116.49,7555.07,8373.336,8138.834,9563.652
Maturity over 5 years ,H:N:A:B:P:A:A:8C:5J,570.91,579.783,659.539,649.348,674.144,836.808,1022.457,959.537,1100.843,1152.183,1348.877,1655.907,1742.748,1975.962,1994.451,2170.028,2532.913,3078.549,3312.472,187.908,363.737,6712.588,7310.956,7316.001,7666.356,7946.6,4486.991
Options,H:N:A:B:H:A:A:5A:5J,4622.844,3694.726,3008.711,2307.066,2385.21,2338.481,2496.184,2470.085,3427.303,3225.685,4579.792,5717.242,6037.796,6115.049,7044.869,6983.615,9024.12,9596.922,11803.614,12747.872,14709.994,10607.906,10555.091,9542.828,11169.684,10091.545,11357.502
Maturity of one year or less ,H:N:A:B:H:A:A:8A:5J,4292.313,3507.509,2806.223,2182.105,2261.407,2161.651,2163.872,2250.901,3105.18,2789.339,4135.205,5093.927,5417.958,5311.948,6060.786,5750.23,7456.318,7573.252,9243.614,9143.997,10081.412,6781.797,6514.373,5846.907,7693.333,6367.958,8442.261
Maturity between 1 and 5 yrs ,H:N:A:B:H:A:A:8B:5J,306.792,175.478,179.322,108.653,104.918,137.741,290.043,197.843,293.092,380.862,394.463,544.954,529.025,710.314,882.01,1114.49,1403.323,1802.972,2266.822,2376.604,3078.406,2764.847,2577.138,2157.246,2364.885,1996.166,2340.829
Maturity over 5 years ,H:N:A:B:H:A:A:8C:5J,23.822,11.88,23.211,16.565,18.903,39.089,42.276,21.351,29.037,55.491,50.126,78.378,90.813,92.806,102.099,118.92,164.505,220.709,293.197,1227.288,1550.187,1061.26,1463.592,1538.669,1111.472,1727.417,574.444
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,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009,Jun.2010,Dec.2010,Jun.2011
Total contracts,H:N:A:B:A:C:A:5A:5J,7406.404,7283.528,5463.928,5392.283,5826.7,5729.224,5907.121,5911.623,6602.35,6841.835,7954.477,8660.232,10796.222,11667.693,12178.678,12165.024,15305.637,15532.397,19172.557,21333.595,24844.879,19664.944,18848.708,18896.091,19924.431,21955.555,26169.959
Maturity of one year or less ,H:N:A:B:A:C:A:8A:5J,6737.626,6650.47,4827.861,4839.279,5261.684,5026.796,4830.951,5062.812,5582.269,5709.316,6611.736,6846.175,8794.191,9370.834,9676.908,9395.796,12002.753,11631.724,14586.186,5152.814,6213.514,13452.194,12420.84,12316.017,12913.225,14664.006,18071.792
Maturity between 1 and 5 yrs ,H:N:A:B:A:C:A:8B:5J,556.778,489.974,478.876,401.754,412.959,482.848,771.782,598.532,707.672,804.541,932.478,1252.977,1371.529,1584.754,1737.198,1933.056,2305.004,2696.576,3181.654,1327.52,1865.495,4220.207,4232.906,4352.402,4667.348,4815.829,5589.85
Maturity over 5 years ,H:N:A:B:A:C:A:8C:5J,111.923,145.656,157.244,151.001,152.072,219.587,304.389,250.278,312.409,327.986,410.272,561.086,630.516,712.113,764.589,836.182,997.883,1204.114,1404.728,302.484,388.451,1992.546,2194.953,2227.673,2343.86,2475.72,2508.332
Forwards and swaps,H:N:A:B:P:C:A:8A:5J+H:N:A:B:P:C:A:8B:5J+H:N:A:B:P:C:A:8C:5J,5620.916,5770.848,4295.206,4521.689,4900.248,4891.643,5058.144,5011.633,5396.165,5740.362,6522.06,6903.843,8527.872,9055.076,9206.135,8980.832,11071.972,11034.534,13708.655,835.107,1118.247,14481.09,14030.753,14794.819,15396.888,17582.626,21007.138
Maturity of one year or less ,H:N:A:B:P:C:A:8A:5J,5087.984,5205.124,3717.212,3997.141,4369.034,4219.601,4053.754,4199.147,4438.044,4710.092,5268.026,5256.762,6737.734,7068.723,7058.466,6698.819,8461.493,8061.04,10205.831,599.448,747.897,9972.99,9267.444,9634.662,9867.72,11788.49,14557.287
Maturity between 1 and 5 yrs ,H:N:A:B:P:C:A:8B:5J,427.149,422.771,427.353,377.109,388.438,456.893,709.724,564.734,651.472,706.886,851.154,1103.185,1181.012,1302.765,1417.699,1490.685,1685.378,1873.484,2236.999,161.809,255.786,2844.112,2952.472,3256.89,3509.095,3683.626,4290.619
Maturity over 5 years ,H:N:A:B:P:C:A:8C:5J,105.783,142.953,150.641,147.439,142.776,215.149,294.666,247.752,306.649,323.384,402.88,543.896,609.126,683.588,729.97,791.328,925.101,1100.01,1265.825,73.85,114.564,1663.988,1810.837,1903.267,2020.073,2110.51,2159.232
Options,H:N:A:B:H:C:A:5A:5J,1785.355,1515.841,1168.694,870.597,926.441,837.585,848.982,899.991,1206.185,1101.478,1432.423,1756.389,2268.359,2612.612,2972.542,3184.188,4233.652,4497.866,5463.902,5947.702,7349.206,5183.859,4817.957,4101.274,4527.546,4372.931,5162.82
Maturity of one year or less ,H:N:A:B:H:C:A:8A:5J,1649.642,1445.346,1110.649,842.138,892.65,807.195,777.197,863.665,1144.225,999.224,1343.71,1589.413,2056.457,2302.111,2618.442,2696.977,3541.26,3570.684,4380.355,4553.366,5465.617,3479.204,3153.396,2681.355,3045.505,2875.516,3514.505
Maturity between 1 and 5 yrs ,H:N:A:B:H:C:A:8B:5J,129.629,67.203,51.523,24.645,24.521,25.955,62.058,33.798,56.2,97.655,81.324,149.792,190.517,281.989,319.499,442.371,619.626,823.092,944.655,1165.711,1609.709,1376.095,1280.434,1095.512,1158.253,1132.203,1299.231
Maturity over 5 years ,H:N:A:B:H:C:A:8C:5J,6.14,2.703,6.603,3.562,9.296,4.438,9.723,2.526,5.76,4.602,7.392,17.19,21.39,28.525,34.619,44.854,72.782,104.104,138.903,228.634,273.887,328.558,384.116,324.406,323.787,365.21,349.1